quickfix_ruby_ud 2.0.7-x86_64-linux

data/ext/quickfix/Fields.h

@@ -0,0 +1,30 @@
+/* -*- C++ -*- */
+
+/****************************************************************************
+** Copyright (c) 2001-2014
+**
+** This file is part of the QuickFIX FIX Engine
+**
+** This file may be distributed under the terms of the quickfixengine.org
+** license as defined by quickfixengine.org and appearing in the file
+** LICENSE included in the packaging of this file.
+**
+** This file is provided AS IS with NO WARRANTY OF ANY KIND, INCLUDING THE
+** WARRANTY OF DESIGN, MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE.
+**
+** See http://www.quickfixengine.org/LICENSE for licensing information.
+**
+** Contact ask@quickfixengine.org if any conditions of this licensing are
+** not clear to you.
+**
+****************************************************************************/
+
+#ifndef FIX_FIELDS_BASE_H
+#define FIX_FIELDS_BASE_H
+
+#include "Field.h"
+#include "FixFields.h"
+
+#undef Yield
+
+#endif // FIX_FIELDS_BASE_H

data/ext/quickfix/FileLog.cpp

@@ -0,0 +1,176 @@
+/****************************************************************************
+** Copyright (c) 2001-2014
+**
+** This file is part of the QuickFIX FIX Engine
+**
+** This file may be distributed under the terms of the quickfixengine.org
+** license as defined by quickfixengine.org and appearing in the file
+** LICENSE included in the packaging of this file.
+**
+** This file is provided AS IS with NO WARRANTY OF ANY KIND, INCLUDING THE
+** WARRANTY OF DESIGN, MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE.
+**
+** See http://www.quickfixengine.org/LICENSE for licensing information.
+**
+** Contact ask@quickfixengine.org if any conditions of this licensing are
+** not clear to you.
+**
+****************************************************************************/
+
+#ifdef _MSC_VER
+#include "stdafx.h"
+#else
+#include "config.h"
+#endif
+
+#include "FileLog.h"
+
+namespace FIX {
+Log *FileLogFactory::create() {
+  if (++m_globalLogCount > 1) {
+    return m_globalLog;
+  }
+
+  if (m_path.size()) {
+    return new FileLog(m_path);
+  }
+
+  try {
+
+    const Dictionary &settings = m_settings.get();
+    std::string path = settings.getString(FILE_LOG_PATH);
+    std::string backupPath = path;
+
+    if (settings.has(FILE_LOG_BACKUP_PATH)) {
+      backupPath = settings.getString(FILE_LOG_BACKUP_PATH);
+    }
+
+    return m_globalLog = new FileLog(path, backupPath);
+  } catch (ConfigError &) {
+    m_globalLogCount--;
+    throw;
+  }
+}
+
+Log *FileLogFactory::create(const SessionID &s) {
+  if (m_path.size() && m_backupPath.size()) {
+    return new FileLog(m_path, m_backupPath, s);
+  }
+  if (m_path.size()) {
+    return new FileLog(m_path, s);
+  }
+
+  std::string path;
+  std::string backupPath;
+  Dictionary settings = m_settings.get(s);
+  path = settings.getString(FILE_LOG_PATH);
+  backupPath = path;
+  if (settings.has(FILE_LOG_BACKUP_PATH)) {
+    backupPath = settings.getString(FILE_LOG_BACKUP_PATH);
+  }
+
+  return new FileLog(path, backupPath, s);
+}
+
+void FileLogFactory::destroy(Log *pLog) {
+  if (pLog != m_globalLog || --m_globalLogCount == 0) {
+    delete pLog;
+  }
+}
+
+FileLog::FileLog(const std::string &path) { init(path, path, "GLOBAL"); }
+
+FileLog::FileLog(const std::string &path, const std::string &backupPath) { init(path, backupPath, "GLOBAL"); }
+
+FileLog::FileLog(const std::string &path, const SessionID &s) { init(path, path, generatePrefix(s)); }
+
+FileLog::FileLog(const std::string &path, const std::string &backupPath, const SessionID &s) {
+  init(path, backupPath, generatePrefix(s));
+}
+
+std::string FileLog::generatePrefix(const SessionID &s) {
+  const std::string &begin = s.getBeginString().getString();
+  const std::string &sender = s.getSenderCompID().getString();
+  const std::string &target = s.getTargetCompID().getString();
+  const std::string &qualifier = s.getSessionQualifier();
+
+  std::string prefix = begin + "-" + sender + "-" + target;
+  if (qualifier.size()) {
+    prefix += "-" + qualifier;
+  }
+
+  return prefix;
+}
+
+void FileLog::init(std::string path, std::string backupPath, const std::string &prefix) {
+  file_mkdir(path.c_str());
+  file_mkdir(backupPath.c_str());
+
+  if (path.empty()) {
+    path = ".";
+  }
+  if (backupPath.empty()) {
+    backupPath = path;
+  }
+
+  m_fullPrefix = file_appendpath(path, prefix + ".");
+  m_fullBackupPrefix = file_appendpath(backupPath, prefix + ".");
+
+  m_messagesFileName = m_fullPrefix + "messages.current.log";
+  m_eventFileName = m_fullPrefix + "event.current.log";
+
+  m_messages.open(m_messagesFileName.c_str(), std::ios::out | std::ios::app);
+  if (!m_messages.is_open()) {
+    throw ConfigError("Could not open messages file: " + m_messagesFileName);
+  }
+  m_event.open(m_eventFileName.c_str(), std::ios::out | std::ios::app);
+  if (!m_event.is_open()) {
+    throw ConfigError("Could not open event file: " + m_eventFileName);
+  }
+}
+
+FileLog::~FileLog() {
+  m_messages.close();
+  m_event.close();
+}
+
+void FileLog::clear() {
+  m_messages.close();
+  m_event.close();
+
+  m_messages.open(m_messagesFileName.c_str(), std::ios::out | std::ios::trunc);
+  m_event.open(m_eventFileName.c_str(), std::ios::out | std::ios::trunc);
+}
+
+void FileLog::backup() {
+  m_messages.close();
+  m_event.close();
+
+  int i = 0;
+  while (true) {
+    std::stringstream messagesFileName;
+    std::stringstream eventFileName;
+
+    messagesFileName << m_fullBackupPrefix << "messages.backup." << ++i << ".log";
+    eventFileName << m_fullBackupPrefix << "event.backup." << i << ".log";
+    FILE *messagesLogFile = file_fopen(messagesFileName.str().c_str(), "r");
+    FILE *eventLogFile = file_fopen(eventFileName.str().c_str(), "r");
+
+    if (messagesLogFile == NULL && eventLogFile == NULL) {
+      file_rename(m_messagesFileName.c_str(), messagesFileName.str().c_str());
+      file_rename(m_eventFileName.c_str(), eventFileName.str().c_str());
+      m_messages.open(m_messagesFileName.c_str(), std::ios::out | std::ios::trunc);
+      m_event.open(m_eventFileName.c_str(), std::ios::out | std::ios::trunc);
+      return;
+    }
+
+    if (messagesLogFile != NULL) {
+      file_fclose(messagesLogFile);
+    }
+    if (eventLogFile != NULL) {
+      file_fclose(eventLogFile);
+    }
+  }
+}
+
+} // namespace FIX

data/ext/quickfix/FileLog.h

@@ -0,0 +1,110 @@
+/* -*- C++ -*- */
+
+/****************************************************************************
+** Copyright (c) 2001-2014
+**
+** This file is part of the QuickFIX FIX Engine
+**
+** This file may be distributed under the terms of the quickfixengine.org
+** license as defined by quickfixengine.org and appearing in the file
+** LICENSE included in the packaging of this file.
+**
+** This file is provided AS IS with NO WARRANTY OF ANY KIND, INCLUDING THE
+** WARRANTY OF DESIGN, MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE.
+**
+** See http://www.quickfixengine.org/LICENSE for licensing information.
+**
+** Contact ask@quickfixengine.org if any conditions of this licensing are
+** not clear to you.
+**
+****************************************************************************/
+
+#ifndef FIX_FILELOG_H
+#define FIX_FILELOG_H
+
+#ifdef _MSC_VER
+#pragma warning(disable : 4503 4355 4786 4290)
+#endif
+
+#include "Log.h"
+#include "SessionSettings.h"
+#include <fstream>
+
+namespace FIX {
+/**
+ * Creates a file based implementation of Log
+ *
+ * This stores all log events into flat files
+ */
+class FileLogFactory : public LogFactory {
+public:
+  FileLogFactory(const SessionSettings &settings)
+      : m_settings(settings),
+        m_globalLog(0),
+        m_globalLogCount(0) {};
+  FileLogFactory(const std::string &path)
+      : m_path(path),
+        m_backupPath(path),
+        m_globalLog(0),
+        m_globalLogCount(0) {};
+  FileLogFactory(const std::string &path, const std::string &backupPath)
+      : m_path(path),
+        m_backupPath(backupPath),
+        m_globalLog(0),
+        m_globalLogCount(0) {};
+
+public:
+  Log *create();
+  Log *create(const SessionID &);
+  void destroy(Log *log);
+
+private:
+  std::string m_path;
+  std::string m_backupPath;
+  SessionSettings m_settings;
+  Log *m_globalLog;
+  int m_globalLogCount;
+};
+
+/**
+ * File based implementation of Log
+ *
+ * Two files are created by this implementation.  One for messages,
+ * and one for events.
+ *
+ */
+class FileLog : public Log {
+public:
+  FileLog(const std::string &path);
+  FileLog(const std::string &path, const std::string &backupPath);
+  FileLog(const std::string &path, const SessionID &sessionID);
+  FileLog(const std::string &path, const std::string &backupPath, const SessionID &sessionID);
+  virtual ~FileLog();
+
+  void clear();
+  void backup();
+
+  void onIncoming(const std::string &value) {
+    m_messages << UtcTimeStampConvertor::convert(UtcTimeStamp::now(), 9) << " : " << value << std::endl;
+  }
+  void onOutgoing(const std::string &value) {
+    m_messages << UtcTimeStampConvertor::convert(UtcTimeStamp::now(), 9) << " : " << value << std::endl;
+  }
+  void onEvent(const std::string &value) {
+    m_event << UtcTimeStampConvertor::convert(UtcTimeStamp::now(), 9) << " : " << value << std::endl;
+  }
+
+private:
+  std::string generatePrefix(const SessionID &sessionID);
+  void init(std::string path, std::string backupPath, const std::string &prefix);
+
+  std::ofstream m_messages;
+  std::ofstream m_event;
+  std::string m_messagesFileName;
+  std::string m_eventFileName;
+  std::string m_fullPrefix;
+  std::string m_fullBackupPrefix;
+};
+} // namespace FIX
+
+#endif // FIX_LOG_H

data/ext/quickfix/FileStore.cpp

@@ -0,0 +1,369 @@
+/****************************************************************************
+** Copyright (c) 2001-2014
+**
+** This file is part of the QuickFIX FIX Engine
+**
+** This file may be distributed under the terms of the quickfixengine.org
+** license as defined by quickfixengine.org and appearing in the file
+** LICENSE included in the packaging of this file.
+**
+** This file is provided AS IS with NO WARRANTY OF ANY KIND, INCLUDING THE
+** WARRANTY OF DESIGN, MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE.
+**
+** See http://www.quickfixengine.org/LICENSE for licensing information.
+**
+** Contact ask@quickfixengine.org if any conditions of this licensing are
+** not clear to you.
+**
+****************************************************************************/
+
+#ifdef _MSC_VER
+#include "stdafx.h"
+#else
+#include "config.h"
+#endif
+
+#include "FileStore.h"
+#include "Parser.h"
+#include "SessionID.h"
+#include "Utility.h"
+#include <fstream>
+#include <inttypes.h>
+#include <sys/stat.h>
+
+namespace {
+auto const seqNumFileFormat = "%" + std::to_string(std::numeric_limits<uint64_t>::digits10 + 1) + "."
+                              + std::to_string(std::numeric_limits<uint64_t>::digits10 + 1) + SCNu64;
+
+auto const seqNumPairFileFormat = (seqNumFileFormat + " : " + seqNumFileFormat);
+
+auto constexpr sizeOf64BitSeqNumFile = 43;
+} // namespace
+namespace FIX {
+FileStore::FileStore(const UtcTimeStamp &now, std::string path, const SessionID &sessionID)
+    : m_cache(now),
+      m_msgFile(0),
+      m_headerFile(0),
+      m_seqNumsFile(0),
+      m_sessionFile(0) {
+  file_mkdir(path.c_str());
+
+  if (path.empty()) {
+    path = ".";
+  }
+  const std::string &begin = sessionID.getBeginString().getString();
+  const std::string &sender = sessionID.getSenderCompID().getString();
+  const std::string &target = sessionID.getTargetCompID().getString();
+  const std::string &qualifier = sessionID.getSessionQualifier();
+
+  std::string sessionid = begin + "-" + sender + "-" + target;
+  if (qualifier.size()) {
+    sessionid += "-" + qualifier;
+  }
+
+  std::string prefix = file_appendpath(path, sessionid + ".");
+
+  m_msgFileName = prefix + "body";
+  m_headerFileName = prefix + "header";
+  m_seqNumsFileName = prefix + "seqnums";
+  m_sessionFileName = prefix + "session";
+
+  try {
+    open(false);
+  } catch (IOException &e) {
+    throw ConfigError(e.what());
+  }
+}
+
+FileStore::~FileStore() {
+  if (m_msgFile) {
+    fclose(m_msgFile);
+  }
+  if (m_headerFile) {
+    fclose(m_headerFile);
+  }
+  if (m_seqNumsFile) {
+    fclose(m_seqNumsFile);
+  }
+  if (m_sessionFile) {
+    fclose(m_sessionFile);
+  }
+}
+
+void FileStore::open(bool deleteFile) {
+  if (m_msgFile) {
+    fclose(m_msgFile);
+  }
+  if (m_headerFile) {
+    fclose(m_headerFile);
+  }
+  if (m_seqNumsFile) {
+    fclose(m_seqNumsFile);
+  }
+  if (m_sessionFile) {
+    fclose(m_sessionFile);
+  }
+
+  m_msgFile = 0;
+  m_headerFile = 0;
+  m_seqNumsFile = 0;
+  m_sessionFile = 0;
+
+  if (deleteFile) {
+    file_unlink(m_msgFileName.c_str());
+    file_unlink(m_headerFileName.c_str());
+    file_unlink(m_seqNumsFileName.c_str());
+    file_unlink(m_sessionFileName.c_str());
+  }
+
+  populateCache();
+  m_msgFile = file_fopen(m_msgFileName.c_str(), "r+");
+  if (!m_msgFile) {
+    m_msgFile = file_fopen(m_msgFileName.c_str(), "w+");
+  }
+  if (!m_msgFile) {
+    throw ConfigError("Could not open body file: " + m_msgFileName + " " + error_strerror());
+  }
+
+  m_headerFile = file_fopen(m_headerFileName.c_str(), "r+");
+  if (!m_headerFile) {
+    m_headerFile = file_fopen(m_headerFileName.c_str(), "w+");
+  }
+  if (!m_headerFile) {
+    throw ConfigError("Could not open header file: " + m_headerFileName + " " + error_strerror());
+  }
+
+  m_seqNumsFile = file_fopen(m_seqNumsFileName.c_str(), "r+");
+  if (!m_seqNumsFile) {
+    m_seqNumsFile = file_fopen(m_seqNumsFileName.c_str(), "w+");
+  }
+  if (!m_seqNumsFile) {
+    throw ConfigError("Could not open seqnums file: " + m_seqNumsFileName + " " + error_strerror());
+  }
+
+  bool setCreationTime = false;
+  m_sessionFile = file_fopen(m_sessionFileName.c_str(), "r");
+  if (!m_sessionFile) {
+    setCreationTime = true;
+  } else {
+    fclose(m_sessionFile);
+  }
+
+  m_sessionFile = file_fopen(m_sessionFileName.c_str(), "r+");
+  if (!m_sessionFile) {
+    m_sessionFile = file_fopen(m_sessionFileName.c_str(), "w+");
+  }
+  if (!m_sessionFile) {
+    throw ConfigError("Could not open session file " + error_strerror());
+  }
+  if (setCreationTime) {
+    setSession();
+  }
+
+  setNextSenderMsgSeqNum(getNextSenderMsgSeqNum());
+  setNextTargetMsgSeqNum(getNextTargetMsgSeqNum());
+}
+
+void FileStore::populateCache() {
+  FILE *headerFile = file_fopen(m_headerFileName.c_str(), "r+");
+  if (headerFile) {
+    SEQNUM msgSeqNum;
+    long offset;
+    std::size_t size;
+
+    while (FILE_FSCANF(headerFile, "%" SCNu64 ",%ld,%zu ", &msgSeqNum, &offset, &size) == 3) {
+      std::pair<NumToOffset::iterator, bool> it
+          = m_offsets.insert(NumToOffset::value_type(msgSeqNum, std::make_pair(offset, size)));
+
+      if (it.second == false) {
+        it.first->second = std::make_pair(offset, size);
+      }
+    }
+    fclose(headerFile);
+  }
+
+  struct stat seqNumsFileStat;
+  FILE *seqNumsFile = file_fopen(m_seqNumsFileName.c_str(), "r+");
+
+  if (seqNumsFile && stat(m_seqNumsFileName.c_str(), &seqNumsFileStat) == 0) {
+    if (seqNumsFileStat.st_size == sizeOf64BitSeqNumFile) {
+      SEQNUM sender, target;
+      if (FILE_FSCANF(seqNumsFile, "%" SCNu64 " : %" SCNu64, &sender, &target) == 2) {
+        m_cache.setNextSenderMsgSeqNum(sender);
+        m_cache.setNextTargetMsgSeqNum(target);
+      }
+    } else // try old int seq num file format
+    {
+      int sender, target;
+      if (FILE_FSCANF(seqNumsFile, "%d : %d", &sender, &target) == 2) {
+        m_cache.setNextSenderMsgSeqNum(sender);
+        m_cache.setNextTargetMsgSeqNum(target);
+      }
+    }
+    fclose(seqNumsFile);
+  }
+
+  FILE *sessionFile = file_fopen(m_sessionFileName.c_str(), "r+");
+  if (sessionFile) {
+    char time[22];
+#ifdef HAVE_FSCANF_S
+    int result = FILE_FSCANF(sessionFile, "%s", time, 22);
+#else
+    int result = FILE_FSCANF(sessionFile, "%s", time);
+#endif
+    if (result == 1) {
+      m_cache.setCreationTime(UtcTimeStampConvertor::convert(time));
+    }
+    fclose(sessionFile);
+  }
+}
+
+MessageStore *FileStoreFactory::create(const UtcTimeStamp &now, const SessionID &sessionID) {
+  if (m_path.size()) {
+    return new FileStore(now, m_path, sessionID);
+  }
+
+  std::string path;
+  Dictionary settings = m_settings.get(sessionID);
+  path = settings.getString(FILE_STORE_PATH);
+  return new FileStore(now, path, sessionID);
+}
+
+void FileStoreFactory::destroy(MessageStore *pStore) { delete pStore; }
+
+bool FileStore::set(SEQNUM msgSeqNum, const std::string &msg) EXCEPT(IOException) {
+  if (fseek(m_msgFile, 0, SEEK_END)) {
+    throw IOException("Cannot seek to end of " + m_msgFileName);
+  }
+  if (fseek(m_headerFile, 0, SEEK_END)) {
+    throw IOException("Cannot seek to end of " + m_headerFileName);
+  }
+
+  long offset = ftell(m_msgFile);
+  if (offset < 0) {
+    throw IOException("Unable to get file pointer position from " + m_msgFileName);
+  }
+  std::size_t size = msg.size();
+
+  if (fprintf(m_headerFile, "%" SCNu64 ",%ld,%zu ", msgSeqNum, offset, size) < 0) {
+    throw IOException("Unable to write to file " + m_headerFileName);
+  }
+  std::pair<NumToOffset::iterator, bool> it
+      = m_offsets.insert(NumToOffset::value_type(msgSeqNum, std::make_pair(offset, size)));
+  if (it.second == false) {
+    it.first->second = std::make_pair(offset, size);
+  }
+  fwrite(msg.c_str(), sizeof(char), msg.size(), m_msgFile);
+  if (ferror(m_msgFile)) {
+    throw IOException("Unable to write to file " + m_msgFileName);
+  }
+  if (fflush(m_msgFile) == EOF) {
+    throw IOException("Unable to flush file " + m_msgFileName);
+  }
+  if (fflush(m_headerFile) == EOF) {
+    throw IOException("Unable to flush file " + m_headerFileName);
+  }
+  return true;
+}
+
+void FileStore::get(SEQNUM begin, SEQNUM end, std::vector<std::string> &result) const EXCEPT(IOException) {
+  result.clear();
+  std::string msg;
+  for (auto i = begin; i <= end && i != 0; ++i) {
+    if (get(i, msg)) {
+      result.push_back(msg);
+    }
+  }
+}
+
+SEQNUM FileStore::getNextSenderMsgSeqNum() const EXCEPT(IOException) { return m_cache.getNextSenderMsgSeqNum(); }
+
+SEQNUM FileStore::getNextTargetMsgSeqNum() const EXCEPT(IOException) { return m_cache.getNextTargetMsgSeqNum(); }
+
+void FileStore::setNextSenderMsgSeqNum(SEQNUM value) EXCEPT(IOException) {
+  m_cache.setNextSenderMsgSeqNum(value);
+  setSeqNum();
+}
+
+void FileStore::setNextTargetMsgSeqNum(SEQNUM value) EXCEPT(IOException) {
+  m_cache.setNextTargetMsgSeqNum(value);
+  setSeqNum();
+}
+
+void FileStore::incrNextSenderMsgSeqNum() EXCEPT(IOException) {
+  m_cache.incrNextSenderMsgSeqNum();
+  setSeqNum();
+}
+
+void FileStore::incrNextTargetMsgSeqNum() EXCEPT(IOException) {
+  m_cache.incrNextTargetMsgSeqNum();
+  setSeqNum();
+}
+
+UtcTimeStamp FileStore::getCreationTime() const EXCEPT(IOException) { return m_cache.getCreationTime(); }
+
+void FileStore::reset(const UtcTimeStamp &now) EXCEPT(IOException) {
+  try {
+    m_cache.reset(now);
+    m_offsets.clear();
+    open(true);
+    setSession();
+  } catch (std::exception &e) {
+    throw IOException(e.what());
+  }
+}
+
+void FileStore::refresh() EXCEPT(IOException) {
+  try {
+    m_cache.reset(UtcTimeStamp::now());
+    m_offsets.clear();
+    open(false);
+  } catch (std::exception &e) {
+    throw IOException(e.what());
+  }
+}
+
+void FileStore::setSeqNum() {
+  rewind(m_seqNumsFile);
+  fprintf(m_seqNumsFile, seqNumPairFileFormat.c_str(), getNextSenderMsgSeqNum(), getNextTargetMsgSeqNum());
+  if (ferror(m_seqNumsFile)) {
+    throw IOException("Unable to write to file " + m_seqNumsFileName);
+  }
+  if (fflush(m_seqNumsFile)) {
+    throw IOException("Unable to flush file " + m_seqNumsFileName);
+  }
+}
+
+void FileStore::setSession() {
+  rewind(m_sessionFile);
+  fprintf(m_sessionFile, "%s", UtcTimeStampConvertor::convert(m_cache.getCreationTime()).c_str());
+  if (ferror(m_sessionFile)) {
+    throw IOException("Unable to write to file " + m_sessionFileName);
+  }
+  if (fflush(m_sessionFile)) {
+    throw IOException("Unable to flush file " + m_sessionFileName);
+  }
+}
+
+bool FileStore::get(SEQNUM msgSeqNum, std::string &msg) const EXCEPT(IOException) {
+  NumToOffset::const_iterator find = m_offsets.find(msgSeqNum);
+  if (find == m_offsets.end()) {
+    return false;
+  }
+  const OffsetSize &offset = find->second;
+  if (fseek(m_msgFile, offset.first, SEEK_SET)) {
+    throw IOException("Unable to seek in file " + m_msgFileName);
+  }
+  char *buffer = new char[offset.second + 1];
+  size_t result = fread(buffer, sizeof(char), offset.second, m_msgFile);
+  if (ferror(m_msgFile) || result != (size_t)offset.second) {
+    delete[] buffer;
+    throw IOException("Unable to read from file " + m_msgFileName);
+  }
+  buffer[offset.second] = 0;
+  msg = buffer;
+  delete[] buffer;
+  return true;
+}
+
+} // namespace FIX