quickfix_ruby_ud 2.0.7

data/ext/quickfix/Message.cpp

@@ -0,0 +1,617 @@
+/****************************************************************************
+** 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 "Message.h"
+#include "Utility.h"
+#include "Values.h"
+#include <iomanip>
+
+namespace FIX {
+
+int const headerOrder[] = {FIELD::BeginString, FIELD::BodyLength, FIELD::MsgType};
+
+std::unique_ptr<DataDictionary> Message::s_dataDictionary;
+
+Message::Message()
+    : m_validStructure(true),
+      m_tag(0) {}
+
+Message::Message(const message_order &headerOrder, const message_order &trailerOrder, const message_order &order)
+    : FieldMap(order),
+      m_header(headerOrder),
+      m_trailer(trailerOrder),
+      m_validStructure(true) {}
+
+Message::Message(const std::string &string, bool validate) EXCEPT(InvalidMessage)
+    : m_validStructure(true),
+      m_tag(0) {
+  setString(string, validate);
+}
+
+Message::Message(const std::string &string, const DataDictionary &dataDictionary, bool validate) EXCEPT(InvalidMessage)
+    : m_validStructure(true),
+      m_tag(0) {
+  setString(string, validate, &dataDictionary, &dataDictionary);
+}
+
+Message::Message(
+    const std::string &string,
+    const DataDictionary &sessionDataDictionary,
+    const DataDictionary &applicationDataDictionary,
+    bool validate) EXCEPT(InvalidMessage)
+    : m_validStructure(true),
+      m_tag(0) {
+  setString(string, validate, &sessionDataDictionary, &applicationDataDictionary);
+}
+
+Message::Message(
+    const message_order &headerOrder,
+    const message_order &trailerOrder,
+    const message_order &order,
+    const std::string &string,
+    const DataDictionary &dataDictionary,
+    bool validate) EXCEPT(InvalidMessage)
+    : FieldMap(order),
+      m_header(headerOrder),
+      m_trailer(trailerOrder),
+      m_validStructure(true) {
+  setString(string, validate, &dataDictionary, &dataDictionary);
+}
+
+Message::Message(
+    const message_order &headerOrder,
+    const message_order &trailerOrder,
+    const message_order &order,
+    const std::string &string,
+    const DataDictionary &sessionDataDictionary,
+    const DataDictionary &applicationDataDictionary,
+    bool validate) EXCEPT(InvalidMessage)
+    : FieldMap(order),
+      m_header(headerOrder),
+      m_trailer(trailerOrder),
+      m_validStructure(true) {
+  setStringHeader(string);
+  if (isAdmin()) {
+    setString(string, validate, &sessionDataDictionary, &sessionDataDictionary);
+  } else {
+    setString(string, validate, &sessionDataDictionary, &applicationDataDictionary);
+  }
+}
+
+Message::Message(const BeginString &beginString, const MsgType &msgType)
+    : m_validStructure(true),
+      m_tag(0) {
+  m_header.setField(beginString);
+  m_header.setField(msgType);
+}
+
+Message::~Message() {}
+
+bool Message::InitializeXML(const std::string &url) {
+  try {
+    s_dataDictionary.reset(new DataDictionary(url));
+    return true;
+  } catch (ConfigError &) {
+    return false;
+  }
+}
+
+void Message::reverseRoute(const Header &header) {
+  // required routing tags
+  BeginString beginString;
+  SenderCompID senderCompID;
+  TargetCompID targetCompID;
+
+  m_header.removeField(beginString.getTag());
+  m_header.removeField(senderCompID.getTag());
+  m_header.removeField(targetCompID.getTag());
+
+  if (header.getFieldIfSet(beginString)) {
+    if (beginString.getValue().size()) {
+      m_header.setField(beginString);
+    }
+
+    OnBehalfOfLocationID onBehalfOfLocationID;
+    DeliverToLocationID deliverToLocationID;
+
+    m_header.removeField(onBehalfOfLocationID.getTag());
+    m_header.removeField(deliverToLocationID.getTag());
+
+    if (beginString >= BeginString_FIX41) {
+      if (header.getFieldIfSet(onBehalfOfLocationID)) {
+        if (onBehalfOfLocationID.getValue().size()) {
+          m_header.setField(DeliverToLocationID(onBehalfOfLocationID));
+        }
+      }
+
+      if (header.getFieldIfSet(deliverToLocationID)) {
+        if (deliverToLocationID.getValue().size()) {
+          m_header.setField(OnBehalfOfLocationID(deliverToLocationID));
+        }
+      }
+    }
+  }
+
+  if (header.getFieldIfSet(senderCompID)) {
+    if (senderCompID.getValue().size()) {
+      m_header.setField(TargetCompID(senderCompID));
+    }
+  }
+
+  if (header.getFieldIfSet(targetCompID)) {
+    if (targetCompID.getValue().size()) {
+      m_header.setField(SenderCompID(targetCompID));
+    }
+  }
+
+  // optional routing tags
+  OnBehalfOfCompID onBehalfOfCompID;
+  OnBehalfOfSubID onBehalfOfSubID;
+  DeliverToCompID deliverToCompID;
+  DeliverToSubID deliverToSubID;
+
+  m_header.removeField(onBehalfOfCompID.getTag());
+  m_header.removeField(onBehalfOfSubID.getTag());
+  m_header.removeField(deliverToCompID.getTag());
+  m_header.removeField(deliverToSubID.getTag());
+
+  if (header.getFieldIfSet(onBehalfOfCompID)) {
+    if (onBehalfOfCompID.getValue().size()) {
+      m_header.setField(DeliverToCompID(onBehalfOfCompID));
+    }
+  }
+
+  if (header.getFieldIfSet(onBehalfOfSubID)) {
+    if (onBehalfOfSubID.getValue().size()) {
+      m_header.setField(DeliverToSubID(onBehalfOfSubID));
+    }
+  }
+
+  if (header.getFieldIfSet(deliverToCompID)) {
+    if (deliverToCompID.getValue().size()) {
+      m_header.setField(OnBehalfOfCompID(deliverToCompID));
+    }
+  }
+
+  if (header.getFieldIfSet(deliverToSubID)) {
+    if (deliverToSubID.getValue().size()) {
+      m_header.setField(OnBehalfOfSubID(deliverToSubID));
+    }
+  }
+}
+
+std::string Message::toString(int beginStringField, int bodyLengthField, int checkSumField) const {
+  std::string str;
+  toString(str, beginStringField, bodyLengthField, checkSumField);
+  return str;
+}
+
+std::string &Message::toString(std::string &str, int beginStringField, int bodyLengthField, int checkSumField) const {
+  size_t length = bodyLength(beginStringField, bodyLengthField, checkSumField);
+  m_header.setField(IntField(bodyLengthField, static_cast<int>(length)));
+  m_trailer.setField(CheckSumField(checkSumField, checkSum(checkSumField)));
+
+#if defined(_MSC_VER) && _MSC_VER < 1300
+  str = "";
+#else
+  str.clear();
+#endif
+
+  /*small speculation about the space needed for FIX string*/
+  str.reserve(length + 64);
+
+  m_header.calculateString(str);
+  FieldMap::calculateString(str);
+  m_trailer.calculateString(str);
+
+  return str;
+}
+
+std::string Message::toXML() const {
+  std::string str;
+  toXML(str);
+  return str;
+}
+
+std::string &Message::toXML(std::string &str) const {
+  std::stringstream stream;
+  stream << "<message>" << std::endl
+         << std::setw(2) << " " << "<header>" << std::endl
+         << toXMLFields(getHeader(), 4) << std::setw(2) << " " << "</header>" << std::endl
+         << std::setw(2) << " " << "<body>" << std::endl
+         << toXMLFields(*this, 4) << std::setw(2) << " " << "</body>" << std::endl
+         << std::setw(2) << " " << "<trailer>" << std::endl
+         << toXMLFields(getTrailer(), 4) << std::setw(2) << " " << "</trailer>" << std::endl
+         << "</message>";
+
+  return str = stream.str();
+}
+
+std::string Message::toXMLFields(const FieldMap &fields, int space) const {
+  std::stringstream stream;
+  std::string name;
+  for (const FieldMap::value_type &field : fields) {
+    int tag = field.getTag();
+    std::string value = field.getString();
+
+    stream << std::setw(space) << " " << "<field ";
+    if (s_dataDictionary.get() && s_dataDictionary->getFieldName(tag, name)) {
+      stream << "name=\"" << name << "\" ";
+    }
+    stream << "number=\"" << tag << "\"";
+    if (s_dataDictionary.get() && s_dataDictionary->getValueName(tag, value, name)) {
+      stream << " enum=\"" << name << "\"";
+    }
+    stream << ">";
+    stream << "<![CDATA[" << value << "]]>";
+    stream << "</field>" << std::endl;
+  }
+
+  for (const FieldMap::g_value_type &group : fields.groups()) {
+    for (const FieldMap *groupFields : group.second) {
+      stream << std::setw(space) << " " << "<group>" << std::endl
+             << toXMLFields(*groupFields, space + 2) << std::setw(space) << " " << "</group>" << std::endl;
+    }
+  }
+
+  return stream.str();
+}
+
+void Message::setString(
+    const std::string &string,
+    bool doValidation,
+    const DataDictionary *pSessionDataDictionary,
+    const DataDictionary *pApplicationDataDictionary) EXCEPT(InvalidMessage) {
+  clear();
+
+  std::string::size_type pos = 0;
+  int count = 0;
+
+  FIX::MsgType msg;
+
+  field_type type = header;
+
+  while (pos < string.size()) {
+    FieldBase field = extractField(string, pos, pSessionDataDictionary, pApplicationDataDictionary);
+    if (count < 3 && headerOrder[count++] != field.getTag()) {
+      if (doValidation) {
+        throw InvalidMessage("Header fields out of order");
+      }
+    }
+
+    if (isHeaderField(field, pSessionDataDictionary)) {
+      if (type != header) {
+        if (m_tag == 0) {
+          m_tag = field.getTag();
+        }
+        m_validStructure = false;
+      }
+
+      if (field.getTag() == FIELD::MsgType) {
+        msg.setString(field.getString());
+        if (isAdminMsgType(msg)) {
+          pApplicationDataDictionary = pSessionDataDictionary;
+        }
+      }
+
+      m_header.appendField(field);
+
+      if (pSessionDataDictionary) {
+        setGroup("_header_", field, string, pos, getHeader(), *pSessionDataDictionary);
+      }
+    } else if (isTrailerField(field, pSessionDataDictionary)) {
+      type = trailer;
+      m_trailer.appendField(field);
+
+      if (pSessionDataDictionary) {
+        setGroup("_trailer_", field, string, pos, getTrailer(), *pSessionDataDictionary);
+      }
+    } else {
+      if (type == trailer) {
+        if (m_tag == 0) {
+          m_tag = field.getTag();
+        }
+        m_validStructure = false;
+      }
+
+      type = body;
+      appendField(field);
+
+      if (pApplicationDataDictionary) {
+        setGroup(msg, field, string, pos, *this, *pApplicationDataDictionary);
+      }
+    }
+  }
+
+  // sort fields
+  m_header.sortFields();
+  sortFields();
+  m_trailer.sortFields();
+
+  if (doValidation) {
+    validate();
+  }
+}
+
+void Message::setGroup(
+    const std::string &msg,
+    const FieldBase &field,
+    const std::string &string,
+    std::string::size_type &pos,
+    FieldMap &map,
+    const DataDictionary &dataDictionary) {
+  int group = field.getTag();
+  int delim;
+  const DataDictionary *pDD = 0;
+  if (!dataDictionary.getGroup(msg, group, delim, pDD)) {
+    return;
+  }
+  std::unique_ptr<Group> pGroup;
+
+  while (pos < string.size()) {
+    std::string::size_type oldPos = pos;
+    FieldBase field = extractField(string, pos, &dataDictionary, &dataDictionary, pGroup.get());
+
+    // Start a new group because...
+    if ( // found delimiter
+        (field.getTag() == delim) ||
+        // no delimiter, but field belongs to group OR field already processed
+        (pDD->isField(field.getTag()) && (pGroup.get() == 0 || pGroup->isSetField(field.getTag())))) {
+      if (pGroup.get()) {
+        map.addGroupPtr(group, pGroup.release(), false);
+      }
+      pGroup.reset(new Group(field.getTag(), delim, pDD->getOrderedFields()));
+    } else if (!pDD->isField(field.getTag())) {
+      if (pGroup.get()) {
+        map.addGroupPtr(group, pGroup.release(), false);
+      }
+      pos = oldPos;
+      return;
+    }
+
+    if (!pGroup.get()) {
+      return;
+    }
+    pGroup->addField(field);
+    setGroup(msg, field, string, pos, *pGroup, *pDD);
+  }
+}
+
+bool Message::setStringHeader(const std::string &string) {
+  clear();
+
+  std::string::size_type pos = 0;
+  int count = 0;
+
+  while (pos < string.size()) {
+    FieldBase field = extractField(string, pos);
+    if (count < 3 && headerOrder[count++] != field.getTag()) {
+      return false;
+    }
+
+    if (isHeaderField(field)) {
+      m_header.appendField(field);
+    } else {
+      break;
+    }
+  }
+
+  m_header.sortFields();
+  return true;
+}
+
+bool Message::isHeaderField(int field) {
+  switch (field) {
+  case FIELD::BeginString:
+  case FIELD::BodyLength:
+  case FIELD::MsgType:
+  case FIELD::SenderCompID:
+  case FIELD::TargetCompID:
+  case FIELD::OnBehalfOfCompID:
+  case FIELD::DeliverToCompID:
+  case FIELD::SecureDataLen:
+  case FIELD::MsgSeqNum:
+  case FIELD::SenderSubID:
+  case FIELD::SenderLocationID:
+  case FIELD::TargetSubID:
+  case FIELD::TargetLocationID:
+  case FIELD::OnBehalfOfSubID:
+  case FIELD::OnBehalfOfLocationID:
+  case FIELD::DeliverToSubID:
+  case FIELD::DeliverToLocationID:
+  case FIELD::PossDupFlag:
+  case FIELD::PossResend:
+  case FIELD::SendingTime:
+  case FIELD::OrigSendingTime:
+  case FIELD::XmlDataLen:
+  case FIELD::XmlData:
+  case FIELD::MessageEncoding:
+  case FIELD::LastMsgSeqNumProcessed:
+  case FIELD::OnBehalfOfSendingTime:
+  case FIELD::ApplVerID:
+  case FIELD::CstmApplVerID:
+  case FIELD::NoHops:
+    return true;
+  default:
+    return false;
+  };
+}
+
+bool Message::isHeaderField(const FieldBase &field, const DataDictionary *pD) {
+  return isHeaderField(field.getTag(), pD);
+}
+
+bool Message::isHeaderField(int field, const DataDictionary *pD) {
+  if (isHeaderField(field)) {
+    return true;
+  }
+  if (pD) {
+    return pD->isHeaderField(field);
+  }
+  return false;
+}
+
+bool Message::isTrailerField(int field) {
+  switch (field) {
+  case FIELD::SignatureLength:
+  case FIELD::Signature:
+  case FIELD::CheckSum:
+    return true;
+  default:
+    return false;
+  };
+}
+
+bool Message::isTrailerField(const FieldBase &field, const DataDictionary *pD) {
+  return isTrailerField(field.getTag(), pD);
+}
+
+bool Message::isTrailerField(int field, const DataDictionary *pD) {
+  if (isTrailerField(field)) {
+    return true;
+  }
+  if (pD) {
+    return pD->isTrailerField(field);
+  }
+  return false;
+}
+
+SessionID Message::getSessionID(const std::string &qualifier) const EXCEPT(FieldNotFound) {
+  return SessionID(
+      getHeader().getField<BeginString>(),
+      getHeader().getField<SenderCompID>(),
+      getHeader().getField<TargetCompID>(),
+      qualifier);
+}
+
+void Message::setSessionID(const SessionID &sessionID) {
+  getHeader().setField(sessionID.getBeginString());
+  getHeader().setField(sessionID.getSenderCompID());
+  getHeader().setField(sessionID.getTargetCompID());
+}
+
+void Message::validate() const {
+  try {
+    const BodyLength &aBodyLength = FIELD_GET_REF(m_header, BodyLength);
+
+    const size_t expectedLength = static_cast<size_t>(aBodyLength);
+    const size_t receivedLength = bodyLength();
+
+    if (expectedLength != receivedLength) {
+      std::stringstream text;
+      text << "Expected BodyLength=" << expectedLength << ", Received BodyLength=" << receivedLength;
+      throw InvalidMessage(text.str());
+    }
+
+    const CheckSum &aCheckSum = FIELD_GET_REF(m_trailer, CheckSum);
+
+    const int expectedChecksum = (int)aCheckSum;
+    const int receivedChecksum = checkSum();
+
+    if (expectedChecksum != receivedChecksum) {
+      std::stringstream text;
+      text << "Expected CheckSum=" << expectedChecksum << ", Received CheckSum=" << receivedChecksum;
+      throw InvalidMessage(text.str());
+    }
+  } catch (FieldNotFound &e) {
+    const std::string fieldName = (e.field == FIX::FIELD::BodyLength) ? "BodyLength" : "CheckSum";
+    throw InvalidMessage(fieldName + std::string(" is missing"));
+  } catch (IncorrectDataFormat &e) {
+    const std::string fieldName = (e.field == FIX::FIELD::BodyLength) ? "BodyLength" : "CheckSum";
+    throw InvalidMessage(fieldName + std::string(" has wrong format: ") + e.detail);
+  }
+}
+
+FIX::FieldBase Message::extractField(
+    const std::string &string,
+    std::string::size_type &pos,
+    const DataDictionary *pSessionDD /*= 0*/,
+    const DataDictionary *pAppDD /*= 0*/,
+    const Group *pGroup /*= 0*/) const {
+  std::string::const_iterator const tagStart = string.begin() + pos;
+  std::string::const_iterator const strEnd = string.end();
+
+  std::string::const_iterator const equalSign = std::find(tagStart, strEnd, '=');
+  if (equalSign == strEnd) {
+    throw InvalidMessage("Equal sign not found in field");
+  }
+
+  int field = 0;
+  if (!IntConvertor::convert(tagStart, equalSign, field)) {
+    throw InvalidMessage(std::string("Field tag is invalid: ") + std::string(tagStart, equalSign));
+  }
+
+  std::string::const_iterator const valueStart = equalSign + 1;
+
+  std::string::const_iterator soh = std::find(valueStart, strEnd, '\001');
+  if (soh == strEnd) {
+    throw InvalidMessage("SOH not found at end of field");
+  }
+
+  if (IsDataField(field, pSessionDD, pAppDD)) {
+    // Assume length field is 1 less.
+    int lenField = field - 1;
+    // Special case for Signature which violates above assumption.
+    if (field == FIELD::Signature) {
+      lenField = FIELD::SignatureLength;
+    }
+
+    // identify part of the message that should contain length field
+    const FieldMap *location = pGroup;
+    if (!location) {
+      if (isHeaderField(lenField, pSessionDD)) {
+        location = &m_header;
+      } else if (isTrailerField(lenField, pSessionDD)) {
+        location = &m_trailer;
+      } else {
+        location = this;
+      }
+    }
+
+    try {
+      const FieldBase &fieldLength = location->reverse_find(lenField);
+      soh = valueStart + IntConvertor::convert(fieldLength.getString());
+    } catch (FieldNotFound &) {
+      throw InvalidMessage(
+          std::string("Data length field ") + IntConvertor::convert(lenField)
+          + std::string(" was not found for data field ") + IntConvertor::convert(field));
+    } catch (FieldConvertError &e) {
+      throw InvalidMessage(
+          std::string("Unable to determine SOH for data field ") + IntConvertor::convert(field) + std::string(": ")
+          + e.what());
+    }
+  }
+
+  std::string::const_iterator const tagEnd = soh + 1;
+#if defined(__SUNPRO_CC)
+  std::distance(string.begin(), tagEnd, pos);
+#else
+  pos = std::distance(string.begin(), tagEnd);
+#endif
+
+  return FieldBase(field, valueStart, soh, tagStart, tagEnd);
+}
+
+} // namespace FIX