QuickFix登录问题

Question

我正在使用QuickFix(C#)创建修复启动器。我尝试使用用户名和密码登录FXCM服务器。但是我的onLogon方法从未被触发过。当SocketInitior启动时，onCreate方法正在运行，而onLogout方法正在调用。在onCreate方法之后，onLogon方法应该正在运行，但它没有运行。所以initiator.isLoggedOn()方法总是返回false。如何成功登录？

我的QuickFix.Application接口实现的应用程序如下：

在initiator.start()之后；onLogon方法未运行。

class MyApp2 : QuickFix44.MessageCracker, QuickFix.Application
{
    public SessionID sessionId;
    private SessionSettings settings;
    private string userName, password, userPin;
    private CollInquiryID colInquiryId;
    private DateTime startDate;
    private const int REQUEST_LIST_OF_TRADING_SESSIONS = 5;
    private object requestID = 1;
    public MyApp2(QuickFix.SessionSettings setting)
    {
        long temp = 0;
        this.requestID = temp;
        this.settings = setting;
    }
    public void fromAdmin(Message message, SessionID sessionId)
    {
        try
        {
            crack(message, sessionId);
        }
        catch (Exception ex)
        {

            throw ex;
        }
    }

    public void fromApp(Message message, SessionID sessionId)
    {
        try
        {
            crack(message, sessionId);
        }
        catch (Exception ex)
        {

            throw ex;
        }
    }

    public void onCreate(SessionID sessionId)
    {
        this.sessionId = sessionId;
        this.userName = this.settings.get(this.sessionId).getString("username");
        this.password = this.settings.get(this.sessionId).getString("password");

    }

    public void onLogon(SessionID sessionId)
    {
        Console.WriteLine("Login for :{0}", this.userName);
        this.startDate = new DateTime();
        this.SendUserRequest();
        this.SendUserRequest();
    }

    public void onLogout(SessionID sessionId)
    {

    }

    public void toAdmin(Message message, SessionID sessionId)
    {

    }

    public void toApp(Message message, SessionID sessionId)
    {

    }
    public void SendUserRequest()
    {
        QuickFix44.UserRequest userRequest = new QuickFix44.UserRequest();
        userRequest.setString(UserRequestID.FIELD, this.NextId().ToString());
        userRequest.setString(QuickFix.Username.FIELD, this.userName);
        userRequest.setString(QuickFix.Password.FIELD, this.password);
        userRequest.setInt(QuickFix.UserRequestType.FIELD, REQUEST_LIST_OF_TRADING_SESSIONS);
        this.Send(userRequest);
    }
    public void Send(Message message)
    {
        try
        {
            bool isSent = QuickFix.Session.sendToTarget(message, this.sessionId);
        }
        catch (Exception ex)
        {
            throw ex;
        }
    }
    private long NextId()
    {
        lock (this.requestID)
        {
            long temp = (long)this.requestID;
            this.requestID = ++temp;
            if (temp > 0x7FFFFFF0)
            {
                temp = 1;
                this.requestID = temp;
            }
        }
        return (long)this.requestID;
    }
}

主程序如下：

            string path = "quickfix.cfg";
            FileStream reader = new FileStream(path,FileMode.Open);
            SessionSettings settings = new SessionSettings(reader);
            reader.Close();
            MyApp2 application = new MyApp2(settings);
            MessageStoreFactory storeFactory = new FileStoreFactory(settings);
            LogFactory logFactory = new FileLogFactory(settings);
            MessageFactory messageFactory = new DefaultMessageFactory();
            SocketInitiator initiator = new SocketInitiator(application, storeFactory, settings, logFactory, messageFactory);
            initiator.start();

Answer 1

以下是我使用FXCM启动修复会话的解决方案。

1-使用QuickFix Examples.TradeClient项目。

2-确保您的fix.cfg文件存在于TradeClient/bin/Debug目录中。

3-确保您的字典(FIXFXCM10.XML)存在于TradeClient/bin/Debug目录中。

4-你的主Program.cs应该看起来像这样；

var settings = new QuickFix.SessionSettings("fix.cfg");
var client = new QuickFixClient();
var storeFactory = new QuickFix.FileStoreFactory(settings);
var logFactory = new QuickFix.ScreenLogFactory(settings);
var initiator = new QuickFix.Transport.SocketInitiator(client, storeFactory, settings, logFactory);

initiator.Start();
client.Run();
initiator.Stop();

并替换

public void ToAdmin(Message message, SessionID sessionID) {}

有了这个

public void ToAdmin(Message message, SessionID sessionID)
{
    if (message.GetType() == typeof(QuickFix.FIX44.Logon))
        {
            message.SetField(new Username("YOUR_USERNAME"));
            message.SetField(new Password("YOUR_PASSWORD"));                             
        }          

    message.SetField(new QuickFix.Fields.Account("YOUR_ACCOUNT_NUMBER"));
}

FXCM要求将账号(标签1=)与每条消息一起发送以使其有效。

我希望这对正在尝试使用FXCM启动修复会话的人有所帮助！

Answer 2

我不确定FXCM是如何做到的，但我知道onLogon方法是在成功登录到服务器后触发的。因此，您应该在发送登录请求之前添加username和password。尝试将密码和用户名添加到toAdmin方法中。如果它们是正确的，并且您已成功登录到服务器，则将触发onLogon。

无论如何，您都可以从FXCM FIX API支持论坛获得更具体的帮助：http://forexforums.dailyfx.com/fix-api-support/

Answer 3

这是非常古老的，但也许答案会对某些人有益，因为我最近正试图在c#中做同样的事情。您必须覆盖此选项

public void toAdmin(Message message, SessionID sessionId){ }

详情请看这里：Implementing custom logons