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From "Claus Ibsen (Confluence)" <conflue...@apache.org>
Subject [CONF] Apache Camel > Quickfix
Date Fri, 14 Feb 2014 15:54:00 GMT
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                                                            <a href="    https://cwiki.apache.org/confluence/display/~davsclaus " style="color:#326ca6;text-decoration:none;; color: #326ca6; text-decoration: none">Claus Ibsen</a> edited the page:
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                                                    <td valign="top" style="font-size: 13px"> <h2 id="email-title-heading" style="font-size: 16px; line-height: 20px; min-height: 20px; margin: 0; padding: 0"> <a href="https://cwiki.apache.org/confluence/display/CAMEL/Quickfix" style="color: #326ca6; text-decoration: none"> <img class="icon" src="cid:page-icon" alt="" style="border: 0; padding: 0 5px 0 0; text-align: left; vertical-align: middle" /> <strong style="font-size:16px;line-height:20px;vertical-align:top;">Quickfix</strong> </a> </h2> </td>
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                                                    <p class="diff-block-context" style="font-size: 13px">Maven users will need to add the following dependency to their <code style="font-size: 13px">pom.xml</code> for this component:</p>
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                                                                                <td style="background-color: #fafafa; padding: 0 0 0 5px; font-size: 12px; text-align: left;; font-size: 13px">xml</td>
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                                                                <td class="diff-macro-body" style="background-color: #fff;border: 1px solid #dddddd;padding: 10px;; font-size: 13px"> <pre style="font-size: 13px">
<span class="diff-html-removed" id="removed-diff-0" style="font-size: 100%; background-color: #ffe7e7; text-decoration: line-through;">
</span>&lt;dependency&gt;
    &lt;groupId&gt;org.apache.camel&lt;/groupId&gt;
    &lt;artifactId&gt;camel-quickfix&lt;/artifactId&gt;
    &lt;version&gt;x.x.x&lt;/version&gt;
    &lt;!-- use the same version as your Camel core version --&gt;
&lt;/dependency&gt;
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                                                    <h3 id="Quickfix-URIformat" class="diff-block-context">URI format</h3>
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</span>quickfix:configFile[?sessionID=sessionID]
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                                                    <p class="diff-block-context" style="font-size: 13px">The <strong>configFile</strong> is the name of the QuickFIX/J configuration to use for the FIX engine (located as a resource found in your classpath). The optional sessionID identifies a specific FIX session. The format of the sessionID is:</p>
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</span>(BeginString):(SenderCompID)[/(SenderSubID)[/(SenderLocationID)]]-&gt;(TargetCompID)[/(TargetSubID)[/(TargetLocationID)]]
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                                                    <p class="diff-block-context" style="font-size: 13px">Example URIs:</p>
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                                                                <td class="diff-macro-body" style="background-color: #fff;border: 1px solid #dddddd;padding: 10px;; font-size: 13px"> <pre style="font-size: 13px">
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</span>quickfix:config.cfg

quickfix:config.cfg?sessionID=FIX.4.2:MyTradingCompany-&gt;SomeExchange
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                                                    <p class="diff-context-placeholder" style="font-size: 13px">...</p>
                                                    <h4 id="Quickfix-MinimalInitiatorConfigurationExample" class="diff-block-context">Minimal Initiator Configuration Example</h4>
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                                                                <td class="diff-macro-body" style="background-color: #fff;border: 1px solid #dddddd;padding: 10px;; font-size: 13px"> <pre style="font-size: 13px">
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</span>[SESSION]
ConnectionType=initiator
BeginString=FIX.4.4
SenderCompID=YOUR_SENDER
TargetCompID=YOUR_TARGET
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                                                    <p class="diff-context-placeholder" style="font-size: 13px">...</p>
                                                    <p class="diff-block-context" style="font-size: 13px">Add &quot;exchangePattern=InOut&quot; to the QuickFIX/J enpoint URI. The <code style="font-size: 13px">MessageOrderStatusService</code> in<br /> the example below is a bean with a synchronous service method. The method returns the response<br /> to the request (an ExecutionReport in this case) which is then sent back to the requestor session.</p>
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                                                                <td class="diff-macro-body" style="background-color: #fff;border: 1px solid #dddddd;padding: 10px;; font-size: 13px"> <pre style="font-size: 13px">
<span class="diff-html-removed" id="removed-diff-5" style="font-size: 100%; background-color: #ffe7e7; text-decoration: line-through;"> </span>from(&quot;quickfix:examples/inprocess.cfg?sessionID=FIX.4.2:MARKET-&gt;TRADER&amp;exchangePattern=InOut&quot;)
        .filter(header(QuickfixjEndpoint.MESSAGE_TYPE_KEY).isEqualTo(MsgType.ORDER_STATUS_REQUEST))
        .bean(new MarketOrderStatusService());
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                                                    <p class="diff-context-placeholder" style="font-size: 13px">...</p>
                                                    <p class="diff-block-context" style="font-size: 13px">The correlation criteria is defined with a <code style="font-size: 13px">MessagePredicate</code> object. The following example will treat<br /> a FIX ExecutionReport from the specified session where the transaction type is STATUS and the Order ID<br /> matches our request. The session ID should be for the <em>requestor</em>, the sender and target CompID fields<br /> will be reversed when looking for the reply.</p>
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                                                                <td class="diff-macro-body" style="background-color: #fff;border: 1px solid #dddddd;padding: 10px;; font-size: 13px"> <pre style="font-size: 13px">
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</span>exchange.setProperty(QuickfixjProducer.CORRELATION_CRITERIA_KEY,
    new MessagePredicate(new SessionID(sessionID), MsgType.EXECUTION_REPORT)
        .withField(ExecTransType.FIELD, Integer.toString(ExecTransType.STATUS))
        .withField(OrderID.FIELD, request.getString(OrderID.FIELD)));
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                                                    <p class="diff-context-placeholder" style="font-size: 13px">...</p>
                                                    <p class="diff-block-context" style="font-size: 13px">The following route receives messages for the trade executor session and passes application messages to the trade executor component.</p>
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</span>from(&quot;quickfix:examples/inprocess.cfg?sessionID=FIX.4.2:MARKET-&gt;TRADER&quot;).
    filter(header(QuickfixjEndpoint.EVENT_CATEGORY_KEY).isEqualTo(QuickfixjEventCategory.AppMessageReceived)).
    to(&quot;trade-executor:market&quot;);
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                                                    <p class="diff-block-context" style="font-size: 13px">The trade executor component generates messages that are routed back to the trade session. The session ID must be set in the FIX message itself since no session ID is specified in the endpoint URI.</p>
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</span>from(&quot;trade-executor:market&quot;).to(&quot;quickfix:examples/inprocess.cfg&quot;);
</pre> </td>
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                                                    <p class="diff-block-context" style="font-size: 13px">The trader session consumes execution report messages from the market and processes them.</p>
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<span class="diff-html-removed" id="removed-diff-9" style="font-size: 100%; background-color: #ffe7e7; text-decoration: line-through;">
</span>from(&quot;quickfix:examples/inprocess.cfg?sessionID=FIX.4.2:TRADER-&gt;MARKET&quot;).
    filter(header(QuickfixjEndpoint.MESSAGE_TYPE_KEY).isEqualTo(MsgType.EXECUTION_REPORT)).
    bean(new MyTradeExecutionProcessor());
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                                                    <p class="diff-context-placeholder" style="font-size: 13px">...</p>
                                                    <p class="diff-block-context" style="font-size: 13px"> <strong>Note:</strong> The component can be used to send/receives messages to a FIX server.</p>
                                                    <h3 id="Quickfix-URIformat.1" class="diff-block-context">URI format</h3>
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                                                                <td class="diff-macro-body" style="background-color: #fff;border: 1px solid #dddddd;padding: 10px;; font-size: 13px"> <pre style="font-size: 13px">
<span class="diff-html-removed" id="removed-diff-10" style="font-size: 100%; background-color: #ffe7e7; text-decoration: line-through;">
</span>quickfix-server:config file
quickfix-client:config file
</pre> </td>
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                                                    <p class="diff-context-placeholder" style="font-size: 13px">...</p>
                                                    <p class="diff-block-context" style="font-size: 13px">When a message must be send to QuickFix, then you must create a QuickFix.Message instance.</p>
                                                    <h3 id="Quickfix-Lazycreatingengines" class="diff-block-target diff-block-context"> <span class="diff-html-added" id="added-diff-0" style="font-size: 100%; background-color: #ddfade;">Lazy creating engines</span> </h3>
                                                    <p class="diff-block-target diff-block-context" style="font-size: 13px"> <span class="diff-html-added" style="font-size: 100%; background-color: #ddfade;">From </span><strong><span class="diff-html-added" style="font-size: 100%; background-color: #ddfade;">Camel 2.12.3</span></strong><span class="diff-html-added" style="font-size: 100%; background-color: #ddfade;"> onwards, you can configure the QuickFixComponent to lazy create and start the engines, which then only start these on-demand. For example you can use this when you have multiple Camel applications in a cluster with master/slaves. And want the slaves to be standby.</span> </p>
                                                    <h3 id="Quickfix-Samples" class="diff-block-context">Samples</h3>
                                                    <p class="diff-block-context" style="font-size: 13px">Direction : to FIX gateway</p>
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                                                                                <td style="background-color: #fafafa; padding: 0 0 0 5px; font-size: 12px; text-align: left;; font-size: 13px">xml</td>
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                                                                <td class="diff-macro-body" style="background-color: #fff;border: 1px solid #dddddd;padding: 10px;; font-size: 13px"> <pre style="font-size: 13px">
<span class="diff-html-removed" id="removed-diff-11" style="font-size: 100%; background-color: #ffe7e7; text-decoration: line-through;">
</span>&lt;route&gt;
  &lt;from uri=&quot;activemq:queue:fix&quot;/&gt;
  &lt;bean ref=&quot;fixService&quot; method=&quot;createFixMessage&quot;/&gt; // bean method in charge to transform message into a QuickFix.Message
  &lt;to uri=&quot;quickfix-client:META-INF/quickfix/client.cfg&quot;/&gt; // Quickfix engine who will send the FIX messages to the gateway
&lt;/route&gt;
</pre> </td>
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                                                    <p class="diff-block-context" style="font-size: 13px">Direction : from FIX gateway</p>
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                                                                <td class="diff-macro-body" style="background-color: #fff;border: 1px solid #dddddd;padding: 10px;; font-size: 13px"> <pre style="font-size: 13px">
<span class="diff-html-removed" id="removed-diff-12" style="font-size: 100%; background-color: #ffe7e7; text-decoration: line-through;">
</span>&lt;route&gt;
  &lt;from uri=&quot;quickfix-server:META-INF/quickfix/server.cfg&quot;/&gt; // QuickFix engine who will receive the message from FIX gateway
  &lt;bean ref=&quot;fixService&quot; method=&quot;parseFixMessage&quot;/&gt; // bean method parsing the QuickFix.Message
  &lt;to uri=&quot;uri=&quot;activemq:queue:fix&quot;/&gt;&quot;
&lt;/route&gt;
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                                                    <p class="diff-block-target" style="font-size: 13px"> </p>
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                                                                <th class="diff-macro-title" style="background-color: transparent; text-align: left; font-weight: normal;padding: 5px;; font-size: 13px"><span class="diff-html-changed" id="changed-diff-0" style="background-color: #d6f0ff;"><span class="icon macro-placeholder-icon" style="background-color: ;line-height: 20px;"><img src="https://cwiki.apache.org/confluence/s/en_GB-1988229788/4109/76e0dbb30bc8580e459c201f3535d84f9283a9ac.1/_/images/icons/macrobrowser/dropdown/include.png" style="padding-right: 5px; vertical-align: text-bottom;" /> </span>Include Page</span></th>
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                                                                                <td style="background-color: #fafafa; padding: 0 0 0 5px; font-size: 12px; text-align: left;; font-size: 13px"><span class="diff-html-changed" style="background-color: #d6f0ff;">Endpoint See Also</span></td>
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