mark's technic world

最近在做金融项目，用到了fix协议，是么是fix协议我就不多说了，由我一个人去封装这个庞然大物，当然很多没用到的我们暂时没封装进去。下面是我的思路。msg由个基类BaseMsgcomponent由个基类BaseGrpTag类用来封装一个字段，信息包括字段id，数据类型，字段值，是否必须下面是Logon msg的一个例子：package cs.mina.codec.msg;

废话不多，直接贴代码package cs.mina.codec;import java.nio.charset.Charset;import org.apache.mina.core.session.IoSession;import org.apache.mina.filter.codec.ProtocolCodecFactory;import org.apache.mina.fi

消息实体如下：package cs.test;import java.text.SimpleDateFormat;import java.util.Date;import cs.mina.SeqenceNum;import cs.mina.codec.msg.BaseMsg;import cs.mina.codec.msg.DisclosureInstructionGrp;im

这个是真正的有挑战的，我的方法还是递归解析。举个例子：比如下面返回消息：响应:8=FIXT.1.1_9=239_35=8_49=HKEXCO_56=CO99999901_34=3_52=20131129-07:07:01.327_1128=9_11=13_14=0_17=20701315_150=0_151=4000_1093=2_1090=1_453=1_448=1122_447=

数据校验要校验每个字段还有头和尾。校验包过数据类型校验，特殊值校验。数据类型校验统一写，特殊值校验写在每个消息实体里。数据校验采用递归的方式，减少代码编写难度。Tag类（类型校验没写完，有些特殊类型暂时没写）：package cs.mina.codec.msg;import java.util.HashSet;import java.util.Set;import c

初步测试工具采用香港证券交易所的一个离线测试工具，测试数据包正确性。工具名称叫做OCG Simulator 1.2.1。测试代码比如：TC_QM_03测试案例：package cs.test;import java.text.SimpleDateFormat;import java.util.Date;import cs.mina.SeqenceNum;import c

消息处理还没正式开始写，有待完善：处理器工厂如下：package cs.mina.client.handler;import java.util.HashMap;import java.util.Map;/* *@author(huangxiaoping) *@date 2013-10-11 */public class ClientHandlerFactory { p

MsgUtil： /* * @headerAndBody 包含消息头+消息体，包含SOH，不包含checksum域 */ public static String checkSum(String headerAndBody) { byte[] headerAndBodyBytes = headerAndBody.getBytes();

最终要的资料就是规范了：http://old.fixprotocol.org/FIXimate3.0/latestEP/ 这个是最新规范的web版，消息结构http://www.fixtradingcommunity.org/pg/resources/fiximate这个不是最新版的当然可以把规范下下来：到http://www.fixtradingcommu

Logon消息结构：ield or ComponentField NameFIXML nameReq'dCommentsDepr.ComponentStandardHeaderBaseHeaderMsgType = A

本人发起一个fix客户端和服务器端工具包开发计划，想参加的回复本文

FIX.5.0SP2_EP168 MessageLogout[type '5']The logout message initiates or confirms the termination of a FIX session. Disconnection without the exchange of logout messages should be interprete

FIX.5.0SP2 MessageHeartbeat [type '0']The Heartbeat monitors the status of the communication link and identifies when the last of a string of messages was not received.Added  FIX.2.7

FIX.5.0SP2 MessageTestRequest [type '1']The test request message forces a heartbeat from the opposing application. The test request message checks sequence numbers or verifies communication

FIX.5.0SP2 MessageResendRequest [type '2']The resend request is sent by the receiving application to initiate the retransmission of messages. This function is utilized if a sequence number g

FIX.5.0SP2 MessageSequenceReset [type '4']The sequence reset message is used by the sending application to reset the incoming sequence number on the opposing side.Added  FIX.2.7E

FIX.5.0SP2 MessageReject [type '3']The reject message should be issued when a message is received but cannot be properly processed due to a session-level rule violation. An example of when a

FIX.5.0SP2 MessageNewOrderSingle [type 'D']The new order message type is used by institutions wishing to electronically submit securities and forex orders to a broker for execution.T

FIX.5.0SP2 MessageOrderCancelRequest [type 'F']The order cancel request message requests the cancellation of all of the remaining quantity of an existing order. Note that the Order Cancel/

FIX.5.0SP2 MessageOrderCancelReplaceRequest [type 'G']The order cancel/replace request is used to change the parameters of an existing order.Do not use this message to cancel the rem

FIX.5.0SP2 MessageOrderCancelReject [type '9']The order cancel reject message is issued by the broker upon receipt of a cancel request or cancel/replace request message which cannot be hon

FIX.5.0SP2 MessageOrderMassCancelRequest [type 'q']The order mass cancel request message requests the cancellation of all of the remaining quantity of a group of orders matching criteria s

FIX.5.0SP2 MessageOrderMassCancelReport [type 'r']The Order Mass Cancel Report is used to acknowledge an Order Mass Cancel Request. Note that each affected order that is canceled is acknow

FIX.5.0SP2 MessageQuote [type 'S']The Quote message is used as the response to a Quote Request or a Quote Response message in both indicative, tradeable, and restricted tradeable quoting m

FIX.5.0SP2 MessageQuoteStatusReport [type 'AI']The quote status report message is used:• as the response to a Quote Status Request message• as a response to a Quote Cancel mess

FIX.5.0SP2 MessageQuoteCancel [type 'Z']The Quote Cancel message is used by an originator of quotes to cancel quotes.The Quote Cancel message supports cancellation of:• All quo

FIX.5.0SP2 MessageTradeCaptureReport [type 'AE']The Trade Capture Report message can be:• Used to report trades between counterparties.• Used to report trades to a trade matchi

FIX.5.0SP2 MessageTradeCaptureReportAck [type 'AR']The Trade Capture Report Ack message can be:• Used to acknowledge trade capture reports received from a counterparty• Used to

FIX.5.0SP2_EP168 MessagePartyEntitlementsRequest [type 'CU']The PartyEntitlementsRequest message is used to request for entitlement information for one or more party(-ies), specific party

FIX.5.0SP2_EP168 MessagePartyEntitlementsReport [type 'CV']The PartyEntitlementsReport is used to report entitlements for one or more parties, party role(s), or specific instrument(s).

package cs.mina.client.handler;import java.util.Calendar;import java.util.Date;import java.util.GregorianCalendar;import org.apache.log4j.Logger;import org.apache.mina.core.session.IoSession;i

package cs.mina.client.handler;import java.util.HashMap;import java.util.Map;/* *@author(huangxiaoping) *@date 2013-10-11 */public class ClientHandlerFactory { private static Map handlerMap=

package cs.mina.client.handler;import java.io.Serializable;import java.util.concurrent.locks.Lock;import java.util.concurrent.locks.ReentrantLock;import cs.mina.codec.msg.BaseMsg;import cs.util

package cs.mina.client.handler;import java.text.SimpleDateFormat;import java.util.Calendar;import java.util.Date;import java.util.GregorianCalendar;import java.util.List;import java.util.concur