quickfix-ffi 0.2.1

Low level binding to quickfix C++ library
Documentation
/****************************************************************************
** 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 "DataDictionaryProvider.h"
#include "Session.h"
#include "SessionFactory.h"
#include "SessionSettings.h"
#include "Utility.h"
#include "Values.h"

#include <memory>

namespace FIX {
SessionFactory::~SessionFactory() {}

Session *SessionFactory::create(const SessionID &sessionID, const Dictionary &settings) EXCEPT(ConfigError) {
  std::string connectionType = settings.getString(CONNECTION_TYPE);
  if (connectionType != "acceptor" && connectionType != "initiator") {
    throw ConfigError("Invalid ConnectionType");
  }

  if (connectionType == "acceptor" && settings.has(SESSION_QUALIFIER)) {
    throw ConfigError("SessionQualifier cannot be used with acceptor.");
  }

  bool useDataDictionary = true;
  if (settings.has(USE_DATA_DICTIONARY)) {
    useDataDictionary = settings.getBool(USE_DATA_DICTIONARY);
  }

  std::string defaultApplVerID;
  if (sessionID.isFIXT()) {
    if (!settings.has(DEFAULT_APPLVERID)) {
      throw ConfigError("ApplVerID is required for FIXT transport");
    }
    defaultApplVerID = Message::toApplVerID(settings.getString(DEFAULT_APPLVERID));
  }

  DataDictionaryProvider dataDictionaryProvider;
  if (useDataDictionary) {
    if (sessionID.isFIXT()) {
      processFixtDataDictionaries(sessionID, settings, dataDictionaryProvider);
    } else {
      processFixDataDictionary(sessionID, settings, dataDictionaryProvider);
    }
  }

  bool useLocalTime = false;
  if (settings.has(USE_LOCAL_TIME)) {
    useLocalTime = settings.getBool(USE_LOCAL_TIME);
  }

  bool isNonStopSession = false;
  if (settings.has(NON_STOP_SESSION)) {
    isNonStopSession = settings.getBool(NON_STOP_SESSION);
  }

  int startDay = -1;
  int endDay = -1;
  try {
    startDay = settings.getDay(START_DAY);
    endDay = settings.getDay(END_DAY);
  } catch (ConfigError &) {
  } catch (FieldConvertError &e) {
    throw ConfigError(e.what());
  }

  UtcTimeOnly startTime = UtcTimeOnly(0, 0, 0);
  UtcTimeOnly endTime = UtcTimeOnly(0, 0, 0);
  try {
    startTime = UtcTimeOnlyConvertor::convert(settings.getString(START_TIME));
    endTime = UtcTimeOnlyConvertor::convert(settings.getString(END_TIME));
  } catch (ConfigError &e) {
    if (!isNonStopSession) {
      throw e;
    }
  } catch (FieldConvertError &e) {
    throw ConfigError(e.what());
  }

  TimeRange utcSessionTime(startTime, endTime, startDay, endDay);
  TimeRange localSessionTime(
      LocalTimeOnly(startTime.getHour(), startTime.getMinute(), startTime.getSecond()),
      LocalTimeOnly(endTime.getHour(), endTime.getMinute(), endTime.getSecond()),
      startDay,
      endDay);
  TimeRange sessionTimeRange = useLocalTime ? localSessionTime : utcSessionTime;

  if (startDay >= 0 && endDay < 0) {
    throw ConfigError("StartDay used without EndDay");
  }
  if (endDay >= 0 && startDay < 0) {
    throw ConfigError("EndDay used without StartDay");
  }

  if (isNonStopSession
      && (startDay >= 0 || endDay >= 0 || startTime != UtcTimeOnly(0, 0, 0) || endTime != UtcTimeOnly(0, 0, 0))) {
    throw ConfigError("NonStopSession used with StartTime/EndTime/StartDay/EndDay");
  }

  HeartBtInt heartBtInt(0);
  if (connectionType == "initiator") {
    heartBtInt = HeartBtInt(settings.getInt(HEARTBTINT));
    if (heartBtInt <= 0) {
      throw ConfigError("Heartbeat must be greater than zero");
    }
  }

  std::unique_ptr<Session> pSession;
  pSession.reset(new Session(
      []() { return UtcTimeStamp::now(); },
      m_application,
      m_messageStoreFactory,
      sessionID,
      dataDictionaryProvider,
      sessionTimeRange,
      heartBtInt,
      m_pLogFactory));

  pSession->setSenderDefaultApplVerID(defaultApplVerID);

  int logonDay = startDay;
  int logoutDay = endDay;
  try {
    logonDay = settings.getDay(LOGON_DAY);
    logoutDay = settings.getDay(LOGOUT_DAY);
  } catch (ConfigError &) {
  } catch (FieldConvertError &e) {
    throw ConfigError(e.what());
  }

  UtcTimeOnly logonTime(startTime);
  UtcTimeOnly logoutTime(endTime);
  try {
    logonTime = UtcTimeOnlyConvertor::convert(settings.getString(LOGON_TIME));
  } catch (ConfigError &) {
  } catch (FieldConvertError &e) {
    throw ConfigError(e.what());
  }

  try {
    logoutTime = UtcTimeOnlyConvertor::convert(settings.getString(LOGOUT_TIME));
  } catch (ConfigError &) {
  } catch (FieldConvertError &e) {
    throw ConfigError(e.what());
  }

  TimeRange utcLogonTime(logonTime, logoutTime, logonDay, logoutDay);
  TimeRange localLogonTime(
      LocalTimeOnly(logonTime.getHour(), logonTime.getMinute(), logonTime.getSecond()),
      LocalTimeOnly(logoutTime.getHour(), logoutTime.getMinute(), logoutTime.getSecond()),
      logonDay,
      logoutDay);
  TimeRange logonTimeRange = useLocalTime ? localLogonTime : utcLogonTime;

  if (!sessionTimeRange.isInRange(logonTime, logonDay)) {
    throw ConfigError("LogonTime must be between StartTime and EndTime");
  }
  if (!sessionTimeRange.isInRange(logoutTime, logoutDay)) {
    throw ConfigError("LogoutTime must be between StartTime and EndTime");
  }
  pSession->setLogonTime(logonTimeRange);

  if (settings.has(SEND_REDUNDANT_RESENDREQUESTS)) {
    pSession->setSendRedundantResendRequests(settings.getBool(SEND_REDUNDANT_RESENDREQUESTS));
  }
  if (settings.has(CHECK_COMPID)) {
    pSession->setCheckCompId(settings.getBool(CHECK_COMPID));
  }
  if (settings.has(CHECK_LATENCY)) {
    pSession->setCheckLatency(settings.getBool(CHECK_LATENCY));
  }
  if (settings.has(MAX_LATENCY)) {
    pSession->setMaxLatency(settings.getInt(MAX_LATENCY));
  }
  if (settings.has(LOGON_TIMEOUT)) {
    pSession->setLogonTimeout(settings.getInt(LOGON_TIMEOUT));
  }
  if (settings.has(LOGOUT_TIMEOUT)) {
    pSession->setLogoutTimeout(settings.getInt(LOGOUT_TIMEOUT));
  }
  if (settings.has(RESET_ON_LOGON)) {
    pSession->setResetOnLogon(settings.getBool(RESET_ON_LOGON));
  }
  if (settings.has(RESET_ON_LOGOUT)) {
    pSession->setResetOnLogout(settings.getBool(RESET_ON_LOGOUT));
  }
  if (settings.has(RESET_ON_DISCONNECT)) {
    pSession->setResetOnDisconnect(settings.getBool(RESET_ON_DISCONNECT));
  }
  if (settings.has(REFRESH_ON_LOGON)) {
    pSession->setRefreshOnLogon(settings.getBool(REFRESH_ON_LOGON));
  }
  if (settings.has(MILLISECONDS_IN_TIMESTAMP)) {
    pSession->setMillisecondsInTimeStamp(settings.getBool(MILLISECONDS_IN_TIMESTAMP));
  }
  if (settings.has(PERSIST_MESSAGES)) {
    pSession->setPersistMessages(settings.getBool(PERSIST_MESSAGES));
  }
  if (settings.has(VALIDATE_LENGTH_AND_CHECKSUM)) {
    pSession->setValidateLengthAndChecksum(settings.getBool(VALIDATE_LENGTH_AND_CHECKSUM));
  }
  if (settings.has(SEND_NEXT_EXPECTED_MSG_SEQ_NUM)) {
    pSession->setSendNextExpectedMsgSeqNum(settings.getBool(SEND_NEXT_EXPECTED_MSG_SEQ_NUM));
  }
  if (isNonStopSession) {
    pSession->setIsNonStopSession(isNonStopSession);
  }
  if (settings.has(ALLOWED_REMOTE_ADDRESSES)) {
    pSession->setAllowedRemoteAddresses(string_split(settings.getString(ALLOWED_REMOTE_ADDRESSES), ','));
  }

  return pSession.release();
}

void SessionFactory::destroy(Session *pSession) { delete pSession; }

std::shared_ptr<DataDictionary> SessionFactory::createDataDictionary(
    const SessionID &sessionID,
    const Dictionary &settings,
    const std::string &settingsKey) EXCEPT(ConfigError) {
  std::shared_ptr<DataDictionary> pDD;
  std::string path = settings.getString(settingsKey);
  Dictionaries::iterator i = m_dictionaries.find(path);
  if (i != m_dictionaries.end()) {
    pDD = i->second;
  } else {
    bool preserveMsgFldsOrder = false;
    if (settings.has(PRESERVE_MESSAGE_FIELDS_ORDER)) {
      preserveMsgFldsOrder = settings.getBool(PRESERVE_MESSAGE_FIELDS_ORDER);
    }
    pDD = std::shared_ptr<DataDictionary>(new DataDictionary(path, preserveMsgFldsOrder));
    m_dictionaries[path] = pDD;
  }

  std::shared_ptr<DataDictionary> pCopyOfDD = std::shared_ptr<DataDictionary>(new DataDictionary(*pDD));

  if (settings.has(VALIDATE_FIELDS_OUT_OF_ORDER)) {
    pCopyOfDD->checkFieldsOutOfOrder(settings.getBool(VALIDATE_FIELDS_OUT_OF_ORDER));
  }
  if (settings.has(VALIDATE_FIELDS_HAVE_VALUES)) {
    pCopyOfDD->checkFieldsHaveValues(settings.getBool(VALIDATE_FIELDS_HAVE_VALUES));
  }
  if (settings.has(VALIDATE_USER_DEFINED_FIELDS)) {
    pCopyOfDD->checkUserDefinedFields(settings.getBool(VALIDATE_USER_DEFINED_FIELDS));
  }
  if (settings.has(ALLOW_UNKNOWN_MSG_FIELDS)) {
    pCopyOfDD->allowUnknownMsgFields(settings.getBool(ALLOW_UNKNOWN_MSG_FIELDS));
  }

  return pCopyOfDD;
}

void SessionFactory::processFixtDataDictionaries(
    const SessionID &sessionID,
    const Dictionary &settings,
    DataDictionaryProvider &provider) EXCEPT(ConfigError) {
  std::shared_ptr<DataDictionary> pDataDictionary
      = createDataDictionary(sessionID, settings, TRANSPORT_DATA_DICTIONARY);
  provider.addTransportDataDictionary(sessionID.getBeginString(), pDataDictionary);

  for (const Dictionary::value_type &data : settings) {
    const std::string &key = data.first;
    const std::string frontKey = key.substr(0, strlen(APP_DATA_DICTIONARY));
    if (frontKey == string_toUpper(APP_DATA_DICTIONARY)) {
      if (key == string_toUpper(APP_DATA_DICTIONARY)) {
        provider.addApplicationDataDictionary(
            Message::toApplVerID(settings.getString(DEFAULT_APPLVERID)),
            createDataDictionary(sessionID, settings, APP_DATA_DICTIONARY));
      } else {
        std::string::size_type offset = key.find('.');
        if (offset == std::string::npos) {
          throw ConfigError(std::string("Malformed ") + APP_DATA_DICTIONARY + ": " + key);
        }
        std::string beginStringQualifier = key.substr(offset + 1);
        provider.addApplicationDataDictionary(
            Message::toApplVerID(beginStringQualifier),
            createDataDictionary(sessionID, settings, key));
      }
    }
  }
}

void SessionFactory::processFixDataDictionary(
    const SessionID &sessionID,
    const Dictionary &settings,
    DataDictionaryProvider &provider) EXCEPT(ConfigError) {
  std::shared_ptr<DataDictionary> pDataDictionary = createDataDictionary(sessionID, settings, DATA_DICTIONARY);
  provider.addTransportDataDictionary(sessionID.getBeginString(), pDataDictionary);
  provider.addApplicationDataDictionary(Message::toApplVerID(sessionID.getBeginString()), pDataDictionary);
}
} // namespace FIX