John Colvin
fc1ae2e5cb
WARNING: This is NOT an official release. As of 12/10/21 20:23, the latest release of the quickfix lib (1.15.1) does not support c++17 (the FIX::Application class has fns with dynamic exceptions). This commit upgrades to a more recent (unreleased) build which supports c++17.
433 lines
14 KiB
C++
433 lines
14 KiB
C++
/* -*- C++ -*- */
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/****************************************************************************
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** Copyright (c) 2001-2014
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**
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** This file is part of the QuickFIX FIX Engine
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**
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** This file may be distributed under the terms of the quickfixengine.org
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** license as defined by quickfixengine.org and appearing in the file
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** LICENSE included in the packaging of this file.
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**
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** This file is provided AS IS with NO WARRANTY OF ANY KIND, INCLUDING THE
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** WARRANTY OF DESIGN, MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE.
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**
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** See http://www.quickfixengine.org/LICENSE for licensing information.
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**
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** Contact ask@quickfixengine.org if any conditions of this licensing are
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** not clear to you.
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**
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****************************************************************************/
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#ifndef FIX_MESSAGE
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#define FIX_MESSAGE
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#ifdef _MSC_VER
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#pragma warning( disable: 4786 )
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#endif
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#include "FieldMap.h"
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#include "Fields.h"
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#include "Group.h"
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#include "SessionID.h"
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#include "DataDictionary.h"
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#include "Values.h"
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#include <vector>
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#include <memory>
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namespace FIX
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{
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class Header : public FieldMap
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{
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enum { REQUIRED_FIELDS = 8 };
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public:
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Header() : FieldMap( message_order( message_order::header ), REQUIRED_FIELDS )
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{}
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Header(const message_order & order) : FieldMap(order)
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{}
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void addGroup( const FIX::Group& group )
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{ FieldMap::addGroup( group.field(), group ); }
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void replaceGroup( unsigned num, const FIX::Group& group )
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{ FieldMap::replaceGroup( num, group.field(), group ); }
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Group& getGroup( unsigned num, FIX::Group& group ) const EXCEPT ( FieldNotFound )
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{ group.clear();
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return static_cast < Group& >
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( FieldMap::getGroup( num, group.field(), group ) );
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}
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void removeGroup( unsigned num, const FIX::Group& group )
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{ FieldMap::removeGroup( num, group.field() ); }
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void removeGroup( const FIX::Group& group )
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{ FieldMap::removeGroup( group.field() ); }
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bool hasGroup( const FIX::Group& group ) const
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{ return FieldMap::hasGroup( group.field() ); }
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bool hasGroup( unsigned num, const FIX::Group& group ) const
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{ return FieldMap::hasGroup( num, group.field() ); }
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};
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class Trailer : public FieldMap
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{
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enum { REQUIRED_FIELDS = 1 };
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public:
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Trailer() : FieldMap( message_order( message_order::trailer ), REQUIRED_FIELDS )
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{}
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Trailer(const message_order & order) : FieldMap(order)
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{}
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void addGroup( const FIX::Group& group )
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{ FieldMap::addGroup( group.field(), group ); }
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void replaceGroup( unsigned num, const FIX::Group& group )
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{ FieldMap::replaceGroup( num, group.field(), group ); }
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Group& getGroup( unsigned num, FIX::Group& group ) const EXCEPT ( FieldNotFound )
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{ group.clear();
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return static_cast < Group& >
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( FieldMap::getGroup( num, group.field(), group ) );
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}
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void removeGroup( unsigned num, const FIX::Group& group )
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{ FieldMap::removeGroup( num, group.field() ); }
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void removeGroup( const FIX::Group& group )
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{ FieldMap::removeGroup( group.field() ); }
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bool hasGroup( const FIX::Group& group ) const
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{ return FieldMap::hasGroup( group.field() ); }
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bool hasGroup( unsigned num, const FIX::Group& group ) const
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{ return FieldMap::hasGroup( num, group.field() ); }
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};
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/**
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* Base class for all %FIX messages.
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*
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* A message consists of three field maps. One for the header, the body,
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* and the trailer.
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*/
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class Message : public FieldMap
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{
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friend class DataDictionary;
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friend class Session;
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enum field_type { header, body, trailer };
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public:
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Message();
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/// Construct message with a specified order of fields
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Message( const message_order& hdrOrder, const message_order& trlOrder, const message_order& order);
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/// Construct a message from a string
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Message( const std::string& string, bool validate = true )
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EXCEPT ( InvalidMessage );
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/// Construct a message from a string using a data dictionary
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Message( const std::string& string, const FIX::DataDictionary& dataDictionary,
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bool validate = true )
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EXCEPT ( InvalidMessage );
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/// Construct a message from a string using a session and application data dictionary
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Message( const std::string& string, const FIX::DataDictionary& sessionDataDictionary,
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const FIX::DataDictionary& applicationDataDictionary, bool validate = true )
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EXCEPT ( InvalidMessage );
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/// Construct a message from a string using a data dictionary
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Message( const message_order& hdrOrder, const message_order& trlOrder, const message_order& order, const std::string& string, const FIX::DataDictionary& dataDictionary,
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bool validate = true )
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EXCEPT ( InvalidMessage );
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/// Construct a message from a string using a session and application data dictionary
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Message( const message_order& hdrOrder, const message_order& trlOrder, const message_order& order, const std::string& string, const FIX::DataDictionary& sessionDataDictionary,
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const FIX::DataDictionary& applicationDataDictionary, bool validate = true )
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EXCEPT ( InvalidMessage );
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Message( const Message& copy );
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~Message();
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/// Set global data dictionary for encoding messages into XML
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static bool InitializeXML( const std::string& string );
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void addGroup( const FIX::Group& group )
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{ FieldMap::addGroup( group.field(), group ); }
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void replaceGroup( unsigned num, const FIX::Group& group )
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{ FieldMap::replaceGroup( num, group.field(), group ); }
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Group& getGroup( unsigned num, FIX::Group& group ) const EXCEPT ( FieldNotFound )
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{ group.clear();
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return static_cast < Group& >
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( FieldMap::getGroup( num, group.field(), group ) );
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}
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void removeGroup( unsigned num, const FIX::Group& group )
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{ FieldMap::removeGroup( num, group.field() ); }
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void removeGroup( const FIX::Group& group )
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{ FieldMap::removeGroup( group.field() ); }
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bool hasGroup( const FIX::Group& group ) const
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{ return FieldMap::hasGroup( group.field() ); }
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bool hasGroup( unsigned num, const FIX::Group& group ) const
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{ return FieldMap::hasGroup( num, group.field() ); }
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protected:
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// Constructor for derived classes
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Message( const BeginString& beginString, const MsgType& msgType );
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public:
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/// Get a string representation of the message
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std::string toString( int beginStringField = FIELD::BeginString,
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int bodyLengthField = FIELD::BodyLength,
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int checkSumField = FIELD::CheckSum ) const;
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/// Get a string representation without making a copy
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std::string& toString( std::string&,
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int beginStringField = FIELD::BeginString,
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int bodyLengthField = FIELD::BodyLength,
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int checkSumField = FIELD::CheckSum ) const;
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/// Get a XML representation of the message
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std::string toXML() const;
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/// Get a XML representation without making a copy
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std::string& toXML( std::string& ) const;
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/**
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* Add header informations depending on a source message.
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* This can be used to add routing informations like OnBehalfOfCompID
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* and DeliverToCompID to a message.
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*/
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void reverseRoute( const Header& );
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/**
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* Set a message based on a string representation
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* This will fill in the fields on the message by parsing out the string
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* that is passed in. It will return true on success and false
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* on failure.
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*/
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void setString( const std::string& string )
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EXCEPT ( InvalidMessage )
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{ setString(string, true); }
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void setString( const std::string& string, bool validate )
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EXCEPT ( InvalidMessage )
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{ setString(string, validate, 0); }
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void setString( const std::string& string,
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bool validate,
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const FIX::DataDictionary* pDataDictionary )
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EXCEPT ( InvalidMessage )
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{ setString(string, validate, pDataDictionary, pDataDictionary); }
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void setString( const std::string& string,
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bool validate,
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const FIX::DataDictionary* pSessionDataDictionary,
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const FIX::DataDictionary* pApplicationDataDictionary )
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EXCEPT ( InvalidMessage );
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void setGroup( const std::string& msg, const FieldBase& field,
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const std::string& string, std::string::size_type& pos,
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FieldMap& map, const DataDictionary& dataDictionary );
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/**
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* Set a messages header from a string
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* This is an optimization that can be used to get useful information
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* from the header of a FIX string without parsing the whole thing.
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*/
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bool setStringHeader( const std::string& string );
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/// Getter for the message header
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const Header& getHeader() const { return m_header; }
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/// Mutable getter for the message header
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Header& getHeader() { return m_header; }
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/// Getter for the message trailer
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const Trailer& getTrailer() const { return m_trailer; }
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/// Mutable getter for the message trailer
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Trailer& getTrailer() { return m_trailer; }
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bool hasValidStructure(int& tag) const
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{ tag = m_tag;
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return m_validStructure;
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}
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int bodyLength( int beginStringField = FIELD::BeginString,
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int bodyLengthField = FIELD::BodyLength,
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int checkSumField = FIELD::CheckSum ) const
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{ return m_header.calculateLength(beginStringField, bodyLengthField, checkSumField)
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+ calculateLength(beginStringField, bodyLengthField, checkSumField)
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+ m_trailer.calculateLength(beginStringField, bodyLengthField, checkSumField);
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}
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int checkSum( int checkSumField = FIELD::CheckSum ) const
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{ return ( m_header.calculateTotal(checkSumField)
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+ calculateTotal(checkSumField)
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+ m_trailer.calculateTotal(checkSumField) ) % 256;
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}
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bool isAdmin() const
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{
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MsgType msgType;
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if( m_header.getFieldIfSet( msgType ) )
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return isAdminMsgType( msgType );
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return false;
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}
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bool isApp() const
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{
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MsgType msgType;
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if( m_header.getFieldIfSet( msgType ) )
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return !isAdminMsgType( msgType );
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return false;
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}
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bool isEmpty()
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{ return m_header.isEmpty() && FieldMap::isEmpty() && m_trailer.isEmpty(); }
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void clear()
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{
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m_tag = 0;
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m_validStructure = true;
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m_header.clear();
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FieldMap::clear();
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m_trailer.clear();
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}
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static bool isAdminMsgType( const MsgType& msgType )
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{ if ( msgType.getValue().length() != 1 ) return false;
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return strchr
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( "0A12345",
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msgType.getValue().c_str() [ 0 ] ) != 0;
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}
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static ApplVerID toApplVerID(const BeginString& value)
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{
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if( value == BeginString_FIX40 )
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return ApplVerID(ApplVerID_FIX40);
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if( value == BeginString_FIX41 )
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return ApplVerID(ApplVerID_FIX41);
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if( value == BeginString_FIX42 )
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return ApplVerID(ApplVerID_FIX42);
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if( value == BeginString_FIX43 )
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return ApplVerID(ApplVerID_FIX43);
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if( value == BeginString_FIX44 )
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return ApplVerID(ApplVerID_FIX44);
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if( value == BeginString_FIX50 )
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return ApplVerID(ApplVerID_FIX50);
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if( value == "FIX.5.0SP1" )
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return ApplVerID(ApplVerID_FIX50SP1);
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if( value == "FIX.5.0SP2" )
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return ApplVerID(ApplVerID_FIX50SP2);
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return ApplVerID(ApplVerID(value));
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}
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static BeginString toBeginString( const ApplVerID& applVerID )
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{
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if( applVerID == ApplVerID_FIX40 )
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return BeginString(BeginString_FIX40);
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else if( applVerID == ApplVerID_FIX41 )
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return BeginString(BeginString_FIX41);
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else if( applVerID == ApplVerID_FIX42 )
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return BeginString(BeginString_FIX42);
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else if( applVerID == ApplVerID_FIX43 )
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return BeginString(BeginString_FIX43);
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else if( applVerID == ApplVerID_FIX44 )
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return BeginString(BeginString_FIX44);
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else if( applVerID == ApplVerID_FIX50 )
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return BeginString(BeginString_FIX50);
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else if( applVerID == ApplVerID_FIX50SP1 )
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return BeginString(BeginString_FIX50);
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else if( applVerID == ApplVerID_FIX50SP2 )
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return BeginString(BeginString_FIX50);
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else
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return BeginString("");
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}
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static bool isHeaderField( int field );
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static bool isHeaderField( const FieldBase& field,
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const DataDictionary* pD = 0 );
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static bool isHeaderField( int field,
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const DataDictionary* pD );
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static bool isTrailerField( int field );
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static bool isTrailerField( const FieldBase& field,
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const DataDictionary* pD = 0 );
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static bool isTrailerField( int field,
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const DataDictionary* pD );
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/// Returns the session ID of the intended recipient
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SessionID getSessionID( const std::string& qualifier = "" ) const
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EXCEPT ( FieldNotFound );
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/// Sets the session ID of the intended recipient
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void setSessionID( const SessionID& sessionID );
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#ifdef HAVE_EMX
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void setSubMessageType(const std::string & subMsgType) { m_subMsgType.assign(subMsgType); }
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const std::string & getSubMessageType() const { return m_subMsgType; }
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#endif
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private:
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FieldBase extractField(
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const std::string& string, std::string::size_type& pos,
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const DataDictionary* pSessionDD = 0, const DataDictionary* pAppDD = 0,
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const Group* pGroup = 0) const;
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static bool IsDataField(
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int field,
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const DataDictionary* pSessionDD,
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const DataDictionary* pAppDD )
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{
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if( (pSessionDD && pSessionDD->isDataField( field )) ||
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(pAppDD && pAppDD != pSessionDD && pAppDD->isDataField( field )) )
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{
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return true;
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}
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return false;
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}
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void validate() const;
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std::string toXMLFields(const FieldMap& fields, int space) const;
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protected:
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mutable Header m_header;
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mutable Trailer m_trailer;
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bool m_validStructure;
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int m_tag;
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#ifdef HAVE_EMX
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std::string m_subMsgType;
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#endif
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static SmartPtr<DataDictionary> s_dataDictionary;
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};
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/*! @} */
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inline std::ostream& operator <<
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( std::ostream& stream, const Message& message )
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{
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std::string str;
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stream << message.toString( str );
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return stream;
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}
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/// Parse the type of a message from a string.
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inline MsgType identifyType( const std::string& message )
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EXCEPT ( MessageParseError )
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{
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std::string::size_type pos = message.find( "\001" "35=" );
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if ( pos == std::string::npos ) throw MessageParseError();
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std::string::size_type startValue = pos + 4;
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std::string::size_type soh = message.find_first_of( '\001', startValue );
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if ( soh == std::string::npos ) throw MessageParseError();
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std::string value = message.substr( startValue, soh - startValue );
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return MsgType( value );
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}
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}
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#endif //FIX_MESSAGE
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