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Add enableCancelOnDisconnect to FIX app #7

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Add enableCancelOnDisconnect to FIX app #7

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108 changes: 84 additions & 24 deletions src/main/java/io/ngin/fix/client/sample/java/FixClientApplication.java
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Original file line number Diff line number Diff line change
@@ -1,6 +1,5 @@
package io.ngin.fix.client.sample.java;


import quickfix.Application;
import quickfix.ConfigError;
import quickfix.FieldNotFound;
Expand Down Expand Up @@ -54,13 +53,21 @@ public class FixClientApplication extends MessageCracker implements Application
private ClOrdID invalidCancelOrdClOrdId;
private final ExecutorService executor;

public FixClientApplication(SessionSettings settings) {
setSessions(settings);
this.executor = Executors.newSingleThreadExecutor();
}
private final boolean enableCancelOnDisconnect;
private final String cancelOnDisconnectType;

public void fromAdmin(Message message, SessionID sessionId) {
}
public FixClientApplication(SessionSettings settings) {
setSessions(settings);
this.executor = Executors.newSingleThreadExecutor();
this.enableCancelOnDisconnect = true;
this.cancelOnDisconnectType = "3";
}

public void fromAdmin(Message message, SessionID sessionId) {
if (message instanceof Logon) {
checkCancelOnDisconnectAck(message, sessionId);
}
}

public void fromApp(Message message, SessionID sessionId) throws UnsupportedMessageType, IncorrectTagValue, FieldNotFound {
crack(message, sessionId);
Expand All @@ -86,13 +93,17 @@ public void onLogout(SessionID sessionId) {
System.out.printf("--------- Logout - %s --------- \n", sessionId);
}

public void toAdmin(Message message, SessionID sessionId) {
try {
crack(message, sessionId);
} catch (Exception e) {
throw new RuntimeException(e);
}
}
public void toAdmin(Message message, SessionID sessionId) {
if (message instanceof Logon && enableCancelOnDisconnect) {
setCancelOnDisconnectFields(message);
}

try {
crack(message, sessionId);
} catch (Exception e) {
throw new RuntimeException(e);
}
}

public void toApp(Message message, SessionID sessionId) {
}
Expand Down Expand Up @@ -170,21 +181,70 @@ public void onMessage(ExecutionReport order, SessionID sessionId) throws FieldNo
}
}

private static void doLogon(Logon message, SessionID sessionId) throws FieldNotFound {
String msgType = message.getHeader().getString(MsgType.FIELD);
if (!Logon.MSGTYPE.equals(msgType)) {
return;
}
private static void doLogon(Logon logon, SessionID sessionId) throws FieldNotFound {
String msgType = logon.getHeader().getString(MsgType.FIELD);
if (!Logon.MSGTYPE.equals(msgType)) {
return;
}

String sendingTime = getSendingTime(message);
String senderCompID = sessionId.getSenderCompID();
String sendingTime = getSendingTime(logon);
String senderCompID = sessionId.getSenderCompID();

String signedMessage = CryptoUtils.signMessage(1, Logon.MSGTYPE, senderCompID, sendingTime,
senderCompToPrivetApiKeyMap.get(senderCompID));

message.setField(new StringField(RawData.FIELD, signedMessage));
message.setField(new IntField(RawDataLength.FIELD, signedMessage.length()));
}
logon.setField(new StringField(RawData.FIELD, signedMessage));
logon.setField(new IntField(RawDataLength.FIELD, signedMessage.length()));
}


private void setCancelOnDisconnectFields(Message message) {
try {
if (enableCancelOnDisconnect) {
message.setField(new StringField(getCancelOnDisconnectTypeField(), cancelOnDisconnectType));

String typeDescription = getCancelOnDisconnectTypeDescription(cancelOnDisconnectType);
System.out.printf("--------- Set CancelOnDisconnectType=%s (%s) for session ---------\n",
cancelOnDisconnectType, typeDescription);
}
} catch (Exception e) {
System.err.println("Unexpected error setting CancelOnDisconnectType: " + e.getMessage());
}
}

private int getCancelOnDisconnectTypeField() {
return 35002;
}

private String getCancelOnDisconnectTypeDescription(String type) {
switch (type) {
case "0": return "No orders will be canceled on disconnect or logout";
case "1": return "Cancel all orders on disconnect only";
case "2": return "Cancel all orders on logout only";
case "3": return "Cancel all orders on disconnect or logout";
default: return "Unknown CancelOnDisconnectType: " + type;
}
}

private void checkCancelOnDisconnectAck(Message message, SessionID sessionId) {
try {
int cancelOnDisconnectField = getCancelOnDisconnectTypeField();
if (message.isSetField(cancelOnDisconnectField)) {
StringField codType = new StringField(cancelOnDisconnectField);
message.getField(codType);
String typeDescription = getCancelOnDisconnectTypeDescription(codType.getValue());
System.out.printf("--------- Counterparty CancelOnDisconnectType: %s (%s) for session: %s ---------\n",
codType.getValue(), typeDescription, sessionId);
} else {
System.out.printf("--------- Counterparty does not support CancelOnDisconnectType for session: %s ---------\n",
sessionId);
}
} catch (FieldNotFound e) {
// This is normal if the counterparty doesn't support this field
System.out.printf("--------- Counterparty does not echo CancelOnDisconnectType field for session: %s ---------\n",
sessionId);
}
}

private static void sendCreateOrder(SessionID sessionID, ClOrdID ordClOrdId) {
try {
Expand Down