Quickfix：同一应用程序中的acceptor和initator？ [英] Quickfix: acceptor and initator in same application?

问题描述

我是quickfix的新手（我是一个学生试图教自己），并已从quickfix.org（在c + +）下载了示例，并已能够连接ordermatch到tradeclient，让他们互相交谈。我改变了配置文件为ordermatch允许多个客户端并得到工作（ordermatch可以接收来自多个客户端的订单和管理订单簿）。

我一直在尝试找到一种方法来修改ordermatch，以便将确认消息发送给所有客户端，而不仅仅是发送方。

我有一个限制订单的单独实现，并想破解传入的消息（订单，取消等），并将其存储在我的限价订单。我的订单看这本书做出基于它的交易决定。问题是，我不知道如何获得ordermatch发送所有更新到此客户端。此外，我很难知道如何凑齐传统商店，不仅仅是发送订单，而是接收订单，然后接收订单，然后收到订单。

我想我需要在每个应用程序中有一个acceptor和一个initator（在ordermatch和一个tradeclients） - 我看过这是可能的和常见的，但找不到任何示例代码。我在这里的正确的轨道，或有更好的方式来设置这个？任何人都有一些他们可以共享的示例代码？

提前感谢

Brandon

解决方案

相同的应用程序可以作为一个会话的启动程序和不同会话的Acceptor。
Infact您可以从同一个应用程序有多个Acceptor / Initiator会话。
配置文件需要定义多个会话。
或者您可以为每个会话分别配置文件。

I am new to quickfix (I'm a student trying to teach myself), and have downloaded the examples from quickfix.org (in c++) and have been able to connect ordermatch to tradeclient and get them talking to each other. I changed the config file for ordermatch to allow multiple clients and got that working (ordermatch can receive orders from multiple clients and manage the order book).

I have been trying to find a way to alter ordermatch to send it's confirm messages to ALL clients, not just the sender.

I have a seperate implementation of a limit orderbook and want to crack the incoming messages (orders, cancels, etc) and store them in my limit orderbook. My orderbook watches the book an makes trading decisions based on it. The problem is, I can't figure out how to get ordermatch to send all updates to this client. Further, I am having a hard time figuring out how to "soup up" the tradeclient to not only send orders, but receive and crack them.

I'm thinking I need to have an acceptor and an initator in each application(in ordermatch and in one of the tradeclients)--I've read this is possible and common but can't find any sample code. Am I on the right track here, or is there a better way to set this up? Does anybody have some sample code they can share? I am not planning on using this for live trading so crude code is perfectly fine by me.

Thanks in advance

Brandon

解决方案

Same application can act as Initiator for one session and Acceptor for different session. Infact you can have multiple Acceptor/Initiator sessions from same application. Config file needs to define multiple sessions. Or you can have separate config file for each session.

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