一、概述

1.1 如何阅读？

对于一般人，没必要像对待常用公共组件一样，搞清楚每一个点，我们从使用的角度出发，把我们用到的功能读到即可。

1.2 如何下载？

https://github.com/quickfix/quickfix

1.3 大概都有哪些？

源码就在src\C++下，我们先大致浏览一下。

DataDictionary.cpp:解析诸如FIX42.xml的数据字典
Field.cpp:数据字典中解析预定义的field
Message.cpp:数据字典中解析处理message节点
Http.cpp: 实现http引擎的部分
Socket.cpp:会话层的通信
Session.cpp: 会话层的东西
还有一些其他的文件，略去不说。这里还要注意还有几个子文件夹：fix40/,fix41/,fix42/,fix43/,fix44/,fix50/,fix50sp1。这几个文件夹下是具体实现了该版本的一些头文件。

1.4 我会用到哪些？

上篇文章有使用的例子，我们去掉多余部分，拿过来是这样的：

int main( int argc, char** argv )
{FIX::Initiator * initiator = 0;try{FIX::SessionSettings settings( file );Application application;FIX::FileStoreFactory storeFactory( settings );FIX::ScreenLogFactory logFactory( settings );initiator = new FIX::SocketInitiator( application, storeFactory, settings, logFactory );initiator->start();application.run();initiator->stop();delete initiator;
'''}catch ( std::exception & e ){
'''}
}

请记住每一行代码，接下来，本文基本是每章讲解本代码中的一行。

二、SessionSettings

就是这一行：FIX::SessionSettings settings( file );

2.1 数据字典

Quickfix中进行数据字典的载入，解析本质是对几个xml文件的解析，是采用pugixml parser,官方网站：pugixml.org - Home。正如官网介绍的那样：

Light-weight, simple and fast XML parser for C++ with XPath support

然后Quickfix中在之上进行了一层自己的封装，形成PUGIXML_DOMAttributes类，PUGIXML_DOMNode类，PUGIXML_DOMDocument类。在头文件”PUGIXML_DOMDocument.h”中进行了定义，如下：

 class PUGIXML_DOMAttributes : public DOMAttributes{public:PUGIXML_DOMAttributes( pugi::xml_node pNode ): m_pNode(pNode) {}bool get( const std::string&, std::string& );DOMAttributes::map toMap();private:pugi::xml_node m_pNode;};/// XML node as represented by pugixml.class PUGIXML_DOMNode : public DOMNode{public:PUGIXML_DOMNode( pugi::xml_node pNode ): m_pNode(pNode) {}~PUGIXML_DOMNode() {}DOMNodePtr getFirstChildNode();DOMNodePtr getNextSiblingNode();DOMAttributesPtr getAttributes();std::string getName();std::string getText();private:pugi::xml_node m_pNode;};/// XML document as represented by pugixml.class PUGIXML_DOMDocument : public DOMDocument{public:PUGIXML_DOMDocument() throw( ConfigError );~PUGIXML_DOMDocument();bool load( std::istream& );bool load( const std::string& );bool xml( std::ostream& );DOMNodePtr getNode( const std::string& );private:pugi::xml_document m_pDoc;};
}

其中大多数函数不需要特别关心，我们只需要重点关心PUGIXML_DOMDocument类中的load()函数，这也是最重要+最复杂的函数。

bool PUGIXML_DOMDocument::load( std::istream& stream ){try { return m_pDoc.load(stream);} catch( ... ) { return false; }}bool PUGIXML_DOMDocument::load( const std::string& url ){try { return m_pDoc.load_file(url.c_str());} catch( ... ) { return false; }}

这个函数就是对给定一个xml路径然后装载后返回一个pugi::xml_document的对象。

2.2 数据字典解析

上面的类实现了诸如FIX44.xml的载入处理，数据字典中定义了很多结构节点，比如fields,messages,groups等，DataDictionary.cpp是真正对这些xml文件进行解析的源文件。DataDictionary.h中部分源代码如下：

class DataDictionary
{typedef std::set < int > MsgFields;typedef std::map < std::string, MsgFields > MsgTypeToField;typedef std::set < std::string > MsgTypes;typedef std::set < int > Fields;typedef std::map < int, bool > NonBodyFields;typedef std::vector< int > OrderedFields;typedef message_order OrderedFieldsArray;typedef std::map < int, TYPE::Type > FieldTypes;typedef std::set < std::string > Values;typedef std::map < int, Values > FieldToValue;typedef std::map < int, std::string > FieldToName;typedef std::map < std::string, int > NameToField;typedef std::map < std::pair < int, std::string > , std::string  > ValueToName;// while FieldToGroup structure seems to be overcomplicated// in reality it yields a lot of performance because:// 1) avoids memory copying;// 2) first lookup is done by comparing integers and not string objects// TODO: use hash_map with good hashing algorithmtypedef std::map < std::string, std::pair < int, DataDictionary* > > FieldPresenceMap;typedef std::map < int, FieldPresenceMap > FieldToGroup;public:DataDictionary();DataDictionary( const DataDictionary& copy );DataDictionary( std::istream& stream ) throw( ConfigError );DataDictionary( const std::string& url ) throw( ConfigError );virtual ~DataDictionary();void readFromURL( const std::string& url ) throw( ConfigError );void readFromDocument( DOMDocumentPtr pDoc ) throw( ConfigError );void readFromStream( std::istream& stream ) throw( ConfigError );......
};
....

可以看到DataDictionary类中定义了很多的std::map和std::vector,这些容器都是用来存储从FIX4X.xml文件中解析来的内容，一些映射，但是是否过于繁琐，我没有深究。

比如:

typedef std::map < int, std::string > FieldToName;

表示存储field和实际的字段名的映射，比如8对应BeginString;

typedef std::map < int, Values > FieldToValue;

表示枚举当中的int值跟实际的字段名的映射，比如：

<field number='13' name='CommType' type='CHAR'><value enum='1' description='PER_UNIT' /><value enum='2' description='PERCENTAGE' /><value enum='3' description='ABSOLUTE' /><value enum='4' description='4' /><value enum='5' description='5' /><value enum='6' description='POINTS_PER_BOND_OR_CONTRACT_SUPPLY_CONTRACTMULTIPLIER' /></field>

3代表ABSOLUTE；1代表PER_UNIT。

另外需要注意的成员函数readFrom*()系列，底层就是上一章中的类，进行xml的载入。

void DataDictionary::readFromURL( const std::string& url )throw( ConfigError ){DOMDocumentPtr pDoc = DOMDocumentPtr(new PUGIXML_DOMDocument());if(!pDoc->load(url))¦ throw ConfigError(url + ": Could not parse data dictionary file");try {¦ readFromDocument( pDoc );}catch( ConfigError& e ) {¦ throw ConfigError( url + ": " + e.what() );}}void DataDictionary::readFromStream( std::istream& stream )throw( ConfigError ){
>*  DOMDocumentPtr pDoc = DOMDocumentPtr(new PUGIXML_DOMDocument());if(!pDoc->load(stream))¦ throw ConfigError("Could not parse data dictionary stream");readFromDocument( pDoc );}>*void DataDictionary::readFromDocument( DOMDocumentPtr pDoc )throw( ConfigError ){// VERSIONDOMNodePtr pFixNode = pDoc->getNode("/fix");if(!pFixNode.get())
...
}

到这里，数据字典的解析就完成了。简单的理解就是，读入xml文件，然后针对xml文件里的内容，把内容做成映射用map和vector存储。

2.3 数据字典存储

SessionSettings

/// Container for setting dictionaries mapped to sessions.
class SessionSettings
{
public:SessionSettings() { m_resolveEnvVars = false; }SessionSettings( std::istream& stream, bool resolveEnvVars = false ) EXCEPT ( ConfigError );SessionSettings( const std::string& file, bool resolveEnvVars = false ) EXCEPT ( ConfigError );
''''''typedef std::map < SessionID, Dictionary > Dictionaries;std::set < SessionID > getSessions() const;private:Dictionaries m_settings;Dictionary m_defaults;
'''friend std::istream& operator>>( std::istream&, SessionSettings& ) EXCEPT ( ConfigError );friend std::ostream& operator<<( std::ostream&, const SessionSettings& );
};

是通过友元函数 operator >> 从任意的流中读取配置，通过一个sessonid的set和一个sessionid->dictionary的map，管理每个段。

三、Application

3.1 Application

若是须要使用QuickFIX开发FIX应用，则须要实现FIX::Application接口，并重载不一样FIX协议版本的MessageCracker::OnMessage接口，如FIX42::MessageCracker。

class Application
{
public:virtual ~Application() {};/// Notification of a session begin createdvirtual void onCreate( const SessionID& ) = 0;/// Notification of a session successfully logging onvirtual void onLogon( const SessionID& ) = 0;/// Notification of a session logging off or disconnectingvirtual void onLogout( const SessionID& ) = 0;/// Notification of admin message being sent to targetvirtual void toAdmin( Message&, const SessionID& ) = 0;/// Notification of app message being sent to targetvirtual void toApp( Message&, const SessionID& )EXCEPT ( DoNotSend ) = 0;/// Notification of admin message being received from targetvirtual void fromAdmin( const Message&, const SessionID& )EXCEPT ( FieldNotFound, IncorrectDataFormat, IncorrectTagValue, RejectLogon ) = 0;/// Notification of app message being received from targetvirtual void fromApp( const Message&, const SessionID& )EXCEPT ( FieldNotFound, IncorrectDataFormat, IncorrectTagValue, UnsupportedMessageType ) = 0;
};

onCreate：当Fix Session创建时调用。
onLogon：当Fix Session登陆成功时调用。
onLogout：当Fix Session退出时调用。
fromAdmin：当收到一个Admin类型消息时调用。
fromApp：当收到一个不属于Admin 类型消息时调用。
toAdmin：当发送一个admin类型消息调用。
toApp：当发送一个非admin(业务类型)消息调用。

admin一般是服务提供方，app是客户端

3.2 MessageCracker

除了实现FIX::Application接口，还需要重新实现FIX::MessageCracker从具体的FIX协议版本实现继承而来的onMessage方法，crack接口就可以根据message类型匹配到你实现的具体onMessage接口上。

  void crack( const Message& message,const SessionID& sessionID ){const FIX::BeginString& beginString = FIELD_GET_REF( message.getHeader(), BeginString );crack( message, sessionID, beginString );}void crack( const Message& message,const SessionID& sessionID,const BeginString& beginString ){if ( beginString == BeginString_FIX40 )((FIX40::MessageCracker&)(*this)).crack((const FIX40::Message&) message, sessionID);else if ( beginString == BeginString_FIX41 )((FIX41::MessageCracker&)(*this)).crack((const FIX41::Message&) message, sessionID);else if ( beginString == BeginString_FIX42 )((FIX42::MessageCracker&)(*this)).crack((const FIX42::Message&) message, sessionID);else if ( beginString == BeginString_FIX43 )((FIX43::MessageCracker&)(*this)).crack((const FIX43::Message&) message, sessionID);else if ( beginString == BeginString_FIX44 )((FIX44::MessageCracker&)(*this)).crack((const FIX44::Message&) message, sessionID);else if ( beginString == BeginString_FIXT11 ){if( message.isAdmin() ){((FIXT11::MessageCracker&)(*this)).crack((const FIXT11::Message&) message, sessionID);}else{
'''}}}

四、*Factory

就是这两行：

FIX::FileStoreFactory storeFactory( settings );

FIX::ScreenLogFactory logFactory( settings );

逻辑比较简单，就是读了上文介绍的settings，然后存下来，存储结构如下：

std::string m_path;

SessionSettings m_settings;

五、initiator/Acceptor

也就是这一行 initiator = new FIX::SocketInitiator( application, storeFactory, settings, logFactory );

这俩大概差不多，先看一个。

主要代码如下：

/*** Base for classes which act as an acceptor for incoming connections.** Most users will not need to implement one of these.  The default* SocketAcceptor implementation will be used in most cases.*/
class Acceptor
{
public:
''''''Acceptor( Application&, MessageStoreFactory&,const SessionSettings&, LogFactory& ) EXCEPT ( ConfigError );virtual ~Acceptor();''''''/// Poll the acceptorbool poll( double timeout = 0.0 ) EXCEPT ( ConfigError, RuntimeError );/// Stop acceptor.void stop( bool force = false );/// Check to see if any sessions are currently logged onbool isLoggedOn();Session* getSession( const std::string& msg, Responder& );const std::set<SessionID>& getSessions() const { return m_sessionIDs; }Session* getSession( const SessionID& sessionID ) const;const Dictionary* const getSessionSettings( const SessionID& sessionID ) const;bool has( const SessionID& id ){ return m_sessions.find( id ) != m_sessions.end(); }bool isStopped() { return m_stop; }Application& getApplication() { return m_application; }MessageStoreFactory& getMessageStoreFactory(){ return m_messageStoreFactory; }private:
''''''static THREAD_PROC startThread( void* p );typedef std::set < SessionID > SessionIDs;typedef std::map < SessionID, Session* > Sessions;thread_id m_threadid;Sessions m_sessions;SessionIDs m_sessionIDs;Application& m_application;MessageStoreFactory& m_messageStoreFactory;
protected:SessionSettings m_settings;
private:LogFactory* m_pLogFactory;Log* m_pLog;NullLog m_nullLog;bool m_firstPoll;bool m_stop;
};

基本包含了之前介绍的大部分类，如

Session相关的（SessionSettings/set<SessionID>/map<SessionID, Session*>）、

Application（用于接收并处理消息的）、LogFactory（写日志的对象）

5.1 init

功能就是把配置的每一个session初始化，很简单。

void Acceptor::initialize() EXCEPT ( ConfigError )
{std::set < SessionID > sessions = m_settings.getSessions();std::set < SessionID > ::iterator i;if ( !sessions.size() )throw ConfigError( "No sessions defined" );SessionFactory factory( m_application, m_messageStoreFactory,m_pLogFactory );for ( i = sessions.begin(); i != sessions.end(); ++i ){if ( m_settings.get( *i ).getString( CONNECTION_TYPE ) == "acceptor" ){m_sessionIDs.insert( *i );m_sessions[ *i ] = factory.create( *i, m_settings.get( *i ) );}}if ( !m_sessions.size() )throw ConfigError( "No sessions defined for acceptor" );
}

5.2 start

这一行：Acceptor/initiator->start();

调用 SocketAcceptor::onInitialize() 创建 socket 句柄，进行监听端口。
启动线程，调用 SocketAcceptor::onStart()，检测对端的连接

void Acceptor::start() EXCEPT ( ConfigError, RuntimeError )
{m_stop = false;onConfigure( m_settings );onInitialize( m_settings );HttpServer::startGlobal( m_settings );if( !thread_spawn( &startThread, this, m_threadid ) )throw RuntimeError("Unable to spawn thread");
}

其他的操作大同小异，可以自己阅读

5.3 `SocketAcceptor::onInitialize`

主要功能就是对每个session设置监听

void SocketAcceptor::onInitialize(const SessionSettings& s)EXCEPT ( RuntimeError )
{short port = 0;try{m_pServer = new SocketServer(1);std::set<SessionID> sessions = s.getSessions();std::set<SessionID>::iterator i = sessions.begin();for( ; i != sessions.end(); ++i ){const Dictionary& settings = s.get( *i );port = (short)settings.getInt( SOCKET_ACCEPT_PORT );
''''''// 管理监听端口与 SeesionID 的对应关系m_portToSessions[port].insert(*i);// 为每个监听的端口创建 Socket 句柄： socket_handlem_pServer->add( port, reuseAddress, noDelay, sendBufSize, rcvBufSize );}}catch( SocketException& e ){
''''''}
}

5.4

5.2中的第二步调用

THREAD_PROC Acceptor::startThread( void* p )
{Acceptor * pAcceptor = static_cast < Acceptor* > ( p );pAcceptor->onStart();return 0;
}

六、session

回顾所有我们浏览的代码，唯独没有介绍session，最后来看一下。

6.1 session创建

用factory（初始化心跳、session）

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." );// 初始化心跳HeartBtInt heartBtInt( 0 );if ( connectionType == "initiator" ){heartBtInt = HeartBtInt( settings.getInt( HEARTBTINT ) );if ( heartBtInt <= 0 ) throw ConfigError( "Heartbeat must be greater than zero" );}// 创建 Session 对象SmartPtr<Session> pSession;pSession.reset( new Session( m_application, m_messageStoreFactory,sessionID, dataDictionaryProvider, sessionTimeRange,heartBtInt, m_pLogFactory ) );return pSession.release();
}

其中session对象内属性太多，挑一些重要的看：

Application（会话）、

SessionID（标识唯一session）、

m_sessionTime/m_logonTime（主要用于之前讲的24小时重新连接，对应配置）、

m_senderDefaultApplVerID/m_targetDefaultApplVerID（发送端/接收端默 Fix 协议版本号）、

m_state（session状态）、

send（）（发送消息函数）、

next（）（处理收到的消息，比较重要）

6.2 next（）

精简过的代码如下

void Session::next( const Message& message, const UtcTimeStamp& timeStamp, bool queued )
{const Header& header = message.getHeader();try{//检查时间if ( !checkSessionTime(timeStamp) ){ reset(); return; }//获取类型，下面根据类型分处理方法const MsgType& msgType = FIELD_GET_REF( header, MsgType );//校验时间const BeginString& beginString = FIELD_GET_REF( header, BeginString );// make sure these fields are presentFIELD_THROW_IF_NOT_FOUND( header, SenderCompID );FIELD_THROW_IF_NOT_FOUND( header, TargetCompID );if ( beginString != m_sessionID.getBeginString() )throw UnsupportedVersion();const DataDictionary& sessionDataDictionary = m_dataDictionaryProvider.getSessionDataDictionary(m_sessionID.getBeginString());if( m_sessionID.isFIXT() && message.isApp() ){ApplVerID applVerID = m_targetDefaultApplVerID;header.getFieldIfSet(applVerID);const DataDictionary& applicationDataDictionary = m_dataDictionaryProvider.getApplicationDataDictionary(applVerID);DataDictionary::validate( message, &sessionDataDictionary, &applicationDataDictionary );}else{sessionDataDictionary.validate( message );}if ( msgType == MsgType_Logon )nextLogon( message, timeStamp );else if ( msgType == MsgType_Heartbeat )nextHeartbeat( message, timeStamp );else if ( msgType == MsgType_TestRequest )nextTestRequest( message, timeStamp );else if ( msgType == MsgType_SequenceReset )nextSequenceReset( message, timeStamp );else if ( msgType == MsgType_Logout )nextLogout( message, timeStamp );else if ( msgType == MsgType_ResendRequest )nextResendRequest( message, timeStamp );else if ( msgType == MsgType_Reject )nextReject( message, timeStamp );else{if ( !verify( message ) ) return ;//内含Session::doTargetTooLow() 来处理序列号过小的消息//    Session::doTargetTooHigh() 来处理序列号过大的消息m_state.incrNextTargetMsgSeqNum();}}''''''if( !queued )nextQueued( timeStamp );if( isLoggedOn() )next();
}

经过各种检查后，根据type调用不同的处理方法，然后操作queue进行下次操作。

这里调用的函数太多了，挑一个复杂的看一下。

6.3 nextResendRequest（）

当收到 type是ResendRequest 消息时，回调用nextResendRequest() 处理：

void Session::nextResendRequest(const Message& resendRequest, const UtcTimeStamp& timeStamp)
{// ...// 从缓存拿出需要重传的消息片段（从MessageStore中的消息，如果是FileStore，那么就会从文件中取出）std::vector < std::string > messages;m_state.get( beginSeqNo, endSeqNo, messages );// ...for ( i = messages.begin(); i != messages.end(); ++i ){// 重新计算消息的校验和// ...if ( Message::isAdminMsgType( msgType ) ){// 跳过管理消息if ( !begin ) begin = msgSeqNum;}else{// 在 resend 里会回调 Application::toAppif ( resend( msg ) ){// 有需要跳过的管理消息，则用一条 SeqReset-GapFill 消息替代if ( begin ) generateSequenceReset( begin, msgSeqNum );// 发送应用消息send( msg.toString(messageString) );m_state.onEvent( "Resending Message: "+ IntConvertor::convert( msgSeqNum ) );begin = 0;appMessageJustSent = true;}else{ if ( !begin ) begin = msgSeqNum; }}current = msgSeqNum + 1;}// 结尾还有需要跳过的管理消息，需要用一条 SeqReset-GapFill 消息替代if ( begin ){generateSequenceReset( begin, msgSeqNum + 1 );}// 序列号同步。为什么在重传借宿后还需要再发送一个 SeqReset-GapFill 消息？if ( endSeqNo > msgSeqNum ){endSeqNo = EndSeqNo(endSeqNo + 1);int next = m_state.getNextSenderMsgSeqNum();if( endSeqNo > next )endSeqNo = EndSeqNo(next);if ( appMessageJustSent )beginSeqNo = msgSeqNum + 1;generateSequenceReset( beginSeqNo, endSeqNo );}resendRequest.getHeader().getField( msgSeqNum );if( !isTargetTooHigh(msgSeqNum) && !isTargetTooLow(msgSeqNum) )m_state.incrNextTargetMsgSeqNum();
}