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QuickFIX C++ Fix Engine Library

License: Other

C++ 63.23% C 0.07% Shell 0.02% Ruby 17.19% XSLT 0.01% Python 19.27% Makefile 0.02% Batchfile 0.01% PLSQL 0.01% PLpgSQL 0.01% M4 0.07% CMake 0.07% TSQL 0.01% SWIG 0.04%

quickfix's Introduction

Quickfix

BUILDING AND INSTALLING

Full instructions:
    See doc/html/building.html

Quick instructions:
    ./bootstrap
    ./configure
    make
    make check
    sudo make install

For SunOS and AIX have a look at README.SunOS and README.AIX.

It is possible to build many components with a relatively newer version of cmake.

For example on Windows,

mkdir build cd build cmake -DHAVE_SSL=ON -G "Visual Studio 15 2017 Win64" -DCMAKE_INSTALL_PREFIX:PATH="install-path" -DOPENSSL_ROOT_DIR="path to openssl" .. Then build in Visual Studio or on command prompt.

On Linux (with system openssl),

cmake -DCMAKE_BUILD_TYPE=RelWithDebInfo -DHAVE_SSL=ON -DCMAKE_INSTALL_PREFIX:PATH="install-path" .. make -j 4 install

If one has Ninja then (with system openssl),

cmake -G Ninja -DCMAKE_BUILD_TYPE=RelWithDebInfo -DHAVE_SSL=ON -DCMAKE_INSTALL_PREFIX:PATH="install-path" .. ninja install

Alternatively, you can build and install quickfix using vcpkg dependency manager:

git clone https://github.com/Microsoft/vcpkg.git
cd vcpkg
./bootstrap-vcpkg.sh
./vcpkg integrate install
./vcpkg install quickfix

The quickfix port in vcpkg is kept up to date by Microsoft team members and community contributors. If the version is out of date, please create an issue or pull request on the vcpkg repository.

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quickfix's Issues

Doubles losing precision

Shouldn't the following two match?

double x = 1.00489;
FIX::DoubleField field(1, x);
std::cout.precision(17);
std::cout << x << std::endl;
std::cout << field.getValue() << std::endl;

1.0048900000000001
1.0048899999999998

FIX43.xml uses a type of 'STIRNG' instead of 'STRING' for AffectedSecondaryOrderID

see

quickfix/spec/FIX43.xml

Line 3954 in adb936f

it reads:
field number='536' name='AffectedSecondaryOrderID' type='STIRNG'
when it should read:
field number='536' name='AffectedSecondaryOrderID' type='STRING'

Compiling Error

I had this error:

Linking TestUnitTest++...
Running unit tests...
terminate called after throwing an instance of 'char const_'
Makefile:79: recipe for target 'TestUnitTest++' failed
make[2]: *_* [TestUnitTest++] Aborted (core dumped)
make[2]: *** Deleting file 'TestUnitTest++'
make[2]: Leaving directory '/tmp/tmp/QuickFix/quickfix/UnitTest++'
Makefile:495: recipe for target 'all-recursive' failed
make[1]: *** [all-recursive] Error 1
make[1]: Leaving directory '/tmp/tmp/QuickFix/quickfix'
Makefile:404: recipe for target 'all' failed
make: *** [all] Error 2

Please, check: http://paste.debian.net/152819/

Python 3 support

It's not very clear from the website or documentation whether Python 3 is supported. Could you provide additional info? Also if it isn't I am willing to assist in adding support and would like details.

Webpage typo

See below. I was going to fix it and PR it, but it seems that the web pages are no longer in the repo.

---------- Forwarded message ----------
From: Fleury, David (CA-CIB) [email protected]
Date: Thu, Jan 16, 2014 at 1:38 AM
Subject: Link issue on web site
To: "[email protected]" [email protected]

Hi,

On this page, http://www.quickfixengine.org/documentation

The link to FIXT 1.1 html, point to http://www.quickfixengine.org/FIX11.html instead of http://www.quickfixengine.org/FIXT11.html

Regards,
David

fix 5.0+ BeginString support

Should the following validation function also allow specifying of FIX.5.0 as a session BeginString?

quickfix/src/C++/SessionSettings.cpp

Line 167 in adb936f

void SessionSettings::validate( const Dictionary& dictionary ) const

Include library version in data files.

I have a project that has been compiled with quickfix.so.14 and, later, quickfix.so.15. For a while, I started the project and got stuck in std::terminate due to an unexpected FIX::ConvertError and no useful stack trace. After compiling the library with -f-no-enforce-eh-specs, I was able to pinpoint the source of the exception, which was a convert() called at FileStore.cpp:160

m_cache.setCreationTime( UtcTimeStampConvertor::convert( time, true ) );

Garbage has been read from file and could not be converted. The library could include, on file creation, and test, when reading the file, a version identifier that could correctly address the issue.

build dies when --with-python enabled

I don't seem to be able to build with python support on the latest codebase (which is more success than I had with 1.13.3 which I couldn't get to build at all on Centos 6:

I have the following error below:

Making all in python
make[3]: Entering directory /opt/home/simonwa/quickfix/quickfix/src/python' /bin/sh ../../libtool --tag=CXX --mode=compile g++ -DHAVE_CONFIG_H -I. -I../.. -I. -I.. -I../.. -g -O2 -Wall -ansi -Wpointer-arith -Wwrite-strings -Wno-overloaded-virtual -I/usr/include/mysql -g -pipe -Wp,-D_FORTIFY_SOURCE=2 -fexceptions -fstack-protector --param=ssp-buffer-size=4 -m64 -D_GNU_SOURCE -D_FILE_OFFSET_BITS=64 -D_LARGEFILE_SOURCE -fno-strict-aliasing -fwrapv -fPIC -DUNIV_LINUX -DUNIV_LINUX -I/usr/include/libxml2 -I/usr/include/python2.6 -MT QuickfixPython.lo -MD -MP -MF .deps/QuickfixPython.Tpo -c -o QuickfixPython.lo QuickfixPython.cpp libtool: compile: g++ -DHAVE_CONFIG_H -I. -I../.. -I. -I.. -I../.. -g -O2 -Wall -ansi -Wpointer-arith -Wwrite-strings -Wno-overloaded-virtual -I/usr/include/mysql -g -pipe -Wp,-D_FORTIFY_SOURCE=2 -fexceptions -fstack-protector --param=ssp-buffer-size=4 -m64 -D_GNU_SOURCE -D_FILE_OFFSET_BITS=64 -D_LARGEFILE_SOURCE -fno-strict-aliasing -fwrapv -fPIC -DUNIV_LINUX -DUNIV_LINUX -I/usr/include/libxml2 -I/usr/include/python2.6 -MT QuickfixPython.lo -MD -MP -MF .deps/QuickfixPython.Tpo -c QuickfixPython.cpp -fPIC -DPIC -o .libs/QuickfixPython.o QuickfixPython.cpp: In function \u2018PyObject* _wrap_FieldMap_calculateString__SWIG_0(PyObject*, PyObject*)\u2019: QuickfixPython.cpp:17583: error: no matching function for call to \u2018FIX::FieldMap::calculateString(std::basic_string<char, std::char_traits<char>, std::allocator<char> >&, bool&) const\u2019 ../C++/FieldMap.h:206: note: candidates are: std::string& FIX::FieldMap::calculateString(std::string&) const QuickfixPython.cpp: In function \u2018PyObject* _wrap_Dictionary_getLong(PyObject*, PyObject*)\u2019: QuickfixPython.cpp:239426: error: \u2018const class FIX::Dictionary\u2019 has no member named \u2018getLong\u2019 QuickfixPython.cpp: In function \u2018PyObject* _wrap_Dictionary_setLong(PyObject*, PyObject*)\u2019: QuickfixPython.cpp:239742: error: \u2018class FIX::Dictionary\u2019 has no member named \u2018setLong\u2019 QuickfixPython.cpp: In function \u2018PyObject* _wrap_DataDictionary_getGroup(PyObject*, PyObject*)\u2019: QuickfixPython.cpp:255166: warning: unused variable \u2018res\u2019 make[3]: *** [QuickfixPython.lo] Error 1 make[3]: Leaving directory/opt/home/simonwa/quickfix/quickfix/src/python'
make[2]: *** [all-recursive] Error 1
make[2]: Leaving directory /opt/home/simonwa/quickfix/quickfix/src' make[1]: *** [all-recursive] Error 1 make[1]: Leaving directory/opt/home/simonwa/quickfix/quickfix'
make: *** [all] Error 2

Memory leak when user try to connect to fix over and over again.

When user try to connect to fix server a ClientHandlerThread is created and store in a list in ThreadedSocketReactor.

in disconnect(because of exception or disconnect by user) the ClientHandlerThread is stay on list and therefor the GC does not collect this object.

I fixed that issue

in ClientHandlerThread:

      public event EventHandler OnShutdown;

     public void Shutdown(string reason)
    {

        Log("shutdown requested: " + reason);
        isShutdownRequested_ = true;

        //Elad Zoarets: Add to resolve memory leak.
        //              After shotdown inform the ClientHandlerThread holder that this instace 
        //              Can be remove.
        if (OnShutdown != null)
            OnShutdown(this, null);
    }

ThreadedSocketReactor:

var t = new ClientHandlerThread(client, nextClientId_++, sessionDict_, new SocketSettings());
                lock (sync_)
                {
                    t.OnShutdown += OnShutdown;
                    clientThreads_.AddLast(t);
                }


     void OnShutdown(object sender, EventArgs e)
     {
         try
         {
            //Elad Zoarets: Remove instace of ClientHandlerThread from list
            // so G.C will be able to collect.
            var clientHandler = sender as ClientHandlerThread;
            if (clientHandler != null)
                clientThreads_.Remove(clientHandler);
         }
         catch (Exception ex)
         {
            t his.Log("Error accepting connection: " + ex);
         }
    }

SharedArray.h displays a unused-variable warning when allocating a counter

Can someone explain what is going on here and can this be written in a way that does not produce a warning?

../SharedArray.h:87:22: warning: unused variable 'counter' [-Wunused-variable]
atomic_count * counter = new (&storage[nSize]) atomic_count( 1 );

Error while compiling on FreeBSD

Quickfix doesn't compile on FreeBSD-10.1

make
make all-recursive
Making all in UnitTest++
make[2]: "quickfix/UnitTest++/Makefile" line 30: Missing dependency operator
make[2]: "quickfix/UnitTest++/Makefile" line 32: Need an operator
make[2]: "quickfix/UnitTest++/Makefile" line 35: Need an operator
make[2]: "quickfix/UnitTest++/Makefile" line 59: Need an operator
make[2]: "quickfix/UnitTest++/Makefile" line 66: Need an operator
make[2]: "quickfix/UnitTest++/Makefile" line 67: Missing dependency operator
make[2]: "quickfix/UnitTest++/Makefile" line 68: Need an operator
make[2]: "quickfix/UnitTest++/Makefile" line 98: Need an operator
make[2]: "quickfix/UnitTest++/Makefile" line 101: Need an operator
make[2]: Fatal errors encountered -- cannot continue

Support for VS2013?

There will be support for it?

ssize_t typedef conflicts with the same definition from ACE library (x64)

QuickFix: Utility.h:

typedef int ssize_t;

ACE-6.3.0: ACE_wrappers\ace\os_include\sys\os_types.h:

#if  !defined (ACE_HAS_SSIZE_T) 
#  if defined (ACE_WIN64) 
  typedef SSIZE_T ssize_t; 
#  else 
  typedef int ssize_t; 
#  endif /* ACE_WIN64 */ 
#endif  /* ACE_HAS_SSIZE_T */

The proposed fix is to move ssize_t definition inside FIX namespace (socklen_t could be moved as well):

namespace FIX
{
    typedef int socklen_t;
    typedef int ssize_t;
}

Undefined behaviour in integer conversion

Negation of -2147483648 fails when compiled with gcc-4.9 -O2 optimization. Also compiled with -fsanitize=undefined for test log below.

==========================================
   QuickFIX 1.14.3: test/test-suite.log
==========================================

# TOTAL: 1
# PASS:  0
# SKIP:  0
# XFAIL: 0
# FAIL:  1
# XPASS: 0
# ERROR: 0

.. contents:: :depth: 2

FAIL: check.sh
==============

ut: no process found
at: no process found
<ut>
  <output>
C++/FieldConvertors.h:47:25: runtime error: negation of -2147483648 cannot be represented in type 'int'; cast to an unsigned type to negate this value to itself
C++/FieldConvertors.h:100:25: runtime error: negation of -2147483648 cannot be represented in type 'int'; cast to an unsigned type to negate this value to itself
C++/FieldConvertors.h:190:13: runtime error: negation of -2147483648 cannot be represented in type 'int'; cast to an unsigned type to negate this value to itself
C++/test/FieldConvertorsTestCase.cpp:82: error: Failure in countIntegerSymbols: Expected 11 but was 5
C++/test/FieldConvertorsTestCase.cpp:114: error: Failure in integerConvertTo: Expected -2147483648 but was -00
FAILURE: 2 out of 186 tests failed (2 failures).
Test time: 10.87 seconds.
  </output>
</ut>

Outbound messages persisted to pg messages table, but not messages_log and never sent

I've got an issue I'm having difficulty tackling using quickfix C++. My overall architecture looks like:

(proxy) listening at 8400

(Acceptor) listening at 8500
(Acceptor) listening at 8501
(Acceptor) listening at 8502

The above three acceptors are each set up with RefreshOnLogon with the Postgres message store. I'm running integration tests that pass when I first run. Three initiators are created which connect, log on, authenticate, create orders, receive execution reports, then log off. The proxy sends each new connection to whichever Acceptor instance has the least connections - effectively round-robin-ing the load out to the three Acceptors. Works like a champ.

When re-running (regardless of whether I set ResetOnLogon/Logoff/Disconnect on Acceptor and all Initiators, or if I leave configured to continue with known seqNums and regardless of whether I set RefreshOnLogon), the process fails. All of the same messages end up appearing as outbound messages in the Acceptor's postgres 'messages' table, but the last two execution reports don't appear in the 'messages_log' table. And, correspondingly, those two messages never leave the Acceptor and never arrive at the appropriate Initiators. If I stop and restart the Acceptor processes and run the integration test again, it will always succeed the first time and fail subsequent ones.

Any ideas?

Thanks a bunch,

Matt

build failed & run crash in vs2015

maybe vs2015 changed its __beginthreadex function signature, which causes compile error.
so in my emergent suit case, just change source code into
bool thread_spawn(_beginthreadex_proc_type func, void* var, thread_id& thread )
{

ifdef _MSC_VER

thread_id result = 0;
unsigned int id = 0;
result = _beginthreadex( NULL, 0, func, var, 0, &id );
if ( result == 0 ) return false;
in file Utility.cpp .

ssl to quickfix c++

Hi,

Is it possible to add ssl to quickfix c++ engine ? The SocketUseSSL property has no effect in C++.

I used to use stunnel and now I have my own lightweight ssl proxy. But it would be a handy feature.

Cannot install ruby gem on ubuntu 14.04.1 LTS

vagrant@vagrant-ubuntu-trusty-64:~/work/stock/quickfix/src/ruby$ gem install quickfix_ruby
Building native extensions.  This could take a while...
ERROR:  Error installing quickfix_ruby:
    ERROR: Failed to build gem native extension.

    /home/vagrant/.rvm/rubies/ruby-2.1.5/bin/ruby -r ./siteconf20150618-10741-danz40.rb extconf.rb
creating Makefile

make "DESTDIR=" clean

make "DESTDIR="
compiling HttpConnection.cpp
In file included from Session.h:34:0,
                 from HttpConnection.cpp:29:
DataDictionaryProvider.h:54:72: error: ‘ptr::shared_ptr’ has not been declared
   void addTransportDataDictionary(const BeginString& beginString, ptr::shared_ptr<DataDictionary>);
                                                                        ^
DataDictionaryProvider.h:54:82: error: expected ‘,’ or ‘...’ before ‘<’ token
   void addTransportDataDictionary(const BeginString& beginString, ptr::shared_ptr<DataDictionary>);
                                                                                  ^
DataDictionaryProvider.h:55:70: error: ‘ptr::shared_ptr’ has not been declared
   void addApplicationDataDictionary(const ApplVerID& applVerID, ptr::shared_ptr<DataDictionary>);
                                                                      ^
DataDictionaryProvider.h:55:80: error: expected ‘,’ or ‘...’ before ‘<’ token
   void addApplicationDataDictionary(const ApplVerID& applVerID, ptr::shared_ptr<DataDictionary>);
                                                                                ^
DataDictionaryProvider.h:63:25: error: ‘shared_ptr’ is not a member of ‘ptr’
   std::map<std::string, ptr::shared_ptr<DataDictionary> > m_transportDictionaries;
                         ^
DataDictionaryProvider.h:63:25: error: ‘shared_ptr’ is not a member of ‘ptr’
DataDictionaryProvider.h:63:55: error: template argument 2 is invalid
   std::map<std::string, ptr::shared_ptr<DataDictionary> > m_transportDictionaries;
                                                       ^
DataDictionaryProvider.h:63:55: error: template argument 4 is invalid
DataDictionaryProvider.h:63:57: error: expected unqualified-id before ‘>’ token
   std::map<std::string, ptr::shared_ptr<DataDictionary> > m_transportDictionaries;
                                                         ^
DataDictionaryProvider.h:64:25: error: ‘shared_ptr’ is not a member of ‘ptr’
   std::map<std::string, ptr::shared_ptr<DataDictionary> > m_applicationDictionaries;
                         ^
DataDictionaryProvider.h:64:25: error: ‘shared_ptr’ is not a member of ‘ptr’
DataDictionaryProvider.h:64:55: error: template argument 2 is invalid
   std::map<std::string, ptr::shared_ptr<DataDictionary> > m_applicationDictionaries;
                                                       ^
DataDictionaryProvider.h:64:55: error: template argument 4 is invalid
DataDictionaryProvider.h:64:57: error: expected unqualified-id before ‘>’ token
   std::map<std::string, ptr::shared_ptr<DataDictionary> > m_applicationDictionaries;
                                                         ^
DataDictionaryProvider.h: In member function ‘void FIX::DataDictionaryProvider::addTransportDataDictionary(const FIX::BeginString&, const string&)’:
DataDictionaryProvider.h:58:45: error: ‘shared_ptr’ is not a member of ‘ptr’
   { addTransportDataDictionary(beginString, ptr::shared_ptr<DataDictionary>( new DataDictionary(path) )); }
                                             ^
DataDictionaryProvider.h:58:75: error: expected primary-expression before ‘>’ token
   { addTransportDataDictionary(beginString, ptr::shared_ptr<DataDictionary>( new DataDictionary(path) )); }
                                                                           ^
DataDictionaryProvider.h: In member function ‘void FIX::DataDictionaryProvider::addApplicationDataDictionary(const FIX::ApplVerID&, const string&)’:
DataDictionaryProvider.h:60:45: error: ‘shared_ptr’ is not a member of ‘ptr’
   { addApplicationDataDictionary(applVerID, ptr::shared_ptr<DataDictionary>( new DataDictionary(path) )); }
                                             ^
DataDictionaryProvider.h:60:75: error: expected primary-expression before ‘>’ token
   { addApplicationDataDictionary(applVerID, ptr::shared_ptr<DataDictionary>( new DataDictionary(path) )); }
                                                                           ^
make: *** [HttpConnection.o] Error 1

make failed, exit code 2

Gem files will remain installed in /home/vagrant/.rvm/gems/ruby-2.1.5/gems/quickfix_ruby-1.14.3.1 for inspection.
Results logged to /home/vagrant/.rvm/gems/ruby-2.1.5/extensions/x86_64-linux/2.1.0/quickfix_ruby-1.14.3.1/gem_make.out

Thanks for any help

make check failed

make[6]: Nothing to be done for all-am'. make[6]: Leaving directory/home/ubgpu/github/quickfix/test'
make[5]: Leaving directory `/home/ubgpu/github/quickfix/test'
ERROR: unknown command line flag 'l'
ERROR: unknown command line flag 'l'
ERROR: unknown command line flag 'l'
ERROR: unknown command line flag 'l'
ERROR: unknown command line flag 'l'
ERROR: unknown command line flag 'l'
ERROR: unknown command line flag 'l'

/bin/bash: line 11: test: +: integer expression expected

Testsuite summary for QuickFIX 1.14.3