| /** |
| * Licensed to the Apache Software Foundation (ASF) under one or more |
| * contributor license agreements. See the NOTICE file distributed with |
| * this work for additional information regarding copyright ownership. |
| * The ASF licenses this file to You under the Apache License, Version 2.0 |
| * (the "License"); you may not use this file except in compliance with |
| * the License. You may obtain a copy of the License at |
| * |
| * http://www.apache.org/licenses/LICENSE-2.0 |
| * |
| * Unless required by applicable law or agreed to in writing, software |
| * distributed under the License is distributed on an "AS IS" BASIS, |
| * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. |
| * See the License for the specific language governing permissions and |
| * limitations under the License. |
| */ |
| package org.apache.camel.component.quickfixj.examples.trading; |
| |
| import java.util.Date; |
| import java.util.concurrent.CountDownLatch; |
| import java.util.concurrent.TimeUnit; |
| |
| import org.apache.camel.Endpoint; |
| import org.apache.camel.Exchange; |
| import org.apache.camel.ExchangePattern; |
| import org.apache.camel.Producer; |
| import org.apache.camel.builder.PredicateBuilder; |
| import org.apache.camel.builder.RouteBuilder; |
| import org.apache.camel.component.quickfixj.QuickfixjEndpoint; |
| import org.apache.camel.component.quickfixj.QuickfixjEventCategory; |
| import org.apache.camel.component.quickfixj.examples.transform.QuickfixjMessageJsonPrinter; |
| import org.apache.camel.component.quickfixj.examples.util.CountDownLatchDecrementer; |
| import org.apache.camel.impl.DefaultCamelContext; |
| import org.slf4j.Logger; |
| import org.slf4j.LoggerFactory; |
| |
| import quickfix.field.ClOrdID; |
| import quickfix.field.HandlInst; |
| import quickfix.field.MsgType; |
| import quickfix.field.OrdType; |
| import quickfix.field.OrderQty; |
| import quickfix.field.Price; |
| import quickfix.field.Side; |
| import quickfix.field.Symbol; |
| import quickfix.field.TransactTime; |
| import quickfix.fix42.NewOrderSingle; |
| |
| public class TradeExecutorExample { |
| private static final Logger LOG = LoggerFactory.getLogger(TradeExecutorExample.class); |
| |
| public static void main(String[] args) throws Exception { |
| new TradeExecutorExample().sendMessage(); |
| } |
| |
| public void sendMessage() throws Exception { |
| DefaultCamelContext context = new DefaultCamelContext(); |
| context.addComponent("trade-executor", new TradeExecutorComponent()); |
| |
| final CountDownLatch logonLatch = new CountDownLatch(2); |
| final CountDownLatch executionReportLatch = new CountDownLatch(2); |
| |
| RouteBuilder routes = new RouteBuilder() { |
| @Override |
| public void configure() throws Exception { |
| // Release latch when session logon events are received |
| from("quickfix:examples/inprocess.cfg"). |
| filter(header(QuickfixjEndpoint.EVENT_CATEGORY_KEY).isEqualTo(QuickfixjEventCategory.SessionLogon)). |
| bean(new CountDownLatchDecrementer("logon", logonLatch)); |
| |
| from("quickfix:examples/inprocess.cfg?sessionID=FIX.4.2:MARKET->TRADER"). |
| filter(header(QuickfixjEndpoint.EVENT_CATEGORY_KEY).isEqualTo(QuickfixjEventCategory.AppMessageReceived)). |
| to("trade-executor:market"); |
| |
| from("trade-executor:market").to("quickfix:examples/inprocess.cfg"); |
| |
| // Logger app messages as JSON |
| from("quickfix:examples/inprocess.cfg"). |
| filter(PredicateBuilder.or( |
| header(QuickfixjEndpoint.EVENT_CATEGORY_KEY).isEqualTo(QuickfixjEventCategory.AppMessageReceived), |
| header(QuickfixjEndpoint.EVENT_CATEGORY_KEY).isEqualTo(QuickfixjEventCategory.AppMessageSent))). |
| bean(new QuickfixjMessageJsonPrinter()); |
| |
| // Release latch when trader receives execution report |
| from("quickfix:examples/inprocess.cfg?sessionID=FIX.4.2:TRADER->MARKET"). |
| filter(PredicateBuilder.and( |
| header(QuickfixjEndpoint.EVENT_CATEGORY_KEY).isEqualTo(QuickfixjEventCategory.AppMessageReceived), |
| header(QuickfixjEndpoint.MESSAGE_TYPE_KEY).isEqualTo(MsgType.EXECUTION_REPORT))). |
| bean(new CountDownLatchDecrementer("execution report", executionReportLatch)); |
| } |
| }; |
| |
| context.addRoutes(routes); |
| |
| LOG.info("Starting Camel context"); |
| context.start(); |
| |
| // This is not strictly necessary, but it prevents the need for session |
| // synchronization due to app messages being sent before being logged on |
| if (!logonLatch.await(5, TimeUnit.SECONDS)) { |
| throw new IllegalStateException("Logon did not complete"); |
| } |
| |
| String gatewayUri = "quickfix:examples/inprocess.cfg?sessionID=FIX.4.2:TRADER->MARKET"; |
| Endpoint gatewayEndpoint = context.getEndpoint(gatewayUri); |
| Producer producer = gatewayEndpoint.createProducer(); |
| |
| LOG.info("Sending order"); |
| |
| NewOrderSingle order = createNewOrderMessage(); |
| Exchange exchange = producer.createExchange(ExchangePattern.InOnly); |
| exchange.getIn().setBody(order); |
| producer.process(exchange); |
| |
| if (!executionReportLatch.await(5, TimeUnit.SECONDS)) { |
| throw new IllegalStateException("Did not receive execution reports"); |
| } |
| |
| LOG.info("Message received, shutting down Camel context"); |
| |
| context.stop(); |
| |
| LOG.info("Order execution example complete"); |
| } |
| |
| private NewOrderSingle createNewOrderMessage() { |
| NewOrderSingle order = new NewOrderSingle( |
| new ClOrdID("CLIENT_ORDER_ID"), |
| new HandlInst('1'), |
| new Symbol("GOOG"), |
| new Side(Side.BUY), |
| new TransactTime(new Date()), |
| new OrdType(OrdType.LIMIT)); |
| |
| order.set(new OrderQty(10)); |
| order.set(new Price(300.00)); |
| |
| return order; |
| } |
| } |