订单请求在FIX服务器上发送,并且标记的顺序已更改。
如果我要输出由我安排的序列(而不是由服务器修改),该怎么办。
public void send50(Order order) {
quickfix.fix50sp1.NewOrderSingle newOrderSingle = new quickfix.fix50sp1.NewOrderSingle(new ClOrdID(order.getID()),
sideToFIXSide(order.getSide()), new TransactTime(), typeToFIXType(order.getType()));
newOrderSingle.set(new OrderQty(order.getQuantity()));
newOrderSingle.set(new Symbol(order.getSymbol()));
newOrderSingle.set(new Price(order.getSharePrice()));
newOrderSingle.set(new Account("13501100"));
newOrderSingle.setField(new NoPartyIDs(1));
newOrderSingle.setField(new PartyIDSource('C'));
newOrderSingle.setField(new PartyRole(12));
newOrderSingle.setField(new PartyID("13501100"));**
这是用户给服务器的顺序,由服务器按以下顺序排列:
8 = FIXT.1.1 | 9 = 173 | 35 = D | 34 = 5 | 49 = 135 | 52 = 20200131-05:35:12.956 | 56 = PSE | 1 = 13501100 | 11 = 1580448912441 | 38 = 1000 | 40 = 1 | 44 = 10.78 | 54 = 1 | 55 = AGI | 59 = 0 | 60 = 20200131-13:35:12.956 | 447 = C | 448 = 13501100 | 452 = 12 | 453 = 1 | 10 = 213 |
所以,如果我希望输出按发送的相同顺序怎么办?
Grant和TT正确地指出,除了重复组内部,FIX实际上没有强制执行特定的标签(或字段)排序。但是,有些交易对手需要在消息正文中进行特定的字段排序。
[在消息上设置字段时,QuickFIX / J按照标签在数据字典中出现的顺序排列标签。这是因为特定消息类型的代码是在编译时从数据字典生成的。
如果您想更改此顺序,则有两种可能。
更改数据字典并重新编译QuickFIX / J。说明在这里:build instructions
扩展通用名称Message
,指定标记顺序并将其传递给超级构造函数。参见下面的示例代码。
还有一个一般说明:请注意,您不必自己添加重复组计数(代码中的NoPartyIDs
)。当您将一组添加到消息中时,这是由QuickFIX / J完成的。
示例代码:
@Test
public void testCustomFieldOrder() {
final int[] FIELD_ORDER = {38, 55, 44, 1};
final int[] PARTY_GROUP_ORDER = {447, 452, 448, 0};
class MyNewOrderSingle extends quickfix.fix50sp1.Message {
public static final String MSGTYPE = "D";
public MyNewOrderSingle() {
super(FIELD_ORDER);
getHeader().setField(new quickfix.field.MsgType(MSGTYPE));
}
}
class MyPartyGroup extends Group {
public MyPartyGroup() {
super(453, 447, PARTY_GROUP_ORDER);
}
}
quickfix.fix50sp1.NewOrderSingle nos1 = new quickfix.fix50sp1.NewOrderSingle();
nos1.setString(38, "1000");
nos1.setString(55, "SYM");
nos1.setString(44, "1");
nos1.setString(1, "ACCOUNT");
nos1.setString(100, "XETR");
quickfix.fix50sp1.NewOrderSingle.NoPartyIDs group1 = new quickfix.fix50sp1.NewOrderSingle.NoPartyIDs();
group1.setString(447, "C");
group1.setString(452, "12");
group1.setString(448, "PARTYID");
nos1.addGroup(group1);
System.out.println("orig " + nos1.toString().replace('\001', '|'));
MyNewOrderSingle nos2 = new MyNewOrderSingle();
nos2.setString(38, "1000");
nos2.setString(55, "SYM");
nos2.setString(44, "1");
nos2.setString(1, "ACCOUNT");
nos2.setString(100, "XETR");
MyPartyGroup group2 = new MyPartyGroup();
group2.setString(447, "C");
group2.setString(452, "12");
group2.setString(448, "PARTYID");
nos2.addGroup(group2);
System.out.println("custom " + nos2.toString().replace('\001', '|'));
}
输出:
orig 8=FIXT.1.1|9=75|35=D|1=ACCOUNT|38=1000|44=1|55=SYM|100=XETR|453=1|448=PARTYID|447=C|452=12|10=014|
custom 8=FIXT.1.1|9=75|35=D|38=1000|55=SYM|44=1|1=ACCOUNT|100=XETR|453=1|447=C|452=12|448=PARTYID|10=014|