/**
* 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
// We expect four logon events (four sessions)
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");
// Log 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;
}
}