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High-Performance FIX Gateway
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/*
 * Copyright 2015-2024 Real Logic Limited.
 *
 * Licensed 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
 *
 * https://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 uk.co.real_logic.artio.message_examples;

import uk.co.real_logic.artio.OrdType;
import uk.co.real_logic.artio.Reply;
import uk.co.real_logic.artio.SampleUtil;
import uk.co.real_logic.artio.Side;
import uk.co.real_logic.artio.builder.NewOrderSingleEncoder;
import uk.co.real_logic.artio.engine.EngineConfiguration;
import uk.co.real_logic.artio.engine.FixEngine;
import uk.co.real_logic.artio.fields.DecimalFloat;
import uk.co.real_logic.artio.fields.UtcTimestampEncoder;
import uk.co.real_logic.artio.library.FixLibrary;
import uk.co.real_logic.artio.library.LibraryConfiguration;
import uk.co.real_logic.artio.library.SessionConfiguration;
import uk.co.real_logic.artio.session.Session;
import uk.co.real_logic.artio.validation.AuthenticationStrategy;
import uk.co.real_logic.artio.validation.MessageValidationStrategy;

import java.util.Collections;

import static java.util.Collections.singletonList;

/**
 * Example of what sending an OrderSingle message would be like using the API.
 */
public final class MessageApiExamples
{
    public static final String TARGET_COMP_ID = "targetCompId";
    public static final String SENDER_COMP_ID = "senderCompId";
    public static final String AERON_CHANNEL = "ipc:9999";

    public static void main(final String[] args)
    {
        // Static configuration lasts the duration of a FIX-Gateway instance
        final EngineConfiguration configuration = new EngineConfiguration()
            .libraryAeronChannel(AERON_CHANNEL);

        final MessageValidationStrategy validationStrategy = MessageValidationStrategy.targetCompId(TARGET_COMP_ID)
            .and(MessageValidationStrategy.senderCompId(Collections.singletonList(SENDER_COMP_ID)));

        final AuthenticationStrategy authenticationStrategy = AuthenticationStrategy.of(validationStrategy);

        configuration.authenticationStrategy(authenticationStrategy)
                     .messageValidationStrategy(validationStrategy);

        try (FixEngine ignore = FixEngine.launch(configuration))
        {
            final LibraryConfiguration libraryConfiguration = new LibraryConfiguration();
            libraryConfiguration
                .libraryAeronChannels(singletonList(AERON_CHANNEL))
                .messageValidationStrategy(validationStrategy);

            try (FixLibrary library = SampleUtil.blockingConnect(libraryConfiguration))
            {
                // Each outbound session with an Exchange or broker is represented by
                // a Session object. Each session object can be configured with connection
                // details and credentials.
                final SessionConfiguration sessionConfig = SessionConfiguration.builder()
                    .address("broker.example.com", 9999)
                    .credentials("username", "password")
                    .senderCompId(SENDER_COMP_ID)
                    .targetCompId(TARGET_COMP_ID)
                    .build();

                final Reply reply = library.initiate(sessionConfig);

                while (reply.isExecuting())
                {
                    library.poll(1);
                }

                if (!reply.hasCompleted())
                {
                    System.err.println(
                        "Unable to initiate the session, " + reply.state() + " " + reply.error());
                    System.exit(-1);
                }

                final Session session = reply.resultIfPresent();

                // Specific encoders are generated for each type of message
                // from the same dictionary as the decoders.
                final DecimalFloat price = new DecimalFloat(2000, 2);

                final UtcTimestampEncoder transactTime = new UtcTimestampEncoder();
                final int transactTimeLength = transactTime.encode(System.currentTimeMillis());
                final NewOrderSingleEncoder orderSingle = new NewOrderSingleEncoder();

                // The API would follow a fluent style for setting up the different FIX message fields.
                orderSingle
                    .clOrdID("1")
                    .side(Side.BUY)
                    .transactTime(transactTime.buffer(), transactTimeLength)
                    .ordType(OrdType.MARKET)
                    .price(price);

                // Having encoded the message, you can send it to the exchange via the session object.
                final long position = session.trySend(orderSingle);
                if (position < 0L)
                {
                    // Message has failed to send due to backpressure if this is the case.
                }

                // If you want to produce multiple messages and rapidly fire them off then you just
                // need to update the fields in question and the other remain the side as your previous
                // usage.
                orderSingle
                    .price(price.set(2010, 2));

                session.trySend(orderSingle);

                orderSingle
                    .price(price.set(2020, 2));

                session.trySend(orderSingle);
            }
        }
    }
}