Quickfix会话设置:从启动器登录之前发送的注销

时间:2011-10-11 09:36:06

标签: quickfix fix-protocol

我的QuickFIX客户端每天登录前都会发送注销。是否有可能在登录前没有发送此注销消息...?

以下是我现在使用的设置:

[default]
FileStorePath=/home/quickfix/crons/exe/quickfix/filestore
ConnectionType=initiator
SenderCompID=TN7_42
TargetCompID=EMS
SocketConnectHost=xxxxx
TimeZone=Asia/Tokyo
StartTime=07:50:00 Asia/Tokyo
EndTime=20:00:00 Asia/Tokyo
HeartBtInt=30
ReconnectInterval=5
CheckLatency=N
UseLocalTime=Y

[session]
BeginString=FIX.4.2
SocketConnectPort=12061
ResetOnLogon=Y
ResetOnLogout=Y
ResetOnDisconnect=Y
RefreshOnLogon=N

..以下是我每天得到的日志消息:

Oct 11, 2011 7:56:00 AM quickfix.SessionSchedule <init>
INFO: [FIX.4.2:TN7_42->EMS] daily, 22:50:00-UTC - 11:00:00-UTC
<20111010-22:56:00.820, FIX.4.2:TN7_42->EMS, event> (Session FIX.4.2:TN7_42->EMS schedule is daily, 22:50:00-UTC - 11:00:00-UTC)
<20111010-22:56:00.821, FIX.4.2:TN7_42->EMS, event> (Session state is not current; resetting FIX.4.2:TN7_42->EMS)
<20111010-22:56:00.821, FIX.4.2:TN7_42->EMS, event> (Created session: FIX.4.2:TN7_42->EMS)
Oct 11, 2011 7:56:00 AM quickfix.mina.NetworkingOptions logOption
INFO: Socket option: SocketTcpNoDelay=true
Oct 11, 2011 7:56:00 AM quickfix.mina.NetworkingOptions logOption
INFO: Socket option: SocketSynchronousWrites=false
Oct 11, 2011 7:56:00 AM quickfix.mina.NetworkingOptions logOption
INFO: Socket option: SocketSynchronousWriteTimeout=30000
Oct 11, 2011 7:56:00 AM quickfix.mina.initiator.IoSessionInitiator <init>
INFO: [FIX.4.2:TN7_42->EMS] [/xxxxx:12061]
Oct 11, 2011 7:56:00 AM quickfix.mina.SessionConnector startSessionTimer
INFO: SessionTimer started
Oct 11, 2011 7:56:00 AM quickfix.mina.initiator.InitiatorIoHandler sessionCreated
INFO: MINA session created for FIX.4.2:TN7_42->EMS: local=/xxxxx:48477, class org.apache.mina.transport.socket.nio.SocketSessionImpl, remote=/xxxxx:12061
<20111010-22:56:01.860, FIX.4.2:TN7_42->EMS, outgoing> (8=FIX.4.2^A9=52^A35=5^A34=1^A49=TN7_42^A52=20111010-22:56:01.859^A56=EMS^A10=085^A)
Oct 11, 2011 7:56:01 AM quickfix.Session disconnect
INFO: [FIX.4.2:TN7_42->EMS] Disconnecting: Session reset
Oct 11, 2011 7:56:05 AM quickfix.mina.initiator.InitiatorIoHandler sessionCreated
INFO: MINA session created for FIX.4.2:TN7_42->EMS: local=/xxxxx:48478, class org.apache.mina.transport.socket.nio.SocketSessionImpl, remote=/xxxxx:12061
<20111010-22:56:06.844, FIX.4.2:TN7_42->EMS, outgoing> (8=FIX.4.2^A9=70^A35=A^A34=1^A49=TN7_42^A52=20111010-22:56:06.844^A56=EMS^A98=0^A108=30^A141=Y^A10=166^A)
<20111010-22:56:06.845, FIX.4.2:TN7_42->EMS, event> (Initiated logon request)
<20111010-22:56:06.847, FIX.4.2:TN7_42->EMS, incoming> (8=FIX.4.2^A9=179^A35=5^A49=EMS^A56=TN7_42^A34=1^A43=N^A52=20111010-22:56:06.846^A58=Catastropic Error: Incoming sequence number (1) is less than expected (2) without PossDupFlag being set.  Logging out.^A10=226^A)
Oct 11, 2011 7:56:06 AM quickfix.Session disconnect
INFO: [FIX.4.2:TN7_42->EMS] Disconnecting: IO Session closed
<20111010-22:56:06.849, FIX.4.2:TN7_42->EMS, error> (quickfix.SessionException Logon state is not valid for message (MsgType=5))
<20111010-22:56:06.849, FIX.4.2:TN7_42->EMS, event> (Already disconnected: Verifying message failed: quickfix.SessionException: Logon state is not valid for message (MsgType=5))
<20111010-22:56:10.887, FIX.4.2:TN7_42->EMS, error> (java.net.ConnectException: java.net.ConnectException: Connection refused(Next retry in 5000 milliseconds))
<20111010-22:56:15.898, FIX.4.2:TN7_42->EMS, error> (java.net.ConnectException: java.net.ConnectException: Connection refused(Next retry in 5000 milliseconds)) 

3 个答案:

答案 0 :(得分:4)

你被bug QFJ-357咬了,虽然它反对Java项目似乎也是直接C ++版本的问题。

这实际上是通过revision 2269中的修复在C ++的trunk中修复的。

答案 1 :(得分:0)

传入的序列号低于预期

这就说明了一切。在FIX消息中发送给接受者的序列号具有与接受者预期不同的序列号,因此强制注销消息。这主要是为了在发送和接收消息时保持接受者和发起者同步。

配置中有一个标志,提示在连接期间重置所有序列号。现在使用该标志来解决这个问题,但最好坚持使用原始序列号。在拒绝消息中,您应该获得接受者期望的序列号。解析序列号,然后再次开始登录过程。

答案 2 :(得分:0)

尝试提前结束会话结束时间,并确认您实际上是因为到达结束时间而发送注销,而不仅仅是在没有注销的情况下终止您的应用程序。

在这个区域内,QuickFIX中还有一两个错误在1.12中不存在,因此您可以尝试使用旧版本,看看它是否适合您。