{{Quickfixn}} state of the code
Phillip Wei
pwei at bluemountaincapital.com
Thu Oct 31 07:46:35 PDT 2013
Ok. I'll wrap it up and submit a pull request for it next week.
From: quickfixn-bounces at lists.quickfixn.com [mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Russell Gove
Sent: Thursday, October 31, 2013 10:43 AM
To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} state of the code
That XML partials system sounds like it would be really helpful to me.
From: quickfixn-bounces at lists.quickfixn.com<mailto:quickfixn-bounces at lists.quickfixn.com> [mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Phillip Wei
Sent: Thursday, October 31, 2013 10:11 AM
To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} state of the code
Hi James,
Haven't made progress on that. I do intend to circle back to it at some point, but not in the short term (next two weeks).
Made some progress on the other issues:
I implemented direct message generation into the QuickFIXn project for better intellisense (in Ruby w/ Nokogiri) but as I went to issue a PR for this I realized #218 and #32 address the issue much better than my way. Also, the generated messages are huge; FIX50SP2 is 30MB of source; including all of them by default is not great.
I also wrote a XML partials system. Vendor-specific fields are stored seperately in a vendor directory, and additively merged with a base FIX XML file (inferred by file name prefix). This has been pretty helpful for me, but I haven't seen anyone else really need this, so I've held off from issuing a pull for this. If others would find this useful, I will clean it up and push.
I tried to add build directives to make the message generation a one-click process ... but as Grant hinted at, the VS message dialogues get in the way. VS has to reload the new messages at each step, making it hard to line things up. It seems enabling auto-loading could smooth things, but, I'm not convinced we should be forcing people down that path.
I worked around the DefaultMessageFactory SP1/SP2 issues by providing my own MessageFactory. It's pretty simple; it holds two MessageFactorys, one for admin messages and the other for application messages (which can be the same for non FIXT11 modes).
Phil
From: quickfixn-bounces at lists.quickfixn.com<mailto:quickfixn-bounces at lists.quickfixn.com> [mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of James A. Smith
Sent: Thursday, October 31, 2013 8:42 AM
To: Mailing list for QuickFIX/n
Subject: {{Quickfixn}} state of the code
Hi Phil,
You posted a few weeks ago about the state of the code in terms of the requirements on having Ruby installed. Do you intend to remove this dependency? The requirements for Ruby to work with the code base does not make sense if there is a Visual Studio solution?
thanks,
James Smith
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This communication is for informational purposes only. It is not intended as and does not constitute an offer or solicitation for the purchase or sale of any financial instrument or as an official confirmation of any transaction. All market prices, data and other information are not warranted as to completeness or accuracy and are subject to change without notice. Any expected returns are provided for illustrative purposes only and are not intended to serve as, and must not be relied upon by any prospective investor as, a guaranty, an assurance, a prediction of a definitive statement of fact or a probability. Investment in funds managed by BlueMountain carries certain risks, including the risk of loss of principal. Unless indicated otherwise, performance results are presented net of fees and expenses. Certain market and economic events having an impact on performance may not repeat themselves. Any comments or statements made herein do not necessarily reflect those of BlueMountain Capital Management, LLC or its affiliates. PAST RESULTS ARE NOT NECESSARILY INDICATIVE OF FUTURE RESULTS AND NO REPRESENTATION IS MADE THAT RESULTS SIMILAR TO THOSE SHOWN CAN BE ACHIEVED.
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