{{Quickfixn}} simple program(2)

Mario Vitic igrview at gmail.com
Mon Mar 19 14:12:13 PDT 2018


 Hi, Thanks

Finally made progress. It takes time to figure out that Acceptor is
something I don't need because it is the server/broker side, and that my
program is Initiator. This should be clearly stated in documentation. Docs
assumes high level of knowledge.

I got this error in debug \log.txt:

0180319-20:36:11.447 : Created session
20180319-20:36:19.662 : Connecting to XXXXXXXXXXXXXXXXXxx
20180319-20:36:20.603 : Connection succeeded
20180319-20:37:44.162 : Initiated logon request
20180319-20:37:44.173 : Session FIX.4.4:XXXXXXXXXXXx->XXXXXXXXXX
disconnecting: System.Net.Sockets.SocketException (0x80004005): An existing
connection was forcibly closed by the remote host
   at QuickFix.SocketInitiatorThread.ReadSome(Byte[] buffer, Int32
timeoutMilliseconds)
   at QuickFix.SocketInitiatorThread.Read()

My code below... something is wrong with my  NewOrderSingle i guess?

Private Sub Button4_Click(sender As Object, e As EventArgs) Handles
Button4.Click
        Try
            Dim settings As SessionSettings = New
SessionSettings("my-config.txt")
            Dim myApp2 As IApplication = New TradeClientApp()
            Dim storeFactory As IMessageStoreFactory = New
FileStoreFactory(settings)
            Dim logFactory As ILogFactory = New FileLogFactory(settings)
            Dim initiator As SocketInitiator = New SocketInitiator(myApp2,
storeFactory, settings, logFactory)

            initiator.Start()

         *   TradeClientApp.Run()*
            initiator.Stop()

        Catch ex As Exception
            MessageBox.Show(ex.Message)
        End Try
    End Sub

===========
Then,  *In TradeClientApp.Run() it calls this function:*
===========


    Shared Function QueryNewOrderSingleNEW44()
        Try
            Dim order = New QuickFix.FIX44.NewOrderSingle(New
ClOrdID("1234"),
                                                          New
Symbol("EUR/USD"),
                                                          New
Side(Side.BUY),
                                                          New
TransactTime(DateTime.Now),
                                                          New
OrdType(OrdType.MARKET))
            order.Account = New Account("01053978")
            order.Set(New OrderQty(1))

            'order.Set(New TimeInForce("GOOD_TILL_CANCEL")  comment:
doesn't work

            Session.SendToTarget(order, MySessionID_X)
        Catch ex As Exception
            MessageBox.Show(ex.Message)
        End Try
    End Function

Is  ClOrdID something arbitrary?
So what am I missing in my code please?
Is my  *order. *missing some parameter?
How to set  GOOD_TILL_CANCEL please?

Thank you
Best regards
Igor


2018-03-16 14:58 GMT+01:00 Mike Gatny <mgatny at connamara.com>:

> Igor,
>
> Before quickfix/n was created, the C++ version of quickfix included an
> example application written in VB.NET:
> https://github.com/quickfix/quickfix/tree/58a660cfae19dbd3e5697e64b1a3d7
> 89d4a735e1/examples/executor/vbnet
>
> Although quickfix/n is not a drop-in replacement for the old quickfix/c++
> .NET wrapper, this part of the VB.NET example application might help you
> understand FromApp(), Crack(), etc.:
> https://github.com/quickfix/quickfix/blob/58a660cfae19dbd3e5697e64b1a3d7
> 89d4a735e1/examples/executor/vbnet/Application.vb
>
> Hopefully someone on the mailing list or stackoverflow can help out with
> some example code.  If not, and you are still struggling, we do offer paid
> support.
>
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