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/* -*- C++ -*- */
/****************************************************************************
** Copyright (c) quickfixengine.org All rights reserved.
**
** This file is part of the QuickFIX FIX Engine
**
** This file may be distributed under the terms of the quickfixengine.org
** license as defined by quickfixengine.org and appearing in the file
** LICENSE included in the packaging of this file.
**
** This file is provided AS IS with NO WARRANTY OF ANY KIND, INCLUDING THE
** WARRANTY OF DESIGN, MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE.
**
** See http://www.quickfixengine.org/LICENSE for licensing information.
**
** Contact ask@quickfixengine.org if any conditions of this licensing are
** not clear to you.
**
****************************************************************************/
#ifdef _MSC_VER
#pragma warning( disable : 4503 4355 4786 )
#include "stdafx.h"
#else
#include "config.h"
#endif
#include "getopt-repl.h"
#include <iostream>
#include "Application.h"
#include "FieldConvertors.h"
#include "Values.h"
#include "FileStore.h"
#include "SessionID.h"
#include "Session.h"
#include "DataDictionary.h"
#include "Parser.h"
#include "Utility.h"
#include "SocketAcceptor.h"
#include "SocketInitiator.h"
#include "ThreadedSocketAcceptor.h"
#include "ThreadedSocketInitiator.h"
#include "fix42/Heartbeat.h"
#include "fix42/NewOrderSingle.h"
#include "fix42/QuoteRequest.h"
int testIntegerToString( int );
int testStringToInteger( int );
int testDoubleToString( int );
int testStringToDouble( int );
int testCreateHeartbeat( int );
int testIdentifyType( int );
int testSerializeToStringHeartbeat( int );
int testSerializeFromStringHeartbeat( int );
int testCreateNewOrderSingle( int );
int testSerializeToStringNewOrderSingle( int );
int testSerializeFromStringNewOrderSingle( int );
int testCreateQuoteRequest( int );
int testReadFromQuoteRequest( int );
int testSerializeToStringQuoteRequest( int );
int testSerializeFromStringQuoteRequest( int );
int testFileStoreNewOrderSingle( int );
int testValidateNewOrderSingle( int );
int testValidateDictNewOrderSingle( int );
int testValidateQuoteRequest( int );
int testValidateDictQuoteRequest( int );
int testSendOnSocket( int, short );
int testSendOnThreadedSocket( int, short );
void report( int, int );
#ifndef _MSC_VER
#include <sys/time.h>
long GetTickCount()
{
timeval tv;
gettimeofday( &tv, 0 );
long millsec = tv.tv_sec * 1000;
millsec += ( long ) tv.tv_usec / ( 1000 );
return ( long ) millsec;
}
#endif
int main( int argc, char** argv )
{
int count = 0;
short port = 0;
int opt;
while ( (opt = getopt( argc, argv, "+p:+c:" )) != -1 )
{
switch( opt )
{
case 'p':
port = (short)atol( optarg );
break;
case 'c':
count = atol( optarg );
break;
default:
std::cout << "usage: "
<< argv[ 0 ]
<< " -p port -c count" << std::endl;
return 1;
}
}
std::cout << "Converting integers to strings: ";
report( testIntegerToString( count ), count );
std::cout << "Converting strings to integers: ";
report( testStringToInteger( count ), count );
std::cout << "Converting doubles to strings: ";
report( testDoubleToString( count ), count );
std::cout << "Converting strings to doubles: ";
report( testStringToDouble( count ), count );
std::cout << "Creating Heartbeat messages: ";
report( testCreateHeartbeat( count ), count );
std::cout << "Identifying message types: ";
report( testIdentifyType( count ), count );
std::cout << "Serializing Heartbeat messages to strings: ";
report( testSerializeToStringHeartbeat( count ), count );
std::cout << "Serializing Heartbeat messages from strings: ";
report( testSerializeFromStringHeartbeat( count ), count );
std::cout << "Creating NewOrderSingle messages: ";
report( testCreateNewOrderSingle( count ), count );
std::cout << "Serializing NewOrderSingle messages to strings: ";
report( testSerializeToStringNewOrderSingle( count ), count );
std::cout << "Serializing NewOrderSingle messages from strings: ";
report( testSerializeFromStringNewOrderSingle( count ), count );
std::cout << "Creating QuoteRequest messages: ";
report( testCreateQuoteRequest( count ), count );
std::cout << "Serializing QuoteRequest messages to strings: ";
report( testSerializeToStringQuoteRequest( count ), count );
std::cout << "Serializing QuoteRequest messages from strings: ";
report( testSerializeFromStringQuoteRequest( count ), count );
std::cout << "Reading fields from QuoteRequest message: ";
report( testReadFromQuoteRequest( count ), count );
std::cout << "Storing NewOrderSingle messages: ";
report( testFileStoreNewOrderSingle( count ), count );
std::cout << "Validating NewOrderSingle messages with no data dictionary: ";
report( testValidateNewOrderSingle( count ), count );
std::cout << "Validating NewOrderSingle messages with data dictionary: ";
report( testValidateDictNewOrderSingle( count ), count );
std::cout << "Validating QuoteRequest messages with no data dictionary: ";
report( testValidateQuoteRequest( count ), count );
std::cout << "Validating QuoteRequest messages with data dictionary: ";
report( testValidateDictQuoteRequest( count ), count );
std::cout << "Sending/Receiving NewOrderSingle/ExecutionReports on Socket";
report( testSendOnSocket( count, port ), count );
std::cout << "Sending/Receiving NewOrderSingle/ExecutionReports on ThreadedSocket";
report( testSendOnThreadedSocket( count, port ), count );
return 0;
}
void report( int time, int count )
{
double seconds = ( double ) time / 1000;
double num_per_second = count / seconds;
std::cout << std::endl << " num: " << count
<< ", seconds: " << seconds
<< ", num_per_second: " << num_per_second << std::endl;
}
int testIntegerToString( int count )
{
count = count - 1;
int start = GetTickCount();
for ( int i = 0; i <= count; ++i )
{
FIX::IntConvertor::convert( 1234 );
}
return GetTickCount() - start;
}
int testStringToInteger( int count )
{
std::string value( "1234" );
count = count - 1;
int start = GetTickCount();
for ( int i = 0; i <= count; ++i )
{
FIX::IntConvertor::convert( value );
}
return GetTickCount() - start;
}
int testDoubleToString( int count )
{
count = count - 1;
int start = GetTickCount();
for ( int i = 0; i <= count; ++i )
{
FIX::DoubleConvertor::convert( 123.45 );
}
return GetTickCount() - start;
}
int testStringToDouble( int count )
{
std::string value( "123.45" );
count = count - 1;
int start = GetTickCount();
for ( int i = 0; i <= count; ++i )
{
FIX::DoubleConvertor::convert( value );
}
return GetTickCount() - start;
}
int testCreateHeartbeat( int count )
{
count = count - 1;
int start = GetTickCount();
for ( int i = 0; i <= count; ++i )
{
FIX42::Heartbeat();
}
return GetTickCount() - start;
}
int testIdentifyType( int count )
{
FIX42::Heartbeat message;
std::string messageString = message.toString();
count = count - 1;
int start = GetTickCount();
for ( int i = 0; i <= count; ++i )
{
FIX::identifyType( messageString );
}
return GetTickCount() - start;
}
int testSerializeToStringHeartbeat( int count )
{
FIX42::Heartbeat message;
count = count - 1;
int start = GetTickCount();
for ( int i = 0; i <= count; ++i )
{
message.toString();
}
return GetTickCount() - start;
}
int testSerializeFromStringHeartbeat( int count )
{
FIX42::Heartbeat message;
std::string string = message.toString();
count = count - 1;
int start = GetTickCount();
for ( int i = 0; i <= count; ++i )
{
message.setString( string );
}
return GetTickCount() - start;
}
int testCreateNewOrderSingle( int count )
{
int start = GetTickCount();
for ( int i = 0; i <= count; ++i )
{
FIX::ClOrdID clOrdID( "ORDERID" );
FIX::HandlInst handlInst( '1' );
FIX::Symbol symbol( "LNUX" );
FIX::Side side( FIX::Side_BUY );
FIX::TransactTime transactTime;
FIX::OrdType ordType( FIX::OrdType_MARKET );
FIX42::NewOrderSingle( clOrdID, handlInst, symbol, side, transactTime, ordType );
}
return GetTickCount() - start;
}
int testSerializeToStringNewOrderSingle( int count )
{
FIX::ClOrdID clOrdID( "ORDERID" );
FIX::HandlInst handlInst( '1' );
FIX::Symbol symbol( "LNUX" );
FIX::Side side( FIX::Side_BUY );
FIX::TransactTime transactTime;
FIX::OrdType ordType( FIX::OrdType_MARKET );
FIX42::NewOrderSingle message
( clOrdID, handlInst, symbol, side, transactTime, ordType );
count = count - 1;
int start = GetTickCount();
for ( int i = 0; i <= count; ++i )
{
message.toString();
}
return GetTickCount() - start;
}
int testSerializeFromStringNewOrderSingle( int count )
{
FIX::ClOrdID clOrdID( "ORDERID" );
FIX::HandlInst handlInst( '1' );
FIX::Symbol symbol( "LNUX" );
FIX::Side side( FIX::Side_BUY );
FIX::TransactTime transactTime;
FIX::OrdType ordType( FIX::OrdType_MARKET );
FIX42::NewOrderSingle message
( clOrdID, handlInst, symbol, side, transactTime, ordType );
std::string string = message.toString();
count = count - 1;
int start = GetTickCount();
for ( int i = 0; i <= count; ++i )
{
message.setString( string );
}
return GetTickCount() - start;
}
int testCreateQuoteRequest( int count )
{
count = count - 1;
int start = GetTickCount();
FIX::Symbol symbol;
FIX::MaturityMonthYear maturityMonthYear;
FIX::PutOrCall putOrCall;
FIX::StrikePrice strikePrice;
FIX::Side side;
FIX::OrderQty orderQty;
FIX::Currency currency;
FIX::OrdType ordType;
for ( int i = 0; i <= count; ++i )
{
FIX42::QuoteRequest massQuote( FIX::QuoteReqID("1") );
FIX42::QuoteRequest::NoRelatedSym noRelatedSym;
for( int j = 1; j <= 10; ++j )
{
symbol.setValue( "IBM" );
maturityMonthYear.setValue( "022003" );
putOrCall.setValue( FIX::PutOrCall_PUT );
strikePrice.setValue( 120 );
side.setValue( FIX::Side_BUY );
orderQty.setValue( 100 );
currency.setValue( "USD" );
ordType.setValue( FIX::OrdType_MARKET );
noRelatedSym.set( symbol );
noRelatedSym.set( maturityMonthYear );
noRelatedSym.set( putOrCall );
noRelatedSym.set( strikePrice );
noRelatedSym.set( side );
noRelatedSym.set( orderQty );
noRelatedSym.set( currency );
noRelatedSym.set( ordType );
massQuote.addGroup( noRelatedSym );
noRelatedSym.clear();
}
}
return GetTickCount() - start;
}
int testSerializeToStringQuoteRequest( int count )
{
FIX42::QuoteRequest message( FIX::QuoteReqID("1") );
FIX42::QuoteRequest::NoRelatedSym noRelatedSym;
for( int i = 1; i <= 10; ++i )
{
noRelatedSym.set( FIX::Symbol("IBM") );
noRelatedSym.set( FIX::MaturityMonthYear() );
noRelatedSym.set( FIX::PutOrCall(FIX::PutOrCall_PUT) );
noRelatedSym.set( FIX::StrikePrice(120) );
noRelatedSym.set( FIX::Side(FIX::Side_BUY) );
noRelatedSym.set( FIX::OrderQty(100) );
noRelatedSym.set( FIX::Currency("USD") );
noRelatedSym.set( FIX::OrdType(FIX::OrdType_MARKET) );
message.addGroup( noRelatedSym );
}
count = count - 1;
int start = GetTickCount();
for ( int j = 0; j <= count; ++j )
{
message.toString();
}
return GetTickCount() - start;
}
int testSerializeFromStringQuoteRequest( int count )
{
FIX42::QuoteRequest message( FIX::QuoteReqID("1") );
FIX42::QuoteRequest::NoRelatedSym noRelatedSym;
for( int i = 1; i <= 10; ++i )
{
noRelatedSym.set( FIX::Symbol("IBM") );
noRelatedSym.set( FIX::MaturityMonthYear() );
noRelatedSym.set( FIX::PutOrCall(FIX::PutOrCall_PUT) );
noRelatedSym.set( FIX::StrikePrice(120) );
noRelatedSym.set( FIX::Side(FIX::Side_BUY) );
noRelatedSym.set( FIX::OrderQty(100) );
noRelatedSym.set( FIX::Currency("USD") );
noRelatedSym.set( FIX::OrdType(FIX::OrdType_MARKET) );
message.addGroup( noRelatedSym );
}
std::string string = message.toString();
count = count - 1;
int start = GetTickCount();
for ( int j = 0; j <= count; ++j )
{
message.setString( string );
}
return GetTickCount() - start;
}
int testReadFromQuoteRequest( int count )
{
count = count - 1;
FIX42::QuoteRequest message( FIX::QuoteReqID("1") );
FIX42::QuoteRequest::NoRelatedSym group;
for( int i = 1; i <= 10; ++i )
{
group.set( FIX::Symbol("IBM") );
group.set( FIX::MaturityMonthYear() );
group.set( FIX::PutOrCall(FIX::PutOrCall_PUT) );
group.set( FIX::StrikePrice(120) );
group.set( FIX::Side(FIX::Side_BUY) );
group.set( FIX::OrderQty(100) );
group.set( FIX::Currency("USD") );
group.set( FIX::OrdType(FIX::OrdType_MARKET) );
message.addGroup( group );
}
group.clear();
int start = GetTickCount();
for ( int j = 0; j <= count; ++j )
{
FIX::QuoteReqID quoteReqID;
FIX::Symbol symbol;
FIX::MaturityMonthYear maturityMonthYear;
FIX::PutOrCall putOrCall;
FIX::StrikePrice strikePrice;
FIX::Side side;
FIX::OrderQty orderQty;
FIX::Currency currency;
FIX::OrdType ordType;
FIX::NoRelatedSym noRelatedSym;
message.get( noRelatedSym );
int end = noRelatedSym;
for( int k = 1; k <= end; ++k )
{
message.getGroup( k, group );
group.get( symbol );
group.get( maturityMonthYear );
group.get( putOrCall);
group.get( strikePrice );
group.get( side );
group.get( orderQty );
group.get( currency );
group.get( ordType );
maturityMonthYear.getValue();
putOrCall.getValue();
strikePrice.getValue();
side.getValue();
orderQty.getValue();
currency.getValue();
ordType.getValue();
}
}
return GetTickCount() - start;
}
int testFileStoreNewOrderSingle( int count )
{
FIX::BeginString beginString( FIX::BeginString_FIX42 );
FIX::SenderCompID senderCompID( "SENDER" );
FIX::TargetCompID targetCompID( "TARGET" );
FIX::SessionID id( beginString, senderCompID, targetCompID );
FIX::ClOrdID clOrdID( "ORDERID" );
FIX::HandlInst handlInst( '1' );
FIX::Symbol symbol( "LNUX" );
FIX::Side side( FIX::Side_BUY );
FIX::TransactTime transactTime;
FIX::OrdType ordType( FIX::OrdType_MARKET );
FIX42::NewOrderSingle message
( clOrdID, handlInst, symbol, side, transactTime, ordType );
message.getHeader().set( FIX::MsgSeqNum( 1 ) );
std::string messageString = message.toString();
FIX::FileStore store( "store", id );
store.reset();
count = count - 1;
int start = GetTickCount();
for ( int i = 0; i <= count; ++i )
{
store.set( ++i, messageString );
}
int end = GetTickCount();
store.reset();
return end - start;
}
int testValidateNewOrderSingle( int count )
{
FIX::ClOrdID clOrdID( "ORDERID" );
FIX::HandlInst handlInst( '1' );
FIX::Symbol symbol( "LNUX" );
FIX::Side side( FIX::Side_BUY );
FIX::TransactTime transactTime;
FIX::OrdType ordType( FIX::OrdType_MARKET );
FIX42::NewOrderSingle message
( clOrdID, handlInst, symbol, side, transactTime, ordType );
message.getHeader().set( FIX::SenderCompID( "SENDER" ) );
message.getHeader().set( FIX::TargetCompID( "TARGET" ) );
message.getHeader().set( FIX::MsgSeqNum( 1 ) );
FIX::DataDictionary dataDictionary;
count = count - 1;
int start = GetTickCount();
for ( int i = 0; i <= count; ++i )
{
dataDictionary.validate( message );
}
return GetTickCount() - start;
}
int testValidateDictNewOrderSingle( int count )
{
FIX::ClOrdID clOrdID( "ORDERID" );
FIX::HandlInst handlInst( '1' );
FIX::Symbol symbol( "LNUX" );
FIX::Side side( FIX::Side_BUY );
FIX::TransactTime transactTime;
FIX::OrdType ordType( FIX::OrdType_MARKET );
FIX42::NewOrderSingle message
( clOrdID, handlInst, symbol, side, transactTime, ordType );
message.getHeader().set( FIX::SenderCompID( "SENDER" ) );
message.getHeader().set( FIX::TargetCompID( "TARGET" ) );
message.getHeader().set( FIX::MsgSeqNum( 1 ) );
FIX::DataDictionary dataDictionary( "../spec/FIX42.xml" );
count = count - 1;
int start = GetTickCount();
for ( int i = 0; i <= count; ++i )
{
dataDictionary.validate( message );
}
return GetTickCount() - start;
}
int testValidateQuoteRequest( int count )
{
FIX42::QuoteRequest message( FIX::QuoteReqID("1") );
FIX42::QuoteRequest::NoRelatedSym noRelatedSym;
for( int i = 1; i <= 10; ++i )
{
noRelatedSym.set( FIX::Symbol("IBM") );
noRelatedSym.set( FIX::MaturityMonthYear() );
noRelatedSym.set( FIX::PutOrCall(FIX::PutOrCall_PUT) );
noRelatedSym.set( FIX::StrikePrice(120) );
noRelatedSym.set( FIX::Side(FIX::Side_BUY) );
noRelatedSym.set( FIX::OrderQty(100) );
noRelatedSym.set( FIX::Currency("USD") );
noRelatedSym.set( FIX::OrdType(FIX::OrdType_MARKET) );
message.addGroup( noRelatedSym );
}
FIX::DataDictionary dataDictionary;
count = count - 1;
int start = GetTickCount();
for ( int j = 0; j <= count; ++j )
{
dataDictionary.validate( message );
}
return GetTickCount() - start;
}
int testValidateDictQuoteRequest( int count )
{
FIX42::QuoteRequest message( FIX::QuoteReqID("1") );
FIX42::QuoteRequest::NoRelatedSym noRelatedSym;
for( int i = 1; i <= 10; ++i )
{
noRelatedSym.set( FIX::Symbol("IBM") );
noRelatedSym.set( FIX::MaturityMonthYear() );
noRelatedSym.set( FIX::PutOrCall(FIX::PutOrCall_PUT) );
noRelatedSym.set( FIX::StrikePrice(120) );
noRelatedSym.set( FIX::Side(FIX::Side_BUY) );
noRelatedSym.set( FIX::OrderQty(100) );
noRelatedSym.set( FIX::Currency("USD") );
noRelatedSym.set( FIX::OrdType(FIX::OrdType_MARKET) );
message.addGroup( noRelatedSym );
}
FIX::DataDictionary dataDictionary( "../spec/FIX42.xml" );
count = count - 1;
int start = GetTickCount();
for ( int j = 0; j <= count; ++j )
{
dataDictionary.validate( message );
}
return GetTickCount() - start;
}
class TestApplication : public FIX::NullApplication
{
public:
TestApplication() : m_count(0) {}
void fromApp( const FIX::Message& m, const FIX::SessionID& )
throw( FIX::FieldNotFound, FIX::IncorrectDataFormat, FIX::IncorrectTagValue, FIX::UnsupportedMessageType )
{
m_count++;
}
int getCount() { return m_count; }
private:
int m_count;
};
int testSendOnSocket( int count, short port )
{
std::stringstream stream;
stream
<< "[DEFAULT]" << std::endl
<< "SocketConnectHost=localhost" << std::endl
<< "SocketConnectPort=" << (unsigned short)port << std::endl
<< "SocketAcceptPort=" << (unsigned short)port << std::endl
<< "SocketReuseAddress=Y" << std::endl
<< "StartTime=00:00:00" << std::endl
<< "EndTime=00:00:00" << std::endl
<< "UseDataDictionary=N" << std::endl
<< "BeginString=FIX.4.2" << std::endl
<< "PersistMessages=N" << std::endl
<< "[SESSION]" << std::endl
<< "ConnectionType=acceptor" << std::endl
<< "SenderCompID=SERVER" << std::endl
<< "TargetCompID=CLIENT" << std::endl
<< "[SESSION]" << std::endl
<< "ConnectionType=initiator" << std::endl
<< "SenderCompID=CLIENT" << std::endl
<< "TargetCompID=SERVER" << std::endl
<< "HeartBtInt=30" << std::endl;
FIX::ClOrdID clOrdID( "ORDERID" );
FIX::HandlInst handlInst( '1' );
FIX::Symbol symbol( "LNUX" );
FIX::Side side( FIX::Side_BUY );
FIX::TransactTime transactTime;
FIX::OrdType ordType( FIX::OrdType_MARKET );
FIX42::NewOrderSingle message( clOrdID, handlInst, symbol, side, transactTime, ordType );
FIX::SessionID sessionID( "FIX.4.2", "CLIENT", "SERVER" );
TestApplication application;
FIX::MemoryStoreFactory factory;
FIX::SessionSettings settings( stream );
FIX::ScreenLogFactory logFactory( settings );
FIX::SocketAcceptor acceptor( application, factory, settings );
acceptor.start();
FIX::SocketInitiator initiator( application, factory, settings );
initiator.start();
FIX::process_sleep( 1 );
int start = GetTickCount();
for ( int i = 0; i <= count; ++i )
FIX::Session::sendToTarget( message, sessionID );
while( application.getCount() < count )
FIX::process_sleep( 0.1 );
int ticks = GetTickCount() - start;
initiator.stop();
acceptor.stop();
return ticks;
}
int testSendOnThreadedSocket( int count, short port )
{
std::stringstream stream;
stream
<< "[DEFAULT]" << std::endl
<< "SocketConnectHost=localhost" << std::endl
<< "SocketConnectPort=" << (unsigned short)port << std::endl
<< "SocketAcceptPort=" << (unsigned short)port << std::endl
<< "SocketReuseAddress=Y" << std::endl
<< "StartTime=00:00:00" << std::endl
<< "EndTime=00:00:00" << std::endl
<< "UseDataDictionary=N" << std::endl
<< "BeginString=FIX.4.2" << std::endl
<< "PersistMessages=N" << std::endl
<< "[SESSION]" << std::endl
<< "ConnectionType=acceptor" << std::endl
<< "SenderCompID=SERVER" << std::endl
<< "TargetCompID=CLIENT" << std::endl
<< "[SESSION]" << std::endl
<< "ConnectionType=initiator" << std::endl
<< "SenderCompID=CLIENT" << std::endl
<< "TargetCompID=SERVER" << std::endl
<< "HeartBtInt=30" << std::endl;
FIX::ClOrdID clOrdID( "ORDERID" );
FIX::HandlInst handlInst( '1' );
FIX::Symbol symbol( "LNUX" );
FIX::Side side( FIX::Side_BUY );
FIX::TransactTime transactTime;
FIX::OrdType ordType( FIX::OrdType_MARKET );
FIX42::NewOrderSingle message( clOrdID, handlInst, symbol, side, transactTime, ordType );
FIX::SessionID sessionID( "FIX.4.2", "CLIENT", "SERVER" );
TestApplication application;
FIX::MemoryStoreFactory factory;
FIX::SessionSettings settings( stream );
FIX::ThreadedSocketAcceptor acceptor( application, factory, settings );
acceptor.start();
FIX::ThreadedSocketInitiator initiator( application, factory, settings );
initiator.start();
FIX::process_sleep( 1 );
int start = GetTickCount();
for ( int i = 0; i <= count; ++i )
FIX::Session::sendToTarget( message, sessionID );
while( application.getCount() < count )
FIX::process_sleep( 0.1 );
int ticks = GetTickCount() - start;
initiator.stop();
acceptor.stop();
return ticks;
}
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