Compiling a quickfix program - c++

Question

I am trying to use the quickfix library to connect to a broker using the FIX protocol. I just built the library using the documentation they provide and use their sample code right now
#include "quickfix/FileStore.h"
#include "quickfix/FileLog.h"
#include "quickfix/SocketAcceptor.h"
#include "quickfix/Session.h"
#include "quickfix/SessionSettings.h"
#include "quickfix/Application.h"
int main( int argc, char** argv )
{
try
{
if(argc < 2) return 1;
std::string fileName = argv[1];
FIX::SessionSettings settings(fileName);
MyApplication application;
FIX::FileStoreFactory storeFactory(settings);
FIX::FileLogFactory logFactory(settings);
FIX::SocketAcceptor acceptor
(application, storeFactory, settings, logFactory /*optional*/);
acceptor.start();
// while( condition == true ) { do something; }
acceptor.stop();
return 0;
}
catch(FIX::ConfigError& e)
{
std::cout << e.what();
return 1;
}
}
However, when I try to compile it with:
g++ fix.cpp -fexceptions -finline-functions -lquickfix -lpthread -lxml2
I get a bunch of errors:
In file included from /usr/local/include/quickfix/Session.h:34:0,
from fix.cpp:6:
/usr/local/include/quickfix/DataDictionaryProvider.h:54:72: error: ‘ptr::shared_ptr’ has not been declared
void addTransportDataDictionary(const BeginString& beginString, ptr::shared_ptr<DataDictionary>);
^
/usr/local/include/quickfix/DataDictionaryProvider.h:54:82: error: expected ‘,’ or ‘...’ before ‘<’ token
void addTransportDataDictionary(const BeginString& beginString, ptr::shared_ptr<DataDictionary>);
^
/usr/local/include/quickfix/DataDictionaryProvider.h:55:70: error: ‘ptr::shared_ptr’ has not been declared
void addApplicationDataDictionary(const ApplVerID& applVerID, ptr::shared_ptr<DataDictionary>);
^
/usr/local/include/quickfix/DataDictionaryProvider.h:55:80: error: expected ‘,’ or ‘...’ before ‘<’ token
void addApplicationDataDictionary(const ApplVerID& applVerID, ptr::shared_ptr<DataDictionary>);
^
/usr/local/include/quickfix/DataDictionaryProvider.h:63:25: error: ‘shared_ptr’ is not a member of ‘ptr’
std::map<std::string, ptr::shared_ptr<DataDictionary> > m_transportDictionaries;
^
/usr/local/include/quickfix/DataDictionaryProvider.h:63:25: error: ‘shared_ptr’ is not a member of ‘ptr’
/usr/local/include/quickfix/DataDictionaryProvider.h:63:55: error: template argument 2 is invalid
std::map<std::string, ptr::shared_ptr<DataDictionary> > m_transportDictionaries;
^
/usr/local/include/quickfix/DataDictionaryProvider.h:63:55: error: template argument 4 is invalid
/usr/local/include/quickfix/DataDictionaryProvider.h:63:57: error: expected unqualified-id before ‘>’ token
std::map<std::string, ptr::shared_ptr<DataDictionary> > m_transportDictionaries;
^
/usr/local/include/quickfix/DataDictionaryProvider.h:64:25: error: ‘shared_ptr’ is not a member of ‘ptr’
std::map<std::string, ptr::shared_ptr<DataDictionary> > m_applicationDictionaries;
^
/usr/local/include/quickfix/DataDictionaryProvider.h:64:25: error: ‘shared_ptr’ is not a member of ‘ptr’
/usr/local/include/quickfix/DataDictionaryProvider.h:64:55: error: template argument 2 is invalid
std::map<std::string, ptr::shared_ptr<DataDictionary> > m_applicationDictionaries;
^
/usr/local/include/quickfix/DataDictionaryProvider.h:64:55: error: template argument 4 is invalid
/usr/local/include/quickfix/DataDictionaryProvider.h:64:57: error: expected unqualified-id before ‘>’ token
std::map<std::string, ptr::shared_ptr<DataDictionary> > m_applicationDictionaries;
^
/usr/local/include/quickfix/DataDictionaryProvider.h: In member function ‘void FIX::DataDictionaryProvider::addTransportDataDictionary(const FIX::BeginString&, const string&)’:
/usr/local/include/quickfix/DataDictionaryProvider.h:58:45: error: ‘shared_ptr’ is not a member of ‘ptr’
{ addTransportDataDictionary(beginString, ptr::shared_ptr<DataDictionary>( new DataDictionary(path) )); }
^
/usr/local/include/quickfix/DataDictionaryProvider.h:58:75: error: expected primary-expression before ‘>’ token
{ addTransportDataDictionary(beginString, ptr::shared_ptr<DataDictionary>( new DataDictionary(path) )); }
^
/usr/local/include/quickfix/DataDictionaryProvider.h: In member function ‘void FIX::DataDictionaryProvider::addApplicationDataDictionary(const FIX::ApplVerID&, const string&)’:
/usr/local/include/quickfix/DataDictionaryProvider.h:60:45: error: ‘shared_ptr’ is not a member of ‘ptr’
{ addApplicationDataDictionary(applVerID, ptr::shared_ptr<DataDictionary>( new DataDictionary(path) )); }
^
/usr/local/include/quickfix/DataDictionaryProvider.h:60:75: error: expected primary-expression before ‘>’ token
{ addApplicationDataDictionary(applVerID, ptr::shared_ptr<DataDictionary>( new DataDictionary(path) )); }
^
fix.cpp: In function ‘int main(int, char**)’:
fix.cpp:19:5: error: ‘MyApplication’ was not declared in this scope
MyApplication application;
^
fix.cpp:19:19: error: expected ‘;’ before ‘application’
MyApplication application;
^
fix.cpp:23:8: error: ‘application’ was not declared in this scope
(application, storeFactory, settings, logFactory /*optional*/);
^
root#luis:/home/luis/tradingbot/bot4# In file included from /usr/local/include/quickfix/Session.h:34:0,
In: command not found
root#luis:/home/luis/tradingbot/bot4# from fix.cpp:6:
from: can't read /var/mail/fix.cpp:6:
root#luis:/home/luis/tradingbot/bot4# /usr/local/include/quickfix/DataDictionaryProvider.h:54:72: error: ‘ptr::shared_ptr’ has not been declared
bash: /usr/local/include/quickfix/DataDictionaryProvider.h:54:72:: No such file or directory
root#luis:/home/luis/tradingbot/bot4# void addTransportDataDictionary(const BeginString& beginString, ptr::shared_ptr<DataDictionary>);
bash: syntax error near unexpected token `('
root#luis:/home/luis/tradingbot/bot4# ^
^: command not found
root#luis:/home/luis/tradingbot/bot4# /usr/local/include/quickfix/DataDictionaryProvider.h:54:82: error: expected ‘,’ or ‘...’ before ‘<’ token
bash: ’: No such file or directory
root#luis:/home/luis/tradingbot/bot4# void addTransportDataDictionary(const BeginString& beginString, ptr::shared_ptr<DataDictionary>);
bash: syntax error near unexpected token `('
root#luis:/home/luis/tradingbot/bot4# ^
^: command not found
root#luis:/home/luis/tradingbot/bot4# /usr/local/include/quickfix/DataDictionaryProvider.h:55:70: error: ‘ptr::shared_ptr’ has not been declared
bash: /usr/local/include/quickfix/DataDictionaryProvider.h:55:70:: No such file or directory
What am I doing wrong?

Answer 1

You need to provide an implementation of the MyApplication class and compile with the appropriate C++11 flags.
Your MyApplication object typically needs to derive from the FIX::Application class which is a pure virtual class and will require you to implement a series of methods such as onLogon(...) and toApp(...)
If you want to just get your code to compile as a first step you can try using the FIX::NullApplication class (defined in quickfix/Application.h) as your starting application object.

Answer 2

The quickfix library must be compiled with this pre-processor directive HAVE_STD_UNIQUE_PTR
Your application must provide an implementation for the MyApplication class and that implementation must inherit from FIX::Application