Questions about QuickFIX message cracking - c++

VERY basic questions from a FIX newbie
Looking at the documentation at http://www.quickfixengine.org and reading posts here on stackoverflow I see lots of talk about message 'cracking'. I think I sort of get the idea, but feel like I'm still not totally clear.
Can some explain in general what exactly this is (why is it necessary? it sounds like a hack), why it only seems relates to received FIX messages, and is not used at all when using Python?
Thank you!

In practice, all you need to know is this:
Your fromApp() callback gets a Message object. That message is actually a NewOrderSingle or ExecutionReport or something. Rather than making you figure it out, QF lets you inherit from MessageCracker. To use it, call crack() in your fromApp(), as follows:
void fromApp( const FIX::Message& message, const FIX::SessionID& sessionID )
throw( FIX::FieldNotFound&, FIX::IncorrectDataFormat&, FIX::IncorrectTagValue&, FIX::UnsupportedMessageType& )
{
crack(message, sessionID);
}
What crack() does is this:
Converts your Message into the proper subclass (e.g. NewOrderSingle, ExecutionReport, etc)
Calls your user-defined onMessage(subtype) callback, if defined. If not defined, it throws an UnsupportedMessageType exception and your app will automatically send a BusinessMessageReject (35=j) to the counterparty.
So, do you want to handle NewOrderSingle messages? Great, just define an onMessage(NewOrderSingle) callback.
void onMessage( const FIX42::NewOrderSingle& message, const FIX::SessionID& )
{
// Do whatever you want with your NewOrderSingle message's content.
// Note that this message and the one passed to crack() are the same, content-wise.
}
Do you want to handle ExecutionReports? Define onMessage(ExecutionReport). And so on.
But what about those message types you don't want to handle? It would suck if you had to add handlers to reject all those other message types, but luckily, you don't have to. As I said earlier, if you don't define an onMessage(), QF will reject it for you. (If you want to swallow a particular message type and ignore it without rejection, then just define an onMessage() call with no body.)
Does that clear it up a bit? Perhaps now this page in the QF docs might read a little easier -- the bottom section talks about the MessageCracker.
Note: The MessageCracker does not handle session-level (aka "admin") messages. If you want to add custom handling for, say, Logon or Heartbeat messages, you must do it explicitly in fromAdmin() (see this question for more info).

I use quickfixj for Java. The cracking uses and interface to return the cracked message to the interface implementation. The implementor will over ride the interface's methods so that it can handle each message type individually.
Message cracker takes a plain message and returns the message as a specifically typed message. The advantage of this is that the dictionary will confine the fields of the message so that it is easier to look up each field.

Related

Monadic bind with Cmd

I have a function
convertMsg : Msg1 -> List Msg2
where Msg1 and Msg2 are certain message types. And I would like to turn this into a function:
convertCmd : Cmd Msg1 -> Cmd Msg2
Which would for every message in the batch replace it with some messages possibly none or more than 1.
As a Haskell programmer at heart I immediately reach for a monadic bind ((>>=) in Haskell and andThen in the Elm parlance), a function with the type:
bind : (a -> Cmd b) -> Cmd a -> Cmd b
I can easily change my convertMsg to be the following:
convertMsg : msg1 -> Cmd Msg2
At which point it would be just perfect for the bind.
But looking in Platform.Cmd, there isn't such a function I can find. There's a map which is similar, but convertMsg can't really be convertMsg : Msg1 -> Msg2 since it doesn't always give back exactly one message.
Is there a way to achieve this? Is there some limitation to the Cmd type that would prevent this sort of thing?
What you're trying to do to messages, how you might, and whether it's a good plan
I promise I'll try to answer what I think you're trying to do, but first I think there's a more important thing...
You're perhaps assuming that Cmd is analogous to IO from Haskell, but Cmd is asynchronous and isn't designed to chain actions. Your update is what glues consequences to outputs:
update : Msg -> Model -> (Model,Cmd Msg)
At the end of your update, you can issue a Cmd Msg to ask elm to do something externally, usually passing it a constructor with which it can wrap its output. This output comes back to your update function.
What you don't do is chain Cmds together as you would in a monad. There's no bind for Cmd, or to put it another way, the only bind for Cmd is your update function!
Now I suppose that if you wanted to catch a MyComplexMsg : Msg and turn it into [SimpleMsg1,SimpleMsg2], you could pattern match for it in your update function, leave the model unchanged and issue a new Cmd Msg, but what command would you be running the second time?
You could certainly take a pure Msg -> List Msg function and use Cmd.map to apply it, or apply it manually in the pattern match at the beginning of update, like
update msg model = case msg of
MyComplexMsg -> myHandler [SimpleMsg1,SimpleMsg2]
...
or even go full state monad style with
update msg model0 = case msg of
MyComplexMsg ->
let
(model1,cmd1) = update SimpleMsg1 model0
(model2,cmd2) = update SimpleMsg2 model1
in
(model2,Cmd.batch [cmd1,cmd2])
to try to emulate monadic bind, but I don't know why you might ever want this, and a lot of advice in the elm literature and community is that if you're calling update from update you're probably doing it wrong. Make a separate single-purpose helper function for that stuff instead of re-running your entire program logic twice!
Let go of your need to have a monad
I suspect that what's going wrong is that you're not letting go of a monadic control flow mentality. update is where it's at. update is where you make things happen. User input and asynchronous messages are your drivers, not sequencing. Cmd is just for communicating externally. You don't plumb the results back in, the elm architecture does that for you. Just handle the result of your Cmd (which will arrive as a message) as a branch in your update and it'll all progress nicely, and if the user presses some button of their own choice without you making it happen, so be it. You can handle that too.
I worry that you're trying to write a monad transformer stack in elm, which is a bit like trying to write an object oriented programming library in haskell. Haskell doesn't do object oriented programming, and the sooner folks drop the OO thinking and let go of their need to bundle data and functions together, the sooner they're writing good haskell code. Elm doesn't do typeclasses, it does model/view/update, and does it extraordinarily well. Let go of your need to find and use a monad to control the flow of your program, and instead respond to what messages you're given. Make a Msg for something you want to happen, provide a way to trigger it appropriately in your view and then handle it in your update.
When should one message become three messages?
If one of your messages is really three messages, why isn't it three messages already? If it's just that in response to that particular message, you just need to do three things to your model and issue five commands, why not just have one message and get update to do those three things to your model using pure code and issue the five commands in a batch?
If you need to log the successful login, then get the user's photo, then query the database for their recent activity, then display it all, then I disagree about the immediateness, and they're all asynchronous. You can issue commands to do each of those things in a batch, and when the responses come back you will need to separately deal with each - update your model with the image when it arrives, with the list of recent activity when it arrives. Once your model is in the state that the picture and the recent activity are both there you can change the view, but why not show each as soon as they're there?
Using monads sometimes trains us to think sequentially when we're doing effects programming when we needn't, but now, finally, I'll address what to do when there is a compelling need to sequence commands.
Genuinely necessary sequential commands
Perhaps there really is something sequential that you need. Maybe you have to query some data store for something before you send some request elsewhere. You still don't use a bind, you just use your update:
update msg model = case msg of
StartsMultiStageProcess userID ->
({model|multiStageProcessStatus = RequestedData}
, getDataPart1 userID PartOneReceived )
PartOneReceived userData ->
({model|multiStageProcessStatus = Fired}
, fireRockets userData.nemesis.location RocketResult)
RocketResult r -> if model.multiStageProcessStatus == Fire then
case r of
Ok UtterlyDestroyed ->
....
Ok DamagedBeyondUse ->
....
Err disappointment ->
....
...
A handy point is that if your model doesn't have the required data, it automatically won't show the missing data in the view (sum types for the win), and you can store whatever state your multistage process is in in the model.
You might prefer to put all of those messages into a new type so it becomes indented once further in the handler and won't ever be mixed with other ones in the order, like
MSPmsg msg -> case msg of
Started userId ->
...
GotPartOne userData ->
but much more likely use a helper function like MSPmsg msg -> updateMultiStageProcess.
Concluding advice
Maybe there's some great use case for delving into messages and commands and editing them that you haven't made explicit, but Cmd is opaque and all you can do is issue them and handle the resulting messages, so I'm sceptical but definitely interested.
Also in giving you update to write, it's almost like they've given you the app-specific bind to write (but it's not a functor and you absolutely do look at the data), so they've given you the keys to the Tesla. It takes a bit of getting used to but you're really going to like what happens at the traffic lights. Don't attempt to dismantle the door hinges until you've learned to drive it.
Edit: Your specific use case: inter-page communication
It turns out in chat that you're trying to get messages from one page to be usable in other pages or the overall update - sometimes one page needs to tell the app to change page and tell the new page to start an animation. I might have skipped all the advice above if I'd known that initially, but I think it's good advice for anyone coming from Haskell and I'm leaving it in!
Multiple messages
I still think it's important to accept that sometimes a single message needs to cover multiple actions, and you sort that out in your update function rather than try to create multiple messages in response to a single user action.
Lots of elm folks give the advice that your messages, rather than describing something to do like AddProduct they should describe something that happened in the past, partly because that's how messages come to you in your update so your mental model of what the elm runtime is doing is accurate, and partly because you're less likely to want to make two messages and do weird message translations when you ought to make one message.
Do multiple things in your ClickedViewOffers branch of update rather than try to make both a SwitchToOffersPage and a
AnimatePickOfTheDay message.
I'd like to point out that your idea to convert your messages and filter them somehow within the messages type is doing it in the wrong place. Filtering so that your Home page doesn't get all the messages for your Login page is something you have to do in update anyway - don't try to filter them while you're making or passing the messages. update is where it's at for deciding what to do in response to user input. Messages are for describing user input.
OK, but how do you get messages to cross the barriers between pages?!
There are a few ways to achieve this and it might be worth looking into different ways of making a Single Page Application (SPA) in Elm. I found this article by Rogério Chaves on Medium quite enlightening on the topic of various ways of organising messages from child page to parent app. He's done the TodoMVC app all the different ways in this repo A stack overflow post is better if it inlines ideas, so here we go:
Common Msg type across all pages
This can work by having a separate module for your message types which all your modules import. Messages look like ProductsMsg (UserCreatedNewProduct productRecord), as they might well do anyway, but because all the message types are global you can call another page's methods.
Individual pages also return an OutMsg from their update function
Use better names than these (eg Login.Msg rather than LoginMsg), but...
loginPageUpdate : LoginMsg -> LoginModel -> (LoginModel,Cmd LoginMsg,OutMsgFromLogin)
update : GlobalMsg -> GlobalModel -> (GlobalModel,Cmd GlobalMsg)
update msg model = case msg of
LoginMsg loginMsg ->
let (newLoginModel,cmd,outMsgFromLogin) = loginPageUpdate loginMsg model.loginModel
in
...
(You'd need NoOp :: OutMsgFromLogin or use Maybe OutMsgFromLogin there. I'm not a fan of NoOp. It's terribly tempting to use it for unimplemented features, and it's the king of all divorced-from-user-intentions messages that doesn't explain why you ought to do nothing or how you came to write something where you generated a purposeless message. I think it's a code smell that there's a better way of writing something.)
Have a record of messages that you later use to translate your page's Msgs messages into global messages.
(Again, use better domain-specific names, I'm trying to convey usage in my names.)
type LoginMessagesRecord globalMsg =
{ internalLoginMsgTag : LoginMsg -> globalMsg
, loginSucceeded : User -> globalMsg
, loginFailed : globalMsg
, newUserSuccessfullyRegistered : User -> globalMsg
}
and in your main, you would specify these:
loginMessages : LoginMessagesRecord GlobalMsg
loginMessages =
{ internalLoginMsgTag = LocalLoginMsg
, loginSucceeded = LoginSucceeded
, loginFailed = LoginFailed
, newUserSuccessfullyRegistered = NewUserSuccessfullyRegistered
}
You can either parameterise functions in your Login code with those so they all consume a LoginMessagesRecord and produce a msg, or you can use a genuinely local message type and write a translation helper in your Login module:
type HereOrThere here there = Here here | There there
type LocalLoginMessage = EditedUserName String | EditedPassword String | ....
type MessageForElsewhere = LoggedIn User | DidNotLogIn | MadeNewAccount User
type alias LoginMsg = HereOrThere LocalLoginMessage MessageForElsewhere
loginMsgTranslator : LoginMessagesRecord msg -> LoginMsg -> msg
loginMsgTranslator
{ internalLoginMsgTag
, loginSucceeded
, loginFailed
, newUserSuccessfullyRegistered
}
loginMsg = case loginMsg of
Here msg -> internalLoginMsgTag msg
There msg -> case msg of
LoggedIn user -> loginSucceeded user
DidNotLogIn -> loginFailed
MadeNewAccount user -> newUserSuccessfullyRegistered user
and then you can use Html.map loginMsgTranslator loginView in your global view, or Element.map loginMsgTranslator loginView if you're using the utterly brilliant html&css-free way to write elm apps, elm-ui.
Summary / takeaway
Have a single message describing a user intention and use update to handle all the consequences.
Don't edit the messages, respond appropriately in the update
The user is in control. The runtime is in control. You're not in control. Don't generate messages yourself, just respond to them. If you're generating messages rather than the user or the runtime, you're using elm in a weird way that'll be hard.
Your program logic largely resides in update. It doesn't reside in message. Don't try to make things happen in message, just describe what the user did or what the system did in the message.
Use case statements and descriptive tags in message types to help choose which update helper function to run. It can often help to use union types to describe how local a message is. Sometimes you use a local updating function, sometimes a global one.
You might want to also read this reddit thread about scaling elm apps that Rogério Chaves references.

Future pipeTo failure is wrapped inside akka.actor.status.Failure?

When using the pipe pattern in Akka the future failed result is wrapped inside a akka.actor.status.Failure, however the future success result is NOT wrapped in the corresponding akka.actor.status.Success.
I was wondering what is the reasoning behind this decision? Why just the failure and not the success?
It seems more logical to not wrap anything at all.
Here is the link to the implementation:
https://github.com/akka/akka/blob/v2.4-M2/akka-actor/src/main/scala/akka/pattern/PipeToSupport.scala
Let's say you have an actor A that sends a message to actor B and A expects some sort of response message from B. Inside of B, in order for it to do it's work, it needs a Future for some reason. After that Future completes, it wants to send the result back to A. The person who coded B wants to be careful to not close over the sender() when responding back to A, so they use the pipeTo pattern like so:
fut pipeTo sender()
Now back in A, you are expecting a response of a certain type, and you should not have to deal with the internal intricacies of actor B and the fact that it needed a Future in order to do it's work. In other words, you don't want the response to come back to you wrapped in a scala.util.Try (Success or Failure). If you expect a String, then if all goes well, that's exactly what you want back from B. But in the case that everything does not go well in B, A needs to know this and the way that the Akka team chose to do so was to wrap it in Status.Failure. This to me seems better than sending the raw Exception as is.
Now, us, we use a standard communication model between actors where we have something similar to this simple model (simplified for brevity):
sealed trait ServiceResult[+A]
case object EmptyResult extends ServiceResult[Nothing]
case class FullResult[+A](value:A) extends ServiceResult[A]
case class Failure(error:ErrorMessage, ex:Option[Throwable]) extends ServiceResult[Nothing]
All services always respond with some form of ServiceResult. So if we are piping back to a sender() from a Future we do something like this:
fut.recover{case ex => Failure(someErrorMessage, Some(ex)} pipeTo sender()
That way we don't have to really deal with Status.Failure anywhere.
future onComplete will resolve to either scala.util.Success(futureResult) or scala.util.Failure(someThrowable).
If the future succeeds, it is convenient to get back the futureResult directly.
If the future failed, you probably don't want to receive back an unwrapped throwable. It's nicer to get it back wrapped in akka.actor.status.Failure.

Firebreath Events Acknowledgement

I have created the plugin which is based on the Firebreath Framework. Implemented the Events to achieve the proper functionality of the Plugin.
Firebreath Events get fired asynchronously from JSAPIAuto.cpp class of the below method :
void FB::JSAPIAuto::fireAsyncEvent( const std::string& eventName, const std::vector<variant>& args )
I also used the same .but I want to get an acknowledgement of the same event when it is fired in the JSAPIAuto.cpp via some callback or anything ..
So that I can handle my next functionality in the PluginAPI.cpp based on the same result.
Any help would be appreciated !!!
If you read the text of the function, you'll see that the word "async" appears in it =] As that suggests, firing an even like this in FireBreath is asynchronous and does not allow you to give it a return value in any way. Because of the way events are implemented on some browsers there is no reasonable way to change that.
That said, you can do your own thing by having a function that you pass in a FB::JSObjectPtr to be stored and used as a callback; if you call that callback using Invoke with "" as the method name it will call the javascript function and return the value, like so:
bool MyScriptingAPI::setCallback(const FB::JSObjectPtr& callback) {
FB::variant res = callback->Invoke("", FB::variant_list_of("some")(3)("arguments"));
return res.convert_cast<bool>();
}
This will call your callback, cast the result to bool (true/false) and return the result to javascript. Obviously if something that can't cast to a bool is returned, an exception will be thrown, but you should get the general idea.

How do I test gen_events in erlang?

Most of my code looks like this
handle_event({publish,Publish_Msg,Publishing_Channel},State)->
Member = pg2:get_members(helpers:get_channel_name(Publishing_Channel)),
case Member of
[M|O]->
[Pid!{send,Publish_Msg}||Pid<-[M|O]];
{error,_}-> lager:info("unavailable")
end,
{ok,State};
The above handler gets called for publish event and all it does is it sends a message to a process id.
What I would like to do is create a bunch of mock Pids and and then have this event handler send data to those. And check if the data is actually received by them. Is there any way to do this with EUNIT. Or is there a better way to test event handlers?
use Common Test (1) which lets you start your gen_event per testcase/group/suite. It's powerful and well documented, and also the book Learn you some Erlang (2) has a great chapter about it.
(1): http://www.erlang.org/doc/man/common_test.html
(2): http://learnyousomeerlang.com/common-test-for-uncommon-tests

How to make the login part in QuickFIX

How can I make the login part in QuickFIX in c++?
I found tons of tutorials and articles on how to do this on c# or java, but nothing on c++.
I have a server (acceptor), and a client (initiator). The username and password of the client are stored in the settings file, and are hardcoded in the server program.
From what I've read in the client I set the username and password in fromAdmin() and read and check the in the server in the toAdmin(), but how do I do that?
Here's what I've tried so far:
cast the message to a FIX44::Logon& object using:
FIX44::Logon& logon_message = dynamic_cast<FIX44::Logon&>(message);
Set the Username and password to the logon object like this:
if(session_settings.has("Username"))
{
FIX::Username username = session_settings.getString("Username");
logon_message.set(username);
}
And send the message like this:
FIX::Message messageToSend = logon_message;
FIX::Session::sendToTarget(messageToSend);
But I get this error on the cast:
cannot dynamic_cast 'message' (of type 'class FIX::Message') to type 'struct FIX44::Logon&' (target is not pointer or reference to complete type)
What I've tried I got inspired from http://niki.code-karma.com/2011/01/quickfix-logon-support-for-username-password/comment-page-1/.
I'm still not clear on how to make the client and the server.
Can anyone help me?
Possible mistakes:
I think you have fromAdmin()/toAdmin() backward. toAdmin() is called on outgoing admin messages, fromAdmin() is called on incoming. For the Initiator, you must set the fields within the toAdmin() callback. Your Acceptor will check the user/pass in fromAdmin().
Are you trying to dynamic_cast without first checking to see if it was a Logon message? The toAdmin() callback handles all admin messages; the message could be a Heartbeat, Logon, Logout, etc. That might explain your cast error.
As to what the code should look like, my C++ is rusty, but the basic pattern is this:
void YourMessageCracker::toAdmin( FIX::Message& message, const FIX::SessionID& sessionID)
{
if (FIX::MsgType_Logon == message.getHeader().getField(FIX::FIELD::MsgType))
{
FIX44::Logon& logon_message = dynamic_cast<FIX44::Logon&>(message);
logon_message.setField(FIX::Username("my_username"));
logon_message.setField(FIX::Password("my_password"));
}
}
From there, I think you can see how you'd write a similar fromAdmin() where you'd get the fields instead of setting them.
The above uses hard-coded user/pass, but you probably want to pull it from the config file. I think your calls to session_settings.getString(str) are correct for that.
(Please forgive any coding errors. I'm much more fluent in the Java/C# versions of the QF engine, though the basic principles are the same.)
I see that your first web reference uses the FIELD_GET_REF macro. It may be better than message.getHeader().getField(), but I'm not familiar with it.