...

• Using decorators in your project

...

Preface

This page contains information about Decorators, also known as Object Model - convenient wrappers around raw, "flat" FixMessages. By using Decorators developers gain strongly typed access to all available properties of a message, that increases development speed (you write less code to read/write to message properties) and reduces the number of validation errors (because each decorated message class contains only properties that are relevant to this class).

...

To use Decorator you should:

1. Generate decorator files for your set of dictionaries, as described in tools/decorator-generator/readme.txt;
   In examples below it is assumed that Decorator for standard FIX.4.4 is used and it's generated sources are placed

   to 

   in 'generated' folder,
   using following command: b2b_fix_msgs_generator2.exe -s FIX44 -a FIX44 -o ../generated -f ../../../data/fixdic44.xml
   Image Added
   Image Added

   Info
   title Note
   In case of processing additional dictionary, the base dictionary should be place before additional one, e.g.: b2b_fix_msgs_generator2.exe -s FIX44 -a FIX44 -o ../generated -f ../../../data/fixdic44.xml ../../../data/additional_fix44.xml

2. Either add files from generated/src and generated/headers folders to your project, or build shared/static library from them;
   
   1. Optional. Add a folder for your convenience.
      Image Added
      
      
   2. Add generated files to project:
      Image Added
      Image Added
      
      
      
   3. Add path to generated headers as additional include directory:
      Image Added
      Image Added
      Image Added
      
      
   4. Add regular FIX Antenna library as dependency:
      Image Added
      Image Added
      
      
      
   5. Add preprocessor definitions:
      1. In case you are incorporating decorator sources in your application or static library, or if you are using decorator static library in your application, please add V12_DECORATOR_IMPL preprocessor definition.
      2. In case you are building shared library from decorator sources please add V12_DECORATOR_EXPORTS.
      3. In case you are building application with use of shared library from case ii - you need no additional definitions.
      Image Added
3. In your code add following includes:
   

   #include <FixMessages/FIX44/AllMessages.h>
#include <FixMessages/FIX44/Tags.h>
#include <FixMessages/FIX44/Enums.h>
Image Added
   
   

4. Done! Now you can find FIX.4.4 Decorator API under FixMessages::FIX44 namespace.

...

For example, if you have defined your custom dictionary like that:

<fixdics>
 <update> 
  <fixdic fixversion="4.2" id="MS_FIX42" parent_id="FIX42" title="Morgan Stanley FIX 4.2" date="20170303" revision="0.0.0.1">
...
  </fixdic>    
 </update>   
</fixdics>

Then run command: b2b_fix_msgs_generator2.exe -s MS_FIX42 -a MS_FIX42 -f ../../data/fixdic42.xml ../../data/additional_ms_42.xml,

and your generated code will be placed under MS_FIX42 namespace.

...

You can convert decorator message object to flat FIXMessage using get() method.

#include <FixMessages/FIX44/AllMessages.h>
#include <FixMessages/FIX44/Tags.h>
#include <FixMessages/FIX44/Enums.h>

using namespace FixMessages::FIX44;
//...

    NewOrderSingleMessage order;
    order.ClOrdID().set( "12304" );
    order.Side().set( '1' );
    order.Symbol().set( "MSFT" );
    order.TransactTime().set( UTCTimestampType::now() );
    order.OrderQty().set( 10 );
    order.OrdType().set( '2' );
    order.Price().set( 1.25 );
    order.check();
 
    cout << "To 'Buy 10 MSFT @ 1.25' use FIX message:" << endl
         << order.raw() << endl;

    pSession->put( order.get() );

Also please refer to BusinessScenariosExamples.cpp from samples/Decorator sample for more examples.

...

You can get message's fields using named field accessors.

#include <FixMessages/FIX44/AllMessages.h>
#include <FixMessages/FIX44/Tags.h>
#include <FixMessages/FIX44/Enums.h>

using namespace FixMessages::FIX44;
//...
virtual bool Engine::Application::process(const Engine::FIXMessage & msg, const Engine::Session &aSn)
{
    if( MsgType::NEW_ORDER_SINGLE == msg.type() )
    {
        NewOrderSingleMessage order ( &msg );
        
        cout << "Got New Order - Single:" 
        << "  ClOrdID=" << order.ClOrdID().get()
        << "; Side=" << order.Side().get()
        << "; Symbol=" << order.Symbol().get()
        << "; TransactTime=" << order.TransactTime().get()
        << "; OrderQty=" << order.OrderQty().get()
        << "; OrdType=" << order.OrdType().get()
        << "; Price=" << order.Price().get()
        <<endl;
        
        // Don't forget to release flat FIXMessage 'msg', 
        // since it was provided by 'process' callback,
        // and it's memory is managed by Engine.
        order.release();
    }

    return true;
}

... Operate Repeating Groups with decorator?

...

Please see example below:

#include <FixMessages/FIX44/AllMessages.h>
#include <FixMessages/FIX44/Tags.h>
#include <FixMessages/FIX44/Enums.h>

using namespace FixMessages::FIX44;
//...
    MarketDataRequestMessage req;
    req.MDReqID().set( "100112" );
    req.SubscriptionRequestType().set( SubscriptionRequestType::SNAPSHOT );
    req.MarketDepth().set( MarketDepth::FULL_BOOK );
    req.MDUpdateType().set( MDUpdateType::INCREMENTAL_REFRESH );
 
    MarketDataRequestMessage::MDEntryTypesGroupRef typeGrp = req.MDEntryTypes();
    typeGrp.resize( 2 );
    typeGrp[0].MDEntryType().set( MDEntryType::BID );
    typeGrp[1].MDEntryType().set( MDEntryType::OFFER );
 
    MarketDataRequestMessage::RelatedSymGroupRef relData = req.RelatedSym();
    relData.resize( 2 );
    relData[0].Symbol().set( "IBM" );
    relData[1].Symbol().set( "MSFT" );
 
    req.check();
 
    cout << "To 'Subscribe for Market Data updates' use FIX message:" << endl
         << req.raw() << endl;

Also please refer to BusinessScenariosExamples.cpp from samples/Decorator sample for more examples.

...