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added some missing cases to Ordermatch application, prevent NPE #129

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Merged
merged 1 commit into from
Jul 25, 2017
Merged

added some missing cases to Ordermatch application, prevent NPE #129

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48 changes: 43 additions & 5 deletions quickfixj-examples/ordermatch/src/main/java/quickfix/examples/ordermatch/Application.java
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Original file line number Diff line number Diff line change
Expand Up @@ -55,10 +55,17 @@
import quickfix.field.TimeInForce;
import quickfix.fix42.ExecutionReport;
import quickfix.fix42.MarketDataRequest;
import quickfix.fix42.MarketDataSnapshotFullRefresh;
import quickfix.fix42.NewOrderSingle;
import quickfix.fix42.OrderCancelRequest;

import java.util.ArrayList;
import quickfix.field.CxlRejResponseTo;
import quickfix.field.MDEntryPx;
import quickfix.field.MDEntryType;
import quickfix.field.MDReqID;
import quickfix.field.OrdRejReason;
import quickfix.fix42.OrderCancelReject;

public class Application extends MessageCracker implements quickfix.Application {
private final OrderMatcher orderMatcher = new OrderMatcher();
Expand Down Expand Up @@ -103,7 +110,7 @@ public void onMessage(NewOrderSingle message, SessionID sessionID) throws FieldN

processOrder(order);
} catch (Exception e) {
rejectOrder(senderCompId, targetCompId, clOrdId, symbol, side, e.getMessage());
rejectOrder(targetCompId, senderCompId, clOrdId, symbol, side, e.getMessage());
}
}

Expand All @@ -117,6 +124,7 @@ private void rejectOrder(String senderCompId, String targetCompId, String clOrdI

fixOrder.setString(ClOrdID.FIELD, clOrdId);
fixOrder.setString(Text.FIELD, message);
fixOrder.setInt(OrdRejReason.FIELD, OrdRejReason.BROKER_EXCHANGE_OPTION);

try {
Session.sendToTarget(fixOrder, senderCompId, targetCompId);
Expand Down Expand Up @@ -187,9 +195,23 @@ public void onMessage(OrderCancelRequest message, SessionID sessionID) throws Fi
char side = message.getChar(Side.FIELD);
String id = message.getString(OrigClOrdID.FIELD);
Order order = orderMatcher.find(symbol, side, id);
order.cancel();
cancelOrder(order);
orderMatcher.erase(order);
if (order != null) {
order.cancel();
cancelOrder(order);
orderMatcher.erase(order);
} else {
OrderCancelReject fixOrderReject = new OrderCancelReject(new OrderID("NONE"), new ClOrdID(message.getString(ClOrdID.FIELD)),
new OrigClOrdID(message.getString(OrigClOrdID.FIELD)), new OrdStatus(OrdStatus.REJECTED), new CxlRejResponseTo(CxlRejResponseTo.ORDER_CANCEL_REQUEST));

String senderCompId = message.getHeader().getString(SenderCompID.FIELD);
String targetCompId = message.getHeader().getString(TargetCompID.FIELD);
fixOrderReject.getHeader().setString(SenderCompID.FIELD, targetCompId);
fixOrderReject.getHeader().setString(TargetCompID.FIELD, senderCompId);
try {
Session.sendToTarget(fixOrderReject, targetCompId, senderCompId);
} catch (SessionNotFound e) {
}
}
}

public void onMessage(MarketDataRequest message, SessionID sessionID) throws FieldNotFound,
Expand All @@ -204,10 +226,26 @@ public void onMessage(MarketDataRequest message, SessionID sessionID) throws Fie
//int marketDepth = message.getInt(MarketDepth.FIELD);
int relatedSymbolCount = message.getInt(NoRelatedSym.FIELD);

MarketDataSnapshotFullRefresh fixMD = new MarketDataSnapshotFullRefresh();
fixMD.setString(MDReqID.FIELD, message.getString(MDReqID.FIELD));

for (int i = 1; i <= relatedSymbolCount; ++i) {
message.getGroup(i, noRelatedSyms);
String symbol = noRelatedSyms.getString(Symbol.FIELD);
System.err.println("*** market data: " + symbol);
fixMD.setString(Symbol.FIELD, symbol);
}

MarketDataSnapshotFullRefresh.NoMDEntries noMDEntries = new MarketDataSnapshotFullRefresh.NoMDEntries();
noMDEntries.setChar(MDEntryType.FIELD, '0');
noMDEntries.setDouble(MDEntryPx.FIELD, 123.45);
fixMD.addGroup(noMDEntries);
String senderCompId = message.getHeader().getString(SenderCompID.FIELD);
String targetCompId = message.getHeader().getString(TargetCompID.FIELD);
fixMD.getHeader().setString(SenderCompID.FIELD, targetCompId);
fixMD.getHeader().setString(TargetCompID.FIELD, senderCompId);
try {
Session.sendToTarget(fixMD, targetCompId, senderCompId);
} catch (SessionNotFound e) {
}
}

Expand Down