feat: first working fix8 compilation

Author: milsanore

CMakeLists.txt

@@ -8,10 +8,18 @@ set(CMAKE_CXX_STANDARD_REQUIRED YES)
 # === App Source Files ==========================
 
 # Collect source files
-file(GLOB_RECURSE ALL_SOURCES "src/*.cpp")
+file(GLOB_RECURSE APP_SOURCES "src/*.cpp")
 # Separate main.cpp from the rest of the sources
-list(FILTER ALL_SOURCES EXCLUDE REGEX ".*main\\.cpp$")
-set(SOURCES ${ALL_SOURCES})
+list(FILTER APP_SOURCES EXCLUDE REGEX ".*main\\.cpp$")
+
+# Third-party sources
+set(THIRD_PARTY_SOURCES
+    third_party/fix8/fix8_classes.cpp
+    third_party/fix8/fix8_traits.cpp
+    third_party/fix8/fix8_types.cpp
+)
+
+set(SOURCES ${APP_SOURCES} ${THIRD_PARTY_SOURCES})
 
 
 # === Create core logic library =================
@@ -20,6 +28,18 @@ set(SOURCES ${ALL_SOURCES})
 # Link dependencies to the *library* (so both exe and tests get them)
 add_library(traderlib STATIC ${SOURCES})
 
+# Treat third_party headers as SYSTEM to suppress header warnings
+target_include_directories(traderlib SYSTEM PUBLIC
+    ${CMAKE_CURRENT_SOURCE_DIR}/third_party/fix8
+)
+
+# Silence all warnings and disable warnings-as-errors for third_party sources only
+set_source_files_properties(
+    ${THIRD_PARTY_SOURCES}
+    PROPERTIES
+    COMPILE_OPTIONS "-w;-Wno-error"
+)
+
 
 # === Conan Setup ===============================
 

CMakePresets.json

@@ -15,7 +15,7 @@
         "CMAKE_BUILD_TYPE": "Debug",
         "CMAKE_EXPORT_COMPILE_COMMANDS": "ON",
         "CMAKE_TOOLCHAIN_FILE": "${sourceDir}/build/Debug/generators/conan_toolchain.cmake",
-        "CMAKE_CXX_FLAGS": "-Wall -Wextra -Werror -DSPDLOG_ACTIVE_LEVEL=SPDLOG_LEVEL_DEBUG -g -O0 -fprofile-arcs -ftest-coverage -fprofile-update=atomic -fsanitize=address -fno-omit-frame-pointer",
+        "CMAKE_CXX_FLAGS": "-Wall -Wextra -Werror -Wswitch-enum -DSPDLOG_ACTIVE_LEVEL=SPDLOG_LEVEL_DEBUG -g -O0 -fprofile-arcs -ftest-coverage -fprofile-update=atomic -fsanitize=address -fno-omit-frame-pointer",
         "CMAKE_EXE_LINKER_FLAGS": "-fsanitize=address --coverage",
         "CMAKE_SHARED_LINKER_FLAGS": "-fsanitize=address --coverage"
       }
@@ -29,7 +29,7 @@
         "CMAKE_BUILD_TYPE": "Release",
         "CMAKE_EXPORT_COMPILE_COMMANDS": "ON",
         "CMAKE_TOOLCHAIN_FILE": "${sourceDir}/build/Release/generators/conan_toolchain.cmake",
-        "CMAKE_CXX_FLAGS": "-Wall -Wextra -Werror -DSPDLOG_ACTIVE_LEVEL=SPDLOG_LEVEL_INFO"
+        "CMAKE_CXX_FLAGS": "-Wall -Wextra -Werror -Wswitch-enum -DSPDLOG_ACTIVE_LEVEL=SPDLOG_LEVEL_INFO"
       }
     }
   ],

README.md

@@ -150,16 +150,17 @@ NB: this app uses `make` as a recipe book, but it's not essential:
   - profile-guided optimization (pgo)
   - load test with mocked FIX server
   - set process priority
-  - NIC affinity
-  - QoS
   - sparse arrays & flat matrix
   - memory-mapped files
-  - (analyse) find Binance's server location for a low-latency connection
   - (analyse) how to quantify latency?
   - FIX SSL connectivity, to avoid stunnel latency overhead
   - QuickFIX alternative (Fix8)
   - kernel space vs user space
   - RT OS
+- networking:
+  - ✅ traffic QoS
+  - (analyse) find Binance's server location for a low-latency connection
+  - dedicated NIC queues
 - ✅ logging
   - ✅ fast
   - error handling

src/binance/fix_app.cpp

@@ -118,47 +118,52 @@ static std::string replace_soh(const std::string& input) {
   return output;
 }
 
-void FixApp::onCreate(const FIX::SessionID& sessionId) {
+void FixApp::onCreate(const FIX::SessionID& session_id) {
   spdlog::info("session created. qualifier [{}], id [{}]",
-               sessionId.getSessionQualifier(), sessionId.toString());
+               session_id.getSessionQualifier(), session_id.toString());
 };
-void FixApp::onLogon(const FIX::SessionID& sessionId) {
-  spdlog::info("Session logon, qualifier [{}], id [{}]", sessionId.getSessionQualifier(),
-               sessionId.toString());
+void FixApp::onLogon(const FIX::SessionID& session_id) {
+  spdlog::info("Session logon, qualifier [{}], id [{}]", session_id.getSessionQualifier(),
+               session_id.toString());
   // logon successful, nullify access keys
   // TODO: now need to wait for all sessions to be logged on before nullifying keys
-  // auth_->clear_keys();
+  auth_->clear_keys();
 
-  std::string thread_name = THREAD_NAME_ + "_" + sessionId.getSessionQualifier();
+  // sessions run on their own threads when using @ref FIX::ThreadedSocketInitiator .
+  // set thread names
+  std::string thread_name = THREAD_NAME_ + "_" + session_id.getSessionQualifier();
   utils::Threading::set_thread_name(thread_name);
   spdlog::info("naming FIX session thread, name [{}], id [{}]", thread_name,
                utils::Threading::get_os_thread_id());
 
-  if (sessionId.getSessionQualifier() == PX_SESSION_QUALIFIER_) {
+  // FIX::Session* session = FIX::Session::lookupSession(session_id);
+
+  //
+  if (session_id.getSessionQualifier() == PX_SESSION_QUALIFIER_) {
     utils::Threading::set_current_thread_affinity(PX_SESSION_CPU_AFFINITY_);
-    subscribe_to_prices(sessionId);
-  } else if (sessionId.getSessionQualifier() == TX_SESSION_QUALIFIER_) {
+    subscribe_to_prices(session_id);
+  } else if (session_id.getSessionQualifier() == TX_SESSION_QUALIFIER_) {
     utils::Threading::set_current_thread_affinity(TX_SESSION_CPU_AFFINITY_);
-    subscribe_to_trades(sessionId);
-  } else if (sessionId.getSessionQualifier() == OX_SESSION_QUALIFIER_) {
+    subscribe_to_trades(session_id);
+  } else if (session_id.getSessionQualifier() == OX_SESSION_QUALIFIER_) {
     // do nothing for order session
   } else {
     spdlog::error("unknown session, qualifier [{}], id [{}]",
-                  sessionId.getSessionQualifier(), sessionId.toString());
+                  session_id.getSessionQualifier(), session_id.toString());
   }
 };
-void FixApp::onLogout(const FIX::SessionID& sessionId) {
-  spdlog::info("session logout. qualifier [{}], id [{}]", sessionId.getSessionQualifier(),
-               sessionId.toString());
+void FixApp::onLogout(const FIX::SessionID& session_id) {
+  spdlog::info("session logout. qualifier [{}], id [{}]",
+               session_id.getSessionQualifier(), session_id.toString());
 };
 
-void FixApp::toAdmin(FIX::Message& msg, const FIX::SessionID& sessionId) {
+void FixApp::toAdmin(FIX::Message& msg, const FIX::SessionID& session_id) {
   const FIX::Header& header = msg.getHeader();
   FIX::MsgType msg_type;
   header.getField(msg_type);
   if (msg_type.getString() == static_cast<const char*>(FIX::MsgType_Logon)) {
     spdlog::info("authenticating. session qualifier [{}], session id [{}]",
-                 sessionId.getSessionQualifier(), sessionId.toString());
+                 session_id.getSessionQualifier(), session_id.toString());
 
     // collect required fields
     const std::string sender = header.getField(FIX::FIELD::SenderCompID);
@@ -184,48 +189,48 @@ void FixApp::toAdmin(FIX::Message& msg, const FIX::SessionID& sessionId) {
   } else {
     spdlog::info(
         "toAdmin.   session qualifier [{}], session id [{}], type [{}], message [{}]",
-        sessionId.getSessionQualifier(), sessionId.toString(), msg_type.getString(),
+        session_id.getSessionQualifier(), session_id.toString(), msg_type.getString(),
         replace_soh(msg.toString()));
   }
 };
-void FixApp::toApp(FIX::Message& msg, const FIX::SessionID& sessionId) noexcept(false) {
+void FixApp::toApp(FIX::Message& msg, const FIX::SessionID& session_id) noexcept(false) {
   const FIX::Header& header = msg.getHeader();
   FIX::MsgType msg_type;
   header.getField(msg_type);
   spdlog::info("toApp. session qualifier [{}], session id [{}], type [{}], message [{}]",
-               sessionId.getSessionQualifier(), sessionId.toString(),
+               session_id.getSessionQualifier(), session_id.toString(),
                msg_type.getString(), replace_soh(msg.toString()));
 };
 
 void FixApp::fromAdmin(const FIX::Message& msg,
-                       const FIX::SessionID& sessionId) noexcept(false) {
+                       const FIX::SessionID& session_id) noexcept(false) {
   const FIX::Header& header = msg.getHeader();
   FIX::MsgType msg_type;
   header.getField(msg_type);
   spdlog::info(
       "fromAdmin. session qualifier [{}], session id [{}], type [{}], message [{}]",
-      sessionId.getSessionQualifier(), sessionId.toString(), msg_type.getString(),
+      session_id.getSessionQualifier(), session_id.toString(), msg_type.getString(),
       replace_soh(msg.toString()));
 };
 void FixApp::fromApp(const FIX::Message& msg,
-                     const FIX::SessionID& sessionId) noexcept(false) {
-  FIX44::MessageCracker::crack(msg, sessionId);
+                     const FIX::SessionID& session_id) noexcept(false) {
+  FIX44::MessageCracker::crack(msg, session_id);
 }
 
 void FixApp::onMessage(const FIX44::MarketDataSnapshotFullRefresh& m,
-                       [[maybe_unused]] const FIX::SessionID& sessionID) {
+                       [[maybe_unused]] const FIX::SessionID& session_id) {
   order_queue_.enqueue(std::make_shared<const FIX44::MarketDataSnapshotFullRefresh>(m));
 }
 void FixApp::onMessage(const FIX44::MarketDataIncrementalRefresh& m,
-                       const FIX::SessionID& sessionID) {
-  if (sessionID.getSessionQualifier() == PX_SESSION_QUALIFIER_) {
+                       const FIX::SessionID& session_id) {
+  if (session_id.getSessionQualifier() == PX_SESSION_QUALIFIER_) {
     order_queue_.enqueue(std::make_shared<const FIX44::MarketDataIncrementalRefresh>(m));
-  } else if (sessionID.getSessionQualifier() == TX_SESSION_QUALIFIER_) {
+  } else if (session_id.getSessionQualifier() == TX_SESSION_QUALIFIER_) {
     trade_queue_.enqueue(std::make_shared<const FIX44::MarketDataIncrementalRefresh>(m));
   } else {
     spdlog::error(
         "ivalid session for market data incremental refresh, qualifier [{}], id [{}]",
-        sessionID.getSessionQualifier(), sessionID.toString());
+        session_id.getSessionQualifier(), session_id.toString());
   }
 }
 void FixApp::onMessage([[maybe_unused]] const FIX44::ExecutionReport& message,

src/f8/includes.h

@@ -0,0 +1,11 @@
+#pragma once
+
+// fix8 includes need fixed ordering (headers only)
+// clang-format off
+#include <cstring>
+#include <fix8/f8includes.hpp>
+#include "fix8_router.hpp"
+#include "fix8_types.hpp"
+#include "fix8_classes.hpp"
+#include "fix8_session.hpp"
+// clang-format on

src/f8/router.h

@@ -0,0 +1,37 @@
+#pragma once
+
+#include <fix8_router.hpp>
+#include <functional>
+
+#include "includes.h"
+#include "session.h"
+
+namespace f8 {
+
+class Session;
+
+class Router : public FIX8::binance::fix8_Router {
+  [[maybe_unused]] Session& _session;
+
+ public:
+  explicit Router(Session& session) : _session(session) {}
+  ~Router() override = default;
+
+  // Override these methods to receive specific message callbacks.
+  // bool operator() (const FIX8::binance::Heartbeat *msg) const;
+  // bool operator() (const FIX8::binance::TestRequest *msg) const;
+  // bool operator() (const FIX8::binance::Reject *msg) const;
+  // bool operator() (const FIX8::binance::Logout *msg) const;
+  // bool operator() (const FIX8::binance::Logon *msg) const;
+  // bool operator() (const FIX8::binance::News *msg) const;
+  // bool operator() (const FIX8::binance::MarketDataRequest *msg) const;
+  // bool operator() (const FIX8::binance::MarketDataSnapshot *msg) const;
+  // bool operator() (const FIX8::binance::MarketDataIncrementalRefresh *msg) const;
+  // bool operator() (const FIX8::binance::LimitQuery *msg) const;
+  // bool operator() (const FIX8::binance::LimitResponse *msg) const;
+  // bool operator() (const FIX8::binance::MarketDataRequestReject *msg) const;
+  // bool operator() (const FIX8::binance::InstrumentListRequest *msg) const;
+  // bool operator() (const FIX8::binance::InstrumentList *msg) const;
+};
+
+}  // namespace f8

src/f8/session.cpp

@@ -0,0 +1,14 @@
+#include "session.h"
+
+#include <functional>
+#include <map>
+
+namespace f8 {
+
+bool Session::handle_application(const unsigned /*seqnum*/,
+                                 const FIX8::Message*& /*msg*/) {
+  //   return enforce(seqnum, msg) || msg->process(_router);
+  return true;
+}
+
+}  // namespace f8

src/f8/session.h

@@ -0,0 +1,46 @@
+#pragma once
+
+#include <functional>
+#include <map>
+
+#include "includes.h"
+#include "router.h"
+
+namespace f8 {
+
+class Session : public FIX8::Session {
+  Router _router;
+
+ public:
+  Session(const FIX8::F8MetaCntx& ctx,
+          const FIX8::SessionID& sid,
+          FIX8::Persister* persist = nullptr,
+          FIX8::Logger* logger = nullptr,
+          FIX8::Logger* plogger = nullptr)
+      : FIX8::Session(ctx, sid, persist, logger, plogger), _router(*this) {}
+
+  // Override these methods if required but remember to call the base class method first.
+  // bool handle_logon(const unsigned seqnum, const FIX8::Message *msg);
+  // Message *generate_logon(const unsigned heartbeat_interval, const f8String
+  // davi=f8String()); bool handle_logout(const unsigned seqnum, const FIX8::Message
+  // *msg); Message *generate_logout(); bool handle_heartbeat(const unsigned seqnum, const
+  // FIX8::Message *msg); Message *generate_heartbeat(const f8String& testReqID); bool
+  // handle_resend_request(const unsigned seqnum, const FIX8::Message *msg); Message
+  // *generate_resend_request(const unsigned begin, const unsigned end=0); bool
+  // handle_sequence_reset(const unsigned seqnum, const FIX8::Message *msg); Message
+  // *generate_sequence_reset(const unsigned newseqnum, const bool gapfillflag=false);
+  // bool handle_test_request(const unsigned seqnum, const FIX8::Message *msg);
+  // Message *generate_test_request(const f8String& testReqID);
+  // bool handle_reject(const unsigned seqnum, const FIX8::Message *msg);
+  // Message *generate_reject(const unsigned seqnum, const char *what);
+  // bool handle_admin(const unsigned seqnum, const FIX8::Message *msg);
+  // void modify_outbound(FIX8::Message *msg);
+  // bool authenticate(SessionID& id, const FIX8::Message *msg);
+
+  // Override these methods to intercept admin and application methods.
+  // bool handle_admin(const unsigned seqnum, const FIX8::Message *msg);
+
+  bool handle_application(const unsigned seqnum, const FIX8::Message*& msg) override;
+};
+
+}  // namespace f8

src/main.cpp

@@ -1,8 +1,6 @@
 #include <csignal>
 #include <cstdlib>
 #include <exception>
-#include <iostream>
-#include <new>
 #include <string>
 
 #include "binance/config.h"

src/ui/log_box/log_file_watcher.h

@@ -67,8 +67,9 @@ class LogFileWatcher : public ILogWatcher, public efsw::FileWatchListener {
         }
         cb_(std::move(lines));
       } break;
-      // case efsw::Actions::Delete: {
-      // } break;
+      case efsw::Actions::Add:
+      case efsw::Actions::Delete:
+      case efsw::Actions::Moved:
       default:
         break;
     }