Enhancements 0424

CMakeLists.txt

@@ -1,50 +1,49 @@
-cmake_minimum_required(VERSION 3.12.4)
-
-if(NOT CMAKE_VERSION VERSION_LESS 3.0)
-    cmake_policy(SET CMP0048 NEW)
-endif()
+cmake_minimum_required(VERSION 3.28.3)
 
 project(DistributedATS)
-#set(CMAKE_SUPPRESS_REGENERATION true)
-
-# Find requirements
-if(NOT fastcdr_FOUND)
-    find_package(fastcdr REQUIRED)
-endif()
 
-if(NOT fastdds_FOUND)
-    find_package(fastdds 3 REQUIRED)
-endif()
+set(CMAKE_PREFIX_PATH ${CMAKE_MODULE_PATH} ${CMAKE_CURRENT_SOURCE_DIR}/cmake)
 
 set(CMAKE_CXX_STANDARD 14)
 set(CMAKE_CXX_STANDARD_REQUIRED ON)
 set(CMAKE_CXX_EXTENSIONS OFF)
 
-FIND_PACKAGE( Boost 1.40 COMPONENTS program_options REQUIRED )
-INCLUDE_DIRECTORIES( ${Boost_INCLUDE_DIR} )
-link_directories(${Boost_LIBRARY_DIRS})
+find_package( Boost )
+find_package( DDS REQUIRED )
+find_package( log4cxx REQUIRED )
+find_package( quickfix REQUIRED )
+find_package( liquibook REQUIRED )
 
-link_directories(${QUICKFIX_INSTALL_PREFIX}/lib)
+set(DDS_INCLUDE_DIR "${DDS_INSTALL_PREFIX}/include")
+set(DDS_LIBRARY_DIR "${DDS_INSTALL_PREFIX}/lib")
+set(QUICKFIX_INCLUDE_DIR "${QUICKFIX_INSTALL_PREFIX}/include")
+set(QUICKFIX_LIBRARY_DIR "${QUICKFIX_INSTALL_PREFIX}/lib")
+set(LOG4CXX_INCLUDE_DIR "${LOG4CXX_INSTALL_PREFIX}/include")
+set(LOG4CXX_LIBRARY_DIR "${LOG4CXX_INSTALL_PREFIX}/lib")
 
-include_directories(Common)
-add_subdirectory(GenTools/idl)
+set(LIQUIBOOK_INCLUDE_DIR "${LIQUIBOOK_INSTALL_PREFIX}/include")
 
-include_directories(GenTools/idl)
-add_subdirectory(FIXGateway/src)
-add_subdirectory(DataService/src)
-add_subdirectory(MatchingEngine/src)
-add_subdirectory(LatencyTest)
+include_directories( Common )
+add_subdirectory( GenTools/idl )
 
-set(CMAKE_XCODE_ATTRIBUTE_OTHER_CODE_SIGN_FLAGS "-o linker-signed")
+include_directories( GenTools/idl )
+add_subdirectory( FIXGateway/src )
+add_subdirectory( DataService/src )
+add_subdirectory( MatchingEngine/src )
+add_subdirectory( LatencyTest )
+
+install(DIRECTORY ${CMAKE_SOURCE_DIR}/MiscATS/
+        DESTINATION MiscATS
+        FILES_MATCHING PATTERN "*.db" PATTERN "*.sh" PATTERN "*.ini" PATTERN "*.cfg")
 
-install(DIRECTORY MiscATS DESTINATION ${CMAKE_INSTALL_PREFIX})
 install(CODE "
     file(GLOB_RECURSE SCRIPT_FILES
         \"\${CMAKE_INSTALL_PREFIX}/MiscATS/*.sh\")
     foreach(script \${SCRIPT_FILES})
         execute_process(COMMAND chmod +x \${script})
     endforeach()
 ")
+
 install(FILES 	FIXGateway/scripts/fixgateway.sh 
 		DataService/scripts/dataservice.sh 
 		MatchingEngine/scripts/matchingengine.sh 
@@ -53,5 +52,5 @@ install(FILES 	FIXGateway/scripts/fixgateway.sh
                 GROUP_READ GROUP_EXECUTE
                 WORLD_READ WORLD_EXECUTE)
 
-install(FILES 	config/log4cxx.xml DESTINATION config)
-install(FILES 	FIXGateway/spec/FIX44.xml DESTINATION spec)
+install( FILES 	config/log4cxx.xml DESTINATION config )
+install( FILES 	FIXGateway/spec/FIX44.xml DESTINATION spec )

DataService/src/CMakeLists.txt

@@ -1,36 +1,45 @@
 cmake_minimum_required(VERSION 3.12.4)
 
-if(NOT CMAKE_VERSION VERSION_LESS 3.0)
-    cmake_policy(SET CMP0048 NEW)
-endif()
+message(STATUS "Current source dir: ${CMAKE_CURRENT_SOURCE_DIR}")
+message(DDS_INCLUDE_DIR="${DDS_INCLUDE_DIR}")
+message(DDS_LIBRARY_DIR="${DDS_LIBRARY_DIR}")
 
-project(DataService)
+message(QUICKFIX_INCLUDE_DIR="${QUICKFIX_INCLUDE_DIR}")
+message(QUICKFIX_LIBRARY_DIR="${QUICKFIX_LIBRARY_DIR}")
 
-# Find requirements
-if(NOT fastcdr_FOUND)
-    find_package(fastcdr REQUIRED)
-endif()
+include_directories(${DDS_INCLUDE_DIR})
+link_directories(${DDS_LIBRARY_DIR})
 
-if(NOT fastdds_FOUND)
-    find_package(fastdds 3 REQUIRED)
-endif()
+include_directories(${QUICKFIX_INCLUDE_DIR})
+link_directories(${QUICKFIX_LIBRARY_DIR})
 
-find_package(log4cxx REQUIRED)
+include_directories(${LOG4CXX_INCLUDE_DIR})
+link_directories(${LOG4CXX_LIBRARY_DIR})
 
-set(CMAKE_CXX_STANDARD 14)
-set(CMAKE_CXX_STANDARD_REQUIRED ON)
-set(CMAKE_CXX_EXTENSIONS OFF)
+include_directories(${Boost_INCLUDE_DIR})
+link_directories(${Boost_LIBRARY_DIRS})
 
-link_directories(${CMAKE_INSTALL_PREFIX}/lib)
+file(GLOB DISTRIBUTED_ATS_DATASERVICE_SRC *.cpp)
 
-file(GLOB DISTRIBUTED_ATS_DATASERVICE_SRC *)
 add_executable(DataService ${DISTRIBUTED_ATS_DATASERVICE_SRC})
-link_directories(DistributedATSLib quickfix log4cxx)
-target_link_libraries(DataService DistributedATSLib quickfix log4cxx boost_program_options sqlite3)
+
+find_package(Boost REQUIRED COMPONENTS program_options)
+include_directories(${Boost_INCLUDE_DIRS})
+
+target_link_libraries(DataService
+    PRIVATE
+    DistributedATSLib
+    quickfix
+    log4cxx
+    Boost::program_options
+    fastcdr
+    fastdds
+    sqlite3
+)
 
 set(CMAKE_XCODE_ATTRIBUTE_OTHER_CODE_SIGN_FLAGS "-o linker-signed")
 
-install(TARGETS DataService
+install(TARGETS DataService 
         PUBLIC_HEADER
           DESTINATION ${CMAKE_INSTALL_INCLUDEDIR}/dats
 )

DataService/src/SQLiteConnection.hpp

@@ -132,7 +132,7 @@ class SQLiteConnection
 private:
   void connect()
   {
-      int rc = sqlite3_open(m_pDatabase.getDatabase().c_str(), &m_pConnection);
+      int rc = sqlite3_open_v2(m_pDatabase.getDatabase().c_str(), &m_pConnection, SQLITE_OPEN_READONLY, nullptr);
 
       if (rc != SQLITE_OK)
       {

FIXGateway/src/CMakeLists.txt

@@ -1,42 +1,41 @@
 cmake_minimum_required(VERSION 3.12.4)
 
-if(NOT CMAKE_VERSION VERSION_LESS 3.0)
-    cmake_policy(SET CMP0048 NEW)
-endif()
-
 project(FIXGateway)
 
-# Find requirements
-if(NOT fastcdr_FOUND)
-    find_package(fastcdr REQUIRED)
-endif()
-
-if(NOT fastdds_FOUND)
-    find_package(fastdds 3 REQUIRED)
-endif()
-
-find_package(log4cxx REQUIRED)
-
-# Set C++11
-include(CheckCXXCompilerFlag)
-if(CMAKE_COMPILER_IS_GNUCXX OR CMAKE_COMPILER_IS_CLANG OR
-        CMAKE_CXX_COMPILER_ID MATCHES "Clang")
-    check_cxx_compiler_flag(-std=c++11 SUPPORTS_CXX11 -g)
-    if(SUPPORTS_CXX11)
-        add_compile_options(-std=c++11 -g)
-    else()
-        message(FATAL_ERROR "Compiler doesn't support C++11")
-    endif()
-endif()
-
-link_directories(${CMAKE_INSTALL_PREFIX}/lib)
-link_directories(${CMAKE_QUICKFIX_PREFIX}/lib)
-#link_directories(${Boost_LIBRARY_DIRS})
-
-file(GLOB DISTRIBUTED_ATS_FIX_GATEWAY_SRC *)
+message(STATUS "Current source dir: ${CMAKE_CURRENT_SOURCE_DIR}")
+message(DDS_INCLUDE_DIR="${DDS_INCLUDE_DIR}")
+message(DDS_LIBRARY_DIR="${DDS_LIBRARY_DIR}")
+
+message(QUICKFIX_INCLUDE_DIR="${QUICKFIX_INCLUDE_DIR}")
+message(QUICKFIX_LIBRARY_DIR="${QUICKFIX_LIBRARY_DIR}")
+
+include_directories(${DDS_INCLUDE_DIR})
+link_directories(${DDS_LIBRARY_DIR})
+
+include_directories(${QUICKFIX_INCLUDE_DIR})
+link_directories(${QUICKFIX_LIBRARY_DIR})
+
+include_directories(${LOG4CXX_INCLUDE_DIR})
+link_directories(${LOG4CXX_LIBRARY_DIR})
+
+include_directories(${Boost_INCLUDE_DIR})
+link_directories(${Boost_LIBRARY_DIRS})
+
+file(GLOB DISTRIBUTED_ATS_FIX_GATEWAY_SRC *.cpp)
 add_executable(FIXGateway ${DISTRIBUTED_ATS_FIX_GATEWAY_SRC})
-link_directories(DistributedATSLib quickfix log4cxx)
-target_link_libraries(FIXGateway DistributedATSLib quickfix log4cxx boost_program_options)
+
+find_package(Boost REQUIRED COMPONENTS program_options)
+include_directories(${Boost_INCLUDE_DIRS})
+
+target_link_libraries(FIXGateway
+    PRIVATE
+    DistributedATSLib
+    quickfix
+    log4cxx
+    Boost::program_options
+    fastcdr
+    fastdds
+)
 
 set(CMAKE_XCODE_ATTRIBUTE_OTHER_CODE_SIGN_FLAGS "-o linker-signed")
 

FIXGateway/src/FileLog.h

@@ -85,11 +85,11 @@ class FileLog : public FIX::Log {
     void backup();
 
     void onIncoming(const std::string &value) {
-        m_messages << FIX::UtcTimeStampConvertor::convert(FIX::UtcTimeStamp(), 9)
+        m_messages << FIX::UtcTimeStampConvertor::convert(FIX::UtcTimeStamp::now(), 9)
         << " : " << value << std::endl;
     }
     void onOutgoing(const std::string &value) {
-        m_messages << FIX::UtcTimeStampConvertor::convert(FIX::UtcTimeStamp(), 9)
+        m_messages << FIX::UtcTimeStampConvertor::convert(FIX::UtcTimeStamp::now(), 9)
         << " : " << value << std::endl;
     }
     void onEvent(const std::string &value) {

FIXGateway/src/SocketAcceptor.cpp

@@ -129,7 +129,7 @@ void SocketAcceptor::onStart() {
   m_pServer = 0;
 }
 
-bool SocketAcceptor::onPoll(double timeout) {
+bool SocketAcceptor::onPoll() {
   if (!m_pServer)
     return false;
 
@@ -150,7 +150,7 @@ bool SocketAcceptor::onPoll(double timeout) {
   }
 
   std::cout << "Polling" << std::endl;
-  m_pServer->block(*this, true, timeout);
+  m_pServer->block(*this, true);
   return true;
 }
 

FIXGateway/src/SocketAcceptor.h

@@ -62,15 +62,13 @@ class SocketAcceptor : public FIX::Acceptor, FIX::SocketServer::Strategy {
   typedef std::set<FIX::SessionID> Sessions;
   typedef std::map<int, Sessions> PortToSessions;
   typedef std::map<int, SocketConnection *> SocketConnections;
-  // typedef std::map <SessionID, SocketConnection*>
-  // PendingLogonSocketConnection;
 
-  void onConfigure(const FIX::SessionSettings &) throw(FIX::ConfigError);
-  void onInitialize(const FIX::SessionSettings &) throw(FIX::RuntimeError);
+  void onConfigure(const FIX::SessionSettings &) EXCEPT(ConfigError);
+  void onInitialize(const FIX::SessionSettings &) EXCEPT(RuntimeError);
 
-  void onStart();
-  bool onPoll(double timeout);
-  void onStop();
+  void onStart() override;
+  bool onPoll() override;
+  void onStop() override;
 
   void onConnect(FIX::SocketServer &, int, int);
   void onWrite(FIX::SocketServer &, int);

FIXGateway/src/SocketConnection.cpp

@@ -242,6 +242,6 @@ void SocketConnection::readMessages(SocketMonitor &s) {
 
 void SocketConnection::onTimeout() {
   if (m_pSession)
-    m_pSession->next();
+    m_pSession->next(UtcTimeStamp());
 }
 } // namespace DistributedATS

GenTools/CMakeLists.txt

@@ -1,29 +1,19 @@
-cmake_minimum_required(VERSION 3.12.4)
-
-if(NOT CMAKE_VERSION VERSION_LESS 3.0)
-    cmake_policy(SET CMP0048 NEW)
-endif()
-
 project(DistributedATSLib)
 
-# Find requirements
-if(NOT fastcdr_FOUND)
-    find_package(fastcdr REQUIRED)
-endif()
+message(STATUS "Current source dir: ${CMAKE_CURRENT_SOURCE_DIR}")
+message(DDS_INCLUDE_DIR="${DDS_INCLUDE_DIR}")
+message(DDS_LIBRARY_DIR="${DDS_LIBRARY_DIR}")
+message(QUICKFIX_INCLUDE_DIR="${QUICKFIX_INCLUDE_DIR}")
+message(QUICKFIX_LIBRARY_DIR="${QUICKFIX_LIBRARY_DIR}")
 
-if(NOT fastdds_FOUND)
-    find_package(fastdds 3 REQUIRED)
-endif()
+include_directories(${DDS_INCLUDE_DIR})
+include_directories(${QUICKFIX_INCLUDE_DIR})
+link_directories(${DDS_LIBRARY_DIR})
+link_directories(${QUICKFIX_LIBRARY_DIR})
 
-find_package(log4cxx REQUIRED)
+file(GLOB DISTRIBUTED_ATS_LIB *)
 
-set(CMAKE_CXX_STANDARD 14)
-set(CMAKE_CXX_STANDARD_REQUIRED ON)
-set(CMAKE_CXX_EXTENSIONS OFF)
+include_directories(${DDS_INCLUDE_DIR})
 
-link_directories(${CMAKE_INSTALL_PREFIX}/lib)
-link_directories(${QUICKFIX_INSTALL_PREFIX}/lib)
-file(GLOB DISTRIBUTED_ATS_LIB *)
-include_directories(${CMAKE_INSTALL_PREFIX}/include)
 add_library(DistributedATSLib SHARED ${DISTRIBUTED_ATS_LIB})
 target_link_libraries(DistributedATSLib quickfix fastcdr fastdds log4cxx)

GenTools/idl/CMakeLists.txt

@@ -1,32 +1,30 @@
 cmake_minimum_required(VERSION 3.12.4)
 
-if(NOT CMAKE_VERSION VERSION_LESS 3.0)
-    cmake_policy(SET CMP0048 NEW)
-endif()
-
 project(DistributedATSLib)
 
-# Find requirements
-if(NOT fastcdr_FOUND)
-    find_package(fastcdr REQUIRED)
-endif()
 
-if(NOT fastdds_FOUND)
-    find_package(fastdds 3 REQUIRED)
-endif()
+message(STATUS "Current source dir: ${CMAKE_CURRENT_SOURCE_DIR}")
+message(DDS_INCLUDE_DIR="${DDS_INCLUDE_DIR}")
+message(DDS_LIBRARY_DIR="${DDS_LIBRARY_DIR}")
+
+message(QUICKFIX_INCLUDE_DIR="${QUICKFIX_INCLUDE_DIR}")
+message(QUICKFIX_LIBRARY_DIR="${QUICKFIX_LIBRARY_DIR}")
+
 
-find_package(log4cxx REQUIRED)
+include_directories(${DDS_INCLUDE_DIR})
+link_directories(${DDS_LIBRARY_DIR})
 
-set(CMAKE_CXX_STANDARD 14)
-set(CMAKE_CXX_STANDARD_REQUIRED ON)
-set(CMAKE_CXX_EXTENSIONS OFF)
+include_directories(${QUICKFIX_INCLUDE_DIR})
+link_directories(${QUICKFIX_LIBRARY_DIR})
 
-link_directories(${CMAKE_INSTALL_PREFIX}/lib)
-link_directories(${QUICKFIX_INSTALL_PREFIX}/lib)
+include_directories(${LOG4CXX_INCLUDE_DIR})
+link_directories(${LOG4CXX_LIBRARY_DIR})
 
 file(GLOB DISTRIBUTED_ATS_LIB *)
-include_directories(${CMAKE_INSTALL_PREFIX}/include)
 add_library(DistributedATSLib SHARED ${DISTRIBUTED_ATS_LIB})
+add_dependencies(DistributedATSLib FastDDS)
+add_dependencies(DistributedATSLib QuickFIX)
+add_dependencies(DistributedATSLib Log4cxx)
 target_link_libraries(DistributedATSLib quickfix fastcdr fastdds log4cxx)
 
 install(TARGETS DistributedATSLib