Get Started using OpenFAST in Fifteen Minutes
- Load or Create Message Templates
- Using FAST Templates defined in XML
- Using Hardcoded Templates
- Set up Message Streams
- Using Standard IO Streams
- Through Session Control Protocol (separate page)
- Create and Read Messages
Loading XML FAST Templates
Use the XMLMessageTemplateLoader to load template from an XML template file or other XML input stream source.
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InputStream templateSource = new FileInputStream("templates.xml");
MessageTemplateLoader templateLoader = new XMLMessageTemplateLoader();
MessageTemplate[] templates = templateLoader.load(templateSource);
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See also:
Creating Hardcoded Templates
Scalar Fields
Singleton pre-defined types and operators are defined in the classes Type and Operator. Use these to construct scalar fields. An optional unsigned integer field named "quantity" with a copy operator can be defined as:
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Scalar quantity = new Scalar("quantity", Type.U32, Operator.COPY, ScalarValue.UNDEFINED, true);
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A field with a default value can be set up as:
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Scalar compid = new Scalar("cid", Type.STRING, Operator.CONSTANT, new StringValue("openfast"), false);
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Group Fields
To create a quote group with two scalars bid and ask
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Scalar bid = new Scalar("bid", Type.DECIMAL, Operator.DELTA, ScalarValue.UNDEFINED, false);
Scalar ask = new Scalar("ask", Type.DECIMAL, Operator.DELTA, ScalarValue.UNDEFINED, false);
Field[] fields = new Field[] { bid, ask };
Group quote = new Group("quote", fields, false);
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Sequence Fields
To create a sequence of parties
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Scalar name = new Scalar("name", Type.STRING, Operator.COPY, ScalarValue.UNDEFINED, false);
Scalar id = new Scalar("id", Type.STRING, Operator.COPY, ScalarValue.UNDEFINED, false);
Field[] fields = new Field[] { name, id };
Sequence parties = new Sequence("parties", fields, false);
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Message Template
Putting it all together:
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Field[] fields = new Field[] { compid, quote, parties };
MessageTemplate contractTemplate = new MessageTemplate("contract", fields);
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Setting up Message Streams
To create an input stream and register a single template:
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InputStream fastEncodedStream = new FileInputStream("marketdata.fast");
MessageInputStream messageIn = new MessageInputStream(fastEncodedStream);
messageIn.registerTemplate(63, marketDataTemplate);
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Output to file:
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OutputStream out = new FileOutputStream("marketdata.fast");
MessageOutputStream messageOut = new MessageOutputStream(fastStream);
messageOut.registerTemplate(63, marketDataTemplate);
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Creating and reading messages
Reading messages:
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Message message = messageIn.readMessage();
String compId = message.getString("compid"); // By name
int value = message.getLong(2); // By index
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Creating messages:
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Message message = new Message(contractTemplate);
message.setString("compid", "openfast"); // by name
message.setInteger(2, 124); // by index
messageOut.writeMessage(message);
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See also: