如何获取快速修复时间戳?
我在 QuickFix doxygen 文档中看到,一旦从套接字文件接收到 FIX 消息,它就会生成 utc 时间戳。看看 ThreadedSocketConnection::processStream() ,它调用然后
m_pSession->next( msg, UtcTimeStamp() );
我想获取该时间戳,因为我需要它来筛选网络和 QuickFix lib 延迟。
我没有找到从 FixApplication::fromApp()
回调或 'Log::onIncoming()' 回调获取它的方法。
由于我是 Quickfix 的新手,我想知道我是否错过了 Quickfix 文档中的某些内容。以前有人这样做过吗?
当然还有其他解决方案,但为了与我维护的其他市场准入应用程序保持同质性,我宁愿避免使用它们。例如,我不想修改 QuickFix 代码源。 我想避免重写quickfix 为我提供的应用程序逻辑,quickfix 仅帮助我进行消息解码。
I've seen in quickfix doxygen documentation that it generates an utc timestamp as soon as it has received a FIX message from a socket file. Have a look in ThreadedSocketConnection::processStream()
, it calls then
m_pSession->next( msg, UtcTimeStamp() );
I would like to get that timestamp, because I need it to screen network and QuickFix lib latencies.
I didn't find a way to get it from FixApplication::fromApp()
callback or 'Log::onIncoming()' callback.
As I am newbie with quickfix I would like to know if I missed something in the Quickfix documentation. Did anybody ever done that before?
Of course there is other solutions, but for homogeneity with others market acces applications I maintain, I would prefer to avoid them. For instance, I would prefer not to modify QuickFix code source.
And I would like to avoid re-write the application logic that quickfix provide me, quickfix helpping me only for message decoding.
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试试这个。
Try this out.