Merge branch 'master' into nonstopsession-log-fix

Author: chrjohn

.github/dependabot.yml

@@ -7,8 +7,10 @@ updates:
     directory: "/" # Location of package manifests
     schedule:
       interval: "daily"
+    open-pull-requests-limit: 10
   - package-ecosystem: "github-actions"
     directory: "/"
     schedule:
       # Check for updates to GitHub Actions every weekday
       interval: "daily"
+    open-pull-requests-limit: 10

.github/workflows/codeql-analysis.yml

@@ -37,11 +37,11 @@ jobs:
 
     steps:
     - name: Checkout repository
-      uses: actions/checkout@v3
+      uses: actions/checkout@v4
 
     # Initializes the CodeQL tools for scanning.
     - name: Initialize CodeQL
-      uses: github/codeql-action/init@v2
+      uses: github/codeql-action/init@v3
       with:
         languages: ${{ matrix.language }}
         # If you wish to specify custom queries, you can do so here or in a config file.
@@ -51,19 +51,18 @@ jobs:
 
     # Autobuild attempts to build any compiled languages  (C/C++, C#, or Java).
     # If this step fails, then you should remove it and run the build manually (see below)
-    - name: Autobuild
-      uses: github/codeql-action/autobuild@v2
+    #- name: Autobuild
+    #  env:
+    #  uses: github/codeql-action/autobuild@v2
 
     # ℹ️ Command-line programs to run using the OS shell.
     # 📚 https://git.io/JvXDl
 
     # ✏️ If the Autobuild fails above, remove it and uncomment the following three lines
     #    and modify them (or add more) to build your code if your project
     #    uses a compiled language
-
-    #- run: |
-    #   make bootstrap
-    #   make release
+    - run: |
+        ./mvnw clean package -B -V -e -Pminimal-fix-latest -Dmaven.javadoc.skip=true -Dfindbugs.skip -Dcheckstyle.skip -Dpmd.skip=true -Dspotbugs.skip -Denforcer.skip -DskipTests -Dmaven.test.skip.exec -Dlicense.skip=true -Drat.skip=true -Dspotless.check.skip=true -D"java.util.logging.config.file"="logging.properties" -D"http.keepAlive"="false" -D"maven.wagon.http.pool"="false" -D"maven.wagon.httpconnectionManager.ttlSeconds"="120"
 
     - name: Perform CodeQL Analysis
-      uses: github/codeql-action/analyze@v2
+      uses: github/codeql-action/analyze@v3

.github/workflows/maven.yml

@@ -13,20 +13,46 @@ jobs:
     runs-on: ${{ matrix.os }}
     strategy:
       matrix:
-        os: [ubuntu-latest, macOS-latest, windows-latest]
+        os: [ubuntu-latest, macOS-latest]
         java: [8, 11, 17]
       fail-fast: false
       max-parallel: 4
     name: Test JDK ${{ matrix.java }}, ${{ matrix.os }}
 
     steps:
-      - uses: actions/checkout@v3
+      - uses: actions/checkout@v4
       - name: Set up JDK
-        uses: actions/setup-java@v3
+        uses: actions/setup-java@v4
         with:
           distribution: 'temurin'
           java-version: ${{ matrix.java }}
+          cache: 'maven'
       - name: Test with Maven
-        env:
-          MAVEN_OPTS: "-Xms3g -Xmx3g"
-        run: mvn test -B -V -D"java.util.logging.config.file"="logging.properties" -D"http.keepAlive"="false" -D"maven.wagon.http.pool"="false" -D"maven.wagon.httpconnectionManager.ttlSeconds"="120"
+        run: ./mvnw install -B -V -Pminimal-fix-latest -D"java.util.logging.config.file"="logging.properties" -D"http.keepAlive"="false" -D"maven.wagon.http.pool"="false" -D"maven.wagon.httpconnectionManager.ttlSeconds"="120"
+
+  test-windows:
+    runs-on: ${{ matrix.os }}
+    strategy:
+      matrix:
+        os: [windows-latest]
+        java: [8, 11, 17]
+      fail-fast: false
+      max-parallel: 3
+    name: Test JDK ${{ matrix.java }}, ${{ matrix.os }}
+
+    steps:
+      - uses: actions/checkout@v4
+      - name: Configure pagefile
+        uses: al-cheb/configure-pagefile-action@v1.3
+        with:
+          minimum-size: 8GB
+          maximum-size: 16GB
+          disk-root: "C:"
+      - name: Set up Windows JDK
+        uses: actions/setup-java@v4
+        with:
+          distribution: 'temurin'
+          java-version: ${{ matrix.java }}
+          cache: 'maven'
+      - name: Test with Maven on Windows
+        run: ./mvnw.cmd install -B -V  -D"maven.javadoc.skip"="true" -P"skipBundlePlugin,minimal-fix-latest" -D"java.util.logging.config.file"="logging.properties"  -D"http.keepAlive"="false" -D"maven.wagon.http.pool"="false" -D"maven.wagon.httpconnectionManager.ttlSeconds"="120"

.gitignore

@@ -11,3 +11,4 @@ target/
 *.iws
 # ignore NetBeans configuration
 nb-configuration.xml
+*.bak

.mvn/jvm.config

@@ -0,0 +1 @@
+-Xms3g -Xmx6g -Djdk.xml.xpathExprGrpLimit=500 -Djdk.xml.xpathExprOpLimit=500

.mvn/wrapper/maven-wrapper.properties

@@ -0,0 +1,18 @@
+# Licensed to the Apache Software Foundation (ASF) under one
+# or more contributor license agreements.  See the NOTICE file
+# distributed with this work for additional information
+# regarding copyright ownership.  The ASF licenses this file
+# to you under the Apache License, Version 2.0 (the
+# "License"); you may not use this file except in compliance
+# with the License.  You may obtain a copy of the License at
+#
+#   http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing,
+# software distributed under the License is distributed on an
+# "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
+# KIND, either express or implied.  See the License for the
+# specific language governing permissions and limitations
+# under the License.
+distributionUrl=https://repo.maven.apache.org/maven2/org/apache/maven/apache-maven/3.9.6/apache-maven-3.9.6-bin.zip
+wrapperUrl=https://repo.maven.apache.org/maven2/org/apache/maven/wrapper/maven-wrapper/3.2.0/maven-wrapper-3.2.0.jar

README.md

@@ -7,7 +7,7 @@ QuickFIX/J
 This is the official QuickFIX/J project repository.
 
 ## intro
-QuickFIX/J is a full featured messaging engine for the FIX protocol (FIX versions 4.0 - 5.0SP2/FIXT1.1).
+QuickFIX/J is a full featured messaging engine for the FIX protocol (FIX versions 4.0 - 5.0SP2/FIXT1.1 and FIXLatest).
 It is a 100% Java open source implementation of the popular C++ QuickFIX engine.
 
 The Financial Information eXchange (FIX) protocol is a messaging standard developed
@@ -42,27 +42,27 @@ Pull requests are always welcome! Best is if you added a unit test to show that
 
 Fastest: clone the repo and issue the following command.
 ```
-$ mvn clean package -Dmaven.javadoc.skip=true -DskipTests -PskipBundlePlugin
+$ mvnw clean package -Dmaven.javadoc.skip=true -DskipTests -PskipBundlePlugin,minimal-fix-latest
 ```
 
 Slower: if you only want to skip the acceptance test suite:
 ```
-$ mvn clean package -Dmaven.javadoc.skip=true -DskipAT=true -PskipBundlePlugin
+$ mvnw clean package -Dmaven.javadoc.skip=true -DskipAT=true -PskipBundlePlugin,minimal-fix-latest
 ```
 
 Slow: if you want to run all tests:
 ```
-$ mvn clean package -Dmaven.javadoc.skip=true -PskipBundlePlugin
+$ mvnw clean package -Dmaven.javadoc.skip=true -PskipBundlePlugin,minimal-fix-latest
 ```
 NB: If you want to use the resulting JARs in an OSGi environment you'll have to omit the `-PskipBundlePlugin` option.
 
 ## importing the project into the IDE
 
 When the project is first created, it will not have the generated message classes and compile errors will occur! Best is to compile once on the command line before importing the project into the IDE.
 
-If the IDE reports some errors after the compilation with `mvn clean package`, try to use `mvn clean install`, like:
+If the IDE reports some errors after the compilation with `mvnw clean package`, try to use `mvnw clean install`, like:
 ```
-$ mvn clean install -Dmaven.javadoc.skip=true -DskipTests -PskipBundlePlugin
+$ mvnw clean install -Dmaven.javadoc.skip=true -DskipTests -PskipBundlePlugin,minimal-fix-latest
 ```
 
 ## configuration options
@@ -283,3 +283,40 @@ void sendOrderCancelRequest() throws SessionNotFound {
   Session.sendToTarget(message, "TW", "TARGET");
 }
 ```
+
+## QuickFIX/J Runtime
+
+This project builds artefacts for the standard published FIX specification versions from FIX 4.0 to FIX Latest. 
+
+* ```quickfixj-messages-fix40```
+* ```quickfixj-messages-fix41```
+* ```quickfixj-messages-fix42```
+* ```quickfixj-messages-fix43```
+* ```quickfixj-messages-fix44```
+* ```quickfixj-messages-fix50```
+* ```quickfixj-messages-fix50sp1```
+* ```quickfixj-messages-fix50sp2```
+* ```quickfixj-messages-fixlatest```
+* ```quickfixj-messages-fixt11```
+* ```quickfixj-messages-all``` - includes all of the above
+
+These artefacts are <u>**test**</u> dependencies of ```quickfixj-core```. They are **not** specified as _runtime_ dependencies, this makes it easier to customise QuickFIX/J deployments. 
+
+If you have no need to customise a FIX integration then you can use the ```org.quickfixj``` artefacts built by this project. Simply include them as dependencies of your application.
+
+Artefacts for unused FIX specification versions can be omitted from your runtime. 
+Many integrations will not require ```quickfixj-messages-all``` and need only depend on artefacts for a subset of the FIX standard versions. Please note that FIX Protocol versions 5.0 and later depend on ```quickfixj-messages-fixt11``` which provides the implementation for the FIXT1.1 transport messages.
+
+Many integrations require specialisation of the FIX Messages, Components and/or Fields. This is accomplished by building and using custom artefacts. Please see [Customising QuickFIX/J](./customising-quickfixj.md) for more detail.
+
+### Application Dependencies for QuickFIX/J Messages Build
+
+![image info](./src/main/puml/dependencies_fixt11_fixlatest.png)
+
+![image info](./src/main/puml/dependencies_qfj_all.png)
+
+### Application Dependencies for Custom Messages Build
+
+![image info](./src/main/puml/custom_dependencies.png)
+
+![image info](./src/main/puml/custom_dependencies_fixt11_fixlatest.png)

customising-quickfixj.md

@@ -0,0 +1,94 @@
+
+# Customising QuickFIX/J
+
+The core QuickFIX/J module is agnostic to FIX Protocol Versions. At runtime a QuickFIX/J dictionary with supporting implementation packages is required to use type-safe classes.
+
+The specification for a FIX integration is called a "Rules of Engagement". The Rules of Engagement can be customised with the mutual agreement of the respective counter-parties.
+
+The message, component and field implementations can be provided by a specialised build, along with the corresponding QuickFIX/J dictionary for the custom Rules of Engagement. 
+
+The standard distribution of ```quickfixj-core``` can be used with custom artefacts. You need only build artefacts for versions of the Protocol that you use. These can be maintained independently from the QuickFIX/J project, while depending on the QuickFIX/J for the core functionality and tools.
+
+To build custom artefacts it's helpful to understand how QuickFIX/J builds the Field, Component and Message classes from the QuickFIX/J dictionaries and from [FIX Orchestra](https://www.fixtrading.org/standards/fix-orchestra/).
+
+The QuickFIX/J reference implementations for FIX versions FIX4.0 to FIX5.0sp2 and for FIXT1.1 are generated from the QuickFIX dictionaries for the specific version. The dictionaries are located in the ```src/main/resources``` directory of the respective modules of the ```quickfixj-messages``` module. 
+Maintaining the FIX4.0 to FIX5.0sp2 builds intentionally provides consistency with the prior QuickFIX/J 2 release in order to ease migration to QuickFIX/J 3.  
+
+The most recent standard is defined as [FIX Latest](https://www.fixtrading.org/online-specification/). The QuickFIX/J reference implementation for FIX Latest is generated from a [FIX Orchestra](https://www.fixtrading.org/standards/fix-orchestra/) repository file. 
+An implementation or customisation of the FIX Standars derived from the FIX Orchestra repository is known as an "_orchestration_". 
+The standard FIX Orchestra repository requires some modification to work well with QuickFIX/J. 
+This is done by the ```quickfixj-orchestration``` module. 
+The ```quickfixj-orchestration``` module publishes a modified Orchestra artefact which can then be the basis of a custom FIX Latest build using QuickFIX/J .
+
+The complete reference FIX Latest specification results in a very large distribution. 
+To use FIX Latest, customisation of the [FIX Orchestra](https://www.fixtrading.org/standards/fix-orchestra/) repository is advisable.
+Please see [QuickFIX/J Orchestration](./quickfixj-orchestration/readme.md) for details.
+
+## Customisation Scenarios
+
+### **Enable the use of ```BigDecimal``` for FIX Decimal Data Types**
+
+This behaviour is controlled by the ```${generator.decimal}``` build property. It is "false" by default to avoid surprising side effects of incompatible data types.
+
+To enable the use of  ```BigDecimal``` in code generation, set the  ```${generator.decimal}``` property to "true" in [quickfixj-messages](./quickfixj-messages/readme.md) and build the message artefacts.
+
+```
+	<properties>
+		<generator.decimal>true</generator.decimal>
+	</properties>
+```
+See [QuickFIX/J Messages](./quickfixj-messages/readme.md) for details of the build and recommendation for  **how to implement custom builds.**
+
+### **Incompatible Data Types**
+
+Some incompatible changes have occurred in the evolution of the FIX protocol. For example see below changes to the type of **OrderQty (38)** :
+
+|FIX Version|Field Name|FIX Datatype|Base Type|QuickFIX/J Datatype|
+|---|---|---|---|---|
+|4.0|OrderQty|int|int|```int```|
+|4.2|OrderQty|Qty|float|```Double``` or ```BigDecimal```|
+
+Only one ```quickfix.Field``` class with the same name may be loaded by the Java classloader so only one version of this Field should be in the classpath. QuickFix/J also verifies the data type using the supplied QuickFIX "Dictionary". 
+
+Code generation using ```BigDecimal``` is incompatible at runtime with ```int``` for **OrderQty**. In this case, ```double``` is compatible with ```int``` at run time due to [widening primitive conversion](http://titanium.cs.berkeley.edu/doc/java-langspec-1.0/5.doc.html). 
+
+Runtime incompatibilities can be resolved by:
+* Amending the QuickFIX Dictionary to coerce the code generation and/or validation
+* Changing the ordering of code generation and/or overwrite behaviour of code generation
+* Omitting incompatible versions from your customised build
+* Building artefacts independently for the conflicting versions and ensuring they are not used them in the same runtime
+
+See [QuickFIX/J Messages](./quickfixj-messages/readme.md) for details of the build and recommendation for  **how to implement custom builds.**
+
+### **Customising the FIX Protocol for specialised Rules of Engagement**
+
+A Rules of Engagement can include customisation Messages, Components and Fields, including User Defined elements.
+
+It is not necessary to maintain a fork of the entire QuickFIX/J project to provide customised QuickFIX Dictionaries and to 
+generate type-safe libraries that are interoperable with QuickFIX/J. 
+
+[FIX Orchestra](https://www.fixtrading.org/standards/fix-orchestra/) is intended for customisation to produce machine-readable Rules of Engagement.
+
+Consider creating a new project (or projects) to build the Messages, Components and Fields as needed for your specific Rules of Engagement. 
+
+Edit the QuickFIX Dictionary or FIX Orchestra Repository (Orchestration) as required and 
+build the Messages, Components and Fields packages using the tools provided by the QuickFIX/J projects. 
+
+QuickFIX/J Dictionaries, FIX Orchestra Orchestrations and/or documents can also be generated. 
+
+See [QuickFIX/J Messages](./quickfixj-messages/readme.md) for details of the build and recommendation for  **how to implement custom builds.**
+
+### **Managing incompatibility with Prior Versions of QuickFIX/J**
+
+From QuickFIX/J 3.0.0 the code generation for ```quickfix.Field``` prefers the FIX Orchestra Standard. This results in incompatible changes to the names of constants. 
+
+For example : ```SettlType.REGULAR_FX_SPOT_SETTLEMENT``` becomes ```SettlType.REGULAR```. 
+
+The required code changes may be trivial in most cases, but changes are elective. 
+The following describes how to use ```quickfixj-core``` from QuickFIX/J  3 without needing to implement code changes:
+* build the required Message artefacts without the FIX Latest code generation. The Fields will then be generated only from legacy FIX Protocol Versions as they were prior to QuickFIX/J 3.0.0 - **or**
+* if you want to use Messages, Components and/or Fields from FIX Latest while preferring legacy constants, 
+manipulate the order of code generation and/or the over-write behaviour of code behaviour to prefer earlier versions of FIX. 
+For example, generate FIX Latest first and overwrite the generated Field classes by subsequently running code generation for an earlier version.
+
+See [QuickFIX/J Messages](./quickfixj-messages/readme.md) for details of the build and recommendation for  **how to implement custom builds.**