ag.QuickFix.Logger

QuickFix/n is the most potent and successful library for working with FIX protocol in a .NET environment.
However, logging all messages and events may be tricky, because, by default, QuickFix logs all of them to the console.
The idea is to substitute ILogFactory with your own one.
The only requirement is to use some logging provider (such as SeriLog or any other of your choice).

Usage

1. Add section to settings file (optional)

{
  "QuickFixLoggerSettings": {
    "PrefixIncomingMessage": "FixIncoming",
    "PrefixOutgoingMessage": "FixOutgoing",
    "PrefixEvent": "FixEvent",
    "ExcludedMsgTypes": [
      "0"
    ]
  }
}

2. Add appropriate usings

using ag.QuickFix.Logger.Extensions;
using ag.QuickFix.Logger.Settings;

3. Register services with one of overloaded extension methods

// uses default settings
services.AddQuickFixLogger();
// uses configuration file settings
services.AddQuickFixLogger(configuration.GetSection(nameof(QuickFixLoggerSettings)));
// explicily sets settings
services.AddQuickFixLogger(opts =>
{
    opts.LogEvents = false;
    opts.ExcludedMsgTypes = new[] { "0" };
});

4. Inject IQuickFixLoggerFactory into your classes

private readonly IQuickFixLoggerFactory _quickFixLoggerFactory;

public MyClass(IQuickFixLoggerFactory quickFixLoggerFactory)
{
    _quickFixLoggerFactory = quickFixLoggerFactory;
}

5. Inject IQuickFixEventsRaiser if you are going to use events

private readonly IQuickFixLoggerFactory _quickFixLoggerFactory;
private readonly IQuickFixEventsRaiser _eventsRaiser;

public MyClass(IQuickFixLoggerFactory quickFixLoggerFactory, IQuickFixEventsRaiser eventsRaiser)
{
    _quickFixLoggerFactory = quickFixLoggerFactory;
    _eventsRaiser = eventsRaiser;
}

6. Substitute ILogFactory with IQuickFixLoggerFactory

var settings = new QuickFix.SessionSettings(file);
var storeFactory = new QuickFix.FileStoreFactory(settings);
var initiator = new QuickFix.Transport.SocketInitiator(_tradeClientApp, storeFactory, settings, _quickFixLoggerFactory);

7. Subscribe to evnts, if you chose to use any

_eventsRaiser.OnQuickFixEvent += (sender, e) => Console.WriteLine($"Event==>{e.MessageString}");
_eventsRaiser.OnQuickFixIncoming += (sender, e) => Console.WriteLine($"Incoming==>{e.MessageString}");
_eventsRaiser.OnQuickFixOutgoing += (sender, e) => Console.WriteLine($"Outgoing==>{e.MessageString}");

8. You may also use asyn event, setting AllowAsyncEvents property of QuickFixLoggerSettings to true

_eventsRaiser.OnQuickFixEventAsync += _eventsRaiser_OnQuickFixEventAsync;
_eventsRaiser.OnQuickFixIncomingAsync += _eventsRaiser_OnQuickFixIncomingAsync;
_eventsRaiser.OnQuickFixOutgoingAsync += _eventsRaiser_OnQuickFixOutgoingAsync;

private async Task _eventsRaiser_OnQuickFixOutgoingAsync(object sender, QuickFixEventArgs e) => await Task.Run(() => { Console.WriteLine($"Outgoing==>{e.MessageString}"); });
private async Task _eventsRaiser_OnQuickFixIncomingAsync(object sender, QuickFixEventArgs e) => await Task.Run(() => { Console.WriteLine($"Incoming==>{e.MessageString}"); });
private async Task _eventsRaiser_OnQuickFixEventAsync(object sender, QuickFixEventArgs e) => await Task.Run(() => { Console.WriteLine($"Event==>{e.MessageString}"); });

Settings

Property name	Property type	Description	Default value
LogMessages	bool	Specifies whether FIX messages should be logged	true
LogEvents	bool	Specifies whether FIX events should be logged	true
PrefixIncomingMessage	string	Specifies incoming FIX message prefix	<incoming>
PrefixOutgoingMessage	string	Specifies outgoing FIX message prefix	<outgoing>
PrefixEventMessage	string	Specifies FIX event prefix	<event>
ExcludedMsgTypes	Array of int values specifies message types which should not be logged	string[]	null
AllowAsyncEvents	bool	Specifies whether events should be raise asycronously	false
AllowRaisingForEvents	bool	Specifies whether OnEvent or OnEventAsync should be raised	false
AllowRaisingForIncoming	bool	Specifies whether OnIncoming or OnIncomingAsync should be raised	false
AllowRaisingForOutgoing	bool	Specifies whether OnOutgoing or OnOutgoingAsync should be raised	false

Log examples

Using default settings and Heartbit (0) message added to ExcludedMsgTypes

07/03/2023 14:29:10 [INF] <event> Created session
07/03/2023 14:29:22 [INF] <event> FIX.4.4:EXECUTOR->CLIENT1 Socket Reader 20974680 accepting session FIX.4.4:EXECUTOR->CLIENT1 from 127.0.0.1:55948
07/03/2023 14:29:22 [INF] <event> FIX.4.4:EXECUTOR->CLIENT1 Acceptor heartbeat set to 0 seconds
07/03/2023 14:29:22 [INF] <incoming> 8=FIX.4.4�9=76�35=A�34=1�49=CLIENT1�52=20230307-12:29:22.518�56=EXECUTOR�98=0�108=30�141=Y�10=144�
07/03/2023 14:29:22 [INF] <event> Sequence numbers reset due to ResetSeqNumFlag=Y
07/03/2023 14:29:22 [INF] <event> Session reset: Reset requested by counterparty
07/03/2023 14:29:22 [INF] <event> Session reset: ResetOnLogon
07/03/2023 14:29:22 [INF] <event> Received logon
07/03/2023 14:29:22 [INF] <outgoing> 8=FIX.4.4�9=70�35=A�34=1�49=EXECUTOR�52=20230307-12:29:22.628�56=CLIENT1�98=0�108=30�10=095�
07/03/2023 14:29:22 [INF] <event> Responding to logon request
07/03/2023 14:30:22 [INF] <incoming> 8=FIX.4.4�9=145�35=D�34=3�49=CLIENT1�52=20230307-12:30:22.978�56=EXECUTOR�11=123456_789�21=1�38=1000�40=3�54=2�55=EUR/ILS�59=5�60=20230307-14:29:50.194�99=1.034�10=077�
07/03/2023 14:30:40 [INF] <event> Session FIX.4.4:EXECUTOR->CLIENT1 disconnecting: Socket exception (127.0.0.1:55948): An existing connection was forcibly closed by the remote host.
07/03/2023 14:30:40 [INF] <event> Session reset: ResetOnDisconnect

Using custom prefixes and Heartbit (0) message added to ExcludedMsgTypes

07/03/2023 14:29:22 [INF] FixEvent Created session
07/03/2023 14:29:22 [INF] FixEvent Connecting to 127.0.0.1 on port 5001
07/03/2023 14:29:22 [INF] FixEvent Connection succeeded
07/03/2023 14:29:22 [INF] FixEvent Session reset: ResetOnLogon
07/03/2023 14:29:22 [INF] FixEvent Session reset: ResetSeqNumFlag
07/03/2023 14:29:22 [INF] FixOutgoing 8=FIX.4.4�9=76�35=A�34=1�49=CLIENT1�52=20230307-12:29:22.518�56=EXECUTOR�98=0�108=30�141=Y�10=144�
07/03/2023 14:29:22 [INF] FixEvent Initiated logon request
07/03/2023 14:29:22 [INF] FixIncoming 8=FIX.4.4�9=70�35=A�34=1�49=EXECUTOR�52=20230307-12:29:22.628�56=CLIENT1�98=0�108=30�10=095�
07/03/2023 14:29:22 [INF] FixEvent Received logon
07/03/2023 14:30:22 [INF] FixOutgoing 8=FIX.4.4�9=145�35=D�34=3�49=CLIENT1�52=20230307-12:30:22.978�56=EXECUTOR�11=123456_789�21=1�38=1000�40=3�54=2�55=EUR/ILS�59=5�60=20230307-14:29:50.194�99=1.034�10=077�