How to generate message classes from new custom FI

问题:

There is a way to do this in QuickFIX/j.

Is there a way to do this in QuickFIX c++?

回答1:

I have never tried it myself, but if you download the source code, you will find a generate.sh file inside a "spec" directory that contains the following:

./generate_c++.sh
./generate_net.sh
ruby Generator.rb

The first script simply invokes a bunch of xsltproc commands in order to generate values and a message dispatching logic (aka cracker). But the majority of the generation is done using Generator.rb script (the main logic for C++ is in GeneratorCPP.rb). So what you have to do is to modify an existing XML spec file like FIX42.xml, run the generator and build source code.