B - AMQP Programming Guide 1.5

Eurex Clearing

Eurex Clearing Messaging Interfaces Connectivity

B: AMQP Programming Guide

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Eurex Clearing

Eurex Clearing Messaging Interfaces Connectivity

B: AMQP Programming Guide

• For Internal Use Only -

Document ID

Version Number 1.4

Status draft

Author J. Scholz, M. Zerola

Reviewed by

Approval

Level 1

Level 2

Release Date 15.11.200028.11.2008official due date

Printed 12/30/2011 1:12:00 PM

Abstract

This document provides information about the connectivity for the AMQP based Eurex Clearing FIXML Interface, Eurex Clearing FpML Interface and Eurex Clearing Margin Calculator Interface. This document is intended to be a guide to Members developing applications, which will utilize this interface.

Keywords

Eurex Clearing FIXML Interface, Eurex Clearing FpML Interface, Eurex Clearing Margin Calculator Interface, Advanced Message Queuing Protocol, AMQP, Clearing, FIXML, FpML, XML, Development guide, Java, C++, .NET

History

.Table of Contents

(To insert or update the table of contents, press the button on the menu bar above.)

1Introduction 9

1.1 Overview 9

1.1.1 Eurex Clearing FIXML Interface 9

1.1.2 Eurex Clearing FpML Interface 9

1.1.3 Eurex Clearing Margin Calculator Interface 9

1.1.4 AMQP 9

1.1.5 FIXML 9

1.1.6 FpML 10

1.2 Intended audience 10

1.3 Eurex Clearing Messaging Interface Connectivity documentation 10

1.4 Eurex Clearing FIXML Interface documentation 11

1.5 Eurex Clearing FpML Interface and Margin Calculator Interface documentation 12

1.6 Conventions used in this document 12

1.7 Examples used in this document 12

1.8 Organization of this document 12

1.9 Code examples 13

2Obtaining the AMQP client API 14

2.1 Apache Qpid / Red Hat MRG Messaging 14

2.2 SwiftMQ AMQP 1.0 Java client 15

2.3 Upgrading client libraries 16

3Java 17

3.1 SSL / TLS Certificates 17

3.1.1 Client certificate 17

3.1.2 Broker public keys 18

3.1.3 SSL / TLS debugging 19

3.2 JMS 20

3.2.1 Java Naming and Directory Interface (JNDI) 20

3.2.2 Preparing connection and session 20

3.2.3 Creating a receiver/sender 21

3.2.4 Starting the connection 22

3.2.5 Thread safety 22

3.2.6 Receiving/sending messages 23

3.2.6.1 Preparing a request message 23

3.2.6.2 Sending a request message 23

3.2.6.3 Receiving a message using Message listener 24

3.2.6.4 Receiving a message using the receive() method 24

3.2.6.5 Message processing 25

3.2.7 Closing the connection 26

3.2.8 Error handling 26

3.3 Apache Qpid JMS client for AMQP 0-10 28

3.3.1 Connection Factory 28

3.3.2 Connection URI 28

3.3.3 Addresses 30

3.3.3.1 Receiving responses to requests 30

3.3.3.2 Sending requests 32

3.3.3.3 “ReplyTo” address in requests 33

3.3.3.4 Receiving broadcasts 33

3.3.4 Performance 34

3.3.4.1 Receive pre-fetching 34

3.3.4.2 Message acknowledgement 35

3.3.4.3 Sender synchronization 36

3.3.5 Logging 36

3.4 Apache Qpid JMS client for AMQP 1.0 37

3.4.1 Connection Factory 37

3.4.2 Connection URI 37

3.4.3 Addresses 39

3.4.3.1 Receiving responses to requests 39

3.4.3.2 Sending requests 40

3.4.3.3 “ReplyTo” address in requests 40

3.4.3.4 Receiving broadcasts 40

3.4.4 Performance 41

3.4.4.1 Receive pre-fetching 41

3.4.4.2 Message acknowledgement 41

3.4.4.3 Sender synchronization 42

3.4.5 Logging 42

3.5 Apache Qpid AMQP 1.0 JMS client 43

3.5.1 Connection Factory 43

3.5.2 Connection URI 43

3.5.3 Addresses 44

3.5.3.1 Receiving responses to requests 45

3.5.3.2 Sending requests 45

3.5.3.3 “ReplyTo” address in requests 45

3.5.3.4 Receiving broadcasts 46

3.5.4 Performance 46

3.5.4.1 Receive pre-fetching 46

3.5.4.2 Sender synchronization 47

3.5.5 Logging 47

3.6 SwiftMQ AMQP 1.0 client 47

3.6.1 SSL Client Authentication 48

3.6.2 Preparing connection and session 50

3.6.3 Creating consumer and producer 50

3.6.4 Sending messages 51

3.6.5 Receiving messages 52

3.6.6 Closing the connection 53

3.6.7 Logging 53

4C++ 54

4.1 Environment setup under Linux 54

4.2 Environment setup under Windows 56

4.3 Specifying the destination (addresses) 57

4.3.1 AMQP 0-10 57

4.3.2 AMQP 1.0 58

4.3.2.1 Receiving responses to requests 58

4.3.2.2 “ReplyTo” address in requests 58

4.4 Preparing connection and session 59

4.4.1 Auto reference handling 60

4.5 Creating a receiver/sender 61

4.6 Thread safety 61

4.7 Receiving/sending messages 61

4.7.1 Preparing a request message 61

4.7.2 Sending a request message 61

4.7.3 Receiving a message 62

4.7.4 Message processing 63

4.8 Closing the connection 63

4.9 Compilation and linking on the Linux operating system 63

4.10 Compilation and linkage under the Windows operating system 64

4.11 Logging 64

4.12 Error handling 64

4.13 Performance 65

4.13.1 Receive pre-fetching 65

4.13.2 Message acknowledgement 66

4.13.3 Sender synchronization 67

5.NET 68

6Python 69

7Glossary of terms and abbreviations 70