Generic application interface. More...

#include <B2BITS_Application.h>

Public Member Functions
virtual bool	onAdminCommand (const Session &sn, const AdminCommand commandCode, const std::string &commandText, std::string &rejectReason)
	Faired when an admin command is received. More...

virtual void *	onAfterMessageIsReceived (char const *msg, std::size_t msgSize, const Session &sn)
	Faired just after message is received from socket. More...

virtual void	onAsyncConnectCompleted (int error, const Session &sn)
	Fired when async connect operation has completed. More...

virtual void	onBeforeLogonIsSerialized (FIXMessage &msg, const Session &sn)
	The callback is called before the Logon message is serialized for sending. More...

virtual void	onBeforeMessageIsSent (int msgSeqNum, const Session &sn, std::size_t msgCount)

virtual bool	onBeforeStoreAndForward (const Engine::FIXMessage &fixMsg, char const *msg, size_t msgSize, const Session &sn)
	Faired just before the message is stored to an output log file. More...

virtual void	onHeartbeatWithTestReqIDEvent (const HeartbeatWithTestReqIDEvent &event, const Session &sn)=0
	This call-back method is called when a Heartbeat message (MsgType = 0) with the TestReqID field (tag = 112) has been received. More...

virtual void	onInvalidResendRequestEvent (const ResendRequestEvent &event, const Session &sn)
	This call-back method is called when a ill-formed Resend Request (MsgType = 2) has been received. More...

virtual void	onLogonEvent (const LogonEvent *event, const Session &sn)=0
	This call-back method is called to notify that the Logon message has been received from the counterpart. More...

virtual void	onLogoutEvent (const LogoutEvent *event, const Session &sn)=0
	This call-back method is called to notify that the Logout message has been received from the counterpart or the session was disconnected. More...

virtual void	onMessagePreparedForSending (const FIXMessage &msg, const Session &sn)
	Faired when message is prepared for sending to socket. More...

virtual void	onMsgRejectEvent (const MsgRejectEvent *event, const Session &sn)=0
	This call-back method is called when a message have to be rejected. More...

virtual void	onNewStateEvent (const NewStateEvent &event, const Session &sn)=0
	This call-back method is called when the session has changed its state. More...

virtual void	onReconnectTryEvent (int remainTries, const Session &sn)
	This call-back method is called each time session tries to reconnect. More...

virtual bool	onResend (const FIXMessage &msg, const Session &sn)=0
	This call-back method is called when an outgoing message is about to be resent as a reply to the incoming ResendRequest message. More...

virtual void	onResendRequestEvent (const ResendRequestEvent &event, const Session &sn)=0
	This call-back method is called when a Resend Request (MsgType = 2) has been received. More...

virtual bool	onResendRequestLoop (const ResendRequestEvent &event, const Session &sn)
	This call-back method is called when #DuplicateResendRequestLimit ResendRequest messages are received. More...

virtual void	onSequenceGapEvent (const SequenceGapEvent *event, const Session &sn)=0
	This call-back method is called when a message gap is detected in incoming messages. More...

virtual void	onSessionLevelRejectEvent (const SessionLevelRejectEvent *event, const Session &sn)=0
	This call-back method is called when a session-level Reject message (MsgType = 3) is received. More...

virtual bool	onSessionLevelRejectEvent (Engine::FIXMessageProcessElem *work, const Session &sn)
	This call-back method is called when a session-level Reject message (MsgType = 3) is received. More...

virtual bool	onSessionLevelRejectWithSeqNumTooHigh (const FIXMessage &msg, const Session &sn)
	Faired when Session Level Reject message is received with the sequence number too high. More...

virtual void	onSwitchConnectionEvent (const SwitchConnectionEvent &event, const Session &sn)
	This call-back method is called when the session is switching to another connection. More...

virtual void	onTerminated (const Session &sn)
	Faired when Session is terminated and all internal threads are stopped. More...

virtual void	onUnableToRouteMessage (const UnableToRouteMessageEvent &event, const Session &sn)=0
	This call-back method is called when the message has to be routed to the session, which does not exist. More...

virtual void	onUnexpectedMessageEvent (const UnexpectedMessageEvent *event, const Session &aSn)
	This call-back method is called to notify about received unexpected message. More...

virtual bool	process (const FIXMessage &msg, const Session &sn)=0
	The call-back method to process incoming messages. More...

virtual bool	process (Engine::FIXMessageProcessElem *work, const Engine::Session &sn)
	The call-back method to process incoming messages. More...

virtual	~Application ()
	Destructor. More...

Detailed Description

Generic application interface.

Processes the incoming messages. All user's applications must be inherited from this class.

Constructor & Destructor Documentation

virtual Engine::Application::~Application ( )

inlinevirtual

Destructor.

Member Function Documentation

virtual bool Engine::Application::onAdminCommand	(	const Session &	sn,
		const AdminCommand	commandCode,
		const std::string &	commandText,
		std::string &	rejectReason
	)

inlinevirtual

Faired when an admin command is received.

Parameters

[in]	sn	is a reference to a session, the admin command refers to
[in]	commandCode	is a code of the admin command
[in]	commandText	is a text representation of the command
[out]	rejectReason	is a short description why the command is rejected

Returns: false if the command must be rejected, otherwise true

virtual void* Engine::Application::onAfterMessageIsReceived	(	char const *	msg,
		std::size_t	msgSize,
		const Session &	sn
	)

inlinevirtual

Faired just after message is received from socket.

Parameters

[in]	sn	Reference to FIX session related to the event.
[in]	msg	Pointer to the buffer with message.
[in]	msgSize	Size of the message buffer.

References B2B_USE_ARG.

virtual void Engine::Application::onAsyncConnectCompleted	(	int	error,
		const Session &	sn
	)

inlinevirtual

Fired when async connect operation has completed.

Callback is called in the scope of the session lock.

Parameters

[in]	error	Error code of the connect operation, 0 means no error
[in]	sn	Reference to FIX session related to the event.

virtual void Engine::Application::onBeforeLogonIsSerialized	(	FIXMessage &	msg,
		const Session &	sn
	)

inlinevirtual

The callback is called before the Logon message is serialized for sending.

The callback can be used for Logon message customization.

Parameters

msg	Logon message
sn	Reference to FIX session sending the Logon message.

References B2B_USE_ARG.

virtual void Engine::Application::onBeforeMessageIsSent	(	int	msgSeqNum,
		const Session &	sn,
		std::size_t	msgCount
	)

inlinevirtual

Note: Currently disabled.

The callback is called before the message is sent to socket. Designed specifically for benchmarks.

Parameters

msgSeqNum	Sequence number of the sent message.
sn	Reference to FIX session related to the event.
msgCount	Messages count to send

References B2B_USE_ARG.

virtual bool Engine::Application::onBeforeStoreAndForward	(	const Engine::FIXMessage &	fixMsg,
		char const *	msg,
		size_t	msgSize,
		const Session &	sn
	)

inlinevirtual

Faired just before the message is stored to an output log file.

Returns: true if the message should be sent, otherwise false.

virtual void Engine::Application::onHeartbeatWithTestReqIDEvent	(	const HeartbeatWithTestReqIDEvent &	event,
		const Session &	sn
	)

pure virtual

This call-back method is called when a Heartbeat message (MsgType = 0) with the TestReqID field (tag = 112) has been received.

Usually such a message is sent in reply to a Test Request (MsgType = 1) message.

Parameters

event	Information about occurred event.
sn	The corresponding FIX session.

virtual void Engine::Application::onInvalidResendRequestEvent	(	const ResendRequestEvent &	event,
		const Session &	sn
	)

inlinevirtual

This call-back method is called when a ill-formed Resend Request (MsgType = 2) has been received.

Parameters

event	Information about occurred event.
sn	The corresponding FIX session.

References B2B_USE_ARG.

virtual void Engine::Application::onLogonEvent	(	const LogonEvent *	event,
		const Session &	sn
	)

pure virtual

This call-back method is called to notify that the Logon message has been received from the counterpart.

If std::exception is raised inside this event, incoming connection will be closed. Exception text will be stored to the engine.log file.

Parameters

event	Event information.
sn	The corresponding FIX session.

virtual void Engine::Application::onLogoutEvent	(	const LogoutEvent *	event,
		const Session &	sn
	)

pure virtual

This call-back method is called to notify that the Logout message has been received from the counterpart or the session was disconnected.

Parameters

event	Information about occurred event.
sn	The corresponding FIX session.

virtual void Engine::Application::onMessagePreparedForSending	(	const FIXMessage &	msg,
		const Session &	sn
	)

inlinevirtual

Faired when message is prepared for sending to socket.

Note: Available if ENABLE_FAILOVER_CLUSTER_API is on.

Parameters

[in]	message	Prepared message.
[in]	sn	Reference to FIX session related to the event.

References B2B_USE_ARG.

virtual void Engine::Application::onMsgRejectEvent	(	const MsgRejectEvent *	event,
		const Session &	sn
	)

pure virtual

This call-back method is called when a message have to be rejected.

Parameters

event	- object that encapsulates rejected message
sn	- session object that rejects message

virtual void Engine::Application::onNewStateEvent	(	const NewStateEvent &	event,
		const Session &	sn
	)

pure virtual

This call-back method is called when the session has changed its state.

Parameters

event	Information about occurred event.
sn	The corresponding FIX session.

virtual void Engine::Application::onReconnectTryEvent	(	int	remainTries,
		const Session &	sn
	)

inlinevirtual

This call-back method is called each time session tries to reconnect.

Parameters

remainTries	The remain reconnect tries count.
sn	The corresponding FIX session.

References B2B_USE_ARG.

virtual bool Engine::Application::onResend	(	const FIXMessage &	msg,
		const Session &	sn
	)

pure virtual

This call-back method is called when an outgoing message is about to be resent as a reply to the incoming ResendRequest message.

If the method returns 'true' then the Engine resends the message to counterpart, otherwise it sends the SequenceReset Gap Fill message.

Parameters

msg	Outgoing message.
sn	FIX session.

Returns: true if the message should be resent, otherwise false.

virtual void Engine::Application::onResendRequestEvent	(	const ResendRequestEvent &	event,
		const Session &	sn
	)

pure virtual

This call-back method is called when a Resend Request (MsgType = 2) has been received.

Parameters

event	Information about occurred event.
sn	The corresponding FIX session.

virtual bool Engine::Application::onResendRequestLoop	(	const ResendRequestEvent &	event,
		const Session &	sn
	)

inlinevirtual

This call-back method is called when #DuplicateResendRequestLimit ResendRequest messages are received.

Parameters

event	Information about occurred event.
sn	The corresponding FIX session.

Returns: To reset #DuplicateResendRequestLimit counter return true; false otherwise.

References B2B_USE_ARG.

virtual void Engine::Application::onSequenceGapEvent	(	const SequenceGapEvent *	event,
		const Session &	sn
	)

pure virtual

This call-back method is called when a message gap is detected in incoming messages.

Parameters

event	Information about occurred event.
sn	The corresponding FIX session.

virtual void Engine::Application::onSessionLevelRejectEvent	(	const SessionLevelRejectEvent *	event,
		const Session &	sn
	)

pure virtual

This call-back method is called when a session-level Reject message (MsgType = 3) is received.

Parameters

event	Information about occurred event.
sn	The corresponding FIX session.

virtual bool Engine::Application::onSessionLevelRejectEvent	(	Engine::FIXMessageProcessElem *	work,
		const Session &	sn
	)

virtual

This call-back method is called when a session-level Reject message (MsgType = 3) is received.

If the application can not process the given message, the FIX Engine will try to deliver it later. If the callee hasn't commited the message into the session's log the engine will commit it when the call-back returns.

Warning: This method should complete as quickly as possible. Do not perform time-consuming tasks inside it.

Parameters

work	the incoming message and the additional message processing related information.
sn	The corresponding FIX session.

Returns: true if the application can process the given message right now, otherwise false to delay (throttle).

virtual bool Engine::Application::onSessionLevelRejectWithSeqNumTooHigh	(	const FIXMessage &	msg,
		const Session &	sn
	)

inlinevirtual

Faired when Session Level Reject message is received with the sequence number too high.

Note: It can occur when remote site sends reject on Resend Request. In this case user can reset incoming/outgoing sequences and restart the session.

Returns: true if message is processed; false [default] to send resend request message.

References B2B_USE_ARG.

virtual void Engine::Application::onSwitchConnectionEvent	(	const SwitchConnectionEvent &	event,
		const Session &	sn
	)

inlinevirtual

This call-back method is called when the session is switching to another connection.

Parameters

event	Information about occurred event.
sn	The corresponding FIX session.

References B2B_USE_ARG.

virtual void Engine::Application::onTerminated ( const Session & sn )

inlinevirtual

Faired when Session is terminated and all internal threads are stopped.

Parameters

[in] sn Reference to FIX session related to the event.

References B2B_USE_ARG.

virtual void Engine::Application::onUnableToRouteMessage	(	const UnableToRouteMessageEvent &	event,
		const Session &	sn
	)

pure virtual

This call-back method is called when the message has to be routed to the session, which does not exist.

Parameters

event	Information about occurred event.
sn	The corresponding FIX session.

virtual void Engine::Application::onUnexpectedMessageEvent	(	const UnexpectedMessageEvent *	event,
		const Session &	aSn
	)

inlinevirtual

This call-back method is called to notify about received unexpected message.

For example - when first message in session is not a Logon.

Parameters

event	Information about occurred event.
sn	The corresponding FIX session.

References B2B_USE_ARG.

virtual bool Engine::Application::process	(	const FIXMessage &	msg,
		const Session &	sn
	)

pure virtual

The call-back method to process incoming messages.

If an exception is thrown from the callback the reject message will be sent.

Warning: This method should complete as quickly as possible. Do not perform time-consuming tasks inside it.

Parameters

msg	the incoming message.
sn	The corresponding FIX session.

Returns: the value is ignored. Please note that the message is lost if application can't process it in place and can't queue it to some internal queue for delayed processing.

virtual bool Engine::Application::process	(	Engine::FIXMessageProcessElem *	work,
		const Engine::Session &	sn
	)

virtual

The call-back method to process incoming messages.

If the application can not process the given message, the FIX Engine will try to deliver it later. If an exception is thrown from the callback the reject message will be sent. If the callee hasn't commited the message into the session's log the engine will commit it when the call-back returns.

Warning: This method should complete as quickly as possible. Do not perform time-consuming tasks inside it.

Parameters

work	the incoming message and the additional message processing related information.
sn	The corresponding FIX session.

Returns: true if the application can process the given message right now, otherwise false to delay (throttle). Please note that throttling is not supported if the message is delivered from out-of-sequence queue

See Also: OutOfSequenceMessagesStrategy So the message must be processed in place or some application level queueing be used.

Public Member Functions

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation