Interface IFixSession

This interface is the main interface user works with. It represents IFIXSession either acceptor or initiator. And capable to send/receive messages.

Namespace: FixAntenna.FixEngine

Assembly: FixAntenna.Core.dll

Syntax

public interface IFixSession

Methods

AddInSessionLevelMessageListener(IFixMessageListener)

Add listeners to receive session level incoming messages. FIX session level message type:

• 'A' - Logon
• '0' - Heartbeat
• '1' - Test Request
• '2' - Resend Request
• '3' - Reject
• '4' - Sequence Reset
• '5' - Logout

Declaration

void AddInSessionLevelMessageListener(IFixMessageListener listener)

Parameters

Type	Name	Description
IFixMessageListener	listener	the user specified listener

AddOutSessionLevelMessageListener(ITypedFixMessageListener)

Declaration

void AddOutSessionLevelMessageListener(ITypedFixMessageListener listener)

Parameters

Type	Name	Description
ITypedFixMessageListener	listener

AddUserGlobalMessageHandler(AbstractUserGlobalMessageHandler)

Declaration

void AddUserGlobalMessageHandler(AbstractUserGlobalMessageHandler userMessageHandler)

Parameters

Type	Name	Description
AbstractUserGlobalMessageHandler	userMessageHandler

Connect()

Connects to remote counterparty, if initiator or accepts incoming connection if acceptor.

Declaration

void Connect()

Exceptions

Type	Condition
System.IO.IOException	I/O exception if error occurred

Disconnect(String)

Gracefully disconnects current session.

Logoff with specified reason will be sent to your counterparty.

Note: This method doesn't guarantee immediate shutdown, since FIX protocol require us to wait for counterparty logoff reply.

Declaration

void Disconnect(string reason)

Parameters

Type	Name	Description
System.String	reason	the reason

Dispose()

Disposes current session, removes its reference from GlobalSessionManager and frees all allocated resources. Normally should be called after disconnect().

However it is possible to call this method for active session without previous disconnect() that will abnormally terminate fix session by closing fix connection (without logon exchange). This is useful to terminate stuck sessions if standard FIX logoff procedure doesn't work.

Declaration

void Dispose()

GetInSeqNum()

Declaration

long GetInSeqNum()

Returns

Type	Description
System.Int64

GetMessageValidator()

Returns message validator.

Declaration

IMessageValidator GetMessageValidator()

Returns

Type	Description
IMessageValidator	message validator for current session

GetOutSeqNum()

Declaration

long GetOutSeqNum()

Returns

Type	Description
System.Int64

GetSessionParameters()

Returns the cloned session connection parameters instance.

Declaration

SessionParameters GetSessionParameters()

Returns

Type	Description
SessionParameters	SessionParameters - session parameters

GetSessionState()

Returns session state.

Declaration

SessionState GetSessionState()

Returns

Type	Description
SessionState	SessionState - session state

Init()

Initialize FIX session. This allows to put messages to session. These messages will be send after connect.

Declaration

void Init()

Exceptions

Type	Condition
System.IO.IOException	I/O exception if error occurred

PrepareMessage(FixMessage, MessageStructure)

Builds FixMessage object from FixMessage object.

Declaration

FixMessage PrepareMessage(FixMessage message, MessageStructure structure)

Parameters

Type	Name	Description
FixMessage	message	FixMessage object
MessageStructure	structure	message structure

Returns

Type	Description
FixMessage	FixMessage object

Exceptions

Type	Condition
PreparedMessageException

PrepareMessage(FixMessage, String, MessageStructure)

Builds FixMessage object from FixMessage object.

Declaration

FixMessage PrepareMessage(FixMessage message, string type, MessageStructure structure)

Parameters

Type	Name	Description
FixMessage	message	FixMessage object
System.String	type	type of the message
MessageStructure	structure	message structure

Returns

Type	Description
FixMessage	FixMessage object

Exceptions

Type	Condition
PreparedMessageException

PrepareMessage(String, MessageStructure)

Builds FixMessage object with specified type, message structure and prefilled header information

Declaration

FixMessage PrepareMessage(string msgType, MessageStructure userStructure)

Parameters

Type	Name	Description
System.String	msgType	message type
MessageStructure	userStructure	message structure

Returns

Type	Description
FixMessage	FixMessage object

PrepareMessageFromString(Byte[], MessageStructure)

Builds FixMessage object from String object.

Declaration

FixMessage PrepareMessageFromString(byte[] message, MessageStructure structure)

Parameters

Type	Name	Description
System.Byte[]	message	message string
MessageStructure	structure	message structure object

Returns

Type	Description
FixMessage	FixMessage object

Exceptions

Type	Condition
PreparedMessageException

PrepareMessageFromString(Byte[], String, MessageStructure)

Builds FixMessage object from String object.

Declaration

FixMessage PrepareMessageFromString(byte[] message, string type, MessageStructure structure)

Parameters

Type	Name	Description
System.Byte[]	message	message string
System.String	type	message type
MessageStructure	structure	message structure object

Returns

Type	Description
FixMessage	FixMessage object

Exceptions

Type	Condition
PreparedMessageException

Reject(String)

Reject incoming connection for acceptor.

Not applicable for initiator.

Declaration

void Reject(string reason)

Parameters

Type	Name	Description
System.String	reason

Exceptions

Type	Condition
System.IO.IOException	I/O exception if error occurred

ResetSequenceNumbers()

Allows user to reset sequences numbers by sending logon with 141=Y.

Notice: Only supported for FIX versions 4.1 and above. Notice: The logon message will be send only when session is in connected state.

Declaration

void ResetSequenceNumbers()

ResetSequenceNumbers(Boolean)

Allows user to reset sequences numbers by sending logon with 141=Y.

Notice: Only supported for FIX versions 4.1 and above.

Notice: The logon message will be send only when session is in connected state.

Declaration

void ResetSequenceNumbers(bool checkGapFillBefore)

Parameters

Type	Name	Description
System.Boolean	checkGapFillBefore	the flag indicates if needed to check the seq num. If true the TR will be sent before introday logon otherwise only intraday logon will be sent.

SendAsIs(FixMessage)

Convenient method to send out FIX message based on the message type and message content.

Depending on implementation and configuration may send message immediately or put it in the outgoing queue either persistent or stateless.

The Engine sends the message as is.

If session is disposed no more messages should be send by session.

Declaration

bool SendAsIs(FixMessage message)

Parameters

Type	Name	Description
FixMessage	message	the message content

Returns

Type	Description
System.Boolean	true if message was send immediately, false - message was queued for later sending

Exceptions

Type	Condition
System.InvalidOperationException	if session is disposed
System.ArgumentException

SendAsIs(FixMessage, FixSessionSendingType)

Convenient method to send out FIX message based on the message type and message content.

Depending on implementation and configuration may send message immediately or put it in the outgoing queue either persistent or stateless.

The Engine sends the message as is.

If session is disposed no more messages should be send by session.

Declaration

bool SendAsIs(FixMessage message, FixSessionSendingType optionMask)

Parameters

Type	Name	Description
FixMessage	message	the message content
FixSessionSendingType	optionMask	SendSync or SendAsync

Returns

Type	Description
System.Boolean	true if message was send immediately, false - message was queued for later sending

Exceptions

Type	Condition
System.InvalidOperationException	if session is disposed
System.ArgumentException

SendMessage(FixMessage)

Convenient method to send out user built FIX message. Depending on implementation and configuration may send message immediately or put it in the outgoing queue either persistent or stateless.

The Engine updates the footer and header in the message.

If session is disposed no more messages should be send by session.

Declaration

bool SendMessage(FixMessage message)

Parameters

Type	Name	Description
FixMessage	message	the message

Returns

Type	Description
System.Boolean	true if message was send immediately, false - message was queued for later sending

Exceptions

Type	Condition
System.InvalidOperationException	if session is disposed
System.ArgumentException

SendMessage(FixMessage, FixSessionSendingType)

Convenient method to send out user built FIX message. Depending on implementation and configuration may send message immediately or put it in the outgoing queue either persistent or stateless.

The Engine updates the footer and header in the message.

If session is disposed no more messages should be send by session.

Declaration

bool SendMessage(FixMessage message, FixSessionSendingType optionMask)

Parameters

Type	Name	Description
FixMessage	message	the message
FixSessionSendingType	optionMask	SendSync or SendAsync

Returns

Type	Description
System.Boolean	true if message was send immediately, false - message was queued for later sending

Exceptions

Type	Condition
System.InvalidOperationException	if session is disposed
System.ArgumentException

SendMessage(String, FixMessage)

Convenient method to send out FIX message based on the message type and message content.

Depending on implementation and configuration may send message immediately or put it in the outgoing queue either persistent or stateless.

If the msgType is null, Engine sends the message as is;

If the msgType is "", Engine updates body length, sequence number, sending time and checksum fields;

Otherwise Engine wraps the content.

If session is disposed no more messages should be send by session.

Declaration

bool SendMessage(string msgType, FixMessage content)

Parameters

Type	Name	Description
System.String	msgType	the message type (Tag 35 content)
FixMessage	content	the message content

Returns

Type	Description
System.Boolean	true if message was send immediately, false - message was queued for later sending

Exceptions

Type	Condition
System.InvalidOperationException	if session is disposed
System.ArgumentException

SendMessage(String, FixMessage, FixSessionSendingType)

Convenient method to send out FIX message based on the message type and message content.

Depending on implementation and configuration may send message immediately or put it in the outgoing queue either persistent or stateless.

If the msgType is null, Engine sends the message as is;

If the msgType is "", Engine updates body length, sequence number, sending time and checksum fields;

Otherwise Engine wraps the content.

If session is disposed no more messages should be send by session.

Declaration

bool SendMessage(string msgType, FixMessage content, FixSessionSendingType optionMask)

Parameters

Type	Name	Description
System.String	msgType	the message type (Tag 35 content)
FixMessage	content	the message content
FixSessionSendingType	optionMask	SendSync or SendAsync

Returns

Type	Description
System.Boolean	true if message was send immediately, false - message was queued for later sending

Exceptions

Type	Condition
System.InvalidOperationException	if session is disposed
System.ArgumentException

SendWithChanges(FixMessage, ChangesType, FixSessionSendingType)

Convenient method to send out FIX message based on the message type and message content.

Depending on implementation and configuration may send message immediately or put it in the outgoing queue either persistent or stateless.

The Engine sends the message as is.

If session is disposed no more messages should be send by session.

Declaration

bool SendWithChanges(FixMessage content, ChangesType allowedChangesType, FixSessionSendingType optionMask)

Parameters

Type	Name	Description
FixMessage	content	the message content
ChangesType	allowedChangesType	the parameter takes the next values:
FixSessionSendingType	optionMask	SendSync or SendAsync

Returns

Type	Description
System.Boolean	true if message was send immediately, false - message was queued for later sending

Exceptions

Type	Condition
System.InvalidOperationException	if session is disposed
System.ArgumentException

See Also

ChangesType

SendWithChanges(FixMessage, Nullable<ChangesType>)

Convenient method to send out FIX message based on the message type and message content.

Depending on implementation and configuration may send message immediately or put it in the outgoing queue either persistent or stateless.

The Engine sends the message as is.

If session is disposed no more messages should be send by session.

Declaration

bool SendWithChanges(FixMessage content, ChangesType? allowedChangesType)

Parameters

Type	Name	Description
FixMessage	content	the message content
System.Nullable<ChangesType>	allowedChangesType	the parameter takes the next values:

Returns

Type	Description
System.Boolean	true if message was send immediately, false - message was queued for later sending

Exceptions

Type	Condition
System.InvalidOperationException	if session is disposed
System.ArgumentException

See Also

ChangesType

SetErrorHandler(IErrorHandler)

Sets error handler.

Declaration

void SetErrorHandler(IErrorHandler handler)

Parameters

Type	Name	Description
IErrorHandler	handler	the error handler

See Also

IErrorHandler

SetFixSessionListener(IFixSessionListener)

Sets IFIXSession listener to monitor session status and receive incoming messages.

Declaration

void SetFixSessionListener(IFixSessionListener listener)

Parameters

Type	Name	Description
IFixSessionListener	listener	the user specified listener

SetInSeqNum(Int64)

Declaration

void SetInSeqNum(long inSeqNum)

Parameters

Type	Name	Description
System.Int64	inSeqNum

SetOutSeqNum(Int64)

Declaration

void SetOutSeqNum(long outSeqNum)

Parameters

Type	Name	Description
System.Int64	outSeqNum

SetRejectMessageListener(IRejectMessageListener)

Sets reject listener.

Declaration

void SetRejectMessageListener(IRejectMessageListener listener)

Parameters

Type	Name	Description
IRejectMessageListener	listener	the reject message listener

See Also

IRejectMessageListener

SetSequenceNumbers(Int64, Int64)

Allows user to change sequences numbers for disconnected sessions.

Declaration

void SetSequenceNumbers(long inSeqNum, long outSeqNum)

Parameters

Type	Name	Description
System.Int64	inSeqNum	new incoming sequence number. If new value is < 0, then this parameter will be ignored.
System.Int64	outSeqNum	new outgoing sequence number. If new value is < 0, then this parameter will be ignored.

Exceptions

Type	Condition
System.IO.IOException

SetSlowConsumerListener(IFixSessionSlowConsumerListener)

Sets slow consumer message listener.

Declaration

void SetSlowConsumerListener(IFixSessionSlowConsumerListener slowConsumerListener)

Parameters

Type	Name	Description
IFixSessionSlowConsumerListener	slowConsumerListener	slow consumer listener

See Also

IFixSessionSlowConsumerListener