Generic application interface. More...

#include <B2BITS_Application.h>

Inheritance diagram for Engine::Application:

Public Member Functions
virtual void	onAfterMessageIsParsed (FIXMessage &msg, const Session &sn)
	Fired after incoming message is parsed and stored in storage.

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

virtual void	onAfterMessageIsSent (const AfterMessageIsSentEvent &event, const Session &sn)
	Fired after message is sent to socket.

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

virtual void	onBeforeMessageIsSent (const BeforeMessageIsSentEvent &event, const Session &sn)
	Fired before message is sent to socket.

virtual void	onBeforeMessageIsSent (int msgSeqNum, const Session &sn, std::size_t msgCount)
	Fired before message is sent to socket.

virtual void	onBeforeMessageIsSerialized (FIXMessage &msg, const Session &sn)
	Fired after outgoing message is validated and before it is stored in the storage and sent to socket.

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.

virtual void	onIncomingThrottlerTriggered (const IncomingThrottlerTriggeredEvent &event, const Session &sn)
	Fired when one of the incoming throttlers restriction is met.

virtual void	onInMsgSeqNumTooLowEvent (const InMsgSeqNumTooLowEvent *event, const Session &sn)
	Faired on incoming message with sequence number too low without PossDupFlag set.

virtual void	onInSeqNumChanged (int oldValue, int newValue, const Session &sn)
	Fired just after the incoming seqnum is changed.

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.

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.

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.

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

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

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

virtual void	onOutgoingSessionLevelRejectEvent (const OutgoingSessionLevelRejectEvent *event, const Session &sn)
	This call-back method is called when a session-level Reject message (MsgType = 3) is sent.

virtual void	onReconnectTryEvent (int remainTries, const Session &sn)
	This call-back method is called each time session tries to reconnect Callback is called in the scope of the session lock.

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.

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.

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

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.

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.

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

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

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

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.

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

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

virtual	~Application ()
	Destructor.

Detailed Description

Generic application interface.

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

Constructor & Destructor Documentation

◆ ~Application()

virtual Engine::Application::~Application ( )

inlinevirtual

Destructor.

Member Function Documentation

◆ onAfterMessageIsParsed()

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

inlinevirtual

Fired after incoming message is parsed and stored in storage.

Before any message validation. Callback is called in the scope of the session lock.

Parameters

msg	the incoming message.
sn	Reference to FIX session related to the event.

Note: This callback is fired for FIX sessions only, not for FAST.

Warning: This method should complete as quickly as possible. Do not perform time-consuming tasks inside it.; This callback allows to modify or read an incoming FIX Message before automated validation. Be careful with modifying tags from standard header and trailer.

◆ onAfterMessageIsReceived()

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

inlinevirtual

Fired just after message is received from socket.

Callback is called in the scope of the session lock.

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.

◆ onAfterMessageIsSent()

virtual void Engine::Application::onAfterMessageIsSent	(	const AfterMessageIsSentEvent &	event,
		const Session &	sn )

inlinevirtual

Fired after message is sent to socket.

Callback is called NOT in the scope of the session lock.

Parameters

event	Information about occurred event.
sn	Reference to FIX session related to the event.

◆ onAsyncConnectCompleted()

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.

◆ onBeforeMessageIsSent() [1/2]

virtual void Engine::Application::onBeforeMessageIsSent	(	const BeforeMessageIsSentEvent &	event,
		const Session &	sn )

virtual

Fired before message is sent to socket.

Callback is called NOT in the scope of the session lock.

Parameters

event	Information about occurred event.
sn	Reference to FIX session related to the event.

Note: Default implemenation redirects call to the deprecated overload.

◆ onBeforeMessageIsSent() [2/2]

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

inlinevirtual

Fired before message is sent to socket.

Designed specifically for benchmarks. Callback is called in the scope of the session lock.

Parameters

[in]	msgSeqNum	Sequence number of the last message to send.
[in]	sn	Reference to FIX session related to the event.
[in]	msgCount	Messages count to send

Deprecated: This version of the method is deprecated. Use another overload.

◆ onBeforeMessageIsSerialized()

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

inlinevirtual

Fired after outgoing message is validated and before it is stored in the storage and sent to socket.

Callback is called in the scope of the session lock.

Parameters

msg	the incoming message.
sn	Reference to FIX session related to the event.

Note: This callback is fired for FIX sessions only, not for FAST.

Warning: This callback allows to modify or read an outgoing FIX Message after automated validation. Be careful with modifying tags from standard header and trailer.

◆ onHeartbeatWithTestReqIDEvent()

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. Callback is called in the scope of the session lock.

Parameters

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

◆ onIncomingThrottlerTriggered()

virtual void Engine::Application::onIncomingThrottlerTriggered	(	const IncomingThrottlerTriggeredEvent &	event,
		const Session &	sn )

inlinevirtual

Fired when one of the incoming throttlers restriction is met.

Callback is called in the scope of the session lock.

Parameters

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

Note: The action that the session must do after the callback, can be set by the event.action_ field.; The reason (the 58 tag) for logout and reject messages, can be set by the event.reason_ field.

◆ onInMsgSeqNumTooLowEvent()

virtual void Engine::Application::onInMsgSeqNumTooLowEvent	(	const InMsgSeqNumTooLowEvent *	event,
		const Session &	sn )

inlinevirtual

Faired on incoming message with sequence number too low without PossDupFlag set.

If message is processed, InMsgSeqNumTooLowEvent::processed_ should be set to true; otherwise session will be stopped.

◆ onInSeqNumChanged()

virtual void Engine::Application::onInSeqNumChanged	(	int	oldValue,
		int	newValue,
		const Session &	sn )

inlinevirtual

Fired just after the incoming seqnum is changed.

Parameters

oldValue	old incoming sequence number
newValue	new incoming sequence number
sn	Reference to FIX session related to the event.

Note: This callback is fired for FIX sessions only, not for FAST.

◆ onInvalidResendRequestEvent()

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.

Callback is called in the scope of the session lock.

Parameters

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

◆ onLogonEvent()

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.

Callback is called in the scope of the session lock.

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.

◆ onLogoutEvent()

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.

In case of session disconnect, LogoutEvent::m_pLogoutMsg is null.

Callback is called in the scope of the session lock.

Note: It is prohibited to call Session::connect inside this callback. To restart the session user should create new thread and call Session::connect there. Also, to the restart session event->LogoutEvent::reconnectFlag_ = true may be set.

Parameters

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

◆ onMessagePreparedForSending()

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

inlinevirtual

Fired when message is prepared for sending to socket.

Callback is called in the scope of the session lock.

Note: Available if ENABLE_FAILOVER_CLUSTER_API is on.

Parameters

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

◆ onMsgRejectEvent()

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

◆ onNewStateEvent()

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.

Callback is called in the scope of the session lock.

Parameters

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

◆ onOutgoingSessionLevelRejectEvent()

virtual void Engine::Application::onOutgoingSessionLevelRejectEvent	(	const OutgoingSessionLevelRejectEvent *	event,
		const Session &	sn )

inlinevirtual

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

Parameters

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

◆ onReconnectTryEvent()

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

inlinevirtual

This call-back method is called each time session tries to reconnect Callback is called in the scope of the session lock.

Parameters

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

◆ onResend()

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. Callback is called in the scope of the session lock.

Parameters

msg	Outgoing message.
sn	FIX session.

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

◆ onResendRequestEvent()

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.

Callback is called in the scope of the session lock.

Parameters

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

◆ onResendRequestLoop()

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

inlinevirtual

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

Callback is called in the scope of the session lock.

Parameters

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

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

◆ onSequenceGapEvent()

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.

Callback is called in the scope of the session lock.

Parameters

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

◆ onSessionLevelRejectEvent()

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.

◆ onSessionLevelRejectWithSeqNumTooHigh()

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

inlinevirtual

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

Callback is called in the scope of the session lock.

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.

◆ onSwitchConnectionEvent()

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.

Callback is called in the scope of the session lock.

Parameters

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

◆ onTerminated()

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

inlinevirtual

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

Parameters

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

◆ onUnableToRouteMessage()

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.

Callback is called in the scope of the session lock.

Parameters

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

◆ onUnexpectedMessageEvent()

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. Callback is called in the scope of the session lock.

Parameters

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

◆ process()

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

pure virtual

A call-back method to process incoming business level messages.

If the application can not process the given message, the FIX Engine will try to deliver it later according to "Delayed Processing Algorithm".

Callback is called out of the scope of the session lock.

Note: To receive Session Level Reject message please handle Application::onSessionLevelRejectEvent event.

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: true if the application can process the given message, otherwise false.

Public Member Functions

Detailed Description

Constructor & Destructor Documentation

◆ ~Application()

Member Function Documentation

◆ onAfterMessageIsParsed()

◆ onAfterMessageIsReceived()

◆ onAfterMessageIsSent()

◆ onAsyncConnectCompleted()

◆ onBeforeMessageIsSent() [1/2]

◆ onBeforeMessageIsSent() [2/2]

◆ onBeforeMessageIsSerialized()

◆ onHeartbeatWithTestReqIDEvent()

◆ onIncomingThrottlerTriggered()

◆ onInMsgSeqNumTooLowEvent()

◆ onInSeqNumChanged()

◆ onInvalidResendRequestEvent()

◆ onLogonEvent()

◆ onLogoutEvent()

◆ onMessagePreparedForSending()

◆ onMsgRejectEvent()

◆ onNewStateEvent()

◆ onOutgoingSessionLevelRejectEvent()

◆ onReconnectTryEvent()

◆ onResend()

◆ onResendRequestEvent()

◆ onResendRequestLoop()

◆ onSequenceGapEvent()

◆ onSessionLevelRejectEvent()

◆ onSessionLevelRejectWithSeqNumTooHigh()

◆ onSwitchConnectionEvent()

◆ onTerminated()

◆ onUnableToRouteMessage()

◆ onUnexpectedMessageEvent()

◆ process()