B2BITS FIX Antenna HFT  1.0.13
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Engine::SessionExtraParameters Struct Reference

Session's extra parameters. More...

#include <B2BITS_SessionParameters.h>

+ Inheritance diagram for Engine::SessionExtraParameters:
+ Collaboration diagram for Engine::SessionExtraParameters:

Classes

struct  ValidationParameters
 Validation parameters. More...
 

Public Member Functions

 SessionExtraParameters ()
 Initializes all parameters to default (NULL) values. More...
 

Public Attributes

TriInt aggressiveReceiveDelay_
 Changes aggressive send behaviour. More...
 
TriUInt64 aggressiveReceiveWorkerAffinityMask_
 The aggressive receiving worker affinity mask. More...
 
TriUInt64 aggressiveReceiveWorkerRealtime_
 The aggressive receiving worker realtime priority. More...
 
TriUInt64 aggressiveSendWorkerAffinityMask_
 The aggressive sending worker affinity mask. More...
 
TriBool allowGapFillWithoutPossDupFlag_
 
TriBool allowMessageWithoutPossDupFlag_
 Allows messages without PossDupFlag(43) field. More...
 
TriUInt32 bytesToSyncOnTimer_
 Minimal count of pages to sync on timer. More...
 
std::string connectAddress_
 Specifies IP of the NIC interface used to connect to the remote site. More...
 
TriBool cyclicSwitchBackupConnection_
 When true, connection will be switched from primary to backup and back until connection will be established. More...
 
TriBool disableTCPBuffer_
 When true TCP buffer (Nagle algorithm) will be disabled for session. More...
 
TriBool enableAutoSwitchToBackupConnection_
 When true, automatic switch mode is enabled. More...
 
TriBool enableMessageRejecting_
 When true, session reject application messages, when session unable to sent them during specified period or was disconnected. More...
 
TriBool enablePacketizingOfOutgoing_
 When true the session will try to merge outgoing messages to the single packet. More...
 
EncryptMethod encryptMethod_
 The expected value of the encryption method. More...
 
TriUInt32 filesCacheSize_
 Files cache size. More...
 
TriBool forcedReconnect_
 Forced Reconnect mode - session will tries to reconnect when:

  1. In WaitForConfirmLogon state when session received not a confirming logon
  2. In WaitForConfirmLogon state when logon frame expired
  3. In Reconnect state when session was closed.
More...
 
ForceSeqNumResetMode forceSeqNumReset_
 Force SeqNum reset mode. More...
 
TriBool generateCheckSum_
 If false, session will not calculate CRC for outgoing messages Default is true. More...
 
TriBool handleSeqNumAtLogon_
 Handle sequence gaps using NextExpectedMsgSeqNum field in the Logon. More...
 
TriBool ignoreSeqNumTooLowAtLogon_
 When true, session ignore 'SeqNum too low' at incoming Logon message and continue with received SeqNum. More...
 
TriBool intradayLogoutToleranceMode_
 Intraday logout tolerance mode. More...
 
TriBool isNonAccelSession_
 Defines that the session mustn't accept incoming accelerated connections (i.e. More...
 
TriBool isTestEnvSession_
 Marks the session as test. More...
 
TriBool keepConnectionState_
 When true, primary to backup (and back) connection switching continue using the existing message storage. More...
 
TriBool logIncomingMessages_
 If false, session will store incoming FIX messages. More...
 
std::size_t maxMessagesAmountInBunch_
 Enqueued outgoing messages could merged and sent as a single buffer. More...
 
TriInt messagesStorageSize_
 This parameter specifies in-memory messages storage size. More...
 
std::string password_
 The expected value of the Password (Tag 554) field in the incoming Logon message. More...
 
TriInt passwordTag_
 Overrides the default tag used to store a password in the outgoing logon message. More...
 
TriInt passwordTagLength_
 Defines the tag to store the length of the password in the outgoing logon message. More...
 
std::string pSenderLocationID_
 SenderLocationID (tag 142) - assigned value used to identify specific message originator's location (i.e. More...
 
std::string pSenderSubID_
 SenderSubID (tag 50) - assigned value used to identify specific message originator (desk, trader, etc.). More...
 
std::string pTargetLocationID_
 TargetLocationID_ (tag 143) - assigned value used to identify specific message destination's location (i.e. More...
 
std::string pTargetSubID_
 TargetSubID (tag 57) - assigned value used to identify specific individual or unit intended to receive message. More...
 
TriInt reconnectInterval_
 This parameter specifies the time interval between reconnection attempts in order to restore a communications link. More...
 
TriInt reconnectMaxTries_
 This parameter specifies the number of attempts to restore the session. More...
 
TriUInt32 reservedForRecovery_
 Reserved space in the file cache used for recovery. More...
 
TriBool sendLastMsgSeqNumProcessed_
 Allows automatic adding the LastMsgSeqNumProcessed(369) tag to outgoing messages. More...
 
SocketOpPriority socketPriority_
 Priority of the socket send/receive operations. More...
 
TriInt socketRecvBufSize_
 The socket incoming buffer size. More...
 
TriInt socketSendBufSize_
 The socket outgoing buffer size. More...
 
Addresses sourceIPaddress_
 The expected value of the source IP address. More...
 
TriMessageStorageType storageType_
 Message storage type. More...
 
TriBool suppressDoubleResendRequest_
 Suppresses session to send Resend request message on every incoming message with sequence greater than expected. More...
 
TriBool suppressResendRequest_
 When true and the received message has SeqNum higher than expected, the session will update the expected SeqNum and process the message without resend requests. More...
 
std::string tmpFilesDirectory_
 Directory to store temporary files. More...
 
TriBool useAsyncConnect_
 When true, the session initiator will use the async TCP connect. More...
 
TriBool useLiteMessage_
 When true the session will parse incoming messages into the LiteFixMessage. More...
 
TriBool useNewTCPDispatcher_
 When true, the session will use the new low latency TCP dispatcher to poll sockets and receive data. More...
 
boost::shared_ptr
< Parser::BinaryFixMappingI
userMapping_
 Defines the binary protocol mapping when the session uses a binary protocol. More...
 
std::string userName_
 The expected value of the Username (Tag 553) field in the incoming Logon message. More...
 
TriBool validateCheckSum_
 If true, session skip CRC validation for incoming messages Default is true. More...
 
ValidationParameters validation_
 Validation parameters. More...
 

Detailed Description

Session's extra parameters.

If these parameters are present FIX Engine adds them to Standard Message Header of all outgoing messages unless another value has been explicitly set in the particular message.

Constructor & Destructor Documentation

Engine::SessionExtraParameters::SessionExtraParameters ( )

Initializes all parameters to default (NULL) values.

Member Data Documentation

TriInt Engine::SessionExtraParameters::aggressiveReceiveDelay_

Changes aggressive send behaviour.

Defines delay in microseconds between message receive attempts. Less value improves latency but cause high CPU utilization. Default is 500 microseconds.

TriUInt64 Engine::SessionExtraParameters::aggressiveReceiveWorkerAffinityMask_

The aggressive receiving worker affinity mask.

TriUInt64 Engine::SessionExtraParameters::aggressiveReceiveWorkerRealtime_

The aggressive receiving worker realtime priority.

TriUInt64 Engine::SessionExtraParameters::aggressiveSendWorkerAffinityMask_

The aggressive sending worker affinity mask.

TriBool Engine::SessionExtraParameters::allowGapFillWithoutPossDupFlag_
TriBool Engine::SessionExtraParameters::allowMessageWithoutPossDupFlag_

Allows messages without PossDupFlag(43) field.

If true and message is received with seq num less than expected without PossDupFlag(43), connection will be closed. If false, message will be processed.

TriUInt32 Engine::SessionExtraParameters::bytesToSyncOnTimer_

Minimal count of pages to sync on timer.

std::string Engine::SessionExtraParameters::connectAddress_

Specifies IP of the NIC interface used to connect to the remote site.

TriBool Engine::SessionExtraParameters::cyclicSwitchBackupConnection_

When true, connection will be switched from primary to backup and back until connection will be established.

By default cycle switch mode is disabled.

TriBool Engine::SessionExtraParameters::disableTCPBuffer_

When true TCP buffer (Nagle algorithm) will be disabled for session.

TriBool Engine::SessionExtraParameters::enableAutoSwitchToBackupConnection_

When true, automatic switch mode is enabled.

By default automatic switch mode is disabled.

TriBool Engine::SessionExtraParameters::enableMessageRejecting_

When true, session reject application messages, when session unable to sent them during specified period or was disconnected.

TriBool Engine::SessionExtraParameters::enablePacketizingOfOutgoing_

When true the session will try to merge outgoing messages to the single packet.

By default it equals to true.

See Also
PutMessageOptions::disablePacketizing_
EncryptMethod Engine::SessionExtraParameters::encryptMethod_

The expected value of the encryption method.

TriUInt32 Engine::SessionExtraParameters::filesCacheSize_

Files cache size.

TriBool Engine::SessionExtraParameters::forcedReconnect_

Forced Reconnect mode - session will tries to reconnect when:

  1. In WaitForConfirmLogon state when session received not a confirming logon
  2. In WaitForConfirmLogon state when logon frame expired
  3. In Reconnect state when session was closed.

ForceSeqNumResetMode Engine::SessionExtraParameters::forceSeqNumReset_

Force SeqNum reset mode.

An option to use 141 tag in Logon message to reset sequence number.

TriBool Engine::SessionExtraParameters::generateCheckSum_

If false, session will not calculate CRC for outgoing messages Default is true.

TriBool Engine::SessionExtraParameters::handleSeqNumAtLogon_

Handle sequence gaps using NextExpectedMsgSeqNum field in the Logon.

By default it equals to false

TriBool Engine::SessionExtraParameters::ignoreSeqNumTooLowAtLogon_

When true, session ignore 'SeqNum too low' at incoming Logon message and continue with received SeqNum.

TriBool Engine::SessionExtraParameters::intradayLogoutToleranceMode_

Intraday logout tolerance mode.

An option to reset or not to reset sequence numbers after Logout.

TriBool Engine::SessionExtraParameters::isNonAccelSession_

Defines that the session mustn't accept incoming accelerated connections (i.e.

using the new tcp dispatcher)

TriBool Engine::SessionExtraParameters::isTestEnvSession_

Marks the session as test.

TriBool Engine::SessionExtraParameters::keepConnectionState_

When true, primary to backup (and back) connection switching continue using the existing message storage.

TriBool Engine::SessionExtraParameters::logIncomingMessages_

If false, session will store incoming FIX messages.

Default is true.

std::size_t Engine::SessionExtraParameters::maxMessagesAmountInBunch_

Enqueued outgoing messages could merged and sent as a single buffer.

This parameter controls how many messages could be merged into the bunch. The 0 means infinite amount.

TriInt Engine::SessionExtraParameters::messagesStorageSize_

This parameter specifies in-memory messages storage size.

std::string Engine::SessionExtraParameters::password_

The expected value of the Password (Tag 554) field in the incoming Logon message.

If the real value is not equal to the expected one then the session is disconnected without sending a message and the error condition is generated in the log output.

Note
: Can be used only with FIX 4.3 and FIX 4.4.
TriInt Engine::SessionExtraParameters::passwordTag_

Overrides the default tag used to store a password in the outgoing logon message.

TriInt Engine::SessionExtraParameters::passwordTagLength_

Defines the tag to store the length of the password in the outgoing logon message.

std::string Engine::SessionExtraParameters::pSenderLocationID_

SenderLocationID (tag 142) - assigned value used to identify specific message originator's location (i.e.

geographic location and/or desk, trader). Ignored if NULL value is specified.

std::string Engine::SessionExtraParameters::pSenderSubID_

SenderSubID (tag 50) - assigned value used to identify specific message originator (desk, trader, etc.).

Ignored if NULL value specified.

std::string Engine::SessionExtraParameters::pTargetLocationID_

TargetLocationID_ (tag 143) - assigned value used to identify specific message destination's location (i.e.

geographic location and/or desk, trader). Ignored if NULL value specified.

std::string Engine::SessionExtraParameters::pTargetSubID_

TargetSubID (tag 57) - assigned value used to identify specific individual or unit intended to receive message.

'ADMIN' reserved for administrative messages not intended for a specific user. Ignored if NULL value is specified.

TriInt Engine::SessionExtraParameters::reconnectInterval_

This parameter specifies the time interval between reconnection attempts in order to restore a communications link.

This value is specified in milliseconds (seconds*10-3). The recommended value is 1000 for dedicated connections and private networks. Internet connections require calibration. The value must be integer and greater than 0.

TriInt Engine::SessionExtraParameters::reconnectMaxTries_

This parameter specifies the number of attempts to restore the session.

The session is considered as restored if the telecommunication link was restored and the exchange of Logon messages was successful. If it is set to "-1", then the number of attempts is unlimited.

TriUInt32 Engine::SessionExtraParameters::reservedForRecovery_

Reserved space in the file cache used for recovery.

TriBool Engine::SessionExtraParameters::sendLastMsgSeqNumProcessed_

Allows automatic adding the LastMsgSeqNumProcessed(369) tag to outgoing messages.

SocketOpPriority Engine::SessionExtraParameters::socketPriority_

Priority of the socket send/receive operations.

By default Engine::EVEN_SOCKET_OP_PRIORITY used.

TriInt Engine::SessionExtraParameters::socketRecvBufSize_

The socket incoming buffer size.

TriInt Engine::SessionExtraParameters::socketSendBufSize_

The socket outgoing buffer size.

Addresses Engine::SessionExtraParameters::sourceIPaddress_

The expected value of the source IP address.

If the real value is not equal to the expected one then the session is disconnected without sending a message and the error condition is generated in the log output.

TriMessageStorageType Engine::SessionExtraParameters::storageType_

Message storage type.

TriBool Engine::SessionExtraParameters::suppressDoubleResendRequest_

Suppresses session to send Resend request message on every incoming message with sequence greater than expected.

TriBool Engine::SessionExtraParameters::suppressResendRequest_

When true and the received message has SeqNum higher than expected, the session will update the expected SeqNum and process the message without resend requests.

std::string Engine::SessionExtraParameters::tmpFilesDirectory_

Directory to store temporary files.

TriBool Engine::SessionExtraParameters::useAsyncConnect_

When true, the session initiator will use the async TCP connect.

TriBool Engine::SessionExtraParameters::useLiteMessage_

When true the session will parse incoming messages into the LiteFixMessage.

TriBool Engine::SessionExtraParameters::useNewTCPDispatcher_

When true, the session will use the new low latency TCP dispatcher to poll sockets and receive data.

Note
The new TCP dispatcher produces LiteFixMessage only although the LiteFixMessage can be passed to the app under the generic interface.
boost::shared_ptr<Parser::BinaryFixMappingI> Engine::SessionExtraParameters::userMapping_

Defines the binary protocol mapping when the session uses a binary protocol.

std::string Engine::SessionExtraParameters::userName_

The expected value of the Username (Tag 553) field in the incoming Logon message.

If the real value is not equal to the expected one then the session is disconnected without sending a message and the error condition is generated in the log output. Ignored if NULL value is specified.

Note
Can be used only with FIX 4.3 and FIX 4.4.
TriBool Engine::SessionExtraParameters::validateCheckSum_

If true, session skip CRC validation for incoming messages Default is true.

ValidationParameters Engine::SessionExtraParameters::validation_

Validation parameters.