Overview
For each changing of session state, FIXEdge creates a new internal FIX message (35=C | 49=fake | 56=fake ) and sends this message into business layer to notify about changes.
...
As the result of the script we get three tags: 56 - TargetCompID, 49 - SenderCompID, 147 - State.
| prepareSessionState.js |
|---|
status = getStringField(147);
var regexp = /.*\s+(\S+):(\S+)\s+(.*)/g;
match = regexp.exec(status);
if (match != null)
{
target = match[1];
sender = match[2];
state = match[3];
//print("[DEBUG] matched target = " + target + " sender = " + sender + " state = " + state);
setStringField(56, target);
setStringField(49, sender);
setStringField(147, state);
} |
ODBS history
Database configuration
...
| BL_Config.xml |
|---|
<?xml version="1.0" encoding="UTF-8"?>
<!--
<!DOCTYPE FIXEdge SYSTEM "BusinessLayer.dtd">
-->
<FIXEdge>
<BusinessLayer> <!-- DB Table with Session Status -->
<History
Name="SessionStatus"
StorageType="ODBC"
TableName="FIXEdge.dbo.SessionStatus"
ConnectionString="DSN=FIXEdgeDB;UID=user;PWD=password;"
UseStoredProcForInsert="true"
StoredProcName="insertSessionStatus"
>
<KeyField ColumnName="_SenderCompId">49</KeyField> <!-- SenderCompId -->
<KeyField ColumnName="_TargetCompId">56</KeyField> <!-- TargetCompId -->
<KeyField ColumnName="_OrigTime">42</KeyField> <!-- OrigTime -->
<KeyField ColumnName="_SessionState">147</KeyField> <!-- Session's State -->
</History> <!-- Save Events in 35=C messages notifing about session state to DB -->
<Rule>
<Source>
<FixSession SenderCompID=".*" TargetCompID=".*" />
</Source>
<Condition>
<MatchField Field="35" Value="C"/>
<MatchField Field="147" Value=".*:.*"/> <!-- Assume sender and target in 147 field is divided by ':'. The rest of the messages are redundant --> <Exclusion>
<MatchMessage Value=".*147=.* AttemptToConnect.*"/>
</Exclusion>
</Condition>
<Action>
<Script Language="JavaScript" FileName="FIXEdge1/conf/prepareSessionState.js"/>
<SaveToHistory Name="SessionStatus"/>
</Action>
</Rule> <DefaultRule>
<Action>
<DoNothing/>
</Action>
</DefaultRule> </BusinessLayer>
</FIXEdge> |
File history
FIXEdge configuration
In order to save session state into the history file BL-Rules should be configured on the FIXEdge side:
- Rule for history definition - history name, history file parameters, fields definitions.
- Rule for saving to history - get message 35 = C, get session status using JavaScript, save to history (file).
| BL_Config.xml |
|---|
<?xml version="1.0" encoding="UTF-8"?>
<!--
<!DOCTYPE FIXEdge SYSTEM "BusinessLayer.dtd">
-->
<FIXEdge>
<BusinessLayer>
<!-- File history with Session Status -->
<History
Name="SessionStatus"
StorageType="File"
WorkingDirectory="FIXEdge1/conf/"
StorageFileName="SessionStatus">
<KeyFields>49, 56, 42, 147</KeyFields>
</History>
<!-- Save Events in 35=C messages notifing about session state to the file -->
<Rule>
<Source>
<FixSession SenderCompID=".*" TargetCompID=".*" />
</Source>
<Condition>
<MatchField Field="35" Value="C"/>
<MatchField Field="147" Value=".*:.*"/> <!-- Assume sender and target in 147 field is divided by ':'. The rest of the messages are redundant -->
<Exclusion>
<MatchMessage Value=".*147=.* AttemptToConnect.*"/>
</Exclusion>
</Condition>
<Action>
<Script Language="JavaScript" FileName="FIXEdge1/conf/prepareSessionState.js"/>
<SaveToHistory Name="SessionStatus"/>
</Action>
</Rule>
<DefaultRule>
<Action>
<DoNothing/>
</Action>
</DefaultRule>
</BusinessLayer>
</FIXEdge> |