Table of Contents |
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Overview
For each changing change of session state, FIXEdge creates a FIXEdge creates a new internal FIX message (35=C | 49=fake | 56=fake ) and sends this message into business message into the business layer to notify about the changes.
The tag 147 in this message is automatically filled by the pattern: [<Category>] <SenderCompID:TargetCompID> <Actual Session state>.
In In order to track session state it is required to perform the following steps:
- parse tag 147 using JavaScript;
save session state to history.
Message parsing
In order to get a session state, it is recommended to use the script below. It allows to parse allows parsing tag 147 in the 35=C message which is contain contains the session name and actual session state.
As the result of the script execution we get three tags: 56 - TargetCompID, 49 - SenderCompID, 147 - State.
prepareSessionState.js |
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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); } |
...
ODBC history
Database configuration
In order to save session state to the database it is needed to createrequired to perform the following steps::
- Create a corresponding table to store session statuses;
Create a stored procedure which that allows to write writing data into the table.
Please find an example below. In this case, the PostgreSQL database is used.
SessionStatus.sql |
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create table session_actions(
id serial PRIMARY KEY,
_SenderCompId varchar(64) NOT NULL,
_TargetCompId varchar(64) NOT NULL,
_OrigTime varchar(21) NOT NULL,
_SessionState varchar(20) NOT NULL
);
CREATE OR REPLACE FUNCTION insertSessionStatus
(
_SenderCompId varchar(64),
_TargetCompId varchar(64),
_OrigTime varchar(21),
_SessionState varchar(20)
)
RETURNS void
AS $$
BEGIN
insert into session_actions(SenderCompId, TargetCompId, OrigTime, SessionState) values ( _SenderCompId, _TargetCompId, _OrigTime, _SessionState);
END;
$$
LANGUAGE plpgsql; |
FIXEdge configuration
In order to save the session state into the database, BL-Rules should be configured on the FIXEdge side:
- The rule for history definition: history name, database parameters, fields definitions.
- The rule for saving to history: get the message 35 = C, get the session status using JavaScript, save to history (database).
BL_Config.xml |
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<?xml version="1.0" encoding="UTF-8"?> <!-- DB Table with Session Status --> <!-- Save Events in 35=C messages notifing about session state to DB --> <Exclusion> <DefaultRule> </BusinessLayer> |
Info |
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The tag (42) OrigTime is saved as a string. If it is needed to save it as Datetime type it is required to convert it to the specific format via JavaScript. E.g. from 'YYYYMMDD-hh:mm:ss' to 'YYYYMMDD hh:mm:ss':
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File history
FIXEdge configuration
In order to save the session state into the history file, BL-Rules should be configured on the FIXEdge side:
- The rule for history definition: history name, history file parameters, fields definitions.
- The rule for saving to history: get message 35 = C, get session status using JavaScript, save to history (file).
BL_Config.xml |
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<?xml version="1.0" encoding="UTF-8"?>
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As a result, FIXEdge creates a history file with session statuses:
SessionStatus.history |
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<Record valid='Y' size='/' data='SENDER1 TARGET1 20160920-13:41:32 Established'/> <Record valid='Y' size='/' data='SENDER2 TARGET2 20160920-13:41:32 Established'/> <Record valid='Y' size='8' data='SENDER1 TARGET1 20160920-21:00:01 Terminated correctly'/> <Record valid='Y' size='8' data='SENDER2 TARGET2 20160920-21:00:01 Terminated correctly'/> |