Overview

This article is intended to describe session management: creation, reconnection, and disconnection of the session in FIX Antenna HFT.

Session creation

There are three cases of the session creation:

• create Create all sessions at the service start
• create Create a session on the fly as needed
• create Create a session on session on demand as an unregistered acceptor ( if the engine.properties file is configured to allow this: . The UnregisteredAcceptor.CreateSession =true)property must be set to 'true'.

In the first two cases a session is created ahead and in the last case the engine has to allocate all resources only when a

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Logon message is received.

Resources allocation is quite a heavy operation and one shouldn't use engine's threads in the callbacks

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to create a session. Creation of the session on demand as unregistered

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acceptor is performed in a separate thread

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- one of the engine's general purpose workers

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.

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The reason to create sessions ahead is to better

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control the sessions' parameters

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. Only defaults can be applied in case of unregistered acceptors

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.

Create session ahead

The following piece of code shows the creation of the session ahead

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:

//create ahead:
ssn = FixEngine::singleton()->createSession( application, "Sender", "Target", FIX44 )
if( asAcceptor )
      ssn->connect();
else //as initiator
      ssn->connect(hbi, host, port);

Create session on demand

The following piece of code shows the creation of the session on demand:

//create by demand (one should allow unregistered acceptors in the engine config)
// implement SessionsManager interface
class MySessionsManager : public Engine::SessionsManager
//....
//register manager
MySessionsManager* g_mySM = new MySessionsManager();
Engine::FixEngine::InitParameters params;
params.sessionsManager_ = g_mySM;
FixEngine::init( params );
//make descision accept or deny incomiing unregistered session
bool MySessionsManager::onUnregisteredAcceptor( Engine::Session* apSn, const FIXMessage& /*logonMsg*/ )
{
   if( passUserCheck( apSn ) {
          apSn->registerApplication( application );
          apSn->addRef(); //increase count of session users
          return true; // accept
   }
   return false; //deny
}

Session disconnection

• NonGraceful Non-graceful disconnection ( without a Logout message - just drop the TCP link):
  ssn ->disconnectNonGracefully→ disconnectNonGracefully(). When the counterparty disconnects without sending a

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• Logout then the onLogoutEvent()

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• callback is not called for the session.

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• The onNewStateEvent()

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• callback should be used in this situation.
• Graceful disconnection ( with a Logout message)
  ssn->disconnect: ssn → disconnect(reason). It is needed to take additional actions to check whether the session is finally disconnected. The session state should become Session::CORRECTLY_TERMINATED or Session::NON_GRACEFULLY_TERMINATED.

The following piece of code shows the session disconnection with the session release:

  ssn->disconnect( logoutReason );
        Session::State st = session->getState();
        while( Session::CORRECTLY_TERMINATED != session->getState() && 
               Session::NON_GRACEFULLY_TERMINATED != session->getState())
        {
            sleepns(10*1000*1000);
            st = session->getState();
        }
        session->release();

Session reconnection

Acceptor

According to the FIX protocol standard when connection is terminated unexpectedly, the acceptor is moved to

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the 'Wait for logon

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' state. It is expected that the initiator on the remote side re-establishes telecommunication link and sends FIX Logon message continuing sequence numbers. When the correct

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Logon message is received, it is accepted by the engine and the session acceptor continues working from the point of termination.

Initiator

In the case that the initiator FIX-session is disconnected

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non-gracefully there is a way to enable automatic reconnection to be able

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to reconnect as soon as the server or the connection is available again. The reconnection count can be set to -1 in the engine.properties file to make infinite reconnection attempts.

ForcedReconnect = true

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ReconnectMaxTries = -1

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ReconnectInterval = 5

To interrupt reconnection the Session::disconnectNonGracefully method is called.