...

 If an exception is thrown from the callback, the reject message will be sent by the engine to the counterparty. 

...

bool TraderApp::process( Engine::FIXMessageProcessElem* work, const Engine::Session& sn )
{
    sn.commitIncomingMessage(work);                 // save incoming message to session logs (to cache in memory)
    work->elem->userData0 = (MyApp*)this;           // setup processing pool to call this app to process the message
    processor_->postMessageToWorker( work->elem );  // post the messaage to the pool
    work->pipelined = 1;                            // hint the engine that the message is still in use
    return true;
}

 Thread Safety

The caller of the Application::process() method is Session, It guaranties that only one thread at the same time calls the Application object callbacks from this session. So it guaranties thread safety if the Application is bound to one session.  The caller thread can be Worker, Reader (in HFT FA), Timer or user thread that manipulates Session. FIX Antenna HFT always uses direct sending from the user threads to the sockets if sockets are ready. Otherwise (if sockets are busy), it uses the old style single dispatcher to poll sockets until a socket gets ready (vacant).

...

The socket accept() call is on the same thread as the read() thread (unlike FIX Antenna C++).  After socket is accepted and the Logon message is read by the Reader, the processing of the Logon message is performed by the Worker thread, so if one Application object is bound to the multiple Sessions it can receive onLogonEvent() from the one session and process() from the another concurrently even if the one Reader thread is used.

...

Reader Thread

The number of readers is controlled by the property TCPDispatcher.NumberOfWorkers in the engine.properties configuration file passed to FixEngine::init directly or using InitParameters::propertiesFileName. Each Reader has its own pool of messages. Each Reader calls the onNewThreadCreated() method with the TCP_READER value in the threadAttrs.