Overview

For each change of session state, FIXEdge creates a new internal FIX message (35=C | 49=fake | 56=fake ) and sends this 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 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 parsing tag 147 in the 35=C message which 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

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 required to perform the following steps::

Create a corresponding table to store session statuses;
Create a stored procedure that allows writing data into the table.

Please find an example below. In this case, the PostgreSQL database is used.

SessionStatus.sql

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

<?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>

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':

setStringField(42, getStringField(42).replace("-", " "));

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

<?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>

As a result, FIXEdge creates a history file with session statuses:

SessionStatus.history

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How to save session state to History

Overview

Message parsing

ODBC history

Database configuration

FIXEdge configuration

File history

FIXEdge configuration

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