SFS Transport Adaptor Programming Guide

Overview

The Simple FIX Socket Transport Adaptor (hereinafter SFS) provides the easy and quick way for the client applications to communicate with FIXEdge using FIX protocol. The Session level of the FIX protocol requires to control various aspects: messages sequence numbering, sequence gaps resolving, session state monitoring, etc. Client application doesn't need to support FIX session level (except Logon and Logout messages) when communicates with SFS adaptor.

SFS adaptor uses the TCP sockets and works as acceptor.

SFS Messages

SFS adaptor supports all FIX.4x protocols. The following FIX messages can be sent to the SFS adaptor (other types of FIX messages aren't supported and handled):

  • All Application-level FIX messages of the FIX.4x protocol
  • FIX Logon message of the FIX.4x protocol - used to establish session between SFS adaptor and Client application
  • FIX Logout message of the FIX.4x protocol - used to close session between SFS adaptor and Client application

Each SFS message should be formed according to the rules which are specified in the FIX protocol.

SFS Session

To establish new session Client Application should connect to the SFS adaptor listen socket and send FIX Logon message. SFS adaptor accepts new connection and handles received message. If Logon message is correct and SFS hasn't session with same SenderCompId and TargetCompId, SFS adaptor will send Confirming Logon message. When Client Application receives confirming FIX Logon message - session is established.

The established session closes in following situations:

  • Client Application sends FIX Logout message
  • Socket was closed
  • Client Application sends any FIX session level message - duplicate Logon message, Heartbeat, Reject, Resend Request, Sequence Reset or Test Request
  • SFS adaptor is terminating

To close connection Client Application has to send FIX Logout message and wait for the confirming Logout that SFSAdaptor will send.

Client application sample

The sample SFS client application is represented below. It connects to the passed host:port, establishes connection, sends application message and closes connection.


/**
* $Revision: 1.5.2.1 $
*
* (c) B2BITS 2003. B2BITS is an abbreviation of
* Business to Business Information Technology Services Ltd
* with its registered offices located at 2nd floor Lynton House,
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* "Licensor" shall mean B2BITS.
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* and any use beyond this business area is contrary to the terms of the licence grant.
*
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* thereof, to any other person, firm or corporation. The Licensee
* acknowledges that disclosure of the Confidential Information may give rise
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* obligations relating to confidentiality and non-disclosure, whether
* contained in this section or elsewhere in this agreement, shall survive
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* years.
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* The Licensor agrees that any information or data received from the Licensee
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* software shall be confidential, will be used only in connection with the
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*/
#include "iostream"
#include "string"
#include "Winsock2.h"
using namespace std;
string getMessageType(const string& msg);
int main(int argc, char* argv[])
{
if(3 != argc){
cout<< "Usage: \nSFSClient.exe hostip port"<< endl;
return 1;
}
WSADATA wsaData; 
if(WSAStartup(MAKEWORD(2,2), &wsaData)) // WSAStartup failed
return 1;
// resolve host name into address
unsigned long addr = inet_addr(argv[1]);
in_addr address;
memcpy(&address, &addr, sizeof(address));
int port = atoi(argv[2]);
// connect to the SFS adaptor
SOCKET sock = socket(AF_INET, SOCK_STREAM, 0);
if (INVALID_SOCKET == sock){
cout<< "Unable to create socket!"<< endl;
return 1;
}
struct sockaddr_in sockAddr;
memset(&sockAddr,'\0',sizeof(sockAddr));
sockAddr.sin_family = AF_INET;
sockAddr.sin_addr = address;
sockAddr.sin_port = htons(port);
if(0 != connect(sock, (struct sockaddr*) &sockAddr ,sizeof(sockAddr))){
cout<< "Unable to connect socket!"<< endl;
closesocket(sock);
return 1;
}
// send Fix Logon message
string logonMsg = "8=FIX.4.49=6635=A49=TSender56=Receiver34=152=20070219-10:12:5298=0108=3010=250";
int ret = send(sock, logonMsg.c_str(), static_cast<int>(logonMsg.size()), 0);
if(SOCKET_ERROR == ret){
cout<< "Unable to send FIX Logon message into the socket!"<< endl;
closesocket(sock);
return 1;
}
// receive Confirming FIX Logon message
char buffer[1024];
ret = ::recv(sock, buffer, 1023, 0);
if(SOCKET_ERROR == ret){
cout<< "Unable to send FIX Logon message into the socket!"<< endl;
closesocket(sock);
return 1;
}
// verify that it's Logon message 
if("A" != getMessageType(string(buffer, ret))){
cout<< "The received message isn't a corfirming logon message!"<< endl;
closesocket(sock);
return 1;
}
// send Fix Order message
string orderMsg = "8=FIX.4.49=12835=D49=TSender56=Receiver34=250=3073797=Y52=20070219-10:12:5411=9000100855=TESTB54=160=20060217-10:00:0038=400040=110=048"; ret = send(sock, orderMsg.c_str(), static_cast<int>(orderMsg.size()), 0);
if(SOCKET_ERROR == ret){
cout<< "Unable to send FIX NewOrderSingle message into the socket!"<< endl;
closesocket(sock);
return 1;
}
// send Fix Logout message
string logoutMsg = "8=FIX.4.49=8135=549=TSender56=Receiver34=4000252=20070219-10:12:5458=Sample was complete10=118";
ret = send(sock, logoutMsg.c_str(), static_cast<int>(logoutMsg.size()), 0);
if(SOCKET_ERROR == ret){
cout<< "Unable to send FIX NewOrderSingle message into the socket!"<< endl;
closesocket(sock);
return 1;
}
// receive Confirming FIX Logon message
ret = ::recv(sock, buffer, 1023, 0);
if(SOCKET_ERROR == ret){
cout<< "Unable to send FIX Logon message into the socket!"<< endl;
closesocket(sock);
return 1;
}
// verify that it's Logon message 
if("5" != getMessageType(string(buffer, ret))){
cout<< "The received message isn't a corfirming logout message!"<< endl;
closesocket(sock);
return 1;
}
//closing socket
closesocket(sock);
return 0;
}
string getMessageType(const string& msg)
{
size_t beginPos = msg.find("8=FIX.4.4");
if(string::npos == beginPos)
return "";
size_t msgSizeBegins = msg.find("9=", beginPos);
if(string::npos == msgSizeBegins)
return "";
size_t msgSizeEnds = msg.find("", msgSizeBegins + 1);
if(string::npos == msgSizeEnds)
return "";
string msgLen = msg.substr(msgSizeBegins + 3, msgSizeEnds - msgSizeBegins - 3);
int msgSize = atoi(msgLen.c_str());
size_t msgTypeBegins = msg.find("35=", msgSizeEnds);
if((string::npos == msgTypeBegins)||(msgTypeBegins > msgSizeEnds + msgSize))
return "";
size_t msgTypeEnds = msg.find("", msgTypeBegins + 1);
if((string::npos == msgTypeEnds)||(msgTypeEnds > msgSizeEnds + msgSize))
return "";
return msg.substr(msgTypeBegins + 4, msgTypeEnds - msgTypeBegins - 4);
}