{"type":"doc","content":[{"type":"extension","attrs":{"layout":"default","extensionType":"com.atlassian.confluence.macro.core","extensionKey":"toc","parameters":{"macroParams":{"minLevel":{"value":"1"},"maxLevel":{"value":"6"},"outline":{"value":"false"},"style":{"value":"none"},"type":{"value":"list"},"printable":{"value":"true"}},"macroMetadata":{"macroId":{"value":"7d1f53bc-461e-4bd0-beb3-7330ab6777ec"},"schemaVersion":{"value":"1"},"title":"Table of Contents"}},"localId":"03c32179-ed70-4336-b4e3-5d4b6a8f67c7"}},{"type":"panel","attrs":{"panelType":"info"},"content":[{"type":"paragraph","content":[{"text":"Inter-Process Communication (IPC) Handler has been available since the FIXEdge 6.18.0 release.","type":"text"}]}]},{"type":"heading","attrs":{"level":2},"content":[{"text":"Overview","type":"text"}]},{"type":"paragraph","content":[{"text":"The ","type":"text"},{"text":"FIXEdge IPC Handler","type":"text","marks":[{"type":"strong"}]},{"text":" is a component of the FIXEdge Business Layer designed to facilitate communication between the server and third-party applications using IPC mechanisms such as Unix domain sockets and Windows named pipes. This interaction involves the exchange of FIX messages and auxiliary data from the Server to the Client, with the possibility of modified FIX messages being returned to the Server, enhanced with additional auxiliary data.","type":"text"}]},{"type":"heading","attrs":{"level":3},"content":[{"text":"Functionality","type":"text"}]},{"type":"bulletList","content":[{"type":"listItem","content":[{"type":"paragraph","content":[{"text":"Message Relay","type":"text","marks":[{"type":"strong"}]},{"text":": The IPC Handler acts as a relay for messages between FIXEdge and external clients.","type":"text"}]}]},{"type":"listItem","content":[{"type":"paragraph","content":[{"text":"Data Serialization and Processing","type":"text","marks":[{"type":"strong"}]},{"text":": It serializes incoming source FIX messages into JSON format, converts them into IPC protocol entries for transmission, and routes them into client-specified systems.","type":"text"}]}]},{"type":"listItem","content":[{"type":"paragraph","content":[{"text":"Unix Socket / Named Pipe Communication","type":"text","marks":[{"type":"strong"}]},{"text":": Leverages Unix sockets for Linux / Named Pipes for Windows to establish and maintain connections with external client systems.","type":"text"}]}]},{"type":"listItem","content":[{"type":"paragraph","content":[{"text":"Bidirectional Communication","type":"text","marks":[{"type":"strong"}]},{"text":": Facilitates two-way communication, sending responses back to the business layer.","type":"text"}]}]},{"type":"listItem","content":[{"type":"paragraph","content":[{"text":"Protocol Agnostic Integration","type":"text","marks":[{"type":"strong"}]},{"text":": Enables integration with any external system that adheres to the defined IPC protocol.","type":"text"}]}]},{"type":"listItem","content":[{"type":"paragraph","content":[{"text":"Customization","type":"text","marks":[{"type":"strong"}]},{"text":": Allows users to configure the handler's behavior to suit specific needs and business processes.","type":"text"}]}]}]},{"type":"heading","attrs":{"level":3},"content":[{"text":"Benefits","type":"text"}]},{"type":"bulletList","content":[{"type":"listItem","content":[{"type":"paragraph","content":[{"text":"Enhanced System Integration","type":"text","marks":[{"type":"strong"}]},{"text":": Enables communication and data exchange with various external client systems.","type":"text"}]}]},{"type":"listItem","content":[{"type":"paragraph","content":[{"text":"Improved Flexibility","type":"text","marks":[{"type":"strong"}]},{"text":": Supports integration with future systems adopting the IPC protocol.","type":"text"}]}]},{"type":"listItem","content":[{"type":"paragraph","content":[{"text":"Increased Scalability","type":"text","marks":[{"type":"strong"}]},{"text":": Enables concurrent execution of business tasks alongside external system interactions.","type":"text"}]}]},{"type":"listItem","content":[{"type":"paragraph","content":[{"text":"User Control","type":"text","marks":[{"type":"strong"}]},{"text":": Provides customization options for users to tailor the handler's behavior to their specific requirements.","type":"text"}]}]}]},{"type":"heading","attrs":{"level":2},"content":[{"text":"Terms and Abbreviations","type":"text"}]},{"type":"bulletList","content":[{"type":"listItem","content":[{"type":"paragraph","content":[{"text":"Handler","type":"text","marks":[{"type":"strong"}]},{"text":": An instance of the FIXEdge IPC handler.","type":"text"}]}]},{"type":"listItem","content":[{"type":"paragraph","content":[{"text":"Client","type":"text","marks":[{"type":"strong"}]},{"text":": A third-party application connected to or attempting to connect to a Handler.","type":"text"}]}]},{"type":"listItem","content":[{"type":"paragraph","content":[{"text":"Protocol","type":"text","marks":[{"type":"strong"}]},{"text":": The data communication and format specification used between the Handler and the Client.","type":"text"}]}]}]},{"type":"heading","attrs":{"level":2},"content":[{"text":"Communication Protocol","type":"text"}]},{"type":"paragraph","content":[{"text":"The communication protocol comprises two main stages:","type":"text"}]},{"type":"orderedList","attrs":{"order":1},"content":[{"type":"listItem","content":[{"type":"paragraph","content":[{"text":"Handshake:","type":"text","marks":[{"type":"strong"}]},{"text":" Establishes the connection, verifies protocol compatibility, and ensures no other clients are connected. Upon successful handshake, the server provides the client with a unique ","type":"text"},{"text":"clientTag","type":"text","marks":[{"type":"strong"}]},{"text":" for subsequent message identification.","type":"text"}]}]},{"type":"listItem","content":[{"type":"paragraph","content":[{"text":"Data Exchange:","type":"text","marks":[{"type":"strong"}]},{"text":" Facilitates the exchange of FIX messages and supplementary data between the server and client.","type":"text"}]}]}]},{"type":"paragraph","content":[{"text":"Detailed Protocol Specification:","type":"text","marks":[{"type":"strong"}]}]},{"type":"paragraph","content":[{"text":"For the official protocol specification, see the IPC/client/protocol.md file available in the FIXEdge SDK package.","type":"text"}]},{"type":"heading","attrs":{"level":3},"content":[{"text":"Data Exchange","type":"text"}]},{"type":"paragraph","content":[{"text":"In the data exchange phase, the Handler sends JSON-serialized FIX messages to the Client together with supplementary data that includes the ","type":"text"},{"text":"clientTag","type":"text","marks":[{"type":"strong"}]},{"text":" and any additional auxiliary data. The Client must respond with a result code (0 for success) and additional reply data within a specified timeout:","type":"text"}]},{"type":"bulletList","content":[{"type":"listItem","content":[{"type":"paragraph","content":[{"text":"Success","type":"text","marks":[{"type":"strong"}]},{"text":": The response can include an amended FIX message, a FIX parser template string, and auxiliary data.","type":"text"}]}]},{"type":"listItem","content":[{"type":"paragraph","content":[{"text":"Failure","type":"text","marks":[{"type":"strong"}]},{"text":": An error message can be returned.","type":"text"}]}]}]},{"type":"paragraph","content":[{"text":"The auxiliary data from the client is stored in the session context key-value storage using a key derived from either ","type":"text"},{"text":"AuxDataContextKeyName","type":"text","marks":[{"type":"strong"}]},{"text":" or a combination of ","type":"text"},{"text":"${Handler_Name}.${clientTag} ","type":"text","marks":[{"type":"strong"}]},{"text":"(or simply ","type":"text"},{"text":"${Handler_Name}","type":"text","marks":[{"type":"strong"}]},{"text":" if ","type":"text"},{"text":"clientTag","type":"text","marks":[{"type":"strong"}]},{"text":" is not specified).","type":"text"}]},{"type":"paragraph","content":[{"text":"Timeout Handling:","type":"text","marks":[{"type":"strong"}]}]},{"type":"paragraph","content":[{"text":"The client must send its response within a defined timeframe (specified in microseconds). Failure to respond within this timeout period will be treated as an error.","type":"text"}]},{"type":"mediaSingle","attrs":{"layout":"center","width":760,"widthType":"pixel"},"content":[{"type":"media","attrs":{"width":988,"alt":"image-20241205-131445.png","id":"23bf213f-65fd-4aa6-b085-31b2e5e2c84f","collection":"contentId-170917889","type":"file","height":366}}]},{"type":"heading","attrs":{"level":2},"content":[{"text":"Business Layer Configuration Options","type":"text"}]},{"type":"paragraph","content":[{"text":"All configurations for the IPC Handler are defined within the BL_Config.xml file as shown below:","type":"text"}]},{"type":"table","attrs":{"layout":"default","width":760.0,"localId":"e0037128-41bf-4227-a401-697d1b874f46"},"content":[{"type":"tableRow","content":[{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"codeBlock","attrs":{"language":"javascript"},"content":[{"text":"\n \n \n \n \n \n \n \n \n \n \n \n","type":"text"}]}]}]}]},{"type":"paragraph","content":[{"text":"This code demonstrates sending a FIX message to the \"IPC1\" handler. Clients can customize the timeout, include auxiliary data, and specify the key for storing client data in the session context.","type":"text"}]},{"type":"heading","attrs":{"level":3},"content":[{"text":"FIXEdge.DllHandlers.Handler Element","type":"text"}]},{"type":"table","attrs":{"layout":"default","width":760.0,"localId":"0440e4d5-3420-43a0-bca4-c6772274ede5"},"content":[{"type":"tableRow","content":[{"type":"tableHeader","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"Attribute","type":"text"}]}]},{"type":"tableHeader","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"Meaning","type":"text"}]}]},{"type":"tableHeader","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"Required","type":"text"}]}]},{"type":"tableHeader","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"Default Value","type":"text"}]}]}]},{"type":"tableRow","content":[{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"Name","type":"text","marks":[{"type":"strong"}]}]}]},{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"A unique handler name used in creating a rule.","type":"text"}]}]},{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"Mandatory","type":"text"}]}]},{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph"}]}]},{"type":"tableRow","content":[{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"Description","type":"text","marks":[{"type":"strong"}]}]}]},{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"A mandatory description of the handler.","type":"text"}]}]},{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"Mandatory","type":"text"}]}]},{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph"}]}]},{"type":"tableRow","content":[{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"DllName","type":"text","marks":[{"type":"strong"}]}]}]},{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"The name of the DLL/SO file containing the handler code.","type":"text"}]}]},{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"Mandatory","type":"text"}]}]},{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph"}]}]},{"type":"tableRow","content":[{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"ListenAddress","type":"text","marks":[{"type":"strong"}]}]}]},{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"The Windows named pipe/Unix domain socket for client connections.","type":"text"}]}]},{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"Mandatory","type":"text"}]}]},{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph"}]}]},{"type":"tableRow","content":[{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"ClientTag","type":"text","marks":[{"type":"strong"}]}]}]},{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"The client tag passed by the Server to the Client.","type":"text"}]}]},{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"Optional","type":"text"}]}]},{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"Empty string","type":"text"}]}]}]},{"type":"tableRow","content":[{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"TimeoutUsec","type":"text","marks":[{"type":"strong"}]}]}]},{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"The maximum handling time (in microseconds) on the Client side for a message.","type":"text"}]}]},{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"Optional","type":"text"}]}]},{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"100,000","type":"text"}]}]}]},{"type":"tableRow","content":[{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"ClientConnectionWaitTimeoutMsec","type":"text","marks":[{"type":"strong"}]}]}]},{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"The time (in milliseconds) to wait for a client to (re)connect if no client was connected when the message arrived","type":"text"}]}]},{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"Optional","type":"text"}]}]},{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"100","type":"text"}]}]}]},{"type":"tableRow","content":[{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"AuxData","type":"text","marks":[{"type":"strong"}]}]}]},{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"The auxiliary data sent to the Client with each incoming message.","type":"text"}]}]},{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"Optional","type":"text"}]}]},{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"Empty string","type":"text"}]}]}]},{"type":"tableRow","content":[{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"AuxDataContextKeyName","type":"text","marks":[{"type":"strong"}]}]}]},{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"The session context key name to save the auxiliary data received from the client.","type":"text"}]}]},{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"Optional","type":"text"}]}]},{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"%HandlerName% or ","type":"text"},{"type":"hardBreak"},{"text":"%HandlerName%.%clientTag% if clientTag is not empty","type":"text"}]}]}]}]},{"type":"heading","attrs":{"level":3},"content":[{"text":"FIXEdge.BusinessLayer.Rule.Action.HandlerAction Element","type":"text"}]},{"type":"table","attrs":{"layout":"default","width":760.0,"localId":"3fb1b77e-838e-4874-a8aa-70bc1877bf71"},"content":[{"type":"tableRow","content":[{"type":"tableHeader","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"Attribute","type":"text"}]}]},{"type":"tableHeader","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"Meaning","type":"text"}]}]},{"type":"tableHeader","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"Required","type":"text"}]}]}]},{"type":"tableRow","content":[{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"Name","type":"text","marks":[{"type":"strong"}]}]}]},{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"Matches the name of the Handler from the FIXEdge.DllHandlers.Handler element.","type":"text"}]}]},{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"Mandatory","type":"text"}]}]}]},{"type":"tableRow","content":[{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"AuxData","type":"text","marks":[{"type":"strong"}]}]}]},{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"The auxiliary data passed to the Client for this specific HandlerAction.","type":"text"}]}]},{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"Optional","type":"text"}]}]}]},{"type":"tableRow","content":[{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"Timeout","type":"text","marks":[{"type":"strong"}]}]}]},{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"The maximum communication time (in microseconds) for this specific HandlerAction.","type":"text"}]}]},{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"Optional","type":"text"}]}]}]},{"type":"tableRow","content":[{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"AuxDataContextKeyName","type":"text","marks":[{"type":"strong"}]}]}]},{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"The session context key-value storage key name to save the auxiliary data received from the client.","type":"text"}]}]},{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"Optional","type":"text"}]}]}]}]},{"type":"heading","attrs":{"level":3},"content":[{"text":"Calling from JavaScript","type":"text"}]},{"type":"paragraph","content":[{"text":"To call a handler from JavaScript:","type":"text"}]},{"type":"table","attrs":{"layout":"default","width":760.0,"localId":"946fcca2-561c-4848-8ff4-bc2258fe9c60"},"content":[{"type":"tableRow","content":[{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"codeBlock","attrs":{"language":"javascript"},"content":[{"text":"// Calling the IPC1 with the current FIX message, passing \"HandlerAuxData\" to the Client, binding the auxiliary data, sent by the client to the \"IPC1_clientAuxData\" key of the session KV storage.\n\nhandler(\"IPC1\", [ \n\t[\"TimeoutUsec\", \"150000\"], \n\t[\"AuxData\", \"HandlerAuxData\"], \n\t[\"AuxDataContextKeyName\", \"AuxDataKvKey\"] \n]);","type":"text"}]}]}]}]},{"type":"paragraph","content":[{"text":"This example initiates a call to the IPC1 handler with the current FIX message, passing \"HandlerAuxData\" to the Client, and binds the auxiliary data sent by the Client to the IPC1_clientAuxData key in the session KV storage.","type":"text"}]},{"type":"heading","attrs":{"level":2},"content":[{"text":"Scripting Abstractions for FIXEdge IPC Server","type":"text"}]},{"type":"paragraph","content":[{"text":"FIXEdge SDK provides IPC client samples for Linux and Windows implementing the current protocol version with Node.JS and Python. The samples consist of a simple FIXEdge server abstraction and some client code:","type":"text"}]},{"type":"table","attrs":{"layout":"default","width":760.0,"localId":"7979b17e-18c9-41ca-a858-406642fcd59c"},"content":[{"type":"tableRow","content":[{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"codeBlock","content":[{"text":"FIXEdge-SDK/ipc_client\nFIXEdge-SDK/ipc_client/protocol.md # The actual protocol specification.\nFIXEdge-SDK/ipc_client/Node.js # Node.js is similar for Windows and Linux.\nFIXEdge-SDK/ipc_client/Node.js/fixedge_ipc_server.mjs # Simple server abstraction.\nFIXEdge-SDK/ipc_client/Node.js/ipc_client_example.mjs # Simple client that uses the above abstraction.\nFIXEdge-SDK/ipc_client/Python\nFIXEdge-SDK/ipc_client/Python/Linux\nFIXEdge-SDK/ipc_client/Python/Linux/fixedge_ipc_server.py # Simple server abstraction.\nFIXEdge-SDK/ipc_client/Python/Linux/ipc_client_example.py # Simple client that uses the above abstraction.\nFIXEdge-SDK/ipc_client/Python/Windows/requirements.txt # Dependencies to be installed.\nFIXEdge-SDK/ipc_client/Python/Windows\nFIXEdge-SDK/ipc_client/Python/Windows/fixedge_ipc_server.py # Simple server abstraction.\nFIXEdge-SDK/ipc_client/Python/Windows/ipc_client_example.py # Simple client that uses the above abstraction.","type":"text"}]}]}]}]},{"type":"heading","attrs":{"level":3},"content":[{"text":"Node.js FIXEdge Server Abstraction","type":"text"}]},{"type":"paragraph","content":[{"text":"Node.js module ","type":"text"},{"text":"fixedge_ipc_server.mjs","type":"text","marks":[{"type":"strong"}]},{"text":" provides a FIXEdge IPC server abstraction which is similar for both Windows and Linux. The module provides a ","type":"text"},{"text":"FixEdgeIpcServerV1","type":"text","marks":[{"type":"strong"}]},{"text":" class definition which implements the IPC Protocol V1 communication. The class provides the following methods:","type":"text"}]},{"type":"table","attrs":{"layout":"default","width":760.0,"localId":"ef53812a-26d8-4ca4-ade1-e81bb2dc9c95"},"content":[{"type":"tableRow","content":[{"type":"tableHeader","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"FixEdgeIpcServerV1 Method","type":"text"}]}]},{"type":"tableHeader","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"Result and Parameters","type":"text"}]}]},{"type":"tableHeader","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"Description","type":"text"}]}]}]},{"type":"tableRow","content":[{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"connect(connPath)","type":"text","marks":[{"type":"strong"}]}]}]},{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"connPath","type":"text","marks":[{"type":"strong"}]},{"text":" - FIXEdge IPC server listen address","type":"text"}]}]},{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"A Unix socket path on Linux or a Windows named pipe name on Windows.","type":"text"}]}]}]},{"type":"tableRow","content":[{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"on(event, callback)","type":"text","marks":[{"type":"strong"}]}]},{"type":"paragraph","content":[{"text":"once(event, callback)","type":"text","marks":[{"type":"strong"}]}]}]},{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"event","type":"text","marks":[{"type":"strong"}]},{"text":" - one of ","type":"text"},{"text":"'message'","type":"text","marks":[{"type":"strong"}]},{"text":", ","type":"text"},{"text":"'clientTag'","type":"text","marks":[{"type":"strong"}]},{"text":", ","type":"text"},{"text":"'error'","type":"text","marks":[{"type":"strong"}]},{"text":", ","type":"text"},{"text":"'end'","type":"text","marks":[{"type":"strong"}]},{"text":".","type":"text"}]},{"type":"bulletList","content":[{"type":"listItem","content":[{"type":"paragraph","content":[{"text":"'message'","type":"text","marks":[{"type":"strong"}]},{"text":" callback will be called when a new message from the server arrives. The callback signature: ","type":"text"},{"text":"onMessage(fixMessageRequest)","type":"text","marks":[{"type":"strong"}]},{"text":". The ","type":"text"},{"text":"fixMessageRequest","type":"text","marks":[{"type":"strong"}]},{"text":" is described below.","type":"text"}]}]},{"type":"listItem","content":[{"type":"paragraph","content":[{"text":"'error'","type":"text","marks":[{"type":"strong"}]},{"text":" callback will be triggered when the server returns an error during the handshake phase. The callback signature: ","type":"text"},{"text":"onError(message)","type":"text","marks":[{"type":"strong"}]},{"text":", where ","type":"text"},{"text":"message","type":"text","marks":[{"type":"strong"}]},{"text":" is a string containing the error text.","type":"text"}]}]},{"type":"listItem","content":[{"type":"paragraph","content":[{"text":"'end'","type":"text","marks":[{"type":"strong"}]},{"text":" callback will be triggered when the server closes the connection. The callback signature: ","type":"text"},{"text":"onError()","type":"text","marks":[{"type":"strong"}]},{"text":".","type":"text"}]}]},{"type":"listItem","content":[{"type":"paragraph","content":[{"text":"'clientTag'","type":"text","marks":[{"type":"strong"}]},{"text":" callback will be triggered when the client receives a ","type":"text"},{"text":"clientTag","type":"text","marks":[{"type":"strong"}]},{"text":" from the server. The callback signature: ","type":"text"},{"text":"onClientTag(clientTag)","type":"text","marks":[{"type":"strong"}]},{"text":", where ","type":"text"},{"text":"clientTag","type":"text","marks":[{"type":"strong"}]},{"text":" is a string containing the tag.","type":"text"}]}]}]},{"type":"paragraph","content":[{"text":"callback","type":"text","marks":[{"type":"strong"}]},{"text":" - a callback function to be called when the specified event is received.","type":"text"}]}]},{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"The ","type":"text"},{"text":"on('message', ...)","type":"text","marks":[{"type":"strong"}]},{"text":" callback can be substituted with an ","type":"text"},{"text":"onMessage(fixMessageRequest)","type":"text","marks":[{"type":"strong"}]},{"text":" method defined on the ","type":"text"},{"text":"FixEdgeIpcServerV1","type":"text","marks":[{"type":"strong"}]},{"text":" object. Please find the description of ","type":"text"},{"text":"on('message', ...)","type":"text","marks":[{"type":"strong"}]},{"text":" requirements in the section dedicated to the ","type":"text"},{"text":"onMessage()","type":"text","marks":[{"type":"strong"}]},{"text":" callback.","type":"text"}]}]}]},{"type":"tableRow","content":[{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"onMessage(fixMessageRequest)","type":"text","marks":[{"type":"strong"}]}]}]},{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"fixMessageRequest","type":"text","marks":[{"type":"strong"}]},{"text":" is an object with the following structure:","type":"text"}]},{"type":"codeBlock","content":[{"text":"{\n 'message': 'a string containing the JSON FIX message',\n 'clientTag': 'a string containing the clientTag setup on server',\n 'auxData': 'a string auxiliary data passed with the message'\n}","type":"text"}]},{"type":"paragraph"},{"type":"paragraph"}]},{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"The ","type":"text"},{"text":"onMessage","type":"text","marks":[{"type":"strong"}]},{"text":" call should always call ","type":"text"},{"text":"replySuccess","type":"text","marks":[{"type":"strong"}]},{"text":" or ","type":"text"},{"text":"replyError","type":"text","marks":[{"type":"strong"}]},{"text":" to wrap up the server communication. Otherwise, the FIXEdge IPC server will time out waiting for the reply and fail the message handling.","type":"text"}]}]}]},{"type":"tableRow","content":[{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"replySuccess(replyMessage, templateString, auxData)","type":"text","marks":[{"type":"strong"}]}]}]},{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"replyMessage","type":"text","marks":[{"type":"strong"}]},{"text":" - a JSON string representing the modified FIX message (or empty if no modifications were made).","type":"text"}]},{"type":"paragraph","content":[{"text":"templateString","type":"text","marks":[{"type":"strong"}]},{"text":" - a template string for FIXEdge to be able to parse the returned message.","type":"text"}]},{"type":"paragraph","content":[{"text":"auxData","type":"text","marks":[{"type":"strong"}]},{"text":" - auxiliary data that is attached to the key specified by the ","type":"text"},{"text":"AuxDataContextKeyName","type":"text","marks":[{"type":"strong"}]},{"text":" configuration parameter.","type":"text"}]}]},{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"Upon receiving a success reply, the FIXEdge IPC server will try parsing the returned message (if any), and if successful, it will continue the business rule execution with the new message. If no messages are returned, it continues the business rule execution with the original message.","type":"text"}]}]}]},{"type":"tableRow","content":[{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"replyError(errorCode, errorMessage)","type":"text","marks":[{"type":"strong"}]}]}]},{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"errorCode","type":"text","marks":[{"type":"strong"}]},{"text":" - a non-zero error code describing the error.","type":"text"}]},{"type":"paragraph","content":[{"text":"errorMessage","type":"text","marks":[{"type":"strong"}]},{"text":" - a textual error description.","type":"text"}]}]},{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"If the returned message is not parsed successfully, the rule is failed. The rule is failed, and the error code and message are logged and populated using the configured FIXEdge mechanisms.","type":"text"}]}]}]}]},{"type":"heading","attrs":{"level":4},"content":[{"text":"Basic Usage Example","type":"text"}]},{"type":"paragraph","content":[{"text":"This simple example for Linux only prints the received message to the standard output. ","type":"text"}]},{"type":"table","attrs":{"layout":"default","width":760.0,"localId":"1eb24e6b-1ec5-409c-8335-83704778a714"},"content":[{"type":"tableRow","content":[{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"codeBlock","content":[{"text":"import { FixEdgeIpcServerV1 } from './fixedge_ipc_server.mjs';\n \nconst fe = new FixEdgeIpcServerV1;\n \nfe.on('error', (message)=>{\n console.log('FixEdge server communication error: ', message);\n});\n \nfe.on('end', ()=>{\n console.log('FixEdge server closed connection.');\n});\n \nfe.on('clientTag', (clientTag)=>{\n console.log('FixEdge server set up the client tag: ' + clientTag);\n});\n \nfe.onMessage = (fixMessageRequest)=>{\n console.log('FixEdge server message: ' + JSON.stringify(fixMessageRequest));\n fe.replySuccess(/*not returning any modified message*/ '', /*no template string*/ '', /*no auxiliary data*/ '');\n};\n \nif(process.platform !== 'win32')\n fe.connect('/tmp/fixedge_unixdomainsocket_name');\nelse\n fe.connect('\\\\\\\\.\\\\pipe\\\\fixedge_namedpipe_name');","type":"text"}]}]}]}]},{"type":"heading","attrs":{"level":3},"content":[{"text":"Python FIXEdge Server Abstraction","type":"text"}]},{"type":"paragraph","content":[{"text":"Python version 3 and later is necessary to run the examples.","type":"text"}]},{"type":"paragraph","content":[{"text":"Python FIXEdge server abstraction may require installing dependencies if specified in requirements.txt file. An example command that may be used is as follows:","type":"text"}]},{"type":"table","attrs":{"layout":"default","width":760.0,"localId":"05cf582c-149c-4e81-a0a7-f3141a0a8b1c"},"content":[{"type":"tableRow","content":[{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"codeBlock","attrs":{"language":"python"},"content":[{"text":"python3 -m pip install -r requirements.txt","type":"text"}]}]}]}]},{"type":"paragraph"},{"type":"table","attrs":{"layout":"default","width":760.0,"localId":"9330c718-6745-4961-9655-f6706ad0de3f"},"content":[{"type":"tableRow","content":[{"type":"tableHeader","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"FixEdgeIpcServerV1 Method","type":"text"}]}]},{"type":"tableHeader","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"Result and Parameters","type":"text"}]}]},{"type":"tableHeader","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"Description","type":"text"}]}]}]},{"type":"tableRow","content":[{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"connect(connPath)","type":"text","marks":[{"type":"strong"}]}]}]},{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"connPath","type":"text","marks":[{"type":"strong"}]},{"text":" - FIXEdge IPC server listen address.","type":"text"}]},{"type":"paragraph","content":[{"text":"Result","type":"text","marks":[{"type":"strong"}]},{"text":" - the ","type":"text"},{"text":"clientTag","type":"text","marks":[{"type":"strong"}]},{"text":" assigned by the server.","type":"text"}]}]},{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"A Unix socket path on Linux or a Windows named pipe name on Windows.","type":"text"}]},{"type":"paragraph","content":[{"text":"In case of an unsuccessful connection, the returned error message is thrown as an exception.","type":"text"}]}]}]},{"type":"tableRow","content":[{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"recv_fix_message_request()","type":"text","marks":[{"type":"strong"}]}]}]},{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"Result","type":"text","marks":[{"type":"strong"}]},{"text":" - a dictionary with the following fields:","type":"text"}]},{"type":"codeBlock","content":[{"text":"{\n 'message': 'a string containing the JSON FIX message',\n 'clientTag': 'a string containing the clientTag setup on server',\n 'auxData': 'a string auxiliary data passed with the message'\n}","type":"text"}]},{"type":"paragraph"},{"type":"paragraph"}]},{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"The ","type":"text"},{"text":"recv_fix_message_request","type":"text","marks":[{"type":"strong"}]},{"text":" blocks the script execution until a new message handling request is read from the Unix socket/named pipe. If a communication error occurs during the call, an exception with the error description is thrown within its body.","type":"text"}]}]}]},{"type":"tableRow","content":[{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"reply_success(replacement_fix_message, template_string, auxiliary_data)","type":"text","marks":[{"type":"strong"}]}]}]},{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"replacement_fix_message","type":"text","marks":[{"type":"strong"}]},{"text":" - a JSON string representing the modified FIX message (or empty if no modifications were done).","type":"text"}]},{"type":"paragraph","content":[{"text":"template_string","type":"text","marks":[{"type":"strong"}]},{"text":" - a template string for FIXEdge to be able to parse the returned message.","type":"text"}]},{"type":"paragraph","content":[{"text":"auxiliary_data","type":"text","marks":[{"type":"strong"}]},{"text":" - auxiliary data that is attached to the key specified by the ","type":"text"},{"text":"AuxDataContextKeyName","type":"text","marks":[{"type":"strong"}]},{"text":" configuration parameter.","type":"text"}]}]},{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"Upon receiving a successful reply, the FIXEdge IPC server will try parsing the returned message (if any). If successful, it will continue the business rule execution with the new message. If no messages are returned, it continues the business rule execution with the original message.","type":"text"}]}]}]},{"type":"tableRow","content":[{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"reply_error(error_code, error_message)","type":"text","marks":[{"type":"strong"}]}]}]},{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"error_code","type":"text","marks":[{"type":"strong"}]},{"text":" - a non-zero error code describing the error.","type":"text"}]},{"type":"paragraph","content":[{"text":"error_message","type":"text","marks":[{"type":"strong"}]},{"text":" - a textual error description.","type":"text"}]}]},{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"paragraph","content":[{"text":"If the returned message is not parsed successfully, the rule is failed. The rule is failed, and the error code and message are logged and populated using the configured FIXEdge mechanisms.","type":"text"}]}]}]}]},{"type":"heading","attrs":{"level":4},"content":[{"text":"Basic Usage Example","type":"text"}]},{"type":"paragraph","content":[{"text":"This simple example for Linux only prints the received message to the standard output. ","type":"text"}]},{"type":"table","attrs":{"layout":"default","width":760.0,"localId":"a46890f9-9fbb-480b-91a1-d26501909b08"},"content":[{"type":"tableRow","content":[{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"codeBlock","attrs":{"language":"python"},"content":[{"text":"import sys\nimport json\nfrom fixedge_ipc_server import fixedge_ipc_server_v1\n \nif sys.version_info[0] < 3:\n raise Exception(\"Python 3 is required for this code to run.\")\n \nserver = fixedge_ipc_server_v1()\n \nclient_tag = \"\"\ntry:\n client_tag = server.connect('/tmp/fixedge_unixdomainsocket_name')\nexcept Exception as error:\n print(\"Unable to connect due to:\", error)\n exit(1)\n \nprint('FixEdge server set up the client tag: ', client_tag)\n \nwhile True:\n fmr = {};\n try:\n fmr = server.recv_fix_message_request()\n except Exception as error:\n print(\"Unable to communicate due to:\", error)\n exit(1)\n \n print(fmr)\n server.reply_success('', '', '')","type":"text"}]}]}]}]},{"type":"heading","attrs":{"level":2},"content":[{"text":"Configuration and Scripting Examples","type":"text"}]},{"type":"heading","attrs":{"level":3},"content":[{"text":"BL_Config for Windows IPC Handler Configuration","type":"text"}]},{"type":"paragraph","content":[{"text":"A minimal FIXEdge ","type":"text"},{"text":"BL_Config","type":"text","marks":[{"type":"strong"}]},{"text":" entry for Windows could look like this:","type":"text"}]},{"type":"table","attrs":{"layout":"default","width":760.0,"localId":"d3ddfa86-b6a1-458e-8c52-9256660a03c0"},"content":[{"type":"tableRow","content":[{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"codeBlock","attrs":{"language":"xml"},"content":[{"text":"","type":"text"}]}]}]}]},{"type":"heading","attrs":{"level":3},"content":[{"text":"Modifying the Incoming Message","type":"text"}]},{"type":"table","attrs":{"layout":"default","width":760.0,"localId":"a8c304a5-ae8c-4287-9b55-f528cc57aa25"},"content":[{"type":"tableRow","content":[{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"codeBlock","attrs":{"language":"python"},"content":[{"text":"import sys\nimport json\nfrom fixedge_ipc_server import fixedge_ipc_server_v1\n\nif sys.version_info[0] < 3:\n raise Exception(\"Python 3 is required for this code to run.\")\n\nserver = fixedge_ipc_server_v1()\n\nclient_tag = \"\"\ntry:\n\tclient_tag = server.connect('/tmp/fixedge_unixdomainsocket_name')\nexcept Exception as error:\n\tprint(\"Unable to connect due to:\", error)\n exit(1)\n\nprint('FixEdge server set up the client tag: ', client_tag)\n\nwhile True:\n fmr = {};\n try:\n\t\tfmr = server.recv_fix_message_request()\n\texcept Exception as error:\n print(\"Unable to communicate due to:\", error)\n exit(1)\n\n message = json.loads(fmr['message'])\n\n\tmessage['Body']['ListID'] = 'NewListID'\n\n server.reply_success(json.dumps(message), '', '')","type":"text"}]}]}]}]},{"type":"table","attrs":{"layout":"default","width":760.0,"localId":"d1868f74-89f8-409a-b061-d88256629acc"},"content":[{"type":"tableRow","content":[{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"codeBlock","attrs":{"language":"javascript"},"content":[{"text":"import { FixEdgeIpcServerV1 } from './fixedge_ipc_server.mjs';\n\nconst fe = new FixEdgeIpcServerV1;\n\nfe.on('error', (message) => {\n console.log('FixEdge server communication error: ', message); \n});\n\nfe.on('end', () => {\n console.log('FixEdge server closed connection.'); \n});\n\nfe.on('clientTag', (clientTag) => {\n console.log('FixEdge server set up the client tag: ' + clientTag); \n});\n\nfe.onMessage = (fixMessageRequest) => {\n var msg = JSON.parse(fixMessageRequest.message);\n msg.Body.ListID = 'NewListID'; \n fe.replySuccess(JSON.stringify(msg), '', '');\n};\n\nif (process.platform !== 'win32') \n fe.connect('/tmp/fixedge_unixdomainsocket_name');\nelse\n fe.connect('\\\\\\\\.\\\\pipe\\\\fixedge_namedpipe_name'); ","type":"text"}]}]}]}]},{"type":"heading","attrs":{"level":3},"content":[{"text":"Using Custom FIX Parsers","type":"text"}]},{"type":"table","attrs":{"layout":"default","width":760.0,"localId":"867df38e-1546-4083-bae9-20e95ab72017"},"content":[{"type":"tableRow","content":[{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"codeBlock","attrs":{"language":"javascript"},"content":[{"text":"# Usual FE server abstraction initialization is skipped\n \nwhile True:\n fmr = {};\n try:\n fmr = server.recv_fix_message_request()\n except Exception as error:\n print('Unable to communicate due to:', error)\n exit(1)\n \n message = json.loads(fmr['message'])\n message['Header']['BeginString'] = 'FIX.4.3'\n server.reply_success(json.dumps(message), 'FIX43', '')","type":"text"}]}]}]}]},{"type":"table","attrs":{"layout":"default","width":760.0,"localId":"27e6b1ca-e5be-4033-a437-ec9c3aab27ac"},"content":[{"type":"tableRow","content":[{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"codeBlock","attrs":{"language":"javascript"},"content":[{"text":"// Usual FE server abstraction initialization is skipped\n \nfe.onMessage = (fixMessageRequest)=>{\n var msg = JSON.parse(fixMessageRequest.message);\n msg.Header.BeginString = 'FIX.4.3';\n fe.replySuccess(JSON.stringify(msg), 'FIX43', '');\n};","type":"text"}]}]}]}]},{"type":"heading","attrs":{"level":4},"content":[{"text":"Handling Auxiliary Data","type":"text"}]},{"type":"paragraph","content":[{"text":"Auxiliary data can be transferred to a client using a ","type":"text"},{"text":"BL_Config","type":"text","marks":[{"type":"strong"}]},{"text":" rule configuration using ","type":"text"},{"text":"Handler.AuxData","type":"text","marks":[{"type":"strong"}]},{"text":" (to specify per-Handler auxiliary data) or ","type":"text"},{"text":"Rule.AuxData","type":"text","marks":[{"type":"strong"}]},{"text":" (to specify per-Rule auxiliary data) XML elements. Yet another option is to use a ","type":"text"},{"text":"Script","type":"text","marks":[{"type":"strong"}]},{"text":" XML element of ","type":"text"},{"text":"BL_Config.xml","type":"text","marks":[{"type":"strong"}]},{"text":", as follows:","type":"text"}]},{"type":"table","attrs":{"layout":"default","width":760.0,"localId":"f090eecf-e6b0-4f74-8706-2b6da2007d15"},"content":[{"type":"tableRow","content":[{"type":"tableCell","attrs":{"colspan":1,"rowspan":1},"content":[{"type":"codeBlock","attrs":{"language":"xml"},"content":[{"text":" \n

Browser not supported