Client | FIX Protocol Engine

The client_fix module provides the core connectivity, message parsing, and session management required for the BetaTrader client to interact with the FIX matching engine. It handles asynchronous networking, authenticates users, normalizes sequence numbers, and exposes structured domain objects to the rest of the application. This is a pure protocol library with no GUI dependencies — the ConnectionPanel (ImGui UI for session management) has been moved to client_ui.

Architecture

classDiagram
    classDef logic fill:#0b0c10,stroke:#c5c6c7,stroke-width:2px,color:white;
    classDef net fill:#1f2833,stroke:#66fcf1,stroke-width:2px,color:white;
 
    class FixClientSession:::net {
        +connect(host, port)
        +logon()
        +logout()
        +send(message)
        +setSessionCallback()
        -handleRead()
        -handleHeartbeatTimeout()
        -handleTestRequestTimeout()
        -mAuthManager: std::shared_ptr~AuthManager~
        -mSeqStore: SeqNumStore
    }
    
    class SeqNumStore:::logic {
        +getInSeq() : SequenceNumber
        +getOutSeq() : SequenceNumber
        +setInSeq(seq)
        +setOutSeq(seq)
        +incrementInSeq()
        +incrementOutSeq()
        -persist()
    }
    
    class AuthManager:::logic {
        +authenticate(username, password)
        +handleUserResponse(status, text)
        +setAuthCallback()
    }
    
    class FixMessageParser:::logic {
        +parse(fixMessage) : ParsedFixMessage
    }
    
    FixClientSession *--> SeqNumStore : Composition
    FixClientSession --> AuthManager : Shared
    FixClientSession ..> FixMessageParser : Uses

Key Components

1. <tt>FixClientSession</tt>

The central state machine managing the asynchronous TCP connection and FIX session lifecycle using Boost.Asio.

• Session State: Actively manages transitions connecting, authenticating (Logon 35=A), synchronizing sequence numbers, and maintaining an active session.
• Keep-Alive: Periodically sends Heartbeat (35=0) messages. If peer is unresponsive, sends TestRequest (35=1) and eventually disconnects if no response is received.
• Sequence Management: Automatically detects server sequence gaps and processes SequenceReset (35=4) and ResendRequest (35=2). Client explicitly relies on SequenceReset-GapFill behavior when caching outbound messages is not required.

2. <tt>SeqNumStore</tt>

A persistence layer ensuring message continuity across client restarts and dropped connections.

• Storage: Writes strictly to isolated .seq flat files based on Target and Sender IDs or configurable directory paths (beneficial for test isolation).
• Synchronization: Automatically updates inward/outward sequences when reading/writing valid FIX messages.

3. <tt>AuthManager</tt>

Handles user identification securely over the FIX connection.

• Security: Initiates the handshake by queueing a UserRequest (35=BE) with the credentials.
• Flow: Validates UserResponse (35=BF) messages to finalize the login handshake successfully, or triggers failure alerts via callbacks.

4. <tt>FixMessageParser</tt>

A high-performance tag-value dictionary extractor and domain object builder.

• Validation: Strictly enforces standard message structures, SOH delimiter checking, missing mandatory tags, and exact matching of calculated versus expected checksums (10=).
• Strict Typing: Converts parsed structures containing strings/string_views directly into typed domain classes (e.g., ExecutionReport, MarketDataSnapshotFullRefresh via std::variant), abstracting protocol intricacies away from business logic.

Usage and Extensions

• Threading: Run the FixClientSession event loop from a dedicated worker thread io_context.run() to perform non-blocking I/O.
• Testing: Test cases implement 100% path coverage for the entire module by utilizing friend class overrides and custom sequence directories (session_test_store/).