fix_client::FixClientSession Class Reference

High-performance asynchronous FIX client using ASIO. More...

#include <FixClientSession.h>

Inheritance diagram for fix_client::FixClientSession:

Collaboration diagram for fix_client::FixClientSession:

Public Types
using	MessageCallback = std::function< void(const ParsedFixMessage &)>
	Callback type for when a fully parsed message falls out of the protocol engine.
using	StateChangeCallback = std::function< void(FixClientState)>
	Callback type for state transitions (e.g. Disconnected -> Active).

Public Member Functions
	FixClientSession (asio::io_context &ioContext, const std::string &senderCompId, const std::string &targetCompId, const std::string &seqStoreDir="seq_store")
	Constructs a new FIX Client Session.
	~FixClientSession ()
void	connect (const std::string &host, short port)
	Connects to the remote FIX server asynchronously.
void	disconnect ()
	Closes the socket and stops reading.
const std::string &	getSenderCompId () const
FixClientState	getState () const
void	sendAuthRequest (const std::string &username, const std::string &password)
	Helper to send an authenticated UserRequest (35=BE)
void	sendLogon (int heartbeatInterval=30, bool forceReset=false)
	Sends a Logon (35=A) request. Must be called after connect() is successful.
void	sendLogout (const std::string &reason="")
	Sends a Logout (35=5) request.
void	sendMarketDataRequest (const std::string &symbol, char subscriptionRequestType='1')
void	sendMessage (const std::string &msgType, const std::string &bodyStr)
	Queues a raw FIX message body to be properly headed, trailed, sequenced, and sent.
void	sendNewOrder (const std::string &symbol, char side, double price, int qty, char type='2', char tif='0')
void	setHeartbeatInterval (int seconds)
void	setMessageCallback (MessageCallback cb)
void	setStateChangeCallback (StateChangeCallback cb)

Private Member Functions
void	changeState (FixClientState newState)
void	doRead ()
void	doWrite (std::shared_ptr< std::string > message)
void	handleHeartbeat (const std::string &msgStr)
void	handleLogonResponse (const std::string &msgStr, uint32_t inSeq)
void	handleLogoutResponse (const std::string &msgStr)
void	handleProtocolMessage (const std::string &msgStr)
void	handleResendRequest (const std::string &msgStr)
void	handleSequenceReset (const std::string &msgStr)
void	handleTestRequest (const std::string &msgStr)
void	startHeartbeatTimer ()
void	startTestRequestTimer ()

Private Attributes
int	mHeartbeatInterval = 30
asio::steady_timer	mHeartbeatTimer
asio::io_context &	mIoContext
MessageCallback	mMessageCb
std::string	mReadBuffer
std::vector< char >	mReadChunk
asio::ip::tcp::resolver	mResolver
std::string	mSenderCompId
SeqNumStore	mSeqStore
asio::ip::tcp::socket	mSocket
std::atomic< FixClientState >	mState {FixClientState::Disconnected}
StateChangeCallback	mStateChangeCb
std::string	mTargetCompId
asio::steady_timer	mTestReqTimer

Static Private Attributes
static constexpr size_t	ChunkSize = 8192

Friends
class	FixClientSessionTests

Detailed Description

High-performance asynchronous FIX client using ASIO.

Member Typedef Documentation

MessageCallback

using fix_client::FixClientSession::MessageCallback = std::function<void(const ParsedFixMessage&)>

Callback type for when a fully parsed message falls out of the protocol engine.

StateChangeCallback

using fix_client::FixClientSession::StateChangeCallback = std::function<void(FixClientState)>

Callback type for state transitions (e.g. Disconnected -> Active).

Constructor & Destructor Documentation

FixClientSession()

fix_client::FixClientSession::FixClientSession	(	asio::io_context &	ioContext,
		const std::string &	senderCompId,
		const std::string &	targetCompId,
		const std::string &	seqStoreDir = "seq_store"
	)

Constructs a new FIX Client Session.

Parameters

ioContext	The ASIO event loop to run on.
senderCompId	This client's identification string (e.g. "MahaSahayak").
targetCompId	The exchange's identification string (e.g. "BETA_EXCHANGE").

~FixClientSession()

fix_client::FixClientSession::~FixClientSession

(

)

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Member Function Documentation

changeState()

void fix_client::FixClientSession::changeState ( FixClientState  newState )

private

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connect()

void fix_client::FixClientSession::connect	(	const std::string &	host,
		short	port
	)

Connects to the remote FIX server asynchronously.

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disconnect()

void fix_client::FixClientSession::disconnect

(

)

Closes the socket and stops reading.

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doRead()

void fix_client::FixClientSession::doRead ( )

private

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doWrite()

void fix_client::FixClientSession::doWrite ( std::shared_ptr< std::string >  message )

private

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getSenderCompId()

const std::string & fix_client::FixClientSession::getSenderCompId ( ) const

inline

getState()

FixClientState fix_client::FixClientSession::getState ( ) const

inline

handleHeartbeat()

void fix_client::FixClientSession::handleHeartbeat ( const std::string &  msgStr )

private

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handleLogonResponse()

void fix_client::FixClientSession::handleLogonResponse ( const std::string &  msgStr, uint32_t  inSeq  )

private

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handleLogoutResponse()

void fix_client::FixClientSession::handleLogoutResponse ( const std::string &  msgStr )

private

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handleProtocolMessage()

void fix_client::FixClientSession::handleProtocolMessage ( const std::string &  msgStr )

private

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handleResendRequest()

void fix_client::FixClientSession::handleResendRequest ( const std::string &  msgStr )

private

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handleSequenceReset()

void fix_client::FixClientSession::handleSequenceReset ( const std::string &  msgStr )

private

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handleTestRequest()

void fix_client::FixClientSession::handleTestRequest ( const std::string &  msgStr )

private

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sendAuthRequest()

void fix_client::FixClientSession::sendAuthRequest	(	const std::string &	username,
		const std::string &	password
	)

Helper to send an authenticated UserRequest (35=BE)

sendLogon()

void fix_client::FixClientSession::sendLogon	(	int	heartbeatInterval = 30,
		bool	forceReset = false
	)

Sends a Logon (35=A) request. Must be called after connect() is successful.

Parameters

heartbeatInterval	Required heartbeat interval (default 30s).
forceReset	If true, sends ResetSeqNumFlag=Y and drops seq store to 1.

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sendLogout()

void fix_client::FixClientSession::sendLogout

(

const std::string &

reason = ""

)

Sends a Logout (35=5) request.

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sendMarketDataRequest()

void fix_client::FixClientSession::sendMarketDataRequest	(	const std::string &	symbol,
		char	subscriptionRequestType = '1'
	)

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sendMessage()

void fix_client::FixClientSession::sendMessage	(	const std::string &	msgType,
		const std::string &	bodyStr
	)

Queues a raw FIX message body to be properly headed, trailed, sequenced, and sent.

Parameters

msgType	The Tag 35 value (e.g. "D" for new order).
bodyStr	The raw tag=value body string.

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sendNewOrder()

void fix_client::FixClientSession::sendNewOrder	(	const std::string &	symbol,
		char	side,
		double	price,
		int	qty,
		char	type = '2',
		char	tif = '0'
	)

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setHeartbeatInterval()

void fix_client::FixClientSession::setHeartbeatInterval ( int  seconds )

inline

setMessageCallback()

void fix_client::FixClientSession::setMessageCallback ( MessageCallback  cb )

inline

setStateChangeCallback()

void fix_client::FixClientSession::setStateChangeCallback ( StateChangeCallback  cb )

inline

startHeartbeatTimer()

void fix_client::FixClientSession::startHeartbeatTimer ( )

private

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startTestRequestTimer()

void fix_client::FixClientSession::startTestRequestTimer ( )

private

Friends And Related Symbol Documentation

FixClientSessionTests

friend class FixClientSessionTests

friend

Member Data Documentation

ChunkSize

constexpr size_t fix_client::FixClientSession::ChunkSize = 8192

staticconstexprprivate

mHeartbeatInterval

int fix_client::FixClientSession::mHeartbeatInterval = 30

private

mHeartbeatTimer

asio::steady_timer fix_client::FixClientSession::mHeartbeatTimer

private

mIoContext

asio::io_context& fix_client::FixClientSession::mIoContext

private

mMessageCb

MessageCallback fix_client::FixClientSession::mMessageCb

private

mReadBuffer

std::string fix_client::FixClientSession::mReadBuffer

private

mReadChunk

std::vector<char> fix_client::FixClientSession::mReadChunk

private

mResolver

asio::ip::tcp::resolver fix_client::FixClientSession::mResolver

private

mSenderCompId

std::string fix_client::FixClientSession::mSenderCompId

private

mSeqStore

SeqNumStore fix_client::FixClientSession::mSeqStore

private

mSocket

asio::ip::tcp::socket fix_client::FixClientSession::mSocket

private

mState

std::atomic<FixClientState> fix_client::FixClientSession::mState {FixClientState::Disconnected}

private

mStateChangeCb

StateChangeCallback fix_client::FixClientSession::mStateChangeCb

private

mTargetCompId

std::string fix_client::FixClientSession::mTargetCompId

private

mTestReqTimer

asio::steady_timer fix_client::FixClientSession::mTestReqTimer

private

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The documentation for this class was generated from the following files:

• client/client_fix/include/fix_client/FixClientSession.h
• client/client_fix/src/FixClientSession.cpp