Re: [Quickfix-users] QuickFIX/J newbie needs tips on robustness

[Scott M. <dl....@gm...>]

On 7/19/06, Jerry Westrick <je...@we...> wrote:

> The Fix Specs say that the ClOrdID is Unique per Order.
> I would expect your broker to check this.
> If the ClOrdID already exists then He should reject the NewOrderSingle.

Ah, clever idea.  I hadn't thought of just trying that.

Unfortunately, it didn't work out: they treat it as a new, separate
order.  So now, as far as they're concerned, I simply have two
identical orders with the same ClOrdID.

Good thing to try, though.


> 2) Isn't this a rather theoretical case?Won't QuickFix Recovery get this for
> you?

I am of course a newbie, so I can't speak too authoritatively.  Maybe
you're right.  It just seemed to me that since there's no way to both
(1) send the message (and guarantee it got to the broker) and (2)
update the database, all as part of the same guaranteed-atomic
operation, then you can always construct a scenario where you lose if
the power goes out at just the wrong moment.

You're right that it's a theoretical case, but you know how it is ...
if you don't deal with it, it'll come back and bite you at the worst
possible moment.

I think my strategy is going to be that I won't try to autonomously
recover -- there's just no way to do it, at least not that I can find,
in my particular circumstances.  Instead, we'll have to manually
recover (via phone calls to the broker or something) when the startup
code sees an order is marked as sent but has no broker-side order ID.

Thanks for the suggestions!

-- 
"Life results from the non-random survival of randomly varying
replicators." -- Richard Dawkins