Re: [Quickfix-developers] FIX message replay by a quickfix acceptor

[Oren M. <or...@qu...>]

Right you are!

--oren

Dale Wilson wrote:

> Of course right after I sent the message I realized that I'd told you 
> how to find messages you had SENT.  That's different from finding 
> messages that arrived during the downtime which is probably what you 
> had in mind.
>
> Oh well.
>
> To make up for my confusion, I'll point out that is fairly easy to 
> provide a custom logger so if you don't like the file locking 
> technique FIX uses you can roll your own relatively easily.
>
> Dale
>
>
> Dale Wilson wrote:
>
>> Hi Andrew,
>>
>> Andrew Freese wrote:
>>
>>> Hello all, been looking through the online docs and list archives 
>>> but haven't found anything yet so here goes -
>>>
>>> In the system i've inherited (environment is C++ on 64bit Linux), 
>>> there is an "Order Matcher" (OM) which sometimes routes orders out 
>>> to the outside world via a Quickfix Initiator (QI).  OM and QI 
>>> communicate via messaging, ie. NOT via Quickfix.
>>>
>>> Here's my task:  when OM recovers from a crash, it must query QI for 
>>> all events which occurred since it crashed at XX:XX time.
>>
>>
>>> Broadly, the options i've considered are A) QA itself responds to 
>>> OM's query, or B) a separate process responds to OM's query.
>>>
>>>
>>> 1.  If OM were a quickfix Initiator and QI were a quickfix Acceptor, 
>>> i realize this would be a regular recovery reconnect.  Given that QI 
>>> acts as a sort of "Acceptor", as an Initiator object does it have 
>>> access to the same replay functionality?
>>>
>>> 2.  Further to option B), given that QI continuously writes to its 
>>> FIX logs, would there be any problem with a secondary process 
>>> reading the file?  Basically i'm asking what type of file locking is 
>>> the quickfix Initiator using?
>>
>>
>> Assuming you can identify the point in time at which the OM crashed 
>> and express that in terms of the FIX sequence numbers that were in 
>> use at the time of the crash, you can retrieve the FIX messages 
>> within the QI  (that would be option A) using code similar to:
>>
>>     std::vector< std::string > msgs;
>>     session_->getStore()->get(startNum, endNum, msgs);
>>     Then for each entry in msgs you can reconstitute a QuickFIX 
>> message like so:
>>       FIX::Message original(msgs[nEntry], session_->getDataDictionary());
>>
>> That leaves the task of translating the FIX messages into something 
>> meaningful to the OM, but you probably already have code to do that.
>>
>> I'll leave the question of sharing the file for others to answer.
>>
>> HTH,
>>
>> Dale
>>
>>
>>>
>>>
>>> Any help greatly appreciated.
>>>
>>>
>>> thank you,
>>>
>>> Andrew Freese
>>> af...@ra...
>>>
>>
>>
>>-- 
>>-----------------------------------------------------
>>  Dale Wilson, Senior Software Engineer
>>  Object Computing, Inc. (OCI)
>>  http://www.ociweb.com/  http://www.theaceorb.com/
>>----------------------------------------------------
>>
>
>
>-- 
>-----------------------------------------------------
>  Dale Wilson, Senior Software Engineer
>  Object Computing, Inc. (OCI)
>  http://www.ociweb.com/  http://www.theaceorb.com/
>----------------------------------------------------
>