Re: [Quickfix-developers] Building a simple FIX messge router/proxy

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

Hi Ulrik,

Dynamic session is definitely something that has come up before and I  
do indeed think it's about time we did something to support them.   
Keep in mind though, that even with dynamic session support (just  
meaning that an acceptor will accept any session id and create a  
session object for it on the fly), you still cannot share Sender/ 
Target compids.  (The potential use of subids as part of a sessionid  
doesn't really help out here either since these connections must be  
unique at one level instead of another).  Each incoming connection  
must have a unique session ID or a FIX engine would not be able to  
differentiate them.  So the incoming client applications would need  
to at least differentiate themselves with their sender IDs.

There are a lot of ways you could potentially accomplish this with  
your clients to generate a unique sender compid for each session.  If  
you do not have control over the clients (they are written by third  
parties), then you need to coordinate with them on a system for compids.

--oren

On Nov 13, 2006, at 8:13 AM, Ulrik Hede wrote:

> Hi QuickFix people.
>
> I'm considering using quickfix to build a simple message router/ 
> proxy. The main function of the router is to pass messages in  
> unmodified form between two socketlistner fix session - basically  
> just reverting the direction of the connection. So a one to one fix  
> session relationship that might be extended to real routing with  
> many to one FIX sessions in the future.
>
> But a few questions pops up about that design.
>
> QuickFix does not seem to support multible sessions with the same  
> sender/target COMPID combination.
>
> Can message routing be implemented at a relatively low level in the  
> quickfix framework so I do not have to override message specific  
> methoods for all messages and FIX version ?
>
> Would it be possible to make the router require no configuration,  
> so that all incoming connections are accepted regardless of COMPID  
> combination and a coorespondig listening session programmically   
> created ?
>
> I'm sorry if these questions are naive but I'm a complete QF newbee.
>
> Regards
>
> Ulrik