Re: [Quickfix-developers] Out-of-order sequence numbers

[Joerg T. <Joe...@ma...>]

Oren Miller wrote:
> I'm not sure it is illegal, but I'm sure this behavior is not 
> recommended as it would cause the counterparty to send more resend 
> requests.  My guess is that while the QF thread is resending messages, 
> you're app is sending messages blissfully unaware of this state.
>  
> We made need to make QF a little smarter so this situation cannot occur.

I would expect the following behaviour:

- Every message sent using sendToTarget is put into the output queue
   (backed on FileStore or similar)

- Exactly one thread sends messages to the outgoing socket. This thread
   also handles Resend requests, e.g.

	Send message 23
	Send message 24
	Got Resend request for message 12-17
	Push current message 24
	Send message 12
	...
	Send message 17
	Pop
	Send message 25
	...

   or if the range to be resent overlaps

	Send message 23
	Send message 24
	Got Resend request for message 20-25
	Modify resend to 20-24
	Push current message 24
	Send message 20
	...
	Send message 24
	Pop
	Send message 25
	...

   or if the ResendRequest is in the future, just ignore it.

In addition, in case of orders which shall be resent it may be necessary 
to replace them by GapFill messages since the orders may be outdated. Is 
this currently supported by QuickFIX?
	
Cheers, Jörg

> 
> */Joerg Thoennes <Joe...@we...>/* wrote:
> 
>     Hi all,
> 
>     in our QF 1.5.0 application I noticed the following scenario:
> 
>     - Our application (acceptor) was sending unsolicited messages
>     (ExecutionReports) to the counterparty
> 
>     - The counterparty requested a ResendRequest FROM: nnn TO: 0
> 
>     - Our application fulfilled the ResendRequest, but at one point near
>     the end of the resent messages unsolicited messages with newer
>     sequence numbers got mixed with the normal flow
> 
>     Is that compliant with the FIX spec or may this be a bug in QF?
> 
>     Cheers, Jörg
> 
> 
> 
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