[Quickfix-developers] Problems with Session::sendRaw().

[Timothy Y. <ty...@pa...>]

After further analysis of problems we were experiencing at one of our client
sites, it is now clear exactly what was happening.

The client buy-side application lost the FIX connection (probably due to an
abnormal termination of the client).

After about 5 minutes, the client logged on again.  Our sell-side
application takes a long time to process the logon (about 20 seconds).
During this time it sends any executions that occurred while the client was
logged off.  In the cases in point, one or two executions were sent.
However, since these messages were sent before the logon process was
completed, we encountered the sendRaw bug.  This bug results in a hole in
the message store -- a message string with zero length.

When the client application received our logon reply, they noticed the
missing executions and (correctly) ask the server to resend them.  Since
these were never successfully committed to the message store, the session
was then broken irretrievably.

Clearly, there is a questionmark over whether it should be legal in quickfix
to send messages when logged out, or (as we did) during the logon process.
I believe it should be possible, though clearly with the sendRaw bug it does
not work in the current quickfix release.

We have fixed the sendRaw bug, and the problem goes away.  Business messages
sent during the logon process are suppressed, but the client can
successfully ask for them to be resent after the logon has completed.

Here's our modified version of sendRaw:

--------

bool Session::sendRaw( Message& message, int num )
{ QF_STACK_PUSH(Session::sendRaw)

  Locker l( m_mutex );

  try
  {
    bool result = false;
    Header& header = message.getHeader();
    MsgType msgType;
    header.getField( msgType );

    fill( header );
    std::string messageString;

    if ( num )
      header.setField( MsgSeqNum( num ) );

    if ( Message::isAdminMsgType( msgType ) )
    {
      m_application.toAdmin( message, m_sessionID );
      if (
        msgType == "A" || msgType == "5"
        || msgType == "2" || msgType == "4"
        || isLoggedOn()
      )
	  {
        result = send( message.toString(messageString) );
	  }
	  else
	  {
	    message.toString(messageString); 
		m_state.onEvent("Suppressed send of administrative message:
" + messageString);
	  }
    }
    else
    {
      try
      {
        m_application.toApp( message, m_sessionID );
        if ( isLoggedOn() )
		{
		  result = send( message.toString(messageString) );
		}
		else
		{
		  message.toString(messageString); 
		  m_state.onEvent("Suppressed send of application message: "
+ messageString );
		}
      }
      catch ( DoNotSend& )
	  {
		  return false;
	  }
	}

    if ( !num )
    {
      MsgSeqNum msgSeqNum;
      header.getField( msgSeqNum );
      m_state.set( msgSeqNum, messageString );
      m_state.incrNextSenderMsgSeqNum();
    }
    return result;
  }
  catch ( IOException& )
  { return false; }

  QF_STACK_POP
}

Tim Yates
Lead Developer 
Patsystems (US) LLC 
141 West Jackson Boulevard
Chicago 60604, USA 
Tel +1 (312) 542-1336 
www.patsystems.com 


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