RE: [Quickfix-developers] Generating two Test requests in a row

[Shane R. <Sr...@ty...>]

Thanks for the reply.

No neither of those cases.

After I logon, if I don't receive a response to a heart beat I am =
supposed to wait a reasonable amount of time and then send a TestRequest =
message (as per the fix 4.2 specs). But what isn't inline with the specs =
is that I am supposed to wait some more time and second a second =
TestRequest. Then finally if I don't receive a reply to the second =
TestRequest I am supposed to log out. But If I do I process the single =
reply and proceed normally.

I've solved the problem though. I edited SessionState.h and changed:

bool needTestRequest() const
  {
    UtcTimeStamp now;
=09
	//START =
CHANGE:******************************************************************=
******
	if(( (now - lastReceivedTime()) >=3D 1.2*heartBtInt() ) && =
(testRequest() =3D=3D 0))
		return true;
	else if(( (now - lastReceivedTime()) >=3D 2.2*heartBtInt()) && =
(testRequest() =3D=3D 1))
		return true;
	return false;
	//END =
CHANGE:******************************************************************=
********

	/*START OLD =
CODE:********************************************************************=
****
    return ( now - lastReceivedTime() ) >=3D
           ( ( 1.2 * ( ( double ) testRequest() + 1 ) ) * ( double ) =
heartBtInt() );
   	END OLD =
CODE:********************************************************************=
********/
  }

I realize this isn't a problem with QuickFix as it is in line with the =
FIX 4.2 specs and the CME isn't.

But I have found a case where QuickFix isn't FIX 4.2 complient. =
According to the FIX 4.2 specs:

Version 4.2 with Errata 20010501

When using the ResetSeqNumFlag to maintain 24 hour connectivity and =
establish a new set of sequence numbers, the process should be as =
follows. Both sides should agree on a reset time and the party that will =
be the initiator of the process. Note that the initiator of the =
ResetSeqNum process may be different than the initiator of the Logon =
process. One side will initiate the process by sending a TestRequest and =
wait for a Heartbeat in response to ensure of no sequence number gaps. =
Once the Heartbeat has been received, the initiator should send a Logon =
with ResetSeqNumFlag set to Y and with MsgSeqNum of 1. The acceptor =
should respond with a Logon with ResetSeqNumFlag set to Y and with =
MsgSeqNum of 1. At this point new messages from either side should =
continue with MsgSeqNum of 2. It should be noted that once the initiator =
sends the Logon with the ResetSeqNumFlag set, the acceptor must obey =
this request and the message with the last sequence number transmitted =
"yesterday" may no longer be available. The connection should be =
shutdown and manual intervention taken, if this process is initiated but =
not followed properly.


The problem is when I manually initiate a logon message with the =
ResetSeqNumFlag set to Y and the MsgSeqNum set to 1 (while already =
logged on). I get a matching logon message from the acceptor. This trips =
the invalid logon message exception and I am logged out. What it should =
do is reset the message sequence numbers and discard all old messages =
from the queue. I haven't tested the flip side of this problem, when the =
acceptor initiates this process. But I am sure it will trip the same =
exception and log out.

Any suggestions?

--Shane


-----Original Message-----
From: Oren Miller [mailto:or...@qu...]=20
Sent: 03 March 2005 14:15
To: Shane Ryan
Cc: qui...@li...
Subject: Re: [Quickfix-developers] Generating two Test requests in a row

Are you saying you need to send out two test requests whenever QuickFIX=20
initiates one, or you need to respond twice when you receive a test=20
request from iLink, or both?

--oren

On Mar 1, 2005, at 11:34 AM, Shane Ryan wrote:

> Has anyone gone through the CME iLink 2.0 certification process=20
> before, and if so have they figured out how to make quickfix generate=20
> two TestRequest messages in a row?
>
> =A0
>
> I know iLinks behaviour is not inline with the FIX 4.2 specs but I=20
> don't think I'll be able to get them to change it.
>
> =A0
>
> If anyone knows a quick patch, I can do to make it work as per the=20
> iLink specs it would be appreciated.
>
>  =A0
>
> =A0
>
> Thanks,
>
> =A0
>
> Shane