In our application's current configuration:
After we "crack" the incoming message using the onMessage event (partially shown below)
public override void onMessage(QuickFix44.TradeCaptureReport message, SessionID session)
we store the message in an internal queue that is processed by ANOTHER thread.
If I changed this scheme, such that the function to process the message was called directly by the onMessage event, how does one handle an error condition?
Specifically, I'm considering writing the trade capture XML data to a queue, for off-line processing. In the event that writing to a queue generates an exception (or writing to a db, etc), is there a way to inform the quickfix engine that it needs to request that same message from the host again? I could possibly see throwing an exception of a specific type, but I'm unaware what that exception type would be?
Any help would be appreciated.
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