[Quickfixj-users] How to quickly terminate FIX event loop

[Andrew M. <mar...@gm...>]

Hello everyone,

Please excuse my ignorance regarding FIX programming. I know that when a
FIX session is initiated a thread runs asynchronously, dispatching
callbacks until the main application terminates. But I need a way to
shutdown that thread as soon as I detect a particular error. My message
handler which contains the callbacks has a state variable that can be
queried by the main app. The main app has a polling loop rather than
sleeping forever. That loop enables it to periodically check the state of
the message handler. If it has got into a bad state then the main app shuts
down. The trouble with this is that there is a window during which any
number of FIX messages may be received. This is causing trouble. Those
messages do not get replayed when the app is restarted because the remote
FIX end thinks that because they were picked up they do not need to be
replayed.

I am able to jig things such that old messages can be seen again. I have a
config parameter datetime for subscription. On restart I can set this back
in time. There also the sequence numbers, another aspect controlled by
configuration. While this worked fine during development it is no good for
production. This is because any config change in production requires people
to jump through hoops of fire. So I need to find a better way, that causes
the FIX processing to cease as soon as the error is detected. Any ideas?
Other than calling sys.exit(1) of course. That would be a bit like stopping
your car by driving it straight into a brick wall, rather than taking your
foot off the gas and applying the brake in the traditional way. :-)

-- 
Regards,

Andrew Marlow
http://www.andrewpetermarlow.co.uk