[Quickfixj-users] Failed to pass the CME DC 4.0 certification failover test

[Zhu T. <zh...@gm...>]

Hello,



I am using quickfixj 2.1.1 to connect to CME DropCopy 4.0. CME DC requires
all Resend Requests not to request more than the maximum limit of 2500
messages (see
https://www.cmegroup.com/confluence/display/EPICSANDBOX/Drop+Copy+Session+Layer+-+Resend+Request).
Therefore.  I set

ResendRequestChunkSize=2000, however, I am having issue to pass the
automated failover certification test due to the test expect multiple
resend request messages to recover all missed messages. I.e. seems QFJ
failed to send the resend request for the first chunk only as the fix
messages below:



2023-03-17 06:06:13.510 [INFO ] [QFJ Timer] quickfixj.msg.outgoing   -
8=FIX.4.2|9=225|35=A|34=48|49=OAEAAAN|50=9Q5|52=20230317-06:06:13.437|56=CME|57=G|142=GB|98=0|108=30|354=20|355=zXQ7fgakpLQ9ng5x4HZ0|1400=CME-1-SHA-256|1401=43|1402=R8yifHbBZbJGiKua50B5o-pwlcrbe71fbk3N6Tw6VNk|1603=COM_RISK|1604=1.0|1605=COM|10=111|

2023-03-17 06:06:13.662 [INFO ] [NioProcessor-2] quickfixj.msg.incoming   -
8=FIX.4.2|9=126|35=A|34=8042|369=48|52=20230317-06:06:13.606|49=CME|50=G|56=OAEAAAN|57=9Q5|143=GB|98=0|108=30|1603=COM_RISK|1604=1.0|1605=COM|10=109|

2023-03-17 06:06:13.670 [INFO ] [NioProcessor-2] quickfixj.msg.incoming   -
8=FIX.4.2|9=97|35=1|34=8043|369=48|52=20230317-06:06:13.607|49=CME|50=G|56=OAEAAAN|57=9Q5|143=GB|112=IDlf5n3zty|10=159|

2023-03-17 06:06:13.676 [INFO ] [QF/J Session dispatcher:
FIX.4.2:OAEAAAN/9Q5/GB->CME/G:cgw] quickfixj.msg.outgoing   -
8=FIX.4.2|9=88|35=2
|34=49|49=OAEAAAN|50=9Q5|52=20230317-06:06:13.675|56=CME|57=G|142=GB|7=4042|16=6041|10=055|

2023-03-17 06:06:18.800 [INFO ] [NioProcessor-2] quickfixj.msg.incoming   -
8=FIX.4.2|9=127|35=4|34=4042|369=49|52=20230317-06:06:18.758|43=Y|49=CME|50=G|56=OAEAAAN|57=9Q5|122=20230317-06:06:18.758|143=GB|36=8044|123=Y|10=021|

2023-03-17 06:06:44.432 [INFO ] [QFJ Timer] quickfixj.msg.outgoing   -
8=FIX.4.2|9=73|35=0|34=50|49=OAEAAAN|50=9Q5|52=20230317-06:06:44.431|56=CME|57=G|142=GB|10=114|

2023-03-17 06:06:44.730 [INFO ] [NioProcessor-2] quickfixj.msg.incoming   -
8=FIX.4.2|9=97|35=1|34=8044|369=49|52=20230317-06:06:44.688|49=CME|50=G|56=OAEAAAN|57=9Q5|143=GB|112=IDlf5n3ztz|10=175|

2023-03-17 06:06:44.734 [INFO ] [QF/J Session dispatcher:
FIX.4.2:OAEAAAN/9Q5/GB->CME/G:cgw] quickfixj.msg.outgoing   -
8=FIX.4.2|9=88|35=0|34=51|49=OAEAAAN|50=9Q5|52=20230317-06:06:44.734|56=CME|57=G|142=GB|112=IDlf5n3ztz|10=238|

2023-03-17 06:07:15.428 [INFO ] [QFJ Timer] quickfixj.msg.outgoing   -
8=FIX.4.2|9=73|35=0|34=52|49=OAEAAAN|50=9Q5|52=20230317-06:07:15.427|56=CME|57=G|142=GB|10=120|

2023-03-17 06:07:15.732 [INFO ] [NioProcessor-2] quickfixj.msg.incoming   -
8=FIX.4.2|9=97|35=1|34=8045|369=51|52=20230317-06:07:15.691|49=CME|50=G|56=OAEAAAN|57=9Q5|143=GB|112=IDlf5n3zu0|10=089|

2023-03-17 06:07:15.736 [INFO ] [QF/J Session dispatcher:
FIX.4.2:OAEAAAN/9Q5/GB->CME/G:cgw] quickfixj.msg.outgoing   -
8=FIX.4.2|9=88|35=0|34=53|49=OAEAAAN|50=9Q5|52=20230317-06:07:15.735|56=CME|57=G|142=GB|112=IDlf5n3zu0|10=167|



Also found this old thread (
https://www.quickfixj.org/jira/browse/QFJ-880?focusedCommentId=12807&page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel#comment-1280
 )
that identified the issue was due to the check, newSequence <
range.getEndSeqNo()

At
https://github.com/quickfix-j/quickfixj/blob/0ef2ac42ac9966a965b9e811713b9b8c6bc7c32c/quickfixj-core/src/main/java/quickfix/Session.java#L1549

Which makes sense to me.

*upon receiving SequenceReset messages QuickFIX/J will determine if a new
ResendRequest chunk message needs to get sent out based on the following
criteria in the nextSequenceReset method of the Session class by checking
if newSequence < range.getEndSeqNo(). Since this fails, some ResendRequests
fail to ever get sent out.*

A solution has been proposed in the thread too. Not sure what has been
fixed following the thread. But the code in Session.java has the
newSequence < range.getEndSeqNo() check in github currently.



Have anyone successfully certified with CME DC 4.0 with quickfixj. Any help
would be very appreciated.



Best,

Zhu