Establishing FIX Connection

Establishing Connection

To establish a FIX connection as an Acceptor, the OnixS::FIX::Session::logonAsAcceptor method must be used.

To establish a FIX connection as an Initiator, the OnixS::FIX::Session::logonAsInitiator method must be used.

For timeout behavior, see Logon and Logout Timeouts.

Closing Connection

To disconnect the session, the OnixS::FIX::Session::logout method must be used. This member implements a graceful closing of the FIX connection, as defined by the Standard.

Logon and Logout Timeouts

The synchronous OnixS::FIX::Session::logonAsInitiator and OnixS::FIX::Session::logout methods wait for their respective acknowledgment messages. If no incoming data arrives, the receiver timeout is one heartbeat interval plus reasonable transmission time. A separate limit of three heartbeat intervals ends the wait if the acknowledgment is still missing. If either timeout expires, the method throws OnixS::FIX::TimeoutException.

If either timeout expires while waiting for Logon, the engine sends a Logout message, closes the FIX connection, and sets the session state to OnixS::FIX::SessionState::Disconnected.

Reasonable transmission time is a percentage of the heartbeat interval (20% by default). A session uses OnixS::FIX::Session::reasonableTransmissionTime when set; otherwise, it uses OnixS::FIX::EngineSettings::reasonableTransmissionTime. For these timeout calculations, a heartbeat interval of 0 uses 30 seconds.

Connection and Session Lifetime

A single FIX session can exist across multiple sequential (not concurrent) physical connections. Parties can connect and disconnect multiple times while maintaining a single FIX session. That is, once the OnixS::FIX::Session::logout method is called, FIX Connection is terminated, however, the FIX session life continues. It is possible to continue the same session later, using either OnixS::FIX::Session::logonAsAcceptor or OnixS::FIX::Session::logonAsInitiator methods again. In other words, FIX Session is comprised of one or more FIX connections.

Reconnection Facility

When a FIX session is in the active state and there are some network issues the FIX Engine will try to restore the FIX connection in accordance with OnixS::FIX::EngineSettings::reconnectAttempts and OnixS::FIX::EngineSettings::reconnectInterval settings.

Note

Reconnection facility works for already established FIX connections. In other cases, you need to use the Sessions Scheduler component or manually handle OnixS::FIX::LinkErrorException or OnixS::FIX::TimeoutException exceptions of OnixS::FIX::Session::logonAsInitiator method and try to connect again.

Example

 
using namespace OnixS::FIX;
using namespace OnixS::FIX::FIX40;
 
class SessionListener : public ISessionListener
{
public:
    void onInboundApplicationMsg(Message & message, Session *) override
    {
        // Processing incoming application-level message..
 
        std::clog
            << "Incoming application-level message: "
            << message.toString()
            << std::endl;
    }
};
 
const std::string SenderCompId = "SenderCompID";
const std::string TargetCompId = "TargetCompID";
const ProtocolVersion::Enum Version = ProtocolVersion::FIX_40;
 
const std::string Host = "Localhost";
 
// Target port is equal to acceptor's port to create a loop back FIX session.
const int AcceptorPort = Engine::instance()->listenPort();
 
SessionListener listener;
 
Session acceptor(TargetCompId, SenderCompId, Version, &listener);
 
Session initiator(SenderCompId, TargetCompId, Version, &listener);
 
acceptor.logonAsAcceptor();
 
// Sends the Logon message and waits for the acknowledgment Logon.
initiator.logonAsInitiator(Host, AcceptorPort);
 
// Message exchanges and processing logic goes here..
 
// Sends the Logout message and waits for the confirming Logout.
acceptor.logout();
 
initiator.logout();
 
// Frees allocated resources.
initiator.shutdown();
acceptor.shutdown();