Establishing FIX Connection via Proxy

Often a counterparty requires that clients connect via a proxy for security reasons. In such cases, one can use OnixS::FIX::Session::proxySettings method to set the HTTP proxy parameters. These parameters will be used during the OnixS::FIX::Session::logonAsInitiator call to set up the proxy tunnel before the Logon exchange.

Example

    using namespace OnixS::FIX;

    const std::string SenderCompId = "SenderCompID";
    const std::string TargetCompId = "TargetCompID";
    const ProtocolVersion::Enum Version = ProtocolVersion::FIX_42;

    // HTTP Proxy host.
    const std::string ProxyHost = "192.22.33.1";
    // HTTP Proxy port.
    const int ProxyPort = 5000;
    // HTTP Proxy user name if necessary.
    const std::string ProxyUsername = "Username";
    // HTTP Proxy password if necessary.
    const std::string ProxyPassword = "Password";

    // Counterparty host.
    const std::string CounterpartyHost = "192.55.66.1";
    // Counterparty port.
    const int CounterpartyPort = 6000;

    Listener listener;

    Session initiator(SenderCompId, TargetCompId, Version, &listener);

    // Sets HTTP proxy settings, which will be used in the `Session::logonAsInitiator` method
    // to setup the proxy connection before the Logon exchange.
    initiator.proxySettings(Session::ProxySettings(ProxyHost, ProxyPort, ProxyUsername, ProxyPassword));

    // Establishes the proxy tunnel first and then performs the usual Logon exchange.
    initiator.logonAsInitiator(CounterpartyHost, CounterpartyPort);

    // Message exchanges and processing logic goes here as usual..

    initiator.logout();