In real life FIX connection occur at regular intervals. A lot of trading systems have public schedules which declare time frames for trading. The biz.onixs.fix.engine.Session object exposes members for FIX connections basic handling. It also provides users with automatic reconnection facility in case of connection failure. However, there is no way in the session functionality to maintain connections on systematic basis.
To satisfy the needs of real life trading schedules the sessions scheduler component is offered. This service will automatically connect certain FIX sessions to the counterpart at the beginning of the trading day as well as disconnect at the end of a day. It is also possible to keep a FIX session connected for an entire trading week and disconnect it at the end of last trading day.
The biz.onixs.fix.scheduler.SessionScheduler class is a workhorse of the sessions scheduler component.
This class exposes a simple but comprehensive API to handle connections by schedules of any complexity.
The biz.onixs.fix.scheduler.SessionScheduler.register(Session, SessionSchedule, SessionConnection) method schedules a session for automatic logon and logout according to the specified session schedule.
Note: If a session is being registered at the time noted by schedule, the the scheduler will connect the session immediately.
The biz.onixs.fix.scheduler.SessionScheduler.unregister(Session) method removes specified session from the scheduling service.
Note: The un-register method doesn't disconnect active session from trading system. Therefore, if session was already connected by scheduler, it remains connected after un-registering.
The scheduler accepts the biz.onixs.fix.scheduler.ErrorListener event listener to deliver notifications about error in the session management.
There are different session schedule implementation classes.
The first two parameters (firstDay and lastDay) define activity week. During these days the session will always be connected at logon time and disconnected at logout time if specified session duration equals to a single day. If the session must continue for several days, then the scheduler will connect session at logon time on the day specified by the firstDay parameter and disconnected at logout time on the day specified by lastDay parameter.
The logonTime and logoutTime parameters respectively define time of logon and logout for the session for each activity day if session duration is a single day. If the session must continue for the entire week, then logonTime parameter value specifies the time for logon to be performed on the first day of activity week and logoutTime parameter value defines the time of logout performed on the last day of the activity week.
Finally the resetPolicy parameter specifies whether the session sequence numbers must be reset and on which basis (never, daily or weekly).
To simplify development, the session scheduler provides an option to define session schedules and connection settings in the configuration file for later referencing in the source code.
The presets defined in the configuration file can be loaded using biz.onixs.fix.scheduler.SchedulerSettingsLoader class. Then both schedules and connection settings can be referenced in the source code using the string identifiers.
The configuration file has XML-based format. The appropriate XML schema is available here.
Check also Samples :: Scheduler.
Session scheduler uses Quartz Scheduler library internally.
During session scheduler start the quartz is configured using bundled OnixS default quartz configuration file:
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 | org.quartz.scheduler.instanceName: DefaultQuartzScheduler org.quartz.scheduler.rmi.export: false org.quartz.scheduler.rmi.proxy: false org.quartz.scheduler.wrapJobExecutionInUserTransaction: false org.quartz.threadPool.class: org.quartz.simpl.SimpleThreadPool org.quartz.threadPool.threadCount: 10 org.quartz.threadPool.threadPriority: 5 org.quartz.threadPool.threadsInheritContextClassLoaderOfInitializingThread: true org.quartz.jobStore.misfireThreshold: 60000 org.quartz.jobStore.class: org.quartz.simpl.RAMJobStore org.quartz.scheduler.skipUpdateCheck: true |
This configuration file is located inside session scheduler jar.
Custom quartz configuration file can be provided via biz.onixs.fix.scheduler.SessionScheduler.setQuartzConfigFile(String) method.
Quartz configuration reference is here.