Class Session

A FIXP Session to Market Segment Gateway (MSGW). It is defined as a bi-directional stream of ordered messages between two parties within a continuous sequence number series. A single FIXP session can exist across multiple sequential (not concurrent) physical connections. A FIX Connection is comprised of three parts: logon, message exchange, and logout. A FIX Session is comprised of one or more FIX Connections, meaning that a FIX Session spans multiple logins. Parties can connect and disconnect multiple times while maintaining a single FIXP session. Connecting parties must bi-laterally agree as to when sessions are to be started/stopped based upon individual system and time zone requirements. Resetting the inbound and outbound sequence numbers back to 1, for whatever reason, constitutes the beginning of a new FIXP session.

Inheritance

object

Session

CgwSession

Implements

IDisposable

Inherited Members

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

Namespace: OnixS.Cme.ILink3

Assembly: OnixS.Cme.ILink3.dll

Syntax

public class Session : IDisposable

Constructors

Session(SessionSettings, int, SessionStorageType, ulong, string)

Creates a Market Segment Gateway session.

Declaration

public Session(SessionSettings settings, int marketSegmentId, SessionStorageType storageType = SessionStorageType.FileBasedStorage, ulong uuid = 0, string customKey = "")

Parameters

Type	Name	Description
SessionSettings	settings	Session settings
int	marketSegmentId	Market Segment ID
SessionStorageType	storageType
ulong	uuid
string	customKey

Session(SessionSettings, int, ISessionStorage)

Creates a Market Segment Gateway session.

Declaration

public Session(SessionSettings settings, int marketSegmentId, ISessionStorage sessionStorage)

Parameters

Type	Name	Description
SessionSettings	settings
int	marketSegmentId
ISessionStorage	sessionStorage	Custom session storage implementation

Fields

UndefinedUuid

Declaration

public const ulong UndefinedUuid = 0

Field Value

Type	Description
ulong

Properties

AccessKey

Declaration

public string AccessKey { get; }

Property Value

Type	Description
string

BackupIpAddress

Declaration

public string BackupIpAddress { get; }

Property Value

Type	Description
string

CounterpartyHost

Counterparty host name.

Declaration

public string CounterpartyHost { get; }

Property Value

Type	Description
string	Counterparty host name

CounterpartyIpAddress

Counterparty IP address.

Declaration

public IPAddress CounterpartyIpAddress { get; }

Property Value

Type	Description
IPAddress	Counterparty IP address

CounterpartyPort

Counterparty port number.

Declaration

public int CounterpartyPort { get; }

Property Value

Type	Description
int	Counterparty port

CreationTime

The time when the session instance was created or the last local reset of sequence numbers was performed.

Declaration

public DateTime CreationTime { get; }

Property Value

Type	Description
DateTime	Session's creation time

FaultToleranceIndicator

Indicates whether the connection is the primary or backup.

Declaration

public FaultToleranceIndicator FaultToleranceIndicator { get; set; }

Property Value

Type	Description
FaultToleranceIndicator

InSeqNum

The expected sequence number of the next incoming application-level message.

Declaration

public int InSeqNum { get; set; }

Property Value

Type	Description
int	The expected sequence number of the next incoming application-level message

IncomingMessageGapQueueMaximumSize

Returns maximum size of the incoming message gap queue.

Declaration

public int IncomingMessageGapQueueMaximumSize { get; set; }

Property Value

Type	Description
int	maximum size of the incoming message gap queue.

IsDisposed

Gets a value indicating whether the Session has been disposed of.

Declaration

public bool IsDisposed { get; }

Property Value

Type	Description
bool	true if the Session has been disposed of; otherwise, false.

KeepAliveInterval

The longest time in milliseconds the client system can remain silent before sending a keep alive message.

Allowed range is between 5000-60000. Any value outside this range will be rejected.

If no message is sent from customer after 1 interval lapses, CME will send a Sequence message indicating that one keep alive interval from customer has lapsed. If still no response is sent from the customer and the second keep alive interval lapses, the session will be terminated.

Declaration

public int KeepAliveInterval { get; }

Property Value

Type	Description
int

LicenseExpirationDate

Returns the license expiration date.

Declaration

public DateTime LicenseExpirationDate { get; }

Property Value

Type	Description
DateTime

LocalNetworkInterface

The network interface for establishing the TCP connection as an Initiator. The default value is LocalNetworkInterface.

Declaration

public IPAddress LocalNetworkInterface { get; set; }

Property Value

Type	Description
IPAddress	The network interface for establishing the TCP connection as an Initiator

LocalPort

Returns the local port that is used by the outgoing connection.

Declaration

public int LocalPort { get; }

Property Value

Type	Description
int	Local ports

See Also

LocalPortRange

LocalPortRange

The local port range for outgoing connections, the first available port from this range will be used to send and receive data. By default, a random port will be used.

Declaration

public PortRange LocalPortRange { get; set; }

Property Value

Type	Description
PortRange	Local port range.

LocalTimeUsage

Use the local time in Handler events and log files. The default value is LocalTimeUsage. The property key is LocalTimeUsage.

Declaration

public bool LocalTimeUsage { get; }

Property Value

Type	Description
bool

LogBeforeSending

Option to switch on/off logging of outbound messages before/after sending. By default, the logging of an outgoing message to the session storage is performed before sending to the wire. This is more reliable because we guarantee that an outgoing message is stored before going to the counterparty and if the application is shut down after sending, for some reasons, the sent message can be resent afterward. However, this approach adds the logging latency to the Handler sending latency. As a result, it increases the tick-to-trade latency. When the latency is more important, one can switch off the logging before sending, by setting the OnixS::FIX::Session::logBeforeSending option to false. In this case, the logging of outgoing messages to the session storage will be performed after sending to the wire. This way, one can exclude the logging latency from the Handler sending latency and as a result, decrease the tick-to-trade latency.

Declaration

public bool LogBeforeSending { get; set; }

Property Value

Type	Description
bool

MessageGrouping

Message sending grouping. The default value is MessageGrouping.

Declaration

public int MessageGrouping { get; set; }

Property Value

Type	Description
int	Value 0 means the default grouping - the messages will be sent ASAP and pending messages (if any) will be grouped until reaching the TCP buffer size. Value 1 means the messages will be sent ASAP and will never be grouped. Value 2 (or greater) means the messages will be sent ASAP and pending messages will be grouped maximum by 2 (or greater).

Negotiated

Declaration

public bool Negotiated { get; set; }

Property Value

Type	Description
bool

OutSeqNum

The sequence number of the next outgoing application-level message.

Declaration

public int OutSeqNum { get; set; }

Property Value

Type	Description
int	The sequence number of the next outgoing application-level message

PreviousSeqNo

The sequence number of the last business message published by CME with the PreviousUUID.

If no business message was published, the value is zero.

Declaration

public int PreviousSeqNo { get; set; }

Property Value

Type	Description
int

PreviousUuid

The UUID sent in the previous message before this message from CME.

• This can be the CME assigned default UUID=0 for messages published by CME before first Negotiation of customer at the beginning of the week.
• This can be the last UUID as used by the customer from the previously Established session.

If no business message has been published by CME, this will also be set to 0.

Declaration

public ulong PreviousUuid { get; set; }

Property Value

Type	Description
ulong

PrimaryIpAddress

Declaration

public string PrimaryIpAddress { get; }

Property Value

Type	Description
string

ReasonableTransmissionTime

Reasonable transmission time as % from the heartbeat interval. The default value is ReasonableTransmissionTime.

Declaration

public int ReasonableTransmissionTime { get; set; }

Property Value

Type	Description
int	Reasonable transmission time as % from the heartbeat interval

ReceiveSpinningTimeout

The non-blocking receive spinning timeout (in microseconds) before the receiving thread enters into the blocking wait mode. Should not be greater than 1 sec. (the minimal KeepAliveInterval interval). The default value is ReceiveSpinningTimeout.

Declaration

public int ReceiveSpinningTimeout { get; set; }

Property Value

Type	Description
int	Receive spinning timeout (in microseconds)

ReceivingThreadAffinity

Declaration

public int[] ReceivingThreadAffinity { get; set; }

Property Value

Type	Description
int[]

ReceivingThreadPolicy

Gets or sets the policy of the session receiving thread. Linux only.

Declaration

public LinuxThreadPolicy ReceivingThreadPolicy { get; set; }

Property Value

Type	Description
LinuxThreadPolicy	The policy of the session receiving thread

ReceivingThreadPriority

Gets or sets the priority of the session receiving thread. The default value is set by OS.

Declaration

public ThreadPriority ReceivingThreadPriority { get; set; }

Property Value

Type	Description
ThreadPriority	The priority of the session receiving thread

ReconnectAttempts

Number of attempts to restore the telecommunication link. The default value is ReconnectAttempts.

Declaration

public int ReconnectAttempts { get; set; }

Property Value

Type	Description
int	Number of attempts to restore the telecommunication link

ReconnectInterval

Time interval between attempts to restore the telecommunication link (in seconds). The default value is ReconnectInterval.

Declaration

public int ReconnectInterval { get; set; }

Property Value

Type	Description
int	Time interval between attempts to restore the telecommunication link (in seconds)

ReportNewMessagesWhileWaitingForMissedMessages

When the message gap is detected the "Resend Request" FIX Message is sent and Session state is changed to WaitForRetransmission. By default in this state the incoming new messages (without the PossDupFlag (tag #43) flag) are ignored because we expect them to be re-sent later again with the PossDupFlag flag. This property allows to change this behavior and report the new messages anyway.

Note: In this mode messages could be reported out of the original order: e.g. SeqNum could be: 3 (original), 4 (original), 2 (PossDupFlag='Y'), 3 (PossDupFlag='Y'), 4 (PossDupFlag='Y') and some messages could be received two times: first time without PossDupFlag='Y' and second time - with this flag.

Default value is false.

Declaration

public bool ReportNewMessagesWhileWaitingForMissedMessages { get; set; }

Property Value

Type	Description
bool	Report new messages even when the message gap is detected and the reply on the "Resend Request" message is expected.

ReuseEventArguments

Reuse event arguments.

Note: If it is turned on, then the client code must copy event arguments for using outside of event handlers.

The default value is false.

Declaration

public bool ReuseEventArguments { get; set; }

Property Value

Type	Description
bool	Reuse event arguments

ReuseInboundMessage

Reuse the same IMessage object for incoming messages.

Note: If it is turned on, then the client code must copy the IMessage object for using outside of inbound event handlers.

The default value is false.

Declaration

public bool ReuseInboundMessage { get; set; }

Property Value

Type	Description
bool	Reuse the same IMessage object for incoming messages

SecretKey

Declaration

public string SecretKey { get; }

Property Value

Type	Description
string

SendSpinningTimeout

The send spinning timeout (in microseconds) of the Send(IMessage) method to wait for the socket sending buffer availability in the spin loop mode before placing the message to the outgoing queue (to be sent later by the sending thread). Should not be greater than 1 sec (the minimal Heartbeat interval). The default value is SendSpinningTimeout.

Declaration

public int SendSpinningTimeout { get; set; }

Property Value

Type	Description
int	The send spinning timeout (in microseconds)

SendingThreadAffinity

Declaration

public int[] SendingThreadAffinity { get; set; }

Property Value

Type	Description
int[]

SendingThreadPriority

Gets or sets the priority of the session sending thread. The default value is set by OS.

Declaration

public ThreadPriority SendingThreadPriority { get; set; }

Property Value

Type	Description
ThreadPriority	The priority of the session sending thread

SessionId

Declaration

public SessionId SessionId { get; }

Property Value

Type	Description
SessionId

State

Session's state.

Declaration

public SessionState State { get; }

Property Value

Type	Description
SessionState	Session's state

StorageDirectory

Inbound and outbound FIX messages and session's state data are stored in this directory. The default value is StorageDirectory.

Declaration

public string StorageDirectory { get; set; }

Property Value

Type	Description
string	Storage directory

StorageId

The Id of the session storage.

Declaration

public string StorageId { get; }

Property Value

Type	Description
string	Session storage id

StorageType

Session's storage type.

Declaration

public SessionStorageType StorageType { get; }

Property Value

Type	Description
SessionStorageType	Session's storage type.

TcpNoDelay

Improve latency at the expense of throughput (disable/enable Nagle's algorithm). The default value is TcpNoDelay.

Declaration

public bool TcpNoDelay { get; set; }

Property Value

Type	Description
bool	Improve latency at the expense of throughput (disable/enable Nagle's algorithm)

UpdateSendingTime

Option to update the SendingTime (52) field in the outgoing message even if it is already set. The default value is UpdateSendingTime.

Declaration

public bool UpdateSendingTime { get; set; }

Property Value

Type	Description
bool	Update the SendingTime (52) field in the outgoing message if it is already set

Methods

BreakConnection(bool)

Breaks the FIXP connection non-gracefully (without the exchange of Terminate (MessageId=5) messages).

Declaration

public void BreakConnection(bool async = false)

Parameters

Type	Name	Description
bool	async	If false then the method blocks until the TCP connection is closed. If true then the method returns immediately.

Connect(string, int)

Declaration

public void Connect(string host, int port)

Parameters

Type	Name	Description
string	host
int	port

Exceptions

Type	Condition
CannotEstablishLinkException	The telecommunication link cannot be established
LinkErrorException	After sending the initial Logon message the telecommunication link error is detected
UnexpectedMessageTypeException	The first received message is not a Logon
UnexpectedSequenceNumberException	The first received message has an unexpected sequence number
ResponseTimeoutException	After sending the initial Logon message the acknowledgment Logon message has not been received during the timeout period. The timeout is calculated using the heartbeat value.

CreateDecoder()

Create decoder instance to decode messages.

Declaration

public IDecoder CreateDecoder()

Returns

Type	Description
IDecoder	New decoder object.

CreateEncoder()

Create encoder instance to encode messages.

Declaration

public IEncoder CreateEncoder()

Returns

Type	Description
IEncoder	New encoder object.

Disconnect(bool)

Terminates the FIXP connection. The initial Terminate message is sent to the counterparty.

Declaration

public void Disconnect(bool async = false)

Parameters

Type	Name	Description
bool	async	If false then the method blocks until the acknowledgment Terminate message is received or the Heartbeat interval is elapsed. If true then the method returns immediately without waiting for the acknowledgment Terminate message.

Disconnect(string, bool)

Declaration

public void Disconnect(string reason, bool async = false)

Parameters

Type	Name	Description
string	reason
bool	async	If false then the method blocks until the acknowledgment Terminate message is received or the Heartbeat interval is elapsed. If true then the method returns immediately without waiting for the acknowledgment Terminate message.

Dispose()

Terminates the FIX Session, explicitly releases resource and removes the object from Garbage Collector.

Declaration

public void Dispose()

Dispose(bool)

Declaration

protected virtual void Dispose(bool disposing)

Parameters

Type	Name	Description
bool	disposing

~Session()

Perform cleanup operations on unmanaged resources held by the current Session object before the object is destroyed.

Declaration

protected ~Session()

FindSentMessage(int)

Finds the sent message by the given message sequence number.

Declaration

public IMessage FindSentMessage(int messageSequenceNumber)

Parameters

Type	Name	Description
int	messageSequenceNumber	Message sequence number

Returns

Type	Description
IMessage	Found message or null if the message is not found

Remarks

The number of available messages is limited by SentMessagesQueueMaxSize.

FlushSessionStorage()

Flushes all internal buffers of the underlying storage.

Declaration

public void FlushSessionStorage()

OnError(SessionErrorEventArgs)

Declaration

protected virtual void OnError(SessionErrorEventArgs e)

Parameters

Type	Name	Description
SessionErrorEventArgs	e

OnFailover(FailoverEventArgs)

Declaration

protected virtual void OnFailover(FailoverEventArgs e)

Parameters

Type	Name	Description
FailoverEventArgs	e

OnStateChanged(SessionStateChangeEventArgs)

Declaration

protected virtual void OnStateChanged(SessionStateChangeEventArgs e)

Parameters

Type	Name	Description
SessionStateChangeEventArgs	e

OnWarning(SessionWarningEventArgs)

Declaration

protected virtual void OnWarning(SessionWarningEventArgs e)

Parameters

Type	Name	Description
SessionWarningEventArgs	e

Reset(bool)

Resets local sequence numbers to 1, generates a new UUId, and backups log files.

NOTE: This method can be called only when the session is disconnected.

Declaration

public void Reset(bool startOfWeek = false)

Parameters

Type	Name	Description
bool	startOfWeek	if true then the PreviousUUID and PreviousSeqNum are reset to 0.

Send(IMessage)

Sends the given application-level message.

Declaration

public void Send(IMessage message)

Parameters

Type	Name	Description
IMessage	message

Send(IEnumerable<IMessage>)

Declaration

public void Send(IEnumerable<IMessage> messages)

Parameters

Type	Name	Description
IEnumerable<IMessage>	messages

ToString()

Returns a string that represents the current session.

Declaration

public override string ToString()

Returns

Type	Description
string

Overrides

object.ToString()

WarmUp(IMessage, SocketFlags)

Warms the session up.

Declaration

public void WarmUp(IMessage message, SocketFlags sendingFlags = SocketFlags.None)

Parameters

Type	Name	Description
IMessage	message
SocketFlags	sendingFlags

Events

BytesReceived

Declaration

public event BytesReceivedEventHandler BytesReceived

Event Type

Type	Description
BytesReceivedEventHandler

Error

Error condition is detected.

Declaration

public event EventHandler<SessionErrorEventArgs> Error

Event Type

Type	Description
EventHandler<SessionErrorEventArgs>

Failover

FaultToleranceIndicator is changed.

Declaration

public event EventHandler<FailoverEventArgs> Failover

Event Type

Type	Description
EventHandler<FailoverEventArgs>

InboundApplicationMessage

Application-level message is received from the counterparty.

Declaration

public event EventHandler<InboundMessageEventArgs> InboundApplicationMessage

Event Type

Type	Description
EventHandler<InboundMessageEventArgs>

InboundSessionMessage

Session-level message is received from the counterparty.

Declaration

public event EventHandler<InboundMessageEventArgs> InboundSessionMessage

Event Type

Type	Description
EventHandler<InboundMessageEventArgs>

MessageSending

Sent application-level message is about to be sent to the counterparty.

Declaration

public event Session.MessageSendingEventHandler MessageSending

Event Type

Type	Description
Session.MessageSendingEventHandler

NotApplied

NotApplied message is received, since the counterparty detects a sequence gap from the customer.

Declaration

public event EventHandler<NotAppliedEventArgs> NotApplied

Event Type

Type	Description
EventHandler<NotAppliedEventArgs>

StateChanged

Session state is changed.

Declaration

public event EventHandler<SessionStateChangeEventArgs> StateChanged

Event Type

Type	Description
EventHandler<SessionStateChangeEventArgs>

Warning

Warning condition is detected.

Declaration

public event EventHandler<SessionWarningEventArgs> Warning

Event Type

Type	Description
EventHandler<SessionWarningEventArgs>

Implements

IDisposable