Class EngineSettings

The FIX Engine configuration settings.

Inheritance

object

EngineSettings

Inherited Members

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

Namespace: OnixS.Fix

Assembly: OnixS.Fix.Engine.dll

Syntax

public class EngineSettings

Constructors

EngineSettings()

Declaration

public EngineSettings()

Properties

Dictionary

Path(s) to XML file(s) with the description of FIX dictionary(s). Symbol '|' is used as a filename delimiter.

Declaration

public string Dictionary { get; set; }

Property Value

Type	Description
string

DictionaryString

Specifies the plain text string with the Dictionary description.

Declaration

public string DictionaryString { get; set; }

Property Value

Type	Description
string

DisableNetworkLevel

Disable the network level completely.

The default value is DisableNetworkLevel. The property key is DisableNetworkLevel.

Declaration

public bool DisableNetworkLevel { get; set; }

Property Value

Type	Description
bool	Disable the network level completely

FileBasedStorageSegmentSize

Maximum size of a single .summary file in bytes.

The default value is FileBasedStorageSegmentSize. The property key is FileBasedStorageSegmentSize.

Declaration

public long FileBasedStorageSegmentSize { get; set; }

Property Value

Type	Description
long

HeartbeatInterval

The default heartbeat interval in seconds.

The default value is HeartbeatInterval. The property key is HeartbeatInterval.

Declaration

public int HeartbeatInterval { get; set; }

Property Value

Type	Description
int	The default heartbeat interval in seconds

IgnoreFileBasedStorageIntegrityErrors

Ignore File Bases Storage integrity errors.

The default value is IgnoreFileBasedStorageIntegrityErrors. The property key is IgnoreFileBasedStorageIntegrityErrors.

Declaration

public bool IgnoreFileBasedStorageIntegrityErrors { get; set; }

Property Value

Type	Description
bool	Ignore File Bases Storage integrity errors

LicenseAlertingDaysBeforeExpiration

The number of days to alert before the license expiration.

If the number of remaining license days is less or equal to this number then the warning will be reported to the FIX Engine's log and Warning event will be invoked. The verification is performed during the following events: FIX Engine initialization, LogonAsAcceptor() and LogonAsInitiator(IPAddress, int, int, bool, IMessage, bool) calls.

The default value is LicenseAlertingDaysBeforeExpiration. The property key is LicenseAlertingDaysBeforeExpiration.

Declaration

public int LicenseAlertingDaysBeforeExpiration { get; set; }

Property Value

Type	Description
int	The number of days to alert before the license expiration.

LicenseStore

The path(s) to the folder(s) that contains the license file(s). The symbol '|' is used as a path delimiter.

The default value is LicenseStore. The property key is LicenseStore.

Declaration

public string LicenseStore { get; set; }

Property Value

Type	Description
string

LicenseStores

Paths to folders that contain license files.

The default value is LicenseStore. The property key is LicenseStore.

Declaration

public List<string> LicenseStores { get; }

Property Value

Type	Description
List<string>

LicenseString

The string that contains the license file content.

The default value is LicenseString. The property key is LicenseString.

Declaration

public string LicenseString { get; set; }

Property Value

Type	Description
string

ListenPorts

Listen port(s) for incoming FIX connections.

The default value is ListenPorts. The property key is ListenPorts.

Declaration

public List<int> ListenPorts { get; }

Property Value

Type	Description
List<int>	Listen port(s)

LocalNetworkInterface

The network interface.

The default value is LocalNetworkInterface The property key is LocalNetworkInterface.

Declaration

public IPAddress LocalNetworkInterface { get; set; }

Property Value

Type	Description
IPAddress	The network interface

See Also

LocalNetworkInterface

LocalTimeUsage

Use the local time in FIX Engine events and log files.

The default value is LocalTimeUsage. The property key is LocalTimeUsage.

Declaration

public bool LocalTimeUsage { get; set; }

Property Value

Type	Description
bool	Use the local time in FIX Engine events and log files

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 FIX Engine 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 FIX Engine sending latency and as a result, decrease the tick-to-trade latency.

Declaration

public bool LogBeforeSending { get; set; }

Property Value

Type	Description
bool

LogInboundMessages

Log incoming messages.

The default value is LogInboundMessages. The property key is LogInboundMessages.

Declaration

public bool LogInboundMessages { get; set; }

Property Value

Type	Description
bool	Store incoming messages in the session storage

LogOutboundMessages

Log outgoing messages.

The default value is LogOutboundMessages. The property key is LogOutboundMessages.

Declaration

public bool LogOutboundMessages { get; set; }

Property Value

Type	Description
bool	Store outbound messages in the session storage

LoggerFactory

The custom logger factory.

Declaration

public ILoggerFactory LoggerFactory { get; set; }

Property Value

Type	Description
ILoggerFactory

LoggerProvider

The custom logger provider, ignored if LoggerFactory not null.

Declaration

public ILoggerProvider LoggerProvider { get; set; }

Property Value

Type	Description
ILoggerProvider

LogonTimeout

Number of seconds to wait for a logon response before disconnecting.

The default value is LogonTimeout. The property key is LogonTimeout.

Declaration

public int LogonTimeout { get; set; }

Property Value

Type	Description
int	The default heartbeat interval in seconds

LogoutTimeout

Number of seconds to wait for a logout response before disconnecting.

The default value is LogoutTimeout. The property key is LogoutTimeout.

Declaration

public int LogoutTimeout { get; set; }

Property Value

Type	Description
int	The default heartbeat interval in seconds

MessageGrouping

Message sending grouping.

The default value is MessageGrouping. The property key 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).

ProcessDeliverToCompId

Process the DeliverToCompID, tag=128 field.

The default value is ProcessDeliverToCompId. The property key is ProcessDeliverToCompId.

Declaration

public bool ProcessDeliverToCompId { get; set; }

Property Value

Type	Description
bool	Process the DeliverToCompID, tag=128 field

ReasonableTransmissionTime

Reasonable transmission time as % from the heartbeat interval.

The default value is ReasonableTransmissionTime. The property key is ReasonableTransmissionTime.

Declaration

public int ReasonableTransmissionTime { get; set; }

Property Value

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

ReceiveBufferSize

TCP socket receive buffer size allocated to FIX connection, in bytes.

The default value is ReceiveBufferSize. The property key is ReceiveBufferSize.

Declaration

public int ReceiveBufferSize { get; set; }

Property Value

Type	Description
int	TCP socket receive buffer size in bytes

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 HeartbeatInterval interval).

The default value is ReceiveSpinningTimeout. The property key is ReceiveSpinningTimeout.

Declaration

public int ReceiveSpinningTimeout { get; set; }

Property Value

Type	Description
int	Receive spinning timeout (in microseconds)

ReconnectAttempts

Number of attempts to restore the FIX connection.

The default value is ReconnectAttempts. The property key is ReconnectAttempts.

Declaration

public int ReconnectAttempts { get; set; }

Property Value

Type	Description
int	Number of attempts to restore the FIX connection

ReconnectInterval

Time interval between attempts to restore the FIX connection (in seconds).

The default value is ReconnectInterval. The property key is ReconnectInterval.

Declaration

public int ReconnectInterval { get; set; }

Property Value

Type	Description
int	Time interval between attempts to restore the FIX connection (in seconds)

ResendRequestMaximumRange

The maximum number of messages to be requested in one Resend Request(2) message.

The default value is ResendRequestMaximumRange. The property key is ResendRequestMaximumRange.

Declaration

public int ResendRequestMaximumRange { get; set; }

Property Value

Type	Description
int	The maximum number of messages to be requested in one Resend Request (MsgType=2) message or ResendRequestMaximumRangeNoLimit for no limit

See Also

ResendRequestMaximumRange

ResendRequestMaximumRangeNoLimit

ResendingBatchSize

The maximum number of messages sent in reply to the Resend Request(2) before temporarily releasing the Session’s lock.

The default value is ResendingBatchSize. The property key is ResendingBatchSize.

Declaration

public int ResendingBatchSize { get; set; }

Property Value

Type	Description
int	The maximum number of messages sent in reply to the Resend Request(2) before temporarily releasing the Session’s lock

ResendingQueueSize

The number of sent messages that are available for resending in reply on counterparty's Resend Request(2) message.

The default value is ResendingQueueSize. The property key is ResendingQueueSize.

Declaration

public int ResendingQueueSize { get; set; }

Property Value

Type	Description
int	The number of sent messages that are available for resending in reply on counterparty's Resend Request(2) message

See Also

ResendingQueueSize

SendBufferSize

TCP socket send buffer size allocated to FIX connection, in bytes.

The default value is SendBufferSize. The property key is SendBufferSize.

Declaration

public int SendBufferSize { get; set; }

Property Value

Type	Description
int	TCP socket send buffer size in bytes

SendLogoutOnException

Send the Logout message before dropping the telecommunication link in case of an exception during the processing of an incoming FIX message.

The default value is SendLogoutOnException. The property key is SendLogoutOnException.

Declaration

public bool SendLogoutOnException { get; set; }

Property Value

Type	Description
bool	option to send or not to send

SendLogoutOnInvalidLogon

Send the Logout message before dropping the telecommunication link in reply on an invalid logon attempt.

The default value is SendLogoutOnInvalidLogon. The property key is SendLogoutOnInvalidLogon.

Declaration

public bool SendLogoutOnInvalidLogon { get; set; }

Property Value

Type	Description
bool	Send the Logout message before dropping the telecommunication link in reply on an invalid logon attempt

SendQueueMaxSize

Send queue maximum size in bytes.

The default value is SendQueueMaxSize. The property key is SendQueueMaxSize.

Declaration

public int SendQueueMaxSize { get; set; }

Property Value

Type	Description
int	Send queue maximum size in bytes

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. The property key is SendSpinningTimeout.

Declaration

public int SendSpinningTimeout { get; set; }

Property Value

Type	Description
int	The send spinning timeout (in microseconds)

SetApplVerId

Set the ApplVerID (1128) field in all outgoing application messages when a FIX protocol version FIX 5.0 or above is used.

The default value is SetApplVerId. The property key is SetApplVerId.

Declaration

public bool SetApplVerId { get; set; }

Property Value

Type	Description
bool	Set the ApplVerID (1128) field in all outgoing application messages when a FIX protocol version FIX 5.0 or above is used

See Also

SetApplId

SetLastMsgSeqNumProcessed

Set the LastMsgSeqNumProcessed (369) field in outgoing messages.

The default value is SetLastMsgSeqNumProcessed. The property key is SetLastMsgSeqNumProcessed.

Declaration

public bool SetLastMsgSeqNumProcessed { get; set; }

Property Value

Type	Description
bool	Set the LastMsgSeqNumProcessed (369) field in outgoing messages

See Also

SetLastMsgSeqNumProcessed

Ssl

SSL connection settings.

Declaration

public EngineSslSettings Ssl { get; }

Property Value

Type	Description
EngineSslSettings

StorageDirectory

Inbound and outbound FIX messages and session's state data are stored in this directory.

The default value is StorageDirectory. The property key is StorageDirectory.

Declaration

public string StorageDirectory { get; set; }

Property Value

Type	Description
string	Storage directory

SupportNextExpectedMsgSeqNum

Support the NextExpectedMsgSeqNum field (tag 789) in Logon (MsgType=A) messages.

Note: Using of this option should be bilaterally agreed upon between counterparts.

The default value is SupportNextExpectedMsgSeqNum. The property key is SupportNextExpectedMsgSeqNum.

Declaration

public bool SupportNextExpectedMsgSeqNum { get; set; }

Property Value

Type	Description
bool	Support the NextExpectedMsgSeqNum field (tag 789) in Logon (MsgType=A) messages

See Also

SupportNextExpectedMsgSeqNum

TcpNoDelay

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

The default value is TcpNoDelay. The property key 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)

See Also

TcpNoDelay

UpdateSendingTime

Update the SendingTime (52) field in the outgoing message even if it is already set.

The default value is UpdateSendingTime. The property key 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

See Also

UpdateSendingTime

ValidateCheckSum

Validate the CheckSum (tag 10) field value.

The default value is ValidateCheckSum. The property key is ValidateCheckSum.

Declaration

public bool ValidateCheckSum { get; set; }

Property Value

Type	Description
bool	Validate the CheckSum (tag 10) field value

ValidateDuplicatedFields

Validate the presence of fields that appear more than once.

The default value is ValidateDuplicatedFields. The property key is ValidateDuplicatedFields.

Declaration

public bool ValidateDuplicatedFields { get; set; }

Property Value

Type	Description
bool	Validate the presence of fields that appear more than once

See Also

ValidateDuplicatedFields

ValidateEmptyFieldValues

Validate empty message field values.

The default value is ValidateEmptyFieldValues. The property key is ValidateEmptyFieldValues.

Declaration

public bool ValidateEmptyFieldValues { get; set; }

Property Value

Type	Description
bool	Option to validate empty message field values

See Also

ValidateEmptyFieldValues

ValidateFieldValues

Option to validate field values of FIX messages in accordance with the FIX protocol or its FIX Dialect.

The default value is ValidateFieldValues. The property key is ValidateFieldValues.

Declaration

public bool ValidateFieldValues { get; set; }

Property Value

Type	Description
bool	Option to validate field values of FIX messages in accordance with the FIX protocol or its FIX Dialect

See Also

ValidateEmptyFieldValues

ValidateRepeatingGroupEntryCount

Validate that the declared number of repeating group instances is equal to the actual one.

The default value is ValidateRepeatingGroupEntryCount. The property key is ValidateRepeatingGroupEntryCount.

Declaration

public bool ValidateRepeatingGroupEntryCount { get; set; }

Property Value

Type	Description
bool	Validate that the declared number of repeating group instances is equal to the actual one

See Also

ValidateRepeatingGroupEntryCount

ValidateRepeatingGroupLeadingField

Validate that repeating group instances start with the correct leading fields.

The default value is ValidateRepeatingGroupLeadingField. The property key is ValidateRepeatingGroupLeadingField.

Declaration

public bool ValidateRepeatingGroupLeadingField { get; set; }

Property Value

Type	Description
bool	Validate that repeating group instances start with the correct leading fields.

See Also

ValidateRepeatingGroupLeadingField

ValidateRequiredFields

Validate the presence of required message fields.

The default value is ValidateRequiredFields. The property key is ValidateRequiredFields.

Declaration

public bool ValidateRequiredFields { get; set; }

Property Value

Type	Description
bool	Validate the presence of required message fields

See Also

ValidateRequiredFields

ValidateUnknownFields

Validate that there are no unknown message fields.

The default value is ValidateUnknownFields. The property key is ValidateUnknownFields.

Declaration

public bool ValidateUnknownFields { get; set; }

Property Value

Type	Description
bool	Validate that there are no unknown message fields

See Also

ValidateUnknownFields

ValidateUnknownMessages

Validate that there are no unknown messages received.

The default value is ValidateUnknownMessages. The property key is ValidateUnknownMessages.

Declaration

public bool ValidateUnknownMessages { get; set; }

Property Value

Type	Description
bool	Validate that there are no unknown messages received

See Also

ValidateUnknownMessages

Versions

Standard FIX dictionaries to load during the Engine initialization.

The default value is Versions. The property key is Versions.

Declaration

public HashSet<ProtocolVersion> Versions { get; }

Property Value

Type	Description
HashSet<ProtocolVersion>	Standard FIX dictionaries to load during the Engine initialization

Methods

LoadFromConfigurationFile(string)

Loads configuration settings from the .NET application configuration file or from the given XML or JSON configuration file.

Declaration

public void LoadFromConfigurationFile(string configFileName = "")

Parameters

Type	Name	Description
string	configFileName	XML or JSON configuration file name. If the parameter is empty, then the .NET application configuration file is used.

Exceptions

Type	Condition
EngineException	Configurations settings cannot be loaded.

ToString()

Returns a string that represents the current object.

Declaration

public override string ToString()

Returns

Type	Description
string	A string that represents the current object.

Overrides

object.ToString()