Pluggable Session Storage Sample

Source code

using OnixS.Fix;
using OnixS.Fix.Fix44;
using System;
using System.IO;
using System.Net;
using System.Runtime.InteropServices;
using System.Threading;
using NLog.Extensions.Logging;

namespace PluggableSessionStorage
{
    static class Sample
    {
        private static string GetLicenseStoreFolder()
        {
            string path = Path.Join(AppContext.BaseDirectory, "../../../../../license");

            if (Directory.Exists(path))
                return path;

            // expecting it run after dotnet publish using default paths
            return Path.Join(AppContext.BaseDirectory, "../../../../../../license");
        }

        public static int Main()
        {
            try
            {
                var settings = new EngineSettings()
                {
                    LicenseStore = GetLicenseStoreFolder(),
                    LoggerProvider = new NLogLoggerProvider()
                };

                const int listenPort = 10450;
                settings.ListenPorts.Add(listenPort);

                Engine.Init(settings);

                Run(listenPort);
            }
            catch (Exception ex)
            {
                Console.WriteLine("Error while executing sample: {0}", ex);

                if (RuntimeInformation.IsOSPlatform(OSPlatform.Windows) && ex.Message.Contains("ErrorCode=10013"))
                {
                    Console.WriteLine("The socket is already in use, or access to the port is restricted on this OS. Please try to change the listen port in EngineSettings.ListenPorts to another one.");
                    Console.WriteLine("You can view a list of which ports are excluded from your user by running this command: 'netsh interface ipv4 show excludedportrange protocol=tcp'");
                }

                return 1;
            }
            finally
            {
                Engine.Shutdown();

                // From https://github.com/NLog/NLog/wiki/Tutorial:
                // NET Application running on Mono / Linux are required to stop threads / timers before entering application shutdown phase.
                // Failing to do this will cause unhandled exceptions and segmentation faults, and other unpredictable behavior.
                NLog.LogManager.Shutdown(); // Flush and close down internal threads and timers
            }

            return 0;
        }

        const ProtocolVersion version = ProtocolVersion.Fix44;

        private static void Run(int port)
        {
            var storage = new MyStorage();

            const string Sender = "FileBasedStorage";
            const string Target = "PluggableStorage";

            var acceptor = new Session(Sender, Target, version, false);

            acceptor.InboundSessionMessage += (object sender, InboundMessageEventArgs args) =>
            {
                Console.WriteLine("\nAcceptor received " + args.Message.ToString('|', FixStringFormat.TagName));
            };

            acceptor.InboundApplicationMessage += (object sender, InboundMessageEventArgs args) =>
            {
                Console.WriteLine("\nAcceptor received " + args.Message.ToString('|', FixStringFormat.TagName));

                inboundApplicationMessageEvent.Set();
            };

            acceptor.Error += OnError;
            acceptor.Warning += OnWarning;

            acceptor.LogonAsAcceptor();

            var initiator = new Session(Target, Sender, version, false, storage);

            initiator.InboundSessionMessage += (object sender, InboundMessageEventArgs args) =>
            {
                Console.WriteLine("\nInitiator received " + args.Message.ToString('|', FixStringFormat.TagName));
            };

            initiator.MessageResending += (object sender, MessageResendingEventArgs e) =>
            {
                e.AllowResending = true;
            };

            initiator.Error += OnError;
            initiator.Warning += OnWarning;

            initiator.LogonAsInitiator(IPAddress.Loopback, port);

            Message order = CreateOrder();
            initiator.Send(order);

            inboundApplicationMessageEvent.WaitOne();

            acceptor.SendResendRequest(1);

            inboundApplicationMessageEvent.WaitOne();

            initiator.Logout();
            acceptor.Logout();

            initiator.Dispose();
            acceptor.Dispose();
        }

        private static void OnError(object sender, SessionErrorEventArgs e)
        {
            Console.WriteLine("Session Error: " + e.ToString());
        }

        private static void OnWarning(object sender, SessionWarningEventArgs e)
        {
            Console.WriteLine("Session Warning: " + e.ToString());
        }

        private readonly static AutoResetEvent inboundApplicationMessageEvent = new AutoResetEvent(false);

        public static Message CreateOrder()
        {
            var order = new Message(MsgType.NewOrderSingle, version);

            order.Set(Tag.HandlInst, HandlInst.AutoExecPriv)
                 .Set(Tag.ClOrdID, "Unique identifier for Order")
                 .Set(Tag.Symbol, "AAPL")
                 .Set(Tag.Side, Side.Buy)
                 .Set(Tag.OrderQty, 1000)
                 .Set(Tag.OrdType, OrdType.Market);

            return order;
        }
    }
}

Storage

using OnixS.Fix;
using OnixS.Fix.Storage;
using System;
using System.Collections.Generic;
using System.Linq;

namespace PluggableSessionStorage
{
    sealed class MyStorage : ISessionStorage
    {
        public void Clear()
        {
            outboundMessages.Clear();
        }

        public void Close(bool keepSequenceNumbersBetweenFixConnections, bool doBackup = false)
        {
            // NOOP
        }

        public string Id
        {
            get
            {
                return "MyStorage";
            }
        }

        public int InSeqNum { get; set; }


        public int OutSeqNum { get; set; }

        private readonly Dictionary<int, IMessage> outboundMessages = new Dictionary<int, IMessage>();

        public DateTime SessionCreationTime { get; set; }

        public MessageMode MessageMode { get; set; }

        public void Flush()
        {
            // NOOP
        }

        public IList<IMessage> GetOutboundMessages(int beginSequenceNumber, int endSequenceNumber)
        {
            return outboundMessages.Where((pair) => pair.Key >= beginSequenceNumber && pair.Key <= endSequenceNumber).OrderBy((pair) => pair.Key).Select((pair) => pair.Value).ToList();
        }

        public void StoreInboundMessage(ReadOnlySpan<byte> rawMessage, int msgSeqNum, bool isOriginal)
        {
            InSeqNum = msgSeqNum;
        }

        public void StoreOutboundMessage(ReadOnlySpan<byte> rawMessage, int msgSeqNum, bool isOriginal = true, bool warmUp = false, DateTime timestamp = default)
        {
            OutSeqNum = msgSeqNum;

            if (!warmUp && !outboundMessages.ContainsKey(msgSeqNum))
            {
                outboundMessages.Add(msgSeqNum, Message.Parse(rawMessage, Engine.Instance.MessageInfoDictionaryManager));
            }
        }

        public void Dispose()
        {
            // NOOP
        }

        public SessionStorageType Type => SessionStorageType.PluggableStorage;

        public bool Terminated { get; set; }
        public long MaxStorageSize { get; set; }
    };
}