FIX client implementation. More...

#include <fix_client.h>

Inherits Transport, and ManagedInstance.

Public Member Functions
bool	create (const std::string &client_name, const FixClientSettings &settings, const std::string &session_name, const FixSessionSettings &session_settings)
	Create and initialise a FIX client instance. More...

bool	create (const std::string &client_config_file_path, const std::string &client_name, const std::string &session_config_file_path, const std::string &session_name)
	Create and initialise a FIX client using configuration files. More...

FixSession *	get_session (const std::string &session_name="") override
	Retrieve the FIX session managed by this client. More...

template<typename... Args>
void	specify_repeating_group (Args... args)
	Specify repeating group definitions for incoming FIX messages. More...

bool	start ()
	Start the client execution thread. More...

bool	connect ()
	Establish a FIX network connection and initiate logon. More...

void	process ()
	Process incoming and outgoing FIX protocol activity. More...

void	shutdown (bool graceful_shutdown=true)
	Shutdown the FIX client. More...

OutgoingFixMessage *	outgoing_message_instance ()
	Obtain a reusable outgoing FIX message instance. More...

virtual bool	send_outgoing_message (OutgoingFixMessage *message)
	Encode and send an outgoing FIX message. More...

bool	connected_to_primary () const
	Check if the client is connected to the primary endpoint. More...

bool	connected_to_secondary () const
	Check if the client is connected to the secondary endpoint. More...

virtual void	on_connection ()
	Called when a TCP connection is successfully established.

virtual void	on_disconnection ()
	Called when the TCP connection is lost or closed.

virtual void	on_logon_response (const IncomingFixMessage *message)
	Called upon receiving a successful FIX Logon response. More...

virtual void	on_logout_response (const IncomingFixMessage *message)
	Called upon receiving a FIX Logout response. More...

virtual void	on_logon_reject (const IncomingFixMessage *message)
	Called when a FIX Logon is rejected. More...

virtual void	on_server_heartbeat ()
	Called upon receiving a FIX Heartbeat from the server.

virtual void	on_server_test_request (const IncomingFixMessage *message)
	Called upon receiving a FIX Test Request. More...

virtual void	on_server_resend_request (const IncomingFixMessage *message)
	Called upon receiving a FIX Resend Request. More...

virtual void	on_execution_report (const IncomingFixMessage *message)
	Called when an Execution Report (35=8) is received. More...

virtual void	on_order_cancel_replace_reject (const IncomingFixMessage *message)
	Called when an Order Cancel/Replace Reject (35=9) is received. More...

virtual void	on_session_level_reject (const IncomingFixMessage *message)
	Called on session-level FIX rejects. More...

virtual void	on_application_level_reject (const IncomingFixMessage *message)
	Called on application-level FIX rejects. More...

virtual void	on_custom_message_type (const IncomingFixMessage *message)
	Called for other FIX message types. More...

void	set_message_persist_plugin (MessagePersistPlugin *plugin)
	Set the message persistence plugin. More...

Protected Member Functions
virtual bool	send_logon_request ()
	Send FIX Logon request. More...

virtual bool	send_logout_request ()
	Send FIX Logout request. More...

virtual bool	send_client_heartbeat (FixString *test_request_id)
	Send FIX Heartbeat message. More...

virtual bool	send_test_request ()
	Send FIX Test Request message. More...

virtual bool	send_resend_request ()
	Send FIX Resend Request message. More...

virtual bool	send_sequence_reset_message (uint32_t desired_sequence_no)
	Send FIX Sequence Reset message. More...

virtual bool	send_gap_fill_message ()
	Send FIX Gap Fill message. More...

Detailed Description

template<typename Transport>
class llfix::FixClient< Transport >

FIX client implementation.

Template Parameters

Transport Transport layer implementation: one of TCPConnector TCPConnectorTCPDirect TCPConnectorSSL.

FixClient manages a single FIX session lifecycle including connection management, logon/logout, message processing, sequencing, retransmissions, and heartbeats.

The class can run in a dedicated internal thread or be driven externally via repeated calls to process().

Users are expected to derive from FixClient and override virtual callbacks to handle session and application-level FIX messages.

Member Function Documentation

◆ connect()

template<typename Transport >

bool llfix::FixClient< Transport >::connect ( )

inline

Establish a FIX network connection and initiate logon.

Returns: true if connection and logon initiation succeeded, false otherwise.

Attempts connection to the primary endpoint first and falls back to the secondary endpoint if configured.

◆ connected_to_primary()

template<typename Transport >

bool llfix::FixClient< Transport >::connected_to_primary ( ) const

inline

Check if the client is connected to the primary endpoint.

Returns: true if connected to primary, false otherwise.

◆ connected_to_secondary()

template<typename Transport >

bool llfix::FixClient< Transport >::connected_to_secondary ( ) const

inline

Check if the client is connected to the secondary endpoint.

Returns: true if connected to secondary, false otherwise.

◆ create() [1/2]

template<typename Transport >

bool llfix::FixClient< Transport >::create	(	const std::string &	client_config_file_path,
		const std::string &	client_name,
		const std::string &	session_config_file_path,
		const std::string &	session_name
	)

inline

Create and initialise a FIX client using configuration files.

Parameters

client_config_file_path	Path to client configuration file.
client_name	Client name inside the config.
session_config_file_path	Path to session configuration file.
session_name	Session name inside the config.

Returns: true on success, false if configuration loading or validation fails.

◆ create() [2/2]

template<typename Transport >

bool llfix::FixClient< Transport >::create	(	const std::string &	client_name,
		const FixClientSettings &	settings,
		const std::string &	session_name,
		const FixSessionSettings &	session_settings
	)

inline

Create and initialise a FIX client instance.

Parameters

client_name	Logical name of the FIX client.
settings	Client-level configuration.
session_name	Name of the FIX session.
session_settings	Session-level configuration.

Returns: true on successful creation, false otherwise.

◆ get_session()

template<typename Transport >

FixSession* llfix::FixClient< Transport >::get_session ( const std::string & session_name = "" )

inlineoverride

Retrieve the FIX session managed by this client.

Returns: Pointer to the FixSession instance.

◆ on_application_level_reject()

template<typename Transport >

virtual void llfix::FixClient< Transport >::on_application_level_reject ( const IncomingFixMessage * message )

inlinevirtual

Called on application-level FIX rejects.

Parameters

message Incoming reject message.

◆ on_custom_message_type()

template<typename Transport >

virtual void llfix::FixClient< Transport >::on_custom_message_type ( const IncomingFixMessage * message )

inlinevirtual

Called for other FIX message types.

Parameters

message Incoming FIX message.

◆ on_execution_report()

template<typename Transport >

virtual void llfix::FixClient< Transport >::on_execution_report ( const IncomingFixMessage * message )

inlinevirtual

Called when an Execution Report (35=8) is received.

Parameters

message Incoming execution report message.

◆ on_logon_reject()

template<typename Transport >

virtual void llfix::FixClient< Transport >::on_logon_reject ( const IncomingFixMessage * message )

inlinevirtual

Called when a FIX Logon is rejected.

Parameters

message Incoming FIX reject message.

◆ on_logon_response()

template<typename Transport >

virtual void llfix::FixClient< Transport >::on_logon_response ( const IncomingFixMessage * message )

inlinevirtual

Called upon receiving a successful FIX Logon response.

Parameters

message Incoming FIX logon message.

◆ on_logout_response()

template<typename Transport >

virtual void llfix::FixClient< Transport >::on_logout_response ( const IncomingFixMessage * message )

inlinevirtual

Called upon receiving a FIX Logout response.

Parameters

message Incoming FIX logout message.

◆ on_order_cancel_replace_reject()

template<typename Transport >

virtual void llfix::FixClient< Transport >::on_order_cancel_replace_reject ( const IncomingFixMessage * message )

inlinevirtual

Called when an Order Cancel/Replace Reject (35=9) is received.

Parameters

message Incoming reject message.

◆ on_server_resend_request()

template<typename Transport >

virtual void llfix::FixClient< Transport >::on_server_resend_request ( const IncomingFixMessage * message )

inlinevirtual

Called upon receiving a FIX Resend Request.

Parameters

message Incoming FIX resend request message.

◆ on_server_test_request()

template<typename Transport >

virtual void llfix::FixClient< Transport >::on_server_test_request ( const IncomingFixMessage * message )

inlinevirtual

Called upon receiving a FIX Test Request.

Parameters

message Incoming FIX test request message.

◆ on_session_level_reject()

template<typename Transport >

virtual void llfix::FixClient< Transport >::on_session_level_reject ( const IncomingFixMessage * message )

inlinevirtual

Called on session-level FIX rejects.

Parameters

message Incoming reject message.

◆ outgoing_message_instance()

template<typename Transport >

OutgoingFixMessage* llfix::FixClient< Transport >::outgoing_message_instance ( )

inline

Obtain a reusable outgoing FIX message instance.

Returns: Pointer to an OutgoingFixMessage.

The returned message is owned by the session

◆ process()

template<typename Transport >

void llfix::FixClient< Transport >::process ( )

inline

Process incoming and outgoing FIX protocol activity.

This method drives FIX message handling including:

Incoming message parsing
Admin command processing
Heartbeats and test requests
Resend requests and gap fills

Call repeatedly when running without an internal thread.

◆ send_client_heartbeat()

template<typename Transport >

virtual bool llfix::FixClient< Transport >::send_client_heartbeat ( FixString * test_request_id )

inlineprotectedvirtual

Send FIX Heartbeat message.

Parameters

test_request_id Optional TestReqID.

Returns: true if sent successfully.

◆ send_gap_fill_message()

template<typename Transport >

virtual bool llfix::FixClient< Transport >::send_gap_fill_message ( )

inlineprotectedvirtual

Send FIX Gap Fill message.

Returns: true if sent successfully.

◆ send_logon_request()

template<typename Transport >

virtual bool llfix::FixClient< Transport >::send_logon_request ( )

inlineprotectedvirtual

Send FIX Logon request.

Returns: true if sent successfully.

◆ send_logout_request()

template<typename Transport >

virtual bool llfix::FixClient< Transport >::send_logout_request ( )

inlineprotectedvirtual

Send FIX Logout request.

Returns: true if sent successfully.

◆ send_outgoing_message()

template<typename Transport >

virtual bool llfix::FixClient< Transport >::send_outgoing_message ( OutgoingFixMessage * message )

inlinevirtual

Encode and send an outgoing FIX message.

Parameters

message Outgoing FIX message to send.

Returns: true if the message was successfully sent, false otherwise.

◆ send_resend_request()

template<typename Transport >

virtual bool llfix::FixClient< Transport >::send_resend_request ( )

inlineprotectedvirtual

Send FIX Resend Request message.

Returns: true if sent successfully.

◆ send_sequence_reset_message()

template<typename Transport >

virtual bool llfix::FixClient< Transport >::send_sequence_reset_message ( uint32_t desired_sequence_no )

inlineprotectedvirtual

Send FIX Sequence Reset message.

Parameters

desired_sequence_no New sequence number.

Returns: true if sent successfully.

◆ send_test_request()

template<typename Transport >

virtual bool llfix::FixClient< Transport >::send_test_request ( )

inlineprotectedvirtual

Send FIX Test Request message.

Returns: true if sent successfully.

◆ set_message_persist_plugin()

template<typename Transport >

void llfix::FixClient< Transport >::set_message_persist_plugin ( MessagePersistPlugin * plugin )

inline

Set the message persistence plugin.

Parameters

plugin Pointer to a MessagePersistPlugin implementation.

◆ shutdown()

template<typename Transport >

void llfix::FixClient< Transport >::shutdown ( bool graceful_shutdown = true )

inline

Shutdown the FIX client.

Parameters

graceful_shutdown If true, performs FIX logout handshake.

In threaded mode, this signals the thread to exit. In non-threaded mode, shutdown is performed immediately.

◆ specify_repeating_group()

template<typename Transport >

template<typename... Args>

void llfix::FixClient< Transport >::specify_repeating_group ( Args... args )

inline

Specify repeating group definitions for incoming FIX messages.

Template Parameters

Args	Parameter pack defining repeating group structure.

Parameters

args	Repeating group specification arguments.

Not needed in the commercial edition

◆ start()

template<typename Transport >

bool llfix::FixClient< Transport >::start ( )

inline

Start the client execution thread.

Returns: true if the thread was successfully created, false otherwise.

When started, the client will execute run() in a loop until shutdown is requested.

The documentation for this class was generated from the following file:

include/llfix/fix_client.h

Public Member Functions

Protected Member Functions

Detailed Description

template<typename Transport> class llfix::FixClient< Transport >

Member Function Documentation

◆ connect()

◆ connected_to_primary()

◆ connected_to_secondary()

◆ create() [1/2]

◆ create() [2/2]

◆ get_session()

◆ on_application_level_reject()

◆ on_custom_message_type()

◆ on_execution_report()

◆ on_logon_reject()

◆ on_logon_response()

◆ on_logout_response()

◆ on_order_cancel_replace_reject()

◆ on_server_resend_request()

◆ on_server_test_request()

◆ on_session_level_reject()

◆ outgoing_message_instance()

◆ process()

◆ send_client_heartbeat()

◆ send_gap_fill_message()

◆ send_logon_request()

◆ send_logout_request()

◆ send_outgoing_message()

◆ send_resend_request()

◆ send_sequence_reset_message()

◆ send_test_request()

◆ set_message_persist_plugin()

◆ shutdown()

◆ specify_repeating_group()

◆ start()

template<typename Transport>
class llfix::FixClient< Transport >