FIX server implementation. More...

#include <fix_server.h>

Inherits Transport, and ManagedInstance.

Public Member Functions
bool	create (const std::string &server_name, const std::string server_config_file_path)
	Creates and initialises the FIX server instance. More...

bool	add_session (const std::string &session_name, FixSessionSettings &session_settings)
	Adds a FIX session using preloaded session settings. More...

bool	add_session (const std::string &session_config_file_path, const std::string &session_name)
	Adds a FIX session by loading settings from a configuration file. More...

bool	add_sessions_from (const std::string &session_config_file_path)
	Adds all FIX sessions found in a configuration file. More...

std::size_t	get_session_count () const
	Returns the number of configured FIX sessions. More...

FixSession *	get_session (const std::string &session_name) override
	Retrieves a FIX session by name. More...

std::string	get_session_name (FixSession *session)
	Retrieves the name of a FIX session. More...

void	get_session_names (std::vector< std::string > &target) override
	Retrieves the names of all configured FIX sessions. More...

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

OutgoingFixMessage *	outgoing_message_instance (FixSession *session)
	Retrieves the reusable outgoing FIX message instance for a session. More...

virtual bool	send_outgoing_message (FixSession session, OutgoingFixMessage message)
	Encodes and sends an outgoing FIX message. More...

void	shutdown ()
	Shuts down the FIX server. More...

virtual void	on_new_order (FixSession session, const IncomingFixMessage message)
	Called when a New Order (35=D) message is received. More...

virtual void	on_cancel_order (FixSession session, const IncomingFixMessage message)
	Called when an Order Cancel Request (35=F) message is received. More...

virtual void	on_replace_order (FixSession session, const IncomingFixMessage message)
	Called when an Order Cancel/Replace Request (35=G) message is received. More...

virtual void	on_application_level_reject (FixSession session, const IncomingFixMessage message)
	Called when an application-level reject message is generated. More...

virtual void	on_session_level_reject (FixSession session, const IncomingFixMessage message)
	Called when a session-level reject message is generated. More...

virtual void	on_custom_message (FixSession session, const IncomingFixMessage message)
	Called when any other FIX message type is received. More...

virtual void	on_logon_request (FixSession session, const IncomingFixMessage message)
	Called when a Logon (35=A) request is received from a client. More...

virtual void	on_logout_request (FixSession session, const IncomingFixMessage message)
	Called when a Logout (35=5) request is received from a client. More...

virtual void	on_client_resend_request (FixSession session, const IncomingFixMessage message)
	Called when a Resend Request (35=2) is received from a client. More...

virtual void	on_client_test_request (FixSession session, const IncomingFixMessage message)
	Called when a Test Request (35=1) is received from a client. More...

virtual void	on_client_heartbeat (FixSession *session)
	Called when a Heartbeat (35=0) message is received from a client. More...

virtual bool	process_incoming_throttling (FixSession session, const IncomingFixMessage incoming_fix_message)
	Applies incoming message throttling logic. More...

virtual void	process_schedule_validator (FixSession *session)
	Validates the session against configured schedule rules. More...

virtual FixSession *	accept_session (std::size_t peer_index, const IncomingFixMessage incoming_fix_message, const char buffer, std::size_t buffer_length, uint32_t parser_reject_code)
	Accepts and validates an incoming session before logon processing. More...

virtual void	process_logon_request (FixSession session, std::size_t peer_index, const IncomingFixMessage message)
	Processes an incoming Logon (35=A) request. More...

virtual bool	authenticate_logon_request (FixSession session, const IncomingFixMessage message)
	Authenticates an incoming Logon (35=A) request. More...

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

Protected Member Functions
virtual bool	send_heartbeat (FixSession session, FixString test_request_id)
	Sends a Heartbeat (35=0) message to the client. More...

virtual bool	send_logon_response (FixSession session, const IncomingFixMessage message)
	Sends a Logon (35=A) response message. More...

virtual bool	send_logout_message (FixSession *session, const std::string &reason_text="")
	Sends a Logout (35=5) message. More...

virtual bool	send_test_request (FixSession *session)
	Sends a Test Request (35=1) message. More...

virtual bool	send_resend_request (FixSession *session)
	Sends a Resend Request (35=2) message. More...

virtual bool	send_sequence_reset_message (FixSession *session, uint32_t desired_sequence_no)
	Sends a Sequence Reset (35=4) message without gap fill. More...

virtual bool	send_gap_fill_message (FixSession *session)
	Sends a Gap Fill message in response to a Resend Request. More...

Detailed Description

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

FIX server implementation.

Manages FIX sessions, accepts incoming client connections, routes FIX messages, and provides virtual callbacks for application-level and session-level message handling.

Template Parameters

Transport Transport layer implementation: one of TcpReactor TcpReactorScalable TcpReactorScalableSSL.

Member Function Documentation

◆ accept_session()

template<typename Transport >

virtual FixSession* llfix::FixServer< Transport >::accept_session	(	std::size_t	peer_index,
		const IncomingFixMessage *	incoming_fix_message,
		const char *	buffer,
		std::size_t	buffer_length,
		uint32_t	parser_reject_code
	)

inlinevirtual

Accepts and validates an incoming session before logon processing.

Handles parser-level validation failures, checks required header tags, resolves the target session from CompIDs and BeginString, and rejects invalid or duplicate live logon attempts.

Parameters

peer_index	Transport peer index associated with the connection.
incoming_fix_message	Parsed incoming FIX message.
buffer	Raw incoming FIX bytes for logging/reject context.
buffer_length	Length of the raw incoming FIX buffer.
parser_reject_code	Parser validation result code.

Returns: Pointer to the resolved FIX session, or nullptr if rejected.

◆ add_session() [1/2]

template<typename Transport >

bool llfix::FixServer< Transport >::add_session	(	const std::string &	session_config_file_path,
		const std::string &	session_name
	)

inline

Adds a FIX session by loading settings from a configuration file.

Parameters

session_config_file_path	Path to the session configuration file.
session_name	Name of the session group in the configuration.

Returns: true if the session was added successfully, false otherwise.

◆ add_session() [2/2]

template<typename Transport >

bool llfix::FixServer< Transport >::add_session	(	const std::string &	session_name,
		FixSessionSettings &	session_settings
	)

inline

Adds a FIX session using preloaded session settings.

Parameters

session_name	Logical name of the session.
session_settings	Session configuration settings.

Returns: true if the session was added successfully, false otherwise.

◆ add_sessions_from()

template<typename Transport >

bool llfix::FixServer< Transport >::add_sessions_from ( const std::string & session_config_file_path )

inline

Adds all FIX sessions found in a configuration file.

Scans the configuration file for groups containing "SESSION" in their name and creates a FIX session for each.

Parameters

session_config_file_path Path to the session configuration file.

Returns: true if at least one session was added successfully, false otherwise.

◆ authenticate_logon_request()

template<typename Transport >

virtual bool llfix::FixServer< Transport >::authenticate_logon_request	(	FixSession *	session,
		const IncomingFixMessage *	message
	)

inlinevirtual

Authenticates an incoming Logon (35=A) request.

Allows applications to implement custom authentication logic such as logon usernames and password

Parameters

session	FIX session attempting to log on.
message	Incoming Logon FIX message.

Returns: true if authentication succeeds, false to reject the logon.

◆ create()

template<typename Transport >

bool llfix::FixServer< Transport >::create	(	const std::string &	server_name,
		const std::string	server_config_file_path
	)

inline

Creates and initialises the FIX server instance.

Parameters

server_name	Logical name of the FIX server instance.
server_config_file_path	Path to the server configuration file.

Returns: true on successful creation, false on error.

◆ get_session()

template<typename Transport >

FixSession* llfix::FixServer< Transport >::get_session ( const std::string & session_name )

inlineoverride

Retrieves a FIX session by name.

Parameters

session_name Name of the FIX session.

Returns: Pointer to the FIX session, or nullptr if not found.

◆ get_session_count()

template<typename Transport >

std::size_t llfix::FixServer< Transport >::get_session_count ( ) const

inline

Returns the number of configured FIX sessions.

Returns: Number of active FIX sessions.

◆ get_session_name()

template<typename Transport >

std::string llfix::FixServer< Transport >::get_session_name ( FixSession * session )

inline

Retrieves the name of a FIX session.

Parameters

session Pointer to a FIX session.

Returns: Session name if found, empty string otherwise.

◆ get_session_names()

template<typename Transport >

void llfix::FixServer< Transport >::get_session_names ( std::vector< std::string > & target )

inlineoverride

Retrieves the names of all configured FIX sessions.

Parameters

target Output vector populated with session names.

◆ on_application_level_reject()

template<typename Transport >

virtual void llfix::FixServer< Transport >::on_application_level_reject	(	FixSession *	session,
		const IncomingFixMessage *	message
	)

inlinevirtual

Called when an application-level reject message is generated.

Parameters

session	FIX session associated with the reject.
message	Incoming FIX message that caused the reject.

◆ on_cancel_order()

template<typename Transport >

virtual void llfix::FixServer< Transport >::on_cancel_order	(	FixSession *	session,
		const IncomingFixMessage *	message
	)

inlinevirtual

Called when an Order Cancel Request (35=F) message is received.

Parameters

session	FIX session that received the message.
message	Incoming FIX message.

◆ on_client_heartbeat()

template<typename Transport >

virtual void llfix::FixServer< Transport >::on_client_heartbeat ( FixSession * session )

inlinevirtual

Called when a Heartbeat (35=0) message is received from a client.

Parameters

session FIX session that received the heartbeat.

◆ on_client_resend_request()

template<typename Transport >

virtual void llfix::FixServer< Transport >::on_client_resend_request	(	FixSession *	session,
		const IncomingFixMessage *	message
	)

inlinevirtual

Called when a Resend Request (35=2) is received from a client.

Parameters

session	FIX session that received the resend request.
message	Incoming Resend Request FIX message.

◆ on_client_test_request()

template<typename Transport >

virtual void llfix::FixServer< Transport >::on_client_test_request	(	FixSession *	session,
		const IncomingFixMessage *	message
	)

inlinevirtual

Called when a Test Request (35=1) is received from a client.

Parameters

session	FIX session that received the test request.
message	Incoming Test Request FIX message.

◆ on_custom_message()

template<typename Transport >

virtual void llfix::FixServer< Transport >::on_custom_message	(	FixSession *	session,
		const IncomingFixMessage *	message
	)

inlinevirtual

Called when any other FIX message type is received.

Parameters

session	FIX session that received the message.
message	Incoming FIX message.

◆ on_logon_request()

template<typename Transport >

virtual void llfix::FixServer< Transport >::on_logon_request	(	FixSession *	session,
		const IncomingFixMessage *	message
	)

inlinevirtual

Called when a Logon (35=A) request is received from a client.

Parameters

session	FIX session requesting logon.
message	Incoming Logon FIX message.

◆ on_logout_request()

template<typename Transport >

virtual void llfix::FixServer< Transport >::on_logout_request	(	FixSession *	session,
		const IncomingFixMessage *	message
	)

inlinevirtual

Called when a Logout (35=5) request is received from a client.

Parameters

session	FIX session requesting logout.
message	Incoming Logout FIX message.

◆ on_new_order()

template<typename Transport >

virtual void llfix::FixServer< Transport >::on_new_order	(	FixSession *	session,
		const IncomingFixMessage *	message
	)

inlinevirtual

Called when a New Order (35=D) message is received.

Parameters

session	FIX session that received the message.
message	Incoming FIX message.

◆ on_replace_order()

template<typename Transport >

virtual void llfix::FixServer< Transport >::on_replace_order	(	FixSession *	session,
		const IncomingFixMessage *	message
	)

inlinevirtual

Called when an Order Cancel/Replace Request (35=G) message is received.

Parameters

session	FIX session that received the message.
message	Incoming FIX message.

◆ on_session_level_reject()

template<typename Transport >

virtual void llfix::FixServer< Transport >::on_session_level_reject	(	FixSession *	session,
		const IncomingFixMessage *	message
	)

inlinevirtual

Called when a session-level reject message is generated.

Parameters

session	FIX session associated with the reject.
message	Incoming FIX message that caused the reject.

◆ outgoing_message_instance()

template<typename Transport >

OutgoingFixMessage* llfix::FixServer< Transport >::outgoing_message_instance ( FixSession * session )

inline

Retrieves the reusable outgoing FIX message instance for a session.

Parameters

session Target FIX session.

Returns: Pointer to the outgoing FIX message instance.

◆ process_incoming_throttling()

template<typename Transport >

virtual bool llfix::FixServer< Transport >::process_incoming_throttling	(	FixSession *	session,
		const IncomingFixMessage *	incoming_fix_message
	)

inlinevirtual

Applies incoming message throttling logic.

Determines whether an incoming FIX message should be processed, delayed, rejected, or cause session termination based on throttling configuration.

Parameters

session	FIX session receiving the message.
incoming_fix_message	Incoming FIX message.

Returns: true if processing should continue, false otherwise.

◆ process_logon_request()

template<typename Transport >

virtual void llfix::FixServer< Transport >::process_logon_request	(	FixSession *	session,
		std::size_t	peer_index,
		const IncomingFixMessage *	message
	)

inlinevirtual

Processes an incoming Logon (35=A) request.

Validates and authenticates the incoming logon, applies heartbeat timing from the request, sends the logon response, and finalises session state transition to logged on.

Parameters

session	FIX session handling the logon request.
peer_index	Transport peer index associated with the connection.
message	Incoming Logon FIX message.

◆ process_schedule_validator()

template<typename Transport >

virtual void llfix::FixServer< Transport >::process_schedule_validator ( FixSession * session )

inlinevirtual

Validates the session against configured schedule rules.

Checks whether the current time is within the session's allowed schedule and terminates the connection if it is not.

Parameters

session FIX session to validate.

◆ send_gap_fill_message()

template<typename Transport >

virtual bool llfix::FixServer< Transport >::send_gap_fill_message ( FixSession * session )

inlineprotectedvirtual

Sends a Gap Fill message in response to a Resend Request.

Parameters

session FIX session to send the gap fill on.

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

◆ send_heartbeat()

template<typename Transport >

virtual bool llfix::FixServer< Transport >::send_heartbeat	(	FixSession *	session,
		FixString *	test_request_id
	)

inlineprotectedvirtual

Sends a Heartbeat (35=0) message to the client.

Parameters

session	FIX session to send the heartbeat on.
test_request_id	Optional TestReqID (tag 112), may be null.

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

◆ send_logon_response()

template<typename Transport >

virtual bool llfix::FixServer< Transport >::send_logon_response	(	FixSession *	session,
		const IncomingFixMessage *	message
	)

inlineprotectedvirtual

Sends a Logon (35=A) response message.

Parameters

session	FIX session to send the logon response on.
message	Incoming Logon FIX message being responded to.

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

◆ send_logout_message()

template<typename Transport >

virtual bool llfix::FixServer< Transport >::send_logout_message	(	FixSession *	session,
		const std::string &	reason_text = `""`
	)

inlineprotectedvirtual

Sends a Logout (35=5) message.

Parameters

session	FIX session to send the logout message on.
reason_text	Optional human-readable logout reason.

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

◆ send_outgoing_message()

template<typename Transport >

virtual bool llfix::FixServer< Transport >::send_outgoing_message	(	FixSession *	session,
		OutgoingFixMessage *	message
	)

inlinevirtual

Encodes and sends an outgoing FIX message.

Parameters

session	Target FIX session.
message	Outgoing FIX message to send.

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

◆ send_resend_request()

template<typename Transport >

virtual bool llfix::FixServer< Transport >::send_resend_request ( FixSession * session )

inlineprotectedvirtual

Sends a Resend Request (35=2) message.

Parameters

session FIX session to send the resend request on.

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

◆ send_sequence_reset_message()

template<typename Transport >

virtual bool llfix::FixServer< Transport >::send_sequence_reset_message	(	FixSession *	session,
		uint32_t	desired_sequence_no
	)

inlineprotectedvirtual

Sends a Sequence Reset (35=4) message without gap fill.

Parameters

session	FIX session to send the sequence reset on.
desired_sequence_no	Target sequence number.

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

◆ send_test_request()

template<typename Transport >

virtual bool llfix::FixServer< Transport >::send_test_request ( FixSession * session )

inlineprotectedvirtual

Sends a Test Request (35=1) message.

Parameters

session FIX session to send the test request on.

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

◆ set_message_persist_plugin()

template<typename Transport >

void llfix::FixServer< 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::FixServer< Transport >::shutdown ( )

inline

Shuts down the FIX server.

Stops the underlying transport and terminates all sessions.

◆ specify_repeating_group()

template<typename Transport >

template<typename... Args>

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

inline

Specify repeating group definitions for incoming FIX messages for all sessions.

Template Parameters

Args	Parameter pack defining repeating group structure.

Parameters

args	Repeating group specification arguments.

Not needed in the commercial edition

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

include/llfix/fix_server.h

Public Member Functions

Protected Member Functions

Detailed Description

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

Member Function Documentation

◆ accept_session()

◆ add_session() [1/2]

◆ add_session() [2/2]

◆ add_sessions_from()

◆ authenticate_logon_request()

◆ create()

◆ get_session()

◆ get_session_count()

◆ get_session_name()

◆ get_session_names()

◆ on_application_level_reject()

◆ on_cancel_order()

◆ on_client_heartbeat()

◆ on_client_resend_request()

◆ on_client_test_request()

◆ on_custom_message()

◆ on_logon_request()

◆ on_logout_request()

◆ on_new_order()

◆ on_replace_order()

◆ on_session_level_reject()

◆ outgoing_message_instance()

◆ process_incoming_throttling()

◆ process_logon_request()

◆ process_schedule_validator()

◆ send_gap_fill_message()

◆ send_heartbeat()

◆ send_logon_response()

◆ send_logout_message()

◆ send_outgoing_message()

◆ send_resend_request()

◆ send_sequence_reset_message()

◆ send_test_request()

◆ set_message_persist_plugin()

◆ shutdown()

◆ specify_repeating_group()

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