I am newbie on Fix in general and I have started from QuickFix to make practice. I apology in advance from the following trivial questions.
I have understood that to handle ExecutionReport I need to use crack() method inside FromApp() and implementing OnMessage().
But what I have two questions :
1) What happens if during a Partially fill order ExecutionReport message suddenly session drops, which is the way to handle this situation. Trying to reconnect and Send a request ? Please Can you provide a simple explanation in steps and what QuickFix Api method should I use ?
2) If I need to implement a FixEngine to handle dropcopy should I be aware of something in particular ?
Thank you for your help
1). Just make sure ResetOnDisconnect parameter is set to N for your trading session: ResetOnDisconnect=N (docs)
QuickFix will be automatically attempting to reconnect every ReconnectInterval seconds;
Once connected (with ResetOnDisconnect=N) it will also automatically exchange last known message sequence numbers with the FIX server, and the ones lost during the disconnection will be re-sent - so without a line of code you will receive the missing messages.
Also, if disconnection was for a longer period of time, you may want to send Order Status Request (H) message to the FIX server to receive actual ExecutionReport for your pending orders.
2) The question is too general for me to answer...
Related
i am currently trying to implement a „simple“ readonly CALDAV-interface for a system. But the synchronization protocol and the CALDAV-clients give me some headaches.
The main test client i use is the macos-calendar (sierra).
The initial handshake (DAV principle, calendar lookup) and inital load of data is working. I get some REPORT:calendar-query requests.
The issue is the incremental sync after initial load. There are two approaches:
Via WebSync-extension (REPORT:sync-collection and sync-token prop)
my main issue here is that provisioning the sync-token from the server is not trivial in my system. Changes and New data is not an issue, but physical deletion (not yet logged in the user context) and changes in the scope of group- and/or role-assignments. Maybe i need to consider to invalidate in complex cases the sync-token and let the client resetup without sync-collection?
A nasty workaround could be to retain the calendar item IDs send to the client and check on each request for their existence and responds if necessary with a not found per deleted/out of scope calendar item. But this would mean i store client-state on the server which doesnt sound right and might be error prone.
Via basic protocal synchronization (respond to REPORT:calendar-query and propfind (depth=1) requests no webdav-sync active)
this is also working already in principle for new and changed data. But the macos-calendar doesnt remove items which are not part the collection response (propfind with depth=1). According to the protocol the client should determine the deleted items and remove them, but it doesnt do it in my case. Any ideas here?
For my system currently it would be ideal to use this approach though the performance might be not the ideal one.
With ios-Calendar i face another issue:
Initial handshake is somehow working as the requests in the network are coming and are answered.
But than a MKCALENDAR request is coming (instead of a calendar-query or propfind for items) which answer with 403 as i also dont provide it in the Allow-header of the options response. the request looks like this:
MKCALENDAR /services/cal/_userid/220EDB4A-F00C-41C9-B78F-10781BBA77E4/ HTTP/1.1
Host: 127.0.0.1:8003
Content-Type: text/xml
User-Agent: iOS/10.0.1 (14A403) dataaccessd/1.0
<?xml version="1.0" encoding="UTF-8"?>
<B:mkcalendar xmlns:B="urn:ietf:params:xml:ns:caldav">
<A:set xmlns:A="DAV:">
<A:prop>
<B:calendar-free-busy-set>
<NO/>
</B:calendar-free-busy-set>
<D:calendar-order xmlns:D="http://apple.com/ns/ical/">1</D:calendar-order>
<A:displayname>Kalender</A:displayname>
<B:calendar-timezone>BEGIN:VCALENDAR
...deleted....
</B:calendar-timezone>
<B:supported-calendar-component-set>
<B:comp name="VEVENT"/>
</B:supported-calendar-component-set>
</A:prop>
</A:set>
</B:mkcalendar>
Nothing is happening afterwards.
Anyone experiencing this as well? Why ios-calendar tries to do a mkcalendar though i have a calendar-collection as resource-type?
With Thunderbird Lightning:
Initial handshake with the calendar-collection is working
A propfind-and multiget request for items is answered with iCal-Items.
But they are not displayed and in the error log i receive:
Warnung: CalDAV: Get failed: CalDAV: Error: got status 200 fetching calendar data for Debug Proxy, null
(text in german: error code: 0x80004005) Warnung: Fehler beim Lesen von Daten für Kalender: Debug Proxy. Allerdings ist dieser Fehler wahrscheinlich vernachlässigbar, daher versucht das Programm fortzufahren. Fehlercode: 0x80004005. Beschreibung: CalDAV: Error: got status 200 fetching calendar data for Debug Proxy, null
(text in german: error code: READ_FAILED) Warnung: Fehler beim Lesen von Daten für Kalender: Debug Proxy. Allerdings ist dieser Fehler wahrscheinlich vernachlässigbar, daher versucht das Programm fortzufahren. Fehlercode: READ_FAILED. Beschreibung:
http channel Listener OnDataAvailable contract violation
a similiar response is though working in macos-calendar – could it be some encoding issue?
Any hints are highly appreciated!
This is indeed a pretty broad question. But let me try to address some stuff:
Via WebSync-extension (REPORT:sync-collection and sync-token prop) my main issue here is that provisioning the sync-token from the server is not trivial in my system
Even if it is hard for you, you should really try to come up with something here. Even if this means storing some extra info on the server. Sync-collection is way more efficient.
(Idea: Maybe you can at least set a flag when something actually got deleted and only then expire the sync-token?)
Via basic protocal synchronization (respond to REPORT:calendar-query and propfind (depth=1))
Which one, calendar-range-query or PROPFIND? Completely different things ...
this is also working already in principle for new and changed data. But the macos-calendar doesnt remove items which are not part the collection response (propfind with depth=1).
If we are talking about a calendar-range-query, the client cannot proactively delete items since it doesn't know whether they just left the range (vs being deleted).
With PROPFIND it should do this. If you have proof it doesn't, maybe create another question with all the relevant details.
With ios-Calendar i face another issue: ... a MKCALENDAR request is coming ...
This probably means that it can't find the default scheduling calendar, no calendar at all, none with a proper component-type property. Or all the same for todos (Reminders app, same account). What is the payload of the MKCALENDAR?
Hard to diagnose w/o details, if you can't figure it out, ask a specific question on this with all the relevant details included (e.g. the XML you send in response to the home query).
Thunderbird Lightning
Can't say much about this, probably depends a lot on the version and what extensions you are using. AFAIK many people use the ScalableOGo Thunderbird extensions to get proper Cal/CardDAV with Thunderbird.
For Thunderbird/Lightning you may want to turn on calendar.debug.log and calendar.debug.log.verbose in the advanced config editor and restart. You can find it in Options > Advanced > General > Config Editor. This will get you more detailed http requests and information about what failed. You can also hook up the remote debugger and look at the network monitor, or set breakpoints in the code.
With Thunderbird/Lightning please note that we are using a mix of previous and current versions of the webdav-sync draft. I can't say much from the error message as is given it is very general, but it does look like there is something unexpected in the results.
Maybe it makes sense to compare the handshake between an existing server (like sabre/dav) and the client, then see where the difference between your communication and theirs is.
Also, you may be interested in the CalDAVTester from Apple, which checks server interoperability. Note however that it does contain various apple specific tests. The folks at CalConnect are working together with Apple to make it more generally usable and to split out the Apple-specific tests. Given your server is read-only, don't expect everything to work, but you can hunt for fixing specific tests.
I use the perform javascript call to perform an action on the server, like this:
subscription.perform('action', {...});
However, from what I've seen there seems to be no builtin javascript "success" callback, i.e. to let me know the action is concluded on the server's side (or possibly failed). I was thinking about sending a broadcast at the end of the action like so:
def action(data)
...do_stuff
ActionCable.server.broadcast "room", success_message...
end
But all clients subscribed to this "room" would receive that message, possibly resulting in false positives. In addition, from what I've heard, message order isn't guaranteed, so a previous broadcast inside this action could be delivered after the success message, possibly leading to further issues.
Any ideas on this or am I missing something completely?
Looking at https://github.com/xtian/action-cable-js/blob/master/dist/cable.js and , https://developer.mozilla.org/en-US/docs/Web/API/WebSocket#send(), perform just executes WebSocket.send() and returns true or false, and there is no way to know whether your data has arrived. (That is just not possible with WebSockets, it seems.)
You could try using just a http call (I recommend setting up an api with jbuilder), or indeed broadcasting back a success message.
You can solve the order of the messages by creating a timestamp on the server, and sending it along with the message, and then sorting the messages with Javascript.
Good luck!
Maybe what you are looking for is the trasmit method: https://api.rubyonrails.org/v6.1.3/classes/ActionCable/Channel/Base.html#method-i-transmit
It sends a message to the current connection being handled for a channel.
I am building a mailout capability and it is working OK as far as it goes. However, I want to distinguish between various potential (high level) outcomes in order to determine what happens to each message after the current send attempt.
This must be a common requirement so I seem to be missing something pretty obvious, but I can't find anything that addresses it, either here or via Google or on PHPMailer site or .. . Possibly because there are so many questions about specific errors that I just can't find anything useful in all the other results.
At very high level:
Attempt send, and assess resulting error/result. Identify whether this message has been sent, must be retried later, or failed permanently.
- success -> update message status as 'SENT: OK'
- sent, but some issues (e.g. one recipient failed, others processed OK)-> 'SENT: some error'
- failed, due to temporary problem (e.g. connection problem, attachment open) -> 'TRY LATER'
- failed, due to message-specific problem that we should NOT try to resend-> 'FAILED: some error'
As I was unable to find an existing resource with e.g. a table of errors, I spent some time working through the phpmailerException code to try to build one myself, but it's not simple because a) they don't appear to have been designed in terms of this kind of grouping logic, b) it is not easy to uniquely identify a particular error: PHPMailer provides human-friendly messages, which are different in different languages, rather than an identifiable code - given that my solution will need to work across different language installations that's a problem!
Obviously SMTP itself provides a range of errorcodes which I could potentially use for this purpose, but how do I access these via PHPMailer? (This would work for me as I only use SMTP at this point - however, this would NOT work if other message transport like sendmail was used, so I would prefer a PHPMailer solution)
If you want individual result codes for individual address, you really need to send each message separately. If you do get errors on some recipients, they will be listed in the ErrorInfo property - look in the smtpSend function to see how the error string is assembled. I agree that it's not especially easy to parse that info out. The error messages in PHPMailer are generally more for the developer than the end user, so the translations are not that significant. You can get slightly more information about errors if you enable exceptions rather than relying only on return values.
I was hoping someone can shed some light on how the Quickfixn engine handles outgoing FIX messages... I have an outgoing connection set up, and I'm getting heartbeats. When I generate an outgoing message however, it gets rejected because it says that tag 58 is invalid for this message type... (35=AE) ... Normally, if this was an inbound connection, I could just modify the Data Dictionary and everything would be fine... but seeing as how this is an outgoing connection, plus I have my
UseDataDictionary property set to 'N' ... what does the quickfix engine use to validate the outgoing message? Can something be changed to allow the engine to pass the message ? Or is the only resolution not to include this tag in my outgoing message?
Any help on this matter would be greatly appreciated.
Edit-
The message is getting rejected by the quickfix engine. The message that I'm constructing and the respective reject message are:
8=FIX.4.4 9=400 35=AE 34=38 49=XXX 52=20130528-23:11:04.040 56=YYY 31=1.3022 32=1000000.00 39=0 55=EUR/USD 58=ABCD 60=20130528-22:34:52.000 64=20130531 75=20130529 570=N 571=ABCD 5495=0 5971=1302200.00 552=1 54=2 37=ABCD 453=3 448=LP1-DBAB 447=D 452=17 448=XXX 447=D 452=1 448=XXX 447=D 452=19 15=EUR 120=USD 10=082
8=FIX.4.4 9=130 35=3 34=38 49=YYY 52=20130528-23:11:04.283 56=XXX 45=38 58=Tag not defined for this message type 371=58 372=AE 373=2 10=033
I've seen incoming messages get rejected by the quickfix engine because the data dictionary didn't have the correct specs for the message... I thought this might be the same thing but the outgoing connection doesn't seem to use the data dictionary.
Your FIX library does not reject a message. The message is sent to the counter-party instead, which then rejects your message as invalid upon receiving and validating it. And the reason for that is because tag 58, if present, must be a part of “NoSides repeating group (tag 552), which in your case it is not, making the message ill-formed. What you have to do is send a "logically" correct message. I recommend you refer to the appropriate FIX protocol specification for a reference on how to construct a correct message.
Vlad's answer is correct, but I want to alert you to one other danger in your question.
I have my UseDataDictionary property set to 'N'
I am 90% sure you don't want to do this. Whatever you think you're gaining by using =N is probably based on a misunderstanding of something.
Without a DD, you can't read messages with repeating groups, because the engine won't know what fields go in what group.
In practice, every venue uses repeating groups. Therefore, you'll need to set UseDataDictionary=Y and you need to specify an xml file with DataDictionary=<file>.
The only reason we allow =N in QF/n is to be consistent with QF/C++ and QF/j.
I am trying to set a timeout on write operations when using GCDAsyncSocket. The code is pretty simple and is the following.
[iAsyncSocket writeData:bytesToSend withTimeout:3.0 tag:0];
Then I disable the Internet connection on my Mac and wait for write timeout to occur, but nothing happens. I don't get a disconnection with a GCDAsyncSocketWriteTimeoutError error as I should.
I have also validated that my server stops, as expected, receiving the messages after I turn off the Internet connection.
I have looked inside the source code and I have found out that the writeTimer, that is responsible for firing a write timeout event, is always cancelled (function endCurrentWrite is called). Tracing back to where the timer is cancelled, I ended up at the following line of code.
ssize_t result = write(socketFD, buffer, (size_t)bytesToWrite);
The write system call always returns the total number of bytes that I am sending, as if the socket manages to send the data although there is no Internet connection. Is this logical?
Has anyone come up with the same problem or seen similar behaviour? Or has anyone managed to set a write timeout for a GCDAsyncSocket?
Thanks a lot.