quickfix

Interface Application

All Known Subinterfaces:

ApplicationExtended

All Known Implementing Classes:

ApplicationAdapter, ApplicationExtendedFunctionalAdapter, ApplicationFunctionalAdapter

public interface Application

This is the primary QuickFIX/J interface for processing session messages.

Method Summary

Modifier and Type	Method and Description
void	fromAdmin(Message message, SessionID sessionId) This callback notifies you when an administrative message is sent from a counterparty to your FIX engine.
void	fromApp(Message message, SessionID sessionId) This callback receives messages for the application.
void	onCreate(SessionID sessionId) This method is called when quickfix creates a new session.
void	onLogon(SessionID sessionId) This callback notifies you when a valid logon has been established with a counter party.
void	onLogout(SessionID sessionId) This callback notifies you when an FIX session is no longer online.
void	toAdmin(Message message, SessionID sessionId) This callback provides you with a peek at the administrative messages that are being sent from your FIX engine to the counter party.
void	toApp(Message message, SessionID sessionId) This is a callback for application messages that you are sending to a counterparty.

Method Detail

onCreate

void onCreate(SessionID sessionId)

This method is called when quickfix creates a new session. A session comes into and remains in existence for the life of the application. Sessions exist whether or not a counter party is connected to it. As soon as a session is created, you can begin sending messages to it. If no one is logged on, the messages will be sent at the time a connection is established with the counterparty.

onLogon

void onLogon(SessionID sessionId)

This callback notifies you when a valid logon has been established with a counter party. This is called when a connection has been established and the FIX logon process has completed with both parties exchanging valid logon messages.

Parameters:

sessionId - QuickFIX session ID

onLogout

void onLogout(SessionID sessionId)

This callback notifies you when an FIX session is no longer online. This could happen during a normal logout exchange or because of a forced termination or a loss of network connection.

Parameters:

sessionId - QuickFIX session ID

toAdmin

void toAdmin(Message message,
             SessionID sessionId)

This callback provides you with a peek at the administrative messages that are being sent from your FIX engine to the counter party. This is normally not useful for an application however it is provided for any logging you may wish to do. You may add fields in an adminstrative message before it is sent.

Parameters:

message - QuickFIX message

sessionId - QuickFIX session ID

fromAdmin

void fromAdmin(Message message,
               SessionID sessionId)
        throws FieldNotFound,
               IncorrectDataFormat,
               IncorrectTagValue,
               RejectLogon

This callback notifies you when an administrative message is sent from a counterparty to your FIX engine. This can be useful for doing extra validation on logon messages such as for checking passwords. Throwing a RejectLogon exception will disconnect the counterparty.

Parameters:

message - QuickFIX message

sessionId - QuickFIX session ID

Throws:

FieldNotFound

IncorrectDataFormat

IncorrectTagValue

RejectLogon - causes a logon reject

toApp

void toApp(Message message,
           SessionID sessionId)
    throws DoNotSend

This is a callback for application messages that you are sending to a counterparty. If you throw a DoNotSend exception in this function, the application will not send the message. This is mostly useful if the application has been asked to resend a message such as an order that is no longer relevant for the current market. Messages that are being resent are marked with the PossDupFlag in the header set to true; If a DoNotSend exception is thrown and the flag is set to true, a sequence reset will be sent in place of the message. If it is set to false, the message will simply not be sent. You may add fields before an application message before it is sent out.

Parameters:

message - QuickFIX message

sessionId - QuickFIX session ID

Throws:

DoNotSend - This exception aborts message transmission

fromApp

void fromApp(Message message,
             SessionID sessionId)
      throws FieldNotFound,
             IncorrectDataFormat,
             IncorrectTagValue,
             UnsupportedMessageType

This callback receives messages for the application. This is one of the core entry points for your FIX application. Every application level request will come through here. If, for example, your application is a sell-side OMS, this is where you will get your new order requests. If you were a buy side, you would get your execution reports here. If a FieldNotFound exception is thrown, the counterparty will receive a reject indicating a conditionally required field is missing. The Message class will throw this exception when trying to retrieve a missing field, so you will rarely need the throw this explicitly. You can also throw an UnsupportedMessageType exception. This will result in the counterparty getting a business reject informing them your application cannot process those types of messages. An IncorrectTagValue can also be thrown if a field contains a value that is out of range or you do not support.

Parameters:

message - QuickFIX message

sessionId - QuickFIX session ID

Throws:

FieldNotFound

IncorrectDataFormat

IncorrectTagValue

UnsupportedMessageType