Class FixSession

java.lang.Object

com.quantfinlib.fix.FixSession

All Implemented Interfaces:

AutoCloseable

public final class FixSession
extends Object
implements AutoCloseable

FIX 4.4 session over TCP — initiator or acceptor — implementing the session protocol needed to trade: Logon handshake, Heartbeats with TestRequest probing and staleness disconnect, sequence-number tracking with gap detection, Logout handshake, and the application flow NewOrderSingle out / ExecutionReport in (or the reverse, on the venue side). Zero dependencies.

Gap recovery: inbound gaps trigger a ResendRequest(2) and out-of-order messages are dropped until redelivered; inbound ResendRequests are serviced from an in-session message store — application messages are replayed with PossDupFlag(43)/OrigSendingTime(122) and admin runs are coalesced into SequenceReset-GapFill(4). Duplicates (PossDup below the expected seqnum) are suppressed; a too-low seqnum without PossDup disconnects the session.

Persistence: sessions default to an in-memory FixSessionStore (sequence numbers reset per connection); pass a FileSessionStore to the initiate/accept overloads for sequence-number continuation across restarts, with ResendRequests serviced from messages sent before the reconnect.

ResetSeqNumFlag(141): FixSession.Config.withResetOnLogon() makes the initiator send 141=Y and restart both counters at 1; receiving a Logon with 141=Y (and 34=1, per spec) resets the inbound expectation to 1 and — on the side that did not initiate the reset — the outbound counter too, persisted, with the acceptor confirming 141=Y back. This is the standard escape hatch when the two sides' stores have diverged: without it a fresh peer's seq 1 reads as "too low" against a durable store and the session dies on sight. One stated caveat: the message store is not wiped on reset, so until an old sequence number is naturally overwritten, a post-reset ResendRequest could replay a pre-reset message stored under it — reset into a fresh store when replay purity matters.

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static final record	FixSession.Config
static interface	FixSession.Listener	Session callbacks; invoked on the session's reader thread.

Method Summary

Modifier and Type	Method	Description
static FixSession	accept(ServerSocket server, FixSession.Config config, FixSession.Listener listener)	Accepts one connection, awaits the peer's Logon, replies, and returns established.
static FixSession	accept(ServerSocket server, FixSession.Config config, FixSession.Listener listener, FixSessionStore store)	As accept(ServerSocket, Config, Listener) with a durable session store.
void	close()
long	expectedIncomingSeqNum()	Next incoming sequence number this session expects (for diagnostics/tests).
static FixSession	initiate(String host, int port, FixSession.Config config, FixSession.Listener listener)	Connects, sends Logon, and blocks until the handshake completes.
static FixSession	initiate(String host, int port, FixSession.Config config, FixSession.Listener listener, FixSessionStore store)	As initiate(String, int, Config, Listener) with a durable session store.
boolean	isEstablished()
void	logout()	Initiates the Logout handshake and closes the session.
void	sendExecutionReport(ExecutionReport report)	Venue side: sends an execution report for a received order.
String	sendNewOrderSingle(String clOrdId, String symbol, Side side, long quantity, double limitPrice, char timeInForce)	Sends a NewOrderSingle.
String	sendOrderCancelReplace(String clOrdId, String origClOrdId, String symbol, Side side, long quantity, double limitPrice, char timeInForce)	Sends an OrderCancelReplaceRequest (35=G); limitPrice = NaN = market.
String	sendOrderCancelRequest(String clOrdId, String origClOrdId, String symbol, Side side, long quantity)	Sends an OrderCancelRequest (35=F) for a working order.
void	sendReject(long refSeqNum, String text)	Sends a session-level Reject (35=3) referring to an inbound message.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Details

initiate

public static FixSession initiate(String host,
 int port,
 FixSession.Config config,
 FixSession.Listener listener)
                           throws IOException

Connects, sends Logon, and blocks until the handshake completes.

Throws:

IOException

initiate

public static FixSession initiate(String host,
 int port,
 FixSession.Config config,
 FixSession.Listener listener,
 FixSessionStore store)
                           throws IOException

As initiate(String, int, Config, Listener) with a durable session store.

Throws:

IOException

accept

public static FixSession accept(ServerSocket server,
 FixSession.Config config,
 FixSession.Listener listener)
                         throws IOException

Accepts one connection, awaits the peer's Logon, replies, and returns established.

Throws:

IOException

accept

public static FixSession accept(ServerSocket server,
 FixSession.Config config,
 FixSession.Listener listener,
 FixSessionStore store)
                         throws IOException

As accept(ServerSocket, Config, Listener) with a durable session store.

Throws:

IOException

sendNewOrderSingle

public String sendNewOrderSingle(String clOrdId,
 String symbol,
 Side side,
 long quantity,
 double limitPrice,
 char timeInForce)

Sends a NewOrderSingle. limitPrice = NaN sends a market order. Returns the ClOrdID for correlation with execution reports.

sendExecutionReport

public void sendExecutionReport(ExecutionReport report)

Venue side: sends an execution report for a received order.

sendOrderCancelRequest

public String sendOrderCancelRequest(String clOrdId,
 String origClOrdId,
 String symbol,
 Side side,
 long quantity)

Sends an OrderCancelRequest (35=F) for a working order.

sendOrderCancelReplace

public String sendOrderCancelReplace(String clOrdId,
 String origClOrdId,
 String symbol,
 Side side,
 long quantity,
 double limitPrice,
 char timeInForce)

Sends an OrderCancelReplaceRequest (35=G); limitPrice = NaN = market.

sendReject

public void sendReject(long refSeqNum,
 String text)

Sends a session-level Reject (35=3) referring to an inbound message.

logout

public void logout()

Initiates the Logout handshake and closes the session.

isEstablished

public boolean isEstablished()

expectedIncomingSeqNum

public long expectedIncomingSeqNum()

Next incoming sequence number this session expects (for diagnostics/tests).

close

public void close()

Specified by:

close in interface AutoCloseable