FIXStandaloneApplication

FIXStandaloneApplication is very easy to program. In this chapter will will demonstrate step by step how to write a standalone QWFIX application.

Initialization

At the begining of your program you may need to initialize the memory size of FIX message cache.

Read FIXEngine.InitMessageCache to learn how to initialize the message cache size.

Create a Standalone FIX Application

Only three steps and less than a dozen lines of code is needed to create a QWFIX enabled application.

1. Create a new instance of FIXStandaloneApplication.
2. Register event handlers on the FIXStandaloneApplication instance.
3. Start the application process by calling FIXStandaloneApplication.Run.

For more information, please read the code snpppet "Initialize QWFIX Enabled Application".

FIXStandaloneApplication Events

The step 2 of the three steps above is very important. Application is required to implement and register a minimum set of event handlers.

FIXStandaloneApplication only triggers events after FIXStandaloneApplication.Run is called (step 3).

Below is a complete list of all possible events that may be triggered by FIXStandaloneApplication.

• FIXStandaloneApplication.FatalErrorOccurs
  FatalErrorOccurs event occurs when some fatal error occured during FIX engine initialization process, such as Repository Server connection problem etc. This event should always be hooked up. Appropriate action should be taken.
• FIXStandaloneApplication.FIXEngineInitialized
  FIXEngineInitialized event is always the first event triggered on FIXStandaloneApplication. Note the FIXStandaloneApplication.FIXEngine is not available until this event is triggered. FIXEngineInitialized event is triggered by the scheduler associated with the engine settings instead of the FIXStandaloneApplication.Run method. If the process is started within the scheduler interval, the FIXEngineInitialized event will be triggered when FIXStandaloneApplication.Run is called (event within the same thread); otherwise it will wait until the scheduler is triggered (definitely from a separate thread).
  If application needs to set session message handler on some sessions of the engine, call FIXEngine.SetEngineMessageHandler in this event handler; otherwise FIX engine will throw a fatal error because a session will be found without a message handler.
• FIXStandaloneApplication.FIXEngineRecovered
  After the engine is initialized, the run-time will check if the engine is recovered from a previous intra-day crash. If it is recovered from a previous intra-day crash a recovery process will be performed.
  The recovery process will "replay" previously FIX message communication in exactly the same sequence. Each message will be passed to the corresponding IFIXEngineMessageHandler associated with the session. Application is responsible for implementing the message handlers to correctly recover the business logic to the exact state right before the crash.
  Once the recovery is finished, FIXEngineRecovered event will be triggered.
• FIXSession.SessionStarting and FIXSession.SessionStarted
  The run-time won't start the FIX sessions until the recovery process is finished (reason for this is simple).
  Once the recovery is finished, the system will check if current time is in the interval of each session schedulers and start the sessions if necessary.
• FIXStandaloneApplication.FIXEngineStarted
  After the sessions are started one by one, FIXEngineStarted event will be triggered.
  Note SessionStarting and SessionStarted events may still be triggered after the engine is started if the session scheduler dictates a later start time.
• FIXSession.SessionResetting and FIXSession.SessionReseted
  Those events will be triggered if the session supports 24 hour session reset.
• FIXSession.SessionStopping and FIXSession.SessionStopped
  Those event will be triggered if the sessions are stopped by the scheduler.
• FIXStandaloneApplication.FIXEngineStopped
  The event will be triggered if the engine scheduler needs to shut the FIX engine.
  The process will NOT be automatically terminated after this event is triggered. Application needs to hook up to this event and take appropriate action.

 FIXStandaloneApplication.FIXEngineInitialized should always be implemented in any application.

FIXStandaloneApplication Error Handling

If any irrecoverable fatal error occurs during initialization process, such as Repository Server error (cannot load settings), settings error or fatal application error (e.g. message handler is not set on a session), FIXStandaloneApplication.FatalErrorOccurs event will be triggered.