QWFIX RTAnalyzer is able to "inject" dynamic Visual Lambda business rules into running process.
User can customize the Visual Lambda rules on a FIX session, during run-time. To bring up the business rule manager, right click on an "Engine" node in the "Profile" panel, as shown below.
Currently, "Session Visual Lambda Handlers" and "Order Manager Visual Lambda Handlers" are supported.
Alternatively, user can use the "Visual Lambda" drop down button in the tool bar of "Profile" panel.
There are two types of session Visual Lambda handlers:
Buy side and sell side FIX sessions each support a different set of Order manager Visual Lambda handlers.
Buy Side Sessions
Buy side sessions support the following type of Visual Lambda rules.
Sell Side Sessions
Sell side sessions support the following type of Visual Lambda rules.
In this example, we will demonstrate how to use Visual Lambda rule to tell server to reject incoming new orders by "Symbol" field in the order message.
We use the "RandomOrderMan" sample shipped with QWFIX SDK. Users are required to correctly set up the environment in order to successfully run the samples (client and server) and the RTAnalyzer.
Once the client and the server are started, launch the RTAnalyzer, then start the RTAnalyzer to manage both processes.
Right click on the "Tutorial_OrderMan_Server" node in the "Profile" panel. Start to manage Visual Lambda rule for "NewOrderReceived" on "Tutorial_OrderMan_41" session.
The Visual Lambda rule builder dialog should show up. Use the "Add" button to add new module, as shown below.
A "module chooser" dialog will pop up, with a list of all available qualified module (by signature).
In this example we choose the module with name "Tutorial_RejectOrderBySymbol". The module has a template named "Symbol", as demonstarted below.
We fill in the value "BSC" to the template "Symbol".
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Click "OK" button. The module will be added to the list.
Finally, click "Send" button. The new customized rules will be sent to the remote running process, dynamically compiled over there, and take effect immediately.
Once the rule is sent to the remote process, it take effect immediately. Screen shot below is the alert monitor after the new rule is applied. It shows some new orders are automatically rejected. If you right click the entry, it will prompt you the options to view related FIX message or order.
Visual Lambda rule builder also enabled user to re-order the sequence of rules, remove existing rules from the list or modify the template values of the existing rules.
User can also try another example, the "Tutorial_SessionSetSenderSubID" on outgoing session handlers. That module will set the user defined "SenderSubID" field on outgoing application messages.
Order Gateway is introduced since version 1.0.2.0. RTAnalyzer can be used to dynamically customize the message translation rules and routing rules of order gateway.
First configure QWFIX RTAnalyzer to monitor all three processes of the "RandomRouting" example included in the QWFIX SDK.
Assume during runtime the destination "Tutorial_Sell_Side_44" is having problem, we need to re-route all orders to that destination to "Tutorial_Sell_Side_43". We included such a simple Visual Lambda rule in our default repository, "Tutorial_Gateway_DynamicReroute".
In order to customize the rule, we need to first open the rule editor for "Routing RUles" for the selected gateway FIX engine, as shown below.
Once the editor is open, we can add a new reroute rule as shown below. Note both "OrigSession" and "NewSession" should be chosen using the GUI tool.
Once the new rule is submited, no further orders will be routed to the 4.4 session. Orders to 4.4 session will be routed to 4.3 session instead.
The dynamic module only stays effective while the process is running. If the process is shutdown and restarted intra-day, the process will initialize the rules from the configuration stored in the repository server.
To make the rule permanent, use Enterprise Manager to set the rules.