{{Quickfixn}} FIX upgrade 1.8 logout event issue
Mike Gatny
mgatny at connamara.com
Mon Mar 4 06:10:24 PST 2019
Wow interesting. Nice debugging there! Can you send us the offending
message (sensitive fields sanitized as needed) that caused the exception?
--
Mike Gatny
Connamara Systems
On Mon, Mar 4, 2019 at 6:30 AM Abhay Vora <
Abhay.Vora.Contractor at dodgeandcox.com> wrote:
> Thanks Grant. I debugged the QuickFIX project and found that the exception
> is being thrown in DefaultMessageFactoryClass for incoming messages that
> have group tags present.
>
>
>
> _factories variable below is null and constructor which populates this
> variable is also not getting called which results in the error highlighted
> in yellow below.
>
>
>
> Can you please suggest what might be causing this issue?
>
>
>
> public class DefaultMessageFactory : IMessageFactory
>
> {
>
> private static int _dllLoadFlag;
>
> private readonly IReadOnlyDictionary<string, IMessageFactory>
> _factories;
>
>
>
> /// <summary>
>
> /// This consctructor will
>
> /// 1. Dynamically load all QuickFix.*.dll assemblies into the
> current appdomain
>
> /// 2. Find all IMessageFactory implementations in these
> assemblies (must have parameterless constructor)
>
> /// 3. Use them based on begin strings they support
>
> /// </summary>
>
> public DefaultMessageFactory()
>
> {
>
> var assemblies = GetAppDomainAssemblies();
>
> var factories = GetMessageFactories(assemblies);
>
> _factories = ConvertToDictionary(factories);
>
> }
>
>
>
> /// <summary>
>
> /// This constructor will save the IMessageFactory instances
> based on what they return from GetSupportedBeginStrings()
>
> /// </summary>
>
> /// <param name="factories">IMessageFactory instances</param>
>
> public DefaultMessageFactory(IEnumerable<IMessageFactory>
> factories)
>
> {
>
> _factories = ConvertToDictionary(factories);
>
> }
>
>
>
> /// <summary>
>
> /// This constructor will
>
> /// 1. Locate all IMessageFactory implementations from the
> provided assemblies (must have parameterless constructor)
>
> /// 2. Use them based on begin strings they support
>
> /// </summary>
>
> /// <param name="assemblies">Assemblies that may contain
> IMessageFactory implementations</param>
>
> public DefaultMessageFactory(IEnumerable<Assembly> assemblies)
>
> {
>
> var factories = GetMessageFactories(assemblies);
>
> _factories = ConvertToDictionary(factories);
>
> }
>
>
>
> public Group Create(string beginString, string msgType, int
> groupCounterTag)
>
> {
>
> // FIXME: This is a hack. FIXT11 could mean 50 or 50sp1 or
> 50sp2.
>
> // We need some way to choose which 50 version it is.
>
> // Choosing 50 here is not adequate.
>
> var key = beginString.Equals(FixValues.BeginString.FIXT11)
>
> ? FixValues.BeginString.FIX50
>
> : beginString;
>
>
>
> if (_factories.TryGetValue(key, out var factory))
>
> {
>
> return factory.Create(beginString, msgType,
> groupCounterTag);
>
> }
>
> else
>
> {
>
> throw new UnsupportedVersion(beginString);
>
> }
>
> }
>
>
>
> Thanks
>
> *From:* Quickfixn [mailto:quickfixn-bounces at lists.quickfixn.com] *On
> Behalf Of *Grant Birchmeier
> *Sent:* Monday, February 25, 2019 8:31 AM
> *To:* Mailing list for QuickFIX/n
> *Subject:* Re: {{Quickfixn}} FIX upgrade 1.8 logout event issue
>
>
>
> *This is an EXTERNAL EMAIL. Stop and think before clicking a link or
> opening attachments.*
>
> I added a small improvement sometime back that adds the found BeginString
> into field 58, so you'll at least know what the engine thinks it's actually
> seeing. Can you make a build from latest and give it a try?
>
>
>
> NOTE: there was a change that split the QF/n binaries into message
> specific DLLs, so you'll now need to include both QuickFix.dll and
> QuickFix.FIX44.dll. (You can find both in Messages\FIX44\bin\<x>\<x>\)
>
>
>
> When I saw this problem, it turned out that my QuickFix.dll was not
> finding my QuickFix.FIX44.dll due to some wacky windows hijinks. I don't
> expect that to be the case for you (since 1.8 didn't split the dll yet),
> but we can see if it goes away in the latest codebase. And if it doesn't
> go away, the updated error message might give us a clue.
>
>
>
> -Grant
>
>
>
> On Mon, Feb 25, 2019 at 4:44 AM Abhay Vora <
> Abhay.Vora.Contractor at dodgeandcox.com> wrote:
>
> Hi,
>
>
>
> I am working on an application which sends and receives FIX messages to
> the BLP session. Our application is a WCF service hosted on Windows IIS.
> This application has business logic to send and process the FIX messages
> and it uses FIX version 1.8 dlls to establish connection with Bloomberg
> session.
>
>
>
> We are able to send message type = D to Bloomberg(BLP) session. On
> processing this message, BLP session is sending the execution report
> acknowledgement message (35=8, 150=0) successfully to us. While fix engine
> receives and parses this message, it is throwing an error with message type
> = 5(logout) to the BLP session. Below is the message logged in the fixstore
> log file: 8=FIX.4.49=8535=549=IRS56=BLP34=352=20190225-08:44:16.48358=*Incorrect
> BeginString*10=179.
>
>
>
> This issue started coming when we started to use 1.8 version client side
> FIX dlls. Please note, when we deploy this application(which contains our
> business logic + FIX dlls ) and restart the WCF service, everything works
> fine as expected. The issue starts on * subsequent restart* of this IIS
> service. If we deploy the bits again on encountering the *Incorrect
> BeginString* error, it starts to work again till the point we do not
> restart the service. So, issue is that restarting the service is causing
> trouble and starts sending logout messages to BLP session. Only way to
> correct is to redeploy the bits again.
>
>
>
> Can you please suggest what might be causing this issue as everything is
> working fine if we use our existing 1.1 version FIX dlls.
>
>
>
> Many Thanks
> ------------------------------
>
> Please follow the hyperlink to important disclosures.
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>
>
>
> --
>
> Grant Birchmeier
>
> *Connamara Systems, LLC*
>
> *Made-To-Measure Trading Solutions.*
>
> Exactly what you need. No more. No less.
>
> http://connamara.com
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