{{Quickfixn}} MemoryMessageStore only holds outgoing messages

[Matthias Güntert]

Hello

I am building a C# solution based on QuickFix/ 1.8.0.

Below is the basic structure of my application. I see replies coming in from our counterparty, but unfortunately they don't show up in the message store type, which in this case is a MemoryStore. However I do see all outgoing messages, like logon, heartbeat and the market data request messages.

The challenge behind this issue is that one market data request results in many replies (of type: MarketDataSnapshotFullRefresh) on which I have to do some calculations upon.

Following a couple of questions:


1.    Why is quickfix behaving this way? Do I have to explicitly add the replies to the store?

2.    What is the intended way to synchronize / control the request/reply dataflow?

3.    How do I know, at which point all requested replies have been received?

4.    What is the best way to await a logon to complete?

Thanks and Best regards,
Matthias Güntert

public class FixMessageHandler : MessageCracker, IApplication
{
       private Session _session;

       [...]

       public void OnCreate(SessionID sessionID)
       {
             this._session = Session.LookupSession(sessionID);
       }

       public void FromApp(Message message, SessionID sessionID)
       {
             try
             {
                    Crack(message, sessionID);
             }
             catch (UnsupportedMessageType ex)
             {
                    [...]
             }
       }

       public void OnMessage(MarketDataSnapshotFullRefresh message, SessionID sessionId)
{
       this._logger.Info("MarketDataSnapshotFullRefresh received");
}

       [...]
}

public class FixClient : SocketInitiator
{
       [...]

       public void SendRequest(MarketDataRequest request)
       {
             Session.SendToTarget(request, this._sessionId);
       }

       public void ReadReplies()
       {
             var session = Session.LookupSession(this._sessionId);
             var messages = List<string>();
             session.MessageStore.Get(0,100, messages)

             [...]
       }
}

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