fixsessionalgorithm.txt

//Shahbaz Chaudhary
//shahbazc gmail com

//Persistent variables (survive session crash)
expectedInSeqNum = 1
expectedOutSeqNum = 1 (assume automatically set)

//Session level variables (do not survive session crash)
isLoggedIn = false;
isResendRequested = false;

timeOfLastIn = none
timeOfLastOut = none (assume automatically set)

sender = nothing
target = nothing
version = nothing

msg = valid message arrives
timeOfLastIn = now

//==================INCOMING=============================
//-------------FRAME DECODING & MSG VALIDATION-----------------------------
decode frame
if checksum not matches
    ignore msg
    warn "corrupt msg, checksum didn't match"


//-------------LOGON PROCSSING (acceptor)-----------------------------

//first message must be logon [initiator and acceptor behave differently]
if not isLoggedIn
    if msg is not [logon]
        ignore msg
        error "first message must be [logon]"
        disconnect connection
    else msg is [logon]
        if isAcceptor
            isAuth = authenticate(msg,remoteIP) //potentially blocking
            if <isAuth>
                isLoggedIn = true;
                initSession{
                    sender = msg[senderCompID]
                    target = msg[targetCompID]
                    version = msg[version]
                    archiveMsgs = getOldSession(version,sender,target) //potenetially blocking
                    expectedInSeqnum = getExectedIn(archiveMsgs)
                    expectedOutSeqnum = getExectedOut(archiveMsgs)
                }
                scheduleTimer{
                	every heartBeatInt seconds call
		        if (now - timeOfLastOut) > heartBeatInt
		            send [heartbeat]
		        if (now - timeOfLastIn) > heartBeatInt
		            send [test request]
		        if (now - timeOfLastIn) > (1.5 * heartBeantInt)
		            error "no heartbeats from counter party, time to die"
                            disconnect session
                }
                send [logon ack]
            else <not Auth>
                ignore msg
                error "unknown connection"
                disconnect connection
        else isInitiator
            isLoggedIn = true;
            //initSession is done when logon msg is being sent
            scheduleTimer{
                	every heartBeatInt seconds call
		        if (now - timeOfLastOut) > heartBeatInt
		            send [heartbeat]
		        if (now - timeOfLastIn) > heartBeatInt
		            send [test request]
		        if (now - timeOfLastIn) > (1.5 * heartBeantInt)
		            error "no heartbeats from counter party, time to die"
                            disconnect session
                }
    
//-------------COMMON SESSION PROCSSING-----------------------------
//record msg (needed for resend request)
record msg

//duplicate logon (CORRECTION: check this in logon logic)
if isLoggedIn and msg is [logon]
    ignore msg
    error "already logged in"
    send [session reject]

if msg is [sequence-reset] and gap-fill is undefined or N
    if newseqnum >= expectedInSeqNum
        expectedInSeqNum = newseqnum
    else
        ignore msg
        error "can't reduce seqnums! manual intervention needed"
        disconnect connection

//check seqnums
if inSeqNum = expectedInSeqNum
    increment expectedInSeqNum
    isResendRequested = false
else if inSeqNum < expectedInSeqNum and posdup is Y
    ignore msg
else if inSeqNum < expectedInSeqNum and posdup is undefined or N
    ignore msg
    error "manual intervention needed!"
    send [logout] with error reason
    disconnect connection
else if inSeqNum > expectedInSeqNum
    ignore msg
    if msg is [resend-request] (CONFUSION: check this against spec)
        for list of requested messages from record
            if msg is [logon, logout, resendreq, heartbeat, testreq, seqreset]
                send [seq-reset] with gap-fill Y
            send msg with posdup = Y
    if isResendRequested is false
        isResendRequested = true
        send [resend-request] for missing messages

if msg is [sequence-reset] and gap-fill is Y
    if newseqnum >= expectedInSeqNum
        expectedinSeqNum = newseqnum
    else
        ignore msg
        error "can't reduce seqnums! manual intervention needed"
        disconnect connection

//check compids and version
if sender, target or version don't match
    ignore msg
    error "sender, target and version must match logon"
    send [session-reject]


//real session logic

//[initiator and acceptor behave differently]
if msg is [logout]
    send [logout ack]

if msg is [test request]
    send [heartbeat] with test request id

if msg is [resend request]
    for list of requested messages from record
        if msg is [logon, logout, resendreq, heartbeat, testreq, seqreset]
            send [seq-reset] with gap-fill Y
        send msg with posdup = Y

//==================OUTGOING=============================
fix-string = converToFIX(fix-map, version, sender, target, timestamp, seqnum)
increment outgoing seqnum
send fix-string