hotfix 0.0.15

An experimental FIX engine
Documentation
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
mod message;
mod state;

use hotfix_message::dict::Dictionary;
use hotfix_message::field_types::Timestamp;
use hotfix_message::message::{Config as MessageConfig, Message};
use hotfix_message::{fix44, FieldType, Part};
use std::cmp::Ordering;
use std::pin::Pin;
use tokio::select;
use tokio::sync::{mpsc, oneshot};
use tokio::time::{sleep, Duration, Instant, Sleep};
use tracing::{debug, error, warn};

use crate::actors::application::{ApplicationMessage, ApplicationRef};
use crate::actors::socket_writer::WriterRef;
use crate::config::SessionConfig;
use crate::message::generate_message;
use crate::message::heartbeat::Heartbeat;
use crate::message::logon::{Logon, ResetSeqNumConfig};
use crate::message::parser::RawFixMessage;
use crate::message::FixMessage;
use crate::store::MessageStore;

use crate::error::MessageVerificationError;
use crate::message::resend_request::ResendRequest;
use crate::message::sequence_reset::SequenceReset;
use crate::message_utils::is_admin;
use crate::session::state::AwaitingResendState;
use message::SessionMessage;
use state::SessionState;

#[derive(Clone)]
pub struct SessionRef<M> {
    sender: mpsc::Sender<SessionMessage<M>>,
}

impl<M: FixMessage> SessionRef<M> {
    pub fn new(
        config: SessionConfig,
        application: ApplicationRef<M>,
        store: impl MessageStore + Send + Sync + 'static,
    ) -> Self {
        let (sender, mailbox) = mpsc::channel::<SessionMessage<M>>(10);
        let actor = Session::new(mailbox, config, application, store);
        tokio::spawn(run_session(actor));

        Self { sender }
    }

    pub async fn register_writer(&self, writer: WriterRef) {
        self.sender
            .send(SessionMessage::Connected(writer))
            .await
            .expect("be able to register writer");
    }

    pub async fn new_fix_message_received(&self, msg: RawFixMessage) {
        self.sender
            .send(SessionMessage::FixMessageReceived(msg))
            .await
            .expect("be able to receive message");
    }

    pub async fn disconnect(&self, reason: String) {
        self.sender
            .send(SessionMessage::Disconnected(reason))
            .await
            .expect("be able to send disconnect");
    }

    pub async fn send_message(&self, msg: M) {
        self.sender
            .send(SessionMessage::SendMessage(msg))
            .await
            .expect("message to send successfully");
    }

    pub async fn should_reconnect(&self) -> bool {
        let (sender, receiver) = oneshot::channel();
        self.sender
            .send(SessionMessage::ShouldReconnect(sender))
            .await
            .unwrap();
        receiver.await.expect("to receive a response")
    }
}

struct Session<M, S> {
    mailbox: mpsc::Receiver<SessionMessage<M>>,
    message_config: MessageConfig,
    config: SessionConfig,
    dictionary: Dictionary,
    state: SessionState,
    application: ApplicationRef<M>,
    store: S,
    heartbeat_timer: Pin<Box<Sleep>>,
}

impl<M: FixMessage, S: MessageStore> Session<M, S> {
    fn new(
        mailbox: mpsc::Receiver<SessionMessage<M>>,
        config: SessionConfig,
        application: ApplicationRef<M>,
        store: S,
    ) -> Session<M, S> {
        let heartbeat_timer = sleep(Duration::from_secs(config.heartbeat_interval));
        Self {
            mailbox,
            config,
            message_config: MessageConfig::default(),
            dictionary: Dictionary::fix44(),
            state: SessionState::Disconnected {
                reconnect: true,
                reason: "initialising".to_string(),
            },
            application,
            store,
            heartbeat_timer: Box::pin(heartbeat_timer),
        }
    }

    async fn on_incoming(&mut self, raw_message: RawFixMessage) {
        debug!("received message: {}", raw_message);
        let message = Message::from_bytes(
            &self.message_config,
            &self.dictionary,
            raw_message.as_bytes(),
        );

        if let SessionState::AwaitingResend(state) = &mut self.state {
            let seq_number: u64 = message.header().get(fix44::MSG_SEQ_NUM).unwrap();
            if seq_number > state.end_seq_number {
                state.inbound_queue.push_back(message);
                return;
            }
        }
        // TODO: should we verify messages here?

        let message_type = message.header().get(fix44::MSG_TYPE).unwrap();
        match message_type {
            "0" => {
                // TODO: handle heartbeat
            }
            "1" => {
                // TODO: handle test request
            }
            "2" => {
                self.on_resend_request(&message).await;
            }
            "3" => {
                // TODO: handle reject
            }
            "4" => {
                self.on_sequence_reset(&message).await;
                return; // early return as we don't need to increment target seq number
            }
            "5" => {
                self.on_logout().await;
            }
            "A" => {
                self.on_logon(&message).await;
            }
            _ => {
                let parsed_message = M::parse(&message);
                let app_message = ApplicationMessage::ReceivedMessage(parsed_message);
                self.application.send_message(app_message).await;
            }
        }
        self.store.increment_target_seq_number().await;
    }

    async fn verify_message(&self, message: &Message) -> Result<(), MessageVerificationError> {
        let begin_string: &str = message.header().get(fix44::BEGIN_STRING).unwrap();
        if begin_string != "FIX.4.4" {
            return Err(MessageVerificationError::IncorrectBeginString(
                begin_string.to_string(),
            ));
        }

        let expected_seq_number = self.store.next_target_seq_number().await;
        let actual_seq_number: u64 = message.header().get(fix44::MSG_SEQ_NUM).unwrap();

        match actual_seq_number.cmp(&expected_seq_number) {
            Ordering::Greater => {
                return Err(MessageVerificationError::SeqNumberTooHigh {
                    actual: actual_seq_number,
                    expected: expected_seq_number,
                });
            }
            Ordering::Less => {
                return Err(MessageVerificationError::SeqNumberTooLow {
                    actual: actual_seq_number,
                    expected: expected_seq_number,
                });
            }
            _ => {}
        }

        Ok(())
    }

    async fn on_connect(&mut self, writer: WriterRef) {
        self.state = SessionState::AwaitingLogon {
            writer,
            logon_sent: false,
        };
        self.send_logon().await;
    }

    async fn on_disconnect(&mut self, reason: String) {
        match self.state {
            SessionState::Active { .. }
            | SessionState::AwaitingLogon { .. }
            | SessionState::AwaitingResend(_) => {
                self.state = SessionState::Disconnected {
                    reconnect: true,
                    reason,
                }
            }
            SessionState::LoggedOut { reconnect } => {
                self.state = SessionState::Disconnected {
                    reconnect,
                    reason: "logged out".to_string(),
                }
            }
            SessionState::Disconnected { .. } => {
                warn!("disconnect message was received, but the session is already disconnected")
            }
        }
    }

    async fn on_logon(&mut self, message: &Message) {
        // TODO: this should wait to see if a resend request is sent
        if let SessionState::AwaitingLogon { writer, .. } = &self.state {
            match self.verify_message(message).await {
                Ok(_) => {
                    // happy logon flow, the session is now active
                    self.state = SessionState::Active {
                        writer: writer.clone(),
                    }
                }
                Err(err) => match err {
                    MessageVerificationError::SeqNumberTooLow { actual, expected } => {
                        error!("we expected {expected} sequence number, but target sent lower ({actual}), terminating...");
                        panic!("sequence number too low (actual {actual}, expected {expected})")
                    }
                    MessageVerificationError::SeqNumberTooHigh { actual, expected } => {
                        debug!("we are ahead behind target (ours: {expected}, theirs: {actual}), requesting resend.");
                        let awaiting_resend = AwaitingResendState::new(writer.to_owned(), actual);
                        self.state = SessionState::AwaitingResend(awaiting_resend);
                        self.send_resend_request(expected, actual).await;
                    }
                    MessageVerificationError::IncorrectBeginString(_) => {
                        // TODO: handle incorrect begin string/comp ID by disconnecting session
                        // see: https://www.fixtrading.org/standards/fix-session-layer-online/#when-to-terminate-a-fix-connection-by-terminating-the-transport-layer-connection-instead-of-sending-a-logout355
                        panic!("incorrect begin string received");
                    }
                    MessageVerificationError::IncorrectCompId(_) => {
                        panic!("incorrect comp ID received");
                    }
                },
            }
        } else {
            error!("received unexpected logon message");
        }
    }

    async fn on_logout(&mut self) {
        // TODO: reconnect = false isn't always valid, this should be more sophisticated
        self.state.disconnect().await;
        self.state = SessionState::LoggedOut { reconnect: false };
        self.application
            .send_logout("peer has logged us out".to_string())
            .await;
    }

    async fn on_resend_request(&mut self, message: &Message) {
        // TODO: verify message and send reject as necessary

        let begin_seq_number: usize = match message.get(fix44::BEGIN_SEQ_NO) {
            Ok(seq_number) => seq_number,
            Err(_) => {
                // send reject if there is no valid begin number
                todo!()
            }
        };

        let end_seq_number: usize = match message.get(fix44::END_SEQ_NO) {
            Ok(seq_number) => {
                let last_seq_number = self.store.next_sender_seq_number().await as usize - 1;
                if seq_number == 0 {
                    last_seq_number
                } else {
                    std::cmp::min(seq_number, last_seq_number)
                }
            }
            Err(_) => {
                // send reject if there is no valid end number
                todo!()
            }
        };

        self.resend_messages(begin_seq_number, end_seq_number, message)
            .await;
    }

    async fn on_sequence_reset(&mut self, message: &Message) {
        let gap_fill: bool = message.get(fix44::GAP_FILL_FLAG).unwrap();
        if !gap_fill {
            // TODO: non gap fill is valid as well of course, but I don't yet know the use-case for it is
            panic!("expected sequence reset with gap fill");
        }

        let end: u64 = message.get(fix44::NEW_SEQ_NO).unwrap();
        self.store.set_target_seq_number(end).await;
    }

    async fn resend_messages(&mut self, begin: usize, end: usize, _message: &Message) {
        debug!(begin, end, "resending messages as requested");
        let messages = self.store.get_slice(begin, end).await;

        let no = messages.len();
        debug!(no, "number of messages");

        let mut reset_start: Option<u64> = None;
        let mut sequence_number = 0;

        for msg in messages {
            let m = String::from_utf8(msg.clone()).unwrap();
            debug!(m, "resending message");
            let mut message =
                Message::from_bytes(&self.message_config, &self.dictionary, msg.as_slice());
            sequence_number = message.header().get(fix44::MSG_SEQ_NUM).unwrap();
            let message_type: String = message
                .header()
                .get::<&str>(fix44::MSG_TYPE)
                .unwrap()
                .to_string();

            if is_admin(message_type.as_str()) {
                debug!("skipping message as it's an admin message");
                if reset_start.is_none() {
                    reset_start = Some(sequence_number);
                }
                continue;
            }

            if let Some(begin) = reset_start {
                let end = sequence_number;
                self.send_sequence_reset(begin, end).await;
                reset_start = None;
            }

            Self::prepare_message_for_resend(&mut message);
            self.send_raw(
                message_type.as_bytes(),
                message.encode(&self.message_config),
            )
            .await;
            debug!(sequence_number, "resent message");
        }

        if let Some(begin) = reset_start {
            // the final reset if needed
            let end = sequence_number;
            self.send_sequence_reset(begin, end).await;
        }
    }

    fn prepare_message_for_resend(msg: &mut Message) {
        let header = msg.header_mut();
        let raw_sending_time = header.pop(fix44::SENDING_TIME).unwrap();
        let original_sending_time = Timestamp::deserialize(&raw_sending_time.data).unwrap();
        header.set(fix44::ORIG_SENDING_TIME, original_sending_time);
        header.set(fix44::SENDING_TIME, Timestamp::utc_now());
        header.set(fix44::POSS_DUP_FLAG, true);
    }

    fn reset_timer(&mut self) {
        let deadline = Instant::now() + Duration::from_secs(self.config.heartbeat_interval);
        self.heartbeat_timer.as_mut().reset(deadline);
    }

    async fn send_message(&mut self, message: impl FixMessage) {
        let seq_num = self.store.next_sender_seq_number().await;
        self.store.increment_sender_seq_number().await;

        let msg_type = message.message_type().as_bytes().to_vec();
        let msg = generate_message(
            &self.config.sender_comp_id,
            &self.config.target_comp_id,
            seq_num as usize,
            message,
        );
        self.store.add(seq_num, &msg).await;
        self.send_raw(&msg_type, msg).await;
    }

    async fn send_raw(&mut self, message_type: &[u8], data: Vec<u8>) {
        self.state
            .send_message(message_type, RawFixMessage::new(data))
            .await;
        self.reset_timer();
    }

    async fn send_sequence_reset(&mut self, begin: u64, end: u64) {
        let sequence_reset = SequenceReset {
            gap_fill: true,
            new_seq_no: end,
        };
        let raw_message = generate_message(
            &self.config.sender_comp_id,
            &self.config.target_comp_id,
            begin as usize,
            sequence_reset,
        );

        self.send_raw(b"4", raw_message).await;
        debug!(begin, end, "sent reset sequence");
    }

    async fn send_resend_request(&mut self, begin: u64, end: u64) {
        let request = ResendRequest::new(begin, end);
        self.send_message(request).await;
    }

    async fn send_logon(&mut self) {
        let reset_config = if self.config.reset_on_logon {
            self.store.reset().await;
            ResetSeqNumConfig::Reset
        } else {
            ResetSeqNumConfig::NoReset(Some(self.store.next_target_seq_number().await))
        };
        let logon = Logon::new(self.config.heartbeat_interval, reset_config);

        self.send_message(logon).await;
    }

    async fn handle(&mut self, message: SessionMessage<M>) {
        match message {
            SessionMessage::FixMessageReceived(fix_message) => {
                self.on_incoming(fix_message).await;
            }
            SessionMessage::SendHeartbeat => {
                self.send_message(Heartbeat {}).await;
            }
            SessionMessage::SendMessage(message) => {
                self.send_message(message).await;
            }
            SessionMessage::Disconnected(reason) => {
                warn!(reason, "disconnected from peer");
                self.on_disconnect(reason).await;
            }
            SessionMessage::Connected(w) => {
                self.on_connect(w).await;
            }
            SessionMessage::ShouldReconnect(responder) => {
                responder
                    .send(self.state.should_reconnect())
                    .expect("be able to respond");
            }
        }
    }
}

async fn run_session<M, S>(mut actor: Session<M, S>)
where
    M: FixMessage,
    S: MessageStore + Send + 'static,
{
    loop {
        let next_message = actor.mailbox.recv();

        select! {
            next = next_message => {
                match next {
                    Some(msg) => {
                        actor.handle(msg).await
                    }
                    None => break,
                }
            }
            () = &mut actor.heartbeat_timer.as_mut() => {
                actor.handle(SessionMessage::SendHeartbeat).await
            }
        }
    }

    debug!("session is shutting down")
}