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Summary

The Enterprise Replay Service allows a client to replay messages from any of their venue sessions.

Messages are available for replay immediately after they are sent to the client.

The current week's messages are available for replay. If you reset sequence numbers during the week, you will need to use a time-based query to replay messages from before the reset. It is possible, depending on the nature of the sequence number reset, that after thereset messages will not be available for replay.

Versions

There are 3  key schema versions involved in a Replay Session - Replay Service Server, Client, Original/Replayed Message. 

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Client Session Management & Logon

Logon to the Replay Service is identical to any other gateway  - see https://confluence.marketfactory.com/x/IIFZAg for details.

The  Replay Service will never gap fill or require the client to gap fill. It will instead match the expected sequenece numbers provided in the Logon Message.

Any enabled user can be used to access the replay service even if the user is concurrently connected to other services.

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The replay service does not track sequence numbers across sessions. It will match the sequence numbers of the client logon message.

It is preferred to set the Logon Message msgSeqNum and nextExpectedMsgSeqNum to 1.

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logonEncoder
  .venuename("client_replay")
  .username("testuser")
  .password("user1password")
  .nextExpectedMsgSeqNum(1)
  .heartBtInt((short) 30)
  .sessionType(SessionType.Replay)
  .text("");

Replay Protocol Summary

After a successful logon

1) Submit an ApplicationMessageRequest to start the replay.

2) Receive zero or more ReplayedMessage messages.

3) Receive 1 ApplicationMessageReport message at the end of the replay. Every request will be terminated with an ApplicationMessageReport.

4) To start another replay, stay connected and repeat steps 1-4 above; or disconnect.

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Field

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RefApplID

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ApplMessageTypes

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Replays original messages with a type matching one of the provided values.

Note: Only 'ExecutionReport' is supported and must be included in this field. Any other requested message types will be ignored.

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ApplBegSeqNum

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Replays original messages with a seqNum greater than or equal to this value.

If provided, the ApplEndSeqNum must also be provided. Must be less than the ApplEndSeqNum.

Inclusive.

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ApplEndSeqNum

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Replays original messages with a seqNum less than or equal to this value.

If provided, the ApplBegSeqNum must also be provided. Must be greater than the ApplBegSeqNum.

Inclusive.

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ApplStartTime

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Replays original messages with a sendingTime greater than or equal to this value.

If provided, the ApplEndTime must also be provided. Must be less than  ApplEndTime.

Epoch nanos.

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ApplEndTime

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Replays original messages with a sendingTime less than or equal to this value.

If provided, the ApplStartTime must also be provided. Must be greater than ApplStartTime.

Epoch nanos.

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Acceptable ApplicationMessageRequest parameter combinations

• Note: All 4 values must be explicitly set in each request. If not 'Set' to a value then explictily set the appropriate 'Null' Value.

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Example ApplicationMessageRequest to start a sequence number based replay.

applicationMessageRequestEncoder
  .applReqID(System.currentTimeMillis())
  .applReqType(ApplReqType.StartRetransmission);
  final var noApplIDsEncoder = applicationMessageRequestEncoder.noApplIDsCount(1);
  noApplIDsEncoder.next();
  noApplIDsEncoder
    .refApplID("fidessa_orders.Orders")
    .applUsername("Test")
    .applMessageTypes().clear().executionReport(true);
  noApplIDsEncoder.applBegSeqNum(1);
  noApplIDsEncoder.applEndSeqNum(10000);
  noApplIDsEncoder.applStartTime(ApplicationMessageRequestEncoder.NoApplIDsEncoder.applStartTimeNullValue());
  noApplIDsEncoder.applEndTime(ApplicationMessageRequestEncoder.NoApplIDsEncoder.applEndTimeNullValue());

Example decoding original message in ReplayedMessage - Not Safe for Production

public void onReplayedMessage(MessageHeaderDecoder messageHeader, ReplayedMessageDecoder replayedMessage) {
 
    LOG.info(format("[Replay] Received replayed message [%s %s]", messageHeader, replayedMessage));
 
    final ByteBuffer rawBuffer = ByteBuffer.allocateDirect(16000);
    final UnsafeBuffer raw = new UnsafeBuffer(rawBuffer);
 
    replayedMessage.getRawMessage(raw, 0, replayedMessage.rawMessageLength());
 
    final MessageHeaderDecoder header = new MessageHeaderDecoder().wrap(raw, 0);
    final int msgId = header.templateId();
 
    switch (msgId) {
        case ExecutionReportDecoder.TEMPLATE_ID: {
            final ExecutionReportDecoder erd = new ExecutionReportDecoder().wrap(raw, header.encodedLength(), header.blockLength(), header.version());
            System.out.println(erd);
            break;
        }
        default: {
            System.out.println("Unhandled message: " + msgId);
        }
    }