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Client Session Management

Logon

Session Synchronisation

The Whisperer SBE4 APi utilises the 'new' model of session synchronisation introduced in FIX 4.4. This ensures that each side can expect any sequence number gaps to be filled automatically, eliminating the need for ResendRequest messages - and the problems that historically accompany these.

The MFAPI client initiates a new session with a Logon message - this contains the next MsgSeqNum[34] value that the client expects to receive from the Whisperer Feed Handler. 

The Whisperer Feed Handler validates the sequence number value as expected by the MFAPI client as follows:

If the Client is expecting a sequence number higher than the FH's next-to-be-assigned msgSeqNum, then this is an unrecoverable error and the FH will abort the session with a Logout message.

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Message Persistence

All Whisperer Direct messages are exchanged over TCP, with connectivity is maintained directly between the client and FH.

A message is deemed to have been sent, and received, successfully when:

• The send completes successfully, and
• The TCP session remains up for a period subsequent to the send.

The

The Whisperer Feed Handler signals it's completion of session synchronisation with a TestRequest.

After any inbound sequence number gaps have been resolved for the MFAPI Client, it then reciprocates in a similar manner, based on the the next MsgSeqNum[34] value that the Whisperer Feed Handler expects to receive from the client - as specified in it's LogonResponse.

Message Persistence

The table below specifies what messages are to be persisted and resent when necessary, as opposed to being gap-filled:

Logon

Session Synchronisation

The Whisperer SBE4 APi utilises the 'new' model of session synchronisation introduced in FIX 4.4. This ensures that each side can expect any sequence number gaps to be filled automatically, eliminating the need for ResendRequest messages - and the problems that historically accompany these.

The MFAPI client initiates a new session with a Logon message - this contains the next MsgSeqNum[34] value that the client expects to receive from the Whisperer Feed Handler. 

The Whisperer Feed Handler validates the sequence number value as expected by the MFAPI client as follows:

• If the Client is expecting a sequence number higher than the FH's next-to-be-assigned msgSeqNum, then this is an unrecoverable error and the FH will abort the session with a Logout message.

  Tip
  The Customer should contact MF Support to agree the correct resolution actions.

  
  

• Otherwise the FH will issue a LogonResponse message containing the next MsgSeqNum[34] value that it expects to receive from the client.

• If the Client is expecting a sequence number lower than the FH's next-to-be-assigned msgSeqNum[34], then the message gap is resolved by the FH with SequenceResetGapFill messages and the resending of persisted messages as necessary.

The Whisperer Feed Handler signals it's completion of session synchronisation with a TestRequest.

After any inbound sequence number gaps have been resolved for the MFAPI Client, it then reciprocates in a similar manner, based on the the next MsgSeqNum[34] value that the Whisperer Feed Handler expects to receive from the client - as specified in it's LogonResponse.

Logon to Existing Session

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