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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 or from the original userthe 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.

Note
Currently this service is only available to SBE protocol clients. Message field information can be found in the SBE schema message definition. Only Execution Reports are replayable. Only Execution Reports sent to the client from the MarketFactory servers are replayable. Supports multiple concurrent connections.

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Code Block

language	java
title	Logon Example

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) After logon, submit Submit an ApplicationMessageRequest to start the replay.

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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.

Note
Only one ApplicationMessageRequest can be serviced at a time. Only Execution Reports can be replayedsent to the client from the MarketFactory servers are replayable. Once a replay is complete, a new one may be started. The Do not send a UserRequest message is not required.

ApplicationMessageRequest Field Notes. Does not cover all fields - refer to the SBE schema for other notes.
Field	Comments	Example
RefApplID	Gateway service name with type to replay message for. Format - venue_name.session_type.	lmax.maker.exchange.Orders
ApplMessageTypes	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.	.applMessageTypes().clear().executionReport(true)
ApplBegSeqNum	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 the ApplEndSeqNum. Inclusive.	352
ApplEndSeqNum	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.	400
ApplStartTime	Replays original messages with a sendingTime greater than or equal to this value. If provided, the ApplEndTime must also be provided. Must be before the less than ApplEndTime. Epoch nanos.	1625718249000000000
ApplEndTime	Replays original messages with a sendingTime less than or equal to this value. If provided, the ApplStartTime must must also be provided. Must be after the greater than ApplStartTime. Epoch nanos.	1625718259000000000

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applBegSeqNum	applEndSeqNum	applStartTime	applEndTime	Query
Set	Set	Null	Null	Replay all Execution Reports with sequence numbers equal to and between the provided sequence numbers.
Null	Null	Set	Set	Replay all Execution Reports between the provided start and end times.
Set	Set	Set	Set	Replay all Execution Reports between both the time and sequence numbers.

Example ApplicationMessageRequest to start a sequence number based replay.

Code Block

language	java
title	ApplicationMessageRequest Example

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

Code Block

language	java

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(), ExecutionReportDecoder.BLOCK_LENGTH, ExecutionReportDecoder.SCHEMA_VERSION);
            System.out.println(erd);
            break;
        }
        default: {
            System.out.println("Unhandled message: " + msgId);
        }
    }

Versions Compared

Old Version 3

New Version 4

Key

Replay Protocol Summary