ex_fix v0.2.3 ExFix.SessionHandler behaviour

FIX Session Handler behaviour. Declare callbacks to process received FIX messages and session events.

Link to this section Summary

Callbacks

Callback - FIX message received (application level)

Called after a Logon message is received from counterparty

Called after a Logout message is received from counterparty or after a disconnection, which occurs first

FIX message received (session level). Same arguments of on_message()

Link to this section Callbacks

Link to this callback on_app_message(session_name, msg_type, msg, env)
on_app_message(session_name :: ExFix.Session.session_name, msg_type :: String.t, msg :: ExFix.InMessage.t, env :: map) :: none

Callback - FIX message received (application level).

This function receives:

  • session id (String or PID), example: “simulator”
  • message type (String) see here for a complete list of FIX 5.0 SP2 message types.
  • msg - InMessage struct with message. If msg.complete == false, it is needed to call:
  msg = ExFix.Parser.parse2(msg)
  • env - Map sent to ExFix.start_session_initiator().
Link to this callback on_logon(session_name, env)
on_logon(session_name :: ExFix.Session.session_name, env :: map) :: none

Called after a Logon message is received from counterparty

Link to this callback on_logout(session_name, env)
on_logout(session_name :: ExFix.Session.session_name, env :: map) :: none

Called after a Logout message is received from counterparty or after a disconnection, which occurs first.

Link to this callback on_session_message(session_name, msg_type, msg, env)
on_session_message(session_name :: ExFix.Session.session_name, msg_type :: String.t, msg :: ExFix.InMessage.t, env :: map) :: none

FIX message received (session level). Same arguments of on_message().