FixAlchemy.Sequence (FIXAlchemy v0.2.0)

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Session sequence-number state for one FIX connection, both directions.

Owns the outbound MsgSeqNum counter and, for sessions that enable :sequence_recovery, the inbound state machine: whether an arriving message is in order, opens a gap, is a duplicate, or is fatally low. Messages that arrive ahead of a gap are held here until the gap is filled, so the application never sees them out of order.

Pure state — every function returns a new struct, and nothing here performs IO. FixAlchemy.Client owns an instance per session and resets it on logon when the session negotiates ResetSeqNumFlag.

Summary

Types

inbound_outcome()
t()

Functions

expected_inbound(sequence)
new()
next_outbound(sequence)
peek_outbound(sequence)
receive_inbound(sequence, seq, payload, poss_dup? \\ false)

Classify an inbound message by sequence number.

release(sequence)

Take queued messages that have become contiguous, in sequence order.

resend_pending?(sequence)
reset(sequence)

Reset both directions to 1, as a logon with ResetSeqNumFlag requires.

reset_inbound_to(sequence, new_seq)

Jump the expected inbound sequence, per an inbound SequenceReset.

skip_outbound_to(sequence, seq)

Move the outbound counter forward, as a SequenceReset-GapFill requires.

Types

inbound_outcome()

@type inbound_outcome() ::
  {:process, t()}
  | {:queued, t()}
  | {:ignore, t()}
  | {:gap, pos_integer(), pos_integer(), t()}
  | {:too_low, pos_integer(), t()}

t()

@type t() :: %FixAlchemy.Sequence{
  expected_inbound: pos_integer(),
  next_outbound: pos_integer(),
  queue: %{required(pos_integer()) => term()},
  resend_pending: boolean()
}

Functions

expected_inbound(sequence)

@spec expected_inbound(t()) :: pos_integer()

new()

@spec new() :: t()

next_outbound(sequence)

@spec next_outbound(t()) :: {pos_integer(), t()}

peek_outbound(sequence)

@spec peek_outbound(t()) :: pos_integer()

receive_inbound(sequence, seq, payload, poss_dup? \\ false)

@spec receive_inbound(t(), pos_integer(), term(), boolean()) :: inbound_outcome()

Classify an inbound message by sequence number.

payload is held verbatim when the message must wait behind a gap, so callers can pass the raw message and receive it back from release/1 once the sequence is contiguous again.

Returns one of:

  • {:process, sequence} - in order, hand it to the application
  • {:gap, begin_seq, end_seq, sequence} - send a ResendRequest for the range
  • {:queued, sequence} - held until the outstanding gap is filled
  • {:ignore, sequence} - already-seen message flagged PossDup
  • {:too_low, expected, sequence} - unrecoverable per the FIX session spec

release(sequence)

@spec release(t()) :: {[term()], t()}

Take queued messages that have become contiguous, in sequence order.

Clears the pending-resend flag once nothing is left waiting.

resend_pending?(sequence)

@spec resend_pending?(t()) :: boolean()

reset(sequence)

@spec reset(t()) :: t()

Reset both directions to 1, as a logon with ResetSeqNumFlag requires.

reset_inbound_to(sequence, new_seq)

@spec reset_inbound_to(t(), pos_integer()) :: t()

Jump the expected inbound sequence, per an inbound SequenceReset.

skip_outbound_to(sequence, seq)

@spec skip_outbound_to(t(), pos_integer()) :: t()

Move the outbound counter forward, as a SequenceReset-GapFill requires.