th2-conn-dirty-fix (1.7.0)

This microservice allows sending and receiving messages via FIX protocol

Configuration

• sessions - list of session settings
• maxBatchSize - max size of outgoing message batch (1000 by default)
• maxFlushTime - max message batch flush time (1000 by default)
• publishSentEvents - enables/disables publish of "message sent" events (true by default)
• publishConnectEvents - enables/disables publish of "connect/disconnect" events (true by default)

Session settings

• sessionGroup - session group for incoming/outgoing th2 messages (equal to session alias by default)
• sessionAlias - session alias for incoming/outgoing th2 messages
• handler - handler settings
• mangler - mangler settings

Handler settings

• host - service host
• port - service port
• security - connection security settings
• beginString - defines the start of a new message and the protocol version
• heartBtInt - message waiting interval
• senderCompID - ID of the sender of the message
• targetCompID - ID of the message recipient
• defaultApplVerID - specifies the service pack release being applied, by default, to message at the session level
• senderSubID - assigned value used to identify specific message originator (desk, trader, etc.)
• encryptMethod - encryption method
• username - user name
• password - user password. FIX client uses the Password(554) tag for unencrypted mode and the EncryptedPassword(1402) tag for encrypted. The encryption is enabled via passwordEncryptKeyFilePath option.
• newPassword - user new password. FIX client uses the NewPassword(925) tag for unencrypted mode and the NewEncryptedPassword(1404) tag for encrypted. The encryption is enabled via passwordEncryptKeyFilePath option.
• passwordEncryptKeyFilePath - path to key file for encrypting. FIX client encrypts the password value via RSA algorithm using specified file if this option is specified.
• passwordEncryptKeyFileType - type of key file content. Supported values: [PEM_PUBLIC_KEY]. Default value is PEM_PUBLIC_KEY
• passwordKeyEncryptAlgorithm - encrypt algorithm for reading key from file specified in the passwordEncryptKeyFilePath. See the KeyFactory section in the Java Cryptography Architecture Standard Algorithm Name for information about standard algorithm names. Default value is RSA
• passwordEncryptAlgorithm - encrypt algorithm for encrypting passwords specified in the password and newPassword. See the Cipher section in the Java Cryptography Architecture Standard Algorithm Name for information about standard transformation names. Default value is RSA
• testRequestDelay - interval for test request
• reconnectDelay - interval for reconnect
• disconnectRequestDelay - the interval for the shutdown request
• resetSeqNumFlag - resetting sequence number in initial Logon message (when conn started)
• resetOnLogon - resetting the sequence number in Logon in other cases (e.g. disconnect)
• loadSequencesFromCradle - defines if sequences will be loaded from cradle to use them in logon message.
• loadMissedMessagesFromCradle - defines how retransmission will be handled. If true, then requested through ResendRequest messages (or messages requested on Logon with NextExpectedSeqNum) will be loaded from cradle.
• sessionStartTime - UTC time when session starts. (nullable)
• sessionEndTime - UTC time when session ends. required if startSessionTime is filled.
• sendingDateTimeFormat - SendingTime field format for outgoing messages. (nullable, default format in this case is "yyyyMMdd-HH:mm:ss.SSSSSSSSS")
• useNextExpectedSeqNum - session management based on next expected sequence number. (false by default)
• saveAdminMessages - defines if admin messages will be saved to internal outgoing buffer. (false by default)
• resetStateOnServerReset - whether to reset the server sequence after receiving logout with text Next Expected MSN too high, MSN to be sent is x but received y.
• logoutOnIncorrectServerSequence - whether to logout session when server send message with sequence number less than expected. If false then internal conn sequence will be reset to sequence number from server message.
• connectionTimeoutOnSend - timeout in milliseconds for sending message from queue thread (please read about acknowledgment timeout to understand the problem). Default, 30000 mls. Each failed sending attempt decreases the timeout in half (but not less than minConnectionTimeoutOnSend). The timeout is reset to the original value after a successful sending attempt. If connection is not established within the specified timeout an error will be reported.
• minConnectionTimeoutOnSend - minimum value for the sending message timeout in milliseconds. Default value is 1000 mls.

Security settings

• ssl - enables SSL on connection (false by default)
• sni - enables SNI support (false by default)
• certFile - path to server certificate (null by default)
• acceptAllCerts - accept all server certificates (false by default, takes precedence over certFile)

Mangler settings

Mangler is configured by specifying a list of transformations which it will try to apply to outgoing messages.
Each transformation has a list of conditions which message must meet for transformation actions to be applied.

Condition is basically a field value check:

tag: 35
matches: (8|D)

Where tag is a field tag to match and matches is a regex pattern for the field value.

Conditions are specified in when block of transformation definition:

when:
  - tag: 35
    matches: (8|D)
  - tag: 49
    matches: SENDER(.*)

Actions describe modifications which will be applied to a message. There are 4 types of actions:

• set - sets value of an existing field to the specified value:

  set:
    tag: 1
    value: new account

• add - adds new field before or after an existing field:

  add:
    tag: 15
    value: USD
  after: # or before
    tag: 58
    matches: (.*)

• move - moves an existing field before or after another field:

  move:
    tag: 49
    matches: (.*)
  after: # or before
    tag: 56
    matches: (.*)

• replace - replaces an existing field with another field:

  replace:
    tag: 64
    matches: (.*)
  with:
    tag: 63
    value: 1

• remove - removes an existing field:

  remove:
    tag: 110
    matches: (.*)

Actions are specified in then block of transformation definition:

then:
  - set:
      tag: 1
      value: new account
  - remove:
      tag: 110
      matches: (.*)

Transformation can also automatically recalculate length and checksum if any actions were applied.
This is controlled by update-length and update-checksum (both true by default) transformation options.

Full config will be divided into groups of transforms united by rules, each rule will have name as key and list of transforms. Only one rule can be triggered, after conditions tests triggered rules will be united into specific list and only one random rule (group of transforms) will be chosen.

rules:
  - name: rule-1
    transform: [ ... ]
  - name: rule-99
    transform: [ ... ]

Complete mangler configuration would look something like this:

mangler:
  rules:
    - name: rule-1
      transform:
        - when:
            - tag: 8
              matches: FIXT.1.1
            - tag: 35
              matches: D
          then:
            - set:
                tag: 1
                value: new account
            - add:
                tag: 15
                value: USD
              after:
                tag: 58
                matches: (.*)
          update-length: false
        - when:
            - tag: 8
              matches: FIXT.1.1
            - tag: 35
              matches: 8
          then:
            - replace:
                tag: 64
                matches: (.*)
              with:
                tag: 63
                value: 1
            - remove:
                tag: 110
                matches: (.*)
          update-checksum: false

Ways to use mangler:

1. Rule described in CR: rule will be applied if message passes when condition
2. Rule is described in CR and message contains property rule-name: rule with name from rule-name property value will be applied to message despite of when block.
   example - rule with name 5 that described in CR will be applied:
   ... .setMetadata(MessageMetadata.newBuilder(builder.getMetadata()).putProperties("rule-name", "5").build()) ...
3. Rule is described in message rule-actions property: rule will be applied to message as described in property rule-actions
   example - value of tag 44 will be changed to åÅæÆøØ
... .setMetadata(MessageMetadata.newBuilder(builder.getMetadata()).putProperties("rule-actions", "[{\"set\":{\"tag\": 44,\"value\": \"åÅæÆøØ\"}}]").build()) ...

MQ pins

• input queue with subscribe, send and raw attributes for outgoing messages
• output queue with publish, first (for incoming messages) or second (for outgoing messages) and raw attributes

Deployment via infra-mgr

Here's an example of infra-mgr config required to deploy this service

apiVersion: th2.exactpro.com/v1
kind: Th2Box
metadata:
  name: fix-client
spec:
  image-name: ghcr.io/th2-net/th2-conn-dirty-fix
  image-version: 1.0.0
  type: th2-conn
  custom-config:
    maxBatchSize: 1000
    maxFlushTime: 1000
    batchByGroup: true
    publishSentEvents: true
    publishConnectEvents: true
    sessions:
      - sessionAlias: client
        security:
          ssl: false
          sni: false
          certFile: ${secret_path:cert_secret}
          acceptAllCerts: false
        host: "<host>"
        port: "<port>"
        maxMessageRate: 100000
        autoReconnect: true
        reconnectDelay: 5000
        handler:
          beginString: FIXT.1.1
          heartBtInt: 30
          senderCompID: client
          targetCompID: FGW
          encryptMethod: 0
          username: username
          password: password
          resetSeqNumFlag: false
          resetOnLogon: false
          testRequestDelay: 60
          reconnectDelay": 5
          disconnectRequestDelay: 5
        mangler:
          rules:
            - name: rule-1
              transform:
                - when:
                    - { tag: 8, matches: FIXT.1.1 }
                    - { tag: 35, matches: D }
                  then:
                    - set: { tag: 1, value: new account }
                    - add: { tag: 15, valueOneOf: ["USD", "EUR"] }
                      after: { tag: 58, matches: (.*) }
                  update-length: false
                - when:
                    - { tag: 8, matches: FIXT.1.1 }
                    - { tag: 35, matches: 8 }
                  then:
                    - replace: { tag: 64, matches: (.*) }
                      with: { tag: 63, value: 1 }
                    - remove: { tag: 110, matches: (.*) }
                  update-checksum: false
  pins:
    - name: to_data_provider
      connection-type: grpc-client
      service-class: com.exactpro.th2.dataprovider.grpc.DataProviderService
    - name: to_send
      connection-type: mq
      attributes:
        - subscribe
        - send
        - raw
      settings:
        storageOnDemand: false
        queueLength: 1000
    - name: incoming_messages
      connection-type: mq
      attributes:
        - publish
        - store
        - raw
      filters:
        - metadata:
            - field-name: direction
              expected-value: FIRST
              operation: EQUAL
    - name: outgoing_messages
      connection-type: mq
      attributes:
        - publish
        - store
        - raw
      filters:
        - metadata:
            - field-name: direction
              expected-value: SECOND
              operation: EQUAL
  extended-settings:
    externalBox:
      enabled: false
    service:
      enabled: false
    resources:
      limits:
        memory: 200Mi
        cpu: 600m
      requests:
        memory: 100Mi
        cpu: 20m

Changelog

1.7.0

• Added support for th2 transport protocol
• Added configuration option for non-default book per session.
• Migrated to th2 gradle plugin 0.0.8
• Updated:
  • common: 5.13.1-dev
  • conn-dirty-tcp-core: 3.6.0-dev

1.6.1

• Channel subscriptions recovery on failure
• Updated bom: 4.6.1-dev
• Updated common: 5.10.0-dev
• Updated common-utils: 2.2.3-dev
• Updated conn-dirty-tcp-core: 3.5.0-dev

1.5.1

• Property th2.operation_timestamp is added to metadata to each message
• Use mutable map for metadata when sending a messages from the handler
  • Fix error when new property with operation timestamp added to the immutable map

1.5.0

• minConnectionTimeoutOnSend parameter is added.
• Sending timeout now decreases in half on each failed attempt (but not less than minConnectionTimeoutOnSend).

1.4.2

• Ungraceful session disconnect support.
• Removed NPE when session is reset by schedule.
• Use UTC time zone for sending time tag

1.4.1

• Timeout on send from queue thread
  • Parameter connectionTimeoutOnSend was added

1.4.0

• Updated bom: 4.5.0-dev
• Updated common: 5.4.0-dev
• Updated common-utils: 2.2.0-dev
• Updated grpc-lw-data-provider: 2.1.0-dev
• Updated kotlin: 1.8.22
• Added support for th2 transport protocol

1.3.2

• Improve logging: log session group and session alias for each log message.

1.3.1

• fix multiple consequent SOH characters

1.3.0

• Added handling for incoming test request messages
• Fixed resetSeqNum flag handling on incoming logon messages.
• Added option to automatically reset server sequence when internal conn sequence doesn't match with sequence that server sent.

1.2.1

• fix multiple consequent SOH characters

1.2.0

• loading requested messages from cradle.

1.1.1

• fix scheduling: hasn't worked for some ranges.

1.1.0

• state reset option on server update.

1.0.2

• dev releases
• apply changes from version-0

1.0.1

• Add bookId to lw data provider query

1.0.0

• Bump conn-dirty-tcp-core to 3.0.0 for books and pages support

0.3.0

• Ability to recover messages from cradle.

0.2.0

• optional state reset on silent server reset.

0.1.1

• correct sequence numbers increments.
• update conn-dirty-tcp-core to 2.3.0

0.1.0

• correct handling of sequence reset with endSeqNo = 0
• Skip messages mangling on error in demo-fix-mangler with error event instead of throwing exception.
• allow unconditional rule application

0.0.10

• disable reconnect when session is in not-active state.

0.0.9

• correct heartbeat and test request handling

0.0.8

• th2-common upgrade to 3.44.1
• th2-bom upgrade to 4.2.0

0.0.7

• wait for acceptor logout response on close
• load sequences from lwdp

0.0.6

• wait for logout to be sent

0.0.5

• copy messages before putting them into cache

0.0.4

• Session management based on NextExpectedSeqNum field.
• Recovery handling
  • outgoing messages are now saved
  • if message wasn't saved sequence reset message with gap fill mode flag is sent.
• Session start and Session end configuration to handle sequence reset by exchange schedule.

0.0.3

• Added new password option into settings
• Provided ability to specify encrypt algorithm for reading key from file and encrypting password and new password fields

0.0.2

• Supported the password encryption via RSA algorithm.