Imported from previous forum
[ original email was from Jonas Nordin - jonas.nordin@omxgroup.com ]
What is the correct behaviour to handle decoding errors in the FAST stream?
We have the following scenario
SeqNo Message
1 Enter Order
2 Enter Order
3 Cancel Order with seq no 2
We get a decoding error while processing sequence number 2 because the sender has encoded the message wrong; one field is missing from the stream.
We have to send an FAST alert back signalling the decoding problem, but I have a hard time sesing that we could do anything else than terminating the connection assuming that message 3 will depend on updates of the global cache that potentially didn’t happen.
You’d need to close the session after sending a FAST Alert
message as there is no (safe) way to re-sync the stream.
/Rolf
What is the correct behaviour to handle decoding errors in the
FAST stream?We have the following scenario
SeqNo Message
1 Enter Order
2 Enter Order
3 Cancel Order with seq no 2We get a decoding error while processing sequence number 2 because
the sender has encoded the message wrong; one field is missing from
the stream.We have to send an FAST alert back signalling the decoding problem,
but I have a hard time sesing that we could do anything else than
terminating the connection assuming that message 3 will depend on
updates of the global cache that potentially didn’t happen.