search

TimelordUK / jspurefix

native typescript FIX engine
MIT License
58 stars 27 forks source link

Gap fill with wrong seq num & not inflating correctly if end seq is 0 #83

Closed douglasmuraoka closed 7 months ago

douglasmuraoka commented 7 months ago

Found three minor issues.

One in sequenceResetGap, where the gap fill seq num was set with newSeq (should be startGap, because the seq num represents the start of the gap).

Another issue is when the endSeqNo is 0. The existing code doesn't handle this scenario, and no gap fills are created. In this case, when the end seq no is 0, we should consider it as the latest seq num sent to the other peer (that's why I get it from this.sessionState.lastSentSeqNum(), but let me know if this inaccurate).

And the last issue is when we resend messages with zero messages retrieved from the store. In a situation where the only message sent to the other peer is login (seq num=1), for example, the store will be empty. But still, we have to generate a gap fill from 1 to 1 to respond to the ResendRequest message. The current code doesn't return anything (empty array of messages to be sent to peer).

douglasmuraoka commented 7 months ago

@TimelordUK let me know if it would be better to split these into smaller PRs so we discuss them individually.

TimelordUK commented 7 months ago

This is great work and really very much appreciated. Replay has been tricky to get right and you have really moved things forward. I may add some more tests later. I am checking now and will merge very soon. Thanks a lot for another good PR