FAST Session Control Protocol 11Word下载.docx

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FAST Session Control Protocol 11Word下载.docx

FIXProtocolLtd.(2005,2006)

Disclaimer

THEINFORMATIONCONTAINEDHEREINANDTHEFINANCIALINFORMATIONEXCHANGEPROTOCOL(COLLECTIVELYTHE“FIXPROTOCOL”)AREPROVIDED“ASIS”ANDNOPERSONORENTITYASSOCIATEDWITHTHEFIXPROTOCOLMAKESANYREPRESENTATIONORWARRANTY,EXPRESSORIMPLIED,ASTOTHEFIXPROTOCOL(ORTHERESULTSTOBEOBTAINEDBYTHEUSETHEREOF)ORANYOTHERMATTERANDEACHSUCHPERSONANDENTITYSPECIFICALLYDISCLAIMSANYWARRANTYOFORIGINALITY,ACCURACY,COMPLETENESS,MERCHANTABILITYORFITNESSFORAPARTICULARPURPOSE.SUCHPERSONSANDENTITIESDONOTWARRANTTHATTHEFIXPROTOCOLWILLCONFORMTOANYDESCRIPTIONTHEREOFORBEFREEOFERRORS.THEENTIRERISKOFANYUSEOFTHEFIXPROTOCOLISASSUMEDBYTHEUSER.

NOPERSONORENTITYASSOCIATEDWITHTHEFIXPROTOCOLSHALLHAVEANYLIABILITYFORDAMAGESOFANYKINDARISINGINANYMANNEROUTOFORINCONNECTIONWITHANYUSER’SUSEOF(ORANYINABILITYTOUSE)THEFIXPROTOCOL,WHETHERDIRECT,INDIRECT,INCIDENTAL,SPECIALORCONSEQUENTIAL(INCLUDING,WITHOUTLIMITATION,LOSSOFDATA,LOSSOFUSE,CLAIMSOFTHIRDPARTIESORLOSTPROFITSORREVENUESOROTHERECONOMICLOSS),WHETHERINTORT(INCLUDINGNEGLIGENCEANDSTRICTLIABILITY),CONTRACTOROTHERWISE,WHETHERORNOTANYSUCHPERSONORENTITYHASBEENADVISEDOF,OROTHERWISEMIGHTHAVEANTICIPATEDTHEPOSSIBILITY,OFSUCHDAMAGES.

NoproprietaryorownershipinterestofanykindisgrantedwithrespecttotheFIXProtocol(oranyrightstherein)exceptasexpresslysetoutinFPL’scopyrightandacceptableusepolicy.

Acknowledgements

Abstract

Thisdocumentdefinesasetofmessagesthatareusedtoinitiate,controlandterminatetheexchangeofFASTencodedmessages.ThissetofmessagesisreferredtoastheFASTSessionControlProtocol1.1.TheprotocolincludesmessagesfordynamicexchangeofFASTtemplatedefinitionsanddeclarations.

TableofContents

1Introduction5

1.1StandardNamingandAbbreviations5

1.2Prerequisites6

1.3Notation6

1.4TermsandAcronyms6

2TheSCPNamespace6

3MessagesvsTemplates7

4SessionControlMessages7

4.1Hello7

4.1.1SenderName7

4.1.2VendorId7

4.1.3VersionIdentification7

4.2Alert7

4.2.1Severity8

4.2.2Code8

4.2.3Value8

4.2.4Description8

4.3Reset8

5TransportIndependenceandDictionaries8

6TemplateExchange9

6.1TemplateExchangeMethods9

6.2TemplateExchangeMessages9

6.2.1TemplateDecl9

6.2.2TemplateDef9

7Conformance13

7.1Level113

7.2Level214

7.3Level314

Appendix1TranslationtoXML15

Appendix2Templates19

Appendix3Examples23

DocumentHistory

Version

Date

Author

Description

1.1.

DavidRosenborg

NewversionofFASTSessionControlProtocol–firstpublicrelease.

Introduction

ThepurposeoftheprotocoldefinedbythisspecificationistoprovidemeansforinitiatingandcontrollingthedecodingprocessinanexchangeofFASTencodedmessages,aFASTsession.

AFASTsessionisinitiatedbysendingaHellomessage.ThemainpurposeofthehellomessageistoindicatewhatversionofFASTisbeingused.Thehellomessagealsocontainsthenameofthesender.Thenamecanbeusedforinformationalpurposesbutmayalsobeusedintheselectionoffeaturesandtemplates.Thisspecificationdoesnotprovidemeansforauthenticationandauthorization.ThoseissuesarebetterhandledbyexistingprotocolslikeSSL.

AFASTsessioncanendinoneoftwoways:

explicitlyorexceptional.AnexplicitterminationisdonebysendinganAlertmessageindicatingtermination.Allotherterminationsareexceptional.Theuseofexplicitterminationfacilitatesdetectionofabnormalconditions.Forexample,iftheunderlyingcommunicationlinkisterminatedbeforeanexplicitterminationissignaled,thereceivercanassumeanerroroccurred.

AkeyfeatureofFASTistheabilitytoavoidsendingdatathathasbeensentbefore.Thisabilityintroducesapossibledependencyinadecoderonpreviouslyreceivedmessages.Ifareliabletransport,likeTCP,isused,thisdependencyisnotaproblemsincemessagescannotbelost.However,whenusinganunreliabletransportlikeUDP,specialcaremustbetakennottohavedependenciesacrossdatagrams.Asaconsequence,thestateofthedecodermustberesetatthebeginningofeachdatagram.Insteadofdefiningimplicitresetsemanticsforallpossibletransportmechanisms,thisspecificationprovidesanexplicitmethodforthispurpose.Itdoesthisbydefiningaresetpropertyfortemplates.InadditionitdefinesamessageReset.Theresetpropertyfortheprovidedtemplateforthismessageisenabled.Thismeansthatwhenusinganunreliabletransport,eachindivisiblesequenceofmessageswouldtypicallystartwithaResetmessageoranyothertemplatethathavetheresetpropertyenabled.

TheFASTSpecificationdefinestheconceptofatemplate.AtemplateisneededtoencodeanddecodeaFASTmessage.Templatescanappearinmanyforms.Theycanforexamplebehardcodedintheencoderanddecoder.Aparticularimplementationmaychoosetoloadtemplateswhentheapplicationstarts.Inthatcasethetemplateshavetypicallybeencommunicatedoutofband.TheFASTSpecificationprovidesaconcreteXMLsyntaxsuitableforthatpurpose.OtherimplementationsmaychoosetodynamicallyexchangetemplatesinbandinaFASTsession.Forthatpurpose,thisspecificationprovidesasetofmessagesthatenablestemplatedefinitionstobeencodedinFAST.

Eachmessageinthisspecificationhasacorrespondingtemplatewithapredefinedtemplateidentifier.ThetemplatesareformallyspecifiedinAppendix2usingtheconcretesyntaxdefinedintheFASTSpecification.

StandardNamingandAbbreviations

Thefollowingnamesandabbreviationsshouldbeusedwhenreferencingthisstandardinotherdocumentsincludingotherstandardsspecificationdocuments.

Notethatwhendiscussingtheprotocol,youarestronglyencouragedtoincludetheversionnumberofthestandardsoastoprovidethecontextandeliminatefuturediscrepanciesastheversionofthestandardsspecificationchanges.Forthatreason,theversionnumberisconsideredanintegralpartofthenameandabbreviationsofthestandard.

Standardnamingandabbreviations

Usage

FASTSessionControlProtocol(SCP)Version1.1

Fullspecificationname

FASTSCP1.1

Fullabbreviation-recommendedfordocumentsthatmayspecifymultiplestandardsorinwhichthecontextofthestandardabbreviationmaybeambiguous

SCP1.1

ContextualabbreviationforusewithinFASTProtocolspecificationsanddocumentsthatsolelyreferenceFASTanddocumentsinwhichthecontextoftheabbreviationisclear.

Prerequisites

Abasicunderstandingofcomputernetworkprotocoltheoryandapplicationisassumed.Inordertofullybenefitfromthisspecification,thereadershouldbefamiliarwiththeFASTencodingstandard,asdefinedbytheFASTSpecification1.1.

Notation

ThelayoutofamessageisdefinedusingasimpleC/Javalikesyntax.Amessageorgrouptypehasanamefollowingthemessageorgroupkeyword.Theonlydifferencebetweengroupandmessagetypesisthatinstancesofamessagemustonlyappearatthetoplevelofastream,whereasinstancesofagroupmustnot.Agrouptypemayextendabasetype.Thenameofthebasetype,ifpresent,followstheextendskeyword.

('

message'

|'

group'

)Name['

extends'

Base]

'

{'

 

}'

Atypedefinitionliststhecontainedfieldswithincurlybraces.Eachfieldhasatypeandaname.Thetypeis:

∙oneoftheprimitivetypesasciiString,unicodeString,uInt32,int32,uInt64,int64,decimalandboolean,or

∙astaticgroup,denotedbythenameofthegrouptypeasinOperator,or

∙adynamicgroup,denotedbythenameofabasetypefollowedbyanasteriskasinOperator*,or

∙astaticsequence,denotedbythenameofthegrouptypefortheelementsfollowedbybracketsasinAttribute[],or

∙adynamicsequence,denotedbythenameofabasetypefollowedbyanasteriskandbracketsasinInstruction*[].

AfieldcanbefollowedbyaquestionsigntoindicatethatitisoptionalasinasciiStringDescription?

.Anoptionalfieldiseitherpresentwiththevalueofthespecifiedtype,orhasthespecialvaluenulltoindicatetheabsenceofarealvalue.

Adynamicgroupfieldandanelementofadynamicsequencecancontainanygroupthathasatypethatdirectlyorindirectlyextendsthespecifiedbasetype.

TemplatesaredefinedusingtheconcretesyntaxoftheFASTSpecification1.1.

TermsandAcronyms

Term/Acronym

FASTSession

Abidirectionalinitiation,protocolnegotiation,andsubsequentexchangeofFASTMessages

TheSCPNamespace

Thenamesofmessagetypes,fieldsandtemplatesdefinedinthisdocumentareinanamespacereferredtoastheSCP1.1namespace.TheURIofthisnamespaceis

http:

//www.fixprotocol.org/ns/fast/scp/1.1

MessagesvsTemplates

WhenadecoderdecodesanSCPmessage,thesignificantidentifieristhemessagetype.AsaconsequencethesemanticsoftheSCPprotocolisdefinedintermsofmessagesratherthantemplates.

InthegeneralcasetherecanbemultipletemplatesforasingleSCPmessage.Althoughthisspecificationonlyprovidesasingletemplatepermessage,otherscouldprovideadditionaltemplatesforalternativerenditions.Howthisaffectsaparticularapplicationdependsonitsabilitytodynamicallyacceptnewtemplates.

SessionControlMessages

Hello

HelloisusedatsessioninitiationtoexchangepeernamesandtoindicatetheversionofFAST.Hellomessagesc

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