Parameter "SenderSubID" missing during login

[dawadam]

I am trying to login to cTrader broker and "SenderSubID" parametter is needed.
I'm using a ctrader custom dictionary and adding this parameter on the json file, but it's not being sent.
And no response from the server.

json file :

{
  "application": {
    "reconnectSeconds": 10,
    "type": "initiator",
    "name": "test_ctrader",
    "tcp": {
      "host": "h51.p.ctrader.com",
      "port": 5201
    },
    "protocol": "ascii",
    "dictionary": "../../resources/FIX44-CSERVER.xml"
  },
  "BeginString": "FIX4.4",
  "Username": "123456",
  "Password": "azerty",
  "EncryptMethod": 0,
  "ResetSeqNumFlag": true,
  "HeartBtInt": 30,
  "SenderCompId": "demo.aaa.123456",
  "TargetCompID": "cServer",
  "SenderSubID": "QUOTE"
}

Application code :

import "reflect-metadata"

import {
    EngineFactory,
    SessionLauncher,
    AsciiSession,
    MsgView,
    IJsFixLogger,
    IJsFixConfig
} from 'jspurefix'

/**
 * 
 */
class FixTest extends AsciiSession {

    private readonly logger: IJsFixLogger
    private readonly fixLog: IJsFixLogger

    constructor(public readonly config: IJsFixConfig) {
        super(config)
        this.logReceivedMsgs = true

        this.fixLog = config.logFactory.plain(`jsfix.${config.description.application.name}.txt`)
        this.logger = config.logFactory.logger(`${this.me}:TradeCaptureClient`)
    }

    /**
     * 
     * @param msgType 
     * @param txt 
     */

    protected onDecoded(msgType: string, txt: string): void {
        console.log('onDecoded', msgType, txt)
        this.fixLog.info(txt)
    }

    /**
     * 
     */
    protected onEncoded(msgType: string, txt: string): void {
        console.log('onEncoded', msgType, txt)
        this.logger.info('test')
        this.fixLog.info(txt)
    }

    /**
     * 
     * @param msgType 
     * @param view 
     */
    protected onApplicationMsg(msgType: string, view: MsgView): void {
        console.log('onApplicationMsg', msgType)
        switch (msgType) {

        }
    }

    /**
     * 
     * @param view 
     */
    protected onReady(view: MsgView): void {
        console.log('READY')
    }

    /**
     * 
     * @param error 
     */
    protected onStopped(error?: Error): void {
        console.log('STOPPPED')
    }

    /**
     * 
     */
    protected onLogon(view: MsgView, user: string, password: string): boolean {
        console.log('LOGON')

        return true
    }

}


/**
 * 
 */
class AppLauncher extends SessionLauncher {
    public constructor(client: string = '../../jspurefix-test-initiator.json') {
        super(client)
        this.root = __dirname
    }

    protected override makeFactory(config: IJsFixConfig): EngineFactory {
        return {
            makeSession: () => new FixTest(config)
        } as EngineFactory
    }
}

const l = new AppLauncher()
l.exec()

Logon fix message :

8=FIX4.4|9=0000105|35=A|49=demo.aaa.123456|56=cServer|34=1|52=20230827-16:38:22.081|98=0|108=30|141=Y|553=123456|554=azerty|10=176|

No SenderSubID parameter, identifier is 50

How add it in login message ?

[TimelordUK]

please see jspf-md-demo project

you need to install a custom msg factory

class MySessionContainer extends SessionContainer {
  protected makeSessionFactory (description: ISessionDescription): ISessionMsgFactory {
    return new MsgFact(description)
  }
}

you will need to add new property here which constructs a header object based on json properties

 public header (msgType: string, seqNum: number, time: Date, overrideData?: Partial<IStandardHeader>): ILooseObject {
    const description = this.description
    const bodyLength: number = Math.max(4, description.BodyLengthChars ?? 7)
    const placeHolder = Math.pow(10, bodyLength - 1) + 1
    const o: IStandardHeader = {
      BeginString: description.BeginString,
      BodyLength: placeHolder,
      MsgType: msgType,
      SenderCompID: description.SenderCompId,
     // e.g.  SenderSubID: 'QUOTE', 
      MsgSeqNum: seqNum,
      SendingTime: time,
      TargetCompID: description.TargetCompID,
      TargetSubID: description.TargetSubID,
      ...overrideData
    }
    return this.mutate(o, 'StandardHeader')
  }

[TimelordUK]

it is a bug in sense the base class should send this field but its missing and this is only way to override at the moment - i will patch at some point soon such that the default implementtion will take care of it

[dawadam]

Ok, but ILogon don't include SenderSubID property.

export interface ILogon {
  StandardHeader: IStandardHeader
  EncryptMethod: number// 98
  HeartBtInt: number// 108
  RawDataLength?: number// 95
  RawData?: Buffer// 96
  ResetSeqNumFlag?: boolean// 141
  NextExpectedMsgSeqNum?: number// 789
  MaxMessageSize?: number// 383
  MsgTypeGrp?: IMsgTypeGrp[]
  TestMessageIndicator?: boolean// 464
  Username?: string// 553
  Password?: string// 554
  NewPassword?: string// 925
  EncryptedPasswordMethod?: number// 1400
  EncryptedPasswordLen?: number// 1401
  EncryptedPassword?: Buffer// 1402
  EncryptedNewPasswordLen?: number// 1403
  EncryptedNewPassword?: Buffer// 1404
  SessionStatus?: number// 1409
  DefaultApplVerID: string// 1137
  DefaultApplExtID?: number// 1407
  DefaultCstmApplVerID?: string// 1408
  Text?: string// 58
  EncodedTextLen?: number// 354
  EncodedText?: Buffer// 355
  StandardTrailer: IStandardTrailer
}

[dawadam]

It doesn't seem to work, here is the complete code.

jspurefix_msg-fact.ts

import { ISessionDescription, MsgType, ASessionMsgFactory } from 'jspurefix'
import { ILogout } from 'jspurefix/dist/types/FIX4.4/cserver/logout'
import { ILooseObject } from 'jspurefix/dist/collections/collection'
import { EncryptMethod, ILogon, IStandardHeader } from 'jspurefix/dist/types/FIX4.4/cserver'


/**
 * 
 */
export class MsgFact extends ASessionMsgFactory {
  constructor(readonly description: ISessionDescription) {
    super(description, (_description: ISessionDescription, _type: string, o: ILooseObject) => o)
    this.isAscii = description?.application?.protocol === 'ascii'
  }

  /**
   * 
   */
  public logon(): ILooseObject {
    const description = this.description

    const o: ILogon = {
      Username: description.Username,
      Password: description.Password,
      HeartBtInt: description.HeartBtInt,
      ResetSeqNumFlag: description.ResetSeqNumFlag,
      // @ts-ignore
      SenderSubID: description.SenderSubID,
      EncryptMethod: EncryptMethod.NoneOther,
      StandardHeader: undefined,
      StandardTrailer: undefined
    }
    return this.mutate(o, MsgType.Logon)
  }


  /**
   * 
   */
  public logout(text: string): ILooseObject {
    const o: ILogout = {
      Text: text,
      StandardHeader: undefined,
      StandardTrailer: undefined
    }
    return this.mutate(o, MsgType.Logout)
  }


  /**
   * 
   */
  public header(msgType: string, seqNum: number, time: Date, overrideData?: Partial<IStandardHeader>): ILooseObject {
    const description = this.description
    const bodyLength: number = Math.max(4, description.BodyLengthChars ?? 7)
    const placeHolder = Math.pow(10, bodyLength - 1) + 1
    const o: IStandardHeader = {
      BeginString: description.BeginString,
      BodyLength: placeHolder,
      MsgType: msgType,
      SenderCompID: description.SenderCompId,
      MsgSeqNum: seqNum,
      SendingTime: time,
      TargetCompID: description.TargetCompID,
      TargetSubID: description.TargetSubID,
      ...overrideData
    }
    return this.mutate(o, 'StandardHeader')
  }
}

jspurefix.ts

import "reflect-metadata"

import {
    EngineFactory,
    SessionLauncher,
    AsciiSession,
    MsgView,
    IJsFixLogger,
    IJsFixConfig,
    SessionContainer,
    ISessionDescription,
    ISessionMsgFactory
} from 'jspurefix'

import { MsgFact } from './jspurefix_msg-fact'




/**
 * 
 */
class FixTest extends AsciiSession {

    private readonly logger: IJsFixLogger
    private readonly fixLog: IJsFixLogger




    constructor(public readonly config: IJsFixConfig) {
        super(config)

        this.logReceivedMsgs = true

        this.fixLog = config.logFactory.plain(`jsfix.${config.description.application.name}.txt`)
        this.logger = config.logFactory.logger(`${this.me}:TradeCaptureClient`)
    }



    /**
     * 
     * @param msgType 
     * @param txt 
     */

    protected onDecoded(msgType: string, txt: string): void {
        console.log('onDecoded', msgType, txt)
        this.fixLog.info(txt)
    }

    /**
     * 
     */
    protected onEncoded(msgType: string, txt: string): void {
        console.log('onEncoded', msgType, txt)
        this.logger.info('test')
        this.fixLog.info(txt)
    }

    /**
     * 
     * @param msgType 
     * @param view 
     */
    protected onApplicationMsg(msgType: string, view: MsgView): void {
        console.log('onApplicationMsg', msgType)
        switch (msgType) {

        }
    }

    /**
     * 
     * @param view 
     */
    protected onReady(view: MsgView): void {
        console.log('READY')
    }

    /**
     * 
     * @param error 
     */
    protected onStopped(error?: Error): void {
        console.log('STOPPPED')
    }

    /**
     * 
     */
    protected onLogon(view: MsgView, user: string, password: string): boolean {
        console.log('LOGON')

        return true
    }



}


/**
 * 
 */
class MySessionContainer extends SessionContainer {
    protected makeSessionFactory(description: ISessionDescription): ISessionMsgFactory {
        return new MsgFact(description)
    }
}

/**
 * 
 */
class AppLauncher extends SessionLauncher {
    public constructor(client: string = '../../jspurefix-test-initiator.json') {
        super(client)
        this.sessionContainer = new MySessionContainer()
        this.root = __dirname
    }



    protected override makeFactory(config: IJsFixConfig): EngineFactory {
        return {
            makeSession: () => new FixTest(config)
        } as EngineFactory
    }
}

const l = new AppLauncher()
l.exec()

jspurefix-test-initiator.json

{
  "application": {
    "reconnectSeconds": 10,
    "type": "initiator",
    "name": "test_ctrader",
    "tcp": {
      "host": "h51.p.ctrader.com",
      "port": 5201
    },
    "protocol": "ascii",
    "dictionary": "../../resources/FIX44-CSERVER.xml"
  },
  "BeginString": "FIX4.4",
  "Username": "123",
  "Password": "abc",
  "EncryptMethod": 0,
  "ResetSeqNumFlag": true,
  "HeartBtInt": 30,
  "SenderCompId": "demo.icmarkets.123",
  "TargetCompID": "cServer",
  "SenderSubID": "QUOTE"
}

I think i will be wait the patch.
Code is big for just connection.
Do you have free time for that right now? :)

[TimelordUK]

the field does not go in the logon message - it should be in the header

 public header(msgType: string, seqNum: number, time: Date, overrideData?: Partial<IStandardHeader>): ILooseObject {
    const description = this.description
    const bodyLength: number = Math.max(4, description.BodyLengthChars ?? 7)
    const placeHolder = Math.pow(10, bodyLength - 1) + 1
    const o: IStandardHeader = {
      BeginString: description.BeginString,
      BodyLength: placeHolder,
      MsgType: msgType,
      SenderCompID: description.SenderCompId,
      MsgSeqNum: seqNum,
      SendingTime: time,
      TargetCompID: description.TargetCompID,
      TargetSubID: description.TargetSubID,
      ...overrideData
    }
    return this.mutate(o, 'StandardHeader')
  }

[dawadam]

Thanks, it works, the FIX message is correct.

8=FIX4.4|9=0000122|35=A|49=demo.icmarkets.123|56=cServer|34=1|50=QUOTE|52=20230827-20:51:43.527|98=0|108=30|141=Y|553=8665823|554=abc|10=000|

No response from the server, but that must be another issue.

[guerrijoaquin]

Hi both!! I'm facing a similar problem and i cant solve it by this way. I need to send a value for the tag 1137 (DefaultApplVerdID). However, i dont see this field in the interface of Ilogon and in the interface of IStandardHeader neither. I've tried this approach of custom msg factory but the field doesnt get modified.

Could you help me please? thanks