Sequence reset gap fill reverse verify logic

AcceptanceTest/definitions/server/fix40/10_MsgSeqNumLess.def

@@ -6,10 +6,10 @@ E8=FIX.4.0
9=57
35=A
34=1
49=ISLD
52=00000000-00:00:00
56=TW
98=0
108=30
10=0

 
 # sequence reset with gap fill flag set to Y, PosDupFlag set to Y
 I8=FIX.4.0
35=4
34=1
49=TW
52=<TIME>
56=ISLD
43=Y
122=<TIME-1>
36=20
123=Y

-I8=FIX.4.0
35=1
34=2
49=TW
52=<TIME>
56=ISLD
112=HELLO

+I8=FIX.4.0
35=1
34=20
49=TW
52=<TIME>
56=ISLD
112=HELLO

 E8=FIX.4.0
9=55
35=0
34=2
49=ISLD
52=00000000-00:00:00
56=TW
112=HELLO
10=0

 
 # sequence reset with gap fill flag set to Y, PosDupFlag set to N
-I8=FIX.4.0
35=4
34=1
49=TW
52=<TIME>
56=ISLD
36=20
123=Y

-E8=FIX.4.0
9=94
35=5
34=3
49=ISLD
52=00000000-00:00:00
56=TW
58=MsgSeqNum too low, expecting 3 but received 1
10=0

+I8=FIX.4.0
35=4
34=20
49=TW
52=<TIME>
56=ISLD
36=50
123=Y

+E8=FIX.4.0
9=96
35=5
34=3
49=ISLD
52=00000000-00:00:00
56=TW
58=MsgSeqNum too low, expecting 21 but received 20
10=0

 eDISCONNECT

AcceptanceTest/definitions/server/fix41/10_MsgSeqNumLess.def

@@ -6,10 +6,11 @@ E8=FIX.4.1
9=57
35=A
34=1
49=ISLD
52=00000000-00:00:00
56=TW
98=0
108=30
10=0

 
 # sequence reset with gap fill flag set to Y, PosDupFlag set to Y
 I8=FIX.4.1
35=4
34=1
49=TW
52=<TIME>
56=ISLD
43=Y
122=<TIME-1>
36=20
123=Y

-I8=FIX.4.1
35=1
34=2
49=TW
52=<TIME>
56=ISLD
112=HELLO

+I8=FIX.4.1
35=1
34=20
49=TW
52=<TIME>
56=ISLD
112=HELLO

 E8=FIX.4.1
9=55
35=0
34=2
49=ISLD
52=00000000-00:00:00
56=TW
112=HELLO
10=0

 
 # sequence reset with gap fill flag set to Y, PosDupFlag set to N
-I8=FIX.4.1
35=4
34=1
49=TW
52=<TIME>
56=ISLD
36=20
123=Y

-E8=FIX.4.1
9=94
35=5
34=3
49=ISLD
52=00000000-00:00:00
56=TW
58=MsgSeqNum too low, expecting 3 but received 1
10=0

-eDISCONNECT
+I8=FIX.4.1
35=4
34=20
49=TW
52=<TIME>
56=ISLD
36=50
123=Y

+E8=FIX.4.1
9=96
35=5
34=3
49=ISLD
52=00000000-00:00:00
56=TW
58=MsgSeqNum too low, expecting 21 but received 20
10=0

+eDISCONNECT
+

AcceptanceTest/definitions/server/fix42/10_MsgSeqNumLess.def

@@ -6,10 +6,10 @@ E8=FIX.4.2
9=61
35=A
34=1
49=ISLD
52=00000000-00:00:00.000
56=TW
98=0
108=30
10=
 
 # sequence reset with gap fill flag set to Y, PosDupFlag set to Y
 I8=FIX.4.2
35=4
34=1
49=TW
52=<TIME>
56=ISLD
43=Y
122=<TIME-1>
36=20
123=Y

-I8=FIX.4.2
35=1
34=2
49=TW
52=<TIME>
56=ISLD
112=HELLO

+I8=FIX.4.2
35=1
34=20
49=TW
52=<TIME>
56=ISLD
112=HELLO

 E8=FIX.4.2
9=59
35=0
34=2
49=ISLD
52=00000000-00:00:00.000
56=TW
112=HELLO
10=0

 
 # sequence reset with gap fill flag set to Y, PosDupFlag set to N
-I8=FIX.4.2
35=4
34=1
49=TW
52=<TIME>
56=ISLD
36=20
123=Y

-E8=FIX.4.2
9=98
35=5
34=3
49=ISLD
52=00000000-00:00:00.000
56=TW
58=MsgSeqNum too low, expecting 3 but received 1
10=0

+I8=FIX.4.2
35=4
34=20
49=TW
52=<TIME>
56=ISLD
36=50
123=Y

+E8=FIX.4.2
9=100
35=5
34=3
49=ISLD
52=00000000-00:00:00.000
56=TW
58=MsgSeqNum too low, expecting 21 but received 20
10=0

 eDISCONNECT

AcceptanceTest/definitions/server/fix43/10_MsgSeqNumLess.def

@@ -6,10 +6,10 @@ E8=FIX.4.3
9=61
35=A
34=1
49=ISLD
52=00000000-00:00:00.000
56=TW
98=0
108=30
10=
 
 # sequence reset with gap fill flag set to Y, PosDupFlag set to Y
 I8=FIX.4.3
35=4
34=1
49=TW
52=<TIME>
56=ISLD
43=Y
122=<TIME-1>
36=20
123=Y

-I8=FIX.4.3
35=1
34=2
49=TW
52=<TIME>
56=ISLD
112=HELLO

+I8=FIX.4.3
35=1
34=20
49=TW
52=<TIME>
56=ISLD
112=HELLO

 E8=FIX.4.3
9=59
35=0
34=2
49=ISLD
52=00000000-00:00:00.000
56=TW
112=HELLO
10=0

 
 # sequence reset with gap fill flag set to Y, PosDupFlag set to N
-I8=FIX.4.3
35=4
34=1
49=TW
52=<TIME>
56=ISLD
36=20
123=Y

-E8=FIX.4.3
9=98
35=5
34=3
49=ISLD
52=00000000-00:00:00.000
56=TW
58=MsgSeqNum too low, expecting 3 but received 1
10=0

+I8=FIX.4.3
35=4
34=20
49=TW
52=<TIME>
56=ISLD
36=20
123=Y

+E8=FIX.4.3
9=100
35=5
34=3
49=ISLD
52=00000000-00:00:00.000
56=TW
58=MsgSeqNum too low, expecting 21 but received 20
10=0

 eDISCONNECT

AcceptanceTest/definitions/server/fix44/10_MsgSeqNumLess.def

@@ -6,10 +6,10 @@ E8=FIX.4.4
9=61
35=A
34=1
49=ISLD
52=00000000-00:00:00.000
56=TW
98=0
108=30
10=
 
 # sequence reset with gap fill flag set to Y, PosDupFlag set to Y
 I8=FIX.4.4
35=4
34=1
49=TW
52=<TIME>
56=ISLD
43=Y
122=<TIME-1>
36=20
123=Y

-I8=FIX.4.4
35=1
34=2
49=TW
52=<TIME>
56=ISLD
112=HELLO

+I8=FIX.4.4
35=1
34=20
49=TW
52=<TIME>
56=ISLD
112=HELLO

 E8=FIX.4.4
9=59
35=0
34=2
49=ISLD
52=00000000-00:00:00.000
56=TW
112=HELLO
10=0

 
 # sequence reset with gap fill flag set to Y, PosDupFlag set to N
-I8=FIX.4.4
35=4
34=1
49=TW
52=<TIME>
56=ISLD
36=20
123=Y

-E8=FIX.4.4
9=98
35=5
34=3
49=ISLD
52=00000000-00:00:00.000
56=TW
58=MsgSeqNum too low, expecting 3 but received 1
10=0

+I8=FIX.4.4
35=4
34=20
49=TW
52=<TIME>
56=ISLD
36=20
123=Y

+E8=FIX.4.4
9=100
35=5
34=3
49=ISLD
52=00000000-00:00:00.000
56=TW
58=MsgSeqNum too low, expecting 21 but received 20
10=0

 eDISCONNECT

AcceptanceTest/definitions/server/fix50/10_MsgSeqNumLess.def

@@ -6,10 +6,10 @@ E8=FIXT.1.1
9=68
35=A
34=1
49=ISLD
52=00000000-00:00:00.000
56=TW
98=0
108=30
11
 
 # sequence reset with gap fill flag set to Y, PosDupFlag set to Y
 I8=FIXT.1.1
35=4
34=1
49=TW
52=<TIME>
56=ISLD
43=Y
122=<TIME-1>
36=20
123=Y

-I8=FIXT.1.1
35=1
34=2
49=TW
52=<TIME>
56=ISLD
112=HELLO

+I8=FIXT.1.1
35=1
34=20
49=TW
52=<TIME>
56=ISLD
112=HELLO

 E8=FIXT.1.1
9=59
35=0
34=2
49=ISLD
52=00000000-00:00:00.000
56=TW
112=HELLO
10=0

 
 # sequence reset with gap fill flag set to Y, PosDupFlag set to N
-I8=FIXT.1.1
35=4
34=1
49=TW
52=<TIME>
56=ISLD
36=20
123=Y

-E8=FIXT.1.1
9=98
35=5
34=3
49=ISLD
52=00000000-00:00:00.000
56=TW
58=MsgSeqNum too low, expecting 3 but received 1
10=0

+I8=FIXT.1.1
35=4
34=20
49=TW
52=<TIME>
56=ISLD
36=20
123=Y

+E8=FIXT.1.1
9=100
35=5
34=3
49=ISLD
52=00000000-00:00:00.000
56=TW
58=MsgSeqNum too low, expecting 21 but received 20
10=0

 eDISCONNECT

AcceptanceTest/definitions/server/fix50sp1/10_MsgSeqNumLess.def

@@ -6,10 +6,10 @@ E8=FIXT.1.1
9=68
35=A
34=1
49=ISLD
52=00000000-00:00:00.000
56=TW
98=0
108=30
11
 
 # sequence reset with gap fill flag set to Y, PosDupFlag set to Y
 I8=FIXT.1.1
35=4
34=1
49=TW
52=<TIME>
56=ISLD
43=Y
122=<TIME-1>
36=20
123=Y

-I8=FIXT.1.1
35=1
34=2
49=TW
52=<TIME>
56=ISLD
112=HELLO

+I8=FIXT.1.1
35=1
34=20
49=TW
52=<TIME>
56=ISLD
112=HELLO

 E8=FIXT.1.1
9=59
35=0
34=2
49=ISLD
52=00000000-00:00:00.000
56=TW
112=HELLO
10=0

 
 # sequence reset with gap fill flag set to Y, PosDupFlag set to N
-I8=FIXT.1.1
35=4
34=1
49=TW
52=<TIME>
56=ISLD
36=20
123=Y

-E8=FIXT.1.1
9=98
35=5
34=3
49=ISLD
52=00000000-00:00:00.000
56=TW
58=MsgSeqNum too low, expecting 3 but received 1
10=0

+I8=FIXT.1.1
35=4
34=20
49=TW
52=<TIME>
56=ISLD
36=20
123=Y

+E8=FIXT.1.1
9=100
35=5
34=3
49=ISLD
52=00000000-00:00:00.000
56=TW
58=MsgSeqNum too low, expecting 21 but received 20
10=0

 eDISCONNECT

AcceptanceTest/definitions/server/fix50sp2/10_MsgSeqNumLess.def

@@ -6,10 +6,10 @@ E8=FIXT.1.1
9=68
35=A
34=1
49=ISLD
52=00000000-00:00:00.000
56=TW
98=0
108=30
11
 
 # sequence reset with gap fill flag set to Y, PosDupFlag set to Y
 I8=FIXT.1.1
35=4
34=1
49=TW
52=<TIME>
56=ISLD
43=Y
122=<TIME-1>
36=20
123=Y

-I8=FIXT.1.1
35=1
34=2
49=TW
52=<TIME>
56=ISLD
112=HELLO

+I8=FIXT.1.1
35=1
34=20
49=TW
52=<TIME>
56=ISLD
112=HELLO

 E8=FIXT.1.1
9=59
35=0
34=2
49=ISLD
52=00000000-00:00:00.000
56=TW
112=HELLO
10=0

 
 # sequence reset with gap fill flag set to Y, PosDupFlag set to N
-I8=FIXT.1.1
35=4
34=1
49=TW
52=<TIME>
56=ISLD
36=20
123=Y

-E8=FIXT.1.1
9=98
35=5
34=3
49=ISLD
52=00000000-00:00:00.000
56=TW
58=MsgSeqNum too low, expecting 3 but received 1
10=0

+I8=FIXT.1.1
35=4
34=20
49=TW
52=<TIME>
56=ISLD
36=20
123=Y

+E8=FIXT.1.1
9=100
35=5
34=3
49=ISLD
52=00000000-00:00:00.000
56=TW
58=MsgSeqNum too low, expecting 21 but received 20
10=0

 eDISCONNECT

QuickFIXn/Session.cs

@@ -882,7 +882,11 @@ protected void NextSequenceReset(Message sequenceReset)
             if (sequenceReset.IsSetField(Fields.Tags.GapFillFlag))
                 isGapFill = sequenceReset.GetBoolean(Fields.Tags.GapFillFlag);
 
-            if (!Verify(sequenceReset, isGapFill, isGapFill))
+            bool possDupFlag = false;
+            if (sequenceReset.Header.IsSetField(Fields.Tags.PossDupFlag))
+                possDupFlag = sequenceReset.Header.GetBoolean(Fields.Tags.PossDupFlag);
+
+            if (!Verify(sequenceReset, isGapFill, isGapFill && !possDupFlag))
                 return;
 
             if (sequenceReset.IsSetField(Fields.Tags.NewSeqNo))
@@ -909,6 +913,11 @@ public bool Verify(Message msg, bool checkTooHigh = true, bool checkTooLow = tru
             try
             {
                 msgType = msg.Header.GetString(Fields.Tags.MsgType);
+
+                bool possDupFlag = false;
+                if (msg.Header.IsSetField(Fields.Tags.PossDupFlag))
+                    possDupFlag = msg.Header.GetBoolean(Fields.Tags.PossDupFlag);
+
                 string senderCompId = msg.Header.GetString(Fields.Tags.SenderCompID);
                 string targetCompId = msg.Header.GetString(Fields.Tags.TargetCompID);
 
@@ -933,6 +942,11 @@ public bool Verify(Message msg, bool checkTooHigh = true, bool checkTooLow = tru
                         DoTargetTooLow(msg, msgSeqNum);
                         return false;
                     }
+                    else if (possDupFlag && RequiresOrigSendingTime && !msg.Header.IsSetField(Fields.Tags.OrigSendingTime))
+                    {
+                        GenerateReject(msg, FixValues.SessionRejectReason.REQUIRED_TAG_MISSING, Fields.Tags.OrigSendingTime);
+                        return false;
+                    }
 
                     if (IsResendRequested)
                     {

UnitTests/InitiatorSessionResendMessagesTest.cs

@@ -0,0 +1,211 @@
+using NUnit.Framework;
+using QuickFix.Fields;
+using QuickFix.FIX42;
+using System.Text.RegularExpressions;
+using UnitTests.SessionTestSupport;
+
+namespace UnitTests
+{
+
+  [TestFixture]
+  public class InitiatorSessionResendMessagesTest
+  {
+    private MockResponder _responder = new();
+
+    private QuickFix.SessionID _sessionID = new("unset", "unset", "unset");
+    private QuickFix.SessionSettings _settings = new();
+    private MockApplication _application = new();
+    private QuickFix.Session? _session = null;
+    private QuickFix.SettingsDictionary _config = new();
+    private SeqNumType _seqNum = 1;
+
+    [SetUp]
+    public void Setup()
+    {
+      _responder = new MockResponder();
+      _sessionID = new QuickFix.SessionID("FIX.4.2", "SENDER", "TARGET");
+      _application = new MockApplication();
+      _settings = new QuickFix.SessionSettings();
+
+      _config = new QuickFix.SettingsDictionary();
+      _config.SetBool(QuickFix.SessionSettings.PERSIST_MESSAGES, false);
+      _config.SetBool(QuickFix.SessionSettings.RESETSEQUENCE_MESSAGE_REQUIRES_ORIGSENDINGTIME, false);
+      _config.SetString(QuickFix.SessionSettings.CONNECTION_TYPE, "initiator");
+      _config.SetString(QuickFix.SessionSettings.START_TIME, "00:00:00");
+      _config.SetString(QuickFix.SessionSettings.END_TIME, "00:00:00");
+      _settings.Set(_sessionID, _config);
+
+      // initiator
+      _session = new QuickFix.Session(true, _application, new QuickFix.Store.MemoryStoreFactory(), _sessionID,
+          new QuickFix.DataDictionaryProvider(), new QuickFix.SessionSchedule(_config), 0, new QuickFix.Logger.ScreenLogFactory(_settings), new QuickFix.DefaultMessageFactory(), "blah");
+      _session.SetResponder(_responder);
+      _session.CheckLatency = false;
+
+      _seqNum = 1;
+    }
+
+    public void Logon()
+    {
+      SendLogon(new QuickFix.FIX42.Logon());
+    }
+
+    private void SendLogon(QuickFix.Message msg)
+    {
+      msg.Header.SetField(new QuickFix.Fields.TargetCompID(_sessionID.SenderCompID));
+      msg.Header.SetField(new QuickFix.Fields.SenderCompID(_sessionID.TargetCompID));
+      msg.Header.SetField(new QuickFix.Fields.MsgSeqNum(_seqNum++));
+      msg.Header.SetField(new QuickFix.Fields.SendingTime(System.DateTime.UtcNow));
+      msg.SetField(new QuickFix.Fields.HeartBtInt(1));
+      _session!.Next(msg.ConstructString());
+    }
+
+
+    public bool RESENT()
+    {
+      if (_responder.Dups.Count == 0)
+        return false;
+
+      _responder.Dups.Dequeue();
+      return true;
+    }
+
+
+    public void SendResendRequest(SeqNumType begin, SeqNumType end)
+    {
+      SendTheMessage(new QuickFix.FIX42.ResendRequest(
+          new QuickFix.Fields.BeginSeqNo(begin),
+          new QuickFix.Fields.EndSeqNo(end)));
+    }
+
+    private void SendTheMessage(QuickFix.Message msg)
+    {
+      SendTheMessage(msg, _seqNum++);
+    }
+
+    private void SendTheMessage(QuickFix.Message msg, SeqNumType msgSeqNum, bool possDupFlag = false)
+    {
+      msg.Header.SetField(new QuickFix.Fields.TargetCompID(_sessionID.SenderCompID));
+      msg.Header.SetField(new QuickFix.Fields.SenderCompID(_sessionID.TargetCompID));
+      msg.Header.SetField(new QuickFix.Fields.MsgSeqNum(msgSeqNum));
+      msg.Header.SetField(new QuickFix.Fields.PossDupFlag(possDupFlag));
+      _session.Next(msg.ConstructString());
+    }
+
+    [Test]
+    public void TestSequenceResetNoGapFillIsProcessed()
+    {
+      // Default is false
+      Assert.That(_session.IgnorePossDupResendRequests, Is.EqualTo(false));
+
+      _session.Next();// causes Logon send
+      // Logon 
+      Logon();
+
+      // quote
+      var quote = new QuickFix.FIX42.Quote();
+
+      SendTheMessage(quote);
+      SendTheMessage(quote);
+      SendTheMessage(quote);
+
+      var seqReset = new SequenceReset(new NewSeqNo(_seqNum + 10));
+
+      SendTheMessage(seqReset);
+
+
+      Assert.That(_session.NextTargetMsgSeqNum, Is.EqualTo(_seqNum + 9));
+    }
+
+    [Test]
+    public void TestSequenceResetWithGapFillIsProcessed()
+    {
+      // Default is false
+      Assert.That(_session.IgnorePossDupResendRequests, Is.EqualTo(false));
+
+      _session.Next();// causes Logon send
+      // Logon 
+      Logon();
+
+      // quote
+      var quote = new QuickFix.FIX42.Quote();
+
+
+      SendTheMessage(quote);
+      SendTheMessage(quote);
+      SendTheMessage(quote);
+
+      var seqReset = new SequenceReset(new NewSeqNo(_seqNum + 10));
+      seqReset.GapFillFlag = new GapFillFlag(true);
+
+      SendTheMessage(seqReset);
+
+      Assert.That(_session.NextTargetMsgSeqNum, Is.EqualTo(_seqNum + 9));
+    }
+
+    [Test]
+    public void TestSequenceResetDuringResendRequestIsProcessed()
+    {
+      // Default is false
+      Assert.That(_session.IgnorePossDupResendRequests, Is.EqualTo(false));
+      _session.RequiresOrigSendingTime = false;
+      _session.Next(); // causes Logon send
+      // Logon 
+      Logon();
+
+      // quote
+      var quote = new QuickFix.FIX42.Quote();
+
+
+      SendTheMessage(quote, 2);
+      SendTheMessage(quote, 3);
+      SendTheMessage(quote, 10); // causes ResendRequest
+
+      Assert.That(_session.NextTargetMsgSeqNum, Is.EqualTo(4));
+
+      SendTheMessage(quote, 4);
+      SendTheMessage(quote, 5);
+
+      var seqReset = new SequenceReset(new NewSeqNo(9)); // already been sent 10 so will process it
+
+      SendTheMessage(seqReset, 6);
+      SendTheMessage(quote, 9);
+
+      Assert.That(_session.NextTargetMsgSeqNum, Is.EqualTo(11));
+    }
+
+    [Test]
+    public void TestSequenceResetWithGapFillAndPossDupFlagTrueDuringResendRequestIsProcessed()
+    {
+      // Default is false
+      Assert.That(_session.IgnorePossDupResendRequests, Is.EqualTo(false));
+      _session.RequiresOrigSendingTime = false;
+      _session.Next(); // causes Logon send
+      // Logon 
+      Logon();
+
+      // quote
+      var quote = new QuickFix.FIX42.Quote();
+
+      SendTheMessage(quote, 2);
+      SendTheMessage(quote, 3);
+      SendTheMessage(quote, 4);
+
+      _seqNum = 10;
+      // without changes the arrowed comments scenario happens
+      Logon(); // <--- Will cause resend from 5 and is queued (all cases)
+
+      SendTheMessage(quote, 5, true);
+      SendTheMessage(quote, 6, true);
+      SendTheMessage(quote, 7, true);
+      SendTheMessage(quote, 8, true);
+      SendTheMessage(quote, 9, true); // <--will cause logon message queued above to be replayed AND advance msgSeqNum to 11! (all cases)
+      var seqReset = new SequenceReset(new NewSeqNo(12));
+      seqReset.GapFillFlag = new GapFillFlag(true);
+      SendTheMessage(seqReset, 10, true); // <-- Without change this message will be ignored as too low but poss dup is Y so will NOT throw - in the changed version this WILL be honored
+
+      Assert.That(_session.NextTargetMsgSeqNum, Is.EqualTo(12));
+
+      Assert.That(_responder.MsgLookup.ContainsKey(QuickFix.Fields.MsgType.RESEND_REQUEST) && _responder.MsgLookup[QuickFix.Fields.MsgType.RESEND_REQUEST].Count == 1);
+    }
+  }
+}