I have an algorithm which makes trading decisions and uses FIX8 for orders. (FIX8 client usage)
I use the sample client provided/created in the test folder. Execution reports are received by the router which has access to the session object.
But i cant include an object in my session object so that i can notify that object about execution reports because it seems that i cant change the Ctor of my session object. This session is passed to ClientSession object as a template so i dont call the Ctor directly.
Best regards.
class myfix_session_client : public FIX8::Session
{
tex_router_client _router;
AlgoEngine _engine;
public:
/*! Ctor. Initiator.
\param ctx reference to generated metadata
\param sid sessionid of connecting session
\param persist persister for this session
\param logger logger for this session
\param plogger protocol logger for this session */
myfix_session_client(const FIX8::F8MetaCntx& ctx, const FIX8::SessionID& sid, const string ALGOENGINEPARAM,FIX8::Persister *persist=nullptr,
FIX8::Logger *logger=nullptr, FIX8::Logger *plogger=nullptr) : Session(ctx, sid, persist, logger, plogger), _router(*this),_engine(*this,ALGOENGINEPARAM) {}