Quickfix implementation suggestions

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Quickfix implementation suggestions

ycfixuser
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I am in the process of QuickFix service implementation in c# which needs to do the following.
a)Listen to incoming QuoteRequest messages and save them to a local database/queue.
b)Our users will have the ability to hit the Bids on these quote requests. These selections will be saved in a local queue. Service will need to read the queue and send Quote messages back to the sender.
c)Listen to QuoteResponse / BusinessReject and QuoteStatus Messages from the sender and store on our end.

I'm planning to have two threads in my service.

Thread 1:  This will have one instance of initiator to listen to incoming QuoteRequest messages. Only QuoteRequest type of messages will be cracked by this thread. Those messages will get stored in our system and published on our sites/queue etc.

Thread 2: This will listen to the local queue and sends out Quote messages to the sender by using another instance of initiator. Quotes will be sent out using Session.SendToTarget.
And this thread will also crack the  incoming QuoteResponse, BusinessReject and QuoteStatus messages. Outgoing ExecutionReport will be sent from OnMessage event handler while cracking QuoteResponse message.

I would like to know if there are any issues with this approach ? Would it work if both initiators are using same socket server and port ?  Also if a message is not cracked by one thread would it be available for the other thread ?

Appreciate any inputs.




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Re: Quickfix implementation suggestions

ycfixuser
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Can some one throw some light to my request.
Do I create multiple sessions and let FIX handle the traffic ? Or do I need to create multiple threads in my service and use one thread to send the messages and other to receive messages. Appreciate your input.
Also are there any code samples illustrating this kind of requirement
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