Writing a Message Handler Plug-in for the FAST Feed Handler

The demo message handler plug-in (ffhfixmsghandler.so) handles processing of select FIX 4.4 message types (Advertisement, Mass Quote, Quote, SecurityStatus) defined in the FAST templates library (FIX44FASTLibrary.xml) that ships with the product. To process other message types, implement your own message handler plug-in.

Required functions and definitions:

include/MessageHandlerAPI.h – Contains the function signatures for required functions, as well as for the two callback functions that can be used to tell FAST feed handler to shut down and to release a ffh_fast_message.
include/FASTMessage.h – Contains the definition for the ffh_fast_message and for other related C structs that are used to pass the contents of the decoded FAST message to the message handler plug-in.

Warning!

The plug-in cannot modify the contents of the ffh_fast_message or of any of its members.

Implement the following functions for your message handler plug-in:
1. ffh_mh_init_function to create and initialize your message handler plug-in.
2. ffh_mh_fini_function to release and clean up any resources used by your message handler plug-in.
3. ffh_mh_process_function to process a decoded FAST message by mapping it into the publisher API.
4. publisherShutdown, the callback required by the publisher API.