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Serialize outbound frame writes to fix Stream.WriteAsync race (#211) #212

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Merged
pedrosakuma merged 1 commit into from
Jul 7, 2026
Merged

Serialize outbound frame writes to fix Stream.WriteAsync race (#211) #212

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138 changes: 97 additions & 41 deletions src/B3.EntryPoint.Client/EntryPointClient.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -30,6 +30,15 @@ public sealed class EntryPointClient : IEntryPointClient, ISubmitOrder, IReplace
private TcpClient? _tcp;
private FixpClientSession? _session;

// #211: NextOutboundSeqNum() reserves a MsgSeqNum atomically, but the
// subsequent encode + SendApplicationFrameAsync steps are not otherwise
// serialized. Two concurrent callers (e.g. "Cancel All" firing several
// CancelAsync calls) could reserve seq N and N+1, then race to actually
// write to the wire, letting N+1 land before N. This lock spans
// reserve-seq -> encode -> write for every outbound application frame so
// wire order always matches seq-assignment order.
private readonly SemaphoreSlim _sendLock = new(1, 1);

// #208: set by TryColdResumeAsync immediately before it bumps SessionVerID
// and falls through to a fresh Negotiate (recoverable EstablishReuse
// reject). Consumed exactly once by the following HydrateFromSnapshotAsync
Expand Down Expand Up @@ -960,6 +969,32 @@ private async Task RunPersistenceWorkerAsync(ChannelReader<PersistOp> reader, IS
catch (OperationCanceledException) { /* shutdown */ }
}

/// <summary>
/// Reserves the next outbound MsgSeqNum, encodes the application frame via
/// <paramref name="encode"/>, and writes it to the session — all under
/// <see cref="_sendLock"/> (#211) so the reserve→encode→write critical
/// section for concurrent outbound calls (e.g. a burst of CancelAsync from
/// a "Cancel All" action) can never interleave. This guarantees the wire
/// order of application frames always matches the order in which their
/// MsgSeqNum was assigned.
/// </summary>
private async Task<ulong> SendOrderEntryFrameAsync(
Func<ulong, (byte[] Buffer, int Length)> encode, CancellationToken ct)
{
await _sendLock.WaitAsync(ct).ConfigureAwait(false);
try
{
var seq = _session!.NextOutboundSeqNum();
var (buffer, len) = encode(seq);
await _session.SendApplicationFrameAsync(buffer, len, ct).ConfigureAwait(false);
return seq;
}
finally
{
_sendLock.Release();
}
}

/// <inheritdoc />
public async Task<ClOrdID> SubmitAsync(NewOrderRequest request, CancellationToken ct = default)
{
Expand All @@ -969,10 +1004,12 @@ public async Task<ClOrdID> SubmitAsync(NewOrderRequest request, CancellationToke
await EvaluateRiskAsync(OutboundRequestKind.NewOrder, request, request.SecurityId, clordid, ct).ConfigureAwait(false);
using var activity = StartOutbound("entrypoint.submit", OutboundRequestKind.NewOrder, request.SecurityId, clordid);
var startTs = Stopwatch.GetTimestamp();
var seq = _session!.NextOutboundSeqNum();
var buffer = new byte[NewOrderSingleData.MESSAGE_SIZE + 256];
var len = OrderEntryEncoder.EncodeNewOrderSingle(buffer, request, _options, seq);
await _session.SendApplicationFrameAsync(buffer, len, ct).ConfigureAwait(false);
var seq = await SendOrderEntryFrameAsync(s =>
{
var buffer = new byte[NewOrderSingleData.MESSAGE_SIZE + 256];
var len = OrderEntryEncoder.EncodeNewOrderSingle(buffer, request, _options, s);
return (buffer, len);
}, ct).ConfigureAwait(false);
await AppendOutboundOrderDeltaAsync(seq, request.ClOrdID, clordid, request.SecurityId, ct).ConfigureAwait(false);
EntryPointTelemetry.OrdersSubmitted.Add(1, new KeyValuePair<string, object?>("kind", "NewOrder"));
RecordLatency(startTs, OutboundRequestKind.NewOrder);
Expand All @@ -988,10 +1025,12 @@ public async Task<ClOrdID> SubmitSimpleAsync(SimpleNewOrderRequest request, Canc
await EvaluateRiskAsync(OutboundRequestKind.SimpleNewOrder, request, request.SecurityId, clordid, ct).ConfigureAwait(false);
using var activity = StartOutbound("entrypoint.submit_simple", OutboundRequestKind.SimpleNewOrder, request.SecurityId, clordid);
var startTs = Stopwatch.GetTimestamp();
var seq = _session!.NextOutboundSeqNum();
var buffer = new byte[SimpleNewOrderData.MESSAGE_SIZE + 64];
var len = OrderEntryEncoder.EncodeSimpleNewOrder(buffer, request, _options, seq);
await _session.SendApplicationFrameAsync(buffer, len, ct).ConfigureAwait(false);
var seq = await SendOrderEntryFrameAsync(s =>
{
var buffer = new byte[SimpleNewOrderData.MESSAGE_SIZE + 64];
var len = OrderEntryEncoder.EncodeSimpleNewOrder(buffer, request, _options, s);
return (buffer, len);
}, ct).ConfigureAwait(false);
await AppendOutboundOrderDeltaAsync(seq, request.ClOrdID, clordid, request.SecurityId, ct).ConfigureAwait(false);
EntryPointTelemetry.OrdersSubmitted.Add(1, new KeyValuePair<string, object?>("kind", "SimpleNewOrder"));
RecordLatency(startTs, OutboundRequestKind.SimpleNewOrder);
Expand All @@ -1007,10 +1046,12 @@ public async Task<ClOrdID> ReplaceAsync(ReplaceOrderRequest request, Cancellatio
await EvaluateRiskAsync(OutboundRequestKind.Replace, request, request.SecurityId, clordid, ct).ConfigureAwait(false);
using var activity = StartOutbound("entrypoint.replace", OutboundRequestKind.Replace, request.SecurityId, clordid);
var startTs = Stopwatch.GetTimestamp();
var seq = _session!.NextOutboundSeqNum();
var buffer = new byte[OrderCancelReplaceRequestData.MESSAGE_SIZE + 256];
var len = OrderEntryEncoder.EncodeOrderCancelReplace(buffer, request, _options, seq);
await _session.SendApplicationFrameAsync(buffer, len, ct).ConfigureAwait(false);
var seq = await SendOrderEntryFrameAsync(s =>
{
var buffer = new byte[OrderCancelReplaceRequestData.MESSAGE_SIZE + 256];
var len = OrderEntryEncoder.EncodeOrderCancelReplace(buffer, request, _options, s);
return (buffer, len);
}, ct).ConfigureAwait(false);
await AppendOutboundOrderDeltaAsync(seq, request.ClOrdID, clordid, request.SecurityId, ct).ConfigureAwait(false);
EntryPointTelemetry.OrdersReplaced.Add(1, new KeyValuePair<string, object?>("kind", "Replace"));
RecordLatency(startTs, OutboundRequestKind.Replace);
Expand All @@ -1026,10 +1067,12 @@ public async Task<ClOrdID> ReplaceSimpleAsync(SimpleModifyRequest request, Cance
await EvaluateRiskAsync(OutboundRequestKind.SimpleReplace, request, request.SecurityId, clordid, ct).ConfigureAwait(false);
using var activity = StartOutbound("entrypoint.replace_simple", OutboundRequestKind.SimpleReplace, request.SecurityId, clordid);
var startTs = Stopwatch.GetTimestamp();
var seq = _session!.NextOutboundSeqNum();
var buffer = new byte[SimpleModifyOrderData.MESSAGE_SIZE + 64];
var len = OrderEntryEncoder.EncodeSimpleModifyOrder(buffer, request, _options, seq);
await _session.SendApplicationFrameAsync(buffer, len, ct).ConfigureAwait(false);
var seq = await SendOrderEntryFrameAsync(s =>
{
var buffer = new byte[SimpleModifyOrderData.MESSAGE_SIZE + 64];
var len = OrderEntryEncoder.EncodeSimpleModifyOrder(buffer, request, _options, s);
return (buffer, len);
}, ct).ConfigureAwait(false);
await AppendOutboundOrderDeltaAsync(seq, request.ClOrdID, clordid, request.SecurityId, ct).ConfigureAwait(false);
EntryPointTelemetry.OrdersReplaced.Add(1, new KeyValuePair<string, object?>("kind", "SimpleReplace"));
RecordLatency(startTs, OutboundRequestKind.SimpleReplace);
Expand All @@ -1045,10 +1088,12 @@ public async Task CancelAsync(CancelOrderRequest request, CancellationToken ct =
await EvaluateRiskAsync(OutboundRequestKind.Cancel, request, request.SecurityId, clordid, ct).ConfigureAwait(false);
using var activity = StartOutbound("entrypoint.cancel", OutboundRequestKind.Cancel, request.SecurityId, clordid);
var startTs = Stopwatch.GetTimestamp();
var seq = _session!.NextOutboundSeqNum();
var buffer = new byte[OrderCancelRequestData.MESSAGE_SIZE + 256];
var len = OrderEntryEncoder.EncodeOrderCancel(buffer, request, _options, seq);
await _session.SendApplicationFrameAsync(buffer, len, ct).ConfigureAwait(false);
var seq = await SendOrderEntryFrameAsync(s =>
{
var buffer = new byte[OrderCancelRequestData.MESSAGE_SIZE + 256];
var len = OrderEntryEncoder.EncodeOrderCancel(buffer, request, _options, s);
return (buffer, len);
}, ct).ConfigureAwait(false);
await AppendOutboundOrderDeltaAsync(seq, request.ClOrdID, clordid, request.SecurityId, ct).ConfigureAwait(false);
EntryPointTelemetry.OrdersCancelled.Add(1);
RecordLatency(startTs, OutboundRequestKind.Cancel);
Expand All @@ -1067,10 +1112,12 @@ async Task<MassActionReport> SendMassActionWithRiskAsync(MassActionRequest req,
await EvaluateRiskAsync(OutboundRequestKind.MassAction, req, req.SecurityId ?? 0UL, clordid, token).ConfigureAwait(false);
using var activity = StartOutbound("entrypoint.mass_action", OutboundRequestKind.MassAction, req.SecurityId ?? 0UL, clordid);
var startTs = Stopwatch.GetTimestamp();
var seq = _session!.NextOutboundSeqNum();
var buffer = new byte[OrderMassActionRequestData.MESSAGE_SIZE + 32];
var len = OrderEntryEncoder.EncodeOrderMassAction(buffer, req, _options, seq);
await _session.SendApplicationFrameAsync(buffer, len, token).ConfigureAwait(false);
var seq = await SendOrderEntryFrameAsync(s =>
{
var buffer = new byte[OrderMassActionRequestData.MESSAGE_SIZE + 32];
var len = OrderEntryEncoder.EncodeOrderMassAction(buffer, req, _options, s);
return (buffer, len);
}, token).ConfigureAwait(false);
await AppendOutboundOrderDeltaAsync(seq, req.ClOrdID, clordid, req.SecurityId ?? 0UL, token).ConfigureAwait(false);
EntryPointTelemetry.MassActions.Add(1);
RecordLatency(startTs, OutboundRequestKind.MassAction);
Expand All @@ -1094,11 +1141,13 @@ public async Task<string> SubmitCrossAsync(NewOrderCrossRequest request, Cancell
await EvaluateRiskAsync(OutboundRequestKind.NewOrder, request, request.SecurityId, clordid, ct).ConfigureAwait(false);
using var activity = StartOutbound("entrypoint.submit_cross", OutboundRequestKind.NewOrder, request.SecurityId, clordid);
var startTs = Stopwatch.GetTimestamp();
var seq = _session!.NextOutboundSeqNum();
var legBytes = (request.Legs?.Count ?? 0) * B3.Entrypoint.Fixp.Sbe.V6.NewOrderCrossData.NoSidesData.MESSAGE_SIZE;
var buffer = new byte[B3.Entrypoint.Fixp.Sbe.V6.NewOrderCrossData.MESSAGE_SIZE + legBytes + 256];
var len = OrderEntryEncoder.EncodeNewOrderCross(buffer, request, _options, seq);
await _session.SendApplicationFrameAsync(buffer, len, ct).ConfigureAwait(false);
var seq = await SendOrderEntryFrameAsync(s =>
{
var legBytes = (request.Legs?.Count ?? 0) * B3.Entrypoint.Fixp.Sbe.V6.NewOrderCrossData.NoSidesData.MESSAGE_SIZE;
var buffer = new byte[B3.Entrypoint.Fixp.Sbe.V6.NewOrderCrossData.MESSAGE_SIZE + legBytes + 256];
var len = OrderEntryEncoder.EncodeNewOrderCross(buffer, request, _options, s);
return (buffer, len);
}, ct).ConfigureAwait(false);
await AppendOutboundDeltaAsync(seq, clordid, request.SecurityId, ct).ConfigureAwait(false);
EntryPointTelemetry.OrdersSubmitted.Add(1, new KeyValuePair<string, object?>("kind", "NewOrderCross"));
RecordLatency(startTs, OutboundRequestKind.NewOrder);
Expand All @@ -1113,10 +1162,12 @@ public async Task SendQuoteRequestAsync(QuoteRequestMessage request, Cancellatio
await EvaluateRiskAsync(OutboundRequestKind.NewOrder, request, request.SecurityId, request.QuoteReqId, ct).ConfigureAwait(false);
using var activity = StartOutbound("entrypoint.quote_request", OutboundRequestKind.NewOrder, request.SecurityId, request.QuoteReqId);
var startTs = Stopwatch.GetTimestamp();
var seq = _session!.NextOutboundSeqNum();
var buffer = new byte[QuoteRequestData.MESSAGE_SIZE + 32];
var len = OrderEntryEncoder.EncodeQuoteRequest(buffer, request, _options, seq);
await _session.SendApplicationFrameAsync(buffer, len, ct).ConfigureAwait(false);
var seq = await SendOrderEntryFrameAsync(s =>
{
var buffer = new byte[QuoteRequestData.MESSAGE_SIZE + 32];
var len = OrderEntryEncoder.EncodeQuoteRequest(buffer, request, _options, s);
return (buffer, len);
}, ct).ConfigureAwait(false);
await AppendOutboundDeltaAsync(seq, request.QuoteReqId, request.SecurityId, ct).ConfigureAwait(false);
EntryPointTelemetry.OrdersSubmitted.Add(1, new KeyValuePair<string, object?>("kind", "QuoteRequest"));
RecordLatency(startTs, OutboundRequestKind.NewOrder);
Expand All @@ -1130,10 +1181,12 @@ public async Task SendQuoteAsync(QuoteMessage quote, CancellationToken ct = defa
await EvaluateRiskAsync(OutboundRequestKind.NewOrder, quote, quote.SecurityId, quote.QuoteId, ct).ConfigureAwait(false);
using var activity = StartOutbound("entrypoint.quote", OutboundRequestKind.NewOrder, quote.SecurityId, quote.QuoteId);
var startTs = Stopwatch.GetTimestamp();
var seq = _session!.NextOutboundSeqNum();
var buffer = new byte[QuoteData.MESSAGE_SIZE + 32];
var len = OrderEntryEncoder.EncodeQuote(buffer, quote, _options, seq);
await _session.SendApplicationFrameAsync(buffer, len, ct).ConfigureAwait(false);
var seq = await SendOrderEntryFrameAsync(s =>
{
var buffer = new byte[QuoteData.MESSAGE_SIZE + 32];
var len = OrderEntryEncoder.EncodeQuote(buffer, quote, _options, s);
return (buffer, len);
}, ct).ConfigureAwait(false);
await AppendOutboundDeltaAsync(seq, quote.QuoteId, quote.SecurityId, ct).ConfigureAwait(false);
EntryPointTelemetry.OrdersSubmitted.Add(1, new KeyValuePair<string, object?>("kind", "Quote"));
RecordLatency(startTs, OutboundRequestKind.NewOrder);
Expand All @@ -1147,10 +1200,12 @@ public async Task CancelQuoteAsync(string quoteId, CancellationToken ct = defaul
await EvaluateRiskAsync(OutboundRequestKind.Cancel, quoteId, 0UL, quoteId, ct).ConfigureAwait(false);
using var activity = StartOutbound("entrypoint.quote_cancel", OutboundRequestKind.Cancel, 0UL, quoteId);
var startTs = Stopwatch.GetTimestamp();
var seq = _session!.NextOutboundSeqNum();
var buffer = new byte[QuoteCancelData.MESSAGE_SIZE + 32];
var len = OrderEntryEncoder.EncodeQuoteCancel(buffer, quoteId, 0UL, _options, seq);
await _session.SendApplicationFrameAsync(buffer, len, ct).ConfigureAwait(false);
var seq = await SendOrderEntryFrameAsync(s =>
{
var buffer = new byte[QuoteCancelData.MESSAGE_SIZE + 32];
var len = OrderEntryEncoder.EncodeQuoteCancel(buffer, quoteId, 0UL, _options, s);
return (buffer, len);
}, ct).ConfigureAwait(false);
await AppendOutboundDeltaAsync(seq, quoteId, 0UL, ct).ConfigureAwait(false);
EntryPointTelemetry.OrdersCancelled.Add(1, new KeyValuePair<string, object?>("kind", "QuoteCancel"));
RecordLatency(startTs, OutboundRequestKind.Cancel);
Expand Down Expand Up @@ -1680,6 +1735,7 @@ public async ValueTask DisposeAsync()
{
await StopActiveSessionAsync(CancellationToken.None).ConfigureAwait(false);
_events.Writer.TryComplete();
_sendLock.Dispose();
}

/// <summary>
Expand Down
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