dendisuhubdy / fixprime

Fix protocol engine

FixPrime

FixPrime is a project (still under development), whose scope is to provide a very flexible framework to develop applications based in the fix protocol (Financial Information Exchange). ###Currently available features in test:

• Full customization of the specification of all fix protocol versions.
• Message parser.
• Message serializer.
• Unlimited Nesting of repeating groups.

###Complete set of features planned in the project scope:

• Full protocols customization.
• Message parser.
• Message serializer.
• Customization of callback for Fix protocol events.
• Automatic message sequencing.
• Automatic session layer interaction.
• Full message's hierarchies navigation.
• Unlimited Nesting of repeating groups.
• Automatic validation of Fix protocol datatypes.
• Automatic validation of field's valid values.
• Definition of multiple session engines
• Behavior as Acceptor or initiator.

###Project's dependencies boost libraries - Release 1.58.0 Download and install the boost libraries following the boost libraries's site instructions.

GNU Compiler for c++ version 4.7.2 or above

Jsoncpp - Even though the project uses jsoncpp, you don't need to do anything about it, because the project has included the amalgamated version of jsoncpp source code.

###Quick Start using Fix Prime Download and install the boost libraries following the boost libraries's site instructions.

Clone the project in your system.

git clone https://github.com/xjrueda/fixprime.git

Build the project using the MakeFile included.

make

copy the library into your local lib folder. Replace 'yourpath' for the appropiate path in your system.

sudo cp yourpath/fixprime/dist/Debug/GNU-Linux-x86/libsFixPrime.so /usr/local/lib

Start using the library. Create a new project and link it with the libsFixPrime.so library

#include "FixDictionary.h"
using namespace std;
using namespace fprime;
int main(int argc, char** argv) {
    try {
        /* 
         * Instantiate  the fix dictionary.
         * You can use a shared pointer to the dictionary and load all protocol 
         * specifications only once in order to be used  in all application 
         * contexts.
         * 
         * Other option is instantiate directly a instance of the dictionary 
         * like this:
         *  
         * FixDictionary myFixDictionary;
         */
        FixDictionary::FixDictionaryPtr fixDictionaryPtr(new FixDictionary);
        /*
         * Load the protocols defined on the folder FixSpecifications.
         * The file FixVersion contains the path for every fix protocol specification
         * Replace yourpath for your path in your operating system
         */
        fixDictionaryPtr->loadProtocols("yourpath/FixPrime/FixSpecifications/FixVersions.json");
        /*
         * Use the desired protocol version
         */
        Protocol::ProtocolPtr protocolPtr = fixDictionaryPtr->getProtocol("FIX.4.4");
        cout << "Protocols loaded successfully." << endl;
        return 0;
    } catch (const exception& e) {
        cout << "An exception was raised loading fix protocols: " << e.what() << endl;
    }

Producing messages

#include "FixDictionary.h"
using namespace std;
using namespace fprime;
int main(int argc, char** argv) {
    try {
        FixDictionary::FixDictionaryPtr fixDictionaryPtr(new FixDictionary);
        // replace for the your path 
        fixDictionaryPtr->loadProtocols("/apps/Dev/NetBeansProjects/FixPrime/FixSpecifications_2/FixVersions.json");
        Protocol::ProtocolPtr protocolPtr = fixDictionaryPtr->getProtocol("FIX.4.4");
        cout << "Protocols loaded sucessfully." << endl;
      
        //Get the desired message specifications
        Message logon = protocolPtr->getMessage("A");
      
        // Set the message values
        fprime::Node::NodePtr header = logon.getHeader();
        header->getChild(49)->setValue("ANYSENDER");
        header->getChild(56)->setValue("ANYTARGET");
        
        // Serialize the message
        cout << "Logon message in fix format is:  " << logon.toFix() << endl;
        return 0;
    } catch (const exception& e) {
        cout << "An exception was raised loading fix protocols: " << e.what() << endl;
    }
}

Populating repeating groups

#include "FixDictionary.h"
using namespace std;
using namespace fprime;
int main(int argc, char** argv) {
    try {
        FixDictionary::FixDictionaryPtr fixDictionaryPtr(new FixDictionary);
        // replace for the your path 
        fixDictionaryPtr->loadProtocols("/apps/Dev/NetBeansProjects/FixPrime/FixSpecifications_2/FixVersions.json");
        Protocol::ProtocolPtr protocolPtr = fixDictionaryPtr->getProtocol("FIX.4.4");
        cout << "Protocols loaded successfully." << endl;
      
        //Get the desired message specifications
        Message newOrderSingle = protocolPtr->getMessage("D");
      
        // Set the message values
        fprime::Node::NodePtr header = newOrderSingle.getHeader();
        fprime::Node::NodePtr body = newOrderSingle.getBody();
        header->getChild(8)->setValue("FIX.4.4");
        header->getChild(49)->setValue("ANYSENDER");
        header->getChild(56)->setValue("ANYTARGET");

        body->getChild(453)->appendGroupInstance();
        body->getChild(453)->getInstance(1)->getChild(448)->setValue("EXEFIRM00001");
        body->getChild(453)->getInstance(1)->getChild(447)->setValue("C");
        body->getChild(453)->getInstance(1)->getChild(452)->setValue("1");
        body->getChild(453)->appendGroupInstance();
        body->getChild(453)->getInstance(2)->getChild(448)->setValue("ENTERINFIRM01");
        body->getChild(453)->getInstance(2)->getChild(447)->setValue("C");
        body->getChild(453)->getInstance(2)->getChild(452)->setValue("7");
        
        
        // Serialize the message
        cout << "New Order message in fix format is:  " << newOrderSingle.toFix() << endl;
        return 0;
    } catch (const exception& e) {
        cout << "An exception was raised loading fix protocols: " << e.what() << endl;
    }
}

Parsing raw messages

#include "FixParser.h"
#include "Message.h"
#include "Protocol.h"
#include "FixDictionary.h"
using namespace std;
using namespace fprime;
int main(int argc, char** argv) {
    try {
        FixDictionary::FixDictionaryPtr fixDictionaryPtr(new FixDictionary);
        // replace for the your path 
        fixDictionaryPtr->loadProtocols("/apps/Dev/NetBeansProjects/FixPrime/FixSpecifications_2/FixVersions.json");
        Protocol::ProtocolPtr protocolPtr = fixDictionaryPtr->getProtocol("FIX.4.4");
        string rawMessage = "8=FIX.4.1\0019=61\00135=A\00134=1\00149=EXEC\00152=20121105-23:24:06\00156=BANZAI\00198=0\001108=30\00110=003\001";
        // Instanciate the parser        
        FixParser parser;
        //assign the de desired protocol to the parser
        parser.setProtocol(protocolPtr);
        // fast parsing. It is just a tag=value map.
        FixParser::FlatMessage flatMessage = parser.explode(rawMessage);
        //Complete message parsing. Returns a Message Object of the corresponding fix message type
        Message fixmsg = parser.parseMessage(flatMessage);
        // get message values
        string msgType = fixmsg.getHeader()->getChild(35)->getValue();
        cout << "Message type is " << msgType << endl;
        return 0;
    } catch (const exception& e) {
        cout << "An exception was raised loading fix protocols: " << e.what() << endl;
    }
}

New Features will be released soon.