maxim2266 / fullfix Goto Github PK

I'm currently working on a project to parse log files full of FIX messages and create an orderbook from them. Most of my messages are of the form MarketDataFullRefresh and those are the ones I'm primarily concerned with.

I tried to build and run this on Windows and as expected it didn't work out because the code uses some Linux primitives. I'm curious if this will work on WSL2, however, as most of my infra is Windows based and I want to be prepared if I need to migrate it all to Linux.

Sidenote: I was able to build and run the FFP Repo in Windows but it doesn't have the functionality to build the parser tree from an XML spec.

Thanks!

I tried to write a toy program that uses the library to parse a single FIX message.

Included "fix.h" and FIX44.h (which got created from the complie-spec).

Created a parser_context structure:

typedef struct
{
fix_parser* parser;

}parser_context;

Wrote a simple parsing function:

int parse(parser_context* context, const void* buff, unsigned n)
{
// const fix_parser_result* res =get_first_fix_message(context->parser, buff, n);
// printf("%d", res->msg_type_code);
for(const fix_parser_result* res =get_first_fix_message(context->parser, buff, n);
res != NULL;
res = get_next_fix_message(context->parser))
{printf("Entered Loop");
if(res->error.code == FE_OK)
printf("Parsing Successful");
else
printf(CParsing Failed");

}
free_fix_parser(context-> parser);
return 1;

}

Instantiated the context in main:

int main()
{
parser_context* f1 = malloc(sizeof(parser_context));
f1->parser = create_FIX44_parser(); //This constructor was created by compile-spec

char buffer[1000];

printf("Enter the FIX message");
fgets(buffer, 1000, stdin);
parse(f1, buffer, strlen(buffer));
return 0;

}

In the standard input, I provided the following FIX message:

8=FIX.4.4\x019=178\x0135=D\x0149=SenderCompID\x0156=TargetCompID\x0134=1122\x0152=20210907-09:30:00.000\x0111=12345\x0121=1\x0155=MSFT\x0154=1\x0160=20210907-09:30:00.000\x0138=100\x0140=2\x0144=300.00\x0159=0\x0110=128\x01

The program never entered the for loop in the parse function.

To check what was happening, I uncommented the first two lines in the parse function to see what the parser was returning.

res->msg_type_code and even trying to print the error code both returned seg faults.

Is there any modification I should be making to my implementation?

Thanks!

Hello Maxim,

First of all: Thank you for your hard work.

I'm planning to use FullFIX for a mid-large research project and am therefore highly interested in getting this to stable status.

Are there any todos on your list regarding functionality (or anything else) of this library? How could the community be of help?

-- Tas