https://github.com/joelibaceta/fix-protocol

FIX message classes, parsing and generation
https://github.com/joelibaceta/fix-protocol

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FIX message classes, parsing and generation

• Host: GitHub
• URL: https://github.com/joelibaceta/fix-protocol
• Owner: joelibaceta
• License: mit
• Created: 2015-09-14T07:30:41.000Z (almost 10 years ago)
• Default Branch: master
• Last Pushed: 2015-01-13T12:08:28.000Z (over 10 years ago)
• Last Synced: 2025-04-14T04:00:44.872Z (2 months ago)
• Language: Ruby
• Size: 504 KB
• Stars: 0
• Watchers: 1
• Forks: 7
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

        
FIX Protocol [![Build Status](https://secure.travis-ci.org/Paymium/fix-protocol.png?branch=master)](http://travis-ci.org/Paymium/fix-protocol) [![Coverage Status](https://img.shields.io/coveralls/Paymium/fix-protocol.svg)](https://coveralls.io/r/Paymium/fix-protocol?branch=master) [![Gem Version](https://badge.fury.io/rb/fix-protocol.svg)](http://badge.fury.io/rb/fix-protocol)

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This FIX protocol wrapper enables one to easily parse and create messages complying with the FIX 4.4 specification. 

It includes definitions for admin messages (logon, logout, reject, heartbeat, resend request, test request), for some market data messages (market data request, market data snapshot, and market data incremental refresh) as well as the ability to easily define other ones.

## Message creation example

Messages are created by instantiating the relevant message class and serialized using the `#dump` method.

````ruby

require 'fix/protocol'

msg = FP::Messages::Logon.new

msg.sender_comp_id  = 'MY_ID'

msg.target_comp_id  = 'MY_COUNTERPARTY'

msg.msg_seq_num     = 0

msg.username        = 'MY_USERNAME'

if msg.valid?

  puts msg.dump

else

  puts msg.errors.join(", ")

end

````

Which would output the sample message : `8=FIX.4.4\x019=105\x0135=A\x0149=MY_ID\x0156=MY_COUNTERPARTY\x0134=0\x0152=20141021-10:33:15\x0198=0\x01108=30\x01553=MY_USERNAME\x01141=\x0110=176\x01`

## Message definition example

Complex message definition is possible using a simple DSL as shown below.

````ruby

module Fix 

  module Protocol

    module Messages

      class MarketDataRequest < Message

        SUBSCRIPTION_TYPES = { 

          snapshot:     0,  

          updates:      1,  

          unsubscribe:  2

        }   

        MKT_DPTH_TYPES = { 

          full: 0,

          top:  1

        }   

        UPDATE_TYPES = { 

          full:         0,  

          incremental:  1

        }   

        unordered :body do

          field :md_req_id,                 tag: 262, required: true

          field :subscription_request_type, tag: 263, required: true, type: :integer, mapping: SUBSCRIPTION_TYPES

          field :market_depth,              tag: 264, required: true, type: :integer, mapping: MKT_DPTH_TYPES

          field :md_update_type,            tag: 265, required: true, type: :integer, mapping: UPDATE_TYPES

          collection :md_entry_types, counter_tag: 267, klass: FP::Messages::MdEntryType

          collection :instruments,    counter_tag: 146, klass: FP::Messages::Instrument  

        end 

      end 

    end 

  end 

end

````