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https://github.com/whoan/fixparser
:bank: A Rust/WASM library to parse FIX messages without a dictionary
https://github.com/whoan/fixparser
fix fix-parser fix-protocol hacktoberfest json parser wasm
Last synced: 3 months ago
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:bank: A Rust/WASM library to parse FIX messages without a dictionary
- Host: GitHub
- URL: https://github.com/whoan/fixparser
- Owner: whoan
- License: mit
- Created: 2020-06-21T22:20:42.000Z (over 4 years ago)
- Default Branch: master
- Last Pushed: 2021-06-05T14:35:37.000Z (over 3 years ago)
- Last Synced: 2024-10-30T01:43:34.639Z (3 months ago)
- Topics: fix, fix-parser, fix-protocol, hacktoberfest, json, parser, wasm
- Language: Rust
- Homepage:
- Size: 64.5 KB
- Stars: 22
- Watchers: 6
- Forks: 1
- Open Issues: 0
-
Metadata Files:
- Readme: readme.md
- License: LICENSE
Awesome Lists containing this project
README
# fixparser
[](https://crates.io/crates/fixparser)
[](https://docs.rs/fixparser)
Parse FIX messages without a FIX dictionary universally thanks to Rust + WASM.
```
[dependencies]
fixparser = "0.1.5"
```
It currently supports the following input/output formats:
**Input:**
- [FIX Tag=Value (classic FIX)](https://www.fixtrading.org/standards/tagvalue/)
**Output:**
- Json (`serde_json::value::Value`)
> **In WASM, the output is a JSON string.**
## Goal
To have a universal low-level mechanism to convert FIX messages to something easier to consume by higher-level tools. In such tools, you can combine the output of this library (json) with a FIX dictionary and let your dreams come true :nerd_face:.
## Examples
### Rust
```rust
let input = "Recv | 8=FIX.4.4 | 555=2 | 600=CGY | 604=2 | 605=F7 | 605=CGYU0 | 600=CGY | 10=209";
println!("{}", fixparser::FixMessage::from_tag_value(&input).unwrap().to_json());
```
```rust
// this input has the non-printable SOH character (0x01) as the separator of the fields
let input = "8=FIX.4.4555=2600=CGY604=2605=F7605=CGYU0600=CGY10=209";
println!("{}", fixparser::FixMessage::from_tag_value(&input).unwrap().to_json());
```
For any of those examples you will have this output:
```
{"8":"FIX.4.4","555":[{"600":"CGY","604":[{"605":"F7"},{"605":"CGYU0"}]},{"600":"CGY"}],"10":"209"}
```
Or prettier (`jq`'ed):
```
{
"8": "FIX.4.4",
"555": [
{
"600": "CGY",
"604": [
{
"605": "F7"
},
{
"605": "CGYU0"
}
]
},
{
"600": "CGY"
}
],
"10": "209"
}
```
Give it a try:
```bash
cargo run --example from-stdin
```
### WASM / JS
```bash
yarn add @whoan/fixparser
```
```js
const js = import('@whoan/fixparser')
js.then(fixparser => console.log(fixparser.from_tag_value_to_json('8=FIX.4.4 | 10=909')))
```
```
{"8":"FIX.4.4","10":"909"}
```
## Goodies
- It supports repeating groups
- You don't need a FIX dictionary. It is easy to create a tool to combine the output (json) with a dictionary
- You don't need to specify the separator of the input string as long as they are consistent. eg: 0x01, |, etc...
- You don't need to trim the input string as the lib detects the beginning and end of the message
- You don't need a delimiter (eg: SOH) in the last field
- It makes minimal validations on the message to allow parsing FIX messages with wrong values
- It has WASM bindings to use the library universally (eg: with [wasmer](https://wasmer.io))
## Features
You can debug the library using the `debugging` feature:
```
fixparser = { version = "", features = ["debugging"] }
```
## Nive-to-have features
- Support [data fields](https://www.onixs.biz/fix-dictionary/5.0.SP2/index.html): data, and XMLData
- Support more [input encodings](https://www.fixtrading.org/standards/)
## Limitations
- There is a scenario where the library needs to make assumptions as it can't guess the format without a dictionary. Example:
```
8=FIX.4.4 | 1000=2 | 1001=1 | 1002=2 | 1001=10 | 1002=20 | 1003=30 | 10=209
^ ^
group 1000 does 1003 belong to the second repetition of group 1000?
```
In such a scenario, it will assume *1003* does NOT belong to the group. Doing so, it's easier to fix it with the help of other tools which use FIX dictionaries (coming soon? let's see).
## License
[MIT](https://github.com/whoan/fixparser/blob/master/LICENSE)