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Protocol-FIX-0.08
River stage zero No dependents
/ Protocol::FIX

NAME

Protocol::FIX - Financial Information eXchange (FIX) messages parser/serializer

SYNOPSIS


            

              
              
use Protocol::FIX;
my $proto = Protocol::FIX->new('FIX44')->extension('t/data/extension-sample.xml');
my $serialized = $proto->serialize_message('IOI', [
        SenderCompID => 'me',
        TargetCompID => 'you',
        MsgSeqNum    => 1,
        SendingTime  => '20090107-18:15:16',
        IOIID        => 'abc',
        IOITransType => 'CANCEL',
        IOIQty       => 'LARGE',
        Side         => 'BORROW',
        Instrument => [
            Symbol  => 'EURUSD',
            EvntGrp => [ NoEvents => [ [EventType => 'PUT'], [EventType => 'CALL'], [EventType => 'OTHER'] ] ],
        ],
        OrderQtyData  => [
            OrderQty => '499',
        ],
    ]);
# managed fields (BeginString, MsgType, and CheckSum) are handled automatically,
# no need to provide them
my ($message_instance, $error) = $proto->parse_message(\$serialized);
print("No error on parsing message");
print "Message, ", $message_instance->name, " / ", $message_instance->category, "\n";
print "Field 'SenderCompID' value: ", $message_instance->value('SenderCompID'), "\n";
print "Component 'OrderQtyData' access: ",
    $message_instance->value('OrderQtyData')->value('OrderQty'), "\n";
my $group = $message_instance->value('Instrument')->value('EvntGrp')->value('NoEvents');
print "0th group 'NoEvents' of component 'Instrument/EvntGrp' access: ",
    $group->[0]->value('EventType'), "\n";
my $buff = '';
($message_instance, $error) = $proto->parse_message(\$buff);
# no error nor message_instance, as there is no enough data.

See also the "eg" folder for sample of FIX-server.

DESCRIPTION

With this module you can easily create new FIX messages in human-readable way, i.e. use names like OrderQty => '499', instead of directly wring string like '39=499'; and vise versa, you can parse the gibberish FIX messages to access fields in human-readable way too.

The module checks that mandatory fields are present, and that field values bypass the validation.

METHODS

new


            

              
              
new($class, $version)

Creates new protocol instance for the specified FIX protocol version. Currently shipped version is 'FIX44'.

The xml with protocol definition was taken at http://quickfixengine.org/.

extension


            

              
              
extension($self, $extension_path)

Modifies the protocol, by loading XML extension.

The extension might contain additional messages or fields. The extension XML should conform the format as the protocol definition itself, i.e.:


            

              
              
<fix type='FIX' major='4' minor='4' servicepack='0'>
        <messages>
                <message name='Logon' msgtype='A' msgcat='admin'>
                        <field name='EncryptMethod' required='Y' />
                        <field name='HeartBtInt' required='Y' />
                        <field name='ResetSeqNumFlag' required='N' />
                        <field name='Username' required='N' />
                        <field name='Password' required='N' />
                        <field name='AwesomeField' required='Y' />
                </message>
        </messages>
        <fields>
                <field number='33000' name='AwesomeField' type='STRING' />
        </fields>
</fix>

serialize_message


            

              
              
serialize_message($self, $message_name, $payload)

Returns serialized string for the supplied $message_name and $payload. Dies in case of end-user (developer) error, e.g. if mandatory field is absent.

parse_message


            

              
              
parse_message($self, $buff_ref)
my ($message_instance, $error) = $protocol->parse($buff_ref);

Tries to parse FIX message in the buffer refernce.

In the case of success it returns MessageInstance and $error is undef. The string in $buff_ref will be consumed.

In the case of protocol error, the $message_instance will be undef, and $error will contain the error description. The string in $buff_ref will be kept untouched.

In the case, when there is no enough data in $buff_ref both $error and $message_instance will be undef. The string in $buff_ref will be kept untouched, i.e. waiting futher accumulation of bytes from network.

In other cases it dies; that indicates either end-user (developer) error or bug in the module.

METHODS (for protocol developers)

humanize


            

              
              
humanize ($buffer)

Returns human-readable string for the buffer. I.e. is just substitutes SOH to " | ".

This might be usable during development of own FIX-client/server.

is_composite


            

              
              
is_composite($object)

Checks whether the supplied $object conforms "composte" concept. I.e. is it is Field, LGroup, Component or Mesassage.

field_by_name


            

              
              
field_by_name($self, $field_name)

Returns Field object by it's name or dies with error.

field_by_number


            

              
              
field_by_number($self, $field_number)

Returns Field object by it's number or dies with error.

component_by_name


            

              
              
component_by_name($self, $name)

Returns Component object by it's name or dies with error.

message_by_name


            

              
              
message_by_name($self, $name)

Returns Message object by it's name or dies with error.


            

              
              
header($self)

Returns Message's header

trailer


            

              
              
trailer($self)

Returns Message's trailer

id


            

              
              
id($self)

Returns Protocol's ID string, as it appears in FIX message (BeginString field).

managed_composites


            

              
              
managed_composites()

Returns list of fields, managed by protocol. Currently the list consists of fields: BeginString, MsgType, and CheckSum