forked from sidorovis/fix_engine
/
message.rb
231 lines (192 loc) · 5.69 KB
/
message.rb
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
class FIX::Message
class FieldsList
include Enumerable
def initialize
@fields = []
@mapping_identifiers = {}
@mapping_names = {}
end
def <<(field)
position = @mapping_identifiers[field.identifier] || @mapping_names[field.name]
if position
@fields[position] = field
else
@fields << field
position = @fields.length - 1
@mapping_identifiers[field.identifier] = position
@mapping_names[field.name] = position
end
self
end
def delete(name_or_identifier)
position = @mapping_identifiers.delete(name_or_identifier) || @mapping_names.delete(name_or_identifier)
raise ArgumentError unless position
@fields.delete_at(position)
end
def [](name_or_identifier)
position = @mapping_identifiers[name_or_identifier] || @mapping_names[name_or_identifier]
return nil unless position
@fields[position]
end
def each(&block)
@fields.each(&block)
end
def -(other_list)
fl = FieldsList.new
self.each do |field|
unless other_list[field.identifier]
fl << field
else
end
end
fl
end
def +(other_list)
fl = FieldsList.new
self.each do |field|
fl << field
end
other_list.each do |field|
fl << field
end
fl
end
end
class Field
attr_accessor :name, :identifier, :value, :schema
def initialize(schema, name_or_identifier, value)
if name_or_identifier.is_a?(Fixnum) || name_or_identifier =~ /^\d+$/
@identifier = name_or_identifier.to_s
else
@name = name_or_identifier
end
@value = value
@schema = schema
end
def identifier
@identifier ||= begin
if el_field = schema.field(@name)
el_field.attributes['number']
else
raise "No field '#{@name}' in schema."
end
end
end
def name
@name ||= begin
if el_field = schema.field(@identifier)
el_field.attributes['name']
else
raise "No field '#{@identifier}' in schema."
end
end
end
def to_s
"#{identifier}=#{value}"
end
end
SEP = "\01".freeze
attr_accessor :session
def schema
session.schema
end
def initialize(session, msg_type, extra_fields = {})
@session = session
@begin_string = session.begin_string
@fields = FieldsList.new
@msg_def = nil
# process msg_type
if @msg_def = schema.message(msg_type)
@msg_type = @msg_def.attributes['msgtype']
end
self.add_field("MsgType", @msg_type || msg_type)
@extra_fields = extra_fields
add_extra_fields
end
def reset
@value = nil
end
def add_required_header_fields
schema.required_header_fields.each do |el|
next if ['BeginString', 'BodyLength', 'MsgType', 'SendingTime'].include?(el.attributes['name'])
if session.properties.has_key?(el.attributes['name'])
self.add_field(el.attributes['name'], session.properties[el.attributes['name']])
else
raise "Header field '#{el.attributes['name']}' required, but could not locate data."
end
end
end
def add_sending_time_filed
# sending time
#self.add_field('SendingTime', Time.new.utc.strftime('%Y%m%d-%H:%M:%S.%3N')) # ruby 1.9 only
t = Time.new.utc # the following is ruby 1.8-compatible:
tf = t.to_f
milliseconds = ((tf - tf.floor) * 1000).round.to_s.ljust(3, '0')
self.add_field('SendingTime', t.strftime("%Y%m%d-%H:%M:%S.#{milliseconds}"))
end
def add_extra_fields
@extra_fields.each_pair do |key, value|
self.add_field(key, value)
end
end
def add_message_definition_fields
return unless @msg_def
@msg_def.find('field[@required="Y"]').each do |el|
if session.properties.has_key?(el.attributes['name'])
self.add_field(el.attributes['name'], session.properties[el.attributes['name']])
else
raise "Field '#{el.attributes['name']}' required by message type #{@msg_type}, but could not locate data."
end
end
end
def to_s
value
end
def value
@value ||= begin
add_required_header_fields
add_sending_time_filed
add_message_definition_fields
msg_to_string
end
end
def add_field(name, value)
@fields << Field.new(schema, name, value)
return self
end
def self.checksum(str)
i = 0
str.each_byte do |b|
i += b # unless b == 1
end
(i % 256).to_s.rjust(3, '0')
end
protected
def msg_to_string
msg_body_str = msg_body
msg_str = Field.new(schema, "BeginString", @begin_string).to_s << SEP # msg_str = "8=FIX.4.4" << "|"
msg_str << Field.new(schema, "BodyLength", msg_body_str.length).to_s # msg_str << "9=79"
msg_str << msg_body_str << SEP # meg_str << "|35=A|49=SenderCompID|56=TargetCompID|34=1|52=20130321-10:56:24.765|98=0|108=30" << "|"
msg_str << checksum_field(msg_str) << SEP # msg_str << "10=006" << "|"
msg_str # "8=FIX.4.4|9=79|35=A|49=SenderCompID|56=TargetCompID|34=1|52=20130321-10:56:24.765|98=0|108=30|10=006|"
end
def header_fields
schema.header_fields.inject(FieldsList.new) do |list, schema_filed|
if field = @fields[schema_filed.attributes['name']]
list << field
end
list
end
end
def msg_body
h_fields = header_fields
body_fields = @fields - h_fields
fields = h_fields + body_fields
"".tap do |str|
str << SEP + fields.map(&:to_s).join(SEP)
end
end
def checksum_field(str)
Field.new(schema, "CheckSum", self.class.checksum(str)).to_s
end
end