Fix2Json

Overview

Fix2Json is a simple JAVA CLI application that converts a given raw FIX strings ( which are generally very hard to understand ) to their JSON equivalents ( which one can understand much more clearly ).

Having, a JSON equivalent for the FIX message not only improves the readability of the message but also makes it easier to store in NoSQL databases as they generally tend to support JSON messages, further it becomes much easier to search through the messages.

The application has been built using the following libraries:

• picocli
• simple-json
• QuickFIX/J

Using the application

• Clone the repository using the following command

  git clone https://github.com/Taru-garg/Fix2Json

• If you have IntelliJ or some other IDE which enables you to directly build JAVA projects, then great! Not a lot of things to do. Just build the project and run it. You can simply pass in --help or -h as the command line argument.

• To build the repository from scratch follow the steps

  brew install mvn
  # Once in the repo run
  mvn package
  # this would create a jar in target directory which you can run as follows
  java -jar target/Fix2Json-1.0-jar-with-dependencies.jar --help

Sample generated

The following section shows a sample message that can be generated from a given FIX message.

Raw FIX String

8=FIX.4.4|9=247|35=s|34=5|49=sender|52=20060319-09:08:20.881|56=target|22=8|40=2|44=9|48=ABC|55=ABC|60=20060319-09:08:19|548=184214|549=2|550=0|552=2|54=1|453=2|448=8|447=D|452=4|448=AAA35777|447=D|452=3|38=9|54=2|453=2|448=8|447=D|452=4|448=aaa|447=D|452=3|38=9|10=056|

Generated JSON equivalent

[
  {
    "Header": {
      "BeginString": "FIX.4.4",
      "SenderCompID": "sender",
      "SendingTime": "20060319-09:08:20.881",
      "TargetCompID": "target",
      "MsgType": "s",
      "MsgSeqNum": "5",
      "BodyLength": "247"
    },
    "Body": {
      "Price": "9",
      "OrdType": "2",
      "Symbol": "ABC",
      "CrossType": "2",
      "CrossID": "184214",
      "SecurityIDSource": "8",
      "SecurityID": "ABC",
      "NoSides": [
        {
          "Side": "1",
          "OrderQty": "9",
          "NoPartyIDs": [
            {
              "PartyRole": "4",
              "PartyID": "8",
              "PartyIDSource": "D"
            },
            {
              "PartyRole": "3",
              "PartyID": "AAA35777",
              "PartyIDSource": "D"
            }
          ]
        },
        {
          "Side": "2",
          "OrderQty": "9",
          "NoPartyIDs": [
            {
              "PartyRole": "4",
              "PartyID": "8",
              "PartyIDSource": "D"
            },
            {
              "PartyRole": "3",
              "PartyID": "aaa",
              "PartyIDSource": "D"
            }
          ]
        }
      ],
      "CrossPrioritization": "0",
      "TransactTime": "20060319-09:08:19"
    },
    "Trailer": {
      "CheckSum": "056"
    }
  }
]

Pending Items

1. Allow the user to pass their own custom data dictionary.
2. Allow processing of zipped files.
3. While the conversion is pretty fast, we can try and improve it by using multiple threads when doing the conversion from QuickFix::Message to JSON.