READEME NOT UP TO DATE

NOT FOR PRODUCTION...

FIX Protocol

A reader, writer, client and server around FIX Protocol.

Dictionaries

Dictionaries describe how to define a message. They are mandatory to read a message.

Dictionaries are JSON formatted. You can have load the dictionaries as follow

var dictionary = require( 'path_to_my_dictionaries_version44' );

To adapt the dictionay to your client need, copy and paste one dictionary and change it to adapt it to your clients needs:

• add fields
• add components
• change 'require' flag on a field

Reader

Almost done. I need to do MANY MORE TEST.

Here is an example;

var fs = require( 'fs');

var fixp = require( 'fixp' );

console.log( 'dirname: ' + __dirname );

// get the readable stream
var readable = fs.createReadStream( __dirname + '/../samples/message1.txt');
// get your dictionary
var dictionary = __dirname + '/../dictionaries/fix44.json';
// perform validation of the message (use event emitter)
var options = {
    validation: true
};
// read the message
fixp.readFix( readable, dictionary, options )
// validation callback
.on( 'validation-end', function ( valid , errors ) { 
    console.log( 'validator errors ? ' + valid );
} ) 
// errors handlers while reading the stream
.on( 'errors', function ( err ) {
    console.error( 'Errors:' );
    console.error( err );
} )
// handler once the reader has finished to read ALL the message content
.on( 'message', function ( message ) { 
    console.log( 'Message parsed:' );
    console.log( message );
} )
;

TODO

Here a list of todos

• Test
• • add test to stream multiple FIX messages in the same readable stream
• • add test (Node.js and test with QuickFixJ)
• change the reader to inherit from the Node.js Stream interface
• create the writer
• create a client and a server
• add condition on fileds in the message: a field is required if another field has the value 'foo'.

References

• http://www.fixtradingcommunity.org/pg/structure/tech-specs/encodings-for-fix