Protocol::FIX - Financial Information eXchange (FIX) messages parser/serializer
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) = $proto->parse_message(\$buff); # no error nor message_instance, as there is no enough data.
See also the "eg" folder for sample of FIX-server.
With this module you can easily create new FIX messages in human-readable way, i.e. use names like OrderQty => '499', instead of directly wring string like '39=499'; and vise versa, you can parse the gibberish FIX messages to access fields in human-readable way too.
The module checks that mandatory fields are present, and that field values bypass the validation.
new($class, $version)
Creates new protocol instance for the specified FIX protocol version. Currently shipped version is 'FIX44'.
The xml with protocol definition was taken at http://quickfixengine.org/.
extension($self, $extension_path)
Modifies the protocol, by loading XML extension.
The extension might contain additional messages or fields. The extenation XML should conform the format as the protocol definition itself, i.e.:
<fix type='FIX' major='4' minor='4' servicepack='0'> <messages> <message name='Logon' msgtype='A' msgcat='admin'> <field name='EncryptMethod' required='Y' /> <field name='HeartBtInt' required='Y' /> <field name='ResetSeqNumFlag' required='N' /> <field name='Username' required='N' /> <field name='Password' required='N' /> <field name='AwesomeField' required='Y' /> </message> </messages> <fields> <field number='33000' name='AwesomeField' type='STRING' /> </fields> </fix>
serialize_message($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.
$message_name
$payload
parse_message($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.
MessageInstance
$error
$buff_ref
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.
$message_instance
In the case, when there is no enough data in $buff_ref both $error and $message_instance will be undef. The string in $buff_ref will be kept untouched, i.e. waiting futher accumulation of bytes from network.
In other cases it dies; that indicates either end-user (developer) error or bug in the module.
humanize ($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($object)
Checks whether the supplied $object conforms "composte" concept. I.e. is it is Field, LGroup, Component or Mesassage.
$object
field_by_name($self, $field_name)
Returns Field object by it's name or dies with error.
field_by_number($self, $field_number)
Returns Field object by it's number or dies with error.
component_by_name($self, $name)
Returns Component object by it's name or dies with error.
message_by_name($self, $name)
Returns Message object by it's name or dies with error.
header($self)
Returns Message's header
trailer($self)
Returns Message's trailer
id($self)
Returns Protocol's ID string, as it appears in FIX message (BeginString field).
managed_composites()
Returns list of fields, managed by protocol. Currently the list consists of fields: BeginString, MsgType, and CheckSum
To install Protocol::FIX, copy and paste the appropriate command in to your terminal.
cpanm
cpanm Protocol::FIX
CPAN shell
perl -MCPAN -e shell install Protocol::FIX
For more information on module installation, please visit the detailed CPAN module installation guide.