logotype / fixparser

FIX5.0SP2 parser.

fixparser

Migrated to GitLab https://gitlab.com/logotype/fixparser

fixparser's Issues

connect function is mis-specified

The connect() function in the FIXParser class doesn't work. It does not properly pass the values to the object instance. (src/FIXParser.js).

The issue seems to be the parameters is misspecified. Currently, the parameter is being evaluated to a blank object.

This:
connect({ host = 'localhost', port = '9878', sender = 'SENDER', target = 'TARGET', heartbeatIntervalMs = 60000, fixVersion = this.fixVersion } = {}) {

Probably should be this:
connect({ host = 'localhost', port = '9878', sender = 'SENDER', target = 'TARGET', heartbeatIntervalMs = 60000, fixVersion = this.fixVersion }) {

Or better yet support an object passed in with the various options. Options not included are defaulted.

Thanks.

FIX API is not able to connect

Hello,
Using Fixparser,I want to implement FIX API.
I was trying to connect with "Logon". Its sending message but no any response. How can i sure that response comes or not ?
Can you please help to resolve this ?

Do not replace | characters with \x01 if separator is \x01

If we parse a fix string which is already separated with \x01 characters FIXParser.js#L26 incorrectly replaces these with additional \x01 characters which then result in items with tag NaN. It would be preferable to make the split character an optional argument to FIXParser#parse and not perform this replacement.

https://codepen.io/anon/pen/vZXRNV

Checksum is not valid

Good day, we are having trouble producing a heartbeat and connecting to the FIX Server. We have an issue with validating the Checksum. Below is our setup:

const  heartbeat = fixParser.createMessage(
  new Field(Fields.BeginString, config.FIXVERSION),
  new Field(Fields.MsgType, Messages.Heartbeat),
  new Field(Fields.MsgSeqNum, fixParser.getNextTargetMsgSeqNum()),
  new Field(Fields.SenderCompID, config.SENDER),
  new Field(Fields.SendingTime, fixParser.getTimestamp()),
  new Field(Fields.TargetCompID, config.TARGET),
);

const messages = fixParser.parse(heartbeat.encode('|'));
console.log(messages);

Result:

[ e {
    fixVersion: undefined,
    data: [ [e], [e], [e], [e], [e], [e], [e], [e] ],
    string:
     '8=FIX.4.4\u00019=63\u000135=0\u000134=1\u000149=fxpro.8143712\u000152=20190504-05:49:29.686\u000156=CSERVER\u000110=041\u0001',
    description: 'Heartbeat',
    messageType: '0',
    messageContents: [ [Object], [Object], [Object] ],
    bodyLengthValid: true,
    checksumValid: false,
    checksumValue: '041',
    checksumExpected: '204',
    bodyLengthValue: 63,
    bodyLengthExpected: 63 } ]

How can we produce a message that is valid? Are we doing something wrong or missing some configurations?

BeginString field is hardcoded to FIX.4.2 within Message.encode method.

How can I send messages for FIX.4.3 version?

My server understands FIX.4.3 and trying to use fixparser for the client, but fixparser layer is always populating BeginString field to FIX.4.2.

FIXParser constructor takes approx 8 seconds

When creating a new FIXParser instance, the constructor takes approximately 8 seconds to complete.

console.log("start", new Date());
const FIXParser = require('fixparser');
console.log("create", new Date());
const fixParser = new FIXParser.default();
console.log("parse", new Date());
console.log(fixParser.parse('8=FIX.4.2|9=51|35=0|34=703|49=ABC|52=20100130-10:53:40.830|56=XYZ|10=249|'));
console.log("done", new Date());

produces the following output:

start 2018-06-27T08:52:48.148Z
create 2018-06-27T08:52:48.298Z
parse 2018-06-27T08:52:56.348Z
[ A {
    fixVersion: undefined,
    data:
     [ [Object],
       [Object],
       [Object],
       [Object],
       [Object],
       [Object],
       [Object],
       [Object] ],
    string: '8=FIX.4.2\u00019=51\u000135=0\u000134=703\u000149=ABC\u000152=20100130-10:53:40.830\u000156=XYZ\u000110=249\u0001',    description: 'Heartbeat',
    messageType: '0',
    messageContents: [ [Object], [Object], [Object] ],
    bodyLengthValid: true,
    checksumValid: true,
    checksumValue: '249',
    checksumExpected: '249',
    bodyLengthValue: 51,
    bodyLengthExpected: 51 } ]
done 2018-06-27T08:52:56.348Z

This seems like a long time. we are using the parser in web workers so this introduces a long delay when starting a worker up.

I'll try and do some more investigation and post additional info here should I discover the cause.

Add TypeScript definitions

For starters, thanks for the fantastic library. I'm currently using it in a TypeScript project and having a TypeScript definition file would go a long way to make it even more useful. I've coded one up for my personal use but could merge it in here if you were interested. Thoughts?

FIXParser is not a constructor

Hello, I'm getting FIXParser is not a constructor with the following code:

const FIXParser = require('fixparser');
const fixParser = new FIXParser();

Node v9.10.1

data.charCodeAt(9) is not the first separator for FIX 5.0

Messages using the latest FIX spec have a header with tag 8 = FIXT.1.1 which results in firstSeparator set to 1