fixparser

Parse FIX messages without a FIX dictionary universally thanks to Rust + WASM.

[dependencies]
fixparser = "0.1.5"

It currently supports the following input/output formats:

Input:

• FIX Tag=Value (classic FIX)

Output:

• Json (serde_json::value::Value)

In WASM, the output is a JSON string.

Goal

To have a universal low-level mechanism to convert FIX messages to something easier to consume by higher-level tools. In such tools, you can combine the output of this library (json) with a FIX dictionary and let your dreams come true :nerd_face:.

Examples

Rust

let input = "Recv | 8=FIX.4.4 | 555=2 | 600=CGY | 604=2 | 605=F7 | 605=CGYU0 | 600=CGY | 10=209";
println!("{}", fixparser::FixMessage::from_tag_value(&input).unwrap().to_json());

// this input has the non-printable SOH character (0x01) as the separator of the fields
let input = "8=FIX.4.4
555=2
600=CGY
604=2
605=F7
605=CGYU0
600=CGY
10=209";
println!("{}", fixparser::FixMessage::from_tag_value(&input).unwrap().to_json());

For any of those examples you will have this output:

{"8":"FIX.4.4","555":[{"600":"CGY","604":[{"605":"F7"},{"605":"CGYU0"}]},{"600":"CGY"}],"10":"209"}

Or prettier (jq'ed):

{
  "8": "FIX.4.4",
  "555": [
    {
      "600": "CGY",
      "604": [
        {
          "605": "F7"
        },
        {
          "605": "CGYU0"
        }
      ]
    },
    {
      "600": "CGY"
    }
  ],
  "10": "209"
}

Give it a try:

cargo run --example from-stdin

WASM / JS

yarn add @whoan/fixparser

const js = import('@whoan/fixparser')
js.then(fixparser => console.log(fixparser.from_tag_value_to_json('8=FIX.4.4 | 10=909')))

Goodies

• It supports repeating groups
• You don't need a FIX dictionary. It is easy to create a tool to combine the output (json) with a dictionary
• You don't need to specify the separator of the input string as long as they are consistent. eg: 0x01, |, etc...
• You don't need to trim the input string as the lib detects the beginning and end of the message
• You don't need a delimiter (eg: SOH) in the last field
• It makes minimal validations on the message to allow parsing FIX messages with wrong values
• It has WASM bindings to use the library universally (eg: with wasmer)

Features

You can debug the library using the debugging feature:

fixparser = { version = "<version>", features = ["debugging"] }

Nive-to-have features

• Support data fields: data, and XMLData
• Support more input encodings

Limitations

• There is a scenario where the library needs to make assumptions as it can't guess the format without a dictionary. Example:

8=FIX.4.4 | 1000=2 | 1001=1 | 1002=2 | 1001=10 | 1002=20 | 1003=30 | 10=209
              ^                                              ^
          group 1000                does 1003 belong to the second repetition of group 1000?

In such a scenario, it will assume 1003 does NOT belong to the group. Doing so, it's easier to fix it with the help of other tools which use FIX dictionaries (coming soon? let's see).

License

MIT