fixparser-plugin-messagestore-kdb

fixparser-plugin-messagestore-kdb is a FIXParser plugin designed for managing a message buffer in a KDB+ instance. It stores and retrieves FIX messages over a WebSocket connection to KDB+, providing an asynchronous interface for interacting with the data.

Features

- WebSocket Connection: Connects to a KDB+ instance via WebSocket to send and receive messages.
- Message Buffering: Stores messages in a configurable buffer, with an option to limit the buffer size.
- FIX Message Parsing: Uses a provided FIX parser to serialize/deserialize FIX messages.
- Asynchronous API: Supports asynchronous operations for adding, retrieving, and managing messages.

Installation

To install the dependencies, run:

``bash
npm install fixparser-plugin-messagestore-kdb
`

To setup KDB+, copy the files in kdb-files/ to the installation directory of KDB+, such as ~/q.
Edit script.q to configure the listening port.

`bash
chmod +x ./kdb.sh
./kdb.sh
`




Usage

$3

`typescript
import { FIXParser } from 'fixparser';
import { MessageStoreKDB } from 'fixparser-plugin-messagestore-kdb';

const fixParser = new FIXParser();
const store = new MessageStoreKDB({
host: 'localhost',
port: 1234,
parser: fixParser,
logger: fixParser.logger,
onReady: () => {
console.log('Connection to KDB+ established and ready.');
}
});

fixParser.connect({
host: 'localhost',
port: 9878,
protocol: 'tcp',
sender: SENDER,
target: TARGET,
messageStoreIn: store,
onOpen: () => {
console.log('Connection established.');
},
onMessage: (message: Message) => console.log('received message', message.description, message.messageString),
onClose: () => console.log('Disconnected'),
});

`

$3

`typescript
const message = new Message(
new Field(Fields.BeginString, ApplVerID.FIX42),
new Field(Fields.MsgType, Messages.ExecutionReport),
new Field(Fields.SenderCompID, 'ABC'),
new Field(Fields.TargetCompID, 'XYZ'),
new Field(Fields.MsgSeqNum, fixParser.getNextTargetMsgSeqNum()),
new Field(Fields.ExecTransType, ExecTransType.New),
);
store.add(message)
.then(() => console.log('Message added to the buffer.'));
`

$3

`typescript
store.getByMsgSequence(1)
.then((message) => {
if (message) {
console.log('Retrieved message:', message);
} else {
console.log('Message not found.');
}
});
`

$3

`typescript
store.size()
.then((size) => {
console.log('Current buffer size:', size);
});
`

$3

`typescript
store.clear()
.then(() => console.log('Buffer cleared.'));
`

Configuration Options

- host (string): The hostname of the KDB+ instance.
- port (number): The port on which the KDB+ instance is listening.
- tableName (string, optional): The table name in the KDB+ instance (default: FIXParser).
- parser (IFIXParser): The FIX parser used for encoding/decoding messages.
- maxBufferSize (number, optional): The maximum size of the message buffer (default: 2500).
- logger (Logger, optional): The logger for logging events and errors.
- onReady` (function): A callback function that is called when the KDB+ connection is ready.

License

This project is licensed under a Commercial License - see the LICENSE file for details.