parse-fix

A basic Node.js Financial Information Exchange (FIX) message parser

Install

``sh
npm install parse-fix
`

Example

`js
import {
parseFixText,
fixMessagesFromText,
parseFixMsg
} from 'parse-fix';

const fixText =
127.0.0.1:55220 -> tcp -> some.server.com:8289
8=FIX.4.4
9=99
35=A
34=1
49=MY_ORDERS
52=20221112-00:57:16.862
56=RECEIPIENT_SYSTEM
98=0
108=20
141=Y
554=password
10=150

127.0.0.1:55220 <- tcp <- some.server.com:8289
8=FIX.4.4\x019=00086\x0135=A\x0149=RECEIPIENT_SYSTEM\x0156=MY_ORDERS\x0134=1\x0152=20221112-00:57:17.090\x0198=0\x01108=20\x01141=Y\x0110=045\x01
127.0.0.1:55220 -> tcp -> some.server.com:8289
8=FIX.4.4|9=68\x0135=5|34=2|49=MY_ORDERS|52=20221112-00:57:17.862|56=RECEIPIENT_SYSTEM|10=084|
;

const parsed = parseFixText(fixText);
const msgsFromText = fixMessagesFromText(fixText);
const oneParsedMsg = parseFixMsg(msgsFromText[0]);
`

Fix messages may be delimited by ASCII 1 (SOH:
), Pipe ("|") or escaped Ascii 1 ("\x01"), and are expected to begin with field 8 (BeginString) and end with field 10 (CheckSum).

parseFixText returns an array of objects with these keys:
* short is a summary field-name to field-value-or-lookup object
* parsed is an array of field objects
* byFieldName is an object of field objects, by field name
* byFieldNo is an object of field objects, by field number
* _raw is the original FIX message

`json
[
{
"short": {
"BeginString": "FIX.4.4",
"BodyLength": "99",
"MsgType": "LOGON",
"MsgSeqNum": "1",
"SenderCompID": "MY_ORDERS",
"SendingTime": "20221112-00:57:16.862",
"TargetCompID": "RECEIPIENT_SYSTEM",
"EncryptMethod": "NONE_OTHER",
"HeartBtInt": "20",
"ResetSeqNumFlag": "Y",
"Password": "password",
"CheckSum": "150",
"_raw": "8=FIX.4.4\u00019=99\u000135=A\u000134=1\u000149=MY_ORDERS\u000152=20221112-00:57:16.862\u000156=RECEIPIENT_SYSTEM\u000198=0\u0001108=20\u0001141=Y\u0001554=password\u000110=150\u0001"
},
"parsed": [
{
"fieldNo": "56",
"value": "RECEIPIENT_SYSTEM",
"fieldName": "TargetCompID"
},
{
"fieldNo": "98",
"value": "0",
"fieldName": "EncryptMethod",
"lookup": "NONE_OTHER"
}
],
"byFieldName": {
"SenderCompID": {
"fieldNo": "49",
"value": "MY_ORDERS",
"fieldName": "SenderCompID"
},
"EncryptMethod": {
"fieldNo": "98",
"value": "0",
"fieldName": "EncryptMethod",
"lookup": "NONE_OTHER"
}
},
"byFieldNo": {
"8": {
"fieldNo": "8",
"value": "FIX.4.4",
"fieldName": "BeginString"
},
"35": {
"fieldNo": "35",
"value": "A",
"fieldName": "MsgType",
"lookup": "LOGON"
}
},
"_raw": "8=FIX.4.4\u00019=99\u000135=A\u000134=1\u000149=MY_ORDERS\u000152=20221112-00:57:16.862\u000156=RECEIPIENT_SYSTEM\u000198=0\u0001108=20\u0001141=Y\u0001554=password\u000110=150\u0001"
},
// etc
]
`

fixMessagesFromText produces an array of unparsed FIX messages

`json
[
"8=FIX.4.4\u00019=99\u000135=A\u000134=1\u000149=MY_ORDERS\u000152=20221112-00:57:16.862\u000156=RECEIPIENT_SYSTEM\u000198=0\u0001108=20\u0001141=Y\u0001554=password\u000110=150\u0001",
"8=FIX.4.4\\x019=00086\\x0135=A\\x0149=RECEIPIENT_SYSTEM\\x0156=MY_ORDERS\\x0134=1\\x0152=20221112-00:57:17.090\\x0198=0\\x01108=20\\x01141=Y\\x0110=045\\x01",
"8=FIX.4.4|9=68\\x0135=5|34=2|49=MY_ORDERS|52=20221112-00:57:17.862|56=RECEIPIENT_SYSTEM|10=084|"
]
`

parseFixMsg produces an array of field objects from one message string:

`json
[
{
"fieldNo": "8",
"value": "FIX.4.4",
"fieldName": "BeginString"
},
{
"fieldNo": "9",
"value": "99",
"fieldName": "BodyLength"
},
{
"fieldNo": "35",
"value": "A",
"fieldName": "MsgType",
"lookup": "LOGON"
},
{
"fieldNo": "34",
"value": "1",
"fieldName": "MsgSeqNum"
},
{
"fieldNo": "49",
"value": "MY_ORDERS",
"fieldName": "SenderCompID"
},
{
"fieldNo": "52",
"value": "20221112-00:57:16.862",
"fieldName": "SendingTime"
},
{
"fieldNo": "56",
"value": "RECEIPIENT_SYSTEM",
"fieldName": "TargetCompID"
},
{
"fieldNo": "98",
"value": "0",
"fieldName": "EncryptMethod",
"lookup": "NONE_OTHER"
},
{
"fieldNo": "108",
"value": "20",
"fieldName": "HeartBtInt"
},
{
"fieldNo": "141",
"value": "Y",
"fieldName": "ResetSeqNumFlag"
},
{
"fieldNo": "554",
"value": "password",
"fieldName": "Password"
},
{
"fieldNo": "10",
"value": "150",
"fieldName": "CheckSum"
}
]
``

TODO

* Config object for settings
* Limitation of output fields for parseFixText
* Allow lookup override
* Error handling

References

* What is FIX?
* NPM: https://www.npmjs.com/package/parse-fix