bitwyre / fixparser

A Financial Information eXchange message parser

Fix parser

FIX stands for Financial Information eXchange protocol.

fixparser is a single header library that helps parsing a FIX message, and translate it into a human readable way. It can also be used to check if a FIX message/response is valid. The supported protocol version is FIX.4.4. Check the spec folder to see all the available versions.

Building

Requirements

• CMAKE 3.10 or greater
• Clang or G++ 8.3.0 (That supports C++17)
• Conan - C/C++ package manager

If you're not using Conan you'll need to install PugiXml and make it globally available.

After all the requirements have been met, you can proceed to the "out of source" building

Building and installing

Running these commands successively you will have the library built

  mkdir build && $_
  

  cmake install ..

If you don't want to build the example included with this repository just:

  cmake install .. -DBUILD_EXAMPLES=OFF

Also to build without tests just add the option -DBUILD_TESTS=OFF

Finally make the library available widely in your system:

  make && sudo make install 

How to use the library

The library provides a simple interface in order to parser the message. As of now the two methods that you'll use most the time are:

• fixparser::checkMsgValidity(): which takes any thing that a std::string can be constructed from and return true if the message is a valid one or false otherwise. When it returns false meaning that the message is not valid, you can print the list of errors that occured during the parsing by printing fixparaser::getErrors() to the standard output.

• fixparser::toHuman() : Will display the parsed message in a human readable way. If the call to fixparser::checkMsgValidity returned false then this function will print the list of errors encountered instead.

Basic example

    #include "fixparser.hpp"
    #include <iostream>

    auto main() -> int {

        std::string msg("8=FIX.4.4|9=114|35=V|34=2|49=TRADEBOTMD002|52=20180425-17:51:40.000|56=BITWYRE|262=2|263=1|264=1|265=0|146=1|55=BTCUSD|267=1|269=0|10=016|");
        
        auto isMsgValid = fixparser::checkMsgValidity(msg);

        if( isMsgValid ){
            std::cout<< fixparser::toHuman() <<"\n";
        }else{
            std::cout << fixparser::getErrors() << "\n";
        }
        return 1;
    }

Sample result

Running the tests

Author

• Sonkeng Maldini

Licence

• GNU GPL v3