FIX to Avro

Simple utility that creates an Avro Record Type for the supplied FIX message name and version.

Usage

java -jar build/libs/fix-avro-all.jar NewOrderSingle FIX44 > NewOrderSingle.avsc

A simple test using node.js is in the test directory. To run the test, after installing node.js:

cd test
npm i
node test.js

For example output check the test directory. Quick summary of dependencies and left to do:

fix-avro currently uses the DataDictionary from QuickFixJ to create the schema
Entire implementation is in App.java
The FIX tag and type is generated as additional metadata on each field
No support currently for custom field tags (this can be added to QuickFixJ)
QuickFixJ has limited support for FIX schema data, the following features are missing:
- Sub-record types are created using the field name and not the Repeating Group Name
- Enumerated Types are currently unsupported
- No schema documentation / comments are generated (they're not available in the DataDictionary in QuickFix)
- No guarantees on field ordering for evolving schemas as QuickFixJ doesn't provide the Extension Pack that a field was added

The code will be migrated over to use the FIX Schema Repository in the near future to address these deficiencies.