NAME
Protocol::FIX - Financial Information eXchange (FIX) messages parser/serializer
SYNOPSIS
use Protocol::FIX;
my $proto = Protocol::FIX->new('FIX44')->extension('t/data/extension-sample.xml');
my $serialized = $proto->serialize_message('IOI', [
SenderCompID => 'me',
TargetCompID => 'you',
MsgSeqNum => 1,
SendingTime => '20090107-18:15:16',
IOIID => 'abc',
IOITransType => 'CANCEL',
IOIQty => 'LARGE',
Side => 'BORROW',
Instrument => [
Symbol => 'EURUSD',
EvntGrp => [ NoEvents => [ [EventType => 'PUT'], [EventType => 'CALL'], [EventType => 'OTHER'] ] ],
],
OrderQtyData => [
OrderQty => '499',
],
]);
# managed fields (BeginString, MsgType, and CheckSum) are handled automatically,
# no need to provide them
my ($message_instance, $error) = $proto->parse_message(\$serialized);
print("No error on parsing message");
print "Message, ", $message_instance->name, " / ", $message_instance->category, "\n";
print "Field 'SenderCompID' value: ", $message_instance->value('SenderCompID'), "\n";
print "Component 'OrderQtyData' access: ",
$message_instance->value('OrderQtyData')->value('OrderQty'), "\n";
my $group = $message_instance->value('Instrument')->value('EvntGrp')->value('NoEvents');
print "0th group 'NoEvents' of component 'Instrument/EvntGrp' access: ",
$group->[0]->value('EventType'), "\n";
my $buff = '';
($message_instance, $error) = $proto->parse_message(\$buff);
# no error nor message_instance, as there is no enough data.See also the "eg" folder for sample of FIX-server.
DESCRIPTION
With this module you can easily create new FIX messages in human-readable way, i.e. use names like OrderQty => '499', instead of directly wring string like '39=499'; and vise versa, you can parse the gibberish FIX messages to access fields in human-readable way too.
The module checks that mandatory fields are present, and that field values bypass the validation.
METHODS
new
new($class, $version)Creates new protocol instance for the specified FIX protocol version. Currently shipped version is 'FIX44'.
The xml with protocol definition was taken at http://quickfixengine.org/.
extension
extension($self, $extension_path)Modifies the protocol, by loading XML extension.
The extension might contain additional messages or fields. The extension XML should conform the format as the protocol definition itself, i.e.:
<fix type='FIX' major='4' minor='4' servicepack='0'>
<messages>
<message name='Logon' msgtype='A' msgcat='admin'>
<field name='EncryptMethod' required='Y' />
<field name='HeartBtInt' required='Y' />
<field name='ResetSeqNumFlag' required='N' />
<field name='Username' required='N' />
<field name='Password' required='N' />
<field name='AwesomeField' required='Y' />
</message>
</messages>
<fields>
<field number='33000' name='AwesomeField' type='STRING' />
</fields>
</fix>serialize_message
serialize_message($self, $message_name, $payload)Returns serialized string for the supplied $message_name and $payload. Dies in case of end-user (developer) error, e.g. if mandatory field is absent.
parse_message
parse_message($self, $buff_ref)
my ($message_instance, $error) = $protocol->parse($buff_ref);Tries to parse FIX message in the buffer refernce.
In the case of success it returns MessageInstance and $error is undef. The string in $buff_ref will be consumed.
In the case of protocol error, the $message_instance will be undef, and $error will contain the error description. The string in $buff_ref will be kept untouched.
In the case, when there is no enough data in $buff_ref both $error and $message_instance will be undef. The string in $buff_ref will be kept untouched, i.e. waiting futher accumulation of bytes from network.
In other cases it dies; that indicates either end-user (developer) error or bug in the module.
METHODS (for protocol developers)
humanize
humanize ($buffer)Returns human-readable string for the buffer. I.e. is just substitutes SOH to " | ".
This might be usable during development of own FIX-client/server.
is_composite
is_composite($object)Checks whether the supplied $object conforms "composte" concept. I.e. is it is Field, LGroup, Component or Mesassage.
field_by_name
field_by_name($self, $field_name)Returns Field object by it's name or dies with error.
field_by_number
field_by_number($self, $field_number)Returns Field object by it's number or dies with error.
component_by_name
component_by_name($self, $name)Returns Component object by it's name or dies with error.
message_by_name
message_by_name($self, $name)Returns Message object by it's name or dies with error.
header
header($self)Returns Message's header
trailer
trailer($self)Returns Message's trailer
id
id($self)Returns Protocol's ID string, as it appears in FIX message (BeginString field).
managed_composites
managed_composites()Returns list of fields, managed by protocol. Currently the list consists of fields: BeginString, MsgType, and CheckSum