A small library for parsing and working with the FIX (Financial Information eXchange) protocol
The library is a grammar definition with some case classes, so is purely for parsing and creating FIX message strings. It does not handle field types, validation or generating a checksum.
Using SBT place the following line in your project's build.sbt file:
libraryDependencies += "me.mhn" %% "fix-protocol" % "1.0.0"// convert a string to case classes:
import me.mhn.fix.protocol._
val parser = new Parser
val fixMessages = (
"8=FIX.5.0|35=8|58=Blah blah = #!@$%|\n" +
"8=FIX.5.1|35=8|58=Blah blah = #!@$%|\n" +
"8=FIX.5.2|35=8|58=Blah blah = #!@$%|\n" +
"8=FIX.5.3|35=8|58=Blah blah = #!@$%|"
).replace('|', 1.toChar)
val caseClasses = parser.parse(parser.messages, fixMessages)
println(caseClasses) // will convert them back to a string so you can verify
// convert case classes to FIX messages
val caseClasses = Messages(
Message(Field(Tag(8), Value("FIX.5.0")), Field(Tag(35), Value("8")), Field(Tag(58), Value("Blah blah = #!@$%"))),
Message(Field(Tag(8), Value("FIX.5.1")), Field(Tag(35), Value("8")), Field(Tag(58), Value("Blah blah = #!@$%"))),
Message(Field(Tag(8), Value("FIX.5.2")), Field(Tag(35), Value("8")), Field(Tag(58), Value("Blah blah = #!@$%"))),
Message(Field(Tag(8), Value("FIX.5.3")), Field(Tag(35), Value("8")), Field(Tag(58), Value("Blah blah = #!@$%")))
)
println(caseClasses.toString)
// if something goes wrong you'll get back a ParseError case class so you might want to pattern match like so:
val invalidMessageString = (
"8=FIX.5.0|35=8|58=Blah blah = #!@$%|\n" +
"8=FIX.5.1|35=8|58=Blah blah = #!@$%|\n" +
"8=FIX.5.2|35=8|58=Missing SOH at the end\n" +
"8=FIX.5.3|35=8|58=Blah blah = #!@$%|\n"
).replace('|', 1.toChar)
parser.parse(parser.messages, invalidMessageString) match {
case Messages(_) => doNormalThing()
case ParseError(e) => doErrorThing(e)
}