/// <summary>
/// The ParseHeader method attempts to parse the header of
/// a FIX message from the buffer in the parser's context:
/// </summary>
/// <param name="ctx">
/// The parser's current context.
/// </param>
/// <param name="result">
/// The parser's result information.
/// </param>
private void ParseHeader(ParseContext ctx, VfxFixParserResult result)
{
// REC: Default to success, let the parse logic
// override this if an error occurs:
result.Status = VfxFixParserStatus.MsgComplete;
// REC: Start extracting FIX fields from the buffer:
while (ctx.Index < ctx.Buffer.Length)
{
// REC: Reset index value in case there
// is an error parsing the buffer:
int idxRst = ctx.Index;
int idxSep = ctx.Buffer.IndexOf('=', ctx.Index);
int idxSoh = ctx.Buffer.IndexOf('\x01', idxSep + 1);
// REC: If the separator or SOH fields were not
// found, then the header is incomplete and the
// parsing cannot continue:
if ((idxSep == -1) || (idxSoh == -1))
{
result.Consumed = 0;
result.Status = VfxFixParserStatus.MsgExhausted;
return;
}
// REC: Extract the field's tag from the message:
string strTag = ctx.Buffer.Substring(ctx.Index, idxSep - ctx.Index);
// REC: Convert the field's tag from its string
// form into its corresponding integer value:
int nTag = -1;
if (int.TryParse(strTag, out nTag) == false)
{
// REC: If the field cannot be converted into
// an integer, the message is malformed:
result.Consumed = 0;
result.Status = VfxFixParserStatus.MsgMalformed;
return;
}
// REC: If the FIX BeginString has already been parsed
// from the buffer, and is encountered again, then the
// message was incomplete and cannot be parsed:
if (nTag == 8)
{
if (result.Message.Header.GetField(8) != null)
{
// REC: Reset the index into the message:
ctx.Index = idxRst;
// REC: Adjust the result accordingly:
result.Consumed = 0;
result.Status = VfxFixParserStatus.MsgIncomplete;
return;
}
}
// REC: Determine whether or not the version of the
// session protocol has been discovered yet:
if (ctx.HdrElements != null)
{
IFixDxElement hdrElement = ctx.HdrElements.GetElement(nTag);
if (hdrElement != null)
{
if (hdrElement is FixDxResolvedField)
{
// REC: Retrieve the field's value:
string strVal = ctx.Buffer.Substring(idxSep + 1, idxSoh - (idxSep + 1));
FixField field = new FixField(nTag, strVal);
result.Message.Header.AddField(field);
ctx.Index = idxSoh + 1;
}
else if (hdrElement is FixDxResolvedGroup)
{
FixDxResolvedGroup groupEntry = hdrElement as FixDxResolvedGroup;
// REC: Since this field is a group entry it's ok
// to assume that the value is the number of groups
// that follow the group tag:
string strVal = ctx.Buffer.Substring(idxSep + 1, idxSoh - (idxSep + 1));
// REC: Convert the value into an integer and then
// attempt to exract that number of repeating groups:
int nGroups = 0;
if (int.TryParse(strVal, out nGroups) == true)
{
// REC: Move the context's read index ahead
// to compensate for reading the repeating
// group's tag and associated value:
ctx.Index = idxSoh + 1;
FixGroup group = new FixGroup(nTag, strVal);
// REC: Try to parse N instances of the
// repeating group from the message:
ParseGroupResult parseResult = ParseGroup(ctx, groupEntry, nGroups);
if (parseResult.Status != VfxFixParserStatus.MsgComplete)
{
return;
}
foreach (FixCollection instance in parseResult.Instances)
{
group.Instances.Add(instance);
}
result.Message.Header.AddGroup(group);
}
else
{
// REC: The value in the group tag couldn't
// be converted into an integer, so the
// number of repeating groups is unknown.
FixGroup group = new FixGroup(nTag, strVal);
result.Message.Header.AddGroup(group);
// REC: Move the context's read index ahead
// to compensate for reading the repeating
// group's tag and associated value:
ctx.Index = idxSoh + 1;
}
}
}
else
{
// REC: The parser doesn't support UDFs in the
// header section of the message, so the result
// is considered complete if we hit a field that
// isn't in the session protocol dictionary:
break;
}
}
else
{
// REC: The session protocol isn't known yet, so the
// field is considered a plain FIX field and added to
// the message's header:
string strVal = ctx.Buffer.Substring(idxSep + 1, idxSoh - (idxSep + 1));
FixField field = new FixField(nTag, strVal);
result.Message.Header.AddField(field);
ctx.Index = idxSoh + 1;
// REC: Attempt to determine the session layer protocol
// based on the header elements that have been parsed:
ctx.SxVersion = _vxMatcher.GetVersion(result.Message.Header, "session");
if (ctx.SxVersion == null)
{
// REC: If no session layer dictionary matched the
// elements that have been parsed so far, check for
// a combined version definition in case the session
// is running FIX versions 4.0-4.4 which do not have
// separate session and application layer versions:
ctx.SxVersion = _vxMatcher.GetVersion(result.Message.Header, "combined");
}
// REC: The elements in the message header correspond
// to a specific data dictionary, so that should be
// used for parsing the header and trailer elements:
if (ctx.SxVersion != null)
{
InitCachedHdrElements(ctx.SxVersion);
InitCachedTrlElements(ctx.SxVersion);
// REC: Assign the cached sets of resolved header
// and trailer elements to the parse context:
ctx.HdrElements = _hdrElements[ctx.SxVersion];
ctx.TrlElements = _trlElements[ctx.SxVersion];
}
}
}
// REC: Determine if the message belongs to the session
// layer protocol as opposed to the application layer:
if (ctx.SxVersion != null)
{
// REC: Retrieve the FIX message type:
FixField msgType = result.Message.Header.GetField(35);
if (!string.IsNullOrEmpty(msgType.Content))
{
// REC: Check the version definition registry for the
// corresponding protocol version definition:
VfxFixVxRecord vxDefinition = this._vxRegistry.Get(ctx.SxVersion);
if (vxDefinition != null)
{
// REC: Retrieve the associated dictionary from the
// configured FIX dictionary registry:
FixDictionary dxInstance = this._dxRegistry.GetEntry(vxDefinition.Dictionaries[0].Name);
if (dxInstance != null)
{
// REC: Check if the message is defined within the
// dictionary for the session layer:
FixDxMessage sxMessage = dxInstance.GetMessageByType(msgType.Content);
if (sxMessage != null)
{
if ((!_msgElements.ContainsKey(ctx.SxVersion)) || (!_msgElements[ctx.SxVersion].Elements.ContainsKey(msgType.Content)))
{
InitCachedMsgElements(ctx, msgType.Content);
}
// REC: Look in the message definition cache
// for this particular message type:
if (_msgElements[ctx.SxVersion].Elements.ContainsKey(msgType.Content))
{
ctx.MsgElements = _msgElements[ctx.SxVersion].Elements[msgType.Content];
}
// REC: The context is now initialized to parse the
// session layer message's content, so we're done:
return;
}
}
}
}
}
// REC: If an override version has been specified for the
// application layer, use that instead of hunting for it:
if (ctx.AxVersion == null)
{
// REC: Now that the entire header of the message has been
// extracted from the buffer, test the header contents and
// determine the application protocol version:
ctx.AxVersion = _vxMatcher.GetVersion(result.Message.Header, "application");
if (ctx.AxVersion == null)
{
// REC: If the application layer version cannot be
// determined, it may be a FIX 4.0-4.4 message, so
// check the combined versions as well:
ctx.AxVersion = _vxMatcher.GetVersion(result.Message.Header, "combined");
if(ctx.AxVersion == null)
{
// REC: If the application layer could not be
// resolved, then switch to the default:
ctx.AxVersion = ctx.AxDefault;
}
}
}
if (ctx.AxVersion != null)
{
// REC: Now that the application version has been
// determined, retrieve the message elements for
// the type of message being parsed, initializing
// the local message elements cache if needed:
FixField msgType = result.Message.Header.GetField(35);
if (msgType != null)
{
if ((!_msgElements.ContainsKey(ctx.AxVersion)) || (!_msgElements[ctx.AxVersion].Elements.ContainsKey(msgType.Content)))
{
InitCachedMsgElements(ctx, msgType.Content);
}
// REC: Look in the message definition cache
// for this particular message type:
if (_msgElements[ctx.AxVersion].Elements.ContainsKey(msgType.Content))
{
ctx.MsgElements = _msgElements[ctx.AxVersion].Elements[msgType.Content];
}
}
}
}
/// <summary>
/// The Parse method attempts to extract a single instance
/// of a FIX message from a supplied string.
/// </summary>
/// <param name="buffer">
/// The string representation of the buffer that the parser
/// is to extract the message instance from.
/// </param>
/// <param name="sxVersion">
/// The name of the FIX session layer version definition that
/// is to be used. If null, then the parser will determine the
/// relevant session layer version by executing a pattern match
/// against all of the configured version definitions.
/// </param>
/// <param name="axVersion">
/// The name of the FIX application layer version definition the
/// parser will use to parse the content of the message. If this
/// parameter is null, then the parser will attempt to determine
/// the application layer version by executing a pattern match
/// against all of the configured version definitions.
/// </param>
/// <param name="axDefault">
/// The name of the FIX application layer version definition the
/// parser will revert to, if it cannot determine the version by
/// executing a pattern match against the version definitions.
/// </param>
/// <returns>
/// An instance of VfxFixParserResult that contains the
/// result information for the parse attempt.
/// </returns>
public VfxFixParserResult Parse(string buffer, string sxVersion, string axVersion, string axDefault)
{
VfxFixParserResult result = new VfxFixParserResult();
// REC: Don't bother if there is no data
// in the supplied buffer:
if (buffer.Length == 0)
{
result.Status = VfxFixParserStatus.MsgExhausted;
return result;
}
// REC: Construct the new context that will be used
// to track the parser's state:
ParseContext context = new ParseContext(buffer, 0);
// REC: If an override has been specified for either the
// session or application layer versions, assign it to the
// context instance:
if (!string.IsNullOrEmpty(sxVersion))
{
context.SxVersion = sxVersion;
}
if (!string.IsNullOrEmpty(axVersion))
{
context.AxVersion = axVersion;
}
if (!string.IsNullOrEmpty(axDefault))
{
context.AxDefault = axDefault;
}
// REC: Attempt to parse the header from the message:
ParseHeader(context, result);
// REC: Attempt to parse the content from the message:
ParseContent(context, result);
// REC: Attempt to parse the trailer form the message:
ParseTrailer(context, result);
// REC: If a complete message was extracted from the
// buffer, the number of characters that were consumed
// to parse the message will be provided in the result
// information. If no message was parsed, the consumed
// count remains at zero so that the caller knows none
// of the provided data was used by the parser.
if (result.Status == VfxFixParserStatus.MsgComplete)
{
result.Consumed = context.Index;
}
return result;
}
/// <summary>
/// The ParseContent method attempts to parse the message body
/// from an instance of a FIX message.
/// </summary>
/// <param name="ctx">
/// The parser's context information.
/// </param>
/// <param name="result">
/// The parser's result information.
/// </param>
private void ParseContent(ParseContext ctx, VfxFixParserResult result)
{
// REC: Attempt to retrieve the FIX message type
// from the header of the message:
FixField msgType = result.Message.Header.GetField(35);
while (ctx.Index < ctx.Buffer.Length)
{
int idxSep = ctx.Buffer.IndexOf('=', ctx.Index);
int idxSoh = ctx.Buffer.IndexOf('\x01', idxSep + 1);
// REC: If the separator or SOH fields were not
// found, then the message is incomplete and the
// parsing cannot continue:
if ((idxSep == -1) || (idxSoh == -1))
{
result.Status = VfxFixParserStatus.MsgExhausted;
return;
}
// REC: Extract the field's tag from the message:
string strTag = ctx.Buffer.Substring(ctx.Index, idxSep - ctx.Index);
// REC: Convert the field's tag to an integer:
int nTag;
if (int.TryParse(strTag, out nTag) == false)
{
result.Status = VfxFixParserStatus.MsgMalformed;
return;
}
// REC: Test for premature message termination:
if (nTag == 8)
{
result.Status = VfxFixParserStatus.MsgMalformed;
return;
}
if (ctx.MsgElements != null)
{
IFixDxElement element = ctx.MsgElements.GetElement(nTag);
if (element != null)
{
if (element is FixDxResolvedField)
{
// REC: Retrieve the field's value:
string strVal = ctx.Buffer.Substring(idxSep + 1, idxSoh - (idxSep + 1));
// REC: Create a new field to represent
// the parsed field/value pair:
FixField field = new FixField(nTag, strVal);
result.Message.AddField(field);
ctx.Index = idxSoh + 1;
}
else if (element is FixDxResolvedGroup)
{
// REC: Since this field is a group entry it's ok
// to assume that the value is the number of groups
// that follow the group tag:
string strVal = ctx.Buffer.Substring(idxSep + 1, idxSoh - (idxSep + 1));
// REC: Convert the value into an integer and then
// attempt to exract that number of repeating groups:
int nGroups = 0;
if (int.TryParse(strVal, out nGroups) == true)
{
// REC: Move the context's read index ahead
// to compensate for reading the repeating
// group's tag and associated value:
ctx.Index = idxSoh + 1;
FixGroup group = new FixGroup(nTag, strVal);
// REC: Try to parse N instances of the
// repeating group from the message:
FixDxResolvedGroup resolvedGroup = element as FixDxResolvedGroup;
ParseGroupResult parseResult = ParseGroup(ctx, resolvedGroup, nGroups);
if (parseResult.Status != VfxFixParserStatus.MsgComplete)
{
result.Status = parseResult.Status;
return;
}
foreach (FixCollection instance in parseResult.Instances)
{
group.Instances.Add(instance);
}
result.Message.AddGroup(group);
}
else
{
// REC: The value in the group tag couldn't
// be converted into an integer, so the
// number of repeating groups is unknown.
FixGroup group = new FixGroup(nTag, strVal);
result.Message.AddGroup(group);
// REC: Move the context's read index ahead
// to compensate for reading the repeating
// group's tag and associated value:
ctx.Index = idxSoh + 1;
}
}
}
else
{
// REC: The tag wasn't found in the map of elements
// that are known for this message type, so determine
// whether it is a UDF or a field from the trailer:
if (ctx.TrlElements.GetElement(nTag) != null)
{
// REC: The field is a trailer element
// so content parsing is now complete:
return;
}
else
{
// REC: The field is just a UDF so it can be added
// to the message body:
string strVal = ctx.Buffer.Substring(idxSep + 1, idxSoh - (idxSep + 1));
FixField field = new FixField(nTag, strVal);
result.Message.AddField(field);
ctx.Index = idxSoh + 1;
}
}
}
else
{
// REC: There is no cached set of elements for this
// type of message, so the field is either a trailer
// field or it is a user-defined field:
if (ctx.TrlElements.GetElement(nTag) != null)
{
// REC: The field is a trailer element
// so content parsing is now complete:
return;
}
else
{
// REC: The field is just a UDF so it can be added
// to the message body:
string strVal = ctx.Buffer.Substring(idxSep + 1, idxSoh - (idxSep + 1));
FixField field = new FixField(nTag, strVal);
result.Message.AddField(field);
ctx.Index = idxSoh + 1;
}
}
}
}
private void ParseTrailer(ParseContext ctx, VfxFixParserResult result)
{
while (ctx.Index < ctx.Buffer.Length)
{
int idxSep = ctx.Buffer.IndexOf('=', ctx.Index);
int idxSoh = ctx.Buffer.IndexOf('\x01', idxSep + 1);
// REC: If the separator or SOH fields were not
// found, then the message is incomplete and the
// parsing cannot continue:
if ((idxSep == -1) || (idxSoh == -1))
{
// result.Consumed = 0;
result.Status = VfxFixParserStatus.MsgExhausted;
return;
}
// REC: Extract the field's tag from the message:
string strTag = ctx.Buffer.Substring(ctx.Index, idxSep - ctx.Index);
// REC: Convert the field's tag to an integer:
int nTag;
if (int.TryParse(strTag, out nTag) == false)
{
result.Status = VfxFixParserStatus.MsgMalformed;
return;
}
if (ctx.TrlElements != null)
{
IFixDxElement element = ctx.TrlElements.GetElement(nTag);
if(element != null)
{
if (element is FixDxResolvedField)
{
// REC: Retrieve the field's value:
string strVal = ctx.Buffer.Substring(idxSep + 1, idxSoh - (idxSep + 1));
// REC: Create a new field to represent
// the parsed field/value pair:
FixField field = new FixField(nTag, strVal);
result.Message.Trailer.AddField(field);
ctx.Index = idxSoh + 1;
}
else if (element is FixDxResolvedGroup)
{
FixDxResolvedGroup groupEntry = element as FixDxResolvedGroup;
// REC: Since this field is a group entry it's ok
// to assume that the value is the number of groups
// that follow the group tag:
string strVal = ctx.Buffer.Substring(idxSep + 1, idxSoh - (idxSep + 1));
// REC: Convert the value into an integer and then
// attempt to exract that number of repeating groups:
int nGroups = 0;
if (int.TryParse(strVal, out nGroups) == true)
{
// REC: Move the context's read index ahead
// to compensate for reading the repeating
// group's tag and associated value:
ctx.Index = idxSoh + 1;
FixGroup group = new FixGroup(nTag, strVal);
// REC: Try to parse N instances of the
// repeating group from the message:
ParseGroupResult parseResult = ParseGroup(ctx, groupEntry, nGroups);
if (parseResult.Status != VfxFixParserStatus.MsgComplete)
{
result.Status = parseResult.Status;
return;
}
foreach (FixCollection instance in parseResult.Instances)
{
group.Instances.Add(instance);
}
result.Message.Trailer.AddGroup(group);
}
else
{
// REC: The value in the group tag couldn't
// be converted into an integer, so the
// number of repeating groups is unknown.
FixGroup group = new FixGroup(nTag, strVal);
result.Message.Trailer.AddGroup(group);
// REC: Move the context's read index ahead
// to compensate for reading the repeating
// group's tag and associated value:
ctx.Index = idxSoh + 1;
}
}
}
else
{
// REC: If the element is not in the set of trailer
// elements, then the parsing is complete.
return;
}
}
else
{
result.Status = VfxFixParserStatus.MsgUnkSxProtocol;
return;
}
}
}
