/// <summary>
/// The AddField method adds an instance of a FIX field
/// to the collection. Multiple fields with the same tag
/// can be added to the collection, and will be stored in
/// a list that is keyed by the field's FIX tag.
/// </summary>
/// <param name="field">
/// The FIX field to add to the collection.
/// </param>
public void AddField(FixField field)
{
// REC: Ensure that the field doesn't collide with
// an existing group that has the same tag:
if (!_mapGroups.ContainsKey(field.Tag))
{
if (!_mapFields.ContainsKey(field.Tag))
{
_mapFields.Add(field.Tag, new List <FixField>());
}
_mapFields[field.Tag].Add(field);
if (!_mapElements.ContainsKey(field.Tag))
{
_mapElements.Add(field.Tag, new List <IFixElement>());
}
_mapElements[field.Tag].Add(field);
// REC: Add to the sequential list:
_listElements.Add(field);
}
else
{
throw new ArgumentException(string.Format("Field's tag collides with an existing group."));
}
}
/// <summary>
/// The SetField method attempts to assign a value to
/// a field in the collection. If the field is already
/// present within the collection, the existing value is
/// replaced with the supplied value. If the field is not
/// already in the collection, the field is added to it.
/// </summary>
/// <param name="field">
/// The FIX field instance that is to be either assigned
/// or added to the collection. If the operation results
/// in an assigment, the Content property of the supplied
/// field is copied into the corresponding property of the
/// existing field, otherwise the entire field instance is
/// added to the collection.
/// </param>
public void SetField(FixField field)
{
// REC: If the field is not already present in the
// collection, the request can be forwarded to the
// regular AddField method:
if (!_mapFields.ContainsKey(field.Tag))
{
AddField(field);
}
else
{
// REC: Ensure that the field doesn't collide
// with a group that is already present:
if (!_mapGroups.ContainsKey(field.Tag))
{
// REC: The content of the supplied field can
// be assigned directly to the content property
// of the existing field, this ensures that the
// field remains in the same location that it is
// in within the sequential list, as well as the
// map, of existing elements.
_mapFields[field.Tag][0].Content = field.Content;
}
else
{
throw new ArgumentException("Field collides with an existing group.");
}
}
}
/// <summary>
/// The GetField method returns the first instance of
/// a field that matches the specified FIX tag.
/// </summary>
/// <param name="tag">
/// The FIX tag of the field to retrieve.
/// </param>
/// <returns>
/// The first instance of a FIX field in the collection
/// that matches the specified tag, or null if there is
/// no matching entry.
/// </returns>
public FixField GetField(int tag)
{
FixField result = null;
if (_mapFields.ContainsKey(tag))
{
result = _mapFields[tag][0];
}
return(result);
}
/// <summary>
/// The Finalize method calculates the values for
/// common session layer fields and assigns those
/// values to their respective fields.
/// </summary>
/// <param name="msg">
/// The FIX message to be finalized.
/// </param>
public static void Finalize(FixMessage msg)
{
// REC: Calculate sending time and add it to the message:
string strTimeStamp = DateTime.UtcNow.ToString("yyyyMMdd-HH:mm:ss.fff");
FixField fldSendingTime = msg.Header.GetField(52);
if (fldSendingTime != null)
{
fldSendingTime.Content = strTimeStamp;
}
else
{
msg.Header.AddField(new FixField(52, strTimeStamp));
}
// REC: Calculate the body length and add it to the message:
int fixBodyLength = FixCalculator.GetBodyLength(msg);
FixField fldBodyLength = msg.Header.GetField(9);
if (fldBodyLength != null)
{
fldBodyLength.Content = fixBodyLength.ToString();
}
else
{
msg.Header.AddField(new FixField(9, fixBodyLength.ToString()));
}
// REC: Calculate the checksum and add it to the message:
string strChecksum = string.Format("{0:000}", FixCalculator.GetChecksum(msg) % 256);
FixField fldChecksum = msg.Trailer.GetField(10);
if (fldChecksum != null)
{
fldChecksum.Content = strChecksum;
}
else
{
msg.Trailer.AddField(new FixField(10, strChecksum));
}
}
/// <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 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;
}
}
}
/// <summary>
/// The AddField method adds an instance of a FIX field
/// to the body of the message.
/// </summary>
/// <param name="field"></param>
public void AddField(FixField field)
{
_msgElements.AddField(field);
}
/// <summary>
/// The SetField method registers an instance of a field with
/// the assembler. The assembler will use this field whenever
/// it constructs a message that contains the field's tag.
/// </summary>
/// <param name="field">
/// The FIX field to register with the assembler.
/// </param>
public void SetField(FixField field)
{
if (!_mapFields.ContainsKey(field.Tag))
{
_mapFields.Add(field.Tag, field);
}
else
{
_mapFields[field.Tag] = field;
}
}