fixparser

Parse FIX messages without a FIX dictionary.

[dependencies]
fixparser = "0.1.0"

It currently supports the following input/output formats:

Input:

• FIX Tag=Value (classic FIX)

Output:

• Json (serde_json::value::Value)

Examples

let input = "Recv | 8=FIX.4.4 | 555=2 | 600=CGY | 604=2 | 605=F7 | 605=CGYU0 | 600=CGY | 604=2 | 605=F7 | 605=CGYM0 | 10=209";

if let Some(fix_message) = fixparser::FixMessage::from_tag_value(&input) {
    println!("{}", fix_message.to_json());
}

// this input has the non-printable character 0x01 as the separator of the fields
let input = "8=FIX.4.4
555=2
600=CGY
604=2
605=F7
605=CGYU0
600=CGY
604=2
605=F7
605=CGYM0
10=20";
if let Some(fix_message) = fixparser::FixMessage::from_tag_value(&input) {
    println!("{}", fix_message.to_json());
}

See tests/ folder for more examples

Goodies

• It supports groups and you don't need a FIX dictionary
• You don't need to specify the separator of the input string as long as they are consistent. eg: 0x01, |, etc...
• You don't need to "trim" the input string as the lib detects the beginning and end of the message

Limitations

• There are a few scenarios the library can't parse as it can't guess the format of the message without a dictionary:

8=FIX.4.4 | 1000=2 | 1001=1 | 1002=2 | 1001=10 | 1002=20 | 1003=30 | 10=209
              ^                                              ^
          group 1000                does 1003 belong to the second repetition of group 1000?

License

MIT