fixparser

Parse FIX messages without a FIX dictionary.

[dependencies]
fixparser = "0.1.3"

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 | 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
10=209";
if let Some(fix_message) = fixparser::FixMessage::from_tag_value(&input) {
    println!("{}", fix_message.to_json());
}

For any of those examples you will have this output:

{"8":"FIX.4.4","555":[{"600":"CGY","604":[{"605":"F7"},{"605":"CGYU0"}]},{"600":"CGY"}],"10":"209"}

Or prettier (jq'ed):

{
  "8": "FIX.4.4",
  "555": [
    {
      "600": "CGY",
      "604": [
        {
          "605": "F7"
        },
        {
          "605": "CGYU0"
        }
      ]
    },
    {
      "600": "CGY"
    }
  ],
  "10": "209"
}

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 is scenario the library might parse the message incorrectly 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?

In such scenario, it will assume 1003 does not belong to the group.

Features

You can debug the library using the debugging feature:

fixparser = { version = "<version>", features = ["debugging"] }

License

MIT