fixparser 0.1.4

A Rust library to parse FIX messages.
Documentation

fixparser

Crates.io Docs.rs

Parse FIX messages without a FIX dictionary.

[dependencies]
fixparser = "0.1.4"

It currently supports the following input/output formats:

Input:

Output:

  • Json (serde_json::value::Value)

Goal

To have a low-level mechanism to convert FIX messages to something easier to consume by higher-level tools. In such tools, you can combine the output of this library (json) with a FIX dictionary and let your dreams come true :nerd_face:.

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.4.4555=2600=CGY604=2605=F7605=CGYU0600=CGY10=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"
}

Give it a try:

cargo run --example from-stdin

Goodies

  • It supports repeating groups
  • You don't need a FIX dictionary. It is easy to create a tool to combine the output (json) with a 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
  • You don't need a delimiter (eg: SOH) in the last field
  • It makes minimal validations on the message to allow parsing FIX messages with wrong values

Features

You can debug the library using the debugging feature:

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

Nive-to-have features

Limitations

  • There is a scenario where the library needs to make assumptions as it can't guess the format without a dictionary. Example:
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 a scenario, it will assume 1003 does NOT belong to the group. Doing so, it's easier to fix it with the help of other tools which use FIX dictionaries (coming soon? let's see).

License

MIT