├── .gitignore
├── LICENSE
├── README.md
├── fix2json
├── logs
│ └── JsonOutput.txt
├── res
│ ├── SampleMessage.txt
│ ├── fields.xml
│ ├── header.xml
│ └── trailer.xml
└── src
│ └── org
│ └── fixtradingcommunity
│ └── fix2json.java
├── go
├── README.md
└── msg_test.go
├── java
├── README.md
├── pom.xml
└── src
│ └── test
│ └── java
│ └── org
│ └── fixtradingcommunity
│ └── MsgTest.java
├── javascript
├── README.md
└── msg_test.js
├── orchestra2json
├── Readme.md
├── pom.xml
└── src
│ ├── main
│ └── resources
│ │ └── xsl
│ │ ├── AddJsonDatatypes.xslt
│ │ └── OrchestraToJSONSchema.xslt
│ └── test
│ └── resources
│ └── mit_2016.xml
└── ruby
├── .ruby-version
├── README.md
└── msg_test.rb
/.gitignore:
--------------------------------------------------------------------------------
1 | java/target/
2 | scratch/
3 |
--------------------------------------------------------------------------------
/LICENSE:
--------------------------------------------------------------------------------
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/README.md:
--------------------------------------------------------------------------------
1 | # fix-json-encoding
2 |
3 | Resources and sample code for JSON encoding of FIX.
4 |
5 | ## Specification
6 |
7 | For the normative specification, see [FIXTradingCommunity/fix-json-encoding-spec](https://github.com/FIXTradingCommunity/fix-json-encoding-spec)
8 |
9 | ## License
10 |
11 | FIX JSON Encoding is © Copyright 2016-2017 FIX Protocol Limited.
12 |
13 | Licensed under the Apache License, Version 2.0 (the "License");
14 | you may not use this file except in compliance with the License.
15 | You may obtain a copy of the License at
16 |
17 | http://www.apache.org/licenses/LICENSE-2.0
18 |
19 | Unless required by applicable law or agreed to in writing, software
20 | distributed under the License is distributed on an "AS IS" BASIS,
21 | WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
22 | See the License for the specific language governing permissions and
23 | limitations under the License.
24 |
25 | ## Examples
26 |
27 | - [Go](go/)
28 | - [Java](java/)
29 | - [Javascript](javascript/)
30 | - [Ruby](ruby/)
31 |
32 |
33 |
--------------------------------------------------------------------------------
/fix2json/logs/JsonOutput.txt:
--------------------------------------------------------------------------------
1 |
2 | -----------------
3 | {
4 | "Header": {
5 | "BeginString": "FIX.4.2",
6 | "BodyLength": "132",
7 | "MsgType": "D",
8 | "MsgSeqNum": "16",
9 | "SenderCompID": "BANZAI",
10 | "SendingTime": "20160312-20:00:05.518",
11 | "TargetCompID": "EXEC"
12 | },
13 | "Body":{
14 | "ClOrdID": "1457812805394",
15 | "HandlInst": "1",
16 | "OrderQty": "100",
17 | "OrdType": "1",
18 | "Side": "1",
19 | "Symbol": "VOD.L",
20 | "TimeInForce": "0",
21 | "TransactTime": "20160312-20:00:05.518"
22 | },
23 | "Trailer":{
24 | "CheckSum": "198"
25 | }
26 | }
27 | -----------------
28 | {
29 | "Header": {
30 | "BeginString": "FIX.4.2",
31 | "BodyLength": "74",
32 | "MsgType": "A",
33 | "MsgSeqNum": "138",
34 | "SenderCompID": "FIXIMULATOR",
35 | "SendingTime": "20080713-09:54:16.376",
36 | "TargetCompID": "BANZAI"
37 | },
38 | "Body":{
39 | "EncryptMethod": "0",
40 | "HeartBtInt": "30"
41 | },
42 | "Trailer":{
43 | "CheckSum": "129"
44 | }
45 | }
46 | -----------------
47 | {
48 | "Header": {
49 | "BeginString": "FIX.4.2",
50 | "BodyLength": "194",
51 | "MsgType": "6",
52 | "MsgSeqNum": "141",
53 | "SenderCompID": "FIXIMULATOR",
54 | "SendingTime": "20080713-09:54:28.295",
55 | "TargetCompID": "BANZAI"
56 | },
57 | "Body":{
58 | "Currency": "USD",
59 | "IDSource": "5",
60 | "IOIid": "I1215942868296",
61 | "IOIShares": "61000",
62 | "IOITransType": "N",
63 | "Price": "27.7884",
64 | "SecurityID": "KPA.N",
65 | "Side": "2",
66 | "Symbol": "KPA",
67 | "ValidUntilTime": "20080713-10:24:28.294",
68 | "SecurityDesc": "INNKEEPERS USA TRUST",
69 | "IOINaturalFlag": "N"
70 | },
71 | "Trailer":{
72 | "CheckSum": "041"
73 | }
74 | }
75 | -----------------
76 | {
77 | "Header": {
78 | "BeginString": "FIX.4.2",
79 | "BodyLength": "62",
80 | "MsgType": "0",
81 | "MsgSeqNum": "139",
82 | "SenderCompID": "BANZAI",
83 | "SendingTime": "20080713-09:54:46.592",
84 | "TargetCompID": "FIXIMULATOR"
85 | },
86 | "Body":{
87 | },
88 | "Trailer":{
89 | "CheckSum": "088"
90 | }
91 | }
--------------------------------------------------------------------------------
/fix2json/res/SampleMessage.txt:
--------------------------------------------------------------------------------
1 | 8=FIX.4.29=13235=D34=1649=BANZAI52=20160312-20:00:05.51856=EXEC11=145781280539421=138=10040=154=155=VOD.L59=060=20160312-20:00:05.51810=198
2 | 8=FIX.4.29=7435=A34=13849=FIXIMULATOR52=20080713-09:54:16.37656=BANZAI98=0108=3010=129
3 | 8=FIX.4.29=19435=634=14149=FIXIMULATOR52=20080713-09:54:28.29556=BANZAI15=USD22=523=I121594286829627=6100028=N44=27.788448=KPA.N54=255=KPA62=20080713-10:24:28.294107=INNKEEPERS USA TRUST130=N10=041
4 | 8=FIX.4.29=6235=034=13949=BANZAI52=20080713-09:54:46.59256=FIXIMULATOR10=088
5 |
--------------------------------------------------------------------------------
/fix2json/res/fields.xml:
--------------------------------------------------------------------------------
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/fix2json/res/header.xml:
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--------------------------------------------------------------------------------
/fix2json/res/trailer.xml:
--------------------------------------------------------------------------------
1 |
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8 |
--------------------------------------------------------------------------------
/fix2json/src/org/fixtradingcommunity/fix2json.java:
--------------------------------------------------------------------------------
1 | package org.fixtradingcommunity;
2 | /**
3 | * The program converts raw FIX message into Json format
4 | * It is not sofesticated to handle the repeating groups
5 | *
6 | * @author Krishna Tharnoju
7 | *
8 | * @version 1.0
9 | * @since 2016-07-11
10 | */
11 |
12 | import java.io.BufferedReader;
13 | import java.io.BufferedWriter;
14 | import java.io.File;
15 | import java.io.FileReader;
16 | import java.io.FileWriter;
17 | import java.io.IOException;
18 | import java.io.Writer;
19 | import java.util.HashMap;
20 | import java.util.List;
21 | import java.util.ArrayList;
22 |
23 |
24 | import javax.xml.parsers.DocumentBuilderFactory;
25 | import javax.xml.parsers.DocumentBuilder;
26 | import org.w3c.dom.Document;
27 | import org.w3c.dom.NodeList;
28 | import org.w3c.dom.Node;
29 | import org.w3c.dom.Element;
30 |
31 |
32 | public class fix2json {
33 |
34 | public static void main (String[] args) throws IOException{
35 |
36 | HashMap fieldMap= new HashMap();
37 | List headerFields = new ArrayList();
38 | List trailerFields = new ArrayList();
39 |
40 | try {
41 | File inputFile = new File("res/fields.xml");
42 | DocumentBuilderFactory dbFactory
43 | = DocumentBuilderFactory.newInstance();
44 | DocumentBuilder dBuilder = dbFactory.newDocumentBuilder();
45 | Document doc = dBuilder.parse(inputFile);
46 | doc.getDocumentElement().normalize();
47 | NodeList nList = doc.getElementsByTagName("field");
48 | for (int temp = 0; temp < nList.getLength(); temp++) {
49 | Node nNode = nList.item(temp);
50 | if (nNode.getNodeType() == Node.ELEMENT_NODE) {
51 | Element eElement = (Element) nNode;
52 | fieldMap.put(eElement.getAttribute("number"), eElement.getAttribute("name"));
53 | }
54 | }
55 | } catch (Exception e) {
56 | e.printStackTrace();
57 | }
58 | // System.out.println(fieldMap.toString());
59 |
60 | try {
61 | File inputFile = new File("res/header.xml");
62 | DocumentBuilderFactory dbFactory
63 | = DocumentBuilderFactory.newInstance();
64 | DocumentBuilder dBuilder = dbFactory.newDocumentBuilder();
65 | Document doc = dBuilder.parse(inputFile);
66 | doc.getDocumentElement().normalize();
67 | NodeList nList = doc.getElementsByTagName("field");
68 | for (int temp = 0; temp < nList.getLength(); temp++) {
69 | Node nNode = nList.item(temp);
70 | if (nNode.getNodeType() == Node.ELEMENT_NODE) {
71 | Element eElement = (Element) nNode;
72 | headerFields.add( eElement.getAttribute("name"));
73 | }
74 |
75 | }
76 | } catch (Exception e) {
77 | e.printStackTrace();
78 | }
79 |
80 | // System.out.println(headerFields.toString());
81 | try {
82 | File inputFile = new File("res/trailer.xml");
83 | DocumentBuilderFactory dbFactory
84 | = DocumentBuilderFactory.newInstance();
85 | DocumentBuilder dBuilder = dbFactory.newDocumentBuilder();
86 | Document doc = dBuilder.parse(inputFile);
87 | doc.getDocumentElement().normalize();
88 | NodeList nList = doc.getElementsByTagName("field");
89 | for (int temp = 0; temp < nList.getLength(); temp++) {
90 | Node nNode = nList.item(temp);
91 | if (nNode.getNodeType() == Node.ELEMENT_NODE) {
92 | Element eElement = (Element) nNode;
93 | trailerFields.add( eElement.getAttribute("name"));
94 | }
95 |
96 | }
97 | } catch (Exception e) {
98 | e.printStackTrace();
99 | }
100 | // System.out.println(trailerFields.toString());
101 |
102 | FileReader fileReader = new FileReader("res/SampleMessage.txt");
103 | BufferedReader messageReader= new BufferedReader(fileReader );
104 | Writer outFile = new FileWriter("logs/JsonOutput.txt");
105 | BufferedWriter outputWritter= new BufferedWriter(outFile);
106 |
107 |
108 | String line = null;
109 | while((line = messageReader.readLine()) != null) {
110 |
111 | String jsonString = "\n-----------------\n{";
112 | String jsonHeader= "\n\t\"Header\": {";
113 | String jsonBody = "\n\t\"Body\":{";
114 | String jsonTrailer= "\n\t\"Trailer\":{";
115 |
116 |
117 | String[] tagPairs = line.split("\001");
118 | for (int i = 0; i < tagPairs.length; i++) {
119 |
120 | String[] tokens = tagPairs[i].split("=");
121 |
122 | String tagNumber = tokens[0];
123 | String tagName = fieldMap.get(tagNumber);
124 | String tagValue= tokens[1];
125 |
126 | // System.out.println(tagName);
127 |
128 | if (headerFields.contains(tagName))
129 | {
130 | jsonHeader = jsonHeader + "\n\t\t\""+tagName+"\""+": \""+tagValue + "\",";
131 |
132 | }
133 | else if (trailerFields.contains(tagName))
134 | {
135 | jsonTrailer= jsonTrailer+ "\n\t\t\""+tagName+"\""+": \""+tagValue + "\",";
136 |
137 | }
138 | else
139 | {
140 | jsonBody= jsonBody+ "\n\t\t\""+tagName+"\""+": \""+tagValue + "\",";
141 |
142 | }
143 | }
144 |
145 |
146 | jsonHeader = trimLastComma(jsonHeader) + "\n\t},";
147 | jsonBody = trimLastComma(jsonBody) + "\n\t},";
148 | jsonTrailer = trimLastComma(jsonTrailer) + "\n\t}";
149 |
150 | jsonString = jsonString + jsonHeader+ jsonBody + jsonTrailer;
151 |
152 | jsonString = jsonString+ "\n}";
153 | System.out.println(jsonString );
154 | outputWritter.write(jsonString );
155 | }
156 | outputWritter.close();
157 | messageReader.close();
158 |
159 | }
160 |
161 | public static String trimLastComma(String str) {
162 | if (str != null && str.length() > 0 && str.charAt(str.length()-1)==',') {
163 | str = str.substring(0, str.length()-1);
164 | }
165 | return str;
166 | }
167 |
168 | }
--------------------------------------------------------------------------------
/go/README.md:
--------------------------------------------------------------------------------
1 | ## Go (golang) Reference Code
2 |
3 | Example of parsing FIX JSON Encoding in Go. Run it with:
4 |
5 | ```shell
6 | go test
7 | ```
8 |
--------------------------------------------------------------------------------
/go/msg_test.go:
--------------------------------------------------------------------------------
1 | package msgtest
2 |
3 | import (
4 | "encoding/json"
5 | "testing"
6 |
7 | "github.com/stretchr/testify/assert"
8 | "github.com/stretchr/testify/require"
9 | )
10 |
11 | type NoMDEntries struct {
12 | MDEntryType string
13 | MDEntryPx string
14 | MDEntrySize string
15 | MDEntryDate string
16 | MDEntryTime string
17 | }
18 |
19 | type MarketDataSnapshotFullRefresh struct {
20 | Header struct {
21 | BeginString string
22 | MsgType string
23 | MsgSeqNum string
24 | SenderCompID string
25 | TargetCompID string
26 | SendingTime string
27 | }
28 |
29 | Body struct {
30 | SecurityIDSource string
31 | SecurityID string
32 | MDReqID string
33 | NoMDEntries []NoMDEntries
34 | }
35 |
36 | Trailer struct {
37 | }
38 | }
39 |
40 | var (
41 | data = []byte(`{
42 | "Header": {
43 | "BeginString": "FIXT.1.1",
44 | "MsgType": "W",
45 | "MsgSeqNum": "4567",
46 | "SenderCompID": "SENDER",
47 | "TargetCompID": "TARGET",
48 | "SendingTime": "20160802-21:14:38.717"
49 | },
50 | "Body": {
51 | "SecurityIDSource": "8",
52 | "SecurityID": "ESU6",
53 | "MDReqID": "789",
54 | "NoMDEntries": [
55 | { "MDEntryType": "0", "MDEntryPx": "2179.75", "MDEntrySize": "175", "MDEntryDate": "20160812", "MDEntryTime": "21:14:38.688"},
56 | { "MDEntryType": "1", "MDEntryPx": "2180.25", "MDEntrySize": "125", "MDEntryDate": "20160812", "MDEntryTime": "21:14:38.688"}
57 | ]
58 | },
59 | "Trailer": {
60 | }
61 | }`)
62 | )
63 |
64 | func TestJSON(t *testing.T) {
65 | // When the JSON is parsed
66 | var msg MarketDataSnapshotFullRefresh
67 | err := json.Unmarshal(data, &msg)
68 | require.Nil(t, err)
69 |
70 | // Then the header fields should be
71 | assert.Equal(t, "FIXT.1.1", msg.Header.BeginString)
72 | assert.Equal(t, "W", msg.Header.MsgType)
73 | assert.Equal(t, "4567", msg.Header.MsgSeqNum)
74 | assert.Equal(t, "SENDER", msg.Header.SenderCompID)
75 | assert.Equal(t, "TARGET", msg.Header.TargetCompID)
76 | assert.Equal(t, "20160802-21:14:38.717", msg.Header.SendingTime)
77 |
78 | // And the body fields should be
79 | assert.Equal(t, "8", msg.Body.SecurityIDSource)
80 | assert.Equal(t, "ESU6", msg.Body.SecurityID)
81 | assert.Equal(t, "789", msg.Body.MDReqID)
82 |
83 | // And the NoMDEntries repeating group should contain two entries
84 | assert.Len(t, msg.Body.NoMDEntries, 2)
85 |
86 | // And the first entry should be
87 | assert.Equal(t, "0", msg.Body.NoMDEntries[0].MDEntryType)
88 | assert.Equal(t, "2179.75", msg.Body.NoMDEntries[0].MDEntryPx)
89 | assert.Equal(t, "175", msg.Body.NoMDEntries[0].MDEntrySize)
90 | assert.Equal(t, "20160812", msg.Body.NoMDEntries[0].MDEntryDate)
91 | assert.Equal(t, "21:14:38.688", msg.Body.NoMDEntries[0].MDEntryTime)
92 |
93 | // And the second entry should be
94 | assert.Equal(t, "1", msg.Body.NoMDEntries[1].MDEntryType)
95 | assert.Equal(t, "2180.25", msg.Body.NoMDEntries[1].MDEntryPx)
96 | assert.Equal(t, "125", msg.Body.NoMDEntries[1].MDEntrySize)
97 | assert.Equal(t, "20160812", msg.Body.NoMDEntries[1].MDEntryDate)
98 | assert.Equal(t, "21:14:38.688", msg.Body.NoMDEntries[1].MDEntryTime)
99 | }
100 |
--------------------------------------------------------------------------------
/java/README.md:
--------------------------------------------------------------------------------
1 | ## Java Reference Code
2 |
3 | Example of parsing FIX JSON Encoding in Java. Run it with:
4 |
5 | ```shell
6 | mvn test
7 | ```
8 |
--------------------------------------------------------------------------------
/java/pom.xml:
--------------------------------------------------------------------------------
1 |
3 | 4.0.0
4 | org.fixtradingcommunity.fix-examples
5 | json-msg-test
6 | 0.0.1-SNAPSHOT
7 | jar
8 | ${project.groupId}:${project.artifactId}
9 | FIX/JSON encoding spike
10 | 2016
11 |
12 |
13 | FIX Trading Community
14 | http://http://www.fixtradingcommunity.org/
15 |
16 |
17 |
18 | The Apache License, Version 2.0
19 | http://www.apache.org/licenses/LICENSE-2.0.txt
20 |
21 |
22 |
23 |
24 | UTF-8
25 | 4.13.1
26 | 1.8
27 | 2.8.9
28 |
29 |
30 |
31 |
32 | com.google.code.gson
33 | gson
34 | ${gson.version}
35 |
36 |
37 | junit
38 | junit
39 | test
40 | ${junit.version}
41 |
42 |
43 |
44 |
45 |
46 |
47 | org.apache.maven.plugins
48 | maven-compiler-plugin
49 | 3.3
50 |
51 | ${java.version}
52 | ${java.version}
53 |
54 |
55 |
56 |
57 |
58 |
--------------------------------------------------------------------------------
/java/src/test/java/org/fixtradingcommunity/MsgTest.java:
--------------------------------------------------------------------------------
1 | package org.fixtradingcommunity;
2 |
3 | import static org.junit.Assert.assertEquals;
4 | import org.junit.Test;
5 | import org.junit.Before;
6 | import com.google.gson.*;
7 |
8 | public class MsgTest {
9 | static class Header {
10 | String BeginString;
11 | String MsgType;
12 | String MsgSeqNum;
13 | String SenderCompID;
14 | String TargetCompID;
15 | String SendingTime;
16 | }
17 |
18 | static class Trailer {
19 | }
20 |
21 | static class NoMDEntries {
22 | String MDEntryType;
23 | String MDEntryPx;
24 | String MDEntrySize;
25 | String MDEntryDate;
26 | String MDEntryTime;
27 | }
28 |
29 | static class MarketDataSnapshotFullRefresh {
30 | static class Body {
31 | String SecurityIDSource;
32 | String SecurityID;
33 | String MDReqID;
34 | NoMDEntries[] NoMDEntries;
35 | }
36 |
37 | Header Header;
38 | Body Body;
39 | Trailer Trailer;
40 | }
41 |
42 | private final static String data = String.join("\n",
43 | "{",
44 | "\"Header\": {",
45 | "\"BeginString\": \"FIXT.1.1\",",
46 | "\"MsgType\": \"W\",",
47 | "\"MsgSeqNum\": \"4567\",",
48 | "\"SenderCompID\": \"SENDER\",",
49 | "\"TargetCompID\": \"TARGET\",",
50 | "\"SendingTime\": \"20160802-21:14:38.717\"",
51 | "},",
52 | "\"Body\": {",
53 | "\"SecurityIDSource\": \"8\",",
54 | "\"SecurityID\": \"ESU6\",",
55 | "\"MDReqID\": \"789\",",
56 | "\"NoMDEntries\": [",
57 | "{ \"MDEntryType\": \"0\", \"MDEntryPx\": \"2179.75\", \"MDEntrySize\": \"175\", \"MDEntryDate\": \"20160812\", \"MDEntryTime\": \"21:14:38.688\"},",
58 | "{ \"MDEntryType\": \"1\", \"MDEntryPx\": \"2180.25\", \"MDEntrySize\": \"125\", \"MDEntryDate\": \"20160812\", \"MDEntryTime\": \"21:14:38.688\"}",
59 | "]",
60 | "},",
61 | "\"Trailer\": {",
62 | "}",
63 | "}"
64 | );
65 |
66 | @Test
67 | public void testJson() {
68 | // When the JSON is parsed
69 | MarketDataSnapshotFullRefresh msg = new Gson().fromJson(data, MarketDataSnapshotFullRefresh.class);
70 |
71 | // Then the header fields should be
72 | assertEquals("FIXT.1.1", msg.Header.BeginString);
73 | assertEquals("W", msg.Header.MsgType);
74 | assertEquals("4567", msg.Header.MsgSeqNum);
75 | assertEquals("SENDER", msg.Header.SenderCompID);
76 | assertEquals("TARGET", msg.Header.TargetCompID);
77 | assertEquals("20160802-21:14:38.717", msg.Header.SendingTime);
78 |
79 | // And the body fields should be
80 | assertEquals("8", msg.Body.SecurityIDSource);
81 | assertEquals("ESU6", msg.Body.SecurityID);
82 | assertEquals("789", msg.Body.MDReqID);
83 |
84 | // And the NoMDEntries repeating group should contain two entries
85 | assertEquals(2, msg.Body.NoMDEntries.length);
86 |
87 | // And the first entry should be
88 | assertEquals("0", msg.Body.NoMDEntries[0].MDEntryType);
89 | assertEquals("2179.75", msg.Body.NoMDEntries[0].MDEntryPx);
90 | assertEquals("175", msg.Body.NoMDEntries[0].MDEntrySize);
91 | assertEquals("20160812", msg.Body.NoMDEntries[0].MDEntryDate);
92 | assertEquals("21:14:38.688", msg.Body.NoMDEntries[0].MDEntryTime);
93 |
94 | // And the second entry should be
95 | assertEquals("1", msg.Body.NoMDEntries[1].MDEntryType);
96 | assertEquals("2180.25", msg.Body.NoMDEntries[1].MDEntryPx);
97 | assertEquals("125", msg.Body.NoMDEntries[1].MDEntrySize);
98 | assertEquals("20160812", msg.Body.NoMDEntries[1].MDEntryDate);
99 | assertEquals("21:14:38.688", msg.Body.NoMDEntries[1].MDEntryTime);
100 | }
101 | }
102 |
--------------------------------------------------------------------------------
/javascript/README.md:
--------------------------------------------------------------------------------
1 | ## Javascript Reference Code
2 |
3 | Example of parsing FIX JSON Encoding in Javascript. Run it with:
4 |
5 | ```shell
6 | node msg_test.js
7 | ```
8 |
--------------------------------------------------------------------------------
/javascript/msg_test.js:
--------------------------------------------------------------------------------
1 | const assert = require('assert');
2 |
3 | const data = '{' +
4 | ' "Header": {' +
5 | ' "BeginString": "FIXT.1.1",' +
6 | ' "MsgType": "W",' +
7 | ' "MsgSeqNum": "4567",' +
8 | ' "SenderCompID": "SENDER",' +
9 | ' "TargetCompID": "TARGET",' +
10 | ' "SendingTime": "20160802-21:14:38.717"' +
11 | ' },' +
12 | ' "Body": {' +
13 | ' "SecurityIDSource": "8",' +
14 | ' "SecurityID": "ESU6",' +
15 | ' "MDReqID": "789",' +
16 | ' "NoMDEntries": [' +
17 | ' { "MDEntryType": "0", "MDEntryPx": "2179.75", "MDEntrySize": "175", "MDEntryDate": "20160812", "MDEntryTime": "21:14:38.688"},' +
18 | ' { "MDEntryType": "1", "MDEntryPx": "2180.25", "MDEntrySize": "125", "MDEntryDate": "20160812", "MDEntryTime": "21:14:38.688"}' +
19 | ' ]' +
20 | ' },' +
21 | ' "Trailer": {' +
22 | ' }' +
23 | '}';
24 |
25 | // When the JSON is parsed
26 | var msg = JSON.parse(data);
27 |
28 | // Then the header fields should be
29 | assert.equal(msg.Header.BeginString, "FIXT.1.1");
30 | assert.equal(msg.Header.MsgType, "W");
31 | assert.equal(msg.Header.MsgSeqNum, "4567");
32 | assert.equal(msg.Header.SenderCompID, "SENDER");
33 | assert.equal(msg.Header.TargetCompID, "TARGET");
34 | assert.equal(msg.Header.SendingTime, "20160802-21:14:38.717");
35 |
36 | // And the body fields should be
37 | assert.equal(msg.Body.SecurityIDSource, "8");
38 | assert.equal(msg.Body.SecurityID, "ESU6");
39 | assert.equal(msg.Body.MDReqID, "789");
40 |
41 | // And the NoMDEntries repeating group should contain two entries
42 | assert.equal(msg.Body.NoMDEntries.length, 2);
43 |
44 | // And the first entry should be
45 | assert.equal(msg.Body.NoMDEntries[0].MDEntryType, "0");
46 | assert.equal(msg.Body.NoMDEntries[0].MDEntryPx, "2179.75");
47 | assert.equal(msg.Body.NoMDEntries[0].MDEntrySize, "175");
48 | assert.equal(msg.Body.NoMDEntries[0].MDEntryDate, "20160812");
49 | assert.equal(msg.Body.NoMDEntries[0].MDEntryTime, "21:14:38.688");
50 |
51 | // And the second entry should be
52 | assert.equal(msg.Body.NoMDEntries[1].MDEntryType, "1");
53 | assert.equal(msg.Body.NoMDEntries[1].MDEntryPx, "2180.25");
54 | assert.equal(msg.Body.NoMDEntries[1].MDEntrySize, "125");
55 | assert.equal(msg.Body.NoMDEntries[1].MDEntryDate, "20160812");
56 | assert.equal(msg.Body.NoMDEntries[1].MDEntryTime, "21:14:38.688");
57 |
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/orchestra2json/Readme.md:
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1 | # orchestra2json
2 |
3 | Process to generate JSON schemas for message structures defined in a FIX Orchestra file.
4 |
5 |
6 | ## XSL Transforms
7 |
8 | ### AddJsonDatatypes.xslt
9 | Adds JSON mappings for FIX datatypes to an Orchestra file. The mappings are used in schema generation.
10 |
11 | ### orchestra2json.xslt
12 | Generates JSON schema files for messages, components, and repeating groups defined in an Orchestra file.
13 |
14 | ## References
15 |
16 | The Orchestra XML schema is in project [fix-orchestra/repository2016](https://github.com/FIXTradingCommunity/fix-orchestra/tree/master/repository2016)
17 |
18 | [JSON Schema](http://json-schema.org/documentation.html)
19 |
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/orchestra2json/pom.xml:
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1 |
3 | 4.0.0
4 | io.fixprotocol.json
5 | orchestra2json
6 | 0.0.1-SNAPSHOT
7 | pom
8 | ${project.groupId}:${project.artifactId}
9 | 2017
10 |
11 | FIX Trading Community
12 | http://http://www.fixtradingcommunity.org/
13 |
14 |
15 |
16 |
17 |
18 | org.codehaus.mojo
19 | xml-maven-plugin
20 |
21 |
22 |
23 | transform
24 |
25 |
26 |
27 |
28 |
29 |
30 | src/test/resources
31 | src/main/resources/xsl/OrchestraToJSONSchema.xslt
32 |
33 |
34 |
35 |
36 |
37 | net.sf.saxon
38 | Saxon-HE
39 | 9.8.0-2
40 |
41 |
42 |
43 |
44 |
45 |
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/orchestra2json/src/main/resources/xsl/AddJsonDatatypes.xslt:
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84 | ISO 3166-1:2013 Codes for the representation of names of countries and their subdivisions -- Part 1: Country codes
85 |
86 |
87 |
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89 |
90 | ISO 4217:2015 Codes for the representation of currencies
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96 | ISO 10383:2012 Codes for exchanges and market identification (MIC)
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141 | ISO 639-1:2002 Codes for the representation of names of languages -- Part 1: Alpha-2 code
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/orchestra2json/src/main/resources/xsl/OrchestraToJSONSchema.xslt:
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1 |
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23 | {
24 | "title" : "",
25 | "description" : "JSON Schema for component ",
26 | "type" : "object",
27 | "properties" : {
28 |
29 | },
30 | "required" : [
31 |
32 | ]
33 | }
34 |
35 |
36 |
37 |
38 | {
39 | "title" : "",
40 | "description" : "JSON Schema for repeating group ",
41 | "type" : "array",
42 | "items" : {
43 | "type": "object",
44 |
45 | "properties": {
46 |
47 | },
48 | "required" : [
49 |
50 | ]
51 | }
52 | }
53 |
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55 |
56 |
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58 |
59 |
60 |
61 | {
62 | "$schema" : "http://json-schema.org/draft-04/schema#",
63 | "title" : "",
64 | "description" : "JSON Schema for message ",
65 | "type" : "object",
66 | "properties" : {
67 |
68 | },
69 | "required" : [
70 |
71 | ]
72 | }
73 |
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75 |
76 | "": {
77 |
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79 | },
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81 |
82 | "",
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84 |
85 | "" : {"$ref": "#/definitions/"},
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95 | "type": ""
96 |
97 | ,
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100 | ,
101 | "minimum":
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103 | ,
104 | "maximum":
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106 | ,
107 | "minLength":
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109 | ,
110 | "maxLength":
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113 | "minItems": ,
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116 | "maxItems": ,
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123 | "enum": [
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/ruby/.ruby-version:
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1 | 2.2.2
2 |
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/ruby/README.md:
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1 | ## Ruby Reference Code
2 |
3 | Example of parsing FIX JSON Encoding in Ruby. Run it with:
4 |
5 | ```shell
6 | ruby msg_test.rb
7 | ```
8 |
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/ruby/msg_test.rb:
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1 | require 'minitest/autorun'
2 | require 'json'
3 |
4 | class TestJson < MiniTest::Unit::TestCase
5 | def setup
6 | @data = <