├── .gitignore ├── test ├── mocha.opts ├── serialize.js ├── decoder.js └── admin.js ├── .travis.yml ├── resources ├── readme └── FIX42.xml ├── README.md ├── fix.js ├── src ├── errors.js ├── fields.js ├── client.js ├── msgs.js ├── server.js ├── frame_decoder.js ├── msg.js └── session.js ├── package.json └── LICENSE /.gitignore: -------------------------------------------------------------------------------- 1 | node_modules 2 | -------------------------------------------------------------------------------- /test/mocha.opts: -------------------------------------------------------------------------------- 1 | --ui qunit 2 | --check-leaks 3 | -------------------------------------------------------------------------------- /.travis.yml: -------------------------------------------------------------------------------- 1 | language: node_js 2 | node_js: 3 | - "0.10" 4 | - "0.12" 5 | -------------------------------------------------------------------------------- /resources/readme: -------------------------------------------------------------------------------- 1 | http://www.onixs.biz/tools/fixdictionary/ 2 | http://www.quickfixengine.org/xml 3 | 4 | admin messages: 5 | // Heartbeat 6 | // TestRequest 7 | // ResendRequest 8 | // Reject 9 | // SequenceReset 10 | // Logout 11 | // Logon 12 | -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- 1 | # fixjs [![Build Status](https://travis-ci.org/defunctzombie/fixjs.svg?branch=master)](https://travis-ci.org/defunctzombie/fixjs) 2 | 3 | An implementation of the [FIX protocol (Financial Information Exchange)](http://en.wikipedia.org/wiki/Financial_Information_eXchange) in pure js. 4 | 5 | ## Install 6 | 7 | ``` 8 | npm install fixjs 9 | ``` 10 | 11 | ## Not yet supported 12 | 13 | * Groups 14 | 15 | -------------------------------------------------------------------------------- /fix.js: -------------------------------------------------------------------------------- 1 | var Server = require('./src/server'); 2 | var Client = require('./src/client'); 3 | 4 | exports.createServer = function(stream, opt) { 5 | return new Server(stream, opt); 6 | }; 7 | 8 | exports.createClient = function(stream, opt) { 9 | return new Client(stream, opt); 10 | }; 11 | 12 | exports.Errors = require('./src/errors'); 13 | exports.Fields = require('./src/fields'); 14 | exports.Msgs = require('./src/msgs'); 15 | -------------------------------------------------------------------------------- /src/errors.js: -------------------------------------------------------------------------------- 1 | "use strict"; 2 | 3 | var util = require('util'); 4 | 5 | // custom Error class whose text is meant to be sent in a Reject message 6 | // field is optional; if specified it will be sent as RefTagID 7 | function RejectWithText(text, field) { 8 | this.name = this.constructor.name; 9 | this.message = text; 10 | this.field = field; 11 | } 12 | 13 | util.inherits(RejectWithText, Error); 14 | 15 | module.exports.RejectWithText = RejectWithText; 16 | -------------------------------------------------------------------------------- /src/fields.js: -------------------------------------------------------------------------------- 1 | // builtin 2 | var fs = require('fs'); 3 | 4 | // 3rd party 5 | var xml2js = require('xml2js'); 6 | 7 | // load resource file 8 | var data = fs.readFileSync(__dirname + '/../resources/FIX42.xml'); 9 | 10 | var parser = new xml2js.Parser(); 11 | parser.parseString(data, function (err, result) { 12 | result.fields.field.forEach(function(field) { 13 | var number = field['@'].number; 14 | var name = field['@'].name; 15 | 16 | module.exports[name] = { 17 | tag: number, 18 | }; 19 | }); 20 | }); 21 | -------------------------------------------------------------------------------- /package.json: -------------------------------------------------------------------------------- 1 | { 2 | "name": "fixjs", 3 | "description": "FIX Protocol library", 4 | "version": "0.5.0", 5 | "author": "Roman Shtylman ", 6 | "main": "fix", 7 | "keywords": [ 8 | "fix", 9 | "financial", 10 | "protocol", 11 | "exchange", 12 | "quickfix" 13 | ], 14 | "dependencies": { 15 | "xml2js": "0.1.13", 16 | "moment": "1.7.2", 17 | "through2": "0.6.3" 18 | }, 19 | "devDependencies": { 20 | "mocha": "2.1.0", 21 | "after": "0.6.0", 22 | "duplexer2": "0.0.2" 23 | }, 24 | "scripts": { 25 | "test": "mocha --reporter spec -- test/*.js" 26 | }, 27 | "repository": { 28 | "type": "git", 29 | "url": "git://github.com/defunctzombie/fixjs.git" 30 | } 31 | } 32 | -------------------------------------------------------------------------------- /LICENSE: -------------------------------------------------------------------------------- 1 | Copyright (C) Roman Shtylman 2 | 3 | Permission is hereby granted, free of charge, to any person obtaining a copy 4 | of this software and associated documentation files (the "Software"), to deal 5 | in the Software without restriction, including without limitation the rights 6 | to use, copy, modify, merge, publish, distribute, sublicense, and/or sell 7 | copies of the Software, and to permit persons to whom the Software is 8 | furnished to do so, subject to the following conditions: 9 | 10 | The above copyright notice and this permission notice shall be included in 11 | all copies or substantial portions of the Software. 12 | 13 | THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR 14 | IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, 15 | FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE 16 | AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER 17 | LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, 18 | OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN 19 | THE SOFTWARE. 20 | -------------------------------------------------------------------------------- /test/serialize.js: -------------------------------------------------------------------------------- 1 | var after = require('after'); 2 | var assert = require('assert'); 3 | var Msgs = require('../src/msgs'); 4 | 5 | suite('serialization'); 6 | 7 | test('should not have null byte if no body', function() { 8 | var msg = new Msgs.Logout(); 9 | 10 | var out = msg.serialize(); 11 | 12 | var expected = [ 13 | '8=FIX.4.2', 14 | '9=57', 15 | '35=5', 16 | '52=undefined', 17 | '49=undefined', 18 | '56=undefined', 19 | '34=undefined', 20 | '10=067', 21 | '' 22 | ]; 23 | 24 | var actual = Buffer(out).toString().split('\u0001'); 25 | assert.deepEqual(actual, expected); 26 | }); 27 | 28 | test('should not pass undefined or null through', function() { 29 | var msg = new Msgs.NewOrderSingle(); 30 | 31 | msg.OrderQty = undefined; 32 | msg.Price = null; 33 | 34 | var out = msg.serialize(); 35 | 36 | var expected = [ 37 | '8=FIX.4.2', 38 | '9=57', 39 | '35=D', 40 | '52=undefined', 41 | '49=undefined', 42 | '56=undefined', 43 | '34=undefined', 44 | '10=082', 45 | '', 46 | ]; 47 | 48 | var actual = Buffer(out).toString().split('\u0001'); 49 | assert.deepEqual(actual, expected); 50 | }); 51 | -------------------------------------------------------------------------------- /src/client.js: -------------------------------------------------------------------------------- 1 | var events = require('events'); 2 | 3 | // local 4 | var FixFrameDecoder = require('./frame_decoder'); 5 | var Session = require('./session'); 6 | 7 | var Client = function(stream, opt) { 8 | var self = this; 9 | 10 | self.stream = stream; 11 | var sessions = self.sessions = {}; 12 | 13 | var decoder = stream.pipe(FixFrameDecoder()); 14 | 15 | // new fix message 16 | decoder.on('data', function(msg) { 17 | // filter to appropriate session 18 | 19 | // TODO this should be a combination of target comp id 20 | // and sender comp id, that was we can have multiple sessions 21 | // to the same target comp with different sender comp on same connection 22 | // remember the sender here is actually the target_comp_id when we created 23 | // the session 24 | var counter = msg.SenderCompID; 25 | var session = sessions[counter]; 26 | if (!session) { 27 | // no such session 28 | self.emit('error', new Error('no session: ' + counter)); 29 | return; 30 | } 31 | 32 | session.incoming(msg); 33 | }); 34 | }; 35 | 36 | Client.prototype.__proto__ = events.EventEmitter.prototype; 37 | 38 | // create a new session, the session is in a non-logged on state 39 | Client.prototype.session = function(sender_comp_id, target_comp_id) { 40 | var self = this; 41 | var sessions = self.sessions; 42 | var stream = self.stream; 43 | 44 | // TODO(shtylman) we should have a stream; 45 | 46 | var session = new Session(false, { 47 | sender: sender_comp_id, 48 | target: target_comp_id, 49 | }); 50 | 51 | var session_id = target_comp_id; 52 | 53 | // when session is done, remove it 54 | session.on('end', function() { 55 | delete sessions[session_id]; 56 | }); 57 | 58 | session.on('send', function(msg) { 59 | var out = msg.serialize(); 60 | stream.write(out); 61 | }); 62 | 63 | // end the session when stream ends 64 | stream.on('end', function() { 65 | session.end(); 66 | }); 67 | 68 | sessions[session_id] = session; 69 | return session; 70 | }; 71 | 72 | module.exports = Client; 73 | -------------------------------------------------------------------------------- /src/msgs.js: -------------------------------------------------------------------------------- 1 | // builtin 2 | var fs = require('fs'); 3 | var util = require('util'); 4 | 5 | // 3rd party 6 | var xml2js = require('xml2js'); 7 | 8 | var Msg = require('./msg'); 9 | 10 | // message type -> message constructor 11 | module.exports.types = {} 12 | 13 | // load resource file 14 | var data = fs.readFileSync(__dirname + '/../resources/FIX42.xml'); 15 | 16 | var parser = new xml2js.Parser(); 17 | parser.parseString(data, function (err, result) { 18 | // map of field name to number 19 | var field_map = { 20 | }; 21 | 22 | // map of number to id 23 | var rev_field_map = { 24 | }; 25 | 26 | result.fields.field.forEach(function(field) { 27 | var number = field['@'].number; 28 | var name = field['@'].name; 29 | 30 | field_map[name] = number; 31 | rev_field_map[number] = name; 32 | }); 33 | 34 | result.messages.message.forEach(function(message) { 35 | var name = message['@'].name; 36 | var type = message['@'].msgtype; 37 | 38 | var field_properties = []; 39 | 40 | // new message class 41 | var msg_t = function() { 42 | var self = this; 43 | Msg.call(self); 44 | 45 | self.MsgType = type; 46 | self.name = name; 47 | 48 | field_properties.forEach(function(prop) { 49 | var name = prop.name; 50 | var id = prop.id; 51 | Object.defineProperty(self, name, { 52 | get: function() { 53 | return self.get(id); 54 | }, 55 | set: function(value) { 56 | self.set(id, value); 57 | }, 58 | }); 59 | }); 60 | }; 61 | 62 | msg_t.prototype = new Msg(); 63 | 64 | msg_t.prototype.toString = function() { 65 | var self = this; 66 | var res = ''; 67 | 68 | // this handles printing custom fields which we don't know the name of 69 | var fields = Object.keys(self._fields); 70 | fields.forEach(function(field_id) { 71 | var val = self.get(field_id); 72 | var name = field_id; 73 | if (rev_field_map[field_id]) { 74 | name = rev_field_map[field_id]; 75 | } 76 | res += name + '=' + val + ' '; 77 | }); 78 | return res; 79 | }; 80 | 81 | if (!(message.field instanceof Array)) { 82 | message.field = [message.field]; 83 | } 84 | 85 | message.field.forEach(function(field) { 86 | var field_name = field['@'].name; 87 | var field_id = field_map[field_name]; 88 | if (!field_id) { 89 | return; 90 | } 91 | 92 | field_properties.push({ 93 | name: field_name, 94 | id: field_id, 95 | }); 96 | }); 97 | 98 | module.exports[name] = msg_t; 99 | module.exports.types[type] = msg_t; 100 | }); 101 | }); 102 | -------------------------------------------------------------------------------- /src/server.js: -------------------------------------------------------------------------------- 1 | // builtin 2 | var events = require('events'); 3 | 4 | // local 5 | var FixFrameDecoder = require('./frame_decoder'); 6 | var Session = require('./session'); 7 | 8 | var Server = function(opt) { 9 | var self = this; 10 | 11 | // map of session ids that are currently active 12 | // the value in the map is an object with fields 'stream', and 'session' 13 | // this is to ensure that only the connected stream is accessing the session 14 | self.sessions = {}; 15 | }; 16 | 17 | Server.prototype.__proto__ = events.EventEmitter.prototype; 18 | 19 | // attach the server to this stream 20 | // servers should be attached to multiple streams 21 | Server.prototype.attach = function(stream) { 22 | var self = this; 23 | var sessions = self.sessions; 24 | 25 | var decoder = stream.pipe(FixFrameDecoder()); 26 | 27 | decoder.on('error', function(err) { 28 | self.emit('error', err, stream); 29 | }); 30 | 31 | // user has 30 seconds to establish any session, otherwise they are disconnected 32 | var logon_timeout = setTimeout(function() { 33 | stream.end(); 34 | }, 1000 * 30); 35 | 36 | // TODO(shtylman) when stream ends, everything is done 37 | stream.on('end', function() { 38 | clearTimeout(logon_timeout); 39 | }); 40 | 41 | // TODO(shtylman) emit on successful login? 42 | 43 | var session_count = 0; 44 | 45 | // new fix message 46 | decoder.on('data', function(msg) { 47 | // this is a huge problem 48 | // a person could technically connect with a spoofed SenderCompID 49 | // and then be re-attached to the session of a previous person 50 | 51 | // check if already have a session 52 | // if new session 53 | var session_id = msg.SenderCompID; 54 | var details = sessions[session_id]; 55 | 56 | if (details) { 57 | // if the two streams are not the same, someone is trying to spoof us 58 | if (details.stream !== stream) { 59 | // terminate immediately 60 | return stream.end(); 61 | } 62 | 63 | return details.session.incoming(msg); 64 | } 65 | 66 | // no session for this session id yet, create it 67 | var session = new Session(true, { 68 | // flipped because we are now the sender 69 | sender: msg.TargetCompID, 70 | target: msg.SenderCompID, 71 | }); 72 | 73 | // see note above for session variable on why this is 74 | details = sessions[session_id] = { 75 | stream: stream, 76 | session: session, 77 | } 78 | 79 | ++session_count; 80 | 81 | // when session is done, remove it from 82 | session.on('end', function() { 83 | --session_count; 84 | delete sessions[session_id]; 85 | 86 | // if the last session is over, end the connection 87 | if (session_count === 0) { 88 | clearTimeout(logon_timeout); 89 | stream.end(); 90 | } 91 | }); 92 | 93 | session.on('logon', function() { 94 | clearTimeout(logon_timeout); 95 | }); 96 | 97 | stream.on('close', function() { 98 | session.end(); 99 | }); 100 | 101 | // outgoing messages 102 | session.on('send', function(msg) { 103 | var out = msg.serialize(); 104 | stream.write(out); 105 | }); 106 | 107 | self.emit('session', session, stream); 108 | 109 | // TODO check for other headers to be consistent? 110 | 111 | details.session.incoming(msg); 112 | }); 113 | 114 | stream.on('end', function() { 115 | // anything? 116 | }) 117 | }; 118 | 119 | module.exports = Server; 120 | -------------------------------------------------------------------------------- /src/frame_decoder.js: -------------------------------------------------------------------------------- 1 | var through = require('through2'); 2 | 3 | var Msg = require('./msg'); 4 | 5 | var kFieldSeparator = Msg.kFieldSeparator; 6 | 7 | // length of first field, it is always 8=FIX.#.# 8 | var kFirstFieldLen = 10; 9 | var kChecksumFieldLen = 7; 10 | 11 | module.exports = function() { 12 | var buffer = ''; 13 | 14 | var stream = through.obj(function(chunk, enc, cb) { 15 | var self = this; 16 | buffer += chunk; 17 | 18 | while (buffer.length > 0) { 19 | // Step 1: Extract complete FIX message 20 | // If we don't have enough data to start extracting body length, wait for more data 21 | if (buffer.length < kFirstFieldLen + 14) { 22 | return cb(); 23 | } 24 | 25 | if (buffer.slice(0, 6) !== '8=FIX.' || buffer[7] !== '.' || buffer[9] !== kFieldSeparator) { 26 | var err = 'Invalid BeginString: ' + buffer.slice(0, kFirstFieldLen); 27 | return cb(new Error(err)); 28 | } 29 | 30 | // look for a field separator after the one after 8=FIX.#.# 31 | var endTag9 = buffer.indexOf(kFieldSeparator, kFirstFieldLen); 32 | 33 | // don't have all of tag 9 yet 34 | if (endTag9 < 0) { 35 | 36 | // if we have seen 8=FIX.#.#|9=####? and have no end tag 9 37 | // then the message is not valid 38 | // tag 9 can only have values 0-9999 39 | if (buffer.length > 17) { 40 | var err = 'no valid BodyLength tag found in header: ' + buffer; 41 | return cb(new Error(err)); 42 | } 43 | 44 | return cb(); 45 | } 46 | 47 | if (buffer.slice(kFirstFieldLen, kFirstFieldLen + 2) !== '9=') { 48 | var err = 'Invalid BodyLength: ' + buffer.slice(kFirstFieldLen, endTag9); 49 | return cb(new Error(err)); 50 | } 51 | 52 | // get field separator after tag9 53 | // if unable to get end of tag 9, we haven't received a full message yet 54 | // +2 for '9=' 55 | var body_len_str = buffer.slice(kFirstFieldLen + 2, endTag9); 56 | var body_len = body_len_str - 0; 57 | 58 | // as parsed above, BodyLength (tag 9) has a limit of 9999 (could be increased) 59 | if (isNaN(body_len) || body_len < 0 || body_len > 9999) { 60 | var err = 'Invalid BodyLength: ' + body_len_str; 61 | return cb(new Error(err)); 62 | } 63 | 64 | // make sure to include checksum field and trailing separator 65 | // so we can properly slice away this message from the buffer 66 | // endTag9 +1 for after tag 9 67 | var msg_len = body_len + endTag9 + 1 + kChecksumFieldLen; 68 | 69 | // don't have full message yet 70 | if (buffer.length < msg_len) { 71 | return cb(); 72 | } 73 | 74 | var msg = buffer.slice(0, msg_len); 75 | 76 | // buffer is what remains after current message is removed 77 | buffer = buffer.slice(msg_len); 78 | 79 | // get just message body without checksum field 80 | var msg_body = msg.slice(0, msg.length - kChecksumFieldLen); 81 | 82 | var expected_checksum = Msg.checksum(msg_body); 83 | var actual_checksum = msg.substr(msg.length - 4, 3); 84 | 85 | if (expected_checksum !== actual_checksum) { 86 | var err = 'Invalid CheckSum: ' + msg; 87 | return cb(new Error(err)); 88 | } 89 | 90 | // load up proper message type 91 | self.push(Msg.parse(msg)); 92 | } 93 | 94 | cb(); 95 | }); 96 | 97 | return stream; 98 | } 99 | 100 | -------------------------------------------------------------------------------- /test/decoder.js: -------------------------------------------------------------------------------- 1 | var after = require('after'); 2 | var assert = require('assert'); 3 | var FrameDecoder = require('../src/frame_decoder'); 4 | 5 | var sep = String.fromCharCode(1); 6 | 7 | suite('frame decoder'); 8 | 9 | test('decode', function(done) { 10 | 11 | var decoder = FrameDecoder(); 12 | decoder.on('data', function(msg) { 13 | done(); 14 | }); 15 | 16 | // feed full frame 17 | var data = ['8=', 'FIX.4.2', sep, '9=', '5', sep, '35=0', sep, '10=161', sep]; 18 | decoder.write(data.join('')); 19 | }); 20 | 21 | test('incremental decode', function(done) { 22 | var decoder = FrameDecoder(); 23 | decoder.on('data', function(msg) { 24 | done(); 25 | }); 26 | 27 | // feed data in parts to test incremental parsing 28 | var data = ['8=', 'FIX.4.2', sep, '9=', '5', sep, '35=0', sep, '10=161', sep]; 29 | data.forEach(decoder.write.bind(decoder)); 30 | }); 31 | 32 | test('decode multiple', function(done) { 33 | var decoder = FrameDecoder(); 34 | 35 | done = after(2, done); 36 | decoder.on('data', function(msg) { 37 | done(); 38 | }); 39 | 40 | // feed data in parts to test incremental parsing 41 | var data = ['8=', 'FIX.4.2', sep, '9=', '5', sep, '35=0', sep, '10=161', sep]; 42 | data.forEach(decoder.write.bind(decoder)); 43 | data.forEach(decoder.write.bind(decoder)); 44 | }); 45 | 46 | test('decode wiki example', function(done) { 47 | var decoder = FrameDecoder(); 48 | 49 | done = after(2, done); 50 | decoder.on('data', function(msg) { 51 | done(); 52 | }); 53 | 54 | // example messages from wikipedia page 55 | // http://en.wikipedia.org/wiki/Financial_Information_eXchange 56 | var msg = '8=FIX.4.2|9=178|35=8|49=PHLX|56=PERS|52=20071123-05:30:00.000|11=ATOMNOCCC9990900|20=3|150=E|39=E|55=MSFT|167=CS|54=1|38=15|40=2|44=15|58=PHLX EQUITY TESTING|59=0|47=C|32=0|31=0|151=15|14=0|6=0|10=128|'; 57 | 58 | decoder.write(msg.replace(/\|/g, sep)); 59 | var msg = '8=FIX.4.2|9=65|35=A|49=SERVER|56=CLIENT|34=177|52=20090107-18:15:16|98=0|108=30|10=062|'; 60 | 61 | decoder.write(msg.replace(/\|/g, sep)); 62 | }); 63 | 64 | /** Test for issue fixed in commit: 65 | * https://github.com/defunctzombie/fixjs/commit/5010c720b1f3a8d71c5cda80945aa7c0bf1ba882 66 | * That prevented multiple callbacks when buffer fills up 67 | */ 68 | test('Filled up buffer', function(done) { 69 | var decoder = FrameDecoder(); 70 | var repeat = function (string, num) { 71 | return new Array(num + 1).join(string); 72 | }; 73 | var num = 1000; 74 | done = after(30, done); 75 | decoder.on('data', function(msg) { 76 | done(); 77 | }); 78 | 79 | // example messages from wikipedia page 80 | // http://en.wikipedia.org/wiki/Financial_Information_eXchange 81 | var msg = '8=FIX.4.2|9=178|35=8|49=PHLX|56=PERS|52=20071123-05:30:00.000|11=ATOMNOCCC9990900|20=3|150=E|39=E|55=MSFT|167=CS|54=1|38=15|40=2|44=15|58=PHLX EQUITY TESTING|59=0|47=C|32=0|31=0|151=15|14=0|6=0|10=128|'; 82 | var messages = repeat(msg,num); 83 | decoder.write(messages.replace(/\|/g, sep)); 84 | 85 | }); 86 | 87 | test('invalid metadata', function(done) { 88 | var examples = { 89 | 'Invalid CheckSum: ': ['8=', 'FIX.4.2', sep, '9=', '5', sep, '35=0', sep, '10=162', sep], 90 | 'Invalid BeginString: ': ['8=', 'FiX.4.2', sep, '9=', '5', sep, '35=0', sep, '10=161', sep], 91 | 'Invalid BodyLength: ': ['8=', 'FIX.4.2', sep, '9=', '50000', sep, '35=0', sep, '10=161', sep], 92 | }; 93 | 94 | done = after(Object.keys(examples).length, done); 95 | 96 | for (var err_message in examples) { 97 | var decoder = FrameDecoder(); 98 | decoder.on('data', function(msg) { 99 | assert(false); 100 | }); 101 | 102 | try { 103 | decoder.write(examples[err_message].join('')); 104 | } catch (err) { 105 | assert(err.message.indexOf(err_message) === 0, err); 106 | done(); 107 | } 108 | } 109 | }); 110 | -------------------------------------------------------------------------------- /src/msg.js: -------------------------------------------------------------------------------- 1 | /// fix message 2 | 3 | var moment = require('moment'); 4 | 5 | // convert a date object into a fix formatted timestamp 6 | var getUTCTimeStamp = function(date){ 7 | return moment(date).utc().format('YYYYMMDD-HH:mm:ss.SSS'); 8 | } 9 | 10 | var Msg = function() { 11 | var self = this; 12 | 13 | // map of field number (as a string) to field value 14 | self._fields = {}; 15 | 16 | self._define_field = function(field_id, name, opt) { 17 | var validator = (opt && opt.validator) ? opt.validator : function(v) { return v; }; 18 | Object.defineProperty(self, name, { 19 | get: function() { 20 | return self.get(field_id); 21 | }, 22 | set: function(value) { 23 | self.set(field_id, validator(value)); 24 | } 25 | }); 26 | }; 27 | 28 | self._define_field('49', 'SenderCompID'); 29 | self._define_field('56', 'TargetCompID'); 30 | self._define_field('50', 'SenderSubID'); 31 | self._define_field('35', 'MsgType'); 32 | self._define_field('34', 'MsgSeqNum'); 33 | self._define_field('52', 'SendingTime'); 34 | }; 35 | 36 | // constants 37 | Msg.kFieldSeparator = String.fromCharCode(1); 38 | 39 | Msg.prototype.get = function(field_id) { 40 | var self = this; 41 | return self._fields[field_id]; 42 | }; 43 | 44 | Msg.prototype.set = function(field_id, value) { 45 | var self = this; 46 | 47 | if (value instanceof Date) { 48 | value = getUTCTimeStamp(value); 49 | } 50 | 51 | self._fields[field_id] = value; 52 | } 53 | 54 | Msg.prototype.serialize = function() { 55 | var self = this; 56 | 57 | var header_arr = []; 58 | var body_arr = []; 59 | 60 | var fields = self._fields; 61 | 62 | header_arr.push('35=' + self.MsgType); 63 | header_arr.push('52=' + self.SendingTime); 64 | header_arr.push('49=' + self.SenderCompID); 65 | header_arr.push('56=' + self.TargetCompID); 66 | header_arr.push('34=' + self.MsgSeqNum); 67 | 68 | // manually inserted 69 | var ignore = ['8', '9', '35', '10', '52', '49', '56', '34']; 70 | 71 | for (var tag in fields) { 72 | if (fields.hasOwnProperty(tag) && ignore.indexOf(tag) === -1 73 | && typeof fields[tag] !== 'undefined' && fields[tag] !== null) { 74 | body_arr.push(tag + '=' + fields[tag]); 75 | } 76 | } 77 | 78 | var headermsg = header_arr.join(Msg.kFieldSeparator); 79 | var bodymsg = body_arr.join(Msg.kFieldSeparator); 80 | 81 | var out = []; 82 | out.push('8=' + 'FIX.4.2'); // TODO variable 83 | 84 | // if there is no body, then only one separator will be added 85 | // if there is a body, then there will be another separator 86 | var sep_count = 1; 87 | if (bodymsg.length > 0) { 88 | sep_count += 1; 89 | } 90 | 91 | out.push('9=' + (headermsg.length + bodymsg.length + sep_count)); 92 | out.push(headermsg); 93 | 94 | if (bodymsg.length > 0) { 95 | out.push(bodymsg); 96 | } 97 | 98 | var outmsg = out.join(Msg.kFieldSeparator); 99 | outmsg += Msg.kFieldSeparator; 100 | return outmsg + '10=' + Msg.checksum(outmsg) + Msg.kFieldSeparator; 101 | }; 102 | 103 | Msg.checksum = function(str) { 104 | var chksm = 0; 105 | for (var i = 0; i < str.length; ++i) { 106 | chksm += str.charCodeAt(i); 107 | } 108 | 109 | chksm = chksm % 256; 110 | 111 | var checksumstr = ''; 112 | if (chksm < 10) { 113 | checksumstr = '00' + (chksm + ''); 114 | } else if (chksm >= 10 && chksm < 100) { 115 | checksumstr = '0' + (chksm + ''); 116 | } else { 117 | checksumstr = '' + (chksm + ''); 118 | } 119 | 120 | return checksumstr; 121 | }; 122 | 123 | Msg.parse = function(raw) { 124 | var Msgs = require('./msgs'); 125 | 126 | var fix = {}; 127 | var keyvals = raw.split(Msg.kFieldSeparator); 128 | 129 | keyvals.forEach(function(kv) { 130 | if (kv.length === 0) { 131 | return; 132 | } 133 | 134 | // a field could have an = in it, don't see why not 135 | var components = kv.split('='); 136 | var id = components.shift(); 137 | fix[id] = components.join('='); 138 | }); 139 | 140 | // TODO validate header 141 | var type = fix['35']; 142 | if (!type) { 143 | throw new Error('no MsgType in fix message'); 144 | } 145 | 146 | var msg_t = Msgs.types[type]; 147 | if (!msg_t) { 148 | throw new Error('no such message type: ' + type); 149 | } 150 | 151 | var msg = new msg_t(); 152 | msg._fields = fix; 153 | return msg; 154 | }; 155 | 156 | module.exports = Msg; 157 | 158 | -------------------------------------------------------------------------------- /test/admin.js: -------------------------------------------------------------------------------- 1 | /// test admin commands 2 | 3 | var assert = require('assert'); 4 | var after = require('after'); 5 | var through = require('through2'); 6 | var duplexer = require('duplexer2'); 7 | 8 | var fix = require('..'); 9 | var Msgs = fix.Msgs; 10 | 11 | suite('admin'); 12 | 13 | test('logon', function(done) { 14 | var self = this; 15 | 16 | done = after(2, done); 17 | 18 | var stream_server = through(); 19 | var stream_client = through(); 20 | 21 | var server = fix.createServer(); 22 | server.attach(duplexer(stream_client, stream_server)); 23 | 24 | var client = fix.createClient(duplexer(stream_server, stream_client)); 25 | 26 | server.on('session', function(session) { 27 | session.on('logon', done); 28 | }); 29 | 30 | var session = client.session('initiator', 'acceptor'); 31 | session.on('logon', done); 32 | session.logon(); 33 | }); 34 | 35 | test('logout', function(done) { 36 | var self = this; 37 | 38 | done = after(3, done); 39 | 40 | var stream_server = through(); 41 | var stream_client = through(); 42 | 43 | var server = fix.createServer(); 44 | server.attach(duplexer(stream_client, stream_server)); 45 | 46 | var client = fix.createClient(duplexer(stream_server, stream_client)); 47 | 48 | server.on('session', function(session) { 49 | session.on('logon', done); 50 | }); 51 | 52 | var session = client.session('initiator', 'acceptor'); 53 | session.on('logon', function() { 54 | done(); 55 | session.logout(); 56 | }); 57 | 58 | // when the server responds with a clean logout 59 | session.on('logout', done); 60 | 61 | // login to the server 62 | session.logon(); 63 | }); 64 | 65 | test('spoof', function(done) { 66 | 67 | var stream_server = through(); 68 | var stream_client = through(); 69 | 70 | var server = fix.createServer(); 71 | server.attach(duplexer(stream_client, stream_server)); 72 | var client = fix.createClient(duplexer(stream_server, stream_client)); 73 | 74 | var stream_server2 = through(); 75 | var stream_client2 = through(); 76 | 77 | server.attach(duplexer(stream_client2, stream_server2)); 78 | var client2 = fix.createClient(duplexer(stream_server2, stream_client2)); 79 | 80 | var session = client.session('initiator', 'acceptor'); 81 | session.on('logon', function() { 82 | 83 | // try to open another connection with same session 84 | var session = client2.session('initiator', 'acceptor'); 85 | 86 | // we expect to be disconnected by the server 87 | client2.stream.on('end', function() { 88 | done(); 89 | }); 90 | 91 | // trying to reuse a session on a different connection should boot us 92 | session.logon(); 93 | }); 94 | 95 | session.logon(); 96 | }); 97 | 98 | test('test request', function(done) { 99 | done = after(2, done); 100 | 101 | var stream_server = through(); 102 | var stream_client = through(); 103 | 104 | var server = fix.createServer(); 105 | server.attach(duplexer(stream_client, stream_server)); 106 | var client = fix.createClient(duplexer(stream_server, stream_client)); 107 | 108 | server.on('session', function(session) { 109 | session.on('logon', done); 110 | }); 111 | 112 | var session = client.session('initiator', 'acceptor'); 113 | session.on('logon', function() { 114 | var msg = new Msgs.TestRequest(); 115 | msg.TestReqID = 1337; 116 | session.send(msg); 117 | }); 118 | 119 | session.on('Heartbeat', function(msg, next) { 120 | assert.equal(this, session); 121 | assert.equal(1337, msg.TestReqID); 122 | next(); 123 | done(); 124 | }); 125 | 126 | // login to the server 127 | session.logon(); 128 | }); 129 | 130 | test('reject logon', function(done) { 131 | 132 | var stream_server = through(); 133 | var stream_client = through(); 134 | 135 | var server = fix.createServer(); 136 | server.attach(duplexer(stream_client, stream_server)); 137 | var client = fix.createClient(duplexer(stream_server, stream_client)); 138 | 139 | server.on('session', function(session) { 140 | session.on('logon', function() { 141 | test.false(); //invalid call specifically to fail test 142 | }); 143 | 144 | session.on('Logon', function(msg, next) { 145 | return next(new Error('testing login reject')); 146 | }); 147 | }); 148 | 149 | var session = client.session('initiator', 'acceptor'); 150 | session.on('logon', function() { 151 | assert.ok(false); //invalid call specifically to fail test 152 | }); 153 | 154 | // a bad login will just terminate the session 155 | session.on('end', function() { 156 | done(); 157 | }); 158 | 159 | // login to the server 160 | session.logon(); 161 | 162 | }); 163 | 164 | test('unsupported message', function(done) { 165 | done = after(2, done); 166 | 167 | var stream_server = through(); 168 | var stream_client = through(); 169 | 170 | var server = fix.createServer(); 171 | server.attach(duplexer(stream_client, stream_server)); 172 | var client = fix.createClient(duplexer(stream_server, stream_client)); 173 | 174 | server.on('session', function(session) { 175 | session.on('logon', done); 176 | }); 177 | 178 | var session = client.session('initiator', 'acceptor'); 179 | session.on('logon', function() { 180 | session.send(new Msgs.NewOrderSingle()); 181 | }); 182 | 183 | session.on('error', function(err) { 184 | assert.equal('unsupported message type: D', err.message); 185 | done(); 186 | }); 187 | 188 | // login to the server 189 | session.logon(); 190 | }); 191 | 192 | test('resend request', function(done) { 193 | done = after(2, done); 194 | 195 | var stream_server = through(); 196 | var stream_client = through(); 197 | 198 | var server = fix.createServer(); 199 | server.attach(duplexer(stream_client, stream_server)); 200 | var client = fix.createClient(duplexer(stream_server, stream_client)); 201 | 202 | server.on('session', function(session) { 203 | session.on('logon', done); 204 | }); 205 | 206 | var session = client.session('initiator', 'acceptor'); 207 | session.on('logon', function() { 208 | var resend = new Msgs.ResendRequest(); 209 | resend.BeginSeqNo = '1'; 210 | resend.EndSeqNo = '10'; 211 | session.send(resend); 212 | }); 213 | 214 | session.on('SequenceReset', function(msg, next) { 215 | assert.equal(this, session); 216 | assert.equal('10', msg.NewSeqNo); 217 | assert.equal('N', msg.GapFillFlag); 218 | next(); 219 | done(); 220 | }); 221 | 222 | session.logon(); 223 | }); 224 | 225 | test('sequence reset', function(done) { 226 | done = after(2, done); 227 | 228 | var stream_server = through(); 229 | var stream_client = through(); 230 | 231 | var server = fix.createServer(); 232 | server.attach(duplexer(stream_client, stream_server)); 233 | var client = fix.createClient(duplexer(stream_server, stream_client)); 234 | 235 | server.on('session', function(session) { 236 | session.on('logon', done) 237 | 238 | session.on('Heartbeat', function(msg, next) { 239 | assert.equal('10', msg.MsgSeqNum); 240 | next(); 241 | done(); 242 | }); 243 | }); 244 | 245 | var session = client.session('initiator', 'acceptor'); 246 | session.on('logon', function() { 247 | var reset = new Msgs.SequenceReset(); 248 | reset.NewSeqNo = '10'; 249 | reset.GapFillFlag = 'N'; 250 | session.send(reset); 251 | 252 | session.outgoing_seq_num = 10; 253 | session.send(new Msgs.Heartbeat()); 254 | }); 255 | 256 | session.logon(); 257 | }); 258 | -------------------------------------------------------------------------------- /src/session.js: -------------------------------------------------------------------------------- 1 | /// fix session 2 | 3 | var events = require('events'); 4 | 5 | var Fields = require('./fields'); 6 | var Msg = require('./msg'); 7 | var Msgs = require('./msgs'); 8 | var RejectWithText = require('./errors').RejectWithText; 9 | 10 | var Session = function(is_acceptor, opt) { 11 | var self = this; 12 | 13 | self.incoming_seq_num = 1; 14 | self.outgoing_seq_num = 1; 15 | 16 | self.is_acceptor = is_acceptor; 17 | self.respond_to_logon = true; 18 | 19 | self.sender_comp_id = opt.sender; 20 | self.target_comp_id = opt.target; 21 | 22 | // incoming messages need to be processed in the order they are received 23 | self.msg_queue = []; 24 | 25 | // heartbeat interval 26 | self.is_logged_in = false; 27 | 28 | // admin handlers 29 | var admin = self.admin = {}; 30 | 31 | self.sendHeartbeats = true; 32 | 33 | self.last_incoming_time = 0; 34 | self.last_outgoing_time = 0; 35 | 36 | admin.Logon = function(msg, next) { 37 | var heartbt_milli = +msg.HeartBtInt * 1000; 38 | if (isNaN(heartbt_milli)) { 39 | // send back invalid heartbeat 40 | return next(new RejectWithText('invalid heartbeat interval, must be numeric', Fields.HeartBtInt)); 41 | }; 42 | 43 | // heatbeat handler 44 | var heartbeat_timer = setInterval(function () { 45 | var currentTime = new Date().getTime(); 46 | 47 | // counter party might be dead, kill connection 48 | if (currentTime - self.last_incoming_time > heartbt_milli * 2 && self.expectHeartbeats) { 49 | self.emit('error', new Error('no heartbeat from counter party in ' + heartbt_milli + ' milliseconds')); 50 | self.end(); 51 | return; 52 | } 53 | 54 | // ask counter party to wake up 55 | if (currentTime - self.last_incoming_time > (heartbt_milli * 1.5) && self.expectHeartbeats) { 56 | // TODO send test message 57 | } 58 | 59 | // heartbeat time! 60 | if (currentTime - self.last_outgoing_time > heartbt_milli && self.sendHeartbeats) { 61 | // send here, not next because it is an interval 62 | self.send(new Msgs.Heartbeat()); 63 | } 64 | }, heartbt_milli / 2); //End Set heartbeat mechanism== 65 | 66 | // clear heatbeat interval on end 67 | self.on('end', function () { 68 | clearInterval(heartbeat_timer); 69 | }); 70 | 71 | // Logon successful 72 | self.is_logged_in = true; 73 | 74 | // Logon ack (acceptor) 75 | if (self.is_acceptor && self.respond_to_logon) { 76 | // send same message back 77 | // sender comp/target comp will be swapped 78 | self.send(msg); 79 | } 80 | 81 | self.emit('logon'); 82 | next(); 83 | }; 84 | 85 | admin.Logout = function(msg, next) { 86 | // we initiated a logout and this is the response 87 | // we can terminate the session 88 | // per the fix spec, the logout initiator is the one responsible for terminating 89 | // the session 90 | if (self.logout_confirmation) { 91 | clearTimeout(self.logout_confirmation); 92 | 93 | self.is_logged_in = false; 94 | self.emit('logout'); 95 | 96 | // no more messages will be processed 97 | // clear queue 98 | self.msg_queue = []; 99 | next(); 100 | 101 | // our session is done 102 | return self.end(); 103 | } 104 | 105 | // we got a logout request, respond 106 | // this gives the counter party a chance to do perform resend requests 107 | self.send(new Msgs.Logout()); 108 | 109 | // TODO should resend requests be the only thing supported here? 110 | // IE only allow admin messages after a logout confirmation 111 | 112 | next(); 113 | }; 114 | 115 | admin.TestRequest = function(msg, next) { 116 | var heartbeat = new Msgs.Heartbeat(); 117 | heartbeat.TestReqID = msg.TestReqID; 118 | return next(heartbeat); 119 | }; 120 | 121 | admin.ResendRequest = function(msg, next) { 122 | // TODO, currently just sends a sequence reset 123 | var seq_reset = new Msgs.SequenceReset(); 124 | seq_reset.GapFillFlag = 'N'; 125 | seq_reset.NewSeqNo = msg.EndSeqNo; 126 | return next(seq_reset); 127 | }; 128 | 129 | // note that for SeqReset - Reset the header MsgSeqNum is ignored 130 | admin.SequenceReset = function(msg, next) { 131 | var msg_seq_num = +msg.MsgSeqNum; 132 | var reset_num = +msg.NewSeqNo; 133 | 134 | // gap fill, MsgSeqNum from header is not ignored 135 | // sequence reversal should be ignored 136 | if (msg.GapFillFlag === 'Y' && msg_seq_num < self.incoming_seq_num) { 137 | // message should be discarded 138 | return next(); 139 | } 140 | 141 | // cannot reset to less 142 | if (reset_num < self.incoming_seq_num) { 143 | return next(new RejectWithText('SequenceReset may not decrement sequence numbers', Fields.NewSeqNo)); 144 | } 145 | 146 | self.incoming_seq_num = reset_num; 147 | next(); 148 | }; 149 | 150 | admin.Heartbeat = function(msg, next) { 151 | next(); 152 | }; 153 | 154 | admin.Reject = function(msg, next) { 155 | self.emit('error', new Error(msg.Text)); 156 | next(); 157 | }; 158 | 159 | // our admin handling 160 | self.on('message', function(msg, next) { 161 | self._process_incoming(msg, next); 162 | }); 163 | 164 | // handle dispatching messages by name or rejecting if unsupported 165 | self.on('message', function(msg, next) { 166 | var listeners = self.listeners(msg.name).concat(); 167 | if (listeners.length === 0) { 168 | // admin messages don't need to be handled by the app 169 | if (['0', '1', '2', '3', '4', '5', 'A'].indexOf(msg.MsgType) >= 0) { 170 | return next(); 171 | } 172 | return next(new RejectWithText('unsupported message type: ' + msg.MsgType, Fields.MsgType)); 173 | } 174 | 175 | // to make sure each handler completes fully, including async actions, 176 | // we do this instead of self.emit(msg.name, msg) 177 | (function next_listener() { 178 | var handler = listeners.shift(); 179 | if (!handler) { 180 | return next(); 181 | } 182 | 183 | handler.call(self, msg, function(result) { 184 | if (result) { 185 | return next(result); 186 | } 187 | 188 | // next message handler 189 | next_listener(); 190 | }); 191 | })(); 192 | }); 193 | }; 194 | 195 | Session.prototype.__proto__ = events.EventEmitter.prototype; 196 | 197 | Session.prototype.reject = function(orig_msg, reason, field) { 198 | var self = this; 199 | 200 | var msg = new Msgs.Reject(); 201 | msg.RefSeqNum = orig_msg.MsgSeqNum; 202 | msg.RefMsgType = orig_msg.MsgType; 203 | if (reason) { 204 | msg.Text = reason; 205 | } 206 | if (field) { 207 | msg.RefTagID = field.tag || field; // support our Field objects and plain numbers 208 | } 209 | return self.send(msg); 210 | }; 211 | 212 | // process incoming message 213 | Session.prototype.incoming = function(msg) { 214 | var self = this; 215 | 216 | if (self._stopped) { 217 | return; 218 | } 219 | 220 | // messages need to be processed in the order in which they are received 221 | // it would be wrong to receive order A then order B and for some reason 222 | // send order B to the matching engine before order A 223 | if (self.processing) { 224 | return self.msg_queue.push(msg); 225 | } 226 | 227 | self.processing = true; 228 | 229 | var message_handlers = self.listeners('message').concat(); //cheap clone 230 | 231 | function next_msg() { 232 | self.processing = false; 233 | var msg = self.msg_queue.shift(); 234 | if (!msg) { 235 | return; 236 | } 237 | return self.incoming(msg); 238 | } 239 | 240 | // we do this because admin handlers should always run last 241 | // this allows users to hookup their own 'message' handlers and have them always run before 242 | message_handlers.push(function(msg, next) { 243 | var admin_handler = self.admin[msg.name]; 244 | if (!admin_handler) { 245 | return next(); 246 | } 247 | admin_handler(msg, next); 248 | }); 249 | 250 | (function next() { 251 | var handler = message_handlers.shift(); 252 | if (!handler) { 253 | // move on to the next message 254 | return next_msg(); 255 | } 256 | 257 | // checks that the handler actually returned in a reasonable amount of time 258 | // TODO let user specify what to do in this case? skip to next message? 259 | // this would be bad as we did not fully process this message but did mark expected sequence numbers 260 | // maybe mark sequence number after message is done processing? I kinda like that more 261 | var execution_timeout = setTimeout(function() { 262 | var err = new Error('message handler taking too long to execute'); 263 | err.msg = msg.toString(); 264 | err.handler = handler.toString(); 265 | self.emit('error', err); 266 | }, 10000); 267 | 268 | handler(msg, function(result) { 269 | clearTimeout(execution_timeout); 270 | 271 | if (msg.MsgType === 'A' && result instanceof Error) { 272 | if (result instanceof RejectWithText) { 273 | // this type of error contains text intended for the counterparty 274 | self.reject(msg, result.message, result.field); 275 | } 276 | else if (result instanceof Error) { 277 | // generic Error message may contain text not intended for the counterparty 278 | self.reject(msg); 279 | } 280 | 281 | // upon rejected logon message, session will be ended 282 | // no more messages will be processed 283 | self.msg_queue = []; 284 | next_msg(); 285 | 286 | self._stopped = true; 287 | setTimeout(function() { 288 | self.end(); 289 | }, 1000); 290 | return; 291 | } 292 | 293 | if (result instanceof RejectWithText) { 294 | // this type of error contains text intended for the counterparty 295 | self.reject(msg, result.message, result.field); 296 | return next_msg(); 297 | } else if (result instanceof Error) { 298 | // generic Error message may contain text not intended for the counterparty 299 | self.reject(msg); 300 | return next_msg(); 301 | } else if (result instanceof Msg) { 302 | self.send(result); 303 | return next_msg(); 304 | } 305 | 306 | // next message handler 307 | next(); 308 | }); 309 | })(); 310 | }; 311 | 312 | Session.prototype._process_incoming = function(msg, cb) { 313 | var self = this; 314 | 315 | self.last_timestamp = Date.now(); 316 | 317 | // first message should always be a logon 318 | if (!self.is_logged_in && msg.MsgType !== 'A') { 319 | return cb(new RejectWithText('expected Logon message, got: ' + msg.MsgType, Fields.MsgType)); 320 | } 321 | 322 | // check sequence gap 323 | var msg_seq_num = +msg.MsgSeqNum; 324 | 325 | if (isNaN(msg_seq_num)) { 326 | return cb(new RejectWithText('MsgSeqNum must be numeric: ' + msg.MsgSeqNum, Fields.MsgSeqNum)); 327 | } 328 | 329 | // SeqReset - Reset ignores message sequencing 330 | // this will be handled by the session admin 331 | if (msg.MsgType === '4' && (msg.GapFillFlag === undefined || msg.GapFillFlag === 'N')) { 332 | return cb(); 333 | } 334 | 335 | if (msg_seq_num > self.incoming_seq_num) { 336 | // clear incoming message queue for new messages from resend request 337 | // TODO hang on to these messages? 338 | self.msg_queue = []; 339 | 340 | // request resend 341 | var resend_request = new Msgs.ResendRequest(); 342 | resend_request.BeginSeqNo = self.incomingSeqNum; 343 | resend_request.EndSeqNo = 0; 344 | return cb(resend_request); 345 | } else if (msg_seq_num < self.incoming_seq_num) { 346 | // From the fix spec: 347 | // If the incoming message has a sequence number less than expected and the 348 | // PossDupFlag is not set, it indicates a serious error. It is strongly 349 | // recommended that the session be terminated and manual intervention be initiated. 350 | 351 | // TODO our callback mechanism needs a way to drop messages to the floor 352 | // no reject, no send, no further processing 353 | //if (msg.PossDupFlag === 'Y') { 354 | // ignore 355 | //return; // we can't do this, no other handlers will be called ever again 356 | //} 357 | 358 | cb(new RejectWithText('sequence reversal; expecting ' + self.incoming_seq_num + ' got ' + msg_seq_num + '. terminating session', Fields.MsgSeqNum)); 359 | return self.end(); 360 | } 361 | 362 | // set new expected seq 363 | self.incoming_seq_num = msg_seq_num + 1; 364 | 365 | // message has passed basic tests, send to next level 366 | // app then our admin handler 367 | cb(); 368 | }; 369 | 370 | // send a message to the session 371 | Session.prototype.send = function(msg, keep_set_fields) { 372 | var self = this; 373 | 374 | // set session specific headers 375 | msg.SenderCompID = self.sender_comp_id; 376 | msg.TargetCompID = self.target_comp_id; 377 | 378 | if (!keep_set_fields || msg.SendingTime === undefined) { 379 | msg.SendingTime = new Date(); 380 | } 381 | 382 | self.last_outgoing_time = new Date().getTime(); 383 | 384 | // increment the next outgoing 385 | msg.MsgSeqNum = self.outgoing_seq_num++; 386 | 387 | self.emit('send', msg); 388 | }; 389 | 390 | /// logon to a client session 391 | /// 'logon' event fired when session is active 392 | Session.prototype.logon = function(additional_fields) { 393 | var self = this; 394 | var msg = new Msgs.Logon(); 395 | msg.HeartBtInt = 10; 396 | msg.EncryptMethod = 0; 397 | 398 | if (additional_fields) { 399 | var ids = Object.keys(additional_fields); 400 | ids.forEach(function(id) { 401 | msg.set(id, additional_fields[id]); 402 | }); 403 | } 404 | 405 | self.send(msg); 406 | }; 407 | 408 | /// initiate a logout sequence and subsequently end a session 409 | Session.prototype.logout = function(reason) { 410 | var self = this; 411 | var msg = new Msgs.Logout(); 412 | if (reason) { 413 | msg.Text = reason; 414 | } 415 | self.send(msg); 416 | 417 | // if counter party was logged in, wait for their confirmation 418 | if (self.is_logged_in) { 419 | // if no confirmation after some interval, force session done 420 | self.logout_confirmation = setTimeout(function() { 421 | self.end(); 422 | }, 1000 * 30); 423 | } 424 | }; 425 | 426 | /// terminate the session 427 | Session.prototype.end = function() { 428 | var self = this; 429 | 430 | // if there was an active session, terminate it 431 | // logout should have done this for a clean shutdown 432 | self.is_logged_in = false; 433 | 434 | self.emit('end'); 435 | self.removeAllListeners('end'); // avoid duplicate 'end' events 436 | }; 437 | 438 | module.exports = Session; 439 | -------------------------------------------------------------------------------- /resources/FIX42.xml: -------------------------------------------------------------------------------- 1 | 2 |
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--------------------------------------------------------------------------------