efix/README at master · spawnfest/efix · GitHub

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For #spawnfest:

  I'm sorry about the size of this project.  I was expecting something
  a lot smaller.  600 lines of code.  100,000 lines of generated code.

  There is a diary of my progress in DIARY.txt

  "make test" returns "TESTFILE: PERCENT SUCCESS".  As you can see
  it's nowhere close to 100% everywhere.  This is by design.  Many of
  the tests are created to test proper error behaviour.  If a test
  exits via throw with a reasonable exit value I consider the test
  successful.  Note that FIXT is in many ways broken.  Full test
  results can be viewed in full_test_results.txt

  Files written by me are fix.erl, fix_generate.erl, fix_generate.aux,
  fix_read_data.erl, and fix_test.erl.  The rest are automatically
  generated.  They all look the same, so read one of them and be happy
  with that.

  Rules.mk can be fun to read as well.  If you are masochistic.


This is a FIX parser written in Erlang.  Support is more or less
complete for FIX versions 4.0 to 4.4.  It is still pending for FIX
5.0.

See http://en.wikipedia.org/wiki/Financial_Information_eXchange for
more information about FIX.  You can download the specification from
http://fixprotocol.org/ (needs free registration).

It is a library and not really a runnable system.  If you want to run
it anyway you can do:

> make
> bin/run

(2566@hellboy)1> fix:decode("8=FIX.4.2\x019=178\x0135=8\x0149=PHLX\x0156=PERS\x0152=20071123-05:30:00.000\x0111=ATOMNOCCC9990900\x0120=3\x01150=E\x0139=E\x0155=MSFT\x01167=CS\x0154=1\x0138=15\x0140=2\x0144=15\x0158=PHLX EQUITY TESTING\x0159=0\x0147=C\x0132=0\x0131=0\x01151=15\x0114=0\x016=0\x0110=128\x01").

(2566@hellboy)2> fix:decode("8=FIX.4.2\x019=65\x0135=A\x0149=SERVER\x0156=CLIENT\x0134=177\x0152=20090107-18:15:16\x0198=0\x01108=30\x0110=062\x01").

Differences from specification:

FIX 4.4:

  According to the specification 139/MiscFeeType is of type CHAR but
  has enum valees that don't fit in a char.  This implementation has
  changed the type to STRING.  (This is also consistent with later
  versions of FIX.)

  MassCancelRejectReason is of type CHAR according to spec but has an
  enumeration value that is out of range (99).  Thus this
  implementation uses STRING.  (This is also consistent with later
  versions of FIX.)

Acknowledgements:

  This product includes software developed by quickfixengine.org
  (http://www.quickfixengine.org/).  More specifically the xml
  specifications and the test files. I.e. everything in lib/fix/priv/