FixAlchemy.SpecParser (FIXAlchemy v0.2.0)

Parses FIX protocol specification XML files into structured data.

Extracts field definitions, message type mappings, and component/group definitions from FIX spec XML files (e.g., FIX44.xml). FixAlchemy.Generator consumes this data to generate and cache compiled parser modules.

Supported XML Structure

The parser expects XML files with this structure:

<fix major="4" minor="4">
  <messages>
    <message name="Logon" msgtype="A" msgcat="admin">
      <field name="..." required="Y/N" />
      <group name="NoPartyIDs" required="N">
        <field name="PartyID" required="N" />
      </group>
    </message>
  </messages>
  <fields>
    <field number="1" name="Account" type="STRING" />
    <field number="35" name="MsgType" type="STRING" />
  </fields>
  <components>
    <component name="Instrument">
      <field name="Symbol" required="Y" />
    </component>
  </components>
</fix>

Examples

iex> {:ok, spec_data} = SpecParser.parse_spec_file("FIX44.xml")

Summary

Types

spec_data()

Functions

merge(transport, application)

Merge a transport dictionary with an application dictionary into one spec.

parse_spec_file(path)

Parse a FIX spec XML file, given an absolute or relative path, into structured data.

Types

spec_data()

@type spec_data() :: %{
  version: %{major: binary(), minor: binary()},
  fields: %{
    required(binary()) => %{name: binary(), type: binary(), enums: list()}
  },
  message_types: %{
    required(binary()) => %{
      name: binary(),
      category: binary(),
      structure: list()
    }
  },
  components: %{required(binary()) => list()},
  groups: %{required(binary()) => list()},
  header: list(),
  trailer: list()
}

Functions

merge(transport, application)

@spec merge(spec_data(), spec_data()) :: spec_data()

Merge a transport dictionary with an application dictionary into one spec.

The transport dictionary (FIXT1.1.xml) defines the session layer and the application dictionary (FIX50SP2.xml and its siblings) the business layer, so every field, message type, component and group the transport dictionary declares is kept as declared, and the application dictionary supplies every key the transport dictionary leaves undefined.

A field both dictionaries declare keeps the transport dictionary's name and type, and carries the values of both dictionaries, the transport's first, deduplicated by value. The merged version is the transport dictionary's, which is the version carried in BeginString.

parse_spec_file(path)

@spec parse_spec_file(binary()) :: {:ok, spec_data()} | {:error, term()}

Parse a FIX spec XML file, given an absolute or relative path, into structured data.