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Merge pull request #1 from mgatny/master
Examples in various languages
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‎.gitignore

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java/target/
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scratch/

‎README.md

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# fix-json-encoding
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## License
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FIX JSON Encoding is © Copyright 2016 FIX Protocol Limited.
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Licensed under the Apache License, Version 2.0 (the "License");
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distributed under the License is distributed on an "AS IS" BASIS,
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WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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See the License for the specific language governing permissions and
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limitations under the License.
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limitations under the License.
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## Examples
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- [Go](go/)
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- [Java](java/)
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- [Javascript](javascript/)
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- [Ruby](ruby/)
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‎go/README.md

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## Go (golang) Reference Code
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Example of parsing FIX JSON Encoding in Go. Run it with:
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```shell
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go test
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```

‎go/msg_test.go

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package msgtest
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import (
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"encoding/json"
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"testing"
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"github.com/stretchr/testify/assert"
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"github.com/stretchr/testify/require"
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)
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type NoMDEntries struct {
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MDEntryType string
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MDEntryPx string
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MDEntrySize string
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MDEntryDate string
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MDEntryTime string
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}
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type MarketDataSnapshotFullRefresh struct {
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Header struct {
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BeginString string
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MsgType string
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MsgSeqNum string
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SenderCompID string
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TargetCompID string
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SendingTime string
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}
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Body struct {
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SecurityIDSource string
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SecurityID string
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MDReqID string
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NoMDEntries []NoMDEntries
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}
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Trailer struct {
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}
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}
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var (
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data = []byte(`{
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"Header": {
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"BeginString": "FIXT.1.1",
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"MsgType": "W",
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"MsgSeqNum": "4567",
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"SenderCompID": "SENDER",
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"TargetCompID": "TARGET",
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"SendingTime": "20160802-21:14:38.717"
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},
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"Body": {
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"SecurityIDSource": "8",
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"SecurityID": "ESU6",
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"MDReqID": "789",
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"NoMDEntries": [
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{ "MDEntryType": "0", "MDEntryPx": "2179.75", "MDEntrySize": "175", "MDEntryDate": "20160812", "MDEntryTime": "21:14:38.688"},
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{ "MDEntryType": "1", "MDEntryPx": "2180.25", "MDEntrySize": "125", "MDEntryDate": "20160812", "MDEntryTime": "21:14:38.688"}
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]
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},
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"Trailer": {
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}
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}`)
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)
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func TestJSON(t *testing.T) {
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// When the JSON is parsed
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var msg MarketDataSnapshotFullRefresh
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err := json.Unmarshal(data, &msg)
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require.Nil(t, err)
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// Then the header fields should be
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assert.Equal(t, "FIXT.1.1", msg.Header.BeginString)
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assert.Equal(t, "W", msg.Header.MsgType)
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assert.Equal(t, "4567", msg.Header.MsgSeqNum)
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assert.Equal(t, "SENDER", msg.Header.SenderCompID)
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assert.Equal(t, "TARGET", msg.Header.TargetCompID)
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assert.Equal(t, "20160802-21:14:38.717", msg.Header.SendingTime)
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// And the body fields should be
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assert.Equal(t, "8", msg.Body.SecurityIDSource)
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assert.Equal(t, "ESU6", msg.Body.SecurityID)
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assert.Equal(t, "789", msg.Body.MDReqID)
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// And the NoMDEntries repeating group should contain two entries
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assert.Len(t, msg.Body.NoMDEntries, 2)
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// And the first entry should be
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assert.Equal(t, "0", msg.Body.NoMDEntries[0].MDEntryType)
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assert.Equal(t, "2179.75", msg.Body.NoMDEntries[0].MDEntryPx)
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assert.Equal(t, "175", msg.Body.NoMDEntries[0].MDEntrySize)
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assert.Equal(t, "20160812", msg.Body.NoMDEntries[0].MDEntryDate)
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assert.Equal(t, "21:14:38.688", msg.Body.NoMDEntries[0].MDEntryTime)
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// And the second entry should be
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assert.Equal(t, "1", msg.Body.NoMDEntries[1].MDEntryType)
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assert.Equal(t, "2180.25", msg.Body.NoMDEntries[1].MDEntryPx)
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assert.Equal(t, "125", msg.Body.NoMDEntries[1].MDEntrySize)
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assert.Equal(t, "20160812", msg.Body.NoMDEntries[1].MDEntryDate)
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assert.Equal(t, "21:14:38.688", msg.Body.NoMDEntries[1].MDEntryTime)
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}

‎java/README.md

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## Java Reference Code
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Example of parsing FIX JSON Encoding in Java. Run it with:
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```shell
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mvn test
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```

‎java/pom.xml

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<project xmlns="http://maven.apache.org/POM/4.0.0" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
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xsi:schemaLocation="http://maven.apache.org/POM/4.0.0 http://maven.apache.org/xsd/maven-4.0.0.xsd">
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<modelVersion>4.0.0</modelVersion>
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<groupId>org.fixtradingcommunity.fix-examples</groupId>
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<artifactId>json-msg-test</artifactId>
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<version>0.0.1-SNAPSHOT</version>
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<packaging>jar</packaging>
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<name>${project.groupId}:${project.artifactId}</name>
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<description>FIX/JSON encoding spike</description>
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<inceptionYear>2016</inceptionYear>
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<organization>
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<name>FIX Trading Community</name>
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<url>http://http://www.fixtradingcommunity.org/</url>
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</organization>
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<licenses>
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<license>
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<name>The Apache License, Version 2.0</name>
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<url>http://www.apache.org/licenses/LICENSE-2.0.txt</url>
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</license>
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</licenses>
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<properties>
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<project.build.sourceEncoding>UTF-8</project.build.sourceEncoding>
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<junit.version>4.11</junit.version>
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<java.version>1.8</java.version>
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<gson.version>2.6.2</gson.version>
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</properties>
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<dependencies>
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<dependency>
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<groupId>com.google.code.gson</groupId>
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<artifactId>gson</artifactId>
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<version>${gson.version}</version>
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</dependency>
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<dependency>
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<groupId>junit</groupId>
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<artifactId>junit</artifactId>
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<scope>test</scope>
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<version>${junit.version}</version>
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</dependency>
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</dependencies>
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<build>
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<plugins>
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<plugin>
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<groupId>org.apache.maven.plugins</groupId>
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<artifactId>maven-compiler-plugin</artifactId>
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<version>3.3</version>
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<configuration>
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<source>${java.version}</source>
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<target>${java.version}</target>
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</configuration>
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</plugin>
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</plugins>
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</build>
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</project>

‎java/src/test/java/org/fixtradingcommunity/MsgTest.java

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package org.fixtradingcommunity;
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import static org.junit.Assert.assertEquals;
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import org.junit.Test;
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import org.junit.Before;
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import com.google.gson.*;
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public class MsgTest {
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static class Header {
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String BeginString;
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String MsgType;
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String MsgSeqNum;
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String SenderCompID;
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String TargetCompID;
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String SendingTime;
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}
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static class Trailer {
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}
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static class NoMDEntries {
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String MDEntryType;
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String MDEntryPx;
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String MDEntrySize;
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String MDEntryDate;
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String MDEntryTime;
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}
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static class MarketDataSnapshotFullRefresh {
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static class Body {
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String SecurityIDSource;
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String SecurityID;
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String MDReqID;
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NoMDEntries[] NoMDEntries;
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}
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Header Header;
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Body Body;
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Trailer Trailer;
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}
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private final static String data = String.join("\n",
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"{",
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"\"Header\": {",
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"\"BeginString\": \"FIXT.1.1\",",
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"\"MsgType\": \"W\",",
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"\"MsgSeqNum\": \"4567\",",
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"\"SenderCompID\": \"SENDER\",",
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"\"TargetCompID\": \"TARGET\",",
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"\"SendingTime\": \"20160802-21:14:38.717\"",
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"},",
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"\"Body\": {",
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"\"SecurityIDSource\": \"8\",",
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"\"SecurityID\": \"ESU6\",",
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"\"MDReqID\": \"789\",",
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"\"NoMDEntries\": [",
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"{ \"MDEntryType\": \"0\", \"MDEntryPx\": \"2179.75\", \"MDEntrySize\": \"175\", \"MDEntryDate\": \"20160812\", \"MDEntryTime\": \"21:14:38.688\"},",
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"{ \"MDEntryType\": \"1\", \"MDEntryPx\": \"2180.25\", \"MDEntrySize\": \"125\", \"MDEntryDate\": \"20160812\", \"MDEntryTime\": \"21:14:38.688\"}",
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"]",
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"},",
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"\"Trailer\": {",
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"}",
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"}"
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);
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@Test
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public void testJson() {
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// When the JSON is parsed
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MarketDataSnapshotFullRefresh msg = new Gson().fromJson(data, MarketDataSnapshotFullRefresh.class);
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// Then the header fields should be
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assertEquals("FIXT.1.1", msg.Header.BeginString);
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assertEquals("W", msg.Header.MsgType);
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assertEquals("4567", msg.Header.MsgSeqNum);
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assertEquals("SENDER", msg.Header.SenderCompID);
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assertEquals("TARGET", msg.Header.TargetCompID);
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assertEquals("20160802-21:14:38.717", msg.Header.SendingTime);
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// And the body fields should be
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assertEquals("8", msg.Body.SecurityIDSource);
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assertEquals("ESU6", msg.Body.SecurityID);
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assertEquals("789", msg.Body.MDReqID);
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// And the NoMDEntries repeating group should contain two entries
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assertEquals(2, msg.Body.NoMDEntries.length);
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// And the first entry should be
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assertEquals("0", msg.Body.NoMDEntries[0].MDEntryType);
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assertEquals("2179.75", msg.Body.NoMDEntries[0].MDEntryPx);
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assertEquals("175", msg.Body.NoMDEntries[0].MDEntrySize);
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assertEquals("20160812", msg.Body.NoMDEntries[0].MDEntryDate);
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assertEquals("21:14:38.688", msg.Body.NoMDEntries[0].MDEntryTime);
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// And the second entry should be
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assertEquals("1", msg.Body.NoMDEntries[1].MDEntryType);
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assertEquals("2180.25", msg.Body.NoMDEntries[1].MDEntryPx);
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assertEquals("125", msg.Body.NoMDEntries[1].MDEntrySize);
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assertEquals("20160812", msg.Body.NoMDEntries[1].MDEntryDate);
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assertEquals("21:14:38.688", msg.Body.NoMDEntries[1].MDEntryTime);
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}
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}

‎javascript/README.md

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## Javascript Reference Code
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Example of parsing FIX JSON Encoding in Javascript. Run it with:
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```shell
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node msg_test.js
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```

‎javascript/msg_test.js

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const assert = require('assert');
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const data = '{' +
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' "Header": {' +
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' "BeginString": "FIXT.1.1",' +
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' "MsgType": "W",' +
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' "MsgSeqNum": "4567",' +
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' "SenderCompID": "SENDER",' +
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' "TargetCompID": "TARGET",' +
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' "SendingTime": "20160802-21:14:38.717"' +
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' },' +
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' "Body": {' +
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' "SecurityIDSource": "8",' +
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' "SecurityID": "ESU6",' +
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' "MDReqID": "789",' +
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' "NoMDEntries": [' +
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' { "MDEntryType": "0", "MDEntryPx": "2179.75", "MDEntrySize": "175", "MDEntryDate": "20160812", "MDEntryTime": "21:14:38.688"},' +
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' { "MDEntryType": "1", "MDEntryPx": "2180.25", "MDEntrySize": "125", "MDEntryDate": "20160812", "MDEntryTime": "21:14:38.688"}' +
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' ]' +
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' },' +
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' "Trailer": {' +
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' }' +
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'}';
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// When the JSON is parsed
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var msg = JSON.parse(data);
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// Then the header fields should be
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assert.equal(msg.Header.BeginString, "FIXT.1.1");
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assert.equal(msg.Header.MsgType, "W");
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assert.equal(msg.Header.MsgSeqNum, "4567");
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assert.equal(msg.Header.SenderCompID, "SENDER");
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assert.equal(msg.Header.TargetCompID, "TARGET");
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assert.equal(msg.Header.SendingTime, "20160802-21:14:38.717");
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// And the body fields should be
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assert.equal(msg.Body.SecurityIDSource, "8");
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assert.equal(msg.Body.SecurityID, "ESU6");
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assert.equal(msg.Body.MDReqID, "789");
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// And the NoMDEntries repeating group should contain two entries
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assert.equal(msg.Body.NoMDEntries.length, 2);
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// And the first entry should be
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assert.equal(msg.Body.NoMDEntries[0].MDEntryType, "0");
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assert.equal(msg.Body.NoMDEntries[0].MDEntryPx, "2179.75");
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assert.equal(msg.Body.NoMDEntries[0].MDEntrySize, "175");
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assert.equal(msg.Body.NoMDEntries[0].MDEntryDate, "20160812");
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assert.equal(msg.Body.NoMDEntries[0].MDEntryTime, "21:14:38.688");
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// And the second entry should be
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assert.equal(msg.Body.NoMDEntries[1].MDEntryType, "1");
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assert.equal(msg.Body.NoMDEntries[1].MDEntryPx, "2180.25");
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assert.equal(msg.Body.NoMDEntries[1].MDEntrySize, "125");
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assert.equal(msg.Body.NoMDEntries[1].MDEntryDate, "20160812");
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assert.equal(msg.Body.NoMDEntries[1].MDEntryTime, "21:14:38.688");

‎ruby/.ruby-version

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2.2.2

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