Merge pull request #1 from mgatny/master

Examples in various languages

.gitignore

@@ -0,0 +1,2 @@
+java/target/
+scratch/

README.md

@@ -1,6 +1,7 @@
 # fix-json-encoding
 
 ## License
+
 FIX JSON Encoding is © Copyright 2016 FIX Protocol Limited.
 
 Licensed under the Apache License, Version 2.0 (the "License");
@@ -13,4 +14,12 @@ Unless required by applicable law or agreed to in writing, software
 distributed under the License is distributed on an "AS IS" BASIS,
 WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 See the License for the specific language governing permissions and
-limitations under the License.
+limitations under the License.
+
+## Examples
+
+- [Go](go/)
+- [Java](java/)
+- [Javascript](javascript/)
+- [Ruby](ruby/)
+

go/README.md

@@ -0,0 +1,7 @@
+## Go (golang) Reference Code
+
+Example of parsing FIX JSON Encoding in Go.  Run it with:
+
+```shell
+go test
+```

go/msg_test.go

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

java/README.md

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

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

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

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

javascript/README.md

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

javascript/msg_test.js

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

ruby/.ruby-version

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+2.2.2

ruby/README.md

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+## Ruby Reference Code
+
+Example of parsing FIX JSON Encoding in Ruby.  Run it with:
+
+```shell
+ruby msg_test.rb
+```