fix-protocol 0.0.53 → 0.0.64

checksums.yaml

@@ -1,7 +1,7 @@
 ---
 SHA1:
-  metadata.gz: 316f1e25ae64a1c178904c60db2939019c96b711
-  data.tar.gz: 93d480f3a398270e4b42eed42271871300f4162f
+  metadata.gz: 444655c70c2c0184fd14ccd5a9964024e5cdc40d
+  data.tar.gz: 84fa0babcfc637bddb6bde19dda4440c28e550ce
 SHA512:
-  metadata.gz: 82a0aa1e26e42fb2bdf5f47804875407f149ee9ea64e31e89819d05f6ae2955973289c6f1436d10db8fac5d655f2547d4fbd557f5b9ad935b3c1412b2849e2e3
-  data.tar.gz: b881f7453af5710c9bd10b3b81d998f51ef263151c4859aa26adfd577bee22f99c44fce2f5ca8826a0da3b1e5edd5f50d54a9cf4d24a6cd73f1f59a076b4e41d
+  metadata.gz: 6cb0b2a65b0955992c87d46aa4954dd8decceb97a620da7b7d98c71e10aa89c7bb9bc00f2e2bac6041c412ac586893d4863d0b46123cb14eab90b553b52cb580
+  data.tar.gz: 4403f13296f1dcba4e6b5bfd6709bab252b465fe58523c7113475eb96f3e8f462c00b595ade9655467bf6c59b743e061a4615c439423dd42a461cc4621fd4d7f

data/lib/fix/protocol/field.rb

@@ -27,6 +27,12 @@ module Fix
         @value && "#{tag}=#{@value}\x01"
       end
 
+      #
+      # Checks whether the start of the given string can be parsed as this particular field
+      #
+      # @param str [String] The string for which we want to parse the beginning
+      # @return [Boolean] Whether the beginning of the string can be parsed for this field
+      #
       def can_parse?(str)
         str.match(/^#{tag}\=[^\x01]+\x01/)
       end
@@ -103,9 +109,9 @@ module Fix
       # @return [String] The FIX field value
       #
       def from_type(obj)
-        if obj && type && !mapping
+        if !obj.nil? && type && !mapping
           send("dump_#{type}", obj)
-        elsif obj && mapping && mapping.has_key?(obj)
+        elsif !obj.nil? && mapping && mapping.has_key?(obj)
           mapping[obj]
         else
           obj

data/lib/fix/protocol/message.rb

@@ -1,11 +1,6 @@
-require 'polyglot'
-require 'treetop'
-require 'forwardable'
-
 require 'fix/protocol/message_part'
 require 'fix/protocol/unordered_part'
 require 'fix/protocol/repeating_message_part'
-require 'fix/protocol/message_header'
 
 module Fix
   module Protocol
@@ -15,14 +10,18 @@ module Fix
     #
     class Message < MessagePart
 
-      extend Forwardable
-      def_delegators :header, 
-        :sender_comp_id, :sender_comp_id=, 
-        :target_comp_id, :target_comp_id=,
-        :msg_seq_num, :msg_seq_num=,
-        :sending_time, :sending_time=
+      part :header do
+        field :version,     tag: 8, required: true, default: 'FIX.4.4'
+        field :body_length, tag: 9
 
-      part :header, klass: MessageHeader
+        unordered :header_fields do
+          field :msg_type,        tag: 35,  required: true
+          field :sender_comp_id,  tag: 49,  required: true
+          field :target_comp_id,  tag: 56,  required: true
+          field :msg_seq_num,     tag: 34,  required: true, type: :integer
+          field :sending_time,    tag: 52,  required: true, type: :timestamp, default: proc { Time.now }
+        end
+      end
 
       def initialize
         super
@@ -53,6 +52,19 @@ module Fix
         (errors.nil? || errors.empty?) && parse_failure.nil?
       end
 
+      #
+      # Returns the errors relevant to the message header
+      #
+      # @return [Array<String>] The errors on the message header
+      #
+      def errors
+        if (version == 'FIX.4.4')
+          super
+        else
+          [super, "Unsupported version: <#{version}>"].flatten
+        end
+      end
+
     end
   end
 end

data/lib/fix/protocol/message_part.rb

@@ -1,3 +1,4 @@
+require 'forwardable'
 require 'fix/protocol/field'
 
 module Fix
@@ -8,7 +9,9 @@ module Fix
     #
     class MessagePart
 
-      attr_accessor :parse_failure, :name
+      extend Forwardable
+
+      attr_accessor :parse_failure, :name, :delegations
 
       def initialize(opts = {})
         self.name = opts[:name]
@@ -56,14 +59,12 @@ module Fix
       # part instance by the constructor. Usually one node is initialized for each structure element
       #
       def initialize_node(node)
-        if node[:node_type] == :part
+        if [:unordered, :part].include?(node[:node_type])
           nodes << node[:klass].new(node)
         elsif node[:node_type] == :field
           nodes << FP::Field.new(node)
         elsif node[:node_type] == :collection
           nodes << FP::RepeatingMessagePart.new(node)
-        elsif node[:node_type] == :unordered
-          nodes << node[:klass].new(node)
         end
       end
 
@@ -95,6 +96,16 @@ module Fix
         instce
       end
 
+      #
+      # Defines the attributes that should be accessible from the parent node
+      #
+      # @param args [Array<Symbol>] The methods that the parent should respond to and delegate to the child
+      #
+      def self.parent_delegate(*args)
+        @delegations ||= []
+        args.each { |a| @delegations << a }
+      end
+
       #
       # Defines a collection as a part of this message part, collections typically have a counter and a repeating element
       #
@@ -107,6 +118,8 @@ module Fix
         define_method(name) do
           node_for_name(name)
         end
+
+        parent_delegate(name)
       end
 
       #
@@ -115,8 +128,30 @@ module Fix
       # @param name [String] The part name, this will be the name of a dynamically created accessor on the message part
       # @param opts [Hash] Options hash
       #
-      def self.part(name, opts = {})
-        structure << { node_type: :part, name: name }.merge(opts)
+      def self.part(name, opts = {}, &block)
+        options = { node_type: :part, name: name, delegate: true }.merge(opts)
+        klass   = options[:klass]
+
+        # If a block is given it overrides the +:klass+ option
+        if block_given?
+          names = (to_s + name.to_s.split(/\_/).map(&:capitalize).join).split('::')
+          klass = names.pop
+          parent_klass = (options[:node_type] == :part) ? MessagePart : UnorderedPart
+          klass = names.inject(Object) { |mem, obj| mem = mem.const_get(obj) }.const_set(klass, Class.new(parent_klass))
+          klass.instance_eval(&block)
+          options.merge!({ klass: klass })
+        elsif options[:klass]
+          parent_delegate(name)
+        end
+
+        # Do we need to delegate some methods from the parent node ?
+        delegations = klass.instance_variable_get(:@delegations)
+        if delegations && !delegations.empty? && options[:delegate]
+          def_delegators(name, *delegations)
+          parent_delegate(*delegations)
+        end
+
+        structure << options.merge(opts)
 
         define_method(name) do
           node_for_name(name)
@@ -129,11 +164,10 @@ module Fix
       # @param name [String] The part name, this will be the name of a dynamically created accessor on the message part
       # @param opts [Hash] Options hash
       #
-      def self.unordered(name, opts = {})
-        part(name, opts.merge({ node_type: :unordered }))
+      def self.unordered(name, opts = {}, &block)
+        part(name, opts.merge({ node_type: :unordered }), &block)
       end
 
-
       #
       # Defines a field as part of the structure for this class
       #
@@ -162,6 +196,9 @@ module Fix
             node_for_name(name).raw_value = val
           end
         end
+
+        # Delegate getter and setter from parent node
+        parent_delegate(name, "#{name}=") 
       end
 
       #

data/lib/fix/protocol/messages/instrument.rb

@@ -9,9 +9,17 @@ module Fix
 
         field :symbol, tag: 55, required: true
 
-      end
+        #
+        # Checks whether the start of the given string can be parsed as this particular field
+        #
+        # @param str [String] The string for which we want to parse the beginning
+        # @return [Boolean] Whether the beginning of the string can be parsed for this field
+        #
+        def can_parse?(str)
+          str =~ /55\=[^\x01]+\x01/
+        end
 
+      end
     end
   end
 end
-

data/lib/fix/protocol/messages/logon.rb

@@ -1,5 +1,3 @@
-require 'fix/protocol/messages/logon_body'
-
 module Fix
   module Protocol
     module Messages
@@ -9,11 +7,12 @@ module Fix
       #
       class Logon < Message
 
-        extend Forwardable
-        def_delegators :body, :encrypt_method, :encrypt_method=, :heart_bt_int, :heart_bt_int=,
-          :username, :username=, :reset_seq_num, :reset_seq_num=
-
-        unordered :body, klass: LogonBody
+        unordered :body do
+          field :encrypt_method,      tag: 98,  required: true, type: :integer, default: 0
+          field :heart_bt_int,        tag: 108, required: true, type: :integer, default: 30
+          field :username,            tag: 553, required: true
+          field :reset_seq_num_flag,  tag: 141,                 type: :yn_bool, default: false
+        end
 
         #
         # Returns the logon-specific errors

data/lib/fix/protocol/messages/market_data_incremental_refresh.rb

@@ -10,8 +10,10 @@ module Fix
       #
       class MarketDataIncrementalRefresh < Message
 
-        field :md_req_id, tag: 262, required: true
-        collection :md_entries, counter_tag: 268, klass: FP::Messages::MdEntry
+        unordered :body do
+          field :md_req_id, tag: 262, required: true
+          collection :md_entries, counter_tag: 268, klass: FP::Messages::MdEntry
+        end
 
       end
     end

data/lib/fix/protocol/messages/market_data_request.rb

@@ -14,9 +14,9 @@ module Fix
         # The subscription type, see: http://www.onixs.biz/fix-dictionary/4.4/tagNum_263.html
         #
         SUBSCRIPTION_TYPES = {
-          snapshot:     1,
-          updates:      2,
-          unsubscribe:  3
+          snapshot:     0,
+          updates:      1,
+          unsubscribe:  2
         }
 
         #
@@ -35,13 +35,27 @@ module Fix
           incremental:  1
         }
 
-        field :md_req_id,                 tag: 262, required: true
-        field :subscription_request_type, tag: 263, required: true, type: :integer, mapping: SUBSCRIPTION_TYPES
-        field :market_depth,              tag: 264, required: true, type: :integer, mapping: MKT_DPTH_TYPES
-        field :md_update_type,            tag: 265, required: true, type: :integer, mapping: UPDATE_TYPES
+        unordered :body do
+          field :md_req_id,                 tag: 262, required: true
+          field :subscription_request_type, tag: 263, required: true, type: :integer, mapping: SUBSCRIPTION_TYPES
+          field :market_depth,              tag: 264, required: true, type: :integer, mapping: MKT_DPTH_TYPES
+          field :md_update_type,            tag: 265, required: true, type: :integer, mapping: UPDATE_TYPES
 
-        collection :md_entry_types, counter_tag: 267, klass: FP::Messages::MdEntryType
-        collection :instruments,    counter_tag: 146, klass: FP::Messages::Instrument  
+          collection :md_entry_types, counter_tag: 267, klass: FP::Messages::MdEntryType
+          collection :instruments,    counter_tag: 146, klass: FP::Messages::Instrument  
+        end
+
+        #
+        # Check that the collections aren't empty
+        #
+        def errors
+          errs = []
+
+          errs << "MdEntryTypes can not be empty" if md_entry_types.empty?
+          errs << "Instruments can not be empty"  if instruments.empty?
+
+          [super, errs].flatten
+        end
 
       end
     end

data/lib/fix/protocol/messages/market_data_snapshot.rb

@@ -10,11 +10,11 @@ module Fix
       #
       class MarketDataSnapshot < Message
 
-        field :md_req_id, tag: 262, required: true
-
-        part  :instrument, klass: FP::Messages::Instrument
-
-        collection :md_entries, counter_tag: 268, klass: FP::Messages::MdEntry
+        unordered :body do
+          field :md_req_id, tag: 262, required: true
+          part  :instrument, klass: FP::Messages::Instrument
+          collection :md_entries, counter_tag: 268, klass: FP::Messages::MdEntry
+        end
 
       end
     end

data/lib/fix/protocol/messages/reject.rb

@@ -7,8 +7,10 @@ module Fix
       #
       class Reject < Message
 
-        field :ref_seq_num, tag: 45, required: true, type: :integer
-        field :text,        tag: 58, required: true
+        unordered :body do
+          field :ref_seq_num, tag: 45, required: true, type: :integer
+          field :text,        tag: 58, required: true
+        end
 
       end
     end

data/lib/fix/protocol/messages/resend_request.rb

@@ -7,8 +7,10 @@ module Fix
       #
       class ResendRequest < Message
 
-        field :begin_seq_no,  tag: 7,  required: true, type: :integer
-        field :end_seq_no,    tag: 16, required: true, type: :integer, default: 0
+        unordered :body do
+          field :begin_seq_no,  tag: 7,  required: true, type: :integer
+          field :end_seq_no,    tag: 16, required: true, type: :integer, default: 0
+        end
 
         #
         # Returns the logon-specific errors

data/lib/fix/protocol/repeating_message_part.rb

@@ -11,7 +11,7 @@ module Fix
     class RepeatingMessagePart < MessagePart
 
       extend Forwardable
-      def_delegators :nodes, :[], :first, :last, :length, :size, :each
+      def_delegators :nodes, :[], :first, :last, :length, :size, :each, :empty?
 
       include Enumerable
 
@@ -45,6 +45,16 @@ module Fix
         "#{counter_tag}=#{length}\x01#{super}"
       end
 
+      #
+      # Checks whether the start of the given string can be parsed as this particular field
+      #
+      # @param str [String] The string for which we want to parse the beginning
+      # @return [Boolean] Whether the beginning of the string can be parsed for this field
+      #
+      def can_parse?(str)
+        str =~ /^#{counter_tag}\=[^\x01]+\x01/
+      end
+
       #
       # Parses an arbitrary number of nodes according to the found counter tag
       #
@@ -54,8 +64,6 @@ module Fix
           @nodes = []
           len.times { @nodes << element_klass.new }
           super(str.gsub(/^#{counter_tag}\=[^\x01]+\x01/, ''))
-        else
-          self.parse_failure = "Expected <#{str}> to begin with <#{counter_tag}=...|>"
         end
       end
 

data/lib/fix/protocol/type_conversions.rb

@@ -49,6 +49,26 @@ module Fix
         i.to_s
       end
 
+      #
+      # Dumps a boolean to a Y/N FIX string
+      #
+      # @param b [Boolean] A boolean
+      # @return [String] 'Y' if the parameter is true, 'N' otherwise
+      #
+      def dump_yn_bool(b)
+        b ? 'Y' : 'N'
+      end
+
+      #
+      # Parses a string into a boolean value
+      #
+      # @param str [String] The string to parse
+      # @return [Boolean] +true+ if the string is 'Y', +false+ otherwise
+      #
+      def parse_yn_bool(str)
+        !!(str == 'Y')
+      end
+
     end
   end
 end

data/lib/fix/protocol/unordered_part.rb

@@ -12,10 +12,12 @@ module Fix
       # @return [String] The string part that wasn't consumed during the parsing
       #
       def parse(str)
+
         left_to_parse     = str
         left_before_pass  = nil
 
         while (left_to_parse != left_before_pass) && !parse_failure
+
           left_before_pass = left_to_parse
 
           nodes.each do |node|

data/lib/fix/protocol/version.rb

@@ -4,7 +4,7 @@ module Fix
     #
     # The fix-protocol gem version string
     #   
-    VERSION = '0.0.53'
+    VERSION = '0.0.64'
 
   end
 end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: fix-protocol
 version: !ruby/object:Gem::Version
-  version: 0.0.53
+  version: 0.0.64
 platform: ruby
 authors:
 - David François
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2014-10-31 00:00:00.000000000 Z
+date: 2014-11-06 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: rspec
@@ -132,15 +132,12 @@ files:
 - lib/fix/protocol/field.rb
 - lib/fix/protocol/grammar.treetop
 - lib/fix/protocol/grammar_extensions/message.rb
-- lib/fix/protocol/header_fields.rb
 - lib/fix/protocol/message.rb
 - lib/fix/protocol/message_class_mapping.rb
-- lib/fix/protocol/message_header.rb
 - lib/fix/protocol/message_part.rb
 - lib/fix/protocol/messages/heartbeat.rb
 - lib/fix/protocol/messages/instrument.rb
 - lib/fix/protocol/messages/logon.rb
-- lib/fix/protocol/messages/logon_body.rb
 - lib/fix/protocol/messages/logout.rb
 - lib/fix/protocol/messages/market_data_incremental_refresh.rb
 - lib/fix/protocol/messages/market_data_request.rb

data/lib/fix/protocol/header_fields.rb

@@ -1,18 +0,0 @@
-module Fix
-  module Protocol
-
-    #
-    # The fields in the header for which the order is not enforced
-    #
-    class HeaderFields < UnorderedPart
-
-      field :msg_type,        tag: 35,  required: true
-      field :sender_comp_id,  tag: 49,  required: true
-      field :target_comp_id,  tag: 56,  required: true
-      field :msg_seq_num,     tag: 34,  required: true, type: :integer
-      field :sending_time,    tag: 52,  required: true, type: :timestamp, default: proc { Time.now }
-
-    end
-
-  end
-end

data/lib/fix/protocol/message_header.rb

@@ -1,36 +0,0 @@
-require 'fix/protocol/message_part'
-require 'fix/protocol/header_fields'
-
-module Fix
-  module Protocol
-
-    #
-    # The standard FIX message header
-    #
-    class MessageHeader < MessagePart
-
-      extend Forwardable
-      def_delegators :header_fields, :msg_type, :msg_type=, :sender_comp_id, :sender_comp_id=, :target_comp_id, 
-        :target_comp_id=, :msg_seq_num, :msg_seq_num=, :sending_time, :sending_time=
-
-      field :version,         tag: 8,   required: true,                   default: 'FIX.4.4'
-      field :body_length,     tag: 9
-
-      unordered :header_fields, klass: HeaderFields
-
-      #
-      # Returns the errors relevant to the message header
-      #
-      # @return [Array<String>] The errors on the message header
-      #
-      def errors
-        if version == 'FIX.4.4'
-          super
-        else
-          [super, "Unsupported version: <#{version}>"].flatten
-        end
-      end
-
-    end
-  end
-end

data/lib/fix/protocol/messages/logon_body.rb

@@ -1,18 +0,0 @@
-module Fix
-  module Protocol
-    module Messages
-
-      #
-      # Body of a logon message
-      #
-      class LogonBody < UnorderedPart
-
-        field :encrypt_method,      tag: 98,  required: true, type: :integer, default: 0
-        field :heart_bt_int,        tag: 108, required: true, type: :integer, default: 30
-        field :username,            tag: 553, required: true
-        field :reset_seq_num_flag,  tag: 141
-
-      end
-    end
-  end
-end