fix-protocol 0.0.3

checksums.yaml

@@ -0,0 +1,7 @@
+---
+SHA1:
+  metadata.gz: b7794c49ae6633b51af2c60befb621831ecff826
+  data.tar.gz: 95ebd5ecd54b776d0f799c4aaf87e6e091ae4d88
+SHA512:
+  metadata.gz: 373a1c89bda40efec6577efeb641870ef02f4e5e5444734ec745717821947aac54b659b508ae844a99f97fcafe510be229f69368f1e9bc0e4fbf3553112cb639
+  data.tar.gz: fb095eff99fac138baaa9c50f5d8c007b0ae6bba593d854de5ab996608bb83f93737fc4e985a090b801e4c9169c4e05c9e7a54b1f876156143670d85382f69da

data/LICENSE

@@ -0,0 +1,17 @@
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in
+all copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN
+THE SOFTWARE.

data/README.md

@@ -0,0 +1,4 @@
+FIX Protocol [![Build Status](https://secure.travis-ci.org/Paymium/fix-protocol.png?branch=master)](http://travis-ci.org/Paymium/fix-protocol)
+=
+
+This library aims to provide a set of useful tools to generate, parse and process messages FIX standard.

data/lib/fix/protocol.rb

@@ -0,0 +1,75 @@
+#require 'treetop'
+
+require 'fix/protocol/version'
+require 'fix/protocol/message'
+require 'fix/protocol/message_class_mapping'
+require 'fix/protocol/parse_failure'
+
+#
+# Main Fix namespace
+#
+module Fix
+
+  #
+  # Main protocol namespace
+  #
+  module Protocol
+
+    #
+    # Parses a string into a Fix::Protocol::Message instance
+    #
+    # @param str [String] A FIX message string
+    # @return [Fix::Protocol::Message] A +Fix::Protocol::Message+ instance, or a +Fix::Protocol::ParseFailure+ in case of failure
+    #
+    def self.parse(str)
+      errors    = []
+      msg_type  = str.match(/^8\=[^\x01]+\x019\=[^\x01]+\x0135\=([^\x01]+)\x01/)
+
+      unless str.match(/^8\=[^\x01]+\x019\=[^\x01]+\x0135\=[^\x01]+\x01.+10\=[^\x01]+\x01/)
+        FP::ParseFailure.new("Malformed message <#{str}>")
+      else
+
+        klass = MessageClassMapping.get(msg_type[1])
+
+        unless klass
+          errors << "Unknown message type <#{msg_type[1]}>"
+        end
+
+        # Check message length
+        length = str.gsub(/10\=[^\x01]+\x01$/, '').gsub(/^8\=[^\x01]+\x019\=([^\x01]+)\x01/, '').length
+        if length != $1.to_i
+          errors << "Incorrect body length"
+        end
+
+        # Check checksum
+        checksum = str.match(/10\=([^\x01]+)\x01/)[1]
+        if checksum != ('%03d' % (str.gsub(/10\=[^\x01]+\x01/, '').bytes.inject(&:+) % 256))
+          errors << "Incorrect checksum"
+        end
+
+        if errors.empty?
+          msg = klass.parse(str)
+
+          if msg.valid?
+            msg
+          else
+            FP::ParseFailure.new(msg.errors)
+          end
+        else
+          FP::ParseFailure.new(errors)
+        end
+      end
+    end
+
+    #
+    # Alias the +Fix::Protocol+ namespace to +FP+ if possible
+    #
+    def self.alias_namespace!
+      Object.const_set(:FP, Protocol) unless Object.const_defined?(:FP)
+    end
+
+  end
+end
+
+Fix::Protocol.alias_namespace!
+

data/lib/fix/protocol/field.rb

@@ -0,0 +1,129 @@
+require 'fix/protocol/type_conversions'
+
+module Fix
+  module Protocol
+
+    #
+    # A FIX message field
+    #
+    class Field
+
+      include TypeConversions
+
+      @@attrs = [:tag, :name, :default, :type, :required, :parse_failure, :mapping]
+      @@attrs.each { |attr| attr_accessor(attr) }
+
+      def initialize(node)
+        @@attrs.each { |attr| node[attr] && send("#{attr}=", node[attr]) }
+        self.value ||= (default.is_a?(Proc) ? default.call(self) : default)
+      end
+
+      #
+      # Returns the field as a message fragment
+      #
+      # @return [String] A message fragment terminated by the separator byte
+      #
+      def dump
+        "#{tag}=#{@value}\x01"
+      end
+
+      #
+      # Parses the value for this field from the beginning of the string passed as parameter
+      # and return the rest of the string. The field value is assigned to the +@value+ instance variable
+      #
+      # @param str [String] A string starting with the field to parse
+      # @return [String] The same string with the field stripped off
+      #
+      def parse(str)
+        if str.match(/^#{tag}\=([^\x01]+)\x01/)
+          @value = $1
+          str.gsub(/^[^\x01]+\x01/, '')
+        elsif required
+          self.parse_failure = "Expected <#{str}> to start with a <#{tag}=...|> required field"  
+        end
+      end
+
+      #
+      # Returns the type-casted value of the field, according to its type or mapping definition
+      #
+      # @return [Object] The type-casted value
+      #
+      def value
+        to_type(@value)
+      end
+
+      #
+      # Assigns a typed value to the field, it is cast according to its type or mapping definition
+      #
+      # @param v [Object] An object of the defined type for this field
+      #
+      def value=(v)
+        @value = from_type(v)
+      end
+
+      #
+      # Returns the string representing this value as it would appear in a FIX message without
+      # any kind of type conversion or mapping
+      #
+      # @return [String] The raw field value
+      #
+      def raw_value
+        @value
+      end
+
+      #
+      # Assigns a string directly to the field value without type casting or mapping it
+      #
+      # @param v [String] The string value to assign
+      #
+      def raw_value=(v)
+        @value = v
+      end
+
+      # 
+      # Returns the errors for this field, if any
+      #
+      # @return [Array] The errors for this field
+      #
+      def errors
+        if required && !@value
+          "Missing value for <#{name}> field"
+        end
+      end
+
+      #
+      # Performs the actual mapping or type casting by converting an object to a string
+      # or a symbol to a mapped string
+      #
+      # @param obj [Object] The mapping key or object to convert
+      # @return [String] The FIX field value
+      #
+      def from_type(obj)
+        if obj && type && !mapping
+          send("dump_#{type}", obj)
+        elsif obj && mapping && mapping.has_key?(obj)
+          mapping[obj]
+        else
+          obj
+        end
+      end
+
+      #
+      # Maps a string to an object or a mapped symbol
+      #
+      # @param str [String] The string to cast or map
+      # @return [Object] An object of the defined type or a mapped symbol
+      #
+      def to_type(str)
+        if str && type && !mapping
+          send("parse_#{type}", str)
+        elsif str && mapping && mapping.values.map(&:to_s).include?(str)
+          mapping.find { |k,v| v.to_s == str.to_s }[0]
+        else
+          str
+        end
+      end
+
+    end
+  end
+end

data/lib/fix/protocol/grammar.treetop

@@ -0,0 +1,79 @@
+require 'fix/protocol/grammar_extensions/message'
+
+module Fix
+  grammar Fix
+
+    rule main
+      message <GrammarExtensions::Message>
+    end
+
+    rule message
+      header body trailer
+    end
+
+    rule header
+      begin_string body_length msg_type field 4..4
+    end
+
+    rule body
+      field*
+    end
+
+    rule trailer
+      checksum_tag equal value soh
+    end
+
+    rule begin_string
+      "8" equal value soh
+    end
+
+    rule body_length
+      "9" equal value soh
+    end
+
+    rule msg_type
+      "35" equal value soh
+    end
+
+    rule sender_comp_id
+      "49" equal value soh
+    end
+
+    rule target_comp_id
+      "56" equal value soh
+    end
+
+    rule msg_seq_num
+      "34" equal value soh
+    end
+
+    rule sending_time
+      "52" equal value soh
+    end
+
+    rule field
+      tag equal value soh
+    end
+
+    rule tag
+      !"10=" [1-9] [0-9]*
+    end
+
+    rule checksum_tag
+      "10"
+    end
+
+    rule equal
+      "="
+    end
+
+    rule value
+      [^\x01]+
+    end
+
+    rule soh
+      [\x01]
+    end
+
+  end
+end

data/lib/fix/protocol/grammar_extensions/message.rb

@@ -0,0 +1,57 @@
+module Fix
+
+  #
+  # Namespace for Treetop grammar extensions
+  #
+  module GrammarExtensions
+
+    #
+    # Extends the message component to return the header, body, 
+    # message type, and checksum from an AST
+    #
+    module Message
+
+      #
+      # Returns the FIX message header as a fields array
+      #
+      # @return <Array> The message header fields
+      #
+      def header
+        unless @header
+          hdr = elements[0].elements
+          last_fields = hdr.pop
+
+          @header = hdr.map do |e|
+            [ e.elements[0].text_value.to_i, e.elements[2].text_value ]
+          end
+
+          last_fields.elements.inject(@header) do |h, e|
+            h << [ e.elements[0].text_value.to_i, e.elements[2].text_value ]
+          end
+        end
+
+        @header
+      end
+
+      #
+      # Returns the FIX message body as a fields array
+      #
+      # @return <Array> The message body fields
+      #
+      def body
+        @fields ||= elements[1].elements.map do |e|
+          [ e.elements[0].text_value.to_i, e.elements[2].text_value ]
+        end
+      end
+
+      #
+      # Returns the FIX message type code
+      #
+      # @return <String> The message type code
+      #
+      def msg_type
+        header.find { |f| f[0] == 35 }[1]
+      end
+    end
+  end
+end

data/lib/fix/protocol/message.rb

@@ -0,0 +1,49 @@
+require 'polyglot'
+require 'treetop'
+
+require 'fix/protocol/message_part'
+require 'fix/protocol/repeating_message_part'
+require 'fix/protocol/message_header'
+
+module Fix
+  module Protocol
+
+    #
+    # Represents an instance of a FIX message
+    #
+    class Message < MessagePart
+
+      part :header, klass: MessageHeader
+
+      def initialize
+        super
+        header.msg_type = MessageClassMapping.reverse_get(self.class)
+      end
+
+      #
+      # Dumps this message as a FIX protocol message, it will automatically
+      # calculate the body length and and checksum
+      #
+      # @return [String] The FIX message
+      #
+      def dump
+        if valid?
+          dumped = super
+          header.body_length = dumped.gsub(/^8=[^\x01]+\x019=[^\x01]+\x01/, '').length
+          dumped = super
+          "#{dumped}10=#{'%03d' % (dumped.bytes.inject(&:+) % 256)}\x01"
+        end
+      end
+
+      #
+      # Whether this instance is ready to be dumped as a valid FIX message
+      #
+      # @return [Boolean] Whether there are errors present for this instance
+      #
+      def valid?
+        (errors.nil? || errors.empty?) && parse_failure.nil?
+      end
+
+    end
+  end
+end

data/lib/fix/protocol/message_class_mapping.rb

@@ -0,0 +1,62 @@
+require 'fix/protocol/messages'
+
+module Fix
+  module Protocol
+    
+    #
+    # Maps the FIX message type codes to message classes
+    #
+    module MessageClassMapping
+
+      # The actual code <-> class mapping
+      MAPPING = {
+        '0' => :heartbeat,
+        'A' => :logon,
+        '1' => :test_request,
+        '2' => :resend_request,
+        '3' => :reject,
+        '5' => :logout,
+        'V' => :market_data_request
+      }
+
+      #
+      # Returns the message class associated to a message code
+      # 
+      # @param msg_type [Integer] The FIX message type code
+      # @return [Class] The FIX message class
+      #
+      def self.get(msg_type)
+        Messages.const_get(camelcase(MAPPING[msg_type])) if MAPPING.has_key?(msg_type)
+      end
+
+      #
+      # Returns the message code associated to a message class
+      #
+      # @param klass [Class] The FIX message class
+      # @return [Integer] The FIX message type code
+      #
+      def self.reverse_get(klass)
+        key = klass.name.split('::').last.gsub(/([a-z\d])([A-Z])/,'\1_\2').downcase.to_sym
+        MAPPING.find { |p| p[1] == key }[0]
+      end
+
+      #
+      # Formats a symbol as a proper class name
+      #
+      # @param s [Symbol] A name to camelcase
+      # @return [Symbol] A camelcased class name
+      #
+      def self.camelcase(s)
+        s.to_s.split(' ').map { |str| str.split('_') }.flatten.map(&:capitalize).join.to_sym
+      end
+
+      #
+      # Mark all the message classes for autoloading
+      #
+      MAPPING.values.each do |klass|
+        Messages.autoload(camelcase(klass), "fix/protocol/messages/#{klass}")
+      end
+
+    end
+  end
+end

data/lib/fix/protocol/message_header.rb

@@ -0,0 +1,34 @@
+require 'fix/protocol/message_part'
+
+module Fix
+  module Protocol
+
+    #
+    # The standard FIX message header
+    #
+    class MessageHeader < MessagePart
+
+      field :version,         tag: 8,   required: true,                   default: 'FIX.4.4'
+      field :body_length,     tag: 9
+      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 }
+
+      #
+      # 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

@@ -0,0 +1,175 @@
+require 'fix/protocol/field'
+
+module Fix
+  module Protocol
+
+    #
+    # Basic building block for messages. Message parts can define fields, sub-parts and collections
+    #
+    class MessagePart
+
+      attr_accessor :parse_failure, :name
+
+      def initialize(opts = {})
+        self.name = opts[:name]
+        self.class.structure.each { |node| initialize_node(node) }
+      end
+
+      #
+      # Inherits the +@structure+ class instance variable but allows
+      # the child to modify it without impacting the parent, this allows
+      # for message structure refinement
+      #
+      def self.inherited(klass)
+        klass.send(:instance_variable_set, :@structure, structure.dup)
+      end
+
+      #
+      # Dumps this message part as a FIX message fragment
+      #
+      # @return [String] A FIX message fragment
+      #
+      def dump
+        nodes.map(&:dump).join
+      end
+
+      #
+      # Parses a full or partial FIX message string into the message part nodes
+      #
+      # @return [String] The string part that wasn't consumed during the parsing
+      #
+      def parse(str)
+        left_to_parse = str
+
+        nodes.each do |node|
+          unless parse_failure
+            left_to_parse = node.parse(left_to_parse)
+            self.parse_failure = node.parse_failure
+          end
+        end
+
+        left_to_parse
+      end
+
+      #
+      # Initializes a node depending on its type, this is called when initializing a message
+      # part instance by the constructor. Usually one node is initialized for each structure element
+      #
+      def initialize_node(node)
+        if node[:node_type] == :part
+          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)
+        end
+      end
+
+      #
+      # The message part nodes, they'll be either a +FP::Field+, an +FP::RepeatingMessagePart+ or a +FP::MessagePart+
+      #
+      # @return [Array] The nodes for this message part
+      #
+      def nodes
+        @nodes ||= []
+      end
+
+      #
+      # Searches the immediate hierarchy by node name to return the requested node
+      #
+      # @param n [String] The node name to look for
+      # @return [Object] The found node, if any
+      #
+      def node_for_name(n)
+        nodes.find { |node| node.name.to_s == n.to_s }
+      end
+
+      #
+      # Class-level shortcut to directly parse an instance of a specific message part subclass
+      #
+      def self.parse(str)
+        instce = new
+        instce.parse(str)
+        instce
+      end
+
+      #
+      # Defines a collection as a part of this message part, collections typically have a counter and a repeating element
+      #
+      # @param name [String] The collection name, this will be the name of a dynamically created accessor on the message part
+      # @param opts [Hash] The required options are +:counter_tag+ and +:klass+
+      #
+      def self.collection(name, opts = {})
+        structure << { node_type: :collection, name: name, counter_tag: opts[:counter_tag], klass: opts[:klass] }
+
+        define_method(name) do
+          node_for_name(name)
+        end
+      end
+
+      #
+      # Defines a reusable message part as element of this particular class
+      #
+      # @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)
+
+        define_method(name) do
+          node_for_name(name)
+        end
+      end
+
+      #
+      # Defines a field as part of the structure for this class
+      #
+      # @param name [String] The field name, this will be the base name of a set of methods created on the class instances
+      # @param opts [Hash] Options hash
+      #
+      def self.field(name, opts)
+        structure << { node_type: :field, name: name }.merge(opts)
+
+        # Getter
+        define_method(name) do
+          node_for_name(name).value
+        end
+
+        # Setter
+        define_method("#{name}=") do |val|
+          node_for_name(name).value = val
+        end
+
+        if opts[:mapping]
+          define_method("raw_#{name}") do
+            node_for_name(name).raw_value
+          end
+
+          define_method("raw_#{name}=") do |val|
+            node_for_name(name).raw_value = val
+          end
+        end
+      end
+
+      #
+      # Returns this message part class' structure
+      #
+      # @return [Array] The message structure
+      #
+      def self.structure
+        @structure ||= []
+      end
+
+      #
+      # Returns the errors for this instance
+      # 
+      # @return [Array] The errors for this instance
+      #
+      def errors
+        [nodes.map(&:errors), nodes.map(&:parse_failure)].flatten.compact
+      end
+
+    end
+  end
+end
+

data/lib/fix/protocol/messages.rb

@@ -0,0 +1,11 @@
+module Fix
+  module Protocol
+
+    #
+    # The message classes container module
+    #
+    module Messages
+    end
+
+  end
+end

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

@@ -0,0 +1,15 @@
+module Fix
+  module Protocol
+    module Messages
+
+      #
+      # A FIX heartbeat message
+      #
+      class Heartbeat < ::Fix::Protocol::Message
+
+        field :test_req_id, tag: 112
+
+      end
+    end
+  end
+end

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

@@ -0,0 +1,17 @@
+module Fix
+  module Protocol
+    module Messages
+
+      #
+      # An Instrument component, see http://www.onixs.biz/fix-dictionary/4.4/compBlock_Instrument.html
+      #
+      class Instrument < MessagePart
+
+        field :symbol, tag: 55, required: true
+
+      end
+
+    end
+  end
+end
+

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

@@ -0,0 +1,31 @@
+module Fix
+  module Protocol
+    module Messages
+
+      #
+      # A FIX logon message
+      #
+      class Logon < Message
+
+        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
+
+        #
+        # Returns the logon-specific errors
+        #
+        # @return [Array] The error messages
+        #
+        def errors
+          e = []
+          e << "Encryption is not supported, the transport level should handle it" unless (encrypt_method == 0)
+          e << "Heartbeat interval should be between 10 and 60 seconds"            unless heart_bt_int && heart_bt_int <= 60 && heart_bt_int >= 10
+          [super, e].flatten
+        end
+
+      end
+    end
+  end
+end
+

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

@@ -0,0 +1,17 @@
+module Fix
+  module Protocol
+    module Messages
+
+      #
+      # A FIX session reject message
+      #
+      class Logout < Message
+
+        has_field :text, tag: 58
+
+      end
+    end
+  end
+end
+
+

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

@@ -0,0 +1,42 @@
+require 'fix/protocol/messages/md_entry_type'
+require 'fix/protocol/messages/instrument'
+
+module Fix
+  module Protocol
+    module Messages
+
+      #
+      # A FIX market data request message
+      #
+      class MarketDataRequest < Message
+
+        #        SUBSCRIPTION_TYPES = {
+        #          snapshot:     1,
+        #          updates:      2,
+        #          unsubscribe:  3
+        #        }
+        #
+        #        MKT_DPTH_TYPES = {
+        #          full: 0,
+        #          top:  1
+        #        }
+        #
+        #        UPDATE_TYPES = {
+        #          full:         0,
+        #          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
+
+        collection :md_entry_types, counter_tag: 267, klass: FP::Messages::MdEntryType
+        collection :instruments,    counter_tag: 146, klass: FP::Messages::Instrument  
+
+      end
+    end
+  end
+end
+
+

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

@@ -0,0 +1,34 @@
+module Fix
+  module Protocol
+    module Messages
+
+      #
+      # A market data entry type component, see http://www.onixs.biz/fix-dictionary/4.4/tagNum_269.html
+      #
+      class MdEntryType < MessagePart
+
+        #
+        # The MD entry type mapping
+        #
+        MD_ENTRY_TYPES = {
+          bid:          0,
+          ask:          1,
+          offer:        1,
+          trade:        2,
+          index:        3,
+          open:         4,
+          close:        5,
+          settlement:   6,
+          high:         7,
+          low:          8,
+          vwap:         9,
+          volume:       'B'
+        }
+
+        field :md_entry_type, tag: 269, required: true, mapping: MD_ENTRY_TYPES
+
+      end
+
+    end
+  end
+end

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

@@ -0,0 +1,17 @@
+module Fix
+  module Protocol
+    module Messages
+
+      #
+      # A FIX session reject message
+      #
+      class Reject < Message
+
+        has_field :ref_seq_num, tag: 45, position: 0, required: true, type: :integer
+        has_field :text,        tag: 58, position: 1, required: true
+
+      end
+    end
+  end
+end
+

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

@@ -0,0 +1,27 @@
+module Fix
+  module Protocol
+    module Messages
+
+      #
+      # A FIX resend request message, see http://www.onixs.biz/fix-dictionary/4.4/msgType_2_2.html
+      #
+      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
+
+        #
+        # Returns the logon-specific errors
+        #
+        # @return [Array] The error messages
+        #
+        def errors
+          e = []
+          e << "EndSeqNo must either be 0 (inifinity) or be >= BeginSeqNo" unless (end_seq_no.zero? || (end_seq_no >= begin_seq_no))
+          [super, e].flatten
+        end
+
+      end
+    end
+  end
+end

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

@@ -0,0 +1,15 @@
+module Fix
+  module Protocol
+    module Messages
+
+      #
+      # A FIX test request message
+      #
+      class TestRequest < Message
+
+        field :test_req_id, tag: 112, required: true
+
+      end
+    end
+  end
+end

data/lib/fix/protocol/parse_failure.rb

@@ -0,0 +1,19 @@
+module Fix
+  module Protocol
+
+    #
+    # Represents a failure to parse a message, the +errors+ collection
+    # should contain the specific error messages
+    #
+    class ParseFailure
+
+      attr_accessor :errors, :message
+
+      def initialize(errs, msg = nil)
+        @errors   = [errs].flatten.compact
+        @message  = msg
+      end
+
+    end
+  end
+end

data/lib/fix/protocol/repeating_message_part.rb

@@ -0,0 +1,63 @@
+require 'fix/protocol/message_part'
+
+module Fix
+  module Protocol
+
+    #
+    # Represents a portion of a FIX message consisting of a similar repeating structure
+    # preceded by a counter element
+    #
+    class RepeatingMessagePart < MessagePart
+
+      extend Forwardable
+      def_delegators :nodes, :[], :first, :last, :length, :size, :each
+
+      include Enumerable
+
+      attr_accessor :counter_tag, :element_klass
+
+      def initialize(opts = {})
+        @counter_tag    = opts[:counter_tag]
+        @element_klass  = opts[:klass]
+        super
+      end
+
+      #
+      # Appends a new blank node as the last element of the collection
+      #
+      def build
+        nodes << element_klass.new
+
+        if block_given?
+          yield(nodes.last)
+        end
+
+        nodes.last
+      end
+
+      #
+      # Dumps the message fragment as the set of dumped elements preceded by the relevant counter tag
+      #
+      # @return [String] The part of the initial string that didn't get consumed during the parsing
+      #
+      def dump
+        "#{counter_tag}=#{length}\x01#{super}"
+      end
+
+      #
+      # Parses an arbitrary number of nodes according to the found counter tag
+      #
+      def parse(str)
+        if str.match(/^#{counter_tag}\=([^\x01]+)\x01/)
+          len = $1.to_i 
+          @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
+
+    end
+  end
+end

data/lib/fix/protocol/type_conversions.rb

@@ -0,0 +1,54 @@
+module Fix
+  module Protocol
+
+    #
+    # Defines helper methods to convert to and from FIX data types
+    #
+    module TypeConversions
+
+      #
+      # Parses a FIX-formatted timestamp into a Time instance, milliseconds are discarded
+      #
+      # @param str [String] A FIX-formatted timestamp
+      # @return [Time] An UTC date and time
+      #
+      def parse_timestamp(str)
+        if m = str.match(/\A([0-9]{4})([0-9]{2})([0-9]{2})-([0-9]{2}):([0-9]{2}):([0-9]{2})(.[0-9]{3})?\Z/)
+          elts = m.to_a.map(&:to_i)
+          Time.new(elts[1], elts[2], elts[3], elts[4], elts[5], elts[6], 0)
+        end
+      end
+
+      #
+      # Outputs a DateTime object as a FIX-formatted timestamp
+      #
+      # @param dt [DateTime] An UTC date and time
+      # @return [String] A FIX-formatted timestamp
+      #
+      def dump_timestamp(dt)
+        dt.utc.strftime('%Y%m%d-%H:%M:%S')
+      end
+
+      #
+      # Parses an integer
+      #
+      # @param str [String] An integer as a string
+      # @return [Fixnum] The parsed integer
+      #
+      def parse_integer(str)
+        str && str.to_i
+      end
+
+      #
+      # Dumps an integer to a string
+      #
+      # @param i [Fixnum] An integer
+      # @return [String] It's string representation
+      #
+      def dump_integer(i)
+        i.to_s
+      end
+
+    end
+  end
+end

data/lib/fix/protocol/version.rb

@@ -0,0 +1,10 @@
+module Fix
+  module Protocol
+
+    #
+    # The fix-protocol gem version string
+    #   
+    VERSION = '0.0.3'
+
+  end
+end

metadata

@@ -0,0 +1,180 @@
+--- !ruby/object:Gem::Specification
+name: fix-protocol
+version: !ruby/object:Gem::Version
+  version: 0.0.3
+platform: ruby
+authors:
+- David François
+autorequire: 
+bindir: bin
+cert_chain: []
+date: 2014-10-21 00:00:00.000000000 Z
+dependencies:
+- !ruby/object:Gem::Dependency
+  name: rspec
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: rake
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: yard
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: pry
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: redcarpet
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: simplecov
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: treetop
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: polyglot
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+description: FIX message classes, parsing and generation
+email:
+- david.francois@paymium.com
+executables: []
+extensions: []
+extra_rdoc_files: []
+files:
+- lib/fix/protocol/field.rb
+- lib/fix/protocol/grammar.treetop
+- lib/fix/protocol/grammar_extensions/message.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/logout.rb
+- lib/fix/protocol/messages/market_data_request.rb
+- lib/fix/protocol/messages/md_entry_type.rb
+- lib/fix/protocol/messages/reject.rb
+- lib/fix/protocol/messages/resend_request.rb
+- lib/fix/protocol/messages/test_request.rb
+- lib/fix/protocol/messages.rb
+- lib/fix/protocol/parse_failure.rb
+- lib/fix/protocol/repeating_message_part.rb
+- lib/fix/protocol/type_conversions.rb
+- lib/fix/protocol/version.rb
+- lib/fix/protocol.rb
+- LICENSE
+- README.md
+homepage: https://github.com/paymium/fix-protocol
+licenses: []
+metadata: {}
+post_install_message: 
+rdoc_options: []
+require_paths:
+- lib
+required_ruby_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - '>='
+    - !ruby/object:Gem::Version
+      version: '0'
+required_rubygems_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - '>='
+    - !ruby/object:Gem::Version
+      version: 1.3.6
+requirements: []
+rubyforge_project: 
+rubygems_version: 2.0.3
+signing_key: 
+specification_version: 4
+summary: FIX message classes, parsing and generation
+test_files: []
+has_rdoc: