fix-protocol 0.0.64 → 1.0.0

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Files changed (4) hide show
  1. checksums.yaml +4 -4
  2. data/README.md +57 -9
  3. data/lib/fix/protocol/version.rb +1 -1
  4. metadata +49 -44
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data/README.md CHANGED
@@ -1,23 +1,26 @@
1
- FIX Protocol [![Build Status](https://secure.travis-ci.org/Paymium/fix-protocol.png?branch=master)](http://travis-ci.org/Paymium/fix-protocol) [![Gem Version](https://badge.fury.io/rb/fix-protocol.svg)](http://badge.fury.io/rb/fix-protocol)
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+ FIX Protocol [![Build Status](https://secure.travis-ci.org/Paymium/fix-protocol.png?branch=master)](http://travis-ci.org/Paymium/fix-protocol) [![Coverage Status](https://img.shields.io/coveralls/Paymium/fix-protocol.svg)](https://coveralls.io/r/Paymium/fix-protocol?branch=master) [![Gem Version](https://badge.fury.io/rb/fix-protocol.svg)](http://badge.fury.io/rb/fix-protocol)
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  =
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- This library aims to provide a set of useful tools to generate, parse and process messages FIX standard.
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+ This FIX protocol wrapper enables one to easily parse and create messages complying with the FIX 4.4 specification.
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- Currently it only supports the FIX messages needed for our own use. Additional messages support should however be quite easy to add.
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+ It includes definitions for admin messages (logon, heartbeat, resend request, test request), for some market data messages (market data request, market data snapshot, and market data incremental refresh) as well as the ability to easily define other ones.
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- ## Example usage
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+ ## Message creation example
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+
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+ Messages are created by instantiating the relevant message class and serialized using the `#dump` method.
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  ````ruby
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  require 'fix/protocol'
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  msg = FP::Messages::Logon.new
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- msg.sender_comp_id = 'MY_ID'
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- msg.target_comp_id = 'MY_COUNTERPARTY'
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- msg.msg_seq_num = 0
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- msg.username = 'MY_USERNAME'
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+
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+ msg.sender_comp_id = 'MY_ID'
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+ msg.target_comp_id = 'MY_COUNTERPARTY'
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+ msg.msg_seq_num = 0
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+ msg.username = 'MY_USERNAME'
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  if msg.valid?
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- msg.dump
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+ puts msg.dump
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  else
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  puts msg.errors.join(", ")
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  end
@@ -25,3 +28,48 @@ end
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  Which would output the sample message : `8=FIX.4.4\x019=105\x0135=A\x0149=MY_ID\x0156=MY_COUNTERPARTY\x0134=0\x0152=20141021-10:33:15\x0198=0\x01108=30\x01553=MY_USERNAME\x01141=\x0110=176\x01`
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+
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+ ## Message definition example
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+
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+ Complex message definition is possible using a simple DSL as shown below.
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+
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+ ````ruby
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+ module Fix
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+ module Protocol
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+ module Messages
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+
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+ class MarketDataRequest < Message
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+
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+ SUBSCRIPTION_TYPES = {
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+ snapshot: 0,
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+ updates: 1,
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+ unsubscribe: 2
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+ }
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+
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+ MKT_DPTH_TYPES = {
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+ full: 0,
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+ top: 1
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+ }
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+
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+ UPDATE_TYPES = {
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+ full: 0,
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+ incremental: 1
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+ }
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+
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+ unordered :body do
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+ field :md_req_id, tag: 262, required: true
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+ field :subscription_request_type, tag: 263, required: true, type: :integer, mapping: SUBSCRIPTION_TYPES
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+ field :market_depth, tag: 264, required: true, type: :integer, mapping: MKT_DPTH_TYPES
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+ field :md_update_type, tag: 265, required: true, type: :integer, mapping: UPDATE_TYPES
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+
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+ collection :md_entry_types, counter_tag: 267, klass: FP::Messages::MdEntryType
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+ collection :instruments, counter_tag: 146, klass: FP::Messages::Instrument
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+ end
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+
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+ end
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+ end
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+ end
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+ end
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+ ````
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+
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+
data/lib/fix/protocol/version.rb CHANGED
@@ -4,7 +4,7 @@ module Fix
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  #
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  # The fix-protocol gem version string
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  #
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- VERSION = '0.0.64'
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+ VERSION = '1.0.0'
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  end
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  end
metadata CHANGED
@@ -1,140 +1,148 @@
1
1
  --- !ruby/object:Gem::Specification
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  name: fix-protocol
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  version: !ruby/object:Gem::Version
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- version: 0.0.64
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+ version: 1.0.0
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  platform: ruby
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  authors:
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  - David François
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  autorequire:
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  bindir: bin
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  cert_chain: []
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- date: 2014-11-06 00:00:00.000000000 Z
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+ date: 2015-01-08 00:00:00.000000000 Z
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  dependencies:
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  - !ruby/object:Gem::Dependency
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  name: rspec
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  requirement: !ruby/object:Gem::Requirement
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  requirements:
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- - - '>='
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+ - - ~>
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  - !ruby/object:Gem::Version
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- version: '0'
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+ version: '3.1'
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  type: :development
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  prerelease: false
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  version_requirements: !ruby/object:Gem::Requirement
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  requirements:
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- - - '>='
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+ - - ~>
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  - !ruby/object:Gem::Version
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- version: '0'
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+ version: '3.1'
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  - !ruby/object:Gem::Dependency
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  name: rake
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  requirement: !ruby/object:Gem::Requirement
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  requirements:
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- - - '>='
31
+ - - ~>
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  - !ruby/object:Gem::Version
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- version: '0'
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+ version: '10.3'
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  type: :development
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  prerelease: false
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  version_requirements: !ruby/object:Gem::Requirement
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  requirements:
38
- - - '>='
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+ - - ~>
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  - !ruby/object:Gem::Version
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- version: '0'
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+ version: '10.3'
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  - !ruby/object:Gem::Dependency
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  name: yard
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  requirement: !ruby/object:Gem::Requirement
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  requirements:
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- - - '>='
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+ - - ~>
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  - !ruby/object:Gem::Version
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- version: '0'
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+ version: '0.8'
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  type: :development
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  prerelease: false
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  version_requirements: !ruby/object:Gem::Requirement
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  requirements:
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- - - '>='
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+ - - ~>
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  - !ruby/object:Gem::Version
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- version: '0'
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+ version: '0.8'
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  - !ruby/object:Gem::Dependency
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- name: pry
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+ name: redcarpet
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  requirement: !ruby/object:Gem::Requirement
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  requirements:
59
- - - '>='
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+ - - ~>
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  - !ruby/object:Gem::Version
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- version: '0'
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+ version: '3.1'
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  type: :development
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  prerelease: false
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  version_requirements: !ruby/object:Gem::Requirement
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  requirements:
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- - - '>='
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+ - - ~>
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  - !ruby/object:Gem::Version
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- version: '0'
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+ version: '3.1'
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  - !ruby/object:Gem::Dependency
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- name: redcarpet
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+ name: simplecov
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  requirement: !ruby/object:Gem::Requirement
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  requirements:
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- - - '>='
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+ - - ~>
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  - !ruby/object:Gem::Version
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- version: '0'
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+ version: '0.9'
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  type: :development
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  prerelease: false
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  version_requirements: !ruby/object:Gem::Requirement
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  requirements:
80
- - - '>='
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+ - - ~>
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  - !ruby/object:Gem::Version
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- version: '0'
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+ version: '0.9'
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  - !ruby/object:Gem::Dependency
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- name: simplecov
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+ name: coveralls
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  requirement: !ruby/object:Gem::Requirement
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  requirements:
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- - - '>='
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+ - - ~>
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  - !ruby/object:Gem::Version
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- version: '0'
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+ version: '0.7'
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  type: :development
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  prerelease: false
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  version_requirements: !ruby/object:Gem::Requirement
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  requirements:
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- - - '>='
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+ - - ~>
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  - !ruby/object:Gem::Version
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- version: '0'
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+ version: '0.7'
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  - !ruby/object:Gem::Dependency
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  name: treetop
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  requirement: !ruby/object:Gem::Requirement
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  requirements:
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- - - '>='
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+ - - ~>
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  - !ruby/object:Gem::Version
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- version: '0'
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+ version: '1.5'
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  type: :runtime
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  prerelease: false
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  version_requirements: !ruby/object:Gem::Requirement
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  requirements:
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- - - '>='
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+ - - ~>
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  - !ruby/object:Gem::Version
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- version: '0'
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+ version: '1.5'
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  - !ruby/object:Gem::Dependency
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  name: polyglot
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  requirement: !ruby/object:Gem::Requirement
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  requirements:
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- - - '>='
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+ - - ~>
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  - !ruby/object:Gem::Version
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- version: '0'
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+ version: '0.3'
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  type: :runtime
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  prerelease: false
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  version_requirements: !ruby/object:Gem::Requirement
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  requirements:
122
- - - '>='
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+ - - ~>
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  - !ruby/object:Gem::Version
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- version: '0'
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- description: FIX message classes, parsing and generation
124
+ version: '0.3'
125
+ description: " This FIX protocol wrapper enables one to easily parse and create\n
126
+ \ messages complying with the FIX 4.4 specification. It includes definitions\n for
127
+ admin messages (logon, heartbeat, resend request, test request), for\n some market
128
+ data messages (market data request, market data snapshot, and \n market data incremental
129
+ refresh) as well as the ability to easily define other ones.\n"
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130
  email:
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131
  - david.francois@paymium.com
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132
  executables: []
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133
  extensions: []
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  extra_rdoc_files: []
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  files:
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+ - LICENSE
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+ - README.md
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+ - lib/fix/protocol.rb
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139
  - lib/fix/protocol/field.rb
133
140
  - lib/fix/protocol/grammar.treetop
134
141
  - lib/fix/protocol/grammar_extensions/message.rb
135
142
  - lib/fix/protocol/message.rb
136
143
  - lib/fix/protocol/message_class_mapping.rb
137
144
  - lib/fix/protocol/message_part.rb
145
+ - lib/fix/protocol/messages.rb
138
146
  - lib/fix/protocol/messages/heartbeat.rb
139
147
  - lib/fix/protocol/messages/instrument.rb
140
148
  - lib/fix/protocol/messages/logon.rb
@@ -147,17 +155,14 @@ files:
147
155
  - lib/fix/protocol/messages/reject.rb
148
156
  - lib/fix/protocol/messages/resend_request.rb
149
157
  - lib/fix/protocol/messages/test_request.rb
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- - lib/fix/protocol/messages.rb
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158
  - lib/fix/protocol/parse_failure.rb
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159
  - lib/fix/protocol/repeating_message_part.rb
153
160
  - lib/fix/protocol/type_conversions.rb
154
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  - lib/fix/protocol/unordered_part.rb
155
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  - lib/fix/protocol/version.rb
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- - lib/fix/protocol.rb
157
- - LICENSE
158
- - README.md
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  homepage: https://github.com/paymium/fix-protocol
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- licenses: []
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+ licenses:
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+ - MIT
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  metadata: {}
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  post_install_message:
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  rdoc_options: []
@@ -175,7 +180,7 @@ required_rubygems_version: !ruby/object:Gem::Requirement
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  version: 1.3.6
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181
  requirements: []
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  rubyforge_project:
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- rubygems_version: 2.0.3
183
+ rubygems_version: 2.4.2
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  signing_key:
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  specification_version: 4
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  summary: FIX message classes, parsing and generation