fix-protocol 1.1.1 → 1.1.2
Sign up to get free protection for your applications and to get access to all the features.
checksums.yaml
CHANGED
|
@@ -1,7 +1,7 @@
|
|
|
1
1
|
---
|
|
2
2
|
SHA1:
|
|
3
|
-
metadata.gz:
|
|
4
|
-
data.tar.gz:
|
|
3
|
+
metadata.gz: 530c314fdf89cb24a0b093077ca43a8130f907cc
|
|
4
|
+
data.tar.gz: 8acfe54a1cb546ea8ca3104d9769a5c397a6f99c
|
|
5
5
|
SHA512:
|
|
6
|
-
metadata.gz:
|
|
7
|
-
data.tar.gz:
|
|
6
|
+
metadata.gz: 7f252a53f8fc68cc596039a1f819e3ad75235cc4d10172db45f67553602aaf6a670b9af7203563c3871796c83bf7382fce7a671265786e0d456fa84d505f2247
|
|
7
|
+
data.tar.gz: f8a35c377f64daa52cf9096d0621699488531c062c51f8425a439c381956045878537bdca433476e6c5360dec25d4ada384dfc39f9673cce4309ff5071cb4561
|
data/lib/fix/protocol/message.rb
CHANGED
|
@@ -14,6 +14,11 @@ module Fix
|
|
|
14
14
|
DEFAULT_VERSION = 'FIX.4.4'
|
|
15
15
|
@@expected_version = DEFAULT_VERSION
|
|
16
16
|
|
|
17
|
+
#
|
|
18
|
+
# Allows the version tag to be overridden at runtime
|
|
19
|
+
#
|
|
20
|
+
# @param version [String] The version to output and expect in messages
|
|
21
|
+
#
|
|
17
22
|
def self.version=(v)
|
|
18
23
|
@@expected_version = v
|
|
19
24
|
end
|
|
@@ -5,18 +5,79 @@ module Fix
|
|
|
5
5
|
#
|
|
6
6
|
# An Instrument component, see http://www.onixs.biz/fix-dictionary/4.4/compBlock_Instrument.html
|
|
7
7
|
#
|
|
8
|
-
class Instrument <
|
|
8
|
+
class Instrument < UnorderedPart
|
|
9
9
|
|
|
10
|
-
|
|
10
|
+
#
|
|
11
|
+
# The security ID source codes
|
|
12
|
+
#
|
|
13
|
+
SECURITY_ID_SOURCE = {
|
|
14
|
+
'1' => :cusip,
|
|
15
|
+
'2' => :sedol,
|
|
16
|
+
'3' => :quik,
|
|
17
|
+
'4' => :isin,
|
|
18
|
+
'5' => :ric,
|
|
19
|
+
'6' => :iso_currency,
|
|
20
|
+
'7' => :iso_country,
|
|
21
|
+
'8' => :exchange,
|
|
22
|
+
'9' => :consolidated_tape_association,
|
|
23
|
+
'A' => :bloomberg,
|
|
24
|
+
'B' => :wertpapier,
|
|
25
|
+
'C' => :dutch,
|
|
26
|
+
'D' => :valoren,
|
|
27
|
+
'E' => :sicovam,
|
|
28
|
+
'F' => :belgian,
|
|
29
|
+
'G' => :common,
|
|
30
|
+
'H' => :clearing,
|
|
31
|
+
'I' => :isda_fpml,
|
|
32
|
+
'J' => :options_price_reporting_authority
|
|
33
|
+
}
|
|
34
|
+
|
|
35
|
+
#
|
|
36
|
+
# The product codes
|
|
37
|
+
#
|
|
38
|
+
PRODUCTS = {
|
|
39
|
+
1 => :agency,
|
|
40
|
+
2 => :commodity,
|
|
41
|
+
3 => :corporate,
|
|
42
|
+
4 => :currency,
|
|
43
|
+
5 => :equity,
|
|
44
|
+
6 => :government,
|
|
45
|
+
7 => :index,
|
|
46
|
+
8 => :loan,
|
|
47
|
+
9 => :moneymarket,
|
|
48
|
+
10 => :mortgage,
|
|
49
|
+
11 => :municipal,
|
|
50
|
+
12 => :other,
|
|
51
|
+
13 => :financing
|
|
52
|
+
}
|
|
53
|
+
|
|
54
|
+
field :symbol, tag: 55
|
|
55
|
+
field :security_id, tag: 48
|
|
56
|
+
field :security_id_source, tag: 22, mapping: SECURITY_ID_SOURCE
|
|
57
|
+
field :product, tag: 460, type: :integer, mapping: PRODUCTS
|
|
58
|
+
field :security_desc, tag: 107
|
|
11
59
|
|
|
12
60
|
#
|
|
13
|
-
# Checks whether the start of the given string can be parsed as this particular
|
|
61
|
+
# Checks whether the start of the given string can be parsed as this particular part
|
|
14
62
|
#
|
|
15
63
|
# @param str [String] The string for which we want to parse the beginning
|
|
16
64
|
# @return [Boolean] Whether the beginning of the string can be parsed for this field
|
|
17
65
|
#
|
|
18
66
|
def can_parse?(str)
|
|
19
|
-
str =~ /
|
|
67
|
+
str =~ /(#{self.class.structure.map { |i| i[:tag] }.map(&:to_s).join('|')})=[^\x01]+\x01/
|
|
68
|
+
end
|
|
69
|
+
|
|
70
|
+
#
|
|
71
|
+
# Returns an error if security_id and security_source_id are not in the same filled/empty state
|
|
72
|
+
#
|
|
73
|
+
def errors
|
|
74
|
+
e = []
|
|
75
|
+
|
|
76
|
+
if !!security_id ^ !!security_id_source
|
|
77
|
+
e << "Security ID, and security source must either be both blank, or both must be provided"
|
|
78
|
+
end
|
|
79
|
+
|
|
80
|
+
[super, e].flatten
|
|
20
81
|
end
|
|
21
82
|
|
|
22
83
|
end
|
data/lib/fix/protocol/version.rb
CHANGED