fixparser-plugin-messagestore-kdb 0.0.1-init

package/README.md

@@ -0,0 +1,118 @@
+# fixparser-plugin-messagestore-kdb
+
+`fixparser-plugin-messagestore-kdb` is a FIXParser plugin designed for managing a message buffer in a KDB+ instance. It stores and retrieves FIX messages over a WebSocket connection to KDB+, providing an asynchronous interface for interacting with the data.
+
+## Features
+- **WebSocket Connection**: Connects to a KDB+ instance via WebSocket to send and receive messages.
+- **Message Buffering**: Stores messages in a configurable buffer, with an option to limit the buffer size.
+- **FIX Message Parsing**: Uses a provided FIX parser to serialize/deserialize FIX messages.
+- **Asynchronous API**: Supports asynchronous operations for adding, retrieving, and managing messages.
+
+## Installation
+
+To install the dependencies, run:
+
+```bash
+npm install fixparser-plugin-messagestore-kdb
+```
+
+To setup KDB+, copy the files in `kdb-files/` to the installation directory of KDB+, such as ~/q.
+Edit `script.q` to configure the listening port.
+
+```bash
+chmod +x ./kdb.sh
+./kdb.sh
+```
+
+
+## Usage
+
+### Creating a `MessageStoreKDB` Instance
+
+```typescript
+import { FIXParser } from 'fixparser';
+import { MessageStoreKDB } from 'fixparser-plugin-messagestore-kdb';
+
+const fixParser = new FIXParser();
+const store = new MessageStoreKDB({
+    host: 'localhost',
+    port: 1234,
+    parser: fixParser,
+    logger: fixParser.logger,
+    onReady: () => {
+        console.log('Connection to KDB+ established and ready.');
+    }
+});
+
+fixParser.connect({
+    host: 'localhost',
+    port: 9878,
+    protocol: 'tcp',
+    sender: SENDER,
+    target: TARGET,
+    messageStoreIn: store,
+    onOpen: () => {
+        console.log('Connection established.');
+    },
+    onMessage: (message: Message) => console.log('received message', message.description, message.messageString),
+    onClose: () => console.log('Disconnected'),
+});
+
+```
+
+### Adding a Message to the Buffer
+
+```typescript
+const message = new Message(
+    new Field(Fields.BeginString, ApplVerID.FIX42),
+    new Field(Fields.MsgType, Messages.ExecutionReport),
+    new Field(Fields.SenderCompID, 'ABC'),
+    new Field(Fields.TargetCompID, 'XYZ'),
+    new Field(Fields.MsgSeqNum, fixParser.getNextTargetMsgSeqNum()),
+    new Field(Fields.ExecTransType, ExecTransType.New),
+);
+store.add(message)
+    .then(() => console.log('Message added to the buffer.'));
+```
+
+### Retrieving a Message by Sequence Number
+
+```typescript
+store.getByMsgSequence(1)
+    .then((message) => {
+        if (message) {
+            console.log('Retrieved message:', message);
+        } else {
+            console.log('Message not found.');
+        }
+    });
+```
+
+### Getting the Buffer Size
+
+```typescript
+store.size()
+    .then((size) => {
+        console.log('Current buffer size:', size);
+    });
+```
+
+### Clearing the Buffer
+
+```typescript
+store.clear()
+    .then(() => console.log('Buffer cleared.'));
+```
+
+## Configuration Options
+
+- `host` (string): The hostname of the KDB+ instance.
+- `port` (number): The port on which the KDB+ instance is listening.
+- `tableName` (string, optional): The table name in the KDB+ instance (default: `FIXParser`).
+- `parser` (IFIXParser): The FIX parser used for encoding/decoding messages.
+- `maxBufferSize` (number, optional): The maximum size of the message buffer (default: 2500).
+- `logger` (Logger, optional): The logger for logging events and errors.
+- `onReady` (function): A callback function that is called when the KDB+ connection is ready.
+
+## License
+This project is licensed under a Commercial License - see the [LICENSE](https://gitlab.com/logotype/fixparser/-/blob/dev/LICENSE.md) file for details.