fixparser 9.1.7-9d6b5ca3 → 9.1.7-a0927339
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/build/cjs/FIXParser.js +2 -2
- package/build/cjs/FIXParserBrowser.js +2 -2
- package/build/cjs/FIXServer.js +2 -2
- package/build/esm/FIXParser.mjs +2 -2
- package/build/esm/FIXParserBrowser.mjs +2 -2
- package/build/esm/FIXServer.mjs +2 -2
- package/package.json +2 -2
- package/types/FIXParser.d.ts +307 -0
- package/types/FIXParserBase.d.ts +124 -0
- package/types/FIXParserBrowser.d.ts +267 -0
- package/types/FIXServer.d.ts +342 -0
- package/types/IFIXParser.d.ts +182 -0
- package/types/components/Components.d.ts +41 -0
- package/types/enums/EnumType.d.ts +44 -0
- package/types/enums/Enums.d.ts +43 -0
- package/types/fields/Field.d.ts +91 -0
- package/types/fields/Fields.d.ts +42 -0
- package/types/fields/categories/Categories.d.ts +28 -0
- package/types/fields/categories/CategoryType.d.ts +27 -0
- package/types/fields/datatypes/Datatypes.d.ts +44 -0
- package/types/fields/sections/SectionType.d.ts +31 -0
- package/types/fields/sections/Sections.d.ts +28 -0
- package/types/fieldtypes/AccountType.d.ts +33 -0
- package/types/fieldtypes/AcctIDSource.d.ts +24 -0
- package/types/fieldtypes/Adjustment.d.ts +17 -0
- package/types/fieldtypes/AdjustmentType.d.ts +21 -0
- package/types/fieldtypes/AdvSide.d.ts +19 -0
- package/types/fieldtypes/AdvTransType.d.ts +17 -0
- package/types/fieldtypes/AffirmStatus.d.ts +17 -0
- package/types/fieldtypes/AggregatedBook.d.ts +15 -0
- package/types/fieldtypes/AggressorIndicator.d.ts +15 -0
- package/types/fieldtypes/AlgoCertificateReportStatus.d.ts +17 -0
- package/types/fieldtypes/AlgoCertificateReportTransType.d.ts +18 -0
- package/types/fieldtypes/AlgoCertificateReportType.d.ts +13 -0
- package/types/fieldtypes/AlgoCertificateRequestStatus.d.ts +17 -0
- package/types/fieldtypes/AlgoCertificateRequestTransType.d.ts +18 -0
- package/types/fieldtypes/AlgoCertificateRequestType.d.ts +15 -0
- package/types/fieldtypes/AlgoCertificateStatus.d.ts +15 -0
- package/types/fieldtypes/AlgorithmicTradeIndicator.d.ts +14 -0
- package/types/fieldtypes/AllocAccountType.d.ts +25 -0
- package/types/fieldtypes/AllocCancReplaceReason.d.ts +19 -0
- package/types/fieldtypes/AllocGroupStatus.d.ts +16 -0
- package/types/fieldtypes/AllocGroupSubQtyType.d.ts +17 -0
- package/types/fieldtypes/AllocHandlInst.d.ts +18 -0
- package/types/fieldtypes/AllocIntermedReqType.d.ts +23 -0
- package/types/fieldtypes/AllocLinkType.d.ts +15 -0
- package/types/fieldtypes/AllocMethod.d.ts +19 -0
- package/types/fieldtypes/AllocNoOrdersType.d.ts +15 -0
- package/types/fieldtypes/AllocPositionEffect.d.ts +19 -0
- package/types/fieldtypes/AllocRejCode.d.ts +70 -0
- package/types/fieldtypes/AllocReportType.d.ts +41 -0
- package/types/fieldtypes/AllocRequestStatus.d.ts +15 -0
- package/types/fieldtypes/AllocReversalStatus.d.ts +17 -0
- package/types/fieldtypes/AllocSettlInstType.d.ts +21 -0
- package/types/fieldtypes/AllocStatus.d.ts +40 -0
- package/types/fieldtypes/AllocTransType.d.ts +19 -0
- package/types/fieldtypes/AllocType.d.ts +56 -0
- package/types/fieldtypes/AllocationRollupInstruction.d.ts +16 -0
- package/types/fieldtypes/ApplLevelRecoveryIndicator.d.ts +15 -0
- package/types/fieldtypes/ApplQueueAction.d.ts +19 -0
- package/types/fieldtypes/ApplQueueResolution.d.ts +19 -0
- package/types/fieldtypes/ApplReportType.d.ts +19 -0
- package/types/fieldtypes/ApplReqType.d.ts +25 -0
- package/types/fieldtypes/ApplResponseError.d.ts +17 -0
- package/types/fieldtypes/ApplResponseType.d.ts +17 -0
- package/types/fieldtypes/ApplVerID.d.ts +33 -0
- package/types/fieldtypes/AsOfIndicator.d.ts +15 -0
- package/types/fieldtypes/AssetClass.d.ts +31 -0
- package/types/fieldtypes/AssetGroup.d.ts +14 -0
- package/types/fieldtypes/AssetSubClass.d.ts +103 -0
- package/types/fieldtypes/AssetValuationModel.d.ts +27 -0
- package/types/fieldtypes/AssignmentMethod.d.ts +15 -0
- package/types/fieldtypes/AttachmentEncodingType.d.ts +13 -0
- package/types/fieldtypes/AuctionInstruction.d.ts +15 -0
- package/types/fieldtypes/AuctionType.d.ts +29 -0
- package/types/fieldtypes/AveragePriceType.d.ts +15 -0
- package/types/fieldtypes/AvgPxIndicator.d.ts +20 -0
- package/types/fieldtypes/BasisPxType.d.ts +37 -0
- package/types/fieldtypes/BatchProcessMode.d.ts +14 -0
- package/types/fieldtypes/BeginString.d.ts +16 -0
- package/types/fieldtypes/Benchmark.d.ts +30 -0
- package/types/fieldtypes/BenchmarkCurveName.d.ts +116 -0
- package/types/fieldtypes/BidDescriptorType.d.ts +17 -0
- package/types/fieldtypes/BidRequestTransType.d.ts +15 -0
- package/types/fieldtypes/BidTradeType.d.ts +19 -0
- package/types/fieldtypes/BidType.d.ts +17 -0
- package/types/fieldtypes/BlockTrdAllocIndicator.d.ts +16 -0
- package/types/fieldtypes/BookingType.d.ts +17 -0
- package/types/fieldtypes/BookingUnit.d.ts +17 -0
- package/types/fieldtypes/BusinessDayConvention.d.ts +20 -0
- package/types/fieldtypes/BusinessRejectReason.d.ts +35 -0
- package/types/fieldtypes/CPProgram.d.ts +21 -0
- package/types/fieldtypes/CalculationMethod.d.ts +13 -0
- package/types/fieldtypes/CancellationRights.d.ts +19 -0
- package/types/fieldtypes/CashMargin.d.ts +17 -0
- package/types/fieldtypes/CashSettlPriceDefault.d.ts +13 -0
- package/types/fieldtypes/CashSettlQuoteMethod.d.ts +17 -0
- package/types/fieldtypes/CashSettlValuationMethod.d.ts +27 -0
- package/types/fieldtypes/ClearedIndicator.d.ts +15 -0
- package/types/fieldtypes/ClearingAccountType.d.ts +17 -0
- package/types/fieldtypes/ClearingFeeIndicator.d.ts +39 -0
- package/types/fieldtypes/ClearingInstruction.d.ts +41 -0
- package/types/fieldtypes/ClearingIntention.d.ts +15 -0
- package/types/fieldtypes/ClearingRequirementException.d.ts +19 -0
- package/types/fieldtypes/CollAction.d.ts +17 -0
- package/types/fieldtypes/CollApplType.d.ts +15 -0
- package/types/fieldtypes/CollAsgnReason.d.ts +28 -0
- package/types/fieldtypes/CollAsgnRejectReason.d.ts +25 -0
- package/types/fieldtypes/CollAsgnRespType.d.ts +21 -0
- package/types/fieldtypes/CollAsgnTransType.d.ts +21 -0
- package/types/fieldtypes/CollInquiryQualifier.d.ts +27 -0
- package/types/fieldtypes/CollInquiryResult.d.ts +33 -0
- package/types/fieldtypes/CollInquiryStatus.d.ts +21 -0
- package/types/fieldtypes/CollRptRejectReason.d.ts +23 -0
- package/types/fieldtypes/CollRptStatus.d.ts +17 -0
- package/types/fieldtypes/CollStatus.d.ts +22 -0
- package/types/fieldtypes/CollateralAmountType.d.ts +21 -0
- package/types/fieldtypes/CollateralReinvestmentType.d.ts +16 -0
- package/types/fieldtypes/CommType.d.ts +20 -0
- package/types/fieldtypes/CommissionAmountSubType.d.ts +16 -0
- package/types/fieldtypes/CommissionAmountType.d.ts +21 -0
- package/types/fieldtypes/CommodityFinalPriceType.d.ts +25 -0
- package/types/fieldtypes/ComplexEventCondition.d.ts +15 -0
- package/types/fieldtypes/ComplexEventCreditEventNotifyingParty.d.ts +18 -0
- package/types/fieldtypes/ComplexEventDateOffsetDayType.d.ts +24 -0
- package/types/fieldtypes/ComplexEventPVFinalPriceElectionFallback.d.ts +14 -0
- package/types/fieldtypes/ComplexEventPeriodType.d.ts +23 -0
- package/types/fieldtypes/ComplexEventPriceBoundaryMethod.d.ts +22 -0
- package/types/fieldtypes/ComplexEventPriceTimeType.d.ts +23 -0
- package/types/fieldtypes/ComplexEventQuoteBasis.d.ts +15 -0
- package/types/fieldtypes/ComplexEventType.d.ts +57 -0
- package/types/fieldtypes/ComplexOptPayoutTime.d.ts +25 -0
- package/types/fieldtypes/ConfirmRejReason.d.ts +50 -0
- package/types/fieldtypes/ConfirmStatus.d.ts +21 -0
- package/types/fieldtypes/ConfirmTransType.d.ts +17 -0
- package/types/fieldtypes/ConfirmType.d.ts +17 -0
- package/types/fieldtypes/ConfirmationMethod.d.ts +17 -0
- package/types/fieldtypes/ContAmtType.d.ts +41 -0
- package/types/fieldtypes/ContingencyType.d.ts +23 -0
- package/types/fieldtypes/ContractMultiplierUnit.d.ts +17 -0
- package/types/fieldtypes/ContractRefPosType.d.ts +19 -0
- package/types/fieldtypes/CorporateAction.d.ts +57 -0
- package/types/fieldtypes/CouponDayCount.d.ts +35 -0
- package/types/fieldtypes/CouponFrequencyUnit.d.ts +27 -0
- package/types/fieldtypes/CouponType.d.ts +19 -0
- package/types/fieldtypes/CoveredOrUncovered.d.ts +15 -0
- package/types/fieldtypes/CrossPrioritization.d.ts +17 -0
- package/types/fieldtypes/CrossType.d.ts +20 -0
- package/types/fieldtypes/CrossedIndicator.d.ts +14 -0
- package/types/fieldtypes/CurrencyCodeSource.d.ts +22 -0
- package/types/fieldtypes/CustOrderCapacity.d.ts +20 -0
- package/types/fieldtypes/CustOrderHandlingInst.d.ts +167 -0
- package/types/fieldtypes/CustomerOrFirm.d.ts +16 -0
- package/types/fieldtypes/CustomerPriority.d.ts +13 -0
- package/types/fieldtypes/CxlRejReason.d.ts +33 -0
- package/types/fieldtypes/CxlRejResponseTo.d.ts +15 -0
- package/types/fieldtypes/DKReason.d.ts +27 -0
- package/types/fieldtypes/DateRollConvention.d.ts +102 -0
- package/types/fieldtypes/DayBookingInst.d.ts +17 -0
- package/types/fieldtypes/DealingCapacity.d.ts +17 -0
- package/types/fieldtypes/DeleteReason.d.ts +15 -0
- package/types/fieldtypes/DeliveryForm.d.ts +15 -0
- package/types/fieldtypes/DeliveryScheduleSettlDay.d.ts +31 -0
- package/types/fieldtypes/DeliveryScheduleSettlFlowType.d.ts +24 -0
- package/types/fieldtypes/DeliveryScheduleSettlHolidaysProcessingInstruction.d.ts +16 -0
- package/types/fieldtypes/DeliveryScheduleSettlTimeType.d.ts +14 -0
- package/types/fieldtypes/DeliveryScheduleToleranceType.d.ts +16 -0
- package/types/fieldtypes/DeliveryScheduleType.d.ts +17 -0
- package/types/fieldtypes/DeliveryStreamDeliveryPointSource.d.ts +15 -0
- package/types/fieldtypes/DeliveryStreamDeliveryRestriction.d.ts +17 -0
- package/types/fieldtypes/DeliveryStreamElectingPartySide.d.ts +16 -0
- package/types/fieldtypes/DeliveryStreamTitleTransferCondition.d.ts +16 -0
- package/types/fieldtypes/DeliveryStreamToleranceOptionSide.d.ts +16 -0
- package/types/fieldtypes/DeliveryStreamType.d.ts +17 -0
- package/types/fieldtypes/DeliveryType.d.ts +20 -0
- package/types/fieldtypes/DeskType.d.ts +47 -0
- package/types/fieldtypes/DisclosureInstruction.d.ts +17 -0
- package/types/fieldtypes/DisclosureType.d.ts +24 -0
- package/types/fieldtypes/DiscretionInst.d.ts +27 -0
- package/types/fieldtypes/DiscretionLimitType.d.ts +17 -0
- package/types/fieldtypes/DiscretionMoveType.d.ts +15 -0
- package/types/fieldtypes/DiscretionOffsetType.d.ts +19 -0
- package/types/fieldtypes/DiscretionRoundDirection.d.ts +15 -0
- package/types/fieldtypes/DiscretionScope.d.ts +19 -0
- package/types/fieldtypes/DisplayMethod.d.ts +19 -0
- package/types/fieldtypes/DisplayWhen.d.ts +15 -0
- package/types/fieldtypes/DistribPaymentMethod.d.ts +37 -0
- package/types/fieldtypes/DividendAmountType.d.ts +15 -0
- package/types/fieldtypes/DividendComposition.d.ts +13 -0
- package/types/fieldtypes/DividendEntitlementEvent.d.ts +13 -0
- package/types/fieldtypes/DlvyInstType.d.ts +15 -0
- package/types/fieldtypes/DueToRelated.d.ts +15 -0
- package/types/fieldtypes/DuplicateClOrdIDIndicator.d.ts +15 -0
- package/types/fieldtypes/EmailType.d.ts +17 -0
- package/types/fieldtypes/EncryptMethod.d.ts +25 -0
- package/types/fieldtypes/EntitlementAttribDatatype.d.ts +81 -0
- package/types/fieldtypes/EntitlementRequestResult.d.ts +45 -0
- package/types/fieldtypes/EntitlementStatus.d.ts +20 -0
- package/types/fieldtypes/EntitlementSubType.d.ts +19 -0
- package/types/fieldtypes/EntitlementType.d.ts +26 -0
- package/types/fieldtypes/EventInitiatorType.d.ts +17 -0
- package/types/fieldtypes/EventTimeUnit.d.ts +25 -0
- package/types/fieldtypes/EventType.d.ts +65 -0
- package/types/fieldtypes/ExDestinationIDSource.d.ts +21 -0
- package/types/fieldtypes/ExDestinationType.d.ts +15 -0
- package/types/fieldtypes/ExchangeForPhysical.d.ts +15 -0
- package/types/fieldtypes/ExecAckStatus.d.ts +17 -0
- package/types/fieldtypes/ExecInst.d.ts +117 -0
- package/types/fieldtypes/ExecMethod.d.ts +15 -0
- package/types/fieldtypes/ExecPriceType.d.ts +27 -0
- package/types/fieldtypes/ExecRestatementReason.d.ts +51 -0
- package/types/fieldtypes/ExecTransType.d.ts +20 -0
- package/types/fieldtypes/ExecType.d.ts +55 -0
- package/types/fieldtypes/ExecTypeReason.d.ts +41 -0
- package/types/fieldtypes/ExerciseConfirmationMethod.d.ts +19 -0
- package/types/fieldtypes/ExerciseMethod.d.ts +15 -0
- package/types/fieldtypes/ExerciseStyle.d.ts +19 -0
- package/types/fieldtypes/ExpirationCycle.d.ts +17 -0
- package/types/fieldtypes/ExpirationQtyType.d.ts +21 -0
- package/types/fieldtypes/ExtraordinaryEventAdjustmentMethod.d.ts +14 -0
- package/types/fieldtypes/FXBenchmark.d.ts +20 -0
- package/types/fieldtypes/Field.d.ts +11446 -0
- package/types/fieldtypes/FinancialStatus.d.ts +17 -0
- package/types/fieldtypes/FlowScheduleType.d.ts +33 -0
- package/types/fieldtypes/ForexReq.d.ts +15 -0
- package/types/fieldtypes/FundRenewWaiv.d.ts +15 -0
- package/types/fieldtypes/FundingSource.d.ts +18 -0
- package/types/fieldtypes/GTBookingInst.d.ts +17 -0
- package/types/fieldtypes/GapFillFlag.d.ts +15 -0
- package/types/fieldtypes/HaltReason.d.ts +23 -0
- package/types/fieldtypes/HandlInst.d.ts +17 -0
- package/types/fieldtypes/IDSource.d.ts +30 -0
- package/types/fieldtypes/IOINaturalFlag.d.ts +15 -0
- package/types/fieldtypes/IOIQltyInd.d.ts +17 -0
- package/types/fieldtypes/IOIQty.d.ts +19 -0
- package/types/fieldtypes/IOIQualifier.d.ts +63 -0
- package/types/fieldtypes/IOIShares.d.ts +18 -0
- package/types/fieldtypes/IOITransType.d.ts +17 -0
- package/types/fieldtypes/IRSDirection.d.ts +16 -0
- package/types/fieldtypes/ImpliedMarketIndicator.d.ts +19 -0
- package/types/fieldtypes/InTheMoneyCondition.d.ts +15 -0
- package/types/fieldtypes/InViewOfCommon.d.ts +15 -0
- package/types/fieldtypes/IncTaxInd.d.ts +15 -0
- package/types/fieldtypes/IndividualAllocType.d.ts +15 -0
- package/types/fieldtypes/InstrAttribType.d.ts +88 -0
- package/types/fieldtypes/InstrmtAssignmentMethod.d.ts +15 -0
- package/types/fieldtypes/InstrumentScopeOperator.d.ts +15 -0
- package/types/fieldtypes/LastCapacity.d.ts +21 -0
- package/types/fieldtypes/LastFragment.d.ts +15 -0
- package/types/fieldtypes/LastLiquidityInd.d.ts +27 -0
- package/types/fieldtypes/LastRptRequested.d.ts +15 -0
- package/types/fieldtypes/LegSwapType.d.ts +19 -0
- package/types/fieldtypes/LegalConfirm.d.ts +15 -0
- package/types/fieldtypes/LienSeniority.d.ts +19 -0
- package/types/fieldtypes/LimitAmtType.d.ts +23 -0
- package/types/fieldtypes/LiquidityIndType.d.ts +19 -0
- package/types/fieldtypes/ListExecInstType.d.ts +21 -0
- package/types/fieldtypes/ListMethod.d.ts +15 -0
- package/types/fieldtypes/ListOrderStatus.d.ts +25 -0
- package/types/fieldtypes/ListRejectReason.d.ts +25 -0
- package/types/fieldtypes/ListStatusType.d.ts +23 -0
- package/types/fieldtypes/ListUpdateAction.d.ts +19 -0
- package/types/fieldtypes/LoanFacility.d.ts +23 -0
- package/types/fieldtypes/LocateReqd.d.ts +15 -0
- package/types/fieldtypes/LockType.d.ts +26 -0
- package/types/fieldtypes/LotType.d.ts +19 -0
- package/types/fieldtypes/MDBookType.d.ts +17 -0
- package/types/fieldtypes/MDEntryType.d.ts +93 -0
- package/types/fieldtypes/MDImplicitDelete.d.ts +15 -0
- package/types/fieldtypes/MDOriginType.d.ts +25 -0
- package/types/fieldtypes/MDReportEvent.d.ts +25 -0
- package/types/fieldtypes/MDReqRejReason.d.ts +39 -0
- package/types/fieldtypes/MDSecSizeType.d.ts +14 -0
- package/types/fieldtypes/MDStatisticIntervalType.d.ts +19 -0
- package/types/fieldtypes/MDStatisticRatioType.d.ts +23 -0
- package/types/fieldtypes/MDStatisticRequestResult.d.ts +51 -0
- package/types/fieldtypes/MDStatisticScope.d.ts +70 -0
- package/types/fieldtypes/MDStatisticScopeType.d.ts +21 -0
- package/types/fieldtypes/MDStatisticStatus.d.ts +15 -0
- package/types/fieldtypes/MDStatisticSubScope.d.ts +46 -0
- package/types/fieldtypes/MDStatisticType.d.ts +42 -0
- package/types/fieldtypes/MDStatisticValueType.d.ts +15 -0
- package/types/fieldtypes/MDUpdateAction.d.ts +23 -0
- package/types/fieldtypes/MDUpdateType.d.ts +15 -0
- package/types/fieldtypes/MDValueTier.d.ts +17 -0
- package/types/fieldtypes/MarginAmtType.d.ts +47 -0
- package/types/fieldtypes/MarginDirection.d.ts +13 -0
- package/types/fieldtypes/MarginReqmtInqQualifier.d.ts +19 -0
- package/types/fieldtypes/MarginReqmtInqResult.d.ts +31 -0
- package/types/fieldtypes/MarginReqmtRptType.d.ts +17 -0
- package/types/fieldtypes/MarketCondition.d.ts +14 -0
- package/types/fieldtypes/MarketDisruptionFallbackProvision.d.ts +16 -0
- package/types/fieldtypes/MarketDisruptionFallbackUnderlierType.d.ts +36 -0
- package/types/fieldtypes/MarketDisruptionProvision.d.ts +19 -0
- package/types/fieldtypes/MarketMakerActivity.d.ts +19 -0
- package/types/fieldtypes/MarketSegmentRelationship.d.ts +14 -0
- package/types/fieldtypes/MarketSegmentStatus.d.ts +14 -0
- package/types/fieldtypes/MarketSegmentType.d.ts +14 -0
- package/types/fieldtypes/MassActionReason.d.ts +26 -0
- package/types/fieldtypes/MassActionRejectReason.d.ts +37 -0
- package/types/fieldtypes/MassActionResponse.d.ts +17 -0
- package/types/fieldtypes/MassActionScope.d.ts +35 -0
- package/types/fieldtypes/MassActionType.d.ts +17 -0
- package/types/fieldtypes/MassCancelRejectReason.d.ts +37 -0
- package/types/fieldtypes/MassCancelRequestType.d.ts +35 -0
- package/types/fieldtypes/MassCancelResponse.d.ts +37 -0
- package/types/fieldtypes/MassOrderRequestResult.d.ts +21 -0
- package/types/fieldtypes/MassOrderRequestStatus.d.ts +17 -0
- package/types/fieldtypes/MassStatusReqType.d.ts +31 -0
- package/types/fieldtypes/MatchExceptionElementType.d.ts +38 -0
- package/types/fieldtypes/MatchExceptionToleranceValueType.d.ts +15 -0
- package/types/fieldtypes/MatchExceptionType.d.ts +25 -0
- package/types/fieldtypes/MatchInst.d.ts +15 -0
- package/types/fieldtypes/MatchStatus.d.ts +18 -0
- package/types/fieldtypes/MatchType.d.ts +67 -0
- package/types/fieldtypes/MatchingDataPointIndicator.d.ts +15 -0
- package/types/fieldtypes/MaturityMonthYearFormat.d.ts +17 -0
- package/types/fieldtypes/MaturityMonthYearIncrementUnits.d.ts +20 -0
- package/types/fieldtypes/Message.d.ts +333 -0
- package/types/fieldtypes/MessageEncoding.d.ts +20 -0
- package/types/fieldtypes/MetricsCalculationPriceSource.d.ts +14 -0
- package/types/fieldtypes/MinQtyMethod.d.ts +15 -0
- package/types/fieldtypes/MiscFeeBasis.d.ts +14 -0
- package/types/fieldtypes/MiscFeeQualifier.d.ts +13 -0
- package/types/fieldtypes/MiscFeeType.d.ts +69 -0
- package/types/fieldtypes/ModelType.d.ts +15 -0
- package/types/fieldtypes/MoneyLaunderingStatus.d.ts +21 -0
- package/types/fieldtypes/MsgDirection.d.ts +15 -0
- package/types/fieldtypes/MsgType.d.ts +189 -0
- package/types/fieldtypes/MultiJurisdictionReportingIndicator.d.ts +16 -0
- package/types/fieldtypes/MultiLegReportingType.d.ts +17 -0
- package/types/fieldtypes/MultiLegRptTypeReq.d.ts +17 -0
- package/types/fieldtypes/MultilegModel.d.ts +17 -0
- package/types/fieldtypes/MultilegPriceMethod.d.ts +23 -0
- package/types/fieldtypes/NBBOEntryType.d.ts +15 -0
- package/types/fieldtypes/NBBOSource.d.ts +15 -0
- package/types/fieldtypes/NegotiationMethod.d.ts +14 -0
- package/types/fieldtypes/NetGrossInd.d.ts +15 -0
- package/types/fieldtypes/NetworkRequestType.d.ts +19 -0
- package/types/fieldtypes/NetworkStatusResponseType.d.ts +15 -0
- package/types/fieldtypes/NewsCategory.d.ts +21 -0
- package/types/fieldtypes/NewsRefType.d.ts +18 -0
- package/types/fieldtypes/NoSides.d.ts +15 -0
- package/types/fieldtypes/NonCashDividendTreatment.d.ts +13 -0
- package/types/fieldtypes/NonDeliverableFixingDateType.d.ts +16 -0
- package/types/fieldtypes/NotAffectedReason.d.ts +15 -0
- package/types/fieldtypes/NotifyBrokerOfCredit.d.ts +15 -0
- package/types/fieldtypes/ObligationType.d.ts +19 -0
- package/types/fieldtypes/OddLot.d.ts +15 -0
- package/types/fieldtypes/OffsetInstruction.d.ts +13 -0
- package/types/fieldtypes/OffshoreIndicator.d.ts +14 -0
- package/types/fieldtypes/OpenClose.d.ts +16 -0
- package/types/fieldtypes/OpenCloseSettlFlag.d.ts +23 -0
- package/types/fieldtypes/OpenCloseSettleFlag.d.ts +18 -0
- package/types/fieldtypes/OptPayoutType.d.ts +29 -0
- package/types/fieldtypes/OptionExerciseDateType.d.ts +15 -0
- package/types/fieldtypes/OrdRejReason.d.ts +70 -0
- package/types/fieldtypes/OrdStatus.d.ts +41 -0
- package/types/fieldtypes/OrdType.d.ts +59 -0
- package/types/fieldtypes/OrderAttributeType.d.ts +26 -0
- package/types/fieldtypes/OrderCapacity.d.ts +24 -0
- package/types/fieldtypes/OrderCategory.d.ts +31 -0
- package/types/fieldtypes/OrderDelayUnit.d.ts +35 -0
- package/types/fieldtypes/OrderEntryAction.d.ts +21 -0
- package/types/fieldtypes/OrderEventReason.d.ts +37 -0
- package/types/fieldtypes/OrderEventType.d.ts +33 -0
- package/types/fieldtypes/OrderHandlingInstSource.d.ts +15 -0
- package/types/fieldtypes/OrderOrigination.d.ts +23 -0
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- package/types/fieldtypes/OrderRelationship.d.ts +15 -0
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- package/types/session/SessionResendRequest.d.ts +18 -0
- package/types/session/SessionSequence.d.ts +12 -0
- package/types/session/SessionSequenceReset.d.ts +11 -0
- package/types/session/SessionTestRequest.d.ts +11 -0
- package/types/spec/SpecCategories.d.ts +11 -0
- package/types/spec/SpecComponents.d.ts +30 -0
- package/types/spec/SpecDatatypes.d.ts +18 -0
- package/types/spec/SpecEnums.d.ts +18 -0
- package/types/spec/SpecFields.d.ts +19 -0
- package/types/spec/SpecGroups.d.ts +29 -0
- package/types/spec/SpecSections.d.ts +10 -0
- package/types/util/FrameDecoder.d.ts +7 -0
- package/types/util/timestamp.d.ts +2 -0
- package/types/util/util.d.ts +23 -0
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import { type ISpecGroups } from '../spec/SpecGroups';
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/**
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* Class for managing FIX protocol groups.
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* Provides functionality to find and filter groups based on various criteria.
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* Uses caching to improve performance when looking up groups.
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*/
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export declare class Groups {
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/** Array of all available groups from the FIX specification */
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groups: ISpecGroups[];
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/** Cache map for looking up groups by their ID */
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cacheMap: Map<number, ISpecGroups>;
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/** Cache map for looking up groups by their name */
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cacheMapByName: Map<string, ISpecGroups>;
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/**
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* Creates a new Groups instance and initializes the cache maps.
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* Populates both the ID-based and name-based cache maps for efficient lookups.
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*/
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constructor();
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/**
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* Finds a group by its component ID.
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*
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* @param {number} componentId - The ID of the group to find
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* @returns {ISpecGroups | undefined} The found group, or undefined if not found
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*/
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find(componentId: number): ISpecGroups | undefined;
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/**
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* Finds a group by its name.
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*
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* @param {string} name - The name of the group to find
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* @returns {ISpecGroups | undefined} The found group, or undefined if not found
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*/
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findByName(name: string): ISpecGroups | undefined;
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/**
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* Filters and finds a group based on the NoMDEntries tag and message type.
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* Handles special cases for MarketDataSnapshotFullRefresh and MarketDataIncrementalRefresh messages.
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* Falls back to searching by numInGroup ID if no special case matches.
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*
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* @param {number} tag - The tag number to filter by (typically NoMDEntries)
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* @param {string} messageType - The type of the message being processed
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* @returns {ISpecGroups | undefined} The found group, or undefined if not found
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*/
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filterMapByNumInGroupId(tag: number, messageType: string): ISpecGroups | undefined;
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}
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import type { Logger } from '../logger/Logger';
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declare global {
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const __RELEASE_INFORMATION__: string;
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const __DISTRIBUTED_CACHING_MECHANISM__: string;
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const __MULTI_THREAD_SYNC_MUTEX__: string;
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const __INTERFACE_COMPOSITION_PATTERN__: string;
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}
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/**
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* The LicenseManager class is responsible for validating license keys,
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* ensuring that only users with valid licenses can access the
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* Pro version features of the FIXParsers.
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*
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* @public
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*/
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declare class LicenseManager {
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#private;
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/** Error message for missing free license */
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static readonly ERROR_MESSAGE_NO_FREE_LICENSE = 'Requires FIXParser Free license';
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/** Error message for missing pro license */
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static readonly ERROR_MESSAGE_NO_LICENSE = 'Requires FIXParser Pro license';
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/**
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* Private constructor to prevent instantiation.
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* This is a static class.
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*/
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private constructor();
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/**
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* Validates if a free license is present and valid.
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* Checks for free, pro, or trial license types.
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*
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* @returns {boolean} True if a valid free license is present
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*/
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static readonly validateFreeLicense: () => boolean;
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/**
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* Validates if a pro license is present and valid.
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* Checks for pro or trial license types.
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*
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* @returns {boolean} True if a valid pro license is present
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*/
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static readonly validateLicense: () => boolean;
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/**
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* Sets the logger instance for license validation messages.
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*
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* @param {Logger} loggerInstance - The logger instance to use
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*/
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static setLogger(loggerInstance: Logger): void;
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/**
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* Sets and validates a license key.
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* Processes the key, verifies its signature, and extracts license information.
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*
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* @param {string} rawLicenseKey - The raw license key to validate
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* @returns {Promise<void>} A promise that resolves when the license is validated
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*/
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static setLicenseKey(rawLicenseKey: string): Promise<void>;
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/**
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* Gets the release date from the release information.
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*
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* @returns {Date} The release date
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*/
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private static getReleaseDate;
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/**
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* Formats a date into a human-readable string.
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*
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* @param {Date} date - The date to format
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* @returns {string} The formatted date string
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*/
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private static formatDate;
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/**
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* Validates a license key by checking its ID, expiry date, and type.
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*
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* @param {string} keyId - The license key ID
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* @param {number} expiryTimestamp - The license expiry timestamp
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* @param {LicenseType} type - The license type
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* @returns {boolean} True if the license is valid
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*/
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private static validateKey;
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/**
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* Outputs a message indicating a valid free license.
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*/
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private static outputValidFreeLicense;
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/**
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* Outputs a message indicating a valid pro license.
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*/
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private static outputValidLicense;
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/**
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* Outputs a message indicating an invalid free license.
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*/
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private static outputInvalidFreeLicenseKey;
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/**
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* Outputs a message indicating an invalid pro license.
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*/
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private static outputInvalidLicenseKey;
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/**
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* Outputs a message indicating a missing license key.
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*/
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private static outputMissingLicenseKey;
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/**
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* Outputs a message indicating an incompatible version.
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*
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* @param {string} formattedExpiryDate - The formatted expiry date
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* @param {string} formattedReleaseDate - The formatted release date
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*/
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private static outputIncompatibleVersion;
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}
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export { LicenseManager };
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/**
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* Decodes a Base64 encoded string to its original form.
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* This is a polyfill for the atob function, which may not be available in all environments.
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*
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* @param {string} input - The Base64 encoded string to decode
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* @returns {string | undefined} The decoded string, or undefined if the input is invalid
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*/
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export declare const atob: (input: string) => string | undefined;
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import type { ILogTransporter, Level, LogMessage } from 'fixparser-common';
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import { type ConsoleFormat as Format } from 'fixparser-plugin-log-console';
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/**
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* Configuration options for logging output.
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*
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* @public
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*/
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export type LogOptions = {
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name?: string;
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id?: string;
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level?: Level;
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format?: Format;
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transport?: ILogTransporter;
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};
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/**
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* Logger class for handling FIX protocol logging.
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* Provides methods for logging messages at different severity levels
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* and supports custom log transports and formats.
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*/
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export declare class Logger {
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#private;
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/** Name of the logger instance */
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name: string;
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/** Unique identifier for the logger instance */
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id: string;
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/**
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* Creates a new Logger instance with the specified options.
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*
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* @param {LogOptions} [options] - Configuration options for the logger
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* @param {string} [options.name=''] - Name of the logger
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* @param {string} [options.id] - Unique identifier for the logger (auto-generated if not provided)
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* @param {Level} [options.level='info'] - Initial log level
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* @param {Format} [options.format='json'] - Log message format
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* @param {ILogTransporter} [options.transport] - Custom log transport (defaults to console)
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*/
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constructor(options?: LogOptions);
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/**
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* Processes a log message, adding metadata and sending it through the transport.
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* Only processes messages if logging is enabled and the message level meets the current level.
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*
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* @param {LogMessage} msg - The message to process
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* @returns {this} The logger instance for chaining
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*/
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private processMessage;
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/**
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* Logs a message at the specified level.
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* If no level is specified, defaults to 'info'.
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*
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* @param {LogMessage} msg - The message to log
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* @returns {this} The logger instance for chaining
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*/
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log(msg: LogMessage): this;
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/**
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* Logs a warning message.
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*
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* @param {Omit<LogMessage, 'level'>} msg - The message to log (level will be set to 'warn')
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* @returns {this} The logger instance for chaining
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*/
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logWarning(msg: Omit<LogMessage, 'level'>): this;
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/**
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* Logs an error message.
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*
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* @param {Omit<LogMessage, 'level'>} msg - The message to log (level will be set to 'error')
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* @returns {this} The logger instance for chaining
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*/
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logError(msg: Omit<LogMessage, 'level'>): this;
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/**
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* Sets whether the logger should be silent.
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* When silent, no messages will be logged regardless of their level.
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*
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* @param {boolean} silent - Whether to silence the logger
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*/
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set silent(silent: boolean);
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/**
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* Gets whether the logger is currently silent.
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*
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* @returns {boolean} True if the logger is silent, false otherwise
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*/
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get silent(): boolean;
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80
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/**
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* Gets the current log level.
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*
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* @returns {Level} The current log level
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*/
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85
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get level(): Level;
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86
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/**
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87
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* Gets the current log format.
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*
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* @returns {Format} The current log format
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90
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*/
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91
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get format(): Format;
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92
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}
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export type { Format };
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@@ -0,0 +1,408 @@
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1
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import { Field } from '../fields/Field';
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2
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import type { RefType, Structure } from '../messagetype/MessageType';
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3
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import type { ISpecEnums } from '../spec/SpecEnums';
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4
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import type { ISpecFields } from '../spec/SpecFields';
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5
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import { type FIXValue } from '../util/util';
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6
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type FieldValues = {
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7
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[tag: string]: any;
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8
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};
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9
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/**
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10
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* The MessageError object is used by FIXParser validation to
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11
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* represent detailed error information when validation fails,
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12
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* including the field, tag, value, expected value, and a
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13
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* descriptive error message.
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14
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*
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15
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* @public
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16
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*/
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17
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export type MessageError = {
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18
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field: RefType | ISpecFields | undefined;
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19
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name: string | undefined;
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20
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tag: number;
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21
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value: FIXValue;
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22
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expectedValue?: FIXValue;
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23
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error: string;
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24
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};
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25
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+
/**
|
|
26
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* Represents a complete FIX (Financial Information eXchange) message structure.
|
|
27
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* The message is divided into three main parts: Header, Body, and Trailer.
|
|
28
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+
*
|
|
29
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* @typedef {Object} FIXJSON
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|
30
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* @property {Record<string, FIXValue | FIXValue[]>} Header - The header section of the FIX message, which includes metadata such as the sender, target, and timestamp.
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|
31
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* @property {Record<string, FIXValue | FIXValue[] | Record<string, FIXValue | FIXValue[]>[]}> Body - The body section of the FIX message, which contains the actual transaction or data being conveyed. It can contain nested groups.
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|
32
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* @property {Record<string, FIXValue | FIXValue[]>} Trailer - The trailer section of the FIX message, which typically contains checksum or other closing information.
|
|
33
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+
*/
|
|
34
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+
type FIXJSON = {
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|
35
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Header: Record<string, FIXValue | FIXValue[]>;
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36
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+
Body: Record<string, FIXValue | FIXValue[] | Record<string, FIXValue | FIXValue[]>[]>;
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37
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Trailer: Record<string, FIXValue | FIXValue[]>;
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|
38
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+
};
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|
39
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+
/**
|
|
40
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+
* A FIX message is a standardized electronic communication used in
|
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41
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* financial markets to exchange information such as orders,
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|
42
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+
* executions, and market data between trading participants,
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|
43
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* following the FIX protocol's predefined structure and rules.
|
|
44
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+
*
|
|
45
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* @public
|
|
46
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*/
|
|
47
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+
export declare class Message {
|
|
48
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+
#private;
|
|
49
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+
/** The fix version associated with the message. */
|
|
50
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+
fixVersion: string;
|
|
51
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+
/** The data fields associated with the message. */
|
|
52
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+
data: Field[];
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|
53
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/** The FIX string representation of the message. */
|
|
54
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+
messageString: string;
|
|
55
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/** The description of the message. */
|
|
56
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description: string;
|
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57
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/** The type of the message. */
|
|
58
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messageType: string;
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59
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/** A description of the message type. */
|
|
60
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+
messageTypeDescription: string;
|
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61
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+
/** The sequence number of the message. */
|
|
62
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+
messageSequence: number;
|
|
63
|
+
/** The structure of the message, can be null if not defined. */
|
|
64
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+
structure: Structure[] | undefined;
|
|
65
|
+
/** Flag indicating whether the body length is valid. */
|
|
66
|
+
bodyLengthValid: boolean;
|
|
67
|
+
/** Flag indicating whether the checksum is valid. */
|
|
68
|
+
checksumValid: boolean;
|
|
69
|
+
/** The specified checksum value of the message, can be null if not available. */
|
|
70
|
+
checksumValue: string | undefined;
|
|
71
|
+
/** The actual checksum value of the message, can be null if not provided. */
|
|
72
|
+
checksumExpected: string | undefined;
|
|
73
|
+
/** The specified body length of the message, can be null if not available. */
|
|
74
|
+
bodyLengthValue: number | undefined;
|
|
75
|
+
/** The actual body length of the message, can be null if not provided. */
|
|
76
|
+
bodyLengthExpected: number | undefined;
|
|
77
|
+
/**
|
|
78
|
+
* Creates a new FIX Message instance.
|
|
79
|
+
*
|
|
80
|
+
* The constructor initializes the FIX Message with the specified FIX version and optional
|
|
81
|
+
* custom fields. It processes the fields to set specific FIX tags such as `BeginString`,
|
|
82
|
+
* `MsgSeqNum`, and `MsgType`, and updates the message accordingly.
|
|
83
|
+
*
|
|
84
|
+
* @param {string} [fixVersion=DEFAULT_FIX_VERSION] - The FIX protocol version. Defaults to `DEFAULT_FIX_VERSION`.
|
|
85
|
+
* @param {...Field} fields - A variable number of `Field` objects that represent individual tags in the FIX message.
|
|
86
|
+
* Each field object must contain a `tag` and a `value`, where `tag` indicates the field type (e.g., `BeginString`, `MsgSeqNum`, etc.).
|
|
87
|
+
*
|
|
88
|
+
* @throws {Error} If the field contains an invalid tag or value type.
|
|
89
|
+
*
|
|
90
|
+
* @example
|
|
91
|
+
* const message = new Message('FIXT.1.1', new Field(FieldType.MsgType, Messages.NewOrderSingle), new Field(Fields.OrderQty, 10000));
|
|
92
|
+
*
|
|
93
|
+
*/
|
|
94
|
+
constructor(fixVersion?: string, ...fields: Field[]);
|
|
95
|
+
/**
|
|
96
|
+
* Adds a single `Field` object to the message data.
|
|
97
|
+
*
|
|
98
|
+
* @param {Field} field - The `Field` object to be added.
|
|
99
|
+
*/
|
|
100
|
+
addField(field: Field): void;
|
|
101
|
+
/**
|
|
102
|
+
* Adds multiple `Field` objects to the message data.
|
|
103
|
+
* If the field's tag is `MsgType`, it will be added at the beginning of the `data` array.
|
|
104
|
+
* Otherwise, it will be appended to the end.
|
|
105
|
+
*
|
|
106
|
+
* @param {...Field} fields - One or more `Field` objects to be added.
|
|
107
|
+
*/
|
|
108
|
+
addFields(...fields: Field[]): void;
|
|
109
|
+
/**
|
|
110
|
+
* Removes a field from the message data by its `tag`.
|
|
111
|
+
*
|
|
112
|
+
* @param {number} tag - The tag of the field to be removed.
|
|
113
|
+
*/
|
|
114
|
+
removeFieldByTag(tag: number): void;
|
|
115
|
+
/**
|
|
116
|
+
* Retrieves a single field from the message data by its `tag`.
|
|
117
|
+
*
|
|
118
|
+
* @param {number} tag - The tag of the field to be retrieved.
|
|
119
|
+
* @returns {Field | undefined} The `Field` object if found, otherwise `undefined`.
|
|
120
|
+
*/
|
|
121
|
+
getField(tag: number): Field | undefined;
|
|
122
|
+
/**
|
|
123
|
+
* Retrieves all fields from the message data that have the specified `tag`.
|
|
124
|
+
*
|
|
125
|
+
* @param {number} tag - The tag of the fields to be retrieved.
|
|
126
|
+
* @returns {Field[]} An array of `Field` objects that match the specified `tag`, or an empty array if no fields match.
|
|
127
|
+
*/
|
|
128
|
+
getFields(tag: number): Field[] | undefined;
|
|
129
|
+
/**
|
|
130
|
+
* Returns an object containing the name-explain pairs of all fields in the message.
|
|
131
|
+
* The `name` of each field is used as the key, and the enumeration of the (`value`) is assigned to it.
|
|
132
|
+
* For example, `MsgType: 'D'` gets assigned `MsgType: 'NewOrderSingle'`,
|
|
133
|
+
*
|
|
134
|
+
* @returns {FieldValues} An object where the keys are field names and the values are the explained field values.
|
|
135
|
+
* @example
|
|
136
|
+
* console.log(message.getFieldExplains());
|
|
137
|
+
* {
|
|
138
|
+
* '47': 'A',
|
|
139
|
+
* BeginString: 'FIX42',
|
|
140
|
+
* BodyLength: 146,
|
|
141
|
+
* MsgType: 'NewOrderSingle',
|
|
142
|
+
* MsgSeqNum: 4,
|
|
143
|
+
* SenderCompID: 'ABC_DEFG01',
|
|
144
|
+
* SendingTime: '20090323-15:40:29',
|
|
145
|
+
* TargetCompID: 'CCG',
|
|
146
|
+
* OnBehalfOfCompID: 'XYZ',
|
|
147
|
+
* ClOrdID: 'NF 0542/03232009',
|
|
148
|
+
* Side: 'Buy',
|
|
149
|
+
* OrderQty: 100,
|
|
150
|
+
* Symbol: 'CVS',
|
|
151
|
+
* OrdType: 'Market',
|
|
152
|
+
* TimeInForce: 'Day',
|
|
153
|
+
* TransactTime: '20090323-15:40:29',
|
|
154
|
+
* HandlInst: 'AutomatedExecutionNoIntervention',
|
|
155
|
+
* SecurityExchange: 'N',
|
|
156
|
+
* CheckSum: '195'
|
|
157
|
+
* }
|
|
158
|
+
*/
|
|
159
|
+
getFieldExplains(): FieldValues;
|
|
160
|
+
/**
|
|
161
|
+
* Returns an object containing the name-value pairs of all fields in the message.
|
|
162
|
+
* The `name` of each field is used as the key, and the `value` is assigned to it.
|
|
163
|
+
*
|
|
164
|
+
* @returns {FieldValues} An object where the keys are field names and the values are field values.
|
|
165
|
+
* @example
|
|
166
|
+
* console.log(message.getFieldNameValues());
|
|
167
|
+
* {
|
|
168
|
+
* '47': 'A',
|
|
169
|
+
* BeginString: 'FIX.4.2',
|
|
170
|
+
* BodyLength: 146,
|
|
171
|
+
* MsgType: 'D',
|
|
172
|
+
* MsgSeqNum: 4,
|
|
173
|
+
* SenderCompID: 'ABC_DEFG01',
|
|
174
|
+
* SendingTime: '20090323-15:40:29',
|
|
175
|
+
* TargetCompID: 'CCG',
|
|
176
|
+
* OnBehalfOfCompID: 'XYZ',
|
|
177
|
+
* ClOrdID: 'NF 0542/03232009',
|
|
178
|
+
* Side: '1',
|
|
179
|
+
* OrderQty: 100,
|
|
180
|
+
* Symbol: 'CVS',
|
|
181
|
+
* OrdType: '1',
|
|
182
|
+
* TimeInForce: '0',
|
|
183
|
+
* TransactTime: '20090323-15:40:29',
|
|
184
|
+
* HandlInst: '1',
|
|
185
|
+
* SecurityExchange: 'N',
|
|
186
|
+
* CheckSum: '195'
|
|
187
|
+
* }
|
|
188
|
+
*/
|
|
189
|
+
getFieldNameValues(): FieldValues;
|
|
190
|
+
/**
|
|
191
|
+
* Returns an object containing the values of all fields in the message, indexed by their `tag`.
|
|
192
|
+
* If a tag has multiple fields, the values will be stored in an array.
|
|
193
|
+
*
|
|
194
|
+
* @returns {FieldValues} An object where the keys are field tags and the values are field values (or arrays of values).
|
|
195
|
+
* @example
|
|
196
|
+
* console.log(message.getFieldValues());
|
|
197
|
+
* {
|
|
198
|
+
* '8': 'FIX.4.2',
|
|
199
|
+
* '9': 146,
|
|
200
|
+
* '10': '195',
|
|
201
|
+
* '11': 'NF 0542/03232009',
|
|
202
|
+
* '21': '1',
|
|
203
|
+
* '34': 4,
|
|
204
|
+
* '35': 'D',
|
|
205
|
+
* '38': 100,
|
|
206
|
+
* '40': '1',
|
|
207
|
+
* '47': 'A',
|
|
208
|
+
* '49': 'ABC_DEFG01',
|
|
209
|
+
* '52': '20090323-15:40:29',
|
|
210
|
+
* '54': '1',
|
|
211
|
+
* '55': 'CVS',
|
|
212
|
+
* '56': 'CCG',
|
|
213
|
+
* '59': '0',
|
|
214
|
+
* '60': '20090323-15:40:29',
|
|
215
|
+
* '115': 'XYZ',
|
|
216
|
+
* '207': 'N'
|
|
217
|
+
* }
|
|
218
|
+
*/
|
|
219
|
+
getFieldValues(): FieldValues;
|
|
220
|
+
/**
|
|
221
|
+
* Updates a field in the message data based on its `tag`.
|
|
222
|
+
* If a field with the same tag exists, it will be replaced with the new `Field` object.
|
|
223
|
+
*
|
|
224
|
+
* @param {Field} field - The `Field` object to update in the data.
|
|
225
|
+
*/
|
|
226
|
+
setField(field: Field): void;
|
|
227
|
+
/**
|
|
228
|
+
* Retrieves the enumeration for a given `tag` and `value` based on the message's `MsgType`.
|
|
229
|
+
* This method ensures that the `MsgType` field is present and has a value before attempting
|
|
230
|
+
* to retrieve the corresponding enumeration.
|
|
231
|
+
*
|
|
232
|
+
* @param {number} tag - The tag of the field for which the enum is to be retrieved.
|
|
233
|
+
* @param {FIXValue} value - The value of the field for which the enum is to be retrieved.
|
|
234
|
+
* @returns {ISpecEnums | undefined} The corresponding enumeration if found, or `undefined` if the `MsgType` field is missing
|
|
235
|
+
* or has no value, or if no matching enum is found.
|
|
236
|
+
*
|
|
237
|
+
* @example
|
|
238
|
+
* const enumValue = message.getEnum(35, 'D');
|
|
239
|
+
* console.log(`Enum: ${enumValue}`);
|
|
240
|
+
*/
|
|
241
|
+
getEnum(tag: number, value: FIXValue): ISpecEnums | undefined;
|
|
242
|
+
/**
|
|
243
|
+
* Generates a brief Bloomberg-style description of the current message based on its fields, such as `Side`, `OrderQty`, `Symbol`, `Price`, etc.
|
|
244
|
+
* The description is typically used for a quick summary of an order or trade message, formatted with key field values.
|
|
245
|
+
*
|
|
246
|
+
* Depending on the available fields, the method formats and returns a string summarizing the message's main details,
|
|
247
|
+
* such as quantity, price, symbol, and order type. If certain fields (like `LeavesQty`, `OrderQty`, `Price`, etc.) are not present,
|
|
248
|
+
* it adjusts the description accordingly.
|
|
249
|
+
*
|
|
250
|
+
* @returns {string | null} A brief string description summarizing the message. If no description can be formed, `null` is returned.
|
|
251
|
+
*
|
|
252
|
+
* @example
|
|
253
|
+
* const description = message.getBriefDescription();
|
|
254
|
+
* console.log(description); // "100 AAPL LMT @123.45 GTC"
|
|
255
|
+
*/
|
|
256
|
+
getBriefDescription(): string | undefined;
|
|
257
|
+
/**
|
|
258
|
+
* Validates the body length of the FIX message by comparing the provided value to the actual body length.
|
|
259
|
+
* The body length is calculated as the difference between the positions of the `MsgType` tag and the `Checksum` tag.
|
|
260
|
+
*
|
|
261
|
+
* @param {string} value - The body length value to validate against the calculated body length.
|
|
262
|
+
* @returns {boolean} `true` if the provided body length matches the calculated body length, otherwise `false`.
|
|
263
|
+
*
|
|
264
|
+
* @example
|
|
265
|
+
* const isValid = message.validateBodyLength('123');
|
|
266
|
+
* console.log(isValid); // true if the body length is correct, false otherwise
|
|
267
|
+
*/
|
|
268
|
+
validateBodyLength(value: string): boolean;
|
|
269
|
+
/**
|
|
270
|
+
* Validates the checksum of the FIX message by comparing the provided checksum value to the calculated checksum.
|
|
271
|
+
* The checksum is calculated based on the substring of the message string before the `Checksum` tag.
|
|
272
|
+
*
|
|
273
|
+
* @param {string} value - The checksum value to validate against the calculated checksum.
|
|
274
|
+
* @returns {boolean} `true` if the provided checksum matches the calculated checksum, otherwise `false`.
|
|
275
|
+
*
|
|
276
|
+
* @example
|
|
277
|
+
* const isValid = message.validateChecksum('123456');
|
|
278
|
+
* console.log(isValid); // true if the checksum is valid, false otherwise
|
|
279
|
+
*/
|
|
280
|
+
validateChecksum(value: string): boolean;
|
|
281
|
+
/**
|
|
282
|
+
* Recalculates and updates the body length and checksum of the FIX message.
|
|
283
|
+
* This method is useful when message fields have been modified and the message
|
|
284
|
+
* needs to be updated with correct length and checksum values.
|
|
285
|
+
*
|
|
286
|
+
* The method will:
|
|
287
|
+
* 1. Calculate the new body length based on the message content
|
|
288
|
+
* 2. Calculate the new checksum based on the entire message
|
|
289
|
+
* 3. Update the message's internal state with the new values
|
|
290
|
+
*
|
|
291
|
+
* @returns {Object} An object containing the new body length and checksum values
|
|
292
|
+
* @property {number} bodyLength - The newly calculated body length
|
|
293
|
+
* @property {string} checksum - The newly calculated checksum
|
|
294
|
+
*
|
|
295
|
+
* @example
|
|
296
|
+
* const message = new Message('FIX.4.4');
|
|
297
|
+
* message.addField(new Field(FieldType.OrderQty, 100));
|
|
298
|
+
* const { bodyLength, checksum } = message.recalculateMessageLengths();
|
|
299
|
+
* console.log(`New body length: ${bodyLength}, New checksum: ${checksum}`);
|
|
300
|
+
*/
|
|
301
|
+
recalculateMessageLengths(): {
|
|
302
|
+
bodyLength: number;
|
|
303
|
+
checksum: string;
|
|
304
|
+
};
|
|
305
|
+
/**
|
|
306
|
+
* Validates the structure and content of a given FIX message.
|
|
307
|
+
*
|
|
308
|
+
* This method checks the fields in the provided `message` for correct data format, required fields,
|
|
309
|
+
* and field references (such as `fieldRef`, `groupRef`, `componentRef`). It also validates specific fields
|
|
310
|
+
* like `BodyLength` and `CheckSum` against expected values.
|
|
311
|
+
*
|
|
312
|
+
* The validation process can be constrained to only required fields, based on the `requiredFieldsOnly` flag.
|
|
313
|
+
*
|
|
314
|
+
* @param {boolean} [requiredFieldsOnly=true] - If `true`, only required fields (as specified in the message structure) are validated.
|
|
315
|
+
* Defaults to `true`.
|
|
316
|
+
*
|
|
317
|
+
* @returns {MessageError[]} - An array of validation errors. Each error includes details about the field that caused the error,
|
|
318
|
+
* such as the field's `tag`, `name`, `value`, the error message, and any expected value (if applicable).
|
|
319
|
+
*
|
|
320
|
+
* @throws {Error} If any internal validation process fails or an invalid message is encountered.
|
|
321
|
+
*
|
|
322
|
+
* @example
|
|
323
|
+
* const validationErrors = message.validate();
|
|
324
|
+
*
|
|
325
|
+
* if (validationErrors.length > 0) {
|
|
326
|
+
* validationErrors.forEach(error => {
|
|
327
|
+
* console.error(`Field ${error.name} (Tag ${error.tag}) has error: ${error.error}`);
|
|
328
|
+
* });
|
|
329
|
+
* }
|
|
330
|
+
*/
|
|
331
|
+
validate(requiredFieldsOnly?: boolean): MessageError[];
|
|
332
|
+
/**
|
|
333
|
+
* Encodes the FIX message into a string format based on the current message data, including its header, body, and trailer.
|
|
334
|
+
* This method first validates the license, then constructs the message by adding fields such as `BeginString`, `BodyLength`,
|
|
335
|
+
* and `CheckSum`. It also calculates the body length and checksum dynamically, ensuring the message is correctly formatted
|
|
336
|
+
* according to the FIX protocol.
|
|
337
|
+
*
|
|
338
|
+
* @param {string} [separator=SOH] - The separator used to separate fields in the encoded FIX message. Defaults to `SOH` (Start of Header).
|
|
339
|
+
* @returns {string} The encoded FIX message string, including calculated body length and checksum.
|
|
340
|
+
* @throws {Error} If the license is invalid, it throws an error with a message indicating no valid license.
|
|
341
|
+
*
|
|
342
|
+
* @example
|
|
343
|
+
* const fixMessage = message.encode();
|
|
344
|
+
* console.log(fixMessage); // "8=FIX.4.4|35=D|49=SenderCompID|56=TargetCompID|34=1|10=123"
|
|
345
|
+
*/
|
|
346
|
+
encode(separator?: string): string;
|
|
347
|
+
/**
|
|
348
|
+
* Converts the current FIX message to a JSON-like structure (FIX JSON), representing the message in a format that mirrors the FIX protocol.
|
|
349
|
+
* The structure includes three main sections: `Header`, `Body`, and `Trailer`. Each section contains fields and, where applicable,
|
|
350
|
+
* groups of repeating fields. The method processes the fields in the `data` array and organizes them into these sections, handling
|
|
351
|
+
* groups, references, and field types appropriately.
|
|
352
|
+
*
|
|
353
|
+
* @returns {FIXJSON} The FIX message converted into a structured JSON-like format with `Header`, `Body`, and `Trailer` sections.
|
|
354
|
+
*
|
|
355
|
+
* @throws {Error} If the license is invalid, an error is thrown with a message indicating that no valid license is available.
|
|
356
|
+
*
|
|
357
|
+
* @example
|
|
358
|
+
* const fixJson = message.toFIXJSON();
|
|
359
|
+
* console.log(fixJson);
|
|
360
|
+
* // {
|
|
361
|
+
* // "Header": {
|
|
362
|
+
* // "BeginString": "FIXT.1.1",
|
|
363
|
+
* // "MsgType": "NewOrderSingle",
|
|
364
|
+
* // "SenderCompID": "ABC",
|
|
365
|
+
* // "TargetCompID": "XYZ"
|
|
366
|
+
* // },
|
|
367
|
+
* // "Body": {
|
|
368
|
+
* // "OrderQty": 1000,
|
|
369
|
+
* // "Price": 50.25,
|
|
370
|
+
* // "Symbol": "AAPL",
|
|
371
|
+
* // "Side": "Buy"
|
|
372
|
+
* // },
|
|
373
|
+
* // "Trailer": {
|
|
374
|
+
* // "CheckSum": "123"
|
|
375
|
+
* // }
|
|
376
|
+
* // }
|
|
377
|
+
*/
|
|
378
|
+
toFIXJSON(): FIXJSON;
|
|
379
|
+
/**
|
|
380
|
+
* Creates and returns a new instance of the `Message` class, which is a deep clone of the current `Message` instance.
|
|
381
|
+
* The cloned instance has the same `fixVersion`, `messageSequence`, and `messageType`, but the `data` array is also cloned to avoid references to the original fields.
|
|
382
|
+
*
|
|
383
|
+
* @returns {Message} A new `Message` instance that is a clone of the current one.
|
|
384
|
+
*
|
|
385
|
+
* @example
|
|
386
|
+
* const originalMessage = new Message('FIXT.1.1', field1, field2, field3);
|
|
387
|
+
* const clonedMessage = originalMessage.clone();
|
|
388
|
+
* console.log(clonedMessage); // A new Message instance with the same data as the original
|
|
389
|
+
*/
|
|
390
|
+
clone(): Message;
|
|
391
|
+
/**
|
|
392
|
+
* Resets the internal state of the `Message` instance to its initial, empty state.
|
|
393
|
+
* This includes clearing all data fields, resetting various properties to their default values,
|
|
394
|
+
* and ensuring the message is in a clean state ready for processing.
|
|
395
|
+
*
|
|
396
|
+
* This method is typically used when you want to clear the state of the current `Message` object
|
|
397
|
+
* and prepare it for new data, e.g., when parsing or constructing a new FIX message.
|
|
398
|
+
*
|
|
399
|
+
* @private
|
|
400
|
+
* @returns {void} This method does not return any value.
|
|
401
|
+
*
|
|
402
|
+
* @example
|
|
403
|
+
* const message = new Message('FIX.4.4', field1, field2);
|
|
404
|
+
* message.reset(); // Clears all properties and prepares the message for a new state
|
|
405
|
+
*/
|
|
406
|
+
private reset;
|
|
407
|
+
}
|
|
408
|
+
export {};
|