BLLanguageExtension Handler

Message transformation configuration is an XML file with rules for FIX tag/value manipulations. The root element is <Mapping> element. It encloses all other elements in configuration file.

<Rule> elements

Every rule contains conditions and actions. Conditions are used for rule triggering and actions describe the rule behavior. There is only one attribute (mandatory) - the "Name" attribute. It is unique within current XML configuration file.

Example:

<Rule Name="SimpleRule">
  <Condition>
    <Inclusion>
      <FieldEqualsTo Field = "35">
        <Val>D</Val>
        <Val>G</Val>
        <Val>F</Val>
      </FieldEqualsTo>
    </Inclusion>
    <Exclusion/>
  </Condition>
  <ActionIfTrue>
    <TryCopyField SourceField ="11" TargetField ="95011" />
  </ActionIfTrue>
  <ActionIfFalse>
    <StopProcessing/>
  </ActionIfFalse>
</Rule>

Conditions are within <Condition> element and Actions are within <ActionIf> tags in the example. Rules with no Actions (<ActionIfTrue>, <ActionIfFalse>) elements are ignored during rules execution. Rules with no <Condition> element are applied for all FIX messages unconditionally.

<ActionIfTrue>, <ActionIfFalse> elements

There are two optional action blocks – ActionIfTrue and ActionIfFalse. Success actions will be executed one-by-one once rule’s conditions evaluated as true. Otherwise, ActionIfFalse actions sequence will be executed.

<Condition> elements

Conditions are used for rule triggering. <Condition> element can consist of two elements - <Inclusions> and <Exclusions> (both are mandatory). Check's value for <Inclusions> tag is calculated as is. Check's value for <Exclusions> tag is inverted (logical NOT) after calculation. There is only one attribute ("Name", optional) in this element. It is unique within current XML configuration file.

Here are two examples:

<Condition Name="IsOrderFlow">
    <Inclusion>
        <FieldEqualsTo Field="35">
            <Val>D</Val>
            <Val>G</Val>
            <Val>F</Val>
            <Val>8</Val>
            <Val>9</Val>
        </FieldEqualsTo>
    </Inclusion>
    <Exclusion/>
</Condition>

There is only one concrete check in the example - the FieldEqualsTo check. The condition is evaluated as true in case of 35th tag in a message is equal to one of D, G, F, 8, 9 value only.

<Condition Name="NotIsOrderFlow">
  <Inclusion/>
  <Exclusion>
    <FieldEqualsTo Field="35">
      <Val>D</Val>
      <Val>G</Val>
      <Val>F</Val>
      <Val>8</Val>
      <Val>9</Val>
      </ FieldEqualsTo>
    </Exclusion>
</Condition>

In the example the condition is evaluated as true in case of 35th tag in a message is not equal to one of D, G, F, 8, 9 value only.

<FieldEqualsTo> check

<FieldEqualsTo Field="35">
  <Val>D</Val>
  <Val>G</Val>
  <Val>F</Val>
</FieldEqualsTo>

There is an attribute (mandatory) in the check - "Field". <FieldEqualsTo> element checks if tag is equal to the value from given <Val> list.

<MsgType> check

<MsgType>
  <Val>D</Val>
  <Val>G</Val>
  <Val>F</Val>
</MsgType>

<MsgType> element checks if MsgType (35) of current FIX message is equal to one of the value from given <Val> list. Actually it does the same as FieldEqualsTo check but a bit faster.

<FieldExists> check

 <FieldExists>
  <Val>20109</Val>
  <Val>20049</Val>
</FieldExists>

<FieldExists> element checks given fields presence in message and results in true if at least one field is present.

 <FieldExists Field="20109" />

Slightly different syntax with the Field attribute.

<FieldContains> check

<FieldContains Field="18">
  <Val>R</Val>
  <Val>T</Val>
</FieldContains>

<FieldContains> element checks if multi string value in the given field contains one of the value from given <Val> list.

<FieldContains Field="18" Delimiter="|">
  <Val>R</Val>
  <Val>T</Val>
</FieldContains>

The “Delimiter” attribute contains the delimiter used in multi value string. It is optional; default value is space.

<FieldIsGreaterThan> check

 <FieldIsGreaterThan Field="44" Value="100"/>

<FieldIsGreaterThan> checks if given field greater than “Value”. Absence of the tag defined by “Field” cause fail.

<FieldIsLessThan> check

<FieldIsLessThan Field="44" Value="100"/>

<FieldIsLessThan> checks if given field less than “Value”. Absence of the tag defined by “Field” cause fail.

<FieldBeginsWith> check

<FieldBeginsWith Field="6780" StartPos="6" CaseSensitive= "true">
  <Val>L</Val>
  <Val>N</Val>
  <Val>BC</Val>
</FieldBeginsWith>

<FieldBeginsWith> checks if “Field” begins with one of the substring from given list.

“Field” and “StartPos” attributes are mandatory.

The “StartPos” attribute refers to symbols within a string from 0.

Default value for “CaseSensetive” attribute is “true”. The attribute is optional.

<FieldLengthGreaterOrEqual> check

<FieldLengthGreaterOrEqual Field="6780" Length="7"/>

<FieldLengthGreaterOrEqual> checks if the length of the “Field” tag is greater or equal to the “Length” attribute. Both attributes are mandatory.

<FieldIsToday> check

<FieldIsToday> checks if “Field” contains date/time value in UTC and equals to Today.

<FieldCheckBits> check

<FieldCheckBits> treats the Field as integer and checks if it contains the HEX value defined by the “Value” attribute. Bitwise AND operation is used within the check.