Introduction
FIXEdge offers a flexible solution for Business Rules purposed to provide routing, transferring, and data manipulations for FIX messages that go through the Business Layer of FIXEdge. In addition to XML Rules, there are two ways to enhance the flexibility of message transferring and data manipulation. Those ways are scripting with JavaScript and XSLT. To use this feature properly, scripts should be written in one of the scripting languages and assigned to the Script instruction of Action section in a Business Rule.
The scripting subsystem gives the user the following advantages:
- Saves time spent on business logic implementation
- Flexibility and simplicity of modification
- Does not bring a significant performance breakdown
FIXEdge uses SpiderMonkey JavaScript engine
Business Rule scripting with JavaScript
It is enough to mention that the script is a JavaScript in the Script tag, in order to run the script and do the proper transformations. This structure facilitates users with all the standard Javascript features and functionality. In addition to this, it enables users to use functions that provide access to the FIX message inside data and allows manipulations with fields and groups as well as whole FIX messages.
JS FIX functionality
A trivial example of a complete JS script for a business rule is shown below:
//take the value the 11th tag from the fix message and get the last 4 characters from it //assign the new value for the tag 11 with format BBBBSSSSCCYYMMDD //where //BBBB - any 4 characters //SSSS - last 4 characters from the old value of field 11 //CC - century //YY- year //MM - month //DD - day field_11 = getStringField(11); if(field_11.length() < 4) return; last4 = field_11.slice(field_11.length() - 4); currDate = getCurrentDateStr(YYYYMMDDUtc); century = currDate.slice(1, 3); century++; result = "bbbb" + last4 + century + currDate.substr(3); setStringField(11, result);
Error handling during script execution
In case of syntax error in script - script execution will be terminated and failed. There is no way to handle syntax errors in script during script execution. User able to stop script execution using throw statement, the result in this case will be the same. User must be able to verify and handle logical errors using verification functions (like isNaN, isMessageValid(), etc) in condition statements.
Logging in JavaScript | |
print(<text>) | |
Example Code print (getCurrentDateStr(DATETIMEUtc)); | Execution of this line results in the following record in the application log: [NOTE] 20131023-08:28:53.651 [4320] [../FixEdge/conf/test.js] - JavaScript '../FixEdge/conf/test.js' output: 20131023-08:28:53 |
Operations with session | |
startSession(<sessionName>)Starts session "sessionName" | |
Example Code startSession("StartByEvent") | Starts the "StartByEvent" session |
startSession(<senderCompId>,<targetCompId>)Starts session where SenderCompID = "senderCompID" and TargetCompID = "targetCompID" | |
Example Code startSession("FIXEdge","SimpleClient") | Starts a session where SenderCompID = "FIXEdge" and TargetCompID = "SimpleClient" |
startSession(<senderCompId>,<targetCompId>,<sessionQualifier>)Starts session where SenderCompID = "senderCompID",TargetCompID = "targetCompID",SessionQualifierValue = "sessionQualifier" | |
Example Code startSession("FIXEdge","SimpleClient","Q1") | Starts a session where SenderCompID = "FIXEdge", TargetCompID = "SimpleClient", SessionQualifierValue = "Q1" |
disconnectSession(<sessionName>,<reason>)Disconnects session "sessionName" with reason "reason" | |
Example Code disconnectSession("DisconnectByEvent","Disconnect by message") | Disconnects the "DisconnectByEvent"session with the "Disconnect by message" reason |
disconnectSession(<senderCompId>,<targetCompId>,<reason>)Disconnects session where SenderCompID = "senderCompId" and TargetCompID = "targetCompId" with reason "reason" | |
Example Code disconnectSession("FIXEdge","SimpleClient","Disconnect by message") | Disconnects a session where SenderCompID = "FIXEdge" and TargetCompID = "SimpleClient" with reason "Disconnect by message" |
disconnectSession(<senderCompId>,<targetCompId>,<sessionQualifier>,<reason>)Starts session where SenderCompID = "senderCompID",TargetCompID = "targetCompID",SessionQualifierValue = "sessionQualifier" with reason "reason" | |
Example Code disconnectSession("FIXEdge","SimpleClient","Disconnect by message","Q1") | Disconnects a session where SenderCompID = "FIXEdge", TargetCompID = "SimpleClient", SessionQualifierValue = "Q1" with reason "Disconnect by message" |
terminateSession(<sessionName>,<reason>)Terminates session "sessionName" with reason "reason" | |
Example Code terminateSession("TerminateByEvent","Terminate by message") | Terminates the "TerminateByEvent" session with the "Terminate by message" reason |
terminateSession(<senderCompId>,<targetCompId>,<reason>)Terminates session where SenderCompID = "senderCompID" and TargetCompID = "targetCompID" with reason "reason" | |
Example Code terminateSession("FIXEdge","SimpleClient","Terminate by message") | Terminates a session where SenderCompID = "FIXEdge" and TargetCompID = "SimpleClient" with reason "Terminate by message" |
terminateSession(<senderCompId>,<targetCompId>,<sessionQualifier>,<reason>)Terminates session where SenderCompID = "senderCompID",TargetCompID = "targetCompID",SessionQualifierValue = "sessionQualifier" | |
Example Code terminateSession("FIXEdge","SimpleClient","Q1","Terminate by message") | Terminates a session where SenderCompID = "FIXEdge", TargetCompID = "SimpleClient", SessionQualifierValue = "Q1" with reason "Terminate by message" |
Please note:
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Operations with messages across BL rules | |
setCtxKV(key,value) | |
Example Code setCtxKV("messageID","123") | The function sets the value to the key to transfer information about the message between different BL rules. If the function argument's type is not a string then the function throws an exception. |
getCtxKV(key,[defaultValue]) | |
Example Code var id = getCtxKV("messageID") var id = getCtxKV("messageID","0") | The function gets the value of the key from another BL rule. If the function argument's type is not a string then the function throws an exception. If the default value is specified and there is a key stored in the context then the function returns the value stored for the key. If the specified key is not stored in the context:
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delCtxKV(key) | |
Example Code delCtxKV("messageID") | The function deletes the value of the key. If the function's argument type is not a string then the function throws an exception. |
Operations with group fields | |
getGroup(<fieldTag>)Returns group handle for <fieldTag> group field | |
Example Code hndl = getGroup(78); isGroupValid(hndl) | Gets a handle on group 78 and tests whether handle 78 is valid |
getGroup(<parentGroupHandle>, <entry>, <fieldTag>)Returns group handle for <fieldTag> group field from <parentGroupHandle>[<entry>] group Numeration of <entry> starts with 0. | |
Example Code hndl = getGroup(552); isGroupValid(hndl); hndl2 = getGroup(hndl, 0, 518); isGroupValid(hndl2); if(hndl2 != hndl){ setNumField(552, 4); } | Gets a handle on group 552 and tests whether the handle 552 is valid Gets a handle from the first record of 552 group on group 518 and tests whether the handle 518 is valid If the group handles are not identical, then increase the number of group 552 elements up to 4 |
removeField(<group handle>, <entry>, <fieldTag>)Removes field from group field Numeration of <entry> starts with 0. | |
Example Code hndl = getGroup(78); isGroupValid(hndl); removeField(hndl, 0, 79); | Gets handle on group 78 and tests whether the handle 78 is valid Removes tag 79 from group 78 |
isGroupValid(<handle>)Returns true or false depending on the handle value | |
Example Code //see the example above | |
Bulk operations with group fieldsAvailable since FIXEdge 6.12.0 | |
bulkSetStringField(<group handle>, <starting entry>, <fieldTag>, <value>, [<max count>])Populates multiple entries' specific tag with constant value, or copies values from list, depending on value type. Numeration of <starting_entry> starts with 0. | |
Example Code 1 setNumField(268, 200); bulkSetStringField(hndl, 0, 269, '0', 100); Example Code 2 bid_qty_list = [10, 20, 30, 40, 50]; | Example 1 Resizes group 268 (NoMDEntries) to 200 Gets a handle on group 268 (NoMDEntries) For entries 0 - 99 set tag 269 (MDEntryType) to '0' ('Bid') For entries 100 - 199 set tag 269 (MDEntryType) to '1' ('offer') This is equivalent to code: for (var i = 0; i < 100; i++) { Example 2 Creates a bid_qty_list variable with 5 elements and ask_qty_list with 3 elements Resizes group 268 (NoMDEntries) to 8 (total size of 2 lists) Gets a handle on group 268 (NoMDEntries) For entries 0-4, copy values from bid_qty_list, so that entry[i][271] = bid_qty_list[i] For entries 5-7, copy values from ask_qty_list, so that entry[5+i][271] = ask_qty_list[i] This is equivalent to code: for (var i = 0; i < bid_qty_list.length; i++) { |
bulkSetStringFieldMapped(<group handle>, <starting entry>, <fieldTag>, <source list>, <key> [, <max count>])Populates multiple entries' specific tag by copying values from nested elements of source Javascript array. Numeration of <starting entry> starts with 0. Numeration of <source list> starts with 0. | |
Example Code bids = [ [0.1, 10], [0.2, 20], [0.3, 30], [0.4, 40], [0.5, 50] ] ; For alternative source structure bids = [ {"price": 0.1, "qty": 10}, | Creates a bids variable with 5 nested pairs of elements, and ask_qty_list with 3 pairs. Resizes group 268 (NoMDEntries) to 8 (total size of 2 lists) Gets a handle on group 268 (NoMDEntries) For entries 0-4, copy Price(270) and Size(271) values from bids; For entries 5-7, copy Price(270) and Size(271) values from asks. This is equivalent to code: for (var i = 0; i < bid_qty_list.length; i++) { For alternative source structure for (var i = 0; i < bid_qty_list.length; i++) { |
Operations with message fields | |
removeField(<fieldTag>)Removes field from message | |
Example Code removeField(58); | Removes tag 58 from the message |
createReject("session")Creating reject | |
Example code createReject("Target42sohSender42"); | Creating reject and sending status message 35=3 |
isSupportedField(<fieldTag>)Returns true if the field is defined in the dictionary, i.e. it can be presented in the message. False means the tag is not expected in this message type | |
Example Code:
| The example shows how to remove tag 58 from the message if it is defined in the dictionary The script checks if tag 58 is defined for the message |
isSupportedField( <group handle> , <fieldTag>)Returns true if the field is defined in the dictionary for the specific group, i.e. it can be presented in the repeating group of the message. False means the tag is not expected in this specific group for this message type | |
Example Code
| The example shows how to remove non required tag 2376 from the Parties group entry #0. The script gets the repeating group 448 handle. |
getNumField(<fieldTag>)Returns numeric value of the <fieldTag> field | |
Example Code getNumField(78); | Returns a numeric value of field 78 |
getNumField(<group handle>, <entry>, <fieldTag>)Returns number value of the <fieldTag> field from group <group handle>[<entry>] Numeration of <entry> starts with 0. | |
Example Code hndl = getGroup(552); isGroupValid(hndl); setNumField(552,getNumField(hndl, 0, 581)); | Gets handle on group 552 and tests whether the handle 552 is valid Gets a numeric value of field 581 and assigns it to field 552 |
getDateField(<fieldTag>, <format>)Returns date handle to the <fieldTag> field value | |
Example Code getDateField(64, YYYYMMDDLmd); | Gets a date value of the field 64 in YYYYMMDD format |
getDateField(<group handle>, <entry>, <fieldTag>, <format>)Returns date handle to the <fieldTag> field value from group <group handle>[<entry>] Numeration of <entry> starts with 0. | |
Example Code hndl = getGroup(778); isGroupValid(hndl); getDateField(hndl, 0, 779, YYYYMMDDLmd); | Gets handle on group 778 and tests whether the handle 778 is valid Gets a date value of the field 779 in the YYYYMMDD format from the first element of group 778 |
getStringField(<fieldTag>)Returns string value of the <fieldTag> field | |
Example Code getStringField(78); | Returns a string value of field 78 |
getStringField(<group handle>, <entry>, <fieldTag>)Returns string value of the <fieldTag> field from group <group handle>[<entry>] Numeration of <entry> starts with 0. | |
Example Code hndl = getGroup(552); isGroupValid(hndl); setStringField(552,getStringField(hndl, 0, 581)); | Gets a handle on group 552 and tests whether handle 552 is valid Gets a string value of field 581 and assigns it to field 552 |
getMStringField(<fieldTag>)Returns array that contains multi string value of the <fieldTag> field | |
Example Code tmp = getMStringField(18); if(3 == tmp.length){ setStringField(55, tmp[0]); setStringField(65, tmp[1]); } | Gets a multiple string value of field 18 and assigns it to the tmp variable If the number of strings in the tmp variable equals to 3, then the value of the first string is assigned to field 55 and the value of the second string is assigned to field 65 |
getMStringField(<group handle>, <entry>, <fieldTag>)Returns array that contains multi string value of the <fieldTag> field from group <group handle>[<entry>] Numeration of <entry> starts with 0. | |
Example Code hndl = getGroup(552); isGroupValid(hndl); tmp = getMStringField(hndl, 0, 18); | Gets a handle on group 552 and tests whether handle 552 is valid Gets a multiple string value of field 18 found in the first entry of group 552 and assigns it to the tmp variable |
getRawDataField(<fieldTag>)returns array that contains raw data value of the <fieldTag> field | |
Example Code tmp = getRawDataField(91); | Gets a raw data value of field 91 and assigns it to the tmp variable |
getRawDataField(<group handle>, <entry>, <fieldTag>)Returns array that contains raw data value of the <fieldTag> field from group <group handle>[<entry>] Numeration of <entry> starts with 0. | |
Example Code hndl = getGroup(5521); isGroupValid(hndl); tmp = getRawDataField(hndl, 0, 91);
| Gets a handle on group 5521 and tests whether handle 5521 is valid Gets a raw data value of field 91 found in the first entry of group 5521 and assigns it to the tmp variable |
setNumField(<fieldTag>, <new value>)assigns value <new value> to the <fieldTag> field as a NUMBER | |
Example Code //see the sample for the getNumField(); | |
setDateField(<fieldTag>, <format>, <new value>)Assigns value <new value> to the <fieldTag> field as a DATE | |
Example Code tmp = getDateField(64, YYYYMMDDLmd); setYear(tmp, 1979); setDateField(64, YYYYMMDDLmd, tmp); | Gets a date value of field 64 in the YYYYMMDD format and assigns it to the tmp variable Sets the year of the date to 1979 in the tmp variable Assigns a date from the tmp variable back to field 64 |
setStringField(<fieldTag>, <new value>)Assigns value <new value> to the <fieldTag> field as a STRING | |
Example Code // see the example for getMStringField(); | |
setMStringField(<fieldTag>, <new value>)Assigns value <new value> to the <fieldTag> field as a MString | |
Example Code tmp = ["aa", "abb", "bbbc"]; setMStringField(18, tmp); | Sets an array of strings named tmp Assigns the array of strings to multiple string field 18 |
setRawDataField(<fieldTag>, <new value>)Assigns value <new value> to the <fieldTag> field as a RawData | |
Example Code tmp = [12, 56, 0, 34]; setRawDataField(91, tmp); | Sets an array of numbers named tmp Assigns the array of numbers to raw data field 91 |
setNumField(<group handle>, <entry>, <fieldTag>, <new value>)Assigns value <new value> to the <fieldTag> field from group <group handle>[<entry>] as a NUMBER Numeration of <entry> starts with 0. | |
Example Code hndl = getGroup(552); isGroupValid(hndl); setNumField(hndl, 1, 519, 4); | Explanations Gets a handle on group 552 and tests whether handle 552 is valid Field 519 from the second entry of group 552 is assigned to 4 |
setDateField(<group handle>, <entry>, <fieldTag>, <format>, <new value>)Assigns value <new value> to the <fieldTag> field from group <group handle>[<entry>] as a DATE Numeration of <entry> starts with 0. | |
Example Code tmp = getDateField(64, YYYYMMDDLmd); hndl = getGroup(5521); isGroupValid(hndl); setDateField(hndl, 0, 64, YYYYMMDDLmd, tmp); | Gets a date in the YYYYMMDD format from field 64 and assigns the obtained value to the tmp variable Gets a handle on group 5521 and tests whether handle 5521 is valid Field 64 from the first entry of group 5521 is assigned the value from the tmp variable |
setStringField(<group handle>, <entry>, <fieldTag>, <new value>)Assigns value <new value> to the <fieldTag> field from group <group handle>[<entry>] as a STRING Numeration of <entry> starts with 0. | |
Example Code tmp = getStringField(581); hndl = getGroup(5521); isGroupValid(hndl); setDateField(hndl, 0, 581, tmp); | Gets a string value from field 581 and assigns it to the tmp variable Gets a handle on group 5521 and tests whether handle 5521 is valid Field 581 from the first entry of group 5521 is assigned the value from the tmp variable |
setMStringField(<group handle>, <entry>, <fieldTag>, <new value>)Assigns value <new value> to the <fieldTag> field from group <group handle>[<entry>] as a MString Numeration of <entry> starts with 0. | |
Example Code tmp = getMStringField(18); hndl = getGroup(5521); isGroupValid(hndl); setMStringField(hndl, 0, 18, tmp);
| Gets a multiple strings value from field 18 and assigns it to the tmp variable Gets a handle on group 5521 and tests whether handle 5521 is valid Field 18 from the first entry of group 5521 is assigned the value from the tmp variable |
setRawDataField(<group handle>, <entry>, <fieldTag>, <new value>)Assigns value <new value> to the <fieldTag> field from group <group handle>[<entry>] as a RawData Numeration of <entry> starts with 0. | |
Example Code tmp = getRawDataField(91); hndl = getGroup(5521); isGroupValid(hndl); setRawDataField(hndl, 0, 91, tmp); | Gets a multiple raw data value from field 91 and assigns it to the tmp variable Gets a handle on group 5521 and tests whether handle 5521 is valid Field 91 from the first entry of group 5521 is assigned the value from the tmp variable |
swapFields(<fieldTag1>, <fieldTag2>)Exchanges values of fields <fieldTag1> and <fieldTag2> | |
Example Code swapFields(63, 573); | Values of field 63 and field 573 were exchanged |
swapFields(<group handle field 1>, <entry field 1>, <fieldTag1>, <fieldTag2>)Exchanges values of fields <fieldTag1> (from group <group handle field 1>[<entry field 1>]) and <fieldTag2> (which can be both from group <group handle field 1>[<entry field 1>] and outside of it) Numeration of <entry field 1> starts with 0. | |
Example Code hndl = getGroup(552); isGroupValid(hndl); swapFields(hndl, 1, 11, 572);] | Gets a handle on group 552 and tests whether handle 552 is valid Exchanges values of field 11 in the second entry of group 552 and field 572 outside of it |
swapFields(<group handle field 1>, <entry field 1>, <fieldTag1>, <group handle field 2>, <entry field 2>, <fieldTag2>)Exchanges values of fields <fieldTag1> (from group <group handle field 1>[<entry field 1>]) and Numeration of <entry field 1> and <entry field 2> starts with 0. | |
Example Code hndl = getGroup(552); isGroupValid(hndl); swapFields(hndl, 1, 11, hndl, 1, 37); | Gets a handle on group 552 and tests whether handle 552 is valid Exchanges values of field 11 in the second entry and field 37 in the first entry of group 552 |
Additional Date operations
Create date from current date or using passed arguments. | |
getCurrentDate(<format>)Returns handle that encapsulates current date in format <format> | |
Example Code getCurrentDate(DATETIMEUtc); | Creates the date data of the DATETIMEUtc format |
createDate(<format>, <val1>, <val2>, ...<valn>)Returns handle that encapsulates date in format <format> constructed using values <val1>, <val2>, ...<valn> | |
Example Code tmp = createDate(YYYYMMDD, 1995, 12, 23); setStringField(55, dateToString(tmp)); | Creates a date of the YYYYMMDD format with corresponding values and assigns it to the tmp variable Converts the value of the tmp variable to string and assigns this string to be the value of field 55 |
getCurrentDateStr(<format>)Returns current date in format <format> | |
Example Code setStringField(55, getCurrentDateStr(DATETIMEUtc)); | Gets a current date as a string and assigns this string to be the value of field 55 |
createDateStr(<format>, <val1>, <val2>, ...<valn>)Returns date in format <format> constructed using values <val1>, <val2>, ...<valn> | |
Example Code tmp = createDateStr(YYYYMMDD, 1995, 12, 23);] | Creates a date of YYYYMMDD format with corresponding values returns this date as string and assigns it to the tmp variable |
Convert from date to string | |
dateToString(<date handle>)Returns date in format that was mentioned in getCurrentDate() or createDate() call | |
Example Code //see the example of createDate()
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dateToString(<date handle>, <format>)Returns date in format <format> | |
Example Code tmp = createDate(YYYYMMDD, 1995, 12, 23); setStringField(55, dateToString(tmp, YYYYMM)); | Creates a date from given data in one format and assigns it to the tmp variable Field 55 is assigned a value of the tmp varible |
Get part of the date - year, month, day, etc. | |
getYear(<date handle>)Returns the year of date <date handle> | |
Example Code tmp = getCurrentDate(DATETIMEUtc); tmp2 = getYear(tmp); setDateField(64, YYYYMMDDLmd, tmp2); | Creates a date handle of the current date Extracts the year from the tmp variable and assigns it to the tmp2 variable Sets the value of field 64 to the beginning of current year |
getMonth(<date handle>)Returns the month of date <date handle> | |
Example Code tmp = getCurrentDate(DATETIMEUtc); tmp3 = getMonth(tmp); | Creates a date handle of the current date Extracts the month value from the tmp variable and assigns it to the tmp3 variable |
getWeek(<date handle>)Returns weekof date <date handle> | |
Example code tmp = createDate(YYYYMMWW, 1995, 12, 2); setStringField(55, getWeek(tmp)); | Creates a date handle <date handle> Sets the value of the tmp variable to field 55 |
getDay(<date handle>)Returns day of date <date handle> | |
Example Code tmp = getCurrentDate(DATETIMEUtc); tmp4 = getDay(tmp); | Creates a date handle of the current date Extracts the day value from the tmp variable and assigns it to the tmp4 variable |
getHour(<date handle>)Returns hour of date <date handle> | |
Example Code tmp = getCurrentDate(DATETIMEUtc); tmp5 = getHour(tmp); | Creates a date handle of the current date Extracts the hour value from the tmp variable and assigns it to the tmp5 variable |
getMinutes(<date handle>)Returns minutes of date <date handle> | |
Example Code tmp = getCurrentDate(DATETIMEUtc); tmp6 = getMinutes(tmp); | Creates a date handle of the current date Extracts the minutes value from the tmp variable and assigns it to the tmp6 variable |
getSec(<date handle>)Returns seconds of date <date handle> | |
Example Code tmp = getCurrentDate(DATETIMEUtc); tmp7 = get Sec(tmp); | Creates a date handle of the current date Extracts the seconds value from tmp variable and assigns it to the variable tmp7 |
getMSec(<date handle>)Returns milliseconds of date <date handle> | |
Example Code tmp = getCurrentDate(DATETIMEUtc); tmp7 = getMSec(tmp); | Creates a date handle of the current date Extracts the mile seconds value from the tmp variable and assigns it to the tmp7 variable |
getNSec(<date handle>)Returns nanoseconds of date <date handle>. Function is available since FIXEdge 6.2.0. | |
Example Code tmp = getCurrentDate(DATETIMENanoUtc); tmp7 = getNSec(tmp); | Creates a date handle of the current date Extracts the nanoseconds value from the tmp variable and assigns it to the tmp7 variable |
Set date part - year, month, day, etc. | |
setYear(<date handle>, <new val>)Assign new value <new val> to year of date <date handle> Validation rule New value must be greater than 1970 and less than 2038 | |
Example Code tmp = getDateField(64, YYYYMMDDLmd); setYear(tmp, 1979); setDateField(64, YYYYMMDDLmd, tmp); | Gets the date value of field 64 in the YYYYMMDD format and assigns it to the tmp variable Sets the year of the date to 1979 in the tmp variable Assigns the date from the tmp variable back to field 64 |
setMonth(<date handle>, <new val>)Assign new value <new val> to month of date <date handle> Validation rule New value must be greater than or equal 1 and less than or equal 12 | |
Example Code tmp = getDateField(64, YYYYMMDDLmd); setMonth(tmp, 06); setDateField(64, YYYYMMDDLmd, tmp); | Gets the date value of field 64 in the YYYYMMDD format and assigns it to the tmp variable Sets the month of the date to 06 in the tmp variable Assigns the date from the tmp variable back to field 64 |
setWeek(<date handle>, <new val>)Assign new value <new val> to week of date <date handle> Validation rule New value must be greater than or equal 1 and less than or equal 5 | |
Example Code tmp = createDate(YYYYMMWW, 1995, 12, 2); setWeek(tmp, 4); setStringField(55, dateToString(tmp)); | Gets the date value of field 64 in the YYYYMMWW format and assigns it to the tmp variable Sets the week of the date to 4 in the tmp variable Assigns the date from the tmp variable to field 55 in the string format |
setDay(<date handle>, <new val>)Assign new value <new val> to day of date <date handle> Validation rule New value must be greater than or equal 1 and less than or equal 31 | |
Example Code tmp = getDateField(64, YYYYMMDDLmd); setDay(tmp, 27); setDateField(64, YYYYMMDDLmd, tmp); | Gets the date value of field 64 in the YYYYMMDD format and assigns it to the tmp variable Sets the day of the date to 27 in the tmp variable Assigns the date from the tmp variable back to field 64 |
setHour(<date handle>, <new val>)Assign new value <new val> to hour of date <date handle> Validation rule New value must be greater than or equal 0 and less than 24 | |
Example Code tmp = getDateField(64, DATETIMEUtc); setHour(tmp, 10); setDateField(64, DATETIMEUtc, tmp); | Gets the date value of field 64 in the DATETIMEUtc format and assigns it to the tmp variable Sets the hour of the date to 10 in the tmp variable Assigns the date from the tmp variable back to field 64 |
setMinutes(<date handle>, <new val>)Assign new value <new val> to minutes of date <date handle> Validation rule New value must be greater than or equal 0 and less than or equal 59 | |
Example Code tmp = getDateField(64, DATETIMEUtc); setMinutes(tmp, 20); setDateField(64, DATETIMEUtc, tmp); | Gets the date value of field 64 in the DATETIMEUtc format and assigns it to the tmp variable Sets the minutes of the date to 20 in the tmp variable Assigns the date from the tmp variable back to field 64 |
setSec(<date handle>, <new val>)Assign new value <new val> to seconds of date <date handle> Validation rule New value must be greater than or equal 0 and less than or equal 59 | |
Example Code tmp = getDateField(64, DATETIMEUtc); setSec(tmp, 20); setDateField(64, DATETIMEUtc, tmp); | Gets the date value of field 64 in the DATETIMEUtc format and assigns it to the tmp variable Sets the seconds of the date to 20 in the tmp variable Assigns the date from the tmp variable back to field 64 |
setMSec(<date handle>, <new val>)Assign new value <new val> to milliseconds of date <date handle> Validation rule New value must be greater than or equal 0 and less than or equal 59 | |
Example Code tmp = getDateField(64, DATETIMEUtc); setMSec(tmp, 50); setDateField(64, DATETIMEUtc, tmp); | Gets the date value of field 64 in the DATETIMEUtc format and assigns it to the tmp variable Sets the milliseconds of the date to 50 in the tmp variable Assigns the date from the tmp variable back to field 64 |
setNSec(<date handle>, <new val>)Assign new value <new val> to nanoseconds of date <date handle>. Function is available since FIXEdge 6.2.0. | |
Example Code tmp = getDateField(64, DATETIMENanoUtc); setNSec(tmp, 50); setDateField(64, DATETIMENanoUtc, tmp); | Gets the date value of field 64 in the DATETIMENanoUtc format and assigns it to the tmp variable Sets the nanoseconds of the date to 50 in the tmp variable Assigns the date from the tmp variable back to field 64 |
Change date part with automatic date recalculation | |
changeYear(<date handle>, <new val>)Add value <new val> to year of date <date handle> | |
Example Code tmp = getDateField(64, DATETIMEUtc); changeYear(tmp, 2); setDateField(64, DATETIMEUtc, tmp); | Gets the date value of field 64 in the DATETIMEUtc format and assigns it to the tmp variable Adds 2 years to the value of the date in the tmp variable Assigns the date from the tmp variable back to field 64 |
changeMonth(<date handle>, <new val>)Add value <new val> to month of date <date handle> | |
Example Code tmp = getDateField(64, DATETIMEUtc); changeMonth(tmp, 5); setDateField(64, DATETIMEUtc, tmp); | Gets the date value of field 64 in the DATETIMEUtc format and assigns it to the tmp variable Adds 5 months to the value of the date in the tmp variable Assigns the date from the tmp variable back to field 64 |
changeDay(<date handle>, <new val>)Add value <new val> to day of date <date handle> | |
Example Code tmp = getDateField(64, DATETIMEUtc); changeDay(tmp, 10); setDateField(64, DATETIMEUtc, tmp); | Gets the date value of field 64 in the DATETIMEUtc format and assigns it to the tmp variable Adds 10 days to the value of the date in the tmp variable Assigns the date from the tmp variable back to field 64 |
changeHour(<date handle>, <new val>)Add value <new val> to hour of date <date handle> | |
Example Code tmp = getDateField(64, DATETIMEUtc); changeHour(tmp, 24); setDateField(64, DATETIMEUtc, tmp); | Gets the date value of field 64 in the DATETIMEUtc format and assigns it to the tmp variable Adds 24 hours to the value of the date in the tmp variable Assigns the date from the tmp variable back to field 64 |
changeMinutes(<date handle>, <new val>)Add value <new val> to minutes of date <date handle> | |
Example Code tmp = getDateField(64, DATETIMEUtc); changeMinutes(tmp, 600); setDateField(64, DATETIMEUtc, tmp); | Gets the date value of field 64 in the DATETIMEUtc format and assigns it to the tmp variable Adds 600 minutes to the value of the date in the tmp variable Assigns the date from the tmp variable back to field 64 |
changeSec(<date handle>, <new val>)Add value <new val> to seconds of date <date handle> | |
Example Code tmp = getDateField(64, DATETIMEUtc); changeSec(tmp, 3600); setDateField(64, DATETIMEUtc, tmp); | Gets the date value of field 64 in the DATETIMEUtc format and assigns it to the tmp variable Adds 3600 seconds to the value of the date in the tmp variable Assigns the date from the tmp variable back to field 64 |
changeMSec(<date handle>, <new val>)Assign new value <new val> to milliseconds of date <date handle> | |
Example Code tmp = getDateField(64, DATETIMEUtc); changeMSec(tmp, 36); setDateField(64, DATETIMEUtc, tmp); | Gets the date value of field 64 in the DATETIMEUtc format and assigns it to the tmp variable Adds 36 milliseconds to the value of the date in the tmp variable Assigns the date from the tmp variable back to field 64 |
changeNSec(<date handle>, <new val>)Assign new value <new val> to nanoseconds of date <date handle>. Function is available since FIXEdge 6.2.0. | |
Example Code tmp = getDateField(64, DATETIMENanoUtc); changeNSec(tmp, 36); setDateField(64, DATETIMENanoUtc, tmp); | Gets the date value of field 64 in the DATETIMENanoUtc format and assigns it to the tmp variable Adds 36 nanoseconds to the value of the date in the tmp variable Assigns the date from the tmp variable back to field 64 |
Routing functions | |
getSourceClientId()Returns Client ID of source | |
Example Code clientID = getSourceClientId(); | Gets the TA client ID of the session context where the script is applied. Note: Returns NULL value, if the session is not TA client. |
getSourceSessionId()Returns Session ID of source | |
Example Code clientID = getSourceSessionId(); | Gets the FIX session ID of the session context where the script is applied. Note: Returns NULL value, if the session is not FIX session. |
getSourceSessionQualifier()Returns the name of SessionQualifier (String) in case if SessionQualifier is available for source session | |
Example Code sessionQualifier = getSourceSessionQualifier(); | Gets the SessionQualifier name of the session context where the script is applied. |
getSessionParser(<sessionName>)Returns the ParserID (string value) for the session with the specified <sessionName> | |
Example Code ParserID = getSessionParser("SOME_SESSION"); | Gets the ID of the parser used for the SOME_SESSION session and replaces a source message with transformed to <ParserID> version MsgType = 8 Note: Returns NULL value if the specified session cannot be found or does not exist. This function is available since FIXEdge C++ 6.14.2 version. |
getSessionParser(<senderCompID>, <targetCompID>)Returns the ParserID (string value) for the session with the specified <senderCompID> and <targetCompID> | |
Example Code ParserID = getSessionParser("FIXEdge","SimpleClient"); | Gets the ID of the parser used for the session with SenderCompID = "FIXEdge" and TargetCompID = "SimpleClient" and replaces a source message with transformed to <ParserID> version MsgType = 8 Note: Returns NULL value if the specified session cannot be found or does not exist. This function is available since FIXEdge C++ 6.14.2 version. |
getSessionParser(<senderCompId>, <targetCompId>, <sessionQualifier>)Returns the ParserID (string value) for the session with the specified <senderCompID>, <targetCompID>, and <sessionQualifier> | |
Example Code ParserID = getSessionParser("FIXEdge","SimpleClient","Q1"); | Gets the ID of the parser used for the session with SenderCompID = "FIXEdge", TargetCompID = "SimpleClient", and SessionQualifierValue = "Q1" and replaces a source message with transformed to <ParserID> version MsgType = 8 Note: Returns NULL value if the specified session cannot be found or does not exist. This function is available since FIXEdge C++ 6.14.2 version. |
isSessionActive(<Session Name>)Checks is FIX Session with name <Session Name> active | |
Example Code active = isSessionActive("SOME_SESSION"); if (active) print("SOME_SESSION active"); | Checks if FIX Session with the "SOME_SESSION" name is active Prints a message |
convert(<source protocol>, <target protocol>)Convert message from <source protocol> to <target protocol> | |
Example Code convert("FIX.4.4", "FIX.4.2"); | Converts message in the given script context replaces a source FIX44 message with converted to FIX42. |
transform(<target protocol>, <target message type>)Transform message from current script context to <target version> <target message type> message. <target version> can be defined using the parser template string or FIX Protocol version or parser name in the "ParserName@" format. | |
Example Code transform("FIX.4.2", "8"); | Transforms message in the given script context, replaces a source message with transformed to FIX42 MsgType="8". |
getMsgBySeqNum(<SenderCompId>, <TargetCompId> , <SeqNum>)Search for message in session identified as <SenderCompId> and <TargetCompId> pair logs by < SeqNum> getMsgBySeqNum(<SenderCompId>, <TargetCompId>, <SessionQualifier>, <SeqNum>)Search for message in session identified as <SenderCompID>/<TargetCompID>/<SessionQualifier> set logs by < SeqNum> | |
Example Code getMsgBySeqNum("TestSender", "TestTarget", 12345); | Searches for message with given SeqNum in the session identified by the ‘sender|target’ pair. Note: FIX Session where search occurs must be active and use persistent storage. |
send(<SenderCompID>, <TargetCompID>)Send a message into session identified as <SenderCompID> and <TargetCompID> pair. send(<SenderCompID>, <TargetCompID>,<SessionQualifier>)Send a message into session identified as <SenderCompID>/<TargetCompID>/<SessionQualifier> set. send(<session source identifier>)Send a message into session that identified by <sessions source identifier>. | |
Example Code send("sender", "target"); send("exchange"); | Sends a message into the session identified by the ‘sender|target’ pair. Sends a message into the session identified by the ‘exchange’ source identifier. |
handler(<handler name>, <array of additional parameters>)Route message into handler <handler name> with array of additional parameters as JSObject (optional) | |
Example Code params = [["Storage", "file.txt"], ["ClearTime", "22:00"]] handler("CMEHandler", params); | Routes a message in the “CMEHandler” handler and sets additional parameters for processing: Storage = file.txt, ClearTime = 22:00 |
processNetStatusRequest()Response Network Status Response message (“BD”) on request | |
Example Code processNetStatusRequest(); | Replaces a Network Status Request message (“BC”) with Response (“BD”) in the routing |
createNotification (<category>, <reason>)Creates notification message (“C”) with <category>, <reason> then puts it into the routing | |
Example Code createNotification("E","Session is rejected");
| Creates a notification message (“C”) with “Status = ERROR”, “Code=201”, “Reason = Session is rejected” in three entries of group (58). Note: <category> applies values “N” – NOTE, “W” – WARNING, “E” – ERROR, “F” - FATAL |
strategySend (<strategyName>)Processes a message by strategy that identified by <strategyName> | |
Example Code strategySend("OrderFlow5"); | Processes a message by the default routing strategy with the “OrderFlow5” name. Note: only default routing strategies can be used for processing: |
strategyReject (<historyName>, <createBusinessRejectIfFailed>)Creates reject on message that was stored in history <historyName>, or BusinessReject (MsgType = ‘j’), if <createBusinessRejectIfFailed> is ‘true’ and rejecting has fail. <createBusinessRejectIfFailed> accepts ‘false’ by default if it is absent in parameters. | |
Example Code strategyReject("orders", true); | Rejects a message that was stored by some strategy in the ‘orders’ history. Creates ‘j’ Business Reject when message rejecting has failed. Notes: The method is used only in the default routing. Searching in history processes by the ‘ClOrdID’ key in the original message if its type: ‘D’, ‘AB’ or by ‘OrigClOrdID’ key in original message if its type: ‘AC’, ‘F’, ‘G’. |
serializeMessage()Returns the string view of the current message. SOH will be used as a delimiter. | |
Example Code msg = serializeMessage(); | Returns the string view of the message where SOH will be used as a delimiter and saves it into the "msg" variable. |
serializeMessage(<tagDelimiter>)Returns the string view of the current message. A specified symbol will be used as a delimiter. | |
Example Code msg = serializeMessage("|"); | Returns the string view of the message where "|" will be used as a delimiter and saves it into the "msg" variable. |
parseMessage(<msg>)Parses the specified string message and replaces the current message with the parsed one. After that, the old message will be lost. <msg> is a string view of the message. Only messages with SOH as a delimiter can be parsed. | |
Example Code parseMessage("8=FIX.4.4\x019=56\x0135=b\x0149=TESTI\x0156=TESTA\x0134=14\x0152=20030204-09:25:43\x01297=0\x0110=139\x01"); | Parses a message from the specified string and replaces the current message with it. |
parseMessage(<msg>, <version>)Parses the specified string message using specified FIX protocol and replaces the current message with the parsed one. After that the old message will be lost. <msg> is a string view of the message and <version> is a session version in FIXEdge.properties. Only messages with SOH as a delimiter can be parsed. Please note: the next action in the rule will receive the replaced message! | |
Example Code parseMessage("8=FIX.4.4\x019=56\x0135=b\x0149=TESTI\x0156=TESTA\x0134=14\x0152=20030204-09:25:43\x01297=0\x0110=139\x01", "FIX44"); | Parses a message from the specified string using the FIX44 protocol and replaces the current message with it. If the 1128 tag is specified in the message for parseMessage(<msg>, <version>) function, then the value of the tag has higher priority during parsing than the version value. For instance: |
Error Handling Functions | |
getErrorCode()Returns an error code (integer value) in an undelivered message event | |
Example Code:
| This example assigns the values 'error code' and 'error text' to field 58. As a result of this function, the content of tag 58 inside the FIX message could be, for example,: "Error (500) Internal server error" |
getErrorText()Returns error text (string value) in an undelivered message event | |
Example Code:
| This example assigns the values 'error code' and 'error text' to field 58. As a result of this function, the content of tag 58 inside the FIX message could be, for example,: "Error (500) Internal server error" |
History functions | |
saveToHistory (<historyName>, <keyFields>, <commonFields>, <expireDateTime>)Insert a new record in history with name <historyName>. Returns true if the function succeeded and returns false otherwise.
The ExpireDateTime field should be defined both in History and in the Database. If the History was created with the expireDateTime field and the expireDateTime argument of the saveOrUpdate function is absent then the following ERROR is printed to the log on saving a new record to the History: ERROR History '<history_name>' unable to insert: the ExpireDateTime filed is not defined! The ExpireDateTime field of the History is optional since FIXEdge 6.14.0 release. If the History was created without the ExpireDateTime field then all new records will be inserted in it without expireDateTime value specified in the saveToHistory function. In such a case the warning will be logged: WARN [Save to history] <history_name>': the ExpireDateTime value is passed but the field was not defined. The value is ignored. For more details about the history definition please see ODBC History | |
Example Code: key = new Array("snd","tgt"); common = new Array("ClOrdID","dest"); saveToHistory("orders", key, common, "20101010-10:52:00"); | Insert a new record in the table “orders”. The inserted data is SELECT * FROM orders; +--------------+--------------+---------+------+--------------------+ | SenderCompID | TargetCompID | ClOrdID | Text | ExpireDateTime | +--------------+--------------+---------+------+--------------------+ | snd | tgt | ClOrdID | dest | 20101010-10:52:00 | +--------------+--------------+---------+------+--------------------+ |
updateHistory (<historyName>, <keyFields>, <commonFields>, <expireDateTime>)Update a record in history with name <historyName> with Primary key defined in <keyFields> array. Returns true if the function succeeded and returns false otherwise.
The ExpireDateTime field of the History is optional since FIXEdge 6.14.0 release. If the History was created without the ExpireDateTime field then records in it will be updated without expireDateTime value specified in the updateHistory function. In such a case the warning will be logged: WARN [Update history] <history_name>': the ExpireDateTime value is passed but the field was not defined. The value is ignored. For more details about the history definition please see ODBC History | |
Example Code: key = new Array("snd","tgt"); common = new Array("", "dest2"); updateHistory("orders", key, common, "20121221-10:52:00"); | updateToHistory function params: The record in history with primary key SenderCompID=snd and TargetCompID=tgt in the table “orders” is updated. The column 'ClOrdID' is updated with NULL value, the column 'TEXT' is updated with 'dest2' value. The ExpireDateTime column value '20101010-10:52:00' is updated with value ‘20121221-10:52:00’. SELECT * FROM orders; +--------------+--------------+---------+-------+-------------------+ | SenderCompID | TargetCompID | ClOrdID | Text | ExpireDateTime | +--------------+--------------+---------+-------+-------------------+ | snd | tgt | NULL | dest2 | 20121221-10:52:00 | +--------------+--------------+---------+-------+-------------------+ |
saveOrUpdate(<historyName>, <keyFields>, <commonFields>, <expireDateTime>)Insert a new record in history with name <historyName>. If inserting fails then try to update a record in history with the name <historyName> with the Primary key defined in the <keyFields> array. Returns true if any of the operations to insert or updates are successful. Returns false both operations failed
The ExpireDateTime field should be defined both in History and in the Database. If the History was created with the expireDateTime field and the expireDateTime argument of the saveOrUpdate function is absent then the following ERROR is printed to the log on saving a new record to the History: ERROR History '<history_name>' unable to insert: the ExpireDateTime filed is not defined! The ExpireDateTime field of the History is optional since FIXEdge 6.14.0 release. If the History was created without the expireDateTime field then records in it will be saved or updated without the expireDateTime value specified in the saveOrUpdate function. In such a case the warning will be logged: WARN [Update history/Save to history] <history_name>': the ExpireDateTime value is passed but the field was not defined. The value is ignored. For more details about the history definition please see ODBC History Insert failures will be recorded in the application log. | |
Example Code: key = new Array("snd","tgt"); common = new Array("ClOrdIDUpdated","destUpdated"); saveOrUpdate("orders", key, common, ""); | Insert a new record in the table “orders”. If the record in history with primary key SenderCompID=snd and TargetCompID=tgt exists in the table “orders” then the column 'ClOrdID' is updated with a NULL value, the column 'TEXT' is updated with 'dest2' value for the record. The ExpireDateTime has an empty value so the record will be not cleaned up Sample: SELECT * FROM orders; +--------------+--------------+----------------+-------------+----------------+ | SenderCompID | TargetCompID | ClOrdID | Text | ExpireDateTime | +--------------+--------------+----------------+-------------+----------------+ | snd | tgt | ClOrdIDUpdated | destUpdated | | +--------------+--------------+----------------+-------------+----------------+ |
getFromHistory (<historyName>, <keyFields>, <columnName>)Retrieves field value in the history <historyName>. Searching criteria is the <keyFields> for a record and <columnName> for column where value reads. Returns target field value, but if such value wasn't found, returns 'undefined'. | |
Example Code: key = new Array("snd","tgt"); | Returns the ‘20121221-10:52:00’ value from the record with key (snd,tgt) that has been updated by the previous sample. Notes: the column which is created by the <expireDateTime> parameter always has the “ExpireDateTime” name in history. |
getRecordFromHistory (<historyName>, <keyFields>)Retrieves an array of the fields from the record with key <keyFields>, located in the history <historyName>. Returns target record, but if such record wasn't found, returns 'undefined'. | |
Example Code: key = new Array("snd","tgt"); | Returns a fields array of the record with the key (snd,tgt), then prints content into a log. Notes: Empty fields have NULL values and printing represents it as “<null>”. |
removeRecordFromHistory (<historyName>, <keyFields>)Removes entire record with key <keyFields>, located in the history <historyName>. Returns a number of deleted records. | |
Example Code: key = new Array("snd","tgt"); removeRecordFromHistory("orders", key); | Removes a record with a key (snd, tgt) from the ‘orders’ history. Notes: If <keyFields> is composite, then all fields in the key set should be filled. |
removeRecordFromHistoryByCompositeKey (<historyName>, <keyFields>)Removes entire record by matching of composite key with <keyFields>, located in the history <historyName>. Returns a number of deleted records. | |
Example Code: key = new Array("snd",""); ndeleted = removeRecordFromHistoryByCompositeKey ("orders", key); | Removes all records with keys which have first the “snd” field in a key. Notes: the composite <keyFields> set should contain at least one field. All empty fields in a key will be ignored in searching. |
Security functionsAvailable since FIXEdge 5.10.1 | |
decryptString(<text>)Decrypts string using AES 128-bit encryption mechanism. It is useful for encrypted tags (554, 925) in Logon messages. | |
Example Code: encryptedPass = getStringField("554"); | Decrypts tag 554 |
hashString(<text>)Calculates SHA256 hash for the sting. | |
Example Code: hash = hashString("MyPassword"); | Getting hash for the "MyPassword" string. Note: string for calculating hash should be not "null". |
Sequence numbers handling functionsAvailable since FIXEdge 6.17.0 | |
setSessionSeqNums(<text>)This function is designed to set sequence numbers in a session in reaction to a CME failover event on BL | |
Example Code: setSessionSeqNums(sessionId, inoutSeqnums) | The parameters for the function call are as follows:
The function also accepts a third argument. If three arguments are provided, the second and third arguments must be integers representing the incoming and outgoing sequence numbers respectively. Both must be greater than 0. For example, Please note that any other combination or types of input arguments will be treated as an error. In case of an error, the standard error condition signaling is used. |
Predefined FIX date formats
- HHMMSSUtc for the UTC "HH:MM:SS" date format
- HHMMSSsssUtc or HHMMSSMilliUtc for the UTC "HH:MM:SS.sss" date format
- HHMMSSMicroUtc for the UTC "HH:MM:SS.ssssss" date format
- HHMMSSNanoUtc for the UTC "HH:MM:SS.sssssssss" date format
- YYYYMM for the "YYYYMM" date format
- YYYYMMDD for the"YYYYMMDD" date format
- YYYYMMWW for the"YYYYMMWW" date format, where WW - number of week "w1"..."w4"
- DATETIMEUtc for the UTC "YYYYMMDD-HH:MM:SS" date format
- DATETIMEsssUtc or DATETIMEMilliUtc for the UTC "YYYYMMDD-HH:MM:SS.sss" date format
- DATETIMEMicroUtc for the UTC "YYYYMMDD-HH:MM:SS.ssssss" date format
- DATETIMENanoUtc for the UTC "YYYYMMDD-HH:MM:SS.sssssssss" date format
- YYYYMMDDLmd for the local market "YYYYMMDD" date format