BLLanguageExtension Handler

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.

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.

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

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

Slightly different syntax with the Field attribute.

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

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

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

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

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

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

<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.

Every action element can contain the “Order” attribute. Order is an integer value that defines a sequence of actions within a current rule.
The “Order” attribute is optional.

There are two (mandatory) attributes: “SourceField” and “TargetField”. The action tries to copy tags within current FIX message.

 Absence of the tag defined by “SourceField” does not cause fail, the action is just ignored.

The “Method” attribute contains the method name that uses for conversion during copying. The “UTCToLocalTime” means that the conversation from UTC time to LocalDate will be performed.

There are two (mandatory) attributes: “SourceField” and “TargetField”. The action tries to copy tags within current FIX message. Absence of the source leads to whole rule failure.

The “Method” attribute contains the method name that uses for conversion during copying. The “UTCToLocalTime” means that the conversation from UTC time to LocalDate will be performed.

The “Trim” method trims spaces and tabs from SourceField and copies the resulted value into TargetField.

<RemoveField>
                <Val>7729</Val>
                <Val>7730</Val>
                <Val>7731</Val>
</RemoveField> 

The action tries to remove given list of tags from the processed FIX message. Absence of the tag does not cause fail.

<TryMoveField SourceField ="11" TargetField ="95005" />

The action is short form for the following sequence of actions: <TryCopyField>, <RemoveField>. It is possible to use default value for missed tags. Use optional attribute “DefaultValue” for this case. 

<MoveField SourceField ="11" TargetField ="95005" />

The action is short form for the following sequence of actions: <CopyField>, <RemoveField>.

<AddOrUpdateField Field="56" Value="NONE"/>

There are two attributes: “Field” and “Value”. The action tries to insert tag into current FIX message. If tag exists, old value is overwritten. 

<AddField Field="56" Value="NONE"/>

There are two (mandatory) attributes: “Field” and “Value”. The action inserts tag into current FIX message. In case of presence of tag action fails.

<ConditionalFieldAction SourceField="167">

        <Case SourceValue=”OPT”>

                <AddOrUpdateField Field=”461” Value=”OXXXX” />

        </Case>
        <Case SourceValue=”FUT”>

                < AddOrUpdateField Field=”461” Value=”FXXXX” />
        </Case>
        <Case SourceValue=”USTB”>
                < AddOrUpdateField Value=”TBILL” />
        </Case>
        <Case SourceValue=”RP”>

                < AddOrUpdateField Value=”REPO” />
        </Case>

</ConditionalFieldAction >

If (SecType (167) = 'OPT') CFICode (461) = 'OXXXX'.

If (SecType (167) = 'FUT') CFICode (461) = 'FXXXX'.

If (SecType (167) = 'USTB') SecType (167) = 'TBILL'.

If (SecType (167) = 'RP') SecType (167) = 'REPO'.

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

This action removes values from a multi value string. Absence of the values does not cause fail.

<DeleteStringFromField Field="18" Delimiter=”|”>

        <Val>T</Val>

        <Val>R</Val>

</DeleteStringFromField>

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

<AppendStringToField Field="18">

        <Val>T</Val>
        <Val>R</Val>
</AppendStringToField>

This action combines a multi value string from given list of values.

In the example, values ‘T’ and ‘R’ will be added to existing tag 18.

<AppendStringToField Field="18" Delimiter =”|”>

        <Val>T</Val>

        <Val>R</Val>

</AppendStringToField>

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

<KeepFields Tags=”151, 14, 30” />

The “Tags” attribute is a list of tags, which are to be copied as is. This action is a short form for the sequence of TryCopyField actions with the SourceField attribute equals the TargetField one:

<TryCopyField SourceField=”151” TargetField=”151” />
<TryCopyField SourceField=”14” TargetField=”14” />
<TryCopyField SourceField=”30” TargetField=”30” />.

<WeedField Field="18" />

This action replaces special characters in the given tag on the space character. The special characters are \t, \n, \r, \v, \f, \’ ,”. Absence of the tag does not cause fail.

"<CopySuffix SourceField="55" TargetField ="65" />"

TSX specific action. It takes the suffix from SourceField and set it into TargetField.

<AddEntry Group=”453”>

        <Val Field=”448” Value=”MC0023711111” />

        <Val Field=”447” Value=”D” />

        <Val Field=”452” Value=”1” />

</AddEntry>

There are one (mandatory) attribute: “Group” that defined a repeating group. The action adds entry into this repeating group. Group tag is incremented after the addition.

<AddEntry Group=”453”>

        <Val Field=”448” SourceField=”109” />

        <Val Field=”447” Value=”D” />

        <Val Field=”452” Value=”1” />

</AddEntry>

The ‘SourceField’ attribute means that the value from tag 109 will be copied to the 448 tag.

<UpdateEntry Entry=”453[1]”>

        <Val Field=”448” SourceField=”109”/Val>

        <Val Field=”447” Value=”D”/Val>

        <Val Field=”452” Value=”1”/Val>

</UpdateEntry>

There are one (mandatory) attribute: “Entry” that defined an entry within a repeating group. The action adds or updates entry within the repeating group.

<StopProcessing/>

The action just stops processing of current FIX message. The rest of the rules will be skip.

<StopProcessing ResultCode="94" Description="“Required tag missing: Price" />

More advanced version of the “StopProcessing” action; ResultCode and Description are used at BL layer (see <CreateReject /> action in BL configuration) to generate a reject message.

<GenerateExternalClOrdID Field="11" Action="compress" />

Here is an RBC specific action to generate client order id’s.

<GenerateExternalClOrdID Field="11" Action="decompress" />

<GenerateExecID />

Here is an RBC specific action to generate ExecID’s.

Action impementation will set both 17 and 19 tags.

<ConvertSymToCDN />

Here is an RBC specific action. It converts the Symbol(55) as per Canadian symbology using the following table:

<CustomAction Module=”custom.dll” Function = “CustomCLanguageFunction”/>

There are two mandatory attributes under <CustomAction> element. The first one – “Module” - contains the name of the external binary module. The second one – “Function” – defines C-linkage function name that will process this action. It returns Boolean value and gets FIX message as a parameter.

<CustomAction> element  will be introduced in Phase Two or on demand.

<GlobalDef>
        <Action Name = “RemoveAndAdd3000”>
                <RemoveField>
                        <Val>1028</Val>
                        <Val>1029</Val>
                        <Val>1030</Val>
                </RemoveField>
                <AddField Field=”3000” Value=”NONE”/>
        </Action>
        <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>

</ GlobalDef >

….

<Rule Name=”RuleWithActionRef”>
        <Condition>

              <ConditionRef Name= “IsOrderFlow” />

        </Condition>
        <ActionIfTrue>
                    <ActionRef Name = "RemoveAndAdd3000" />
                    <MoveField SourceField ="11" TargetField ="95005" />
                  <StopProcessing/>
        </ActionIfTrue>               
</Rule>

In the very beginning of configuration file there is a <GlobalDef> element. It contains Action definition named as “RemoveAndAdd3000”. A bit further there is a rule named “RuleWithActionRef” which contains an action that referenced to the”RemoveAndAdd3000” action.

<ConditionRef> element has the same purposes but for conditions. See the “IsOrderCondition” under the GlobalDef element in this example.

<DllHandlers>        

                <Handler Name="FixConvert" Description="FixConvert" DllName="fixconvert.dll" RulesDir="D:/Products/FIXEdge/FixConvert/conf"

/>

</DllHandlers>

Here is fragment of BL config. There is “RBCCM” handler declaration with additional parameter – path to the folder where all RBCCM configs are.

<RuleGroup Name=”CommonRules”>
                <UseRule Order = “0”>Add1000</UseRule>
                <UseRule Order = “1”>Add1001</UseRule>
                <UseRule Order = “2”>Add1002</UseRule>
</RuleGroup>

Here is a group named “CommonRules”.  <UseRule> element is referenced to concrete rules.

There is an optional integer attribute (“Order”) that defines the sequence of applied rules.

<RuleGroup Name=”TNXRules”>
                <UseGroup>CommonRules</UseGroup>
                <UseRule Order = “0”>TNXSpecific001</UseRule>
                <UseRule Order = “1”>TNXSpecific002</UseRule>
                <UseRule Order = “2”>TNXSpecific003</UseRule>
</RuleGroup>

Here is a group named “TNXRules”.  It contains the “CommonRules” group defined previously and 3 additional TNX specific rules. 

<UseGroup> element is referenced to concrete group of rules.

<RuleGroup Name=”BMXRules”>
                <UseGroup>CommonRules</UseGroup>
                <UseRule Order = “0”>BMXSpecific001</UseRule>
                <UseRule Order = “1”>BMXSpecific002</UseRule>
</RuleGroup>

Here is a group named “BMXRules”.  It contains the “CommonRules” group defined previously and 2 additional BMX specific rules. 

<DllHandlers>

        <Handler Name="FixConvert" Description="FixConvert" DllName="fixconvert.dll" />

</DllHandlers>

<Rule>

        <Source>

        <FixSession SenderCompID="TNX" TargetCompID=".*" />

        </Source>

        <Action>

             <HandlerAction Name="FixConvert" RuleGroup =”TNXRules” />

        </Action>

</Rule>

This BL-config rule runs all TNX rules agains all messages from TNX.