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 Field="42" />

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

<FieldCheckBits> check

<FieldCheckBits Field="5047" Value="0x02000000" />

<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.

<Actions> elements

<RemoveField Field="19" Order="10"/>

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.

<TryCopyField> action

<TryCopyField SourceField = "85005" TargetField = "95005" />	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.
<TryCopyField SourceField ="85005" TargetField ="95005" DefaultValue = "NONE"/>	It is possible to use default value for missed tags. Use optional attribute “DefaultValue” for this case.
	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.

<CopyField> action

<RemoveField Field="19" Order="10"/>

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.