fixparser/examples/example_tcp_client.ts

FIX.Latest / 5.0 SP2 Parser

import {
    EncryptMethod,
    FIXParser,
    Field,
    Fields,
    HandlInst,
    LicenseManager,
    type Message,
    Messages,
    OrdType,
    ResetSeqNumFlag,
    Side,
    TimeInForce,
} from 'fixparser';

const initializeConnection = async () => {
    const fixParser = new FIXParser();
    const SENDER = 'CLIENT';
    const TARGET = 'SERVER';

    // NOTE: This feature requires a FIXParser Pro license
    await LicenseManager.setLicenseKey(process.env.FIXPARSER_LICENSE_KEY);

    fixParser.connect({
        host: 'localhost',
        port: 9878,
        protocol: 'tcp',
        sender: SENDER,
        target: TARGET,
        fixVersion: 'FIX.4.4',
        logging: true,
        onOpen: () => {
            console.log('Open');
            sendLogon();
            setInterval(() => {
                sendOrder();
            }, 500);
        },
        onMessage: (message: Message) => console.log('received message', message.description, message.messageString),
        onClose: () => console.log('Disconnected'),
    });

    const sendLogon = () => {
        const logon = fixParser.createMessage(
            new Field(Fields.MsgType, Messages.Logon),
            new Field(Fields.MsgSeqNum, fixParser.getNextTargetMsgSeqNum()),
            new Field(Fields.SenderCompID, SENDER),
            new Field(Fields.SendingTime, fixParser.getTimestamp()),
            new Field(Fields.TargetCompID, TARGET),
            new Field(Fields.ResetSeqNumFlag, ResetSeqNumFlag.Yes),
            new Field(Fields.EncryptMethod, EncryptMethod.None),
            new Field(Fields.HeartBtInt, 10),
        );
        const messages = fixParser.parse(logon.encode());
        console.log('sending message', messages[0].description, messages[0].messageString);
        fixParser.send(logon);
    };

    const sendOrder = () => {
        const order = fixParser.createMessage(
            new Field(Fields.MsgType, Messages.NewOrderSingle),
            new Field(Fields.MsgSeqNum, fixParser.getNextTargetMsgSeqNum()),
            new Field(Fields.SenderCompID, SENDER),
            new Field(Fields.SendingTime, fixParser.getTimestamp()),
            new Field(Fields.TargetCompID, TARGET),
            new Field(Fields.ClOrdID, '11223344'),
            new Field(Fields.HandlInst, HandlInst.AutomatedExecutionNoIntervention),
            new Field(Fields.OrderQty, '123'),
            new Field(Fields.TransactTime, fixParser.getTimestamp()),
            new Field(Fields.OrdType, OrdType.Market),
            new Field(Fields.Side, Side.Buy),
            new Field(Fields.Symbol, '700.HK'),
            new Field(Fields.TimeInForce, TimeInForce.Day),
        );
        const messages = fixParser.parse(order.encode());
        console.log('sending message', messages[0].description, messages[0].messageString.replace(/\x01/g, '|'));
        fixParser.send(order);
    };
};

initializeConnection().catch((err) => console.error('Error initializing connection:', err));