fixparser/examples/example_tcp_client_resendrequest.ts

FIX.Latest / 5.0 SP2 Parser / AI Agent Trading

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

const initializeConnection = async () => {
    // NOTE: This feature requires a FIXParser Pro license
    await LicenseManager.setLicenseKey(process.env.FIXPARSER_LICENSE_KEY);

    const fixParser = new FIXParser();
    const SENDER = 'CLIENT';
    const TARGET = 'SERVER';

    fixParser.connect({
        host: 'localhost',
        port: 9878,
        protocol: 'tcp',
        sender: SENDER,
        target: TARGET,
        fixVersion: 'FIX.4.4',
        logging: true,
        onOpen: () => {
            console.log('Open');
            sendLogon();

            // Send some orders
            sendOrders();

            // Ask to Resend
            setTimeout(() => {
                const resendRequest = fixParser.createMessage(
                    new Field(Fields.MsgType, Messages.ResendRequest),
                    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.BeginSeqNo, 4),
                    new Field(Fields.EndSeqNo, 7),
                );
                const messages = fixParser.parse(resendRequest.encode());
                console.log(
                    'sending message',
                    messages[0].description,
                    messages[0].messageString.replace(/\x01/g, '|'),
                );
                fixParser.send(resendRequest);
            }, 10000);
        },
        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, 60),
        );
        const messages = fixParser.parse(logon.encode());
        console.log('sending message', messages[0].description, messages[0].messageString);
        fixParser.send(logon);
    };

    const sendOrders = () => {
        ['order1', 'order2', 'order3', 'order4', 'order5', 'order6'].forEach((orderId: string, index: number) => {
            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, orderId),
                new Field(Fields.HandlInst, HandlInst.AutomatedExecutionNoIntervention),
                new Field(Fields.OrderQty, 1000 * index),
                new Field(Fields.Price, 300 * index),
                new Field(Fields.TransactTime, fixParser.getTimestamp()),
                new Field(Fields.OrdType, OrdType.Market),
                new Field(Fields.Side, Side.Buy),
                new Field(Fields.Symbol, `${(index + 1) * 100}.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));