fixparser/examples/example_tcp_ctrader.ts

FIX.Latest / 5.0 SP2 Parser / AI Agent Trading

import {
    EncryptMethod,
    FIXParser,
    Field,
    Fields,
    LicenseManager,
    MDEntryType,
    MDUpdateType,
    type Message,
    Messages,
    ResetSeqNumFlag,
} 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 = 'ctrader.xxxxxxx';
    const TARGET = 'CSERVER';
    const CTRADER_PASSWORD = 'xxxxxxxxxxxx';
    const CTRADER_SERVER = 'xxxxxxxxxxxx'; // e.g. h47.p.ctrader.com
    const CTRADER_PORT = 5201; // 5211 SSL, 5201 Plain Text

    let countReq = 0;

    fixParser.connect({
        host: CTRADER_SERVER,
        port: CTRADER_PORT,
        protocol: 'tcp',
        sender: SENDER,
        target: TARGET,
        fixVersion: 'FIX.4.4',
        onOpen: () => {
            console.log('Open');
            sendLogon();
            sendMarketDataRequest();
        },
        onMessage: (message: Message) => console.log('received message', message.description, message.messageString),
        onError: (error?: Error) => console.log('error', error),
        onClose: () => console.log('Disconnected'),
    });

    const sendLogon = () => {
        const logon = fixParser.createMessage(
            new Field(Fields.MsgType, Messages.Logon),
            new Field(Fields.BeginString, 'FIX.4.4'),
            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.SenderSubID, 'QUOTE'),
            new Field(Fields.ResetSeqNumFlag, ResetSeqNumFlag.Yes),
            new Field(Fields.RawData, CTRADER_PASSWORD),
            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);
    };

    // for sending market data request to cTrader's FIX API server
    const sendMarketDataRequest = () => {
        const quote = fixParser.createMessage(
            new Field(Fields.MsgType, Messages.MarketDataRequest),
            new Field(Fields.BeginString, 'FIX.4.4'),
            new Field(Fields.SenderCompID, SENDER),
            new Field(Fields.MsgSeqNum, fixParser.getNextTargetMsgSeqNum()),
            new Field(Fields.TargetCompID, TARGET),
            new Field(Fields.SendingTime, fixParser.getTimestamp()),
            new Field(Fields.MarketDepth, 0),
            new Field(Fields.MDUpdateType, MDUpdateType.FullRefresh),
            new Field(Fields.NoRelatedSym, 2),
            new Field(Fields.Symbol, 1), // for cTrader's own symbol system, 1 for EURUSD
            new Field(Fields.Symbol, 2), // 2 for GBPUSD
            new Field(Fields.MDReqID, ++countReq),
            new Field(Fields.SubscriptionRequestType, 1),
            new Field(Fields.NoMDEntryTypes, 2),
            new Field(Fields.MDEntryType, MDEntryType.Bid),
            new Field(Fields.MDEntryType, MDEntryType.Offer),
        );
        const messages = fixParser.parse(quote.encode());
        console.log('sending message', messages[0].description, messages[0].messageString.replace(/\x01/g, '|'));
        fixParser.send(quote);
    };
};

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