fixparser/examples/example_tcp_server.ts

FIX.Latest / 5.0 SP2 Parser / AI Agent Trading

import {
    ExecType,
    FIXServer,
    Field,
    Fields,
    LicenseManager,
    type Message,
    Messages,
    OrdStatus,
    Side,
} from 'fixparser/FIXServer';

let fixServer: FIXServer;

const initializeServer = async () => {
    await LicenseManager.setLicenseKey(process.env.FIXPARSER_LICENSE_KEY);

    fixServer = new FIXServer();

    fixServer.createServer({
        host: 'localhost',
        port: 9878,
        sender: 'SERVER',
        target: 'CLIENT',
        onOpen: () => console.log('Open'),
        onClose: () => console.log('Disconnected'),
        onMessage: (message: Message) => {
            console.log('server received message', message.description, message.messageString);
            // Respond with ExecutionReport if it's a NewOrderSingle message
            if (message.messageType === Messages.NewOrderSingle) {
                sendExecutionReport(message);
            }
        },
    });
};

const sendExecutionReport = (message: Message) => {
    const executionReport = fixServer.createMessage(
        new Field(Fields.MsgType, Messages.ExecutionReport),
        new Field(Fields.MsgSeqNum, fixServer.getNextTargetMsgSeqNum()),
        new Field(Fields.SenderCompID, 'SERVER'),
        new Field(Fields.SendingTime, fixServer.getTimestamp()),
        new Field(Fields.TargetCompID, 'CLIENT'),
        new Field(Fields.AvgPx, message.getField(Fields.Price) ? message.getField(Fields.Price)?.value : 0),
        new Field(Fields.ClOrdID, message.getField(Fields.ClOrdID) ? message.getField(Fields.ClOrdID)?.value : 'N/A'),
        new Field(Fields.CumQty, message.getField(Fields.OrderQty) ? message.getField(Fields.OrderQty)?.value : 0),
        new Field(Fields.Symbol, message.getField(Fields.Symbol) ? message.getField(Fields.Symbol)?.value : 'N/A'),
        new Field(Fields.LastPx, message.getField(Fields.Price) ? message.getField(Fields.Price)?.value : 0),
        new Field(Fields.OrderID, 55),
        new Field(Fields.OrderQty, message.getField(Fields.OrderQty) ? message.getField(Fields.OrderQty)?.value : 0),
        new Field(Fields.OrdStatus, OrdStatus.Filled),
        new Field(Fields.Side, Side.Buy),
        new Field(Fields.ExecType, ExecType.Trade),
        new Field(Fields.LeavesQty, 0),
    );
    const messages = fixServer.parse(executionReport.encode());
    console.log('sending message', messages[0].description, messages[0].messageString.replace(/\x01/g, '|'));
    fixServer.send(executionReport);
};

initializeServer().catch((err) => console.error('Error initializing server:', err));