fixparser/examples/example_ws_client.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 = 'BANZAI';
    const TARGET = 'EXEC';

    fixParser.connect({
        host: 'localhost',
        port: 9900,
        protocol: 'websocket',
        sender: SENDER,
        target: TARGET,
        fixVersion: 'FIX.4.4',
        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, 10000),
            new Field(Fields.AvgPx, 100),
            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));