fixparser

import { type ConnectionOptions, 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'; const tlsOptions = { minVersion: 'TLSv1.3', cert: `-----BEGIN CERTIFICATE----- MIIDazCCAlOgAwIBAgIUAq3bE3+GehnCjrl6M74Ik6qjrVMwDQYJKoZIhvcNAQEL BQAwRTELMAkGA1UEBhMCQVUxEzARBgNVBAgMClNvbWUtU3RhdGUxITAfBgNVBAoM GEludGVybmV0IFdpZGdpdHMgUHR5IEx0ZDAeFw0yNTAxMjcyMTQ4MzlaFw00NTAx MjIyMTQ4MzlaMEUxCzAJBgNVBAYTAkFVMRMwEQYDVQQIDApTb21lLVN0YXRlMSEw HwYDVQQKDBhJbnRlcm5ldCBXaWRnaXRzIFB0eSBMdGQwggEiMA0GCSqGSIb3DQEB AQUAA4IBDwAwggEKAoIBAQCIS+66TMfEgfm23isscqJ/8rGUUvP0NLqmCvCDBfeA SeLjOAdNkLO+XnIbPgXPx5RmvNZuk8NrXwDAS5zbZCngbFyS3HQFRxokj/6uH0Bi dLXaaVHZHXnMmUglaN21dav1wOPTD4IM5pTCIGs4k7fS7zJCQK8/GunAZbv0TLVd +Cb9NdD/q4qyJKTRxm8QREWXMlJPZCPO48xqNMAtVC2ywGk7UueQu1UPH/uiOtV0 GpW339eRodSYrHOXbwwNk0K5xyHHXVISs+iXIJ1nUlRVUzHkIQCQXK+Fdn5iIqRN MjnUDvMndqheWDmO64ISTPddnR1v/Ly5Ftwv1v8TaJ85AgMBAAGjUzBRMB0GA1Ud DgQWBBRI9AX+Nm/RHncJZQktGhvIw5tJ+TAfBgNVHSMEGDAWgBRI9AX+Nm/RHncJ ZQktGhvIw5tJ+TAPBgNVHRMBAf8EBTADAQH/MA0GCSqGSIb3DQEBCwUAA4IBAQBb ph8nB374X7EdLHZI4Ulj3itszcSmCeWqS3+x3WZLOnLZUzmbqpoxohqtWapTcD8n eJ41ZMo/5FFC20/ywMl2i51ofGBupeAXwy9euFna9/JmYWaSf1OmE5AFNAWqmQIK qHppaphAHjHRpLRO+tp6ezVAFmgXaKk2b09FChZolOorjuPP/7DpcWtwUG9esJHY LwMaEBMRu37SZCJEoUDDj0wKl7+QQwlAcvXqIsvFxanvdxQn0Q62k1qLa5lMNGtp DhUtJAY2zkWxFsbGpMcN3B9SxdZO9aZWjbyvsa54D7/EZqTzucDsOt4JNGWwX8x4 BCFxH2tIR7zcDgGRVDE3 -----END CERTIFICATE-----`, key: `-----BEGIN PRIVATE KEY----- MIIEvAIBADANBgkqhkiG9w0BAQEFAASCBKYwggSiAgEAAoIBAQCIS+66TMfEgfm2 3isscqJ/8rGUUvP0NLqmCvCDBfeASeLjOAdNkLO+XnIbPgXPx5RmvNZuk8NrXwDA S5zbZCngbFyS3HQFRxokj/6uH0BidLXaaVHZHXnMmUglaN21dav1wOPTD4IM5pTC IGs4k7fS7zJCQK8/GunAZbv0TLVd+Cb9NdD/q4qyJKTRxm8QREWXMlJPZCPO48xq NMAtVC2ywGk7UueQu1UPH/uiOtV0GpW339eRodSYrHOXbwwNk0K5xyHHXVISs+iX IJ1nUlRVUzHkIQCQXK+Fdn5iIqRNMjnUDvMndqheWDmO64ISTPddnR1v/Ly5Ftwv 1v8TaJ85AgMBAAECggEAAKG1B7qKsGbec2xja17w2i3YUbzSLqecQ1bq48KQOuOI M9H9R6zfYdA/66sCHZDHx7OdBihHHw93R/qVKSVZ49VlTcu5zCRABXauBcEZ3CCq 83MhZmzJR2IzQ476YMiTfT//H3MPAO/ER7FBqfTNKVnMevS7igviuVe1Exhmjv9M yBqDmaqxzv9UeacuX/7fqhAcO6A4euODpLgUyGPBdcpwExdG1OLruWsRD/oG8VY6 2ZvQ0CPLusiN7rMem5mRt1GmW2zhHbZaAa960LVy/ikHD6A9k3O0nYYRMtbmOWOn I0DRZSWTkG3DR7/sD6F5zw8UL25NYTuJFYl/K8fc8QKBgQC9TQz/W05mniLo3SZ7 KxG1s2Wphp4DxufLsbM6EXdzQ09adQyGzHaqtG5bycL54ed8wJgp7EShDBX4RX6U rg4iMgBipC2S/N9EIBZ7Dg3P0Mayvfqd3+qrg32CWqc0mLIep4k9XkSsWffsghSx XO7MVRiRnWAaawYxFiDpTHBz6QKBgQC4UeMz1PhtI4cfeJgpsEeiSk4eRJOGc01D 79bYegSehZ9RL04DjgIEazccmIB5eprZ43BSR5SrHyOwAnjeb+Gxxmz4avm1hqYl fq6QbBlgpk5FQSNHyBgD2DfcNxSs+YWbaT6mgkjZeJRCzhZLMWLLYswSoAGehyYu FklodWFO0QKBgDEooDZ0BKEbcd9dBtA3eArigoUKo2BBuBIqnGt4+7cgBKxt9wnO cQaVgo8tjweLRa0c6qcAZzYXSGFH0r5TkPIKYBU9o2QnbOdpGc1s8eNEyUTDlyCG dI+DvwUp+3/qI19YjIg2QcksN/jgMvV4N78yXgX6g2l434vBvlw3cIB5AoGALzt8 t1mJ153VEHF8vKIZmTLlVchI7Zk6YYBiU9LgwCaJruoqWarYRX2b/83sjjSm3dL0 g4EoTbmLEZ1wj7+n3EB2yCnRl3zLsqwF26h30FaNlB2fBtP1o3aSyfGrcK/4Vtzf WxfjxyapB318JQSgxnGozdUG1TLYy9KWORhrOSECgYAfyo+EynjQIwM0IkMqLA/3 JvyGxVXv886rjT3wibUATaRfR0ZTfGql+Tszr/fB60M4UqlBN7JRzWFuBLCh7IN/ Ks9adwa81pZEJ3kIkCGewK2fG5lTwEbaJpf2hw/Jf2FYwsp0uI/0O7NgVWDid8sx tswAkG7yU9ZI15CXgOhekg== -----END PRIVATE KEY-----`, rejectUnauthorized: false, }; fixParser.connect({ host: 'localhost', port: 9878, protocol: 'tls-tcp', sender: SENDER, target: TARGET, fixVersion: 'FIX.4.4', tlsOptions: tlsOptions as ConnectionOptions, 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));