fixparser/examples/example_ws_server.ts

FIX.Latest / 5.0 SP2 Parser / AI Agent Trading

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

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

    const SENDER = 'EXEC';
    const TARGET = 'BANZAI';
    const fixServer = new FIXServer();
    let intervalId: ReturnType<typeof setInterval> | null = null;

    fixServer.createServer({
        host: 'localhost',
        port: 9900,
        protocol: 'websocket',
        sender: 'EXEC',
        target: 'BANZAI',
        onOpen: () => {
            console.log('Open');
            clearInterval(intervalId!);
            intervalId = setInterval(() => {
                sendOrder();
            }, 5000);
        },
        onMessage: (message: Message) => {
            console.log('server received message', message.description, message.messageString);
            // Respond with ExecutionReport
            if (message.messageType === Messages.NewOrderSingle) {
                sendExecutionReport(message);
            }
        },
        onClose: () => {
            console.log('Disconnected');
            clearInterval(intervalId!);
        },
    });

    const sendOrder = () => {
        const order = fixServer.createMessage(
            new Field(Fields.MsgType, Messages.NewOrderSingle),
            new Field(Fields.MsgSeqNum, fixServer.setNextTargetMsgSeqNum(fixServer.getNextTargetMsgSeqNum() + 1)),
            new Field(Fields.SenderCompID, SENDER),
            new Field(Fields.SendingTime, fixServer.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, fixServer.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 = fixServer.parse(order.encode());
        console.log('sending message', messages[0].description, messages[0].messageString.replace(/\x01/g, '|'));
        fixServer.send(order);
    };

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