@thinkalpha/fix-client

fix-client

• FixClient - supports JFIX and different FIX versions
• FixSession - keeps FIX session alive

example of custom Tag extension

import { Instant } from '@js-joda/core';
import { Subject } from 'rxjs';
import { createFixClient, FIX42, FixEncoderMeta, FIX_TYPE } from '../';

// extend message type existing message will be extended and FIX42.AllMessages will hold updated interface
declare module '../' {
    namespace FIX42 {
        export interface Heartbeat extends FIX42.FixMessage {
            MyTag1: string;
        }
    }
}

// add custom tag so Encode/Decode know what to do with a new tag
const coderExtension: Partial<FixEncoderMeta> = {
    name2Field: {
        MyTag1: {
            type: FIX_TYPE.STRING,
            number: '10001',
        },
    },
};

// new tag is required
const msg: FIX42.Heartbeat = {
    MsgType: FIX42.MsgTypeEnum.HEARTBEAT,
    MyTag1: 'test', // if you comment this error will be triggered
};

// header is also typed
const header = {
    SenderCompID: 'sender',
    TargetCompID: 'traget', // if you don't provide required field error will be triggered in client.send call
    SendingTime: Instant.parse('2024-01-01T10:00:00.000Z'),
};

const clientConfig = {
    endpoints: [
        {
            host: 'localhost',
            port: 1234,
        },
    ],
    timeout: 10,
    pause$: new Subject<boolean>(),
};

// improved way to create a FixClient (less template parameters, more typesafety)
const client = createFixClient<FIX42.AllMessages, FIX42.MessageHeader, FIX42.MessageTrailer>(
    clientConfig,
    'FIX.4.2-custom', // begin string
    FIX42.coderMeta, // defaults provided by generated code
    coderExtension, // extensions to make new fields work
);

client.start();
client.send(1, msg, header).catch((e) => console.error(e));

client.messages$.subscribe((msg) => {
    console.log(FIX42.coderMeta.msgType2msgName[msg.MsgType]);

    if (msg.MsgType === FIX42.MsgTypeEnum.HEARTBEAT) {
        console.log(msg.MyTag1);
    }
});