elixfix v0.0.1-dev FMsgMapSupport

Support functions to deal with fix msg_map

Summary

Functions

check_mandatory_tags(arg, tags)

This will check if all tags exists in message parsed

check_tag_value(arg, tag, value)

Check if tag has value on msg_map

get_tag_value_mandatory_int(tag, msg_map)

Return int from tag

get_tag_value_mandatory_ints(msg_map, tags)

Return {[ints], [errors]} from [tags]

Functions

check_mandatory_tags(arg, tags)

This will check if all tags exists in message parsed

iex> msg_map = FMsgParse.parse_string_test(
...> "8=FIX.4.1|9=122|35=D|34=215|49=CLIENT12|"<>
...> "52=20100225-19:41:57.316|56=B|1=Marcel|11=13346|"<>
...> "21=1|40=2|44=5|54=1|59=0|60=20100225-19:39:52.020|10=072|")
...> .parsed.msg_map
iex> {_,  errors} = FMsgMapSupport.check_mandatory_tags({msg_map, []},
...> [:BeginString, :BodyLength, :SenderCompID, :TargetCompID, :MsgSeqNum, :SendingTime, 999])
iex> errors
["missing tag 999."]

check_tag_value(arg, tag, value)

Check if tag has value on msg_map

It will receive previous errors and will add current error to this list if necessary.

iex> msg_map = FMsgParse.parse_string_test(
...> "8=FIX.4.4|9=122|35=D|34=215|49=CLIENT12|"<>
...> "52=20100225-19:41:57.316|56=B|1=Marcel|11=13346|"<>
...> "21=1|40=2|44=5|54=1|59=0|60=20100225-19:39:52.020|10=072|")
...> .parsed.msg_map
iex> {_, errors} = FMsgMapSupport.check_tag_value({msg_map, []}, :BeginString, "FIX.4.4")
iex> errors
[]

iex> msg_map = FMsgParse.parse_string_test(
...> "8=FIX.4.1|9=122|35=D|34=215|49=CLIENT12|"<>
...> "52=20100225-19:41:57.316|56=B|1=Marcel|11=13346|"<>
...> "21=1|40=2|44=5|54=1|59=0|60=20100225-19:39:52.020|10=072|")
...> .parsed.msg_map
iex> {_, errors} = FMsgMapSupport.check_tag_value({msg_map, []}, :BeginString, "FIX.4.4")
iex> errors
[" invalid tag value on: BeginString(8)  received: FIX.4.1, expected  FIX.4.4"]

get_tag_value_mandatory_int(tag, msg_map)

Return int from tag

It will return

{ :ok, int_val }

{ :error, description }

iex> msg_map = FMsgParse.parse_string_test(
...> "8=FIX.4.1|9=122|35=D|34=215|49=CLIENT12|"<>
...> "52=20100225-19:41:57.316|56=B|1=Marcel|11=13346|"<>
...> "21=1|40=2|44=5|54=1|59=0|60=20100225-19:39:52.020|10=072|")
...> .parsed.msg_map
iex> FMsgMapSupport.get_tag_value_mandatory_int(:ClOrdID, msg_map)
{:ok, 13346}
iex> FMsgMapSupport.get_tag_value_mandatory_int(:TargetCompID, msg_map)
{:error, "invalid val on tag TargetCompID(56)"}

get_tag_value_mandatory_ints(msg_map, tags)

Return {[ints], [errors]} from [tags]

It will return

{[ints], [errors]}

iex> msg_map = FMsgParse.parse_string_test(
...> "8=FIX.4.1|9=122|35=D|34=215|49=CLIENT12|"<>
...> "52=20100225-19:41:57.316|56=B|1=Marcel|11=13346|"<>
...> "21=1|40=2|44=5|54=1|59=0|60=20100225-19:39:52.020|10=072|")
...> .parsed.msg_map
iex> FMsgMapSupport.get_tag_value_mandatory_ints(msg_map, [:BodyLength, :Price, :ClOrdID])
{[122, 5, 13346], []}
iex> FMsgMapSupport.get_tag_value_mandatory_ints(msg_map, [:BodyLength, :Price, :HandlInst, :SenderCompID, :Account])
{[122, 5, 1, nil, nil], ["invalid val on tag SenderCompID(49)", "invalid val on tag Account(1)"]}