fixparser

Parses and validates FIX (Financial Information Exchange) protocol messages across multiple versions (FIX.2.7 through FIX.5.0 SP2, FIXT.1.1) using a schema-driven approach that enforces field ordering, data types, and required/optional field constraints. The parser tokenizes raw FIX message streams (SOH-delimited), maps fields to version-specific schemas, and validates against the official FIX specification dictionary, returning structured message objects with field-level error reporting.

Constructs valid FIX protocol messages from structured field objects, automatically handling SOH delimitation, checksum calculation, message length computation, and version-specific field ordering. The generator enforces schema constraints (required fields, data type coercion, field sequence rules) and produces byte-accurate FIX message strings ready for transmission over socket connections or FIX gateways.

Processes multiple FIX messages in batches or streams, applying parsing, validation, and transformation to collections of messages with optimized throughput. The batch processor supports streaming input (e.g., from files or network streams), applies transformations in a pipeline, and can parallelize processing across multiple workers for high-volume scenarios.

Converts FIX messages between different formats (raw FIX strings, JSON, CSV, XML) and normalizes field representations (e.g., price formats, timestamp formats) to enable interoperability with non-FIX systems. The converter maintains semantic equivalence across formats and handles format-specific constraints (e.g., CSV field ordering, JSON nesting).

Maintains a comprehensive, version-aware schema registry that maps FIX field identifiers (numeric tags) to field names, data types, and constraints across all supported FIX versions. The schema system handles version-specific field additions, deprecations, and semantic changes, allowing a single parser/generator to transparently handle messages from different FIX versions without explicit version branching logic in application code.

Manages FIX session lifecycle including logon/logout handshakes, message sequence number tracking, heartbeat generation and validation, and gap detection/recovery. The session manager maintains bidirectional sequence counters, enforces FIX session rules (e.g., logon before trading), and generates appropriate FIX control messages (Logon, Logout, Resend Request, Sequence Reset) to maintain session integrity across network disruptions.

Routes parsed FIX messages to application-specific handlers based on message type (e.g., Execution Report, New Order Single, Market Data Snapshot), enabling event-driven processing of trading messages. The router maintains a registry of message type handlers, dispatches messages with context (session info, timestamp), and supports middleware-style pre/post processing hooks for logging, validation, and transformation.

Extracts specific fields from parsed FIX messages and applies type coercion, unit conversion, and business logic transformations. The extractor supports field path expressions (e.g., 'ClOrdID', 'Price'), handles optional fields with default values, and can apply custom transformation functions (e.g., converting price from string to decimal, extracting timestamp components).

Validates parsed or generated FIX messages against the FIX specification, checking for required fields, field data types, value ranges, and message-type-specific constraints. The validator produces detailed error reports identifying which fields violate constraints and provides suggestions for remediation, enabling developers to catch FIX compliance issues before messages are transmitted.

Captures and logs all FIX messages (inbound and outbound) with timestamps, sequence numbers, and session context, enabling audit trails and debugging. The logger supports multiple output formats (raw FIX, JSON, CSV) and can be configured to log selectively (e.g., only errors, only specific message types) to manage log volume in high-frequency trading scenarios.

Instruments FIX message processing to measure end-to-end latency, identify bottlenecks, and generate performance reports. The analyzer tracks message timestamps from receipt through parsing, routing, and handler execution, and can identify slow handlers or parsing bottlenecks that impact trading performance.

Allows registration of custom or proprietary FIX fields and message types beyond the standard FIX specification, enabling integration with venue-specific or counterparty-specific FIX extensions. The extension system maps custom field tags to names and types, and validates custom fields using the same schema-driven approach as standard FIX fields.