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message.go
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message.go
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// Copyright (c) quickfixengine.org All rights reserved.
//
// This file may be distributed under the terms of the quickfixengine.org
// license as defined by quickfixengine.org and appearing in the file
// LICENSE included in the packaging of this file.
//
// This file is provided AS IS with NO WARRANTY OF ANY KIND, INCLUDING
// THE WARRANTY OF DESIGN, MERCHANTABILITY AND FITNESS FOR A
// PARTICULAR PURPOSE.
//
// See http://www.quickfixengine.org/LICENSE for licensing information.
//
// Contact [email protected] if any conditions of this licensing
// are not clear to you.
package quickfix
import (
"bytes"
"fmt"
"math"
"time"
"github.com/quickfixgo/quickfix/datadictionary"
)
// Header is first section of a FIX Message.
type Header struct{ FieldMap }
// msgparser contains message parsing vars needed to parse a string into a message.
type msgParser struct {
msg *Message
transportDataDictionary *datadictionary.DataDictionary
appDataDictionary *datadictionary.DataDictionary
rawBytes []byte
fieldIndex int
parsedFieldBytes *TagValue
trailerBytes []byte
foundBody bool
foundTrailer bool
}
// in the message header, the first 3 tags in the message header must be 8,9,35.
func headerFieldOrdering(i, j Tag) bool {
var ordering = func(t Tag) uint32 {
switch t {
case tagBeginString:
return 1
case tagBodyLength:
return 2
case tagMsgType:
return 3
}
return math.MaxUint32
}
orderi := ordering(i)
orderj := ordering(j)
switch {
case orderi < orderj:
return true
case orderi > orderj:
return false
}
return i < j
}
// Init initializes the Header instance.
func (h *Header) Init() {
h.initWithOrdering(headerFieldOrdering)
}
// Body is the primary application section of a FIX message.
type Body struct{ FieldMap }
// Init initializes the FIX message.
func (b *Body) Init() {
b.init()
}
// Trailer is the last section of a FIX message.
type Trailer struct{ FieldMap }
// In the trailer, CheckSum (tag 10) must be last.
func trailerFieldOrdering(i, j Tag) bool {
switch {
case i == tagCheckSum:
return false
case j == tagCheckSum:
return true
}
return i < j
}
// Init initializes the FIX message.
func (t *Trailer) Init() {
t.initWithOrdering(trailerFieldOrdering)
}
// Message is a FIX Message abstraction.
type Message struct {
Header Header
Trailer Trailer
Body Body
// ReceiveTime is the time that this message was read from the socket connection.
ReceiveTime time.Time
rawMessage *bytes.Buffer
// Slice of Bytes corresponding to the message body.
bodyBytes []byte
// Field bytes as they appear in the raw message.
fields []TagValue
}
// ToMessage returns the message itself.
func (m *Message) ToMessage() *Message { return m }
// parseError is returned when bytes cannot be parsed as a FIX message.
type parseError struct {
OrigError string
}
func (e parseError) Error() string { return fmt.Sprintf("error parsing message: %s", e.OrigError) }
// NewMessage returns a newly initialized Message instance.
func NewMessage() *Message {
m := new(Message)
m.Header.Init()
m.Body.Init()
m.Trailer.Init()
return m
}
// CopyInto erases the dest messages and copies the currency message content
// into it.
func (m *Message) CopyInto(to *Message) {
m.Header.CopyInto(&to.Header.FieldMap)
m.Body.CopyInto(&to.Body.FieldMap)
m.Trailer.CopyInto(&to.Trailer.FieldMap)
to.ReceiveTime = m.ReceiveTime
to.bodyBytes = make([]byte, len(m.bodyBytes))
copy(to.bodyBytes, m.bodyBytes)
to.fields = make([]TagValue, len(m.fields))
for i := range to.fields {
to.fields[i].init(m.fields[i].tag, m.fields[i].value)
}
}
// ParseMessage constructs a Message from a byte slice wrapping a FIX message.
func ParseMessage(msg *Message, rawMessage *bytes.Buffer) (err error) {
return ParseMessageWithDataDictionary(msg, rawMessage, nil, nil)
}
// ParseMessageWithDataDictionary constructs a Message from a byte slice wrapping a FIX message using an optional session and application DataDictionary for reference.
func ParseMessageWithDataDictionary(
msg *Message,
rawMessage *bytes.Buffer,
transportDataDictionary *datadictionary.DataDictionary,
appDataDictionary *datadictionary.DataDictionary,
) (err error) {
// Create msgparser before we go any further.
mp := &msgParser{
msg: msg,
transportDataDictionary: transportDataDictionary,
appDataDictionary: appDataDictionary,
}
mp.msg.rawMessage = rawMessage
mp.rawBytes = rawMessage.Bytes()
return doParsing(mp)
}
// doParsing executes the message parsing process.
func doParsing(mp *msgParser) (err error) {
mp.msg.Header.rwLock.Lock()
defer mp.msg.Header.rwLock.Unlock()
mp.msg.Body.rwLock.Lock()
defer mp.msg.Body.rwLock.Unlock()
mp.msg.Trailer.rwLock.Lock()
defer mp.msg.Trailer.rwLock.Unlock()
// Initialize for parsing.
mp.msg.Header.clearNoLock()
mp.msg.Body.clearNoLock()
mp.msg.Trailer.clearNoLock()
// Allocate expected message fields in one chunk.
fieldCount := bytes.Count(mp.rawBytes, []byte{'\001'})
if fieldCount == 0 {
return parseError{OrigError: fmt.Sprintf("No Fields detected in %s", string(mp.rawBytes))}
}
if cap(mp.msg.fields) < fieldCount {
mp.msg.fields = make([]TagValue, fieldCount)
} else {
mp.msg.fields = mp.msg.fields[0:fieldCount]
}
// Message must start with begin string, body length, msg type.
// Get begin string.
if mp.rawBytes, err = extractSpecificField(&mp.msg.fields[mp.fieldIndex], tagBeginString, mp.rawBytes); err != nil {
return
}
mp.msg.Header.add(mp.msg.fields[mp.fieldIndex : mp.fieldIndex+1])
// Get body length.
mp.fieldIndex++
mp.parsedFieldBytes = &mp.msg.fields[mp.fieldIndex]
if mp.rawBytes, err = extractSpecificField(mp.parsedFieldBytes, tagBodyLength, mp.rawBytes); err != nil {
return
}
mp.msg.Header.add(mp.msg.fields[mp.fieldIndex : mp.fieldIndex+1])
// Get msg type.
mp.fieldIndex++
mp.parsedFieldBytes = &mp.msg.fields[mp.fieldIndex]
if mp.rawBytes, err = extractSpecificField(mp.parsedFieldBytes, tagMsgType, mp.rawBytes); err != nil {
return
}
mp.msg.Header.add(mp.msg.fields[mp.fieldIndex : mp.fieldIndex+1])
// Start parsing.
mp.fieldIndex++
xmlDataLen := 0
xmlDataMsg := false
mp.trailerBytes = []byte{}
mp.foundBody = false
mp.foundTrailer = false
for {
mp.parsedFieldBytes = &mp.msg.fields[mp.fieldIndex]
if xmlDataLen > 0 {
mp.rawBytes, err = extractXMLDataField(mp.parsedFieldBytes, mp.rawBytes, xmlDataLen)
xmlDataLen = 0
xmlDataMsg = true
} else {
mp.rawBytes, err = extractField(mp.parsedFieldBytes, mp.rawBytes)
}
if err != nil {
return
}
switch {
case isHeaderField(mp.parsedFieldBytes.tag, mp.transportDataDictionary):
mp.msg.Header.add(mp.msg.fields[mp.fieldIndex : mp.fieldIndex+1])
case isTrailerField(mp.parsedFieldBytes.tag, mp.transportDataDictionary):
mp.msg.Trailer.add(mp.msg.fields[mp.fieldIndex : mp.fieldIndex+1])
mp.foundTrailer = true
case isNumInGroupField(mp.msg, []Tag{mp.parsedFieldBytes.tag}, mp.appDataDictionary):
parseGroup(mp, []Tag{mp.parsedFieldBytes.tag})
default:
mp.foundBody = true
mp.trailerBytes = mp.rawBytes
mp.msg.Body.add(mp.msg.fields[mp.fieldIndex : mp.fieldIndex+1])
}
if mp.parsedFieldBytes.tag == tagCheckSum {
break
}
if !mp.foundBody {
mp.msg.bodyBytes = mp.rawBytes
}
if mp.parsedFieldBytes.tag == tagXMLDataLen {
xmlDataLen, _ = mp.msg.Header.getIntNoLock(tagXMLDataLen)
}
mp.fieldIndex++
}
// This will happen if there are no fields in the body
if mp.foundTrailer && !mp.foundBody {
mp.trailerBytes = mp.rawBytes
mp.msg.bodyBytes = nil
}
// Body length would only be larger than trailer if fields out of order.
if len(mp.msg.bodyBytes) > len(mp.trailerBytes) {
mp.msg.bodyBytes = mp.msg.bodyBytes[:len(mp.msg.bodyBytes)-len(mp.trailerBytes)]
}
length := 0
for _, field := range mp.msg.fields {
switch field.tag {
case tagBeginString, tagBodyLength, tagCheckSum: // Tags do not contribute to length.
default:
length += field.length()
}
}
bodyLength, err := mp.msg.Header.getIntNoLock(tagBodyLength)
if err != nil {
err = parseError{OrigError: err.Error()}
} else if length != bodyLength && !xmlDataMsg {
err = parseError{OrigError: fmt.Sprintf("Incorrect Message Length, expected %d, got %d", bodyLength, length)}
}
return
}
// parseGroup iterates through a repeating group to maintain correct order of those fields.
func parseGroup(mp *msgParser, tags []Tag) {
mp.foundBody = true
dm := mp.msg.fields[mp.fieldIndex : mp.fieldIndex+1]
fields := getGroupFields(mp.msg, tags, mp.appDataDictionary)
for {
mp.fieldIndex++
mp.parsedFieldBytes = &mp.msg.fields[mp.fieldIndex]
mp.rawBytes, _ = extractField(mp.parsedFieldBytes, mp.rawBytes)
mp.trailerBytes = mp.rawBytes
// Is this field a member for the group.
if isGroupMember(mp.parsedFieldBytes.tag, fields) {
// Is this field a nested repeating group.
if isNumInGroupField(mp.msg, append(tags, mp.parsedFieldBytes.tag), mp.appDataDictionary) {
dm = append(dm, *mp.parsedFieldBytes)
tags = append(tags, mp.parsedFieldBytes.tag)
fields = getGroupFields(mp.msg, tags, mp.appDataDictionary)
continue
}
// Add the field member to the group.
dm = append(dm, *mp.parsedFieldBytes)
} else if isHeaderField(mp.parsedFieldBytes.tag, mp.transportDataDictionary) {
// Found a header tag for some reason..
mp.msg.Body.add(dm)
mp.msg.Header.add(mp.msg.fields[mp.fieldIndex : mp.fieldIndex+1])
break
} else if isTrailerField(mp.parsedFieldBytes.tag, mp.transportDataDictionary) {
// Found the trailer at the end of the message.
mp.msg.Body.add(dm)
mp.msg.Trailer.add(mp.msg.fields[mp.fieldIndex : mp.fieldIndex+1])
mp.foundTrailer = true
break
} else {
// Found a body field outside the group.
searchTags := []Tag{mp.parsedFieldBytes.tag}
// Is this a new group not inside the existing group.
if isNumInGroupField(mp.msg, searchTags, mp.appDataDictionary) {
// Add the current repeating group.
mp.msg.Body.add(dm)
// Cycle again with the new group.
dm = mp.msg.fields[mp.fieldIndex : mp.fieldIndex+1]
fields = getGroupFields(mp.msg, searchTags, mp.appDataDictionary)
continue
}
if len(tags) > 1 {
searchTags = tags[:len(tags)-1]
}
// Did this tag occur after a nested group and belongs to the parent group.
if isNumInGroupField(mp.msg, searchTags, mp.appDataDictionary) {
// Add the field member to the group.
dm = append(dm, *mp.parsedFieldBytes)
// Continue parsing the parent group.
fields = getGroupFields(mp.msg, searchTags, mp.appDataDictionary)
continue
}
// Add the repeating group.
mp.msg.Body.add(dm)
// Add the next body field.
mp.msg.Body.add(mp.msg.fields[mp.fieldIndex : mp.fieldIndex+1])
break
}
}
}
// isNumInGroupField evaluates if this tag is the start of a repeating group.
// tags slice will contain multiple tags if the tag in question is found while processing a group already.
func isNumInGroupField(msg *Message, tags []Tag, appDataDictionary *datadictionary.DataDictionary) bool {
if appDataDictionary != nil {
msgt, err := msg.msgTypeNoLock()
if err != nil {
return false
}
mm, ok := appDataDictionary.Messages[msgt]
if ok {
fields := mm.Fields
for idx, tag := range tags {
fd, ok := fields[int(tag)]
if ok {
if idx == len(tags)-1 {
if len(fd.Fields) > 0 {
return true
}
} else {
// Map nested fields.
newFields := make(map[int]*datadictionary.FieldDef)
for _, ff := range fd.Fields {
newFields[ff.Tag()] = ff
}
fields = newFields
}
}
}
}
}
return false
}
// getGroupFields gets the relevant fields for parsing a repeating group if this tag is the start of a repeating group.
// tags slice will contain multiple tags if the tag in question is found while processing a group already.
func getGroupFields(msg *Message, tags []Tag, appDataDictionary *datadictionary.DataDictionary) (fields []*datadictionary.FieldDef) {
if appDataDictionary != nil {
msgt, err := msg.msgTypeNoLock()
if err != nil {
return
}
mm, ok := appDataDictionary.Messages[msgt]
if ok {
fields := mm.Fields
for idx, tag := range tags {
fd, ok := fields[int(tag)]
if ok {
if idx == len(tags)-1 {
if len(fd.Fields) > 0 {
return fd.Fields
}
} else {
// Map nested fields.
newFields := make(map[int]*datadictionary.FieldDef)
for _, ff := range fd.Fields {
newFields[ff.Tag()] = ff
}
fields = newFields
}
}
}
}
}
return
}
// isGroupMember evaluates if this tag belongs to a repeating group.
func isGroupMember(tag Tag, fields []*datadictionary.FieldDef) bool {
for _, f := range fields {
if f.Tag() == int(tag) {
return true
}
}
return false
}
func isHeaderField(tag Tag, dataDict *datadictionary.DataDictionary) bool {
if tag.IsHeader() {
return true
}
if dataDict == nil {
return false
}
_, ok := dataDict.Header.Fields[int(tag)]
return ok
}
func isTrailerField(tag Tag, dataDict *datadictionary.DataDictionary) bool {
if tag.IsTrailer() {
return true
}
if dataDict == nil {
return false
}
_, ok := dataDict.Trailer.Fields[int(tag)]
return ok
}
// MsgType returns MsgType (tag 35) field's value.
func (m *Message) MsgType() (string, MessageRejectError) {
return m.Header.GetString(tagMsgType)
}
func (m *Message) msgTypeNoLock() (string, MessageRejectError) {
return m.Header.getStringNoLock(tagMsgType)
}
// IsMsgTypeOf returns true if the Header contains MsgType (tag 35) field and its value is the specified one.
func (m *Message) IsMsgTypeOf(msgType string) bool {
if v, err := m.MsgType(); err == nil {
return v == msgType
}
return false
}
// reverseRoute returns a message builder with routing header fields initialized as the reverse of this message.
func (m *Message) reverseRoute() *Message {
reverseMsg := NewMessage()
copyFunc := func(src Tag, dest Tag) {
var field FIXString
if m.Header.GetField(src, &field) == nil {
if len(field) != 0 {
reverseMsg.Header.SetField(dest, field)
}
}
}
copyFunc(tagSenderCompID, tagTargetCompID)
copyFunc(tagSenderSubID, tagTargetSubID)
copyFunc(tagSenderLocationID, tagTargetLocationID)
copyFunc(tagTargetCompID, tagSenderCompID)
copyFunc(tagTargetSubID, tagSenderSubID)
copyFunc(tagTargetLocationID, tagSenderLocationID)
copyFunc(tagOnBehalfOfCompID, tagDeliverToCompID)
copyFunc(tagOnBehalfOfSubID, tagDeliverToSubID)
copyFunc(tagDeliverToCompID, tagOnBehalfOfCompID)
copyFunc(tagDeliverToSubID, tagOnBehalfOfSubID)
// Tags added in 4.1.
var beginString FIXString
if m.Header.GetField(tagBeginString, &beginString) == nil {
if string(beginString) != BeginStringFIX40 {
copyFunc(tagOnBehalfOfLocationID, tagDeliverToLocationID)
copyFunc(tagDeliverToLocationID, tagOnBehalfOfLocationID)
}
}
return reverseMsg
}
func extractSpecificField(field *TagValue, expectedTag Tag, buffer []byte) (remBuffer []byte, err error) {
remBuffer, err = extractField(field, buffer)
switch {
case err != nil:
return
case field.tag != expectedTag:
err = parseError{OrigError: fmt.Sprintf("extractSpecificField: Fields out of order, expected %d, got %d", expectedTag, field.tag)}
return
}
return
}
func extractXMLDataField(parsedFieldBytes *TagValue, buffer []byte, dataLen int) (remBytes []byte, err error) {
endIndex := bytes.IndexByte(buffer, '=')
if endIndex == -1 {
err = parseError{OrigError: "extractField: No Trailing Delim in " + string(buffer)}
remBytes = buffer
return
}
endIndex += dataLen + 1
err = parsedFieldBytes.parse(buffer[:endIndex+1])
return buffer[(endIndex + 1):], err
}
func extractField(parsedFieldBytes *TagValue, buffer []byte) (remBytes []byte, err error) {
endIndex := bytes.IndexByte(buffer, '\001')
if endIndex == -1 {
err = parseError{OrigError: "extractField: No Trailing Delim in " + string(buffer)}
remBytes = buffer
return
}
err = parsedFieldBytes.parse(buffer[:endIndex+1])
return buffer[(endIndex + 1):], err
}
func (m *Message) Bytes() []byte {
if m.rawMessage != nil {
return m.rawMessage.Bytes()
}
return m.build()
}
func (m *Message) String() string {
if m.rawMessage != nil {
return m.rawMessage.String()
}
return string(m.build())
}
func formatCheckSum(value int) string {
return fmt.Sprintf("%03d", value)
}
// Build constructs a []byte from a Message instance.
func (m *Message) build() []byte {
m.cook()
var b bytes.Buffer
m.Header.write(&b)
m.Body.write(&b)
m.Trailer.write(&b)
return b.Bytes()
}
// Constructs a []byte from a Message instance, using the given bodyBytes.
// This is a workaround for the fact that we currently rely on the generated Message types to properly serialize/deserialize RepeatingGroups.
// In other words, we cannot go from bytes to a Message then back to bytes, which is exactly what we need to do in the case of a Resend.
// This func lets us pull the Message from the Store, parse it, update the Header, and then build it back into bytes using the original Body.
// Note: The only standard non-Body group is NoHops. If that is used in the Header, this workaround may fail.
func (m *Message) buildWithBodyBytes(bodyBytes []byte) []byte {
m.cook()
var b bytes.Buffer
m.Header.write(&b)
b.Write(bodyBytes)
m.Trailer.write(&b)
return b.Bytes()
}
func (m *Message) cook() {
bodyLength := m.Header.length() + m.Body.length() + m.Trailer.length()
m.Header.SetInt(tagBodyLength, bodyLength)
checkSum := (m.Header.total() + m.Body.total() + m.Trailer.total()) % 256
m.Trailer.SetString(tagCheckSum, formatCheckSum(checkSum))
}