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gofix

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README

gofix

Tests golangci-lint GoDoc

A FIX Protocol engine for Go, maintained by Appital.

⚠️ Warning
gofix is an experimental fork built for Appital's own use. We do not support it for any other use. Its API and behaviour may change without notice, and we do not currently plan to accept outside feature requests or provide help with integration. For most projects we strongly recommend the upstream QuickFIX/Go library instead.

Why a fork?

gofix is a direct fork of QuickFIX/Go, taken at v0.9.12. QuickFIX/Go is a mature, well-tested engine and remains the base of this one; nearly all of the session, store, log and data-dictionary code here is theirs.

We forked to drop QuickFIX/Go's compatibility constraints. As a widely used library, upstream has to keep its public API, its behaviour and its generated-code layout stable. That limits which changes it can accept, especially changes for performance and for running many sessions in one process. gofix does not make those guarantees, so we can:

  • Change the API and behaviour when it helps. For example, ReuseIncomingMessages shortens how long a received *Message is valid, and UseTCPProxy=Y now requires a PROXY protocol header on every connection.
  • Cut allocations and syscalls on the hot path. Parsing, validating and building messages, field lookup and repeating groups have been reworked to allocate little or nothing per message. The write loop now batches outbound messages.
  • Scale to many sessions. We fixed write-loop busy-waiting that saturated the CPU once there were more sessions than spare cores.
  • Add settings we need in production. These include MaxMessagesPerSecond rate limiting, LogoutTimeout on acceptor sessions and a Metrics interface for connection metrics, with an optional Prometheus implementation.
  • Keep generated code alongside the engine. The FIX 4.0 to 5.0SP2 packages are generated into gen/ from spec/ under the github.com/appital/gofix/gen module path. They are not published as separate repositories.

gofix is not a drop-in replacement for QuickFIX/Go. The package is named gofix, the import paths are different, and breaking changes are listed under BREAKING CHANGES in CHANGELOG.md. When upstream fixes are relevant, we port them by hand.

Features

Inherited from QuickFIX/Go:

  • FIX versions 4.0 to 5.0SP2
  • Spec-driven run-time message validation
  • Spec-driven code generation of type-safe FIX messages, fields and repeating groups
  • Session state storage: SQL, on-disk or in-memory
  • Logging: file, screen, SQL or composite
  • Daily and weekly session scheduling
  • TLS support
  • The QuickFIX acceptance test suite

Installation

go get github.com/appital/gofix

import "github.com/appital/gofix"

Generated Code

The generated message, field, tag and enum packages are not checked in. To generate them into gen/, run:

make generate             # or: make generate-udecimal

Then import them from github.com/appital/gofix/gen/..., for example github.com/appital/gofix/gen/fix44/newordersingle.

Generated code has the .generated.go suffix. To change it, edit the generator in cmd/generate-fix. For applications with a custom FIX spec, run go run ./cmd/generate-fix --help to see how to generate code from your own XML.

Applications

Unlike QuickFIX/Go, gofix.Application has one method, FromApp. The other callbacks are optional, and the engine calls each one that the application passed to NewAcceptor or NewInitiator implements:

  • gofix.SessionHandler: OnCreate, OnLogon and OnLogout.
  • gofix.MessageInterceptor: ToAdmin, FromAdmin and ToApp.

Each callback also has an interface of its own, such as gofix.FromAdminInterceptor, so an application can implement only the ones it needs.

NewAcceptor and NewInitiator return an error if the application has one of these methods with the wrong signature, since it would never be called. A compile-time assertion for each interface your application is meant to implement catches the mistake earlier:

var (
	_ gofix.Application          = (*myApp)(nil)
	_ gofix.SessionHandler       = (*myApp)(nil)
	_ gofix.FromAdminInterceptor = (*myApp)(nil)
)

A *gofix.MessageRouter is itself an Application, so it can be passed to NewAcceptor or NewInitiator directly.

Metrics

gofix does not record metrics itself. To count the messages and bytes each session sends and receives, implement gofix.MetricsFactory and pass it to NewAcceptor or NewInitiator with gofix.WithMetrics. See docs/METRICS.md for an example.

For Prometheus, use the separate github.com/appital/gofix/metrics/prometheus module, which keeps the Prometheus client out of the core module:

import (
	gofixprom "github.com/appital/gofix/metrics/prometheus"
	"github.com/prometheus/client_golang/prometheus"
)

metrics, err := gofixprom.NewMetricsFactory(prometheus.DefaultRegisterer)
...
acceptor, err := gofix.NewAcceptor(app, storeFactory, settings, logFactory, gofix.WithMetrics(metrics))

It records gofix_outgoing_message_count, gofix_outgoing_message_bytes, gofix_incoming_message_count and gofix_incoming_message_bytes, labelled by sessionID.

Documentation

Development

Build and Test

The default make target runs go vet and the unit tests:

make

A VS Code dev container config is in .devcontainer/ if you want a ready-made environment.

Acceptance Tests

The acceptance suite is the same one used across all QuickFIX implementations, and it needs Ruby on your PATH:

make generate
make build-test-srv
make accept
Benchmarking

Performance changes should come with measurements. The repository includes a benchmark corpus, per-layer micro-benchmarks and a full-stack load generator:

# record a baseline, make a change, then compare
make bench-baseline
make bench
make bench-compare

# profile one benchmark
make bench-profile BENCH=BenchmarkRoundTrip

# full-stack load test over loopback TCP, with profiles
make generate
make loadtest

For details, see docs/BENCHMARKING.md.

Licensing

gofix is derived from QuickFIX/Go and is distributed under the QuickFIX Software License. For its terms, see LICENSE.

This product includes software developed by quickfixengine.org (https://www.quickfixengine.org/).

Documentation

Overview

Package gofix is a full featured messaging engine for the FIX protocol. It is based on the open source QuickFIX/Go engine, with some performance improvements and breaking API changes from the original library. The original QuickFIX/Go library is a 100% Go open source implementation of the popular C++ QuickFIX engine (http://quickfixengine.org).

Warning

gofix is an experimental fork built for Appital's own use. We do not support it for any other use. Its API and behaviour may change without notice, and we do not plan to accept outside feature requests or provide help with integration. For most projects we strongly recommend the upstream QuickFIX/Go library instead.

The QuickFIX/Go user manual at https://quickfixengine.org/go/documentation/ still covers most configuration and concepts. Where gofix differs, see CHANGELOG.md and the config package.

Index

Constants

View Source 
const (
	BeginStringFIX40  = "FIX.4.0"
	BeginStringFIX41  = "FIX.4.1"
	BeginStringFIX42  = "FIX.4.2"
	BeginStringFIX43  = "FIX.4.3"
	BeginStringFIX44  = "FIX.4.4"
	BeginStringFIXT11 = "FIXT.1.1"
)

FIX BeginString string values.

View Source 
const (
	ApplVerIDFIX27    = "0"
	ApplVerIDFIX30    = "1"
	ApplVerIDFIX40    = "2"
	ApplVerIDFIX41    = "3"
	ApplVerIDFIX42    = "4"
	ApplVerIDFIX43    = "5"
	ApplVerIDFIX44    = "6"
	ApplVerIDFIX50    = "7"
	ApplVerIDFIX50SP1 = "8"
	ApplVerIDFIX50SP2 = "9"
)

FIX ApplVerID string values.

View Source 
const (
	UserDefinedTagMin int = 5000
)

Variables

View Source 
var ErrDoNotSend = errors.New("Do Not Send") //nolint:staticcheck // ST1005: exported message kept for compatibility.

ErrDoNotSend is a convenience error to indicate a DoNotSend in ToApp.

Functions

func GetExpectedSenderNum 

func GetExpectedSenderNum(sessionID SessionID) (int, error)

GetExpectedSenderNum retrieves the expected sender sequence number for the session matching the session id. It uses the DefaultRegistry.

func GetExpectedTargetNum 

func GetExpectedTargetNum(sessionID SessionID) (int, error)

GetExpectedTargetNum retrieves the next target sequence number for the session matching the session id. It uses the DefaultRegistry.

func ParseMessage 

func ParseMessage(msg *Message, rawMessage *bytes.Buffer) (err error)

ParseMessage constructs a Message from a byte slice wrapping a FIX message.

func ParseMessageWithDataDictionary 

func ParseMessageWithDataDictionary(
	msg *Message,
	rawMessage *bytes.Buffer,
	transportDataDictionary *datadictionary.DataDictionary,
	appDataDictionary *datadictionary.DataDictionary,
) (err error)

ParseMessageWithDataDictionary constructs a Message from a byte slice wrapping a FIX message using an optional session and application DataDictionary for reference.

func ResetSession 

func ResetSession(sessionID SessionID) error

ResetSession resets session's sequence numbers. It uses the DefaultRegistry.

func Send 

func Send(m Messagable) (err error)

Send determines the session to send Messagable using header fields BeginString, TargetCompID, SenderCompID. It uses the DefaultRegistry.

func SendToTarget 

func SendToTarget(m Messagable, sessionID SessionID) error

SendToTarget sends a message based on the sessionID. Convenient for use in FromApp since it provides a session ID for incoming messages. It uses the DefaultRegistry.

func SetNextSenderMsgSeqNum 

func SetNextSenderMsgSeqNum(sessionID SessionID, seqNum int) error

SetNextSenderMsgSeqNum sets the next outgoing message sequence number for the session matching the session id. It uses the DefaultRegistry.

func SetNextTargetMsgSeqNum 

func SetNextTargetMsgSeqNum(sessionID SessionID, seqNum int) error

SetNextTargetMsgSeqNum set the next expected target message sequence number for the session matching the session id. It uses the DefaultRegistry.

func UnregisterSession 

func UnregisterSession(sessionID SessionID) error

UnregisterSession removes a session from the set of known sessions. It uses the DefaultRegistry.

Types

type Acceptor 

type Acceptor struct {
	// contains filtered or unexported fields
}

Acceptor accepts connections from FIX clients and manages the associated sessions.

func NewAcceptor 

func NewAcceptor(app Application, storeFactory MessageStoreFactory, settings *Settings, logFactory LogFactory, opts ...Option) (a *Acceptor, err error)

NewAcceptor creates and initializes a new Acceptor. It returns an error if app has an optional callback method that would never be called; see Application.

func (*Acceptor) Registry 

func (a *Acceptor) Registry() *Registry

Registry returns the Registry the Acceptor's sessions are registered in.

func (*Acceptor) RemoteAddr 

func (a *Acceptor) RemoteAddr(sessionID SessionID) (net.Addr, bool)

RemoteAddr gets remote IP address for a given session.

func (*Acceptor) SetConnectionValidator 

func (a *Acceptor) SetConnectionValidator(validator ConnectionValidator)

SetConnectionValidator sets an optional connection validator. Use it when you need a custom authentication logic that includes lower level interactions, like mTLS auth or IP whitelistening. To remove a previously set validator call it with a nil value: 

a.SetConnectionValidator(nil)

func (*Acceptor) SetNewListenerCallback 

func (a *Acceptor) SetNewListenerCallback(cb NewListenerCallback)

SetNewListenerCallback allows the creator of the Acceptor to specify the callback used to create each net.Listener which will be used in the Start() method.

func (*Acceptor) SetTLSConfig 

func (a *Acceptor) SetTLSConfig(tlsConfig *tls.Config)

SetTLSConfig allows the creator of the Acceptor to specify a fully customizable tls.Config of their choice, which will be used in the Start() method.

Note: when the caller explicitly provides a tls.Config with this function, it takes precendent over TLS settings specified in the acceptor's settings.GlobalSettings(), meaning that the `settings.GlobalSettings()` object is not inspected or used for the creation of the tls.Config.

func (*Acceptor) Start 

func (a *Acceptor) Start() (err error)

Start accepting connections.

func (*Acceptor) Stop 

func (a *Acceptor) Stop()

Stop logs out existing sessions, close their connections, and stop accepting new connections.

type Application 

type Application interface {
	// FromApp notification of app message being received from target.
	FromApp(message *Message, sessionID SessionID) MessageRejectError
}

Application is implemented by FIX applications to receive application messages from a session. FromApp is the only callback an application must implement.

An Application may also implement any of the other callbacks: those in SessionHandler, to be told about session lifecycle events, and those in MessageInterceptor, to inspect, modify or veto messages as they cross the session. Each callback has its own interface, such as FromAdminInterceptor, so an application can implement only the ones it needs. The engine checks for them once, when it creates each session. Leaving one out has the same effect as implementing it with an empty method: inbound admin messages are accepted and every send goes ahead.

NewAcceptor and NewInitiator return an error if the application has a method named after one of these callbacks whose signature does not match, since the engine would never call it. For example, an acceptor that authenticates Logons in FromAdmin, but declares FromAdmin to return error instead of MessageRejectError, would otherwise accept every Logon without checking it. A compile-time assertion for each interface the application is meant to implement catches the same mistake earlier: 

var (
	_ gofix.Application          = (*myApp)(nil)
	_ gofix.SessionHandler       = (*myApp)(nil)
	_ gofix.FromAdminInterceptor = (*myApp)(nil)
)

type Body 

type Body struct{ FieldMap }

Body is the primary application section of a FIX message.

func (*Body) Init 

func (b *Body) Init()

Init initializes the FIX message.

func (Body) Len 

func (t Body) Len() int

func (Body) Less 

func (t Body) Less(i, j int) bool

func (Body) Swap 

func (t Body) Swap(i, j int)

type ConditionallyRequiredSetting 

type ConditionallyRequiredSetting struct {
	Setting string
}

ConditionallyRequiredSetting indicates a missing setting.

func (ConditionallyRequiredSetting) Error 

func (e ConditionallyRequiredSetting) Error() string

type ConnectionValidator 

type ConnectionValidator interface {
	// Validate the connection for validity. This can be a part of authentication process.
	// For example, you may tie up a SenderCompID to an IP range, or to a specific TLS certificate as a part of mTLS.
	Validate(netConn net.Conn, session SessionID) error
}

ConnectionValidator is an interface allowing to implement a custom authentication logic.

type FIXBoolean 

type FIXBoolean bool

FIXBoolean is a FIX Boolean value, implements FieldValue.

func (FIXBoolean) Bool 

func (f FIXBoolean) Bool() bool

Bool converts the FIXBoolean value to bool.

func (*FIXBoolean) Read 

func (f *FIXBoolean) Read(bytes []byte) error

func (FIXBoolean) Write 

func (f FIXBoolean) Write() []byte

type FIXBytes 

type FIXBytes []byte

FIXBytes is a generic FIX field value, implements FieldValue. Enables zero copy read from a FieldMap.

func (*FIXBytes) Read 

func (f *FIXBytes) Read(bytes []byte) (err error)

func (FIXBytes) Write 

func (f FIXBytes) Write() []byte

type FIXDecimal 

type FIXDecimal struct {
	decimal.Decimal

	// Scale is the number of digits after the decimal point when Writing the field value as a FIX value.
	Scale int32
}

FIXDecimal is a FIX Float Value that implements an arbitrary precision fixed-point decimal. Implements FieldValue.

func (*FIXDecimal) Read 

func (d *FIXDecimal) Read(bytes []byte) (err error)

func (FIXDecimal) Write 

func (d FIXDecimal) Write() []byte

type FIXFloat 

type FIXFloat float64

FIXFloat is a FIX Float Value, implements FieldValue.

func (FIXFloat) Float64 

func (f FIXFloat) Float64() float64

Float64 converts the FIXFloat value to float64.

func (*FIXFloat) Read 

func (f *FIXFloat) Read(bytes []byte) error

func (FIXFloat) Write 

func (f FIXFloat) Write() []byte

type FIXInt 

type FIXInt int

FIXInt is a FIX Int Value, implements FieldValue.

func (FIXInt) Int 

func (f FIXInt) Int() int

Int converts the FIXInt value to int.

func (*FIXInt) Read 

func (f *FIXInt) Read(bytes []byte) error

func (FIXInt) Write 

func (f FIXInt) Write() []byte

type FIXString 

type FIXString string

FIXString is a FIX String Value, implements FieldValue.

func (*FIXString) Read 

func (f *FIXString) Read(bytes []byte) (err error)

func (FIXString) String 

func (f FIXString) String() string

func (FIXString) Write 

func (f FIXString) Write() []byte

type FIXUDecimal 

type FIXUDecimal struct {
	udecimal.Decimal

	// Scale is the number of digits after the decimal point when Writing the field value as a FIX value.
	Scale uint8
}

FIXUDecimal is a FIX Float Value that implements an arbitrary precision fixed-point udecimal. Implements FieldValue.

func (*FIXUDecimal) Read 

func (d *FIXUDecimal) Read(bytes []byte) (err error)

func (FIXUDecimal) Write 

func (d FIXUDecimal) Write() []byte

type FIXUTCTimestamp 

type FIXUTCTimestamp struct {
	time.Time
	Precision TimestampPrecision
}

FIXUTCTimestamp is a FIX UTC Timestamp value, implements FieldValue.

func (*FIXUTCTimestamp) Read 

func (f *FIXUTCTimestamp) Read(bytes []byte) (err error)

func (FIXUTCTimestamp) Write 

func (f FIXUTCTimestamp) Write() []byte

type Field 

type Field interface {
	FieldWriter
	FieldValueReader
}

Field is the interface implemented by all typed Fields in a Message.

type FieldGroup 

type FieldGroup interface {
	Tag() Tag
	Write() []TagValue
	Read([]TagValue) ([]TagValue, error)
}

FieldGroup is the interface implemented by all typed Groups in a Message.

type FieldGroupReader 

type FieldGroupReader interface {
	Tag() Tag
	Read([]TagValue) ([]TagValue, error)
}

FieldGroupReader is an interface for reading a FieldGroup.

type FieldGroupWriter 

type FieldGroupWriter interface {
	Tag() Tag
	Write() []TagValue
}

FieldGroupWriter is an interface for writing a FieldGroup.

type FieldMap 

type FieldMap struct {
	// contains filtered or unexported fields
}

FieldMap is a collection of fix fields that make up a fix message.

func (*FieldMap) Clear 

func (m *FieldMap) Clear()

Clear purges all fields from field map.

func (*FieldMap) CopyInto 

func (m *FieldMap) CopyInto(to *FieldMap)

CopyInto overwrites the given FieldMap with this one.

func (FieldMap) Get 

func (m FieldMap) Get(parser Field) MessageRejectError

Get parses out a field in this FieldMap. Returned reject may indicate the field is not present, or the field value is invalid.

func (FieldMap) GetBool 

func (m FieldMap) GetBool(tag Tag) (bool, MessageRejectError)

GetBool is a GetField wrapper for bool fields.

func (FieldMap) GetBytes 

func (m FieldMap) GetBytes(tag Tag) ([]byte, MessageRejectError)

GetBytes is a zero-copy GetField wrapper for []bytes fields.

func (FieldMap) GetField 

func (m FieldMap) GetField(tag Tag, parser FieldValueReader) MessageRejectError

GetField parses of a field with Tag tag. Returned reject may indicate the field is not present, or the field value is invalid.

func (FieldMap) GetGroup 

func (m FieldMap) GetGroup(parser FieldGroupReader) MessageRejectError

GetGroup is a Get function specific to Group Fields.

func (FieldMap) GetInt 

func (m FieldMap) GetInt(tag Tag) (int, MessageRejectError)

GetInt is a GetField wrapper for int fields.

func (FieldMap) GetString 

func (m FieldMap) GetString(tag Tag) (string, MessageRejectError)

GetString is a GetField wrapper for string fields.

func (FieldMap) GetTime 

func (m FieldMap) GetTime(tag Tag) (t time.Time, err MessageRejectError)

GetTime is a GetField wrapper for utc timestamp fields.

func (FieldMap) Has 

func (m FieldMap) Has(tag Tag) bool

Has returns true if the Tag is present in this FieldMap.

func (FieldMap) Len 

func (t FieldMap) Len() int

func (FieldMap) Less 

func (t FieldMap) Less(i, j int) bool

func (*FieldMap) Remove 

func (m *FieldMap) Remove(tag Tag)

Remove removes a tag from field map.

func (*FieldMap) Set 

func (m *FieldMap) Set(field FieldWriter) *FieldMap

Set is a setter for fields.

func (*FieldMap) SetBool 

func (m *FieldMap) SetBool(tag Tag, value bool) *FieldMap

SetBool is a SetField wrapper for bool fields.

func (*FieldMap) SetBytes 

func (m *FieldMap) SetBytes(tag Tag, value []byte) *FieldMap

SetBytes sets bytes.

func (*FieldMap) SetField 

func (m *FieldMap) SetField(tag Tag, field FieldValueWriter) *FieldMap

SetField sets the field with Tag tag.

func (*FieldMap) SetGroup 

func (m *FieldMap) SetGroup(field FieldGroupWriter) *FieldMap

SetGroup is a setter specific to group fields.

func (*FieldMap) SetInt 

func (m *FieldMap) SetInt(tag Tag, value int) *FieldMap

SetInt is a SetField wrapper for int fields.

func (*FieldMap) SetString 

func (m *FieldMap) SetString(tag Tag, value string) *FieldMap

SetString is a SetField wrapper for string fields.

func (FieldMap) Swap 

func (t FieldMap) Swap(i, j int)

func (FieldMap) Tags 

func (m FieldMap) Tags() []Tag

Tags returns all of the Field Tags in this FieldMap.

type FieldValue 

type FieldValue interface {
	FieldValueWriter
	FieldValueReader
}

The FieldValue interface is used to write/extract typed field values to/from raw bytes.

type FieldValueReader 

type FieldValueReader interface {
	// Read reads the contents of the `[]byte` into FieldValue.
	// Returns an error if there are issues in the data processing.
	Read([]byte) error
}

FieldValueReader is an interface for reading field values.

type FieldValueWriter 

type FieldValueWriter interface {
	// Write writes out the contents of the FieldValue to a `[]byte`.
	Write() []byte
}

FieldValueWriter is an interface for writing field values.

type FieldWriter 

type FieldWriter interface {
	Tag() Tag
	FieldValueWriter
}

FieldWriter is an interface for a writing a field.

type FromAdminInterceptor added in v0.4.0 

type FromAdminInterceptor interface {
	// FromAdmin notification of admin message being received from target.
	// Returning a MessageRejectError rejects the message; for a Logon, this
	// refuses the logon.
	FromAdmin(message *Message, sessionID SessionID) MessageRejectError
}

FromAdminInterceptor is implemented by an Application that wants to see, or reject, admin messages as they are received, for example to authenticate Logons. It is optional; see Application.

type Group 

type Group struct{ FieldMap }

Group is a group of fields occurring in a repeating group.

func (Group) Len 

func (t Group) Len() int

func (Group) Less 

func (t Group) Less(i, j int) bool

func (Group) Swap 

func (t Group) Swap(i, j int)

type GroupItem 

type GroupItem interface {
	// Tag returns the tag identifying this GroupItem.
	Tag() Tag

	// Read Parameter to Read is tagValues.  For most fields, only the first tagValue will be required.
	// The length of the slice extends from the tagValue mapped to the field to be read through the
	// following fields. This can be useful for GroupItems made up of repeating groups.
	//
	// The Read function returns the remaining tagValues not processed by the GroupItem. If there was a
	// problem reading the field, an error may be returned.
	Read([]TagValue) ([]TagValue, error)

	// Clone makes a copy of this GroupItem.
	Clone() GroupItem
}

GroupItem interface is used to construct repeating group templates.

func GroupElement 

func GroupElement(tag Tag) GroupItem

GroupElement returns a GroupItem made up of a single field.

type GroupTemplate 

type GroupTemplate []GroupItem

GroupTemplate specifies the group item order for a RepeatingGroup.

func (GroupTemplate) Clone 

func (gt GroupTemplate) Clone() GroupTemplate

Clone makes a copy of this GroupTemplate. 

type Header struct{ FieldMap }

Header is first section of a FIX Message.

func (*Header) Init 

func (h *Header) Init()

Init initializes the Header instance.

func (Header) Len 

func (t Header) Len() int

func (Header) Less 

func (t Header) Less(i, j int) bool

func (Header) Swap 

func (t Header) Swap(i, j int)

type IncorrectFormatForSetting 

type IncorrectFormatForSetting struct {
	Setting string
	Value   []byte
	Err     error
}

IncorrectFormatForSetting indicates a setting that is incorrectly formatted.

func (IncorrectFormatForSetting) Error 

func (e IncorrectFormatForSetting) Error() string

type Initiator 

type Initiator struct {
	// contains filtered or unexported fields
}

Initiator initiates connections and processes messages for all sessions.

func NewInitiator 

func NewInitiator(app Application, storeFactory MessageStoreFactory, appSettings *Settings, logFactory LogFactory, opts ...Option) (*Initiator, error)

NewInitiator creates and initializes a new Initiator. It returns an error if app has an optional callback method that would never be called; see Application.

func (*Initiator) Registry 

func (i *Initiator) Registry() *Registry

Registry returns the Registry the Initiator's sessions are registered in.

func (*Initiator) Start 

func (i *Initiator) Start() (err error)

Start Initiator.

func (*Initiator) Stop 

func (i *Initiator) Stop()

Stop Initiator.

type Log 

type Log interface {
	// OnIncoming log incoming fix message.
	OnIncoming([]byte)

	// OnOutgoing log outgoing fix message.
	OnOutgoing([]byte)

	// OnEvent log fix event.
	OnEvent(string)

	// OnEventf log fix event according to format specifier.
	OnEventf(string, ...any)
}

Log is a generic interface for logging FIX messages and events.

func GetLog 

func GetLog(sessionID SessionID) (Log, error)

GetLog returns the Log interface for session matching the session id. It uses the DefaultRegistry.

type LogFactory 

type LogFactory interface {
	// Create global log.
	Create() (Log, error)

	// CreateSessionLog session specific log.
	CreateSessionLog(sessionID SessionID) (Log, error)
}

The LogFactory interface creates global and session specific Log instances.

func NewNullLogFactory 

func NewNullLogFactory() LogFactory

NewNullLogFactory creates an instance of LogFactory that returns no-op loggers.

type Messagable 

type Messagable interface {
	ToMessage() *Message
}

Messagable is a Message or something that can be converted to a Message.

type Message 

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
	// contains filtered or unexported fields
}

Message is a FIX Message abstraction.

func NewMessage 

func NewMessage() *Message

NewMessage returns a newly initialized Message instance.

func (*Message) Bytes 

func (m *Message) Bytes() []byte

func (*Message) CopyInto 

func (m *Message) CopyInto(to *Message)

CopyInto erases the dest messages and copies the currency message content into it.

func (*Message) IsMsgTypeOf 

func (m *Message) IsMsgTypeOf(msgType string) bool

IsMsgTypeOf returns true if the Header contains MsgType (tag 35) field and its value is the specified one.

func (*Message) MsgType 

func (m *Message) MsgType() (string, MessageRejectError)

MsgType returns MsgType (tag 35) field's value.

func (*Message) String 

func (m *Message) String() string

func (*Message) ToMessage 

func (m *Message) ToMessage() *Message

ToMessage returns the message itself.

type MessageInterceptor 

type MessageInterceptor interface {
	ToAdminInterceptor
	FromAdminInterceptor
	ToAppInterceptor
}

MessageInterceptor is implemented by an Application that wants to inspect, modify or veto messages as they cross the session: admin messages in both directions, and application messages being sent. It is optional; see Application.

type MessageRejectError 

type MessageRejectError interface {
	error

	// RejectReason, tag 373 for session rejects, tag 380 for business rejects.
	RejectReason() int
	BusinessRejectRefID() string
	RefTagID() *Tag
	IsBusinessReject() bool
}

MessageRejectError is a type of error that can correlate to a message reject.

func ConditionallyRequiredFieldMissing 

func ConditionallyRequiredFieldMissing(tag Tag) MessageRejectError

ConditionallyRequiredFieldMissing indicates that the requested field could not be found in the FIX message.

func IncorrectDataFormatForValue 

func IncorrectDataFormatForValue(tag Tag) MessageRejectError

IncorrectDataFormatForValue returns an error indicating a field that cannot be parsed as the type required.

func InvalidMessageType 

func InvalidMessageType() MessageRejectError

InvalidMessageType returns an error to indicate an invalid message type.

func InvalidTagNumber 

func InvalidTagNumber(tag Tag) MessageRejectError

InvalidTagNumber returns a validation error for messages with invalid tags.

func NewBusinessMessageRejectError 

func NewBusinessMessageRejectError(err string, rejectReason int, refTagID *Tag) MessageRejectError

NewBusinessMessageRejectError returns a MessageRejectError with the given error mesage, reject reason, and optional reftagid. Reject is treated as a business level reject.

func NewBusinessMessageRejectErrorWithRefID 

func NewBusinessMessageRejectErrorWithRefID(err string, rejectReason int, businessRejectRefID string, refTagID *Tag) MessageRejectError

NewBusinessMessageRejectErrorWithRefID returns a MessageRejectError with the given error mesage, reject reason, refID, and optional reftagid. Reject is treated as a business level reject.

func NewMessageRejectError 

func NewMessageRejectError(err string, rejectReason int, refTagID *Tag) MessageRejectError

NewMessageRejectError returns a MessageRejectError with the given error message, reject reason, and optional reftagid.

func RequiredTagMissing 

func RequiredTagMissing(tag Tag) MessageRejectError

RequiredTagMissing returns a validation error when a required field cannot be found in a message.

func TagNotDefinedForThisMessageType 

func TagNotDefinedForThisMessageType(tag Tag) MessageRejectError

TagNotDefinedForThisMessageType returns an error for an invalid tag appearing in a message.

func TagSpecifiedWithoutAValue 

func TagSpecifiedWithoutAValue(tag Tag) MessageRejectError

TagSpecifiedWithoutAValue returns a validation error for when a field has no value.

func UnsupportedMessageType 

func UnsupportedMessageType() MessageRejectError

UnsupportedMessageType returns an error to indicate an unhandled message.

func ValueIsIncorrect 

func ValueIsIncorrect(tag Tag) MessageRejectError

ValueIsIncorrect returns an error indicating a field with value that is not valid.

type MessageRoute 

type MessageRoute func(msg *Message, sessionID SessionID) MessageRejectError

A MessageRoute is a function that can process a fromApp/fromAdmin callback.

type MessageRouter 

type MessageRouter struct {
	// contains filtered or unexported fields
}

A MessageRouter is a mutex for MessageRoutes. It implements Application, so it can be passed directly to NewAcceptor or NewInitiator.

func NewMessageRouter 

func NewMessageRouter(opts ...Option) *MessageRouter

NewMessageRouter returns an initialized MessageRouter instance. Pass WithRegistry when the router serves sessions registered in a Registry other than the DefaultRegistry.

func (MessageRouter) AddRoute 

func (c MessageRouter) AddRoute(beginString string, msgType string, router MessageRoute)

AddRoute adds a route to the MessageRouter instance keyed to begin string and msgType.

func (MessageRouter) FromApp 

func (c MessageRouter) FromApp(msg *Message, sessionID SessionID) MessageRejectError

FromApp routes an application message received from the counterparty. It makes MessageRouter an Application.

func (MessageRouter) Route 

func (c MessageRouter) Route(msg *Message, sessionID SessionID) MessageRejectError

Route may be called from the fromApp/fromAdmin callbacks. Messages that cannot be routed will be rejected with UnsupportedMessageType.

type MessageStore 

type MessageStore interface {
	NextSenderMsgSeqNum() int
	NextTargetMsgSeqNum() int

	IncrNextSenderMsgSeqNum() error
	IncrNextTargetMsgSeqNum() error

	SetNextSenderMsgSeqNum(next int) error
	SetNextTargetMsgSeqNum(next int) error

	CreationTime() time.Time
	SetCreationTime(time.Time)

	SaveMessage(seqNum int, msg []byte) error
	SaveMessageAndIncrNextSenderMsgSeqNum(seqNum int, msg []byte) error
	GetMessages(beginSeqNum, endSeqNum int) ([][]byte, error)
	IterateMessages(beginSeqNum, endSeqNum int, cb func([]byte) error) error

	Refresh() error
	Reset() error

	Close() error
}

The MessageStore interface provides methods to record and retrieve messages for resend purposes.

func GetMessageStore 

func GetMessageStore(sessionID SessionID) (MessageStore, error)

GetMessageStore returns the MessageStore interface for session matching the session id. It uses the DefaultRegistry.

type MessageStoreFactory 

type MessageStoreFactory interface {
	Create(sessionID SessionID) (MessageStore, error)
}

The MessageStoreFactory interface is used by session to create a session specific message store.

func NewMemoryStoreFactory 

func NewMemoryStoreFactory() MessageStoreFactory

NewMemoryStoreFactory returns a MessageStoreFactory instance that created in-memory MessageStores.

type Metrics 

type Metrics interface {
	// MessageSent is called for each message the write loop writes, with its
	// length in bytes.
	MessageSent(bytes int)

	// MessageReceived is called for each message the read loop parses, with
	// its length in bytes.
	MessageReceived(bytes int)
}

Metrics records connection activity for one session. Its methods are called from the read and write loops for every message, so they should be cheap and must be safe to call from different goroutines.

type MetricsFactory 

type MetricsFactory interface {
	CreateSessionMetrics(sessionID SessionID) Metrics
}

MetricsFactory creates the Metrics for each session. It is called once per session, including dynamic sessions, when the session is created.

type NewListenerCallback 

type NewListenerCallback func(address string, tlsConfig *tls.Config) (net.Listener, error)

NewListenerCallback is a function that returns a net.Listener for the given address and tls.Config struct.

type OnCreateHandler added in v0.4.0 

type OnCreateHandler interface {
	// OnCreate notification of a session being created.
	OnCreate(sessionID SessionID)
}

OnCreateHandler is implemented by an Application that wants to be told when a session is created. It is optional; see Application.

type OnLogonHandler added in v0.4.0 

type OnLogonHandler interface {
	// OnLogon notification of a session successfully logging on.
	OnLogon(sessionID SessionID)
}

OnLogonHandler is implemented by an Application that wants to be told when a session logs on. It is optional; see Application.

type OnLogoutHandler added in v0.4.0 

type OnLogoutHandler interface {
	// OnLogout notification of a session logging off or disconnecting.
	OnLogout(sessionID SessionID)
}

OnLogoutHandler is implemented by an Application that wants to be told when a session logs out. It is optional; see Application.

type Option 

type Option func(*options)

Option configures an Acceptor, Initiator or MessageRouter.

func WithMetrics 

func WithMetrics(f MetricsFactory) Option

WithMetrics sets the MetricsFactory that creates the Metrics each session records connection activity to. Without it nothing is recorded. It has no effect on a MessageRouter.

func WithRegistry 

func WithRegistry(r *Registry) Option

WithRegistry sets the Registry that sessions are registered in and looked up from. Without it the shared DefaultRegistry is used.

type Registry 

type Registry struct {
	// contains filtered or unexported fields
}

Registry is a set of sessions keyed by SessionID. Acceptors and Initiators register their sessions in a Registry, which is the shared DefaultRegistry unless WithRegistry is supplied.

func DefaultRegistry 

func DefaultRegistry() *Registry

DefaultRegistry returns the shared Registry used by Acceptors, Initiators and MessageRouters created without WithRegistry, and by the package level functions such as SendToTarget.

func NewRegistry 

func NewRegistry() *Registry

NewRegistry returns an empty Registry.

func (*Registry) GetExpectedSenderNum 

func (r *Registry) GetExpectedSenderNum(sessionID SessionID) (int, error)

GetExpectedSenderNum retrieves the expected sender sequence number for the session matching the session id.

func (*Registry) GetExpectedTargetNum 

func (r *Registry) GetExpectedTargetNum(sessionID SessionID) (int, error)

GetExpectedTargetNum retrieves the next target sequence number for the session matching the session id.

func (*Registry) GetLog 

func (r *Registry) GetLog(sessionID SessionID) (Log, error)

GetLog returns the Log interface for session matching the session id.

func (*Registry) GetMessageStore 

func (r *Registry) GetMessageStore(sessionID SessionID) (MessageStore, error)

GetMessageStore returns the MessageStore interface for session matching the session id.

func (*Registry) ResetSession 

func (r *Registry) ResetSession(sessionID SessionID) error

ResetSession resets session's sequence numbers.

func (*Registry) Send 

func (r *Registry) Send(m Messagable) (err error)

Send determines the session to send Messagable using header fields BeginString, TargetCompID, SenderCompID.

func (*Registry) SendToTarget 

func (r *Registry) SendToTarget(m Messagable, sessionID SessionID) error

SendToTarget sends a message based on the sessionID. Convenient for use in FromApp since it provides a session ID for incoming messages.

func (*Registry) SetNextSenderMsgSeqNum 

func (r *Registry) SetNextSenderMsgSeqNum(sessionID SessionID, seqNum int) error

SetNextSenderMsgSeqNum sets the next outgoing message sequence number for the session matching the session id.

func (*Registry) SetNextTargetMsgSeqNum 

func (r *Registry) SetNextTargetMsgSeqNum(sessionID SessionID, seqNum int) error

SetNextTargetMsgSeqNum set the next expected target message sequence number for the session matching the session id.

func (*Registry) UnregisterSession 

func (r *Registry) UnregisterSession(sessionID SessionID) error

UnregisterSession removes a session from the set of known sessions.

type RejectLogon 

type RejectLogon struct {
	Text string
}

RejectLogon indicates the application is rejecting permission to logon. Implements MessageRejectError.

func (RejectLogon) BusinessRejectRefID 

func (RejectLogon) BusinessRejectRefID() string

BusinessRejectRefID implements MessageRejectError.

func (RejectLogon) Error 

func (e RejectLogon) Error() string

func (RejectLogon) IsBusinessReject 

func (RejectLogon) IsBusinessReject() bool

IsBusinessReject implements MessageRejectError.

func (RejectLogon) RefTagID 

func (RejectLogon) RefTagID() *Tag

RefTagID implements MessageRejectError.

func (RejectLogon) RejectReason 

func (RejectLogon) RejectReason() int

RejectReason implements MessageRejectError.

type RepeatingGroup 

type RepeatingGroup struct {
	// contains filtered or unexported fields
}

RepeatingGroup is a FIX Repeating Group type.

func NewRepeatingGroup 

func NewRepeatingGroup(tag Tag, template GroupTemplate) *RepeatingGroup

NewRepeatingGroup returns an initilized RepeatingGroup instance.

func (*RepeatingGroup) Add 

func (f *RepeatingGroup) Add() *Group

Add appends a new group to the RepeatingGroup and returns the new Group.

func (RepeatingGroup) Clone 

func (f RepeatingGroup) Clone() GroupItem

Clone makes a copy of this RepeatingGroup (tag, template).

func (RepeatingGroup) Get 

func (f RepeatingGroup) Get(i int) *Group

Get returns the ith group in this RepeatingGroup.

func (RepeatingGroup) Len 

func (f RepeatingGroup) Len() int

Len returns the number of Groups in this RepeatingGroup.

func (*RepeatingGroup) Read 

func (f *RepeatingGroup) Read(tv []TagValue) ([]TagValue, error)

func (*RepeatingGroup) Reset 

func (f *RepeatingGroup) Reset()

Reset clears all groups from this RepeatingGroup, allowing the instance to be reused for a new message parse without reallocating the template and struct. This avoids the allocation overhead of calling NewRepeatingGroup for each parse.

func (RepeatingGroup) Tag 

func (f RepeatingGroup) Tag() Tag

Tag returns the Tag for this repeating Group.

func (RepeatingGroup) Write 

func (f RepeatingGroup) Write() []TagValue

Write returns tagValues for all Items in the repeating group ordered by Group sequence and Group template order.

type SessionHandler 

type SessionHandler interface {
	OnCreateHandler
	OnLogonHandler
	OnLogoutHandler
}

SessionHandler is implemented by an Application that wants to be told about all session lifecycle events. It is optional; see Application.

type SessionID 

type SessionID struct {
	BeginString, TargetCompID, TargetSubID, TargetLocationID, SenderCompID, SenderSubID, SenderLocationID, Qualifier string
}

SessionID is a unique identifier of a Session.

func (SessionID) IsFIXT 

func (s SessionID) IsFIXT() bool

IsFIXT returns true if the SessionID has a FIXT BeginString.

func (SessionID) String 

func (s SessionID) String() string

type SessionSettings 

type SessionSettings struct {
	// contains filtered or unexported fields
}

SessionSettings maps session settings to values with typed accessors.

func NewSessionSettings 

func NewSessionSettings() *SessionSettings

NewSessionSettings returns a newly initialized SessionSettings instance.

func (SessionSettings) BoolSetting 

func (s SessionSettings) BoolSetting(setting string) (bool, error)

BoolSetting returns the requested setting parsed as a boolean. Returns an error if the setting is not set or cannot be parsed as a bool.

func (*SessionSettings) DurationSetting 

func (s *SessionSettings) DurationSetting(setting string) (time.Duration, error)

DurationSetting returns the requested setting parsed as a time.Duration. Returns an error if the setting is not set or cannot be parsed as a time.Duration.

func (*SessionSettings) HasSetting 

func (s *SessionSettings) HasSetting(setting string) bool

HasSetting returns true if a setting is set, false if not.

func (*SessionSettings) Init 

func (s *SessionSettings) Init()

Init initializes or resets SessionSettings.

func (*SessionSettings) IntSetting 

func (s *SessionSettings) IntSetting(setting string) (int, error)

IntSetting returns the requested setting parsed as an int. Returns an errror if the setting is not set or cannot be parsed as an int.

func (*SessionSettings) RawSetting 

func (s *SessionSettings) RawSetting(setting string) ([]byte, error)

RawSetting is a settings accessor that returns the raw byte slice value of the setting. Returns an error if the setting is missing.

func (*SessionSettings) Set 

func (s *SessionSettings) Set(setting string, val string)

Set assigns a string value to a setting on SessionSettings.

func (*SessionSettings) SetRaw 

func (s *SessionSettings) SetRaw(setting string, val []byte)

SetRaw assigns a value to a setting on SessionSettings.

func (*SessionSettings) Setting 

func (s *SessionSettings) Setting(setting string) (string, error)

Setting is a settings string accessor. Returns an error if the setting is missing.

type Settings 

type Settings struct {
	// contains filtered or unexported fields
}

The Settings type represents a collection of global and session settings.

func NewSettings 

func NewSettings() *Settings

NewSettings creates a Settings instance.

func ParseSettings 

func ParseSettings(reader io.Reader) (*Settings, error)

ParseSettings creates and initializes a Settings instance with config parsed from a Reader. Returns error if the config is has parse errors.

func (*Settings) AddSession 

func (s *Settings) AddSession(sessionSettings *SessionSettings) (SessionID, error)

AddSession adds Session Settings to Settings instance. Returns an error if session settings with duplicate sessionID has already been added.

func (*Settings) GlobalSettings 

func (s *Settings) GlobalSettings() *SessionSettings

GlobalSettings are default setting inherited by all session settings.

func (*Settings) Init 

func (s *Settings) Init()

Init initializes or resets a Settings instance.

func (*Settings) SessionSettings 

func (s *Settings) SessionSettings() map[SessionID]*SessionSettings

SessionSettings return all session settings overlaying globalsettings.

type Tag 

type Tag int

Tag is a typed int representing a FIX tag.

func (Tag) IsHeader 

func (t Tag) IsHeader() bool

IsHeader returns true if tag belongs in the message header.

func (Tag) IsTrailer 

func (t Tag) IsTrailer() bool

IsTrailer returns true if tag belongs in the message trailer.

type TagValue 

type TagValue struct {
	// contains filtered or unexported fields
}

TagValue is a low-level FIX field abstraction.

func (TagValue) String 

func (tv TagValue) String() string

type TimestampPrecision 

type TimestampPrecision int

TimestampPrecision defines the precision used by FIXUTCTimestamp. 

const (
	Millis TimestampPrecision = iota
	Seconds
	Micros
	Nanos
)

All TimestampPrecisions supported by FIX.

type ToAdminInterceptor added in v0.4.0 

type ToAdminInterceptor interface {
	// ToAdmin notification of admin message being sent to target. The message
	// may be modified before it is sent, for example to add credentials to a
	// Logon.
	ToAdmin(message *Message, sessionID SessionID)
}

ToAdminInterceptor is implemented by an Application that wants to see, or modify, admin messages before they are sent. It is optional; see Application.

type ToAppInterceptor added in v0.4.0 

type ToAppInterceptor interface {
	// ToApp notification of app message being sent to target. Returning an
	// error, such as ErrDoNotSend, stops the message from being sent.
	ToApp(message *Message, sessionID SessionID) error
}

ToAppInterceptor is implemented by an Application that wants to see, modify or veto application messages before they are sent. It is optional; see Application.

type Trailer 

type Trailer struct{ FieldMap }

Trailer is the last section of a FIX message.

func (*Trailer) Init 

func (t *Trailer) Init()

Init initializes the FIX message.

func (Trailer) Len 

func (t Trailer) Len() int

func (Trailer) Less 

func (t Trailer) Less(i, j int) bool

func (Trailer) Swap 

func (t Trailer) Swap(i, j int)

type Validator 

type Validator interface {
	Validate(*Message) MessageRejectError
}

Validator validates a FIX message.

func NewValidator 

func NewValidator(settings ValidatorSettings, appDataDictionary, transportDataDictionary *datadictionary.DataDictionary) Validator

NewValidator creates a FIX message validator from the given data dictionaries.

type ValidatorSettings 

type ValidatorSettings struct {
	CheckFieldsOutOfOrder     bool
	RejectInvalidMessage      bool
	AllowUnknownMessageFields bool
	CheckUserDefinedFields    bool
	CheckFieldsHaveValues     bool
}

ValidatorSettings describe validation behavior.

Source Files

View all Source files

Directories

Path Synopsis
_test
loadgen command
Command loadgen drives a gofix acceptor and initiator against each other over loopback TCP at a controlled rate, and reports throughput, latency and allocation per message.
 Command loadgen drives a gofix acceptor and initiator against each other over loopback TCP at a controlled rate, and reports throughput, latency and allocation per message.
test-server command
cmd
generate-fix command
generate-fix/internal
Package internal in the cmd/generate-fix binary entrypoint proviodes the tooling for generating FIX bindings from XML spec files.
 Package internal in the cmd/generate-fix binary entrypoint proviodes the tooling for generating FIX bindings from XML spec files.
Package config declares settings for configuring QuickFIX/Go.
 Package config declares settings for configuring QuickFIX/Go.
Package datadictionary provides support for parsing and organizing FIX Data Dictionaries
 Package datadictionary provides support for parsing and organizing FIX Data Dictionaries
tape
Package tape generates a deterministic corpus ("tape") of representative FIX messages for benchmarking and load testing.
 Package tape generates a deterministic corpus ("tape") of representative FIX messages for benchmarking and load testing.
testsuite
log
composite
file
screen
sql
store
file
memory
sql

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