java-fix-to-avro

FIX to Avro converter built with Java 21, enabling the use of custom FIX schemas and facilitating the generation of both Avro data and schema definitions.

Example

   // Use default schema
   FixConverter fixConverter = new FixConverter();
   String newOrderSingle = "8=FIX.4.4|9=123|35=D|49=SenderCompID|56=TargetCompID|"
       + "34=1|52=20231208-12:34:56|11=Order123|54=1|38=100|55=AAPL|44=50.00|10=242|";
   GenericRecord defaultRecord = fixConverter.convertToAvro(newOrderSingle,
       FixDefaultVersion.FIX_4_4);
   System.out.println(defaultRecord);

   Main main = new Main();
   // Use custom schema
   FixCustomVersion fixCustomVersion = new FixCustomVersion(
       FixDefaultVersion.FIX_4_4.getVersion(),    
       main.getSchemaPath("schemas/FIX44_custom.xml"));

   String newOrderSingleCustom = "8=FIX.4.4|9=123|35=XX|49=SenderCompID|56=TargetCompID|34=1|52"
       + "=20231208-12:34:56|11=Order123|54=1|38=100|55=AAPL|44=50.00|10=94|";
   
   GenericRecord customRecord = fixConverter.convertToAvro(newOrderSingleCustom,
       fixCustomVersion);
   System.out.println(customRecord);

   FixMessageParser parser = new FixMessageParser();
   String fixMessage = "8=FIX.4.4|9=123|35=D|49=SenderCompID|56=TargetCompID|34=1|52"
       .concat("=20231208-12:34:56|11=Order123|54=1|38=100|55=AAPL|44=50.00|10=242|");

   Map<String, Object> fieldCriteria = new HashMap<>();
   fieldCriteria.put("8", "FIX.4.4"); // verify version
   fieldCriteria.put("35", Arrays.asList("D", "G")); // MsgType must be "D" or "G"
   fieldCriteria.put("54", Arrays.asList("1", "2")); // Side must be "1" or "2"

   Map<String, String> parsedFields = parser.parse(fixMessage, FixDefaultVersion.FIX_4_4);

   FixMessageValidator validator = new FixMessageValidator();
   validator.validateFields(parsedFields, FixDefaultVersion.FIX_4_4, fieldCriteria);

   System.out.println("Valid!");
 }

License