Getting started

Installation

Create a new dotnet core 2.2 application and install DanubeDev.RapideFix nuget package. RapideFix classes and structs will be available under RapideFix default namespace.

What to parse

RapideFix primary goal is to parse FIX messages into POCO classes or structs. For this reason, our data source can be a low-level data type like byte or char. As we do not parse individual bytes or chars, the parsers can work with ReadOnlySpan's or ReadOnlyMemory's of bytes or chars. This way we can easily parse a byte array or a string, as both have an extension method for AsSpan().

In some use-cases we do not only want to parse a single message, but many messages. RapideFix provides a solution for this: individual messages or data streams can be parsed with the library. For individual messages we can simply use the message parsers, and for stream we use the stream parsers, both located under the Parsers namespace.

How to parse

When parsing into POCO, RapideFix distinguishes two scenarios:

1. parsing all messages (stream or individual) into the same C# type
2. parsing different type messages into different C# types

In the first case the output type of the parser is the user selected type, while in the second case it is most like to be type of object. As messages parser are generic to both input and output types, this is an important distinction between them.

Build your first FixParser

To get started we build a really simple parser, which can parse a string into a struct. To build such a parser we can use the help of a ParserBuilder. ParserBuilders can build multiple similar parsers using the same configuration.

Step 1. Add required usings

using RapideFix.Business.Data;
using RapideFix.ParserBuilders;
using RapideFix.Parsers;

Step 2. Create a parser

In this step we can provide the SOH character, which is the delimiter char for the fix tags.

IMessageParser<Quote, char> parser = new ParserBuilder<Quote>()
        .Build<char>(new MessageParserOptions() { SOHChar = '|' });

Step 3. Call the parser method

Quote quote = parser.Parse(message);

The final example

using System;
using RapideFix.Business.Data;
using RapideFix.ParserBuilders;
using RapideFix.Parsers;
using SampleRapideFix.Data;

namespace SampleRapideFix.Samples
{
  public class GettingStarted
  {
    public void ParserSample()
    {
      string message = "134=10|132=145|62=20190112-23:34:12|";
      IMessageParser<Quote, char> parser = new ParserBuilder<Quote>()
        .Build<char>(new MessageParserOptions() { SOHChar = '|' });

      Quote quote = parser.Parse(message);

      Console.WriteLine($"Quote Px {quote.Price}, Qty {quote.Quantity}, @{quote.Expiry.Hour}:{quote.Expiry.Minute}");
    }
  }
}

Notice that in the example above, we parse into Quote struct, which is a user defined type. This is defined in a separate file. Quote needs to mark its properties with FixTag attribute with the tag number:

using System;
using RapideFix.Attributes;

namespace SampleRapideFix.Data
{
  public struct Quote
  {
    [FixTag(134)]
    public int Quantity { get; set; }

    [FixTag(132)]
    public double Price { get; set; }

    [FixTag(62)]
    public DateTimeOffset Expiry { get; set; }
  }
}

The output of the sample:

Quote Px 145, Qty 10, @23:34

Next Steps

In the next steps take a look at creating custom message parsers or stream parsers.