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1
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package Protocol::FIX::Parser; |
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2
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3
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11
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11
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69
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use strict; |
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11
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25
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11
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302
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4
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11
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11
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51
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use warnings; |
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11
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21
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11
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324
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5
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6
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11
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11
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59
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use List::Util qw/first/; |
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11
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22
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11
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1136
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7
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11
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11
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75
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use Protocol::FIX qw/humanize/; |
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11
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60
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11
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265
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8
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11
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11
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4264
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use Protocol::FIX::TagsAccessor; |
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11
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29
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11
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312
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9
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11
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11
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4502
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use Protocol::FIX::MessageInstance; |
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11
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27
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11
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19873
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10
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11
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our $VERSION = '0.07'; ## VERSION |
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12
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13
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=head1 NAME |
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14
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15
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Protocol::FIX::Parser - FIX messages parser |
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16
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17
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=cut |
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18
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19
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sub _parse_tag_pair { |
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20
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290
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290
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597
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my ($protocol, $pair, $check_value) = @_; |
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21
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290
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100
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542
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return unless $pair; |
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22
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23
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289
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100
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1750
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if ($pair =~ /^(\d{1,})($Protocol::FIX::TAG_SEPARATOR)(.*)$/) { |
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24
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286
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842
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my ($tag_id, $value) = ($1, $3); |
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25
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26
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286
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671
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my $field = $protocol->{fields_lookup}->{by_number}->{$tag_id}; |
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27
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286
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100
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636
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return (undef, "Protocol error: unknown tag '$tag_id' in tag pair '" . Protocol::FIX::humanize($pair) . "'") |
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28
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unless $field; |
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29
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30
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285
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50
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655
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return unless defined $3; |
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31
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32
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285
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100
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569
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return ([$field, $value]) unless $check_value; |
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33
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34
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return (undef, |
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35
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279
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100
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730
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"Protocol error: value for field '" . $field->{name} . "' does not pass validation in tag pair '" . Protocol::FIX::humanize($pair) . "'") |
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36
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unless $field->check_raw($value); |
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37
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38
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277
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923
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return ([$field, $value]); |
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39
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40
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} else { |
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41
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3
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100
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42
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if ($pair =~ /[\D$Protocol::FIX::TAG_SEPARATOR]+/) { |
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42
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2
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9
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return (undef, "Protocol error: sequence '" . Protocol::FIX::humanize($pair) . "' does not match tag pair"); |
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43
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} |
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44
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1
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4
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return; |
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45
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} |
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46
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} |
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47
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48
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=head1 METHODS (for protocol developers) |
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49
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50
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=head3 parse |
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51
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52
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parse($protocol, $buff_ref) |
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53
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54
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Tries to parse FIX message in the buffer refernce. Not for end-user usage; |
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55
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please refer to L. |
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56
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57
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=cut |
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58
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59
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sub parse { |
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60
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124
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124
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1
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268
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my ($protocol, $buff_ref) = @_; |
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61
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124
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192
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my $consumed_length = 0; |
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62
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63
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# this are fatal messages, i.e. point to developer error, hence we die |
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64
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124
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50
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385
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die("buffer is undefined, cannot parse") unless defined $buff_ref; |
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65
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124
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50
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327
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die("buffer is not scalar reference") unless ref($buff_ref) eq 'SCALAR'; |
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66
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67
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124
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219
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my $begin_string = $protocol->{begin_string}; |
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68
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124
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223
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my $buff_length = length($$buff_ref); |
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69
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70
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# no enough data |
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71
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124
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100
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419
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return (undef, undef) if $buff_length < length($begin_string); |
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72
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73
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114
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100
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333
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if (substr($$buff_ref, 0, length($begin_string)) ne $begin_string) { |
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74
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1
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6
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return (undef, "Mismatch protocol introduction, expected: $begin_string"); |
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75
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} |
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76
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77
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# no enough data |
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78
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113
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100
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244
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return if $buff_length == length($begin_string); |
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79
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80
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111
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1593
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my @header_pairs = split $Protocol::FIX::SEPARATOR, $$buff_ref, 3; |
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81
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82
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# minimal required fields: BeginString, MessageLength, MessageType, CheckSum |
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83
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111
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100
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371
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return (undef, "Protocol error: separator expecter right after $begin_string") |
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84
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if (@header_pairs < 2); |
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85
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86
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110
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249
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$consumed_length += length($begin_string) + 1; |
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87
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88
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# extract, but do not check-for-correctness body length |
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89
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110
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163
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my $body_length = do { |
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90
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110
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219
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my $pair_is_complete = @header_pairs > 2; |
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91
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110
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280
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my ($tag_pair, $err) = _parse_tag_pair($protocol, $header_pairs[1], $pair_is_complete); |
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92
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110
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100
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313
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return (undef, $err) unless $tag_pair; |
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93
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94
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104
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205
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my ($field, $value) = @$tag_pair; |
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95
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104
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100
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245
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if ($field->{name} ne 'BodyLength') { |
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96
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1
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10
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return (undef, "Protocol error: expected field 'BodyLength', but got '" . $field->{name} . "', in sequence '" . $header_pairs[1] . "'"); |
|
97
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} |
|
98
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103
|
100
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211
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return unless $pair_is_complete; |
|
99
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100
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98
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159
|
$consumed_length += length($header_pairs[1]) + 1; |
|
101
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98
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245
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$value; |
|
102
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|
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}; |
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103
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104
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98
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100
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385
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return (undef, undef) if $buff_length <= $consumed_length + $body_length; |
|
105
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# -1 is used to include separator |
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106
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29
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74
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my $trailer = substr($$buff_ref, $consumed_length + $body_length); |
|
107
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108
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# -1 is included as it is terminator / end of message boundary |
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109
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29
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311
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my @trailer_pairs = split $Protocol::FIX::SEPARATOR, $trailer, -1; |
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110
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111
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# 2 tags expected: checksum - empty(or may be new message) |
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112
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# the trailing SOH is included into BODY |
|
113
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29
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100
|
66
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160
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return (undef, undef) if (@trailer_pairs < 2) || !$trailer_pairs[0]; |
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114
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# from here we assume $body_length is valid |
|
115
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116
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22
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47
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my $checksum_pair = $trailer_pairs[0]; |
|
117
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22
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32
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my $body; |
|
118
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22
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32
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my $checksum = do { |
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119
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22
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50
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my ($tag_pair, $err) = _parse_tag_pair($protocol, $checksum_pair, 1); |
|
120
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22
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50
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64
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return (undef, $err) if $err; |
|
121
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122
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22
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51
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my ($field, $value) = @$tag_pair; |
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123
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22
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50
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62
|
if ($field->{name} ne 'CheckSum') { |
|
124
|
0
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|
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0
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return (undef, "Protocol error: expected field 'CheckSum', but got '" . $field->{name} . "', in sequence '" . $checksum_pair . "'"); |
|
125
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} |
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126
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127
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22
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70
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my $is_number = ($value =~ /^\d{3}$/); |
|
128
|
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129
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22
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100
|
66
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129
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if (!$is_number || ($is_number && ($value > 255))) { |
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100
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|
130
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|
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return (undef, |
|
131
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|
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|
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"Protocol error: value for field '" |
|
132
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|
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. $field->{name} |
|
133
|
3
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19
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. "' does not pass validation in tag pair '" |
|
134
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|
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. Protocol::FIX::humanize($checksum_pair) |
|
135
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. "'"); |
|
136
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|
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} |
|
137
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|
138
|
19
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61
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my $header_body = substr($$buff_ref, 0, $consumed_length + $body_length); |
|
139
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19
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36
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my $sum = 0; |
|
140
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19
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606
|
$sum += ord $_ for split //, $header_body; |
|
141
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19
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|
115
|
$sum %= 256; |
|
142
|
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|
|
143
|
19
|
100
|
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49
|
if ($sum != $value) { |
|
144
|
|
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|
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|
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return (undef, |
|
145
|
1
|
|
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7
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"Protocol error: Checksum mismatch; got $sum, expected $value for message '" . Protocol::FIX::humanize($header_body) . "'"); |
|
146
|
|
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|
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} |
|
147
|
18
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46
|
$body = substr($$buff_ref, $consumed_length, $body_length); |
|
148
|
18
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51
|
$value; |
|
149
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|
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|
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}; |
|
150
|
18
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|
58
|
my ($message, $error) = _parse_body($protocol, \$body); |
|
151
|
18
|
100
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|
72
|
return (undef, $error) if $error; |
|
152
|
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153
|
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|
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# checksum surrounded by separators |
|
154
|
11
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25
|
my $trailer_length = length($checksum_pair) + 1; |
|
155
|
11
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24
|
my $total_length = $consumed_length + $body_length + $trailer_length; |
|
156
|
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157
|
11
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|
32
|
$$buff_ref = substr $$buff_ref, $total_length; |
|
158
|
11
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|
60
|
return ($message, undef); |
|
159
|
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|
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} |
|
160
|
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161
|
|
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|
|
sub _parse_body { |
|
162
|
18
|
|
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18
|
|
42
|
my ($protocol, $body_ref) = @_; |
|
163
|
18
|
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211
|
my @pairs = split $Protocol::FIX::SEPARATOR, $$body_ref; |
|
164
|
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165
|
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|
|
my @tag_pairs = map { |
|
166
|
18
|
|
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53
|
my ($tag_pair, $err) = _parse_tag_pair($protocol, $_, 1); |
|
|
158
|
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269
|
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167
|
158
|
100
|
|
|
|
300
|
return (undef, $err) if $err; |
|
168
|
157
|
|
|
|
|
301
|
$tag_pair; |
|
169
|
|
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|
|
} @pairs; |
|
170
|
|
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|
171
|
17
|
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|
17
|
|
130
|
my $msg_pair_idx = first { $tag_pairs[$_]->[0]->{name} eq 'MsgType' } (0 .. @tag_pairs - 1); |
|
|
17
|
|
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|
|
55
|
|
|
172
|
17
|
100
|
|
|
|
90
|
return (undef, "Protocol error: 'MsgType' was not found in body") |
|
173
|
|
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|
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|
|
unless defined $msg_pair_idx; |
|
174
|
|
|
|
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|
175
|
16
|
|
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39
|
my $msg_type_pair = splice @tag_pairs, $msg_pair_idx, 1; |
|
176
|
|
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|
177
|
16
|
|
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|
38
|
my (undef, $msg_type) = @$msg_type_pair; |
|
178
|
16
|
|
|
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|
53
|
my $message = $protocol->{messages_lookup}->{by_number}->{$msg_type}; |
|
179
|
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|
# we don't die, as it might be possible to use custom message types |
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180
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|
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# http://fixwiki.org/fixwiki/MsgType |
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181
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16
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50
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43
|
return (undef, "Protocol error: MessageType '$msg_type' is not available") |
|
182
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|
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unless $message; |
|
183
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184
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16
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51
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my ($ta, $err) = _construct_tag_accessor($protocol, $message, \@tag_pairs, 1); |
|
185
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16
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100
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|
66
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return (undef, $err) if $err; |
|
186
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11
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62
|
return (Protocol::FIX::MessageInstance->new($message, $ta)); |
|
187
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} |
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188
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189
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|
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sub _construct_tag_accessor_component { |
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190
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17
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17
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|
37
|
my ($protocol, $composite, $tag_pairs) = @_; |
|
191
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17
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30
|
my $field = $tag_pairs->[0]->[0]; |
|
192
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193
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17
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39
|
my $sub_composite_name = $composite->{field_to_component}->{$field->{name}}; |
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194
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17
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53
|
my $composite_desc = $composite->{composite_by_name}->{$sub_composite_name}; |
|
195
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|
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|
|
|
|
# TODO: check for required in description? |
|
196
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17
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33
|
my ($sub_composite) = @$composite_desc; |
|
197
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17
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|
51
|
my ($ta, $error) = _construct_tag_accessor($protocol, $sub_composite, $tag_pairs, 0); |
|
198
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17
|
100
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|
49
|
return (undef, $error) if ($error); |
|
199
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16
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|
42
|
return ([$sub_composite => $ta]); |
|
200
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} |
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201
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202
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|
|
sub _construct_tag_accessor_field { |
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203
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121
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121
|
|
195
|
my (undef, undef, $tag_pairs) = @_; |
|
204
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205
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121
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150
|
my ($field, $value) = @{shift(@$tag_pairs)}; |
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|
121
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|
229
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206
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|
|
my $humanized_value = |
|
207
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|
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|
|
$field->has_mapping |
|
208
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121
|
100
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|
|
288
|
? $field->{values}->{by_id}->{$value} |
|
209
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|
|
: $value; |
|
210
|
121
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|
298
|
return ([$field => $humanized_value]); |
|
211
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|
|
} |
|
212
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|
213
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|
sub _construct_tag_accessor_group { |
|
214
|
12
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|
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12
|
|
31
|
my ($protocol, $composite, $tag_pairs) = @_; |
|
215
|
12
|
|
|
|
|
20
|
my ($field, $value) = @{shift(@$tag_pairs)}; |
|
|
12
|
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|
29
|
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|
216
|
|
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|
217
|
12
|
|
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|
|
33
|
my $composite_desc = $composite->{composite_by_name}->{$field->{name}}; |
|
218
|
|
|
|
|
|
|
# todo: check that group have required field? |
|
219
|
12
|
|
|
|
|
27
|
my ($sub_composite, undef) = @$composite_desc; |
|
220
|
|
|
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|
|
221
|
12
|
|
|
|
|
22
|
my @tag_accessors; |
|
222
|
12
|
|
|
|
|
54
|
for my $idx (1 .. $value) { |
|
223
|
20
|
|
|
|
|
56
|
my ($ta) = _construct_tag_accessor($protocol, $sub_composite, $tag_pairs, 0); |
|
224
|
|
|
|
|
|
|
return (undef, |
|
225
|
|
|
|
|
|
|
"Protocol error: cannot construct item #${idx} for " |
|
226
|
|
|
|
|
|
|
. $composite->{type} . " '" |
|
227
|
|
|
|
|
|
|
. $composite->{name} . "' (" |
|
228
|
|
|
|
|
|
|
. $sub_composite->{type} . " '" |
|
229
|
20
|
100
|
|
|
|
71
|
. $sub_composite->{name} . "')") |
|
230
|
|
|
|
|
|
|
unless $ta; |
|
231
|
19
|
|
|
|
|
40
|
push @tag_accessors, $ta; |
|
232
|
|
|
|
|
|
|
} |
|
233
|
11
|
|
|
|
|
32
|
return ([$sub_composite => \@tag_accessors]); |
|
234
|
|
|
|
|
|
|
} |
|
235
|
|
|
|
|
|
|
|
|
236
|
|
|
|
|
|
|
sub _construct_tag_accessor { |
|
237
|
53
|
|
|
53
|
|
104
|
my ($protocol, $composite, $tag_pairs, $fail_on_missing) = @_; |
|
238
|
|
|
|
|
|
|
|
|
239
|
53
|
|
|
|
|
74
|
my @direct_pairs; |
|
240
|
|
|
|
|
|
|
my %parsed_subcomposites; |
|
241
|
53
|
|
|
|
|
120
|
while (@$tag_pairs) { |
|
242
|
|
|
|
|
|
|
|
|
243
|
|
|
|
|
|
|
# non-destructive look ahead |
|
244
|
172
|
|
|
|
|
253
|
my $field = $tag_pairs->[0]->[0]; |
|
245
|
|
|
|
|
|
|
|
|
246
|
172
|
|
|
|
|
421
|
my $owner = $composite->{field_to_component}->{$field->{name}}; |
|
247
|
|
|
|
|
|
|
# do not look ahead too much, i.e. for group it is enough to construct just one item |
|
248
|
172
|
100
|
100
|
|
|
705
|
last if $parsed_subcomposites{$field->{name}} || ($owner && $parsed_subcomposites{$owner}); |
|
|
|
|
100
|
|
|
|
|
|
249
|
|
|
|
|
|
|
|
|
250
|
|
|
|
|
|
|
# The logic is following: |
|
251
|
|
|
|
|
|
|
# 1. try to construct sub-components (if there are fields pointing to them) |
|
252
|
|
|
|
|
|
|
# 2. otherwise try to construct field group |
|
253
|
|
|
|
|
|
|
# 3. or simple (single) field |
|
254
|
|
|
|
|
|
|
my $constructor = |
|
255
|
|
|
|
|
|
|
($owner && ($owner ne $composite->{name})) |
|
256
|
|
|
|
|
|
|
? \&_construct_tag_accessor_component |
|
257
|
163
|
100
|
100
|
|
|
724
|
: ($composite->{composite_by_name}->{$field->{name}}) ? $field->{type} eq 'NUMINGROUP' |
|
|
|
100
|
|
|
|
|
|
|
|
|
100
|
|
|
|
|
|
|
258
|
|
|
|
|
|
|
? \&_construct_tag_accessor_group |
|
259
|
|
|
|
|
|
|
: \&_construct_tag_accessor_field |
|
260
|
|
|
|
|
|
|
: undef; |
|
261
|
|
|
|
|
|
|
|
|
262
|
163
|
100
|
|
|
|
285
|
if ($constructor) { |
|
263
|
150
|
|
|
|
|
270
|
my ($ta_descr, $error) = $constructor->($protocol, $composite, $tag_pairs); |
|
264
|
150
|
100
|
|
|
|
279
|
return (undef, $error) if ($error); |
|
265
|
148
|
|
|
|
|
251
|
my ($sub_composite, $tags_accessor) = @$ta_descr; |
|
266
|
148
|
|
|
|
|
268
|
push @direct_pairs, $sub_composite => $tags_accessor; |
|
267
|
148
|
|
|
|
|
482
|
$parsed_subcomposites{$sub_composite->{name}} = 1; |
|
268
|
|
|
|
|
|
|
} else { |
|
269
|
|
|
|
|
|
|
# the error can occur only for top-level message |
|
270
|
|
|
|
|
|
|
return (undef, |
|
271
|
13
|
100
|
|
|
|
53
|
"Protocol error: field '" . $field->{name} . "' was not expected in " . $composite->{type} . " '" . $composite->{name} . "'") |
|
272
|
|
|
|
|
|
|
if $fail_on_missing; |
|
273
|
10
|
|
|
|
|
15
|
last; |
|
274
|
|
|
|
|
|
|
} |
|
275
|
|
|
|
|
|
|
} |
|
276
|
48
|
|
50
|
|
|
74
|
for my $mandatory_composite (@{$composite->{mandatory_composites} // []}) { |
|
|
48
|
|
|
|
|
131
|
|
|
277
|
83
|
100
|
|
|
|
183
|
if (!exists $parsed_subcomposites{$mandatory_composite}) { |
|
278
|
1
|
|
|
|
|
12
|
return (undef, "Protocol error: '$mandatory_composite' is mandatory for " . $composite->{type} . " '" . $composite->{name} . "'"); |
|
279
|
|
|
|
|
|
|
} |
|
280
|
|
|
|
|
|
|
} |
|
281
|
47
|
100
|
|
|
|
178
|
return (@direct_pairs ? Protocol::FIX::TagsAccessor->new(\@direct_pairs) : ()); |
|
282
|
|
|
|
|
|
|
} |
|
283
|
|
|
|
|
|
|
|
|
284
|
|
|
|
|
|
|
1; |