Non standard implementation of the FIX Protocol

TimelordUK / jspurefix

native typescript FIX engine

MIT License

58 stars 27 forks source link

Non standard implementation of the FIX Protocol #3

Closed aisfell closed 4 years ago

aisfell commented 4 years ago

Very nice library! I stumbled upon two issues when trying to connect to another implementation:

BodyLength is calculated in jspurefix including the BeginString and the BodyLength and it should be without, please see: https://btobits.com/fixopaedia/fixdic44/index.html?tag_9_BodyLength.html . It might be different depending on the FIX version but its clearly wrong for FIX.4.4
I'm not 100% sure your checksum calculation is correct but I'm very sure the tag is formed incorrcectly. It should always be exactly 3 characters with leading zeros and jspurefix encodes nubmers, e.g. 18 -> 18 but it should be 18 -> 018.

I have made these changes locally and it works fine now but would be nice to have this as part of a properly installed library.

TimelordUK commented 4 years ago

thanks a lot for pointing out these issues. I will take a look and get these fixed.

TimelordUK commented 4 years ago

this should now be fixed with 1.14

aisfell commented 4 years ago

Thanks for the update. Is it just me or did about 50% of the tests for 'npm test' fail?

TimelordUK commented 4 years ago

Alll tests seem to pass on the cloud they get automatically rerun. I’ll check again later today

On Mon, 24 Feb 2020 at 07:48, aisfell notifications@github.com wrote:

Thanks for the update. Is it just me or did about 50% of the tests for 'npm test' fail?

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aisfell commented 4 years ago

No hurry, try the https://github.com/TimelordUK/jspf-demo/ then you'll see what I'm talking about, or not... ;)

aisfell commented 4 years ago

The repo 'data/fix_repo.zip' did not unpack automatically, maybe an issue on my size. Anyhow, some jest tests might fail aswell but I can confirm that the body length and checksum are now correct. Thanks!