Closed a-dmitrovsky-db closed 3 years ago
Hi, if you're using decoder_v2, you should uncomment the default value setter as per : https://github.com/SBAM/mFAST/commit/a498d40308f1c98ee604986b5c89a71a26d4555f (can't figure out why it was commented in the first place)
This fixes error which occurs when parsing Eurex messages with mFAST.
Eurex schema uses constant length sequences in several places, e.g. in QuoteRequest message:
Unfortunately mFAST fails to properly handle that schema.
The problem boils down to code decoding sequence instruction:
Here value_storage is not initialized with initial (constant) value. Later, in
the value for constant field is not copied (and that's what was changed in original patch) and sequence length is considered to be 0 leaving all of sequence payload bytes unparsed.