fix4j-assert

fix4j-assert is a library to assist in testing of applications using FIX protocol.

It's written in Java and is designed to be used along side your test frameworks of choice. e.g. JUnit, Spock, TestNG

Contact: fix4j.assert@gmail.com

Table of Contents

• Using fix4j-assert in your project
• Sending a fix message to your application
• Receiving a fix message from your application
• Quickstart/Example
• Using more descriptive message formats
• Debugging your tests
• Project Structure
• How to use fix4j-assert modules
  • Is your application compatible with FIX 5.0 SP2?
  • Is your application compatible with a QuickFix peer?

Using fix4j-assert in your project

via maven:

        <dependency>
            <groupId>org.fix4j</groupId>
            <artifactId>fix4j-assert-all</artifactId>
            <version>1.6</version>
            <scope>test</scope>
        </dependency>

via gradle:

        testCompile group: 'org.fix4j', name: 'fix4j-assert-all', version:'1.6'

Sending a fix message to your application

The example below shows how to send fix messages to your application using fix4j-assert:

session.send("35=V|262=AASDJKG790|263=0|264=20|267=2|269=0|269=1|146=3|55=GBP/USD|64=SP|55=AUD/USD|64=SP|55=USD/JPY|64=SP|");

Receiving a fix message from your application

In the example below, expect will throw an AssertionError if the next message to arrive does not match the given pattern. Note, the regular expression to match the requestId. Regular expressions begin and end in forward slashes.

session.expect("35=X|262=/AASDJKG\d+/);

Quickstart/Example

See here for an example showing the sending and receiving of FIX messages..

Using more descriptive message formats

You may have noticed that the format for sending a message and matching an incoming message is quite similar. They actually use the same underlying code base. fix4j-assert provides more descriptive message formats to make our tests more readable.

Below example with descriptors mixed in with fix tags and values:

session.send("[MsgType]35=V[MARKETDATAREQUEST]|" +
             "[MDReqID]262=AASDJKG790|" +
             "[SubscriptionRequestType]263=0[SNAPSHOT]|" +
             "[MarketDepth]264=20|" +
             "[NoMDEntryTypes]267=2|" +
                 "[MDEntryType]269=0[BID]|" +
                 "[MDEntryType]269=1[OFFER]|" +
             "[NoRelatedSym]146=3|" +
                 "[Symbol]55=GBP/USD|" +
                 "[SettlDate]64=SP|" +
                 "[Symbol]55=AUD/USD|" +
                 "[SettlDate]64=SP|" +
                 "[Symbol]55=USD/JPY|" +
                 "[SettlDate]64=SP|");

This example has some extra syntax next to group repeats:

session.expect("[MsgType]35=V[MARKETDATAREQUEST]|" +
               "[MDReqID]262=AASDJKG790|\n" +
               "[SubscriptionRequestType]263=0[SNAPSHOT]|" +
               "[MarketDepth]264=20|" +
               "[NoMDEntryTypes]267=2|" +
               "   1. [MDEntryType]269=0[BID]|" +
               "   2. [MDEntryType]269=1[OFFER]|" +
               "[NoRelatedSym]146=3|" +
               "   1. [Symbol]55=GBP/USD|" +
               "      [SettlDate]64=SP|" +
               "   2. [Symbol]55=AUD/USD|" +
               "      [SettlDate]64=SP|" +
               "   3. [Symbol]55=USD/JPY|" +
               "      [SettlDate]64=SP|");

For a more old school approach, you can use straight up ascii 0x0001 delimiters:

session.send("35=V\u0001262=AASDJKG790\u0001263=0\u0001264=20\u0001267=2\u0001269=0\u0001269=1\u0001146=3\u000155=GBP/USD\u000164=SP\u000155=AUD/USD\u000164=SP\u000155=USD/JPY\u000164=SP");

Or Ctrl-A delimiters:

session.send("35=V^A262=AASDJKG790^A263=0^A264=20^A267=2^A269=0^A269=1^A146=3^A55=GBP/USD^A64=SP^A55=AUD/USD^A64=SP^A55=USD/JPY^A64=SP");

See here for an example showing the usage of various message formats..

Debugging your tests

Debugging fix applications can often be difficult, given the asynchronous nature of the messaging combined with the obscure format of fix. fix4j-assert attempts to address this issue by providing detailed error messages when a test fails. In the example below, we were expecting a MarketDataRequest with one of the symbols being GBP/XXX.

FAILURE: FIX.4.4:SERVER_COMP_ID->CLIENT_COMP_ID: 
    1. Found message that matches: MsgTypeMatcher{expectedMsgType=V[MarketDataRequest]}
    2. But message does not match: [MDReqID]262=AASDJKG790|[SubscriptionRequestType]263=0[SNAPSHOT]|[NoRelatedSym]146=3|[Symbol]55=GBP/XXX|[Symbol]55=AUD/USD|[Symbol]55=USD/JPY|
    MATCH DETAILS::
        OK   [MDReqID]262: AASDJKG790 == AASDJKG790
        OK   [SubscriptionRequestType]263: 0[SNAPSHOT] == 0[SNAPSHOT]
        OK   [NoRelatedSym]146: 3 == 3
        FAIL [Symbol]55: GBP/USD != GBP/XXX
        OK   [Symbol]55: AUD/USD == AUD/USD
        OK   [Symbol]55: USD/JPY == USD/JPY
    MESSAGE RECEIVED::
        ------------------------------------------------------
        MarketDataRequest
        ------------------------------------------------------
        Header
            [BeginString]8=FIX.4.4
            [BodyLength]9=156
            [MsgSeqNum]34=2
            [MsgType]35=V[MARKETDATAREQUEST]
            [SenderCompID]49=CLIENT_COMP_ID
            [SendingTime]52=20141222-22:28:57.286
            [TargetCompID]56=SERVER_COMP_ID
        Body
            [MDReqID]262=AASDJKG790
            [SubscriptionRequestType]263=0[SNAPSHOT]
            [MarketDepth]264=20
            [NoRelatedSym]146=3
              1.[Symbol]55=GBP/USD
              2.[Symbol]55=AUD/USD
              3.[Symbol]55=USD/JPY
            [NoMDEntryTypes]267=2
              1.[MDEntryType]269=0[BID]
              2.[MDEntryType]269=1[OFFER]
        Trailer
            [CheckSum]10=156
RECENT INBOUND MESSAGES
    1. [BeginString]8=FIX.4.4|[BodyLength]9=83|[MsgSeqNum]34=1|[MsgType]35=A[LOGON]|[SenderCompID]49=CLIENT_COMP_ID|[SendingTime]52=20141222-22:28:57.230|[TargetCompID]56=SERVER_COMP_ID|[EncryptMethod]98=0[NONE__OTHER]|[HeartBtInt]108=10|[CheckSum]10=134|
    2. [BeginString]8=FIX.4.4|[BodyLength]9=156|[MsgSeqNum]34=2|[MsgType]35=V[MARKETDATAREQUEST]|[SenderCompID]49=CLIENT_COMP_ID|[SendingTime]52=20141222-22:28:57.286|[TargetCompID]56=SERVER_COMP_ID|[MDReqID]262=AASDJKG790|[SubscriptionRequestType]263=0[SNAPSHOT]|[MarketDepth]264=20|[NoRelatedSym]146=3|[Symbol]55=GBP/USD|[Symbol]55=AUD/USD|[Symbol]55=USD/JPY|[NoMDEntryTypes]267=2|[MDEntryType]269=0[BID]|[MDEntryType]269=1[OFFER]|[CheckSum]10=156|
RECENT OUTBOUND MESSAGES
    1. [MsgType]35=X[MARKETDATAINCREMENTALREFRESH]|[MDReqID]262=requestABCD|[NoMDEntries]268=4|[MDUpdateAction]279=0[NEW]|[MDEntryType]269=0[BID]|[Symbol]55=AUD/USD|[MDEntryPx]270=1.12345|[MDUpdateAction]279=0[NEW]|[MDEntryType]269=1[OFFER]|[Symbol]55=AUD/USD|[MDEntryPx]270=1.12355|[MDUpdateAction]279=0[NEW]|[MDEntryType]269=0[BID]|[Symbol]55=AUD/USD|[MDEntryPx]270=1.12335|[MDUpdateAction]279=0[NEW]|[MDEntryType]269=1[OFFER]|[Symbol]55=AUD/USD|[MDEntryPx]270=1.12365|
    2. [MsgType]35=8[EXECUTIONREPORT]|[Symbol]55=CVS|[OrderID]37=ORD10001/03232009|[ClOrdID]11=ORD10001|[ExecID]17=12345678|[ExecType]150=2|[OrdStatus]39=2[FILLED]|[Side]54=1[BUY]|[OrderQty]38=1000|[OrdType]40=1[MARKET]|[TimeInForce]59=1[GOOD_TILL_CANCEL_GTC]|[LastPx]31=1.12355|[LastQty]32=1000|[CumQty]14=0|[AvgPx]6=0|[LeavesQty]151=0|[TransactTime]60=20070123-19:01:17|[Text]58=Fill|[LastMkt]30=N|[SecurityExchange]207=N|[SettlType]63=0[REGULAR__FX_SPOT_SETTLEMENT_T1_OR_T2_DEPENDING_ON_CURRENCY]|

Project Structure