import { ExecType, Field, Fields, FIXServer, HandlInst, LicenseManager, Message, Messages, OrderStatus, OrderTypes, Side, TimeInForce, } from '../src/FIXServer'; // NOTE: This feature requires a FIXParser Enterprise license void LicenseManager.setLicenseKey(''); const SENDER = 'EXEC'; const TARGET = 'BANZAI'; const fixServer = new FIXServer(); let intervalId: ReturnType | null = null; fixServer.createServer({ host: 'localhost', port: 9900, protocol: 'websocket', sender: 'EXEC', target: 'BANZAI', onOpen: () => { console.log('Open'); clearInterval(intervalId!); intervalId = setInterval(() => { sendOrder(); }, 5000); }, onMessage: (message: Message) => { console.log('server received message', message.description, message.messageString); // Respond with ExecutionReport if (message.messageType === Messages.NewOrderSingle) { sendExecutionReport(message); } }, onClose: () => { console.log('Disconnected'); clearInterval(intervalId!); }, }); const sendOrder = () => { const order = fixServer.createMessage( new Field(Fields.MsgType, Messages.NewOrderSingle), new Field(Fields.MsgSeqNum, fixServer.setNextTargetMsgSeqNum(fixServer.getNextTargetMsgSeqNum() + 1)), new Field(Fields.SenderCompID, SENDER), new Field(Fields.SendingTime, fixServer.getTimestamp()), new Field(Fields.TargetCompID, TARGET), new Field(Fields.ClOrdID, '11223344'), new Field(Fields.HandlInst, HandlInst.AutomatedExecutionNoIntervention), new Field(Fields.OrderQty, '123'), new Field(Fields.TransactTime, fixServer.getTimestamp()), new Field(Fields.OrdType, OrderTypes.Market), new Field(Fields.Side, Side.Buy), new Field(Fields.Symbol, '700.HK'), new Field(Fields.TimeInForce, TimeInForce.Day), ); const messages = fixServer.parse(order.encode()); console.log('sending message', messages[0].description, messages[0].messageString.replace(/\x01/g, '|')); fixServer.send(order); }; const sendExecutionReport = (message: Message) => { const executionReport = fixServer.createMessage( new Field(Fields.MsgType, Messages.ExecutionReport), new Field(Fields.MsgSeqNum, fixServer.getNextTargetMsgSeqNum()), new Field(Fields.SenderCompID, 'SERVER'), new Field(Fields.SendingTime, fixServer.getTimestamp()), new Field(Fields.TargetCompID, 'CLIENT'), new Field(Fields.AvgPx, message.getField(Fields.Price) ? message.getField(Fields.Price)!.value : 0), new Field(Fields.ClOrdID, message.getField(Fields.ClOrdID) ? message.getField(Fields.ClOrdID)!.value : 'N/A'), new Field(Fields.CumQty, message.getField(Fields.OrderQty) ? message.getField(Fields.OrderQty)!.value : 0), new Field(Fields.Symbol, message.getField(Fields.Symbol) ? message.getField(Fields.Symbol)!.value : 'N/A'), new Field(Fields.LastPx, message.getField(Fields.Price) ? message.getField(Fields.Price)!.value : 0), new Field(Fields.OrderID, 55), new Field(Fields.OrderQty, message.getField(Fields.OrderQty) ? message.getField(Fields.OrderQty)!.value : 0), new Field(Fields.OrdStatus, OrderStatus.Filled), new Field(Fields.Side, Side.Buy), new Field(Fields.ExecType, ExecType.Trade), new Field(Fields.LeavesQty, 0), ); fixServer.send(executionReport); };