FAST Protocol Decoding and Encoding using Message object

Encoding FIX Messages

To encode a FIX message into a FAST stream, the OnixS::FIX::FAST::Encoder class is used.

        using namespace OnixS::FIX;
        using namespace OnixS::FIX::FAST;

        std::string xmlFastTemplate = readTextFile("UdpFastTemplate.xml");

        const bool EncodeEachMessageIndependently = true;

        Encoder encoder(xmlFastTemplate, sourceFixMessage.dictionary().version(), EncodeEachMessageIndependently);

        const int FastTemplateID = 36;

        const size_t BufferSize = 1024;
        char fastStreamChunk[BufferSize];

        size_t chunkSize = encoder.encode(sourceFixMessage, FastTemplateID, fastStreamChunk, BufferSize);

Decoding FAST binary chunks

To decode a part of a FAST stream back into a FIX message, the OnixS::FIX::FAST::Decoder class is used.

        using namespace OnixS::FIX;
        using namespace OnixS::FIX::FAST;

        EngineSettings settings;
        settings.listenPort(-1)
                .dictionaryFile("dictionaries/FixDictionary_FDMM.xml");

        Engine::init(settings);

        std::ifstream templatesStream("templates/FastTemplates_FDMM.xml");
        assert(templatesStream);

        const std::string xmlFastTemplates((std::istreambuf_iterator<char>(templatesStream)), std::istreambuf_iterator<char>());
        assert(!xmlFastTemplates.empty());

        Dictionary dictionary("FDMM");
        const bool decodeEachMessageIndependently = true;

        // Please note that inputDataTraits parameter has no matter since decodeEachMessageIndependently == true
        FAST::Decoder decoder(xmlFastTemplates, dictionary, decodeEachMessageIndependently, InputDataTraits::CompleteMessagesOnly);

        std::ifstream dataStream("data/fastChunk_FDMM.bin", std::ios_base::in | std::ios_base::binary);
        assert(dataStream);

        const std::string binaryChunk((std::istreambuf_iterator<char>(dataStream)), std::istreambuf_iterator<char>());
        assert(!binaryChunk.empty());

        const Message& message = decoder.decode(binaryChunk.data(), binaryChunk.size());

        std::clog << "Decoded: " << message << std::endl;

        Engine::shutdown();

Decoding multiple FIX Messages from the same binary chunk.

To decode multiple FIX Messages from the same binary chunk the OnixS::FIX::FAST::Decoder::tryDecode method is used.

Note

Quite often it is needed to reset the Decoder state (using the OnixS::FIX::FAST::Decoder::reset method) before decoding a new FAST binary chunk.

        using namespace OnixS::FIX;
        using namespace OnixS::FIX::FAST;

        EngineSettings settings;
        settings.listenPort(-1)
                .dictionaryFile("dictionaries/FixDictionary_FDMM.xml");

        Engine::init(settings);

        std::ifstream templatesStream("templates/FastTemplates_FDMM.xml");
        assert(templatesStream);

        const std::string xmlFastTemplates((std::istreambuf_iterator<char>(templatesStream)), std::istreambuf_iterator<char>());
        assert(!xmlFastTemplates.empty());

        Dictionary dictionary("FDMM");
        const bool decodeEachMessageIndependently = false;

        // Please note that only InputDataTraits::CouldContainPartialMessages value could be used here.
        FAST::Decoder decoder(xmlFastTemplates, dictionary, decodeEachMessageIndependently, InputDataTraits::CouldContainPartialMessages);

        std::ifstream dataStream("data/fastChunk_FDMM.bin", std::ios_base::in | std::ios_base::binary);
        assert(dataStream);

        const std::string binaryChunk((std::istreambuf_iterator<char>(dataStream)), std::istreambuf_iterator<char>());
        assert(!binaryChunk.empty());

        size_t offset = 0;
        size_t count = binaryChunk.length();
        Message message;
        size_t numberOfDecodedBytes = 0;

        decoder.reset(); // to make sure that we start the FAST decoding from scratch.

        while (decoder.tryDecode(binaryChunk.data(), offset, count, &message, &numberOfDecodedBytes))
        {
            std::clog << "Decoded " << numberOfDecodedBytes << " bytes: " << message << std::endl;
            offset += numberOfDecodedBytes;
            count -= numberOfDecodedBytes;
        }

        Engine::shutdown();