BL Scripting with JavaScript

Introduction

FIXEdge offers a flexible solution for Business Rules purposed to provide routing, transferring, and data manipulations for FIX messages that go through the Business Layer of FIXEdge. In addition to XML Rules, there are two ways to enhance the flexibility of message transferring and data manipulation. Those ways are scripting with JavaScript and XSLT. To use this feature properly, scripts should be written in one of the scripting languages and assigned to the Script instruction of Action section in a Business Rule.

The scripting subsystem gives the user the following advantages:

Saves time spent on business logic implementation
Flexibility and simplicity of modification
Does not bring a significant performance breakdown

FIXEdge uses SpiderMonkey JavaScript engine

Business Rule scripting with JavaScript

It is enough to mention that the script is a JavaScript in the Script tag, in order to run the script and do the proper transformations. This structure facilitates user with all the standard Javascript features and functionality. In addition to this, it enables user to use functions that provide access to the FIX message inside data, allows manipulations with fields and groups as well as whole FIX messages.

JS FIX functionality

A trivial example of a complete JS script for a business rule is shown below:

//take the value the 11th tag from the fix message and get the last 4 characters from it
//assign the new  value for the tag 11 with format BBBBSSSSCCYYMMDD
//where
//BBBB - any 4 characters
//SSSS - last 4 characters from the old value of field 11
//CC - century
//YY- year
//MM - month
//DD - day
 
field_11 = getStringField(11);
if(field_11.length() < 4)
  return;
last4 = field_11.slice(field_11.length() - 4);
currDate = getCurrentDateStr(YYYYMMDDUtc);
century = currDate.slice(1, 3);
century++;
result = "bbbb" + last4 + century + currDate.substr(3);
setStringField(11, result);

Error handling during script execution

In case of syntax error in script - script execution will be terminated and failed. There is no way to handle syntax errors in script during script execution. User able to stop script execution using throw statement, the result in this case will be the same. User must be able to verify and handle logical errors using verification functions (like isNaN, isMessageValid(), etc) in condition statements.

Logging in JavaScript

print(<text>)

Example Code

print (getCurrentDateStr(DATETIMEUtc));

Execution of this line results in the following record in the application log:

[NOTE] 20131023-08:28:53.651 [4320] [../FixEdge/conf/test.js] - JavaScript '../FixEdge/conf/test.js' output: 20131023-08:28:53

Operations with session

startSession(<sessionName>)

Starts session "sessionName"

Example Code

startSession("StartByEvent")

Starts the "StartByEvent" session

startSession(<senderCompId>,<targetCompId>)

Starts session where SenderCompID = "senderCompID" and TargetCompID = "targetCompID"

Example Code

startSession("FIXEdge","SimpleClient")

Starts a session where SenderCompID = "FIXEdge" and TargetCompID = "SimpleClient"

startSession(<senderCompId>,<targetCompId>,<sessionQualifier>)

Starts session where SenderCompID = "senderCompID",TargetCompID = "targetCompID",SessionQualifierValue = "sessionQualifier"

Example Code

startSession("FIXEdge","SimpleClient","Q1")

Starts a session where SenderCompID = "FIXEdge", TargetCompID = "SimpleClient", SessionQualifierValue = "Q1"

disconnectSession(<sessionName>,<reason>)

Disconnects session "sessionName" with reason "reason"

Example Code

disconnectSession("DisconnectByEvent","Disconnect by message")

Disconnects the "DisconnectByEvent"session with the "Disconnect by message" reason

disconnectSession(<senderCompId>,<targetCompId>,<reason>)

Disconnects session where SenderCompID = "senderCompId" and TargetCompID = "targetCompId" with reason "reason"

Example Code

disconnectSession("FIXEdge","SimpleClient","Disconnect by message")

Disconnects a session where SenderCompID = "FIXEdge" and TargetCompID = "SimpleClient" with reason "Disconnect by message"

disconnectSession(<senderCompId>,<targetCompId>,<sessionQualifier>,<reason>)

Starts session where SenderCompID = "senderCompID",TargetCompID = "targetCompID",SessionQualifierValue = "sessionQualifier" with reason "reason"

Example Code

disconnectSession("FIXEdge","SimpleClient","Disconnect by message","Q1")

Disconnects a session where SenderCompID = "FIXEdge", TargetCompID = "SimpleClient", SessionQualifierValue = "Q1" with reason "Disconnect by message"

terminateSession(<sessionName>,<reason>)

Terminates session "sessionName" with reason "reason"

Example Code

terminateSession("TerminateByEvent","Terminate by message")

Terminates the "TerminateByEvent" session with the "Terminate by message" reason

terminateSession(<senderCompId>,<targetCompId>,<reason>)

Terminates session where SenderCompID = "senderCompID" and TargetCompID = "targetCompID" with reason "reason"

Example Code

terminateSession("FIXEdge","SimpleClient","Terminate by message")

Terminates a session where SenderCompID = "FIXEdge" and TargetCompID = "SimpleClient" with reason "Terminate by message"

terminateSession(<senderCompId>,<targetCompId>,<sessionQualifier>,<reason>)

Terminates session where SenderCompID = "senderCompID",TargetCompID = "targetCompID",SessionQualifierValue = "sessionQualifier"

Example Code

terminateSession("FIXEdge","SimpleClient","Q1","Terminate by message")

Terminates a session where SenderCompID = "FIXEdge", TargetCompID = "SimpleClient", SessionQualifierValue = "Q1" with reason "Terminate by message"

Please note:

The session will not be visible in FIXICC or manageable (start, disconnect, etc) from FIXICC/BL/JS/scheduler.
The termination and the disconnection occur with async way after rule completion. In case of fail <OnRuleFailEvent> will be called.

Operations with group fields

getGroup(<fieldTag>)

Returns group handle for <fieldTag> group field

Example Code

hndl = getGroup(78);

isGroupValid(hndl)

Gets a handle on group 78 and tests whether handle 78 is valid

getGroup(<parentGroupHandle>, <entry>, <fieldTag>)

Returns group handle for <fieldTag> group field from <parentGroupHandle>[<entry>] group

Numeration of <entry> starts with 0.

Example Code

hndl = getGroup(552);

isGroupValid(hndl);

hndl2 = getGroup(hndl, 0, 518);

isGroupValid(hndl2);

if(hndl2 != hndl){

    setNumField(552, 4);

Gets a handle on group 552 and tests whether the handle 552 is valid

Gets a handle from the first record of 552 group on group 518 and tests whether the handle 518 is valid

If the group handles are not identical, then increase the number of group 552 elements up to 4

removeField(<group handle>, <entry>, <fieldTag>)

Removes field from group field

Numeration of <entry> starts with 0.

Example Code

hndl = getGroup(78);

isGroupValid(hndl);

removeField(hndl, 0, 79);

Gets handle on group 78 and tests whether the handle 78 is valid

Removes tag 79 from group 78

isGroupValid(<handle>)

Returns true or false depending on the handle value

Example Code

//see the example above

Operations with message fields

removeField(<fieldTag>)

Removes field from message

Example Code

removeField(58);

Removes tag 58 from the message

createReject("session")

Creating reject

Example code

createReject("Target42sohSender42");

Creating reject and sending status message 35=3

isSupportedField(<fieldTag>)

Returns true if the field is defined in the dictionary, i.e. it can be presented in the message. False means the tag is not expected in this message type

Example Code:

if ( isSupportedField( 58 ) )
removeField( 58 );

The example shows how to remove tag 58 from the message if it is defined in the dictionary

The script checks if tag 58 is defined for the message
And remove it from the message.

isSupportedField( <group handle> , <fieldTag>)

Returns true if the field is defined in the dictionary for the specific group, i.e. it can be presented in the repeating group of the message. False means the tag is not expected in this specific group for this message type

Example Code

partiesGrp = getGroup(448);
if ( isGroupValid(partiesGrp) && isSupportedField(partiesGrp, 2376) )
removeField( partiesGrp, 0 , 2376 );

The example shows how to remove non required tag 2376 from the Parties group entry #0.

The script gets the repeating group 448 handle.
Then checks if the group is valid and present in the message. And if tag 2376 is defined in the dictionary.
Then removes tag 2376 from the group entry #0

getNumField(<fieldTag>)

Returns numeric value of the <fieldTag> field

Example Code

getNumField(78);

Returns a numeric value of field 78

getNumField(<group handle>, <entry>, <fieldTag>)

Returns number value of the <fieldTag> field from group <group handle>[<entry>]

Numeration of <entry> starts with 0.

Example Code

hndl = getGroup(552);

isGroupValid(hndl);

setNumField(552,getNumField(hndl, 0, 581));

Gets handle on group 552 and tests whether the handle 552 is valid

Gets a numeric value of field 581 and assigns it to field 552

getDateField(<fieldTag>, <format>)

Returns date handle to the <fieldTag> field value

Example Code

getDateField(64, YYYYMMDDLmd);

Gets a date value of the field 64 in YYYYMMDD format

getDateField(<group handle>, <entry>, <fieldTag>, <format>)

Returns date handle to the <fieldTag> field value from group <group handle>[<entry>]

Numeration of <entry> starts with 0.

Example Code

hndl = getGroup(778);

isGroupValid(hndl);

getDateField(hndl, 0, 779, YYYYMMDDLmd);

Gets handle on group 778 and tests whether the handle 778 is valid

Gets a date value of the field 779 in the YYYYMMDD format from the first element of group 778

getStringField(<fieldTag>)

Returns string value of the <fieldTag> field

Example Code

getStringField(78);

Returns a string value of field 78

getStringField(<group handle>, <entry>, <fieldTag>)

Returns string value of the <fieldTag> field from group <group handle>[<entry>]

Numeration of <entry> starts with 0.

Example Code

hndl = getGroup(552);

isGroupValid(hndl);

setStringField(552,getStringField(hndl, 0, 581));

Gets a handle on group 552 and tests whether handle 552 is valid

Gets a string value of field 581 and assigns it to field 552

getMStringField(<fieldTag>)

Returns array that contains multi string value of the <fieldTag> field

Example Code

tmp = getMStringField(18);

if(3 == tmp.length){

setStringField(55, tmp[0]);

setStringField(65, tmp[1]);

Gets a multiple string value of field 18 and assigns it to the tmp variable

If the number of strings in the tmp variable equals to 3, then the value of the first string is assigned to field 55 and the value of the second string is assigned to field 65

getMStringField(<group handle>, <entry>, <fieldTag>)

Returns array that contains multi string value of the <fieldTag> field from group <group handle>[<entry>]

Numeration of <entry> starts with 0.

Example Code

hndl = getGroup(552);

isGroupValid(hndl);

tmp = getMStringField(hndl, 0, 18);

Gets a handle on group 552 and tests whether handle 552 is valid

Gets a multiple string value of field 18 found in the first entry of group 552 and assigns it to the tmp variable

getRawDataField(<fieldTag>)

returns array that contains raw data value of the <fieldTag> field

Example Code

tmp = getRawDataField(91);

Gets a raw data value of field 91 and assigns it to the tmp variable

getRawDataField(<group handle>, <entry>, <fieldTag>)

Returns array that contains raw data value of the <fieldTag> field from group <group handle>[<entry>]

Numeration of <entry> starts with 0.

Example Code

hndl = getGroup(5521);

isGroupValid(hndl);

tmp = getRawDataField(hndl, 0, 91);

Gets a handle on group 5521 and tests whether handle 5521 is valid

Gets a raw data value of field 91 found in the first entry of group 5521 and assigns it to the tmp variable

setNumField(<fieldTag>, <new value>)

assigns value <new value> to the <fieldTag> field as a NUMBER

Example Code

//see the sample for the getNumField();

setDateField(<fieldTag>, <format>, <new value>)

Assigns value <new value> to the <fieldTag> field as a DATE

Example Code

tmp = getDateField(64, YYYYMMDDLmd);

setYear(tmp, 1979);

setDateField(64, YYYYMMDDLmd, tmp);

Gets a date value of field 64 in the YYYYMMDD format and assigns it to the tmp variable

Sets the year of the date to 1979 in the tmp variable

Assigns a date from the tmp variable back to field 64

setStringField(<fieldTag>, <new value>)

Assigns value <new value> to the <fieldTag> field as a STRING

Example Code

// see the example for getMStringField();

setMStringField(<fieldTag>, <new value>)

Assigns value <new value> to the <fieldTag> field as a MString

Example Code

tmp = ["aa", "abb", "bbbc"];

setMStringField(18, tmp);

Sets an array of strings named tmp

Assigns the array of strings to multiple string field 18

setRawDataField(<fieldTag>, <new value>)

Assigns value <new value> to the <fieldTag> field as a RawData

Example Code

tmp = [12, 56, 0, 34];

setRawDataField(91, tmp);

Sets an array of numbers named tmp

Assigns the array of numbers to raw data field 91

setNumField(<group handle>, <entry>, <fieldTag>, <new value>)

Assigns value <new value> to the <fieldTag> field from group <group handle>[<entry>] as a NUMBER

Numeration of <entry> starts with 0.

Example Code

hndl = getGroup(552);

isGroupValid(hndl);

setNumField(hndl, 1, 519, 4);

Explanations

Gets a handle on group 552 and tests whether handle 552 is valid

Field 519 from the second entry of group 552 is assigned to 4

setDateField(<group handle>, <entry>, <fieldTag>, <format>, <new value>)

Assigns value <new value> to the <fieldTag> field from group <group handle>[<entry>] as a DATE

Numeration of <entry> starts with 0.

Example Code

tmp = getDateField(64, YYYYMMDDLmd);

hndl = getGroup(5521);

isGroupValid(hndl);

setDateField(hndl, 0, 64, YYYYMMDDLmd, tmp);

Gets a date in the YYYYMMDD format from field 64 and assigns the obtained value to the tmp variable

Gets a handle on group 5521 and tests whether handle 5521 is valid

Field 64 from the first entry of group 5521 is assigned the value from the tmp variable

setStringField(<group handle>, <entry>, <fieldTag>, <new value>)

Assigns value <new value> to the <fieldTag> field from group <group handle>[<entry>] as a STRING

Numeration of <entry> starts with 0.

Example Code

tmp = getStringField(581);

hndl = getGroup(5521);

isGroupValid(hndl);

setDateField(hndl, 0, 581, tmp);

Gets a string value from field 581 and assigns it to the tmp variable

Gets a handle on group 5521 and tests whether handle 5521 is valid

Field 581 from the first entry of group 5521 is assigned the value from the tmp variable

setMStringField(<group handle>, <entry>, <fieldTag>, <new value>)

Assigns value <new value> to the <fieldTag> field from group <group handle>[<entry>] as a MString

Numeration of <entry> starts with 0.

Example Code

tmp = getMStringField(18);

hndl = getGroup(5521);

isGroupValid(hndl);

setMStringField(hndl, 0, 18, tmp);

Gets a multiple strings value from field 18 and assigns it to the tmp variable

Gets a handle on group 5521 and tests whether handle 5521 is valid

Field 18 from the first entry of group 5521 is assigned the value from the tmp variable

setRawDataField(<group handle>, <entry>, <fieldTag>, <new value>)

Assigns value <new value> to the <fieldTag> field from group <group handle>[<entry>] as a RawData

Numeration of <entry> starts with 0.

Example Code

tmp = getRawDataField(91);

hndl = getGroup(5521);

isGroupValid(hndl);

setRawDataField(hndl, 0, 91, tmp);

Gets a multiple raw data value from field 91 and assigns it to the tmp variable

Gets a handle on group 5521 and tests whether handle 5521 is valid

Field 91 from the first entry of group 5521 is assigned the value from the tmp variable

swapFields(<fieldTag1>, <fieldTag2>)

Exchanges values of fields <fieldTag1> and <fieldTag2>

Example Code

swapFields(63, 573);

Values of field 63 and field 573 were exchanged

swapFields(<group handle field 1>, <entry field 1>, <fieldTag1>, <fieldTag2>)

Exchanges values of fields <fieldTag1> (from group <group handle field 1>[<entry field 1>]) and <fieldTag2> (which can be both from group <group handle field 1>[<entry field 1>] and outside of it)

Numeration of <entry field 1> starts with 0.

Example Code

hndl = getGroup(552);

isGroupValid(hndl);

swapFields(hndl, 1, 11, 572);]

Gets a handle on group 552 and tests whether handle 552 is valid

Exchanges values of field 11 in the second entry of group 552 and field 572 outside of it

swapFields(<group handle field 1>, <entry field 1>, <fieldTag1>, <group handle field 2>, <entry field 2>, <fieldTag2>)

Exchanges values of fields <fieldTag1> (from group <group handle field 1>[<entry field 1>]) and
<fieldTag2> (from group <group handle field 2>[<entry field 2>])

Numeration of <entry field 1> and <entry field 2> starts with 0.

Example Code

hndl = getGroup(552);

isGroupValid(hndl);

swapFields(hndl, 1, 11, hndl, 1, 37);

Gets a handle on group 552 and tests whether handle 552 is valid

Exchanges values of field 11 in the second entry and field 37 in the first entry of group 552

Additional Date operations

Create date from current date or using passed arguments.

getCurrentDate(<format>)

Returns handle that encapsulates current date in format <format>

Example Code

getCurrentDate(DATETIMEUtc);

Creates the date data of the DATETIMEUtc format

createDate(<format>, <val1>, <val2>, ...<valn>)

Returns handle that encapsulates date in format <format> constructed using values <val1>, <val2>, ...<valn>

Example Code

tmp = createDate(YYYYMMDD, 1995, 12, 23);

setStringField(55, dateToString(tmp));

Creates a date of the YYYYMMDD format with corresponding values and assigns it to the tmp variable

Converts the value of the tmp variable to string and assigns this string to be the value of field 55

getCurrentDateStr(<format>)

Returns current date in format <format>

Example Code

setStringField(55, getCurrentDateStr(DATETIMEUtc));

Gets a current date as a string and assigns this string to be the value of field 55

createDateStr(<format>, <val1>, <val2>, ...<valn>)

Returns date in format <format> constructed using values <val1>, <val2>, ...<valn>

Example Code

tmp = createDateStr(YYYYMMDD, 1995, 12, 23);]

Creates a date of YYYYMMDD format with corresponding values returns this date as string and assigns it to the tmp variable

Convert from date to string

dateToString(<date handle>)

Returns date in format that was mentioned in getCurrentDate() or createDate() call

Example Code

//see the example of createDate()

dateToString(<date handle>, <format>)

Returns date in format <format>

Example Code

tmp = createDate(YYYYMMDD, 1995, 12, 23);

setStringField(55, dateToString(tmp, YYYYMM));

Creates a date from given data in one format and assigns it to the tmp variable

Field 55 is assigned a value of the tmp varible

Get part of the date - year, month, day, etc.

getYear(<date handle>)

Returns the year of date <date handle>

Example Code

tmp = getCurrentDate(DATETIMEUtc);

tmp2 = getYear(tmp);

setDateField(64, YYYYMMDDLmd, tmp2);

Creates a date handle of the current date

Extracts the year from the tmp variable and assigns it to the tmp2 variable

Sets the value of field 64 to the beginning of current year

getMonth(<date handle>)

Returns the month of date <date handle>

Example Code

tmp = getCurrentDate(DATETIMEUtc);

tmp3 = getMonth(tmp);

Creates a date handle of the current date

Extracts the month value from the tmp variable and assigns it to the tmp3 variable

getWeek(<date handle>)

Returns weekof date <date handle>

Example code

tmp = createDate(YYYYMMWW, 1995, 12, 2);

setStringField(55, getWeek(tmp));

Creates a date handle <date handle>

Sets the value of the tmp variable to field 55

getDay(<date handle>)

Returns day of date <date handle>

Example Code

tmp = getCurrentDate(DATETIMEUtc);

tmp4 = getDay(tmp);

Creates a date handle of the current date

Extracts the day value from the tmp variable and assigns it to the tmp4 variable

getHour(<date handle>)

Returns hour of date <date handle>

Example Code

tmp = getCurrentDate(DATETIMEUtc);

tmp5 = getHour(tmp);

Creates a date handle of the current date

Extracts the hour value from the tmp variable and assigns it to the tmp5 variable

getMinutes(<date handle>)

Returns minutes of date <date handle>

Example Code

tmp = getCurrentDate(DATETIMEUtc);

tmp6 = getMinutes(tmp);

Creates a date handle of the current date

Extracts the minutes value from the tmp variable and assigns it to the tmp6 variable

getSec(<date handle>)

Returns seconds of date <date handle>

Example Code

tmp = getCurrentDate(DATETIMEUtc);

tmp7 = get Sec(tmp);

Creates a date handle of the current date

Extracts the seconds value from tmp variable and assigns it to the variable tmp7

getMSec(<date handle>)

Returns milliseconds of date <date handle>

Example Code

tmp = getCurrentDate(DATETIMEUtc);

tmp7 = getMSec(tmp);

Creates a date handle of the current date

Extracts the mile seconds value from the tmp variable and assigns it to the tmp7 variable

getNSec(<date handle>)

Returns nanoseconds of date <date handle>. Function is available since FIXEdge 6.2.0.

Example Code

tmp = getCurrentDate(DATETIMENanoUtc);

tmp7 = getNSec(tmp);

Creates a date handle of the current date

Extracts the nanoseconds value from the tmp variable and assigns it to the tmp7 variable

Set date part - year, month, day, etc.

setYear(<date handle>, <new val>)

Assign new value <new val> to year of date <date handle>

Validation rule

New value must be greater than 1970 and less than 2038

Example Code

tmp = getDateField(64, YYYYMMDDLmd);

setYear(tmp, 1979);

setDateField(64, YYYYMMDDLmd, tmp);

Gets the date value of field 64 in the YYYYMMDD format and assigns it to the tmp variable

Sets the year of the date to 1979 in the tmp variable

Assigns the date from the tmp variable back to field 64

setMonth(<date handle>, <new val>)

Assign new value <new val> to month of date <date handle>

Validation rule

New value must be greater than or equal 1 and less than or equal 12

Example Code

tmp = getDateField(64, YYYYMMDDLmd);

setMonth(tmp, 06);

setDateField(64, YYYYMMDDLmd, tmp);

Gets the date value of field 64 in the YYYYMMDD format and assigns it to the tmp variable

Sets the month of the date to 06 in the tmp variable

Assigns the date from the tmp variable back to field 64

setWeek(<date handle>, <new val>)

Assign new value <new val> to week of date <date handle>

Validation rule

New value must be greater than or equal 1 and less than or equal 5

Example Code

tmp = createDate(YYYYMMWW, 1995, 12, 2);

setWeek(tmp, 4);

setStringField(55, dateToString(tmp));

Gets the date value of field 64 in the YYYYMMWW format and assigns it to the tmp variable

Sets the week of the date to 4 in the tmp variable

Assigns the date from the tmp variable to field 55 in the string format

setDay(<date handle>, <new val>)

Assign new value <new val> to day of date <date handle>

Validation rule

New value must be greater than or equal 1 and less than or equal 31

Example Code

tmp = getDateField(64, YYYYMMDDLmd);

setDay(tmp, 27);

setDateField(64, YYYYMMDDLmd, tmp);

Gets the date value of field 64 in the YYYYMMDD format and assigns it to the tmp variable

Sets the day of the date to 27 in the tmp variable

Assigns the date from the tmp variable back to field 64

setHour(<date handle>, <new val>)

Assign new value <new val> to hour of date <date handle>

Validation rule

New value must be greater than or equal 0 and less than 24

Example Code

tmp = getDateField(64, DATETIMEUtc);

setHour(tmp, 10);

 setDateField(64, DATETIMEUtc, tmp);

Gets the date value of field 64 in the DATETIMEUtc format and assigns it to the tmp variable

Sets the hour of the date to 10 in the tmp variable

Assigns the date from the tmp variable back to field 64

setMinutes(<date handle>, <new val>)

Assign new value <new val> to minutes of date <date handle>

Validation rule

New value must be greater than or equal 0 and less than or equal 59

Example Code

tmp = getDateField(64, DATETIMEUtc);

setMinutes(tmp, 20);

 setDateField(64, DATETIMEUtc, tmp);

Gets the date value of field 64 in the DATETIMEUtc format and assigns it to the tmp variable

Sets the minutes of the date to 20 in the tmp variable

Assigns the date from the tmp variable back to field 64

setSec(<date handle>, <new val>)

Assign new value <new val> to seconds of date <date handle>

Validation rule

New value must be greater than or equal 0 and less than or equal 59

Example Code

tmp = getDateField(64, DATETIMEUtc);

setSec(tmp, 20);

 setDateField(64, DATETIMEUtc, tmp);

Gets the date value of field 64 in the DATETIMEUtc format and assigns it to the tmp variable

Sets the seconds of the date to 20 in the tmp variable

Assigns the date from the tmp variable back to field 64

setMSec(<date handle>, <new val>)

Assign new value <new val> to milliseconds of date <date handle>

Validation rule

New value must be greater than or equal 0 and less than or equal 59

Example Code

tmp = getDateField(64, DATETIMEUtc);

setMSec(tmp, 50);

setDateField(64, DATETIMEUtc, tmp);

Gets the date value of field 64 in the DATETIMEUtc format and assigns it to the tmp variable

Sets the milliseconds of the date to 50 in the tmp variable

Assigns the date from the tmp variable back to field 64

setNSec(<date handle>, <new val>)

Assign new value <new val> to nanoseconds of date <date handle>. Function is available since FIXEdge 6.2.0.

Example Code

tmp = getDateField(64, DATETIMENanoUtc);

setNSec(tmp, 50);

setDateField(64, DATETIMENanoUtc, tmp);

Gets the date value of field 64 in the DATETIMENanoUtc format and assigns it to the tmp variable

Sets the nanoseconds of the date to 50 in the tmp variable

Assigns the date from the tmp variable back to field 64

Change date part with automatic date recalculation

changeYear(<date handle>, <new val>)

Add value <new val> to year of date <date handle>

Example Code

tmp = getDateField(64, DATETIMEUtc);

changeYear(tmp, 2);

setDateField(64, DATETIMEUtc, tmp);

Gets the date value of field 64 in the DATETIMEUtc format and assigns it to the tmp variable

Adds 2 years to the value of the date in the tmp variable

Assigns the date from the tmp variable back to field 64

changeMonth(<date handle>, <new val>)

Add value <new val> to month of date <date handle>

Example Code

tmp = getDateField(64, DATETIMEUtc);

changeMonth(tmp, 5);

 setDateField(64, DATETIMEUtc, tmp);

Gets the date value of field 64 in the DATETIMEUtc format and assigns it to the tmp variable

Adds 5 months to the value of the date in the tmp variable

Assigns the date from the tmp variable back to field 64

changeDay(<date handle>, <new val>)

Add value <new val> to day of date <date handle>

Example Code

tmp = getDateField(64, DATETIMEUtc);

changeDay(tmp, 10);

 setDateField(64, DATETIMEUtc, tmp);

Gets the date value of field 64 in the DATETIMEUtc format and assigns it to the tmp variable

Adds 10 days to the value of the date in the tmp variable

Assigns the date from the tmp variable back to field 64

changeHour(<date handle>, <new val>)

Add value <new val> to hour of date <date handle>

Example Code

tmp = getDateField(64, DATETIMEUtc);

changeHour(tmp, 24);

setDateField(64, DATETIMEUtc, tmp);

Gets the date value of field 64 in the DATETIMEUtc format and assigns it to the tmp variable

Adds 24 hours to the value of the date in the tmp variable

Assigns the date from the tmp variable back to field 64

changeMinutes(<date handle>, <new val>)

Add value <new val> to minutes of date <date handle>

Example Code

tmp = getDateField(64, DATETIMEUtc);

changeMinutes(tmp, 600);

 setDateField(64, DATETIMEUtc, tmp);

Gets the date value of field 64 in the DATETIMEUtc format and assigns it to the tmp variable

Adds 600 minutes to the value of the date in the tmp variable

Assigns the date from the tmp variable back to field 64

changeSec(<date handle>, <new val>)

Add value <new val> to seconds of date <date handle>

Example Code

tmp = getDateField(64, DATETIMEUtc);

changeSec(tmp, 3600);

setDateField(64, DATETIMEUtc, tmp);

Gets the date value of field 64 in the DATETIMEUtc format and assigns it to the tmp variable

Adds 3600 seconds to the value of the date in the tmp variable

Assigns the date from the tmp variable back to field 64

changeMSec(<date handle>, <new val>)

Assign new value <new val> to milliseconds of date <date handle>

Example Code

tmp = getDateField(64, DATETIMEUtc);

changeMSec(tmp, 36);

setDateField(64, DATETIMEUtc, tmp);

Gets the date value of field 64 in the DATETIMEUtc format and assigns it to the tmp variable

Adds 36 milliseconds to the value of the date in the tmp variable

Assigns the date from the tmp variable back to field 64

changeNSec(<date handle>, <new val>)

Assign new value <new val> to nanoseconds of date <date handle>. Function is available since FIXEdge 6.2.0.

Example Code

tmp = getDateField(64, DATETIMENanoUtc);

changeNSec(tmp, 36);

setDateField(64, DATETIMENanoUtc, tmp);

Gets the date value of field 64 in the DATETIMENanoUtc format and assigns it to the tmp variable

Adds 36 nanoseconds to the value of the date in the tmp variable

Assigns the date from the tmp variable back to field 64

Routing functions

getSourceClientId()

Returns Client ID of source

Example Code

clientID = getSourceClientId();

Gets the TA client ID of the session context where script is applied

Note: Returns NULL value, if session is not TA client

getSourceSessionId()

Returns Session ID of source

Example Code

clientID = getSourceSessionId();

Gets the FIX session ID of the session context where script is applied

Note: Returns NULL value, if the session is not FIX session.

getSourceSessionQualifier()

Returns the name of SessionQualifier (String) in case if SessionQualifier is available for source session

Example Code

sessionQualifier = getSourceSessionQualifier();

Gets the SessionQualifier name of the session context where script is applied

isSessionActive(<Session Name>)

Checks is FIX Session with name <Session Name> active

Example Code

active = isSessionActive("SOME_SESSION");

if (active)

        print("SOME_SESSION active");

Checks if FIX Session with the "SOME_SESSION" name is active

Prints a message

convert(<source protocol>, <target protocol>)

Convert message from <source protocol> to <target protocol>

Example Code

convert("FIX.4.4", "FIX.4.2");

Converts message in the given script context, replaces a source FIX44 message with converted to FIX42.

Note: please refer to BusinessLayer.dtd to see applicable names of protocols

transform(<target protocol>, <target message type>)

Transform message from current script context to<target protocol> <target message type> message

Example Code

transform("FIX.4.2", "8");

Transforms message in the given script context, replaces a source message with transformed to FIX42 MsgType="8".

Note: refer to BusinessLayer.dtd to see applicable names of protocols

getMsgBySeqNum(<SenderCompId>, <TargetCompId> , <SeqNum>)

Search for message in session identified as <SenderCompId> and <TargetCompId> pair logs by < SeqNum>

getMsgBySeqNum(<SenderCompId>, <TargetCompId>, <SessionQualifier>, <SeqNum>)

Search for message in session identified as <SenderCompID>/<TargetCompID>/<SessionQualifier> set logs by < SeqNum>

Example Code

getMsgBySeqNum("TestSender", "TestTarget", 12345);

Searches for message with given SeqNum in the session identified by the ‘sender|target’ pair.

Note: FIX Session where search occurs must be active and use persistent storage.

send(<SenderCompID>, <TargetCompID>)

Send a message into session identified as <SenderCompID> and <TargetCompID> pair.

send(<SenderCompID>, <TargetCompID>,<SessionQualifier>)

Send a message into session identified as <SenderCompID>/<TargetCompID>/<SessionQualifier> set.

send(<session source identifier>)

Send a message into session that identified by <sessions source identifier>.

Example Code

send("sender", "target");

send("exchange");

Sends a message into the session identified by the ‘sender|target’ pair.

Sends a message into the session identified by the ‘exchange’ source identifier.

handler(<handler name>, <array of additional parameters>)

Route message into handler <handler name> with array of additional parameters as JSObject (optional)

Example Code

params = [["Storage", "file.txt"], ["ClearTime", "22:00"]]

handler("CMEHandler", params);

Routes a message in the “CMEHandler” handler and sets additional parameters for processing:

Storage = file.txt, ClearTime = 22:00

processNetStatusRequest()

Response Network Status Response message (“BD”) on request

Example Code

processNetStatusRequest();

Replaces a Network Status Request message (“BC”) with Response (“BD”) in the routing

createNotification (<category>, <reason>)

Creates notification message (“C”) with <category>, <reason> then puts it into the routing

Example Code

createNotification("E","Session is rejected");

Creates a notification message (“C”) with “Status = ERROR”, “Code=201”, “Reason = Session is rejected” in three entries of group (58).

Note: <category> applies values “N” – NOTE, “W” – WARNING, “E” – ERROR, “F” - FATAL

strategySend (<strategyName>)

Processes a message by strategy that identified by <strategyName>

Example Code

strategySend("OrderFlow5");

Processes a message by the default routing strategy with the “OrderFlow5” name.

Note: only default routing strategies can be used for processing:
deliveryToStrategy, OrderFlowStrategy and WheelOrderFlowStrategy.

strategyReject (<historyName>, <createBusinessRejectIfFailed>)

Creates reject on message that was stored in history <historyName>, or BusinessReject (MsgType = ‘j’), if <createBusinessRejectIfFailed> is ‘true’ and rejecting has fail. <createBusinessRejectIfFailed> accepts ‘false’ by default if it is absent in parameters.

Example Code

strategyReject("orders", true);

Rejects a message that was stored by some strategy in the ‘orders’ history. Creates ‘j’ Business Reject when message rejecting has failed.

Notes: The method is used only in the default routing. Searching in history processes by the ‘ClOrdID’ key in the original message if its type: ‘D’, ‘AB’ or by ‘OrigClOrdID’ key in original message if its type: ‘AC’, ‘F’, ‘G’.
Inapplicable for other messages.

serializeMessage()

Returns the string view of the current message. SOH will be used as a delimiter.

Example Code

msg = serializeMessage();

Returns the string view of the message where SOH will be used as a delimiter and saves it into the "msg" variable.

serializeMessage(<tagDelimiter>)

Returns the string view of the current message. A specified symbol will be used as a delimiter.

Example Code

msg = serializeMessage("|");

Returns the string view of the message where "|" will be used as a delimiter and saves it into the "msg" variable.

parseMessage(<msg>)

Parses the specified string message and replaces the current message with the parsed one. After that, the old message will be lost. <msg> is a string view of the message. Only messages with SOH as a delimiter can be parsed.

Example Code

parseMessage("8=FIX.4.4\x019=56\x0135=b\x0149=TESTI\x0156=TESTA\x0134=14\x0152=20030204-09:25:43\x01297=0\x0110=139\x01");

Parses a message from the specified string and replaces the current message with it.

parseMessage(<msg>, <version>)

Parses the specified string message using specified FIX protocol and replaces the current message with the parsed one. After that the old message will be lost. <msg> is a string view of the message and <version> is a session version in FIXEdge.properties. Only messages with SOH as a delimiter can be parsed.

Please note: the next action in the rule will receive the replaced message!

Example Code

parseMessage("8=FIX.4.4\x019=56\x0135=b\x0149=TESTI\x0156=TESTA\x0134=14\x0152=20030204-09:25:43\x01297=0\x0110=139\x01", "FIX44");

Parses a message from the specified string using the FIX44 protocol and replaces the current message with it.

If the 1128 tag is specified in the message for parseMessage(<msg>, <version>) function, then the value of the tag has higher priority during parsing than the version value. For instance:

1128=7 and FIXT11:FIX44 and the message has 1092 tag from FIX 5.0: 
parseMessage("8=FIXT.1.1\x019=114\x0135=D\x011128=7\x0149=TESTI\x0156=TESTA\x0134=2\x0152=20081023-17:03:05\x0111=90001008\x0155=IBM\x0154=1\x0160=20080717-10:00:00\x0138=4000\x0140=1\x011092=0\x0110=171\x01", "FIXT11:FIX44");
- the message is parsed successfully as FIX 5.0.


1128=6 and FIXT11:FIX50 and the message has 1092 tag from FIX 5.0:
parseMessage("8=FIXT.1.1\x019=114\x0135=D\x011128=6\x0149=TESTI\x0156=TESTA\x0134=2\x0152=20081023-17:03:05\x0111=90001008\x0155=IBM\x0154=1\x0160=20080717-10:00:00\x0138=4000\x0140=1\x011092=0\x0110=171\x01", "FIXT11:FIX50");
- the following error appears:
  2017-09-13 11:28:01,558 UTC   ERROR   [JS_interpreter]  3760  C:\B2BITS\FIXEdge\FIXEdge1\conf\parseMessage.js: failed with error: Tag 1092 is not defined for this message type. Parsing stopped at column: 136 in message D with sequence number 2.

Error Handling Functions

getErrorCode()

Returns an error code (integer value) in an undelivered message event

Example Code:

setStringField(58, "Error (" + getErrorCode() + ") " + getErrorText());

This example assigns the values 'error code' and 'error text' to field 58.

As a result of this function, the content of tag 58 inside the FIX message could be, for example,: "Error (500) Internal server error"

getErrorText()

Returns error text (string value) in an undelivered message event

Example Code:

setStringField(58, "Error (" + getErrorCode() + ") " + getErrorText());

This example assigns the values 'error code' and 'error text' to field 58.

As a result of this function, the content of tag 58 inside the FIX message could be, for example,: "Error (500) Internal server error"

History functions

saveToHistory (<historyName>, <keyFields>, <commonFields>, <expireDateTime>)

Insert a new record in history with name <historyName>. Returns true if the function succeeded and returns false otherwise.

<keyFields> - is an array of values of KeyField elements from history definition. Usually, it is a list of fields defining the primary key and should be unique across all inserts.
<commonFields>- is an array of values Field elements from history definition.
<expireDateTime> - String with a timestamp with an expire date-time in ODBC History. The expired fields will be erased from history during the ClearHistory procedure. An empty string means there is no expiration date for the record.
The ExpireDateTime field should be defined both in History and in Database

For more details about history definition please see ODBC History

Example Code:

key = new Array("snd","tgt");
common = new Array("ClOrdID","dest");
saveToHistory("orders", key, common, "20101010-10:52:00");

Insert a new record in the table “orders”.

The inserted data is

SELECT * FROM orders;
+--------------+--------------+---------+------+--------------------+
| SenderCompID | TargetCompID | ClOrdID | Text | ExpireDateTime     |
+--------------+--------------+---------+------+--------------------+
| snd          | tgt          | ClOrdID | dest |  20101010-10:52:00 |
+--------------+--------------+---------+------+--------------------+

updateHistory (<historyName>, <keyFields>, <commonFields>, <expireDateTime>)

Update a record in history with name <historyName> with Primary key defined in <keyFields> array. Returns true if the function succeeded and returns false otherwise.

<keyFields> - is an array of values of KeyField elements from history definition. Usually, it is a list of fields defining the primary key and should be unique across all inserts.
<commonFields>- is an array of values Field elements from history definition.
<expireDateTime> - String with a timestamp with an expire date-time in ODBC History. The expired fields will be erased from history during the ClearHistory procedure. An empty string means there is no expiration date for the record.
The ExpireDateTime field should be defined both in History and in Database

For more details about history definition please see ODBC History

Example Code:

key = new Array("snd","tgt");
common = new Array("", "dest2");
updateHistory("orders", key, common, "20121221-10:52:00");

updateToHistory function params:

The record in history with primary key SenderCompID=snd and TargetCompID=tgt in the table “orders” is updated.

The column 'ClOrdID' is updated with NULL value, the column 'TEXT' is updated with 'dest2' value.

The ExpireDateTime column value '20101010-10:52:00' is updated with value ‘20121221-10:52:00’.

SELECT * FROM orders;
+--------------+--------------+---------+-------+-------------------+
| SenderCompID | TargetCompID | ClOrdID | Text  | ExpireDateTime    |
+--------------+--------------+---------+-------+-------------------+
| snd          | tgt          | NULL    | dest2 | 20121221-10:52:00 |
+--------------+--------------+---------+-------+-------------------+

saveOrUpdate(<historyName>, <keyFields>, <commonFields>, <expireDateTime>)

Insert a new record in history with name <historyName>. If inserting fails then tryes to update a record in history with name <historyName> with Primary key defined in <keyFields> array.

Returns true if any of operations to insert or updates are successful.

Returns false both operations failed

<keyFields> - is an array of values of KeyField elements from history definition. Usually, it is a list of fields defining the primary key and should be unique across all inserts.
<commonFields>- is an array of values Field elements from history definition.
<expireDateTime> - String with a timestamp with an expire date-time in ODBC History. The expired fields will be erased from history during the ClearHistory procedure. An empty string means there is no expiration date for the record.
The ExpireDateTime field should be defined both in History and in Database

For more details about history definition please see ODBC History

Insert failures will are recorded to the application log

Example Code:

key = new Array("snd","tgt");
common = new Array("ClOrdIDUpdated","destUpdated");
saveOrUpdate("orders", key, common, "");

Insert a new record in the table “orders”.

If the record in history with primary key SenderCompID=snd and TargetCompID=tgt exists in the table “orders” then the column 'ClOrdID' is updated with a NULL value, the column 'TEXT' is updated with 'dest2' value for the record.

The ExpireDateTime has an empty value so the record will be not cleaned up

Sample:

SELECT * FROM orders;
+--------------+--------------+----------------+-------------+----------------+
| SenderCompID | TargetCompID | ClOrdID        | Text        | ExpireDateTime |
+--------------+--------------+----------------+-------------+----------------+
| snd          | tgt          | ClOrdIDUpdated | destUpdated |                |
+--------------+--------------+----------------+-------------+----------------+

getFromHistory (<historyName>, <keyFields>, <columnName>)

Retrieves field value in the history <historyName>. Searching criteria is the <keyFields> for a record and <columnName> for column where value reads. Returns target field value, but if such value wasn't found, returns 'undefined'.

Example Code:

key = new Array("snd","tgt");
time = getFromHistory("orders", key, "ExpireDateTime");

Returns the ‘20121221-10:52:00’ value from the record with key (snd,tgt) that has been updated by the previous sample.

Notes: the column which is created by the <expireDateTime> parameter always has the “ExpireDateTime” name in history.
Other columns have names as described in the history description in BL_Config.xml or as a tag number in string representation if the column name is absent in the history description.

getRecordFromHistory (<historyName>, <keyFields>)

Retrieves an array of the fields from the record with key <keyFields>, located in the history <historyName>. Returns target record, but if such record wasn't found, returns 'undefined'.

Example Code:

key = new Array("snd","tgt");
record = getRecordFromHistory("orders", key);
print(record);

Returns a fields array of the record with the key (snd,tgt), then prints content into a log.
The result will show “snd, tgt, ClOrdID, dest2, 20121221-10:52:00” if the record (snd, tgt) has been saved and updated by previous samples.

Notes: Empty fields have NULL values and printing represents it as “<null>”.
If <keyFields> is composite, then all fields in the key set should be filled.

removeRecordFromHistory (<historyName>, <keyFields>)

Removes entire record with key <keyFields>, located in the history <historyName>. Returns a number of deleted records.

Example Code:

key = new Array("snd","tgt");

removeRecordFromHistory("orders", key);

Removes a record with a key (snd, tgt) from the ‘orders’ history.

Notes: If <keyFields> is composite, then all fields in the key set should be filled.

removeRecordFromHistoryByCompositeKey (<historyName>, <keyFields>)

Removes entire record by matching of composite key with <keyFields>, located in the history <historyName>. Returns a number of deleted records.

Example Code:

key = new Array("snd","");

ndeleted = removeRecordFromHistoryByCompositeKey ("orders", key);

Removes all records with keys which have first the “snd” field in a key.

Notes: the composite <keyFields> set should contain at least one field. All empty fields in a key will be ignored in searching.

Security functions

Available since FIXEdge 5.10.1

decryptString(<text>)

Decrypts string using AES 128-bit encryption mechanism. It is useful for encrypted tags (554, 925) in Logon messages.

Example Code:

encryptedPass = getStringField("554");
pass = decryptString(encryptedPass);

Decrypts tag 554

hashString(<text>)

Calculates SHA256 hash for the sting.

Example Code:

hash = hashString("MyPassword");

Getting hash for the "MyPassword" string.

Note: string for calculating hash should be not "null".

Predefined FIX date formats

HHMMSSUtc for the UTC "HH:MM:SS" date format
HHMMSSsssUtc or HHMMSSMilliUtc for the UTC "HH:MM:SS.sss" date format
HHMMSSMicroUtc for the UTC "HH:MM:SS.ssssss" date format
HHMMSSNanoUtc for the UTC "HH:MM:SS.sssssssss" date format
YYYYMM for the "YYYYMM" date format
YYYYMMDD for the"YYYYMMDD" date format
YYYYMMWW for the"YYYYMMWW" date format, where WW - number of week "w1"..."w4"
DATETIMEUtc for the UTC "YYYYMMDD-HH:MM:SS" date format
DATETIMEsssUtc or DATETIMEMilliUtc for the UTC "YYYYMMDD-HH:MM:SS.sss" date format
DATETIMEMicroUtc for the UTC "YYYYMMDD-HH:MM:SS.ssssss" date format
DATETIMENanoUtc for the UTC "YYYYMMDD-HH:MM:SS.sssssssss" date format
YYYYMMDDLmd for the local market "YYYYMMDD" date format

Page tree

BL Scripting with JavaScript

Introduction

Business Rule scripting with JavaScript

JS FIX functionality

Error handling during script execution

Logging in JavaScript

print(<text>)

Operations with session

startSession(<sessionName>)

startSession(<senderCompId>,<targetCompId>)

startSession(<senderCompId>,<targetCompId>,<sessionQualifier>)

disconnectSession(<sessionName>,<reason>)

disconnectSession(<senderCompId>,<targetCompId>,<reason>)

disconnectSession(<senderCompId>,<targetCompId>,<sessionQualifier>,<reason>)

terminateSession(<sessionName>,<reason>)

terminateSession(<senderCompId>,<targetCompId>,<reason>)

terminateSession(<senderCompId>,<targetCompId>,<sessionQualifier>,<reason>)

Operations with group fields

getGroup(<fieldTag>)

getGroup(<parentGroupHandle>, <entry>, <fieldTag>)

removeField(<group handle>, <entry>, <fieldTag>)

isGroupValid(<handle>)

Operations with message fields

removeField(<fieldTag>)

createReject("session")

isSupportedField(<fieldTag>)

isSupportedField( <group handle> , <fieldTag>)

getNumField(<fieldTag>)

getNumField(<group handle>, <entry>, <fieldTag>)

getDateField(<fieldTag>, <format>)

getDateField(<group handle>, <entry>, <fieldTag>, <format>)

getStringField(<fieldTag>)

getStringField(<group handle>, <entry>, <fieldTag>)

getMStringField(<fieldTag>)

getMStringField(<group handle>, <entry>, <fieldTag>)

getRawDataField(<fieldTag>)

getRawDataField(<group handle>, <entry>, <fieldTag>)

setNumField(<fieldTag>, <new value>)

setDateField(<fieldTag>, <format>, <new value>)

setStringField(<fieldTag>, <new value>)

setMStringField(<fieldTag>, <new value>)

setRawDataField(<fieldTag>, <new value>)

setNumField(<group handle>, <entry>, <fieldTag>, <new value>)

setDateField(<group handle>, <entry>, <fieldTag>, <format>, <new value>)

setStringField(<group handle>, <entry>, <fieldTag>, <new value>)

setMStringField(<group handle>, <entry>, <fieldTag>, <new value>)

setRawDataField(<group handle>, <entry>, <fieldTag>, <new value>)

swapFields(<fieldTag1>, <fieldTag2>)

swapFields(<group handle field 1>, <entry field 1>, <fieldTag1>, <fieldTag2>)

swapFields(<group handle field 1>, <entry field 1>, <fieldTag1>, <group handle field 2>, <entry field 2>, <fieldTag2>)

Additional Date operations

Create date from current date or using passed arguments.

getCurrentDate(<format>)

createDate(<format>, <val1>, <val2>, ...<valn>)

getCurrentDateStr(<format>)

createDateStr(<format>, <val1>, <val2>, ...<valn>)

Convert from date to string

dateToString(<date handle>)

dateToString(<date handle>, <format>)

Get part of the date - year, month, day, etc.

getYear(<date handle>)

getMonth(<date handle>)

getWeek(<date handle>)

getDay(<date handle>)

getHour(<date handle>)

getMinutes(<date handle>)

getSec(<date handle>)

getMSec(<date handle>)

getNSec(<date handle>)

Set date part - year, month, day, etc.

setYear(<date handle>, <new val>)

setMonth(<date handle>, <new val>)

setWeek(<date handle>, <new val>)

setDay(<date handle>, <new val>)

setHour(<date handle>, <new val>)

setMinutes(<date handle>, <new val>)

setSec(<date handle>, <new val>)

setMSec(<date handle>, <new val>)

setNSec(<date handle>, <new val>)