fix_messages.hpp

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#pragma once
 
#include "fix/fix_codec.hpp"
#include "fix/fix_tags.hpp"
#include "base/config.hpp"
 
namespace fix40 {
 
inline FixMessage create_logon_message(const std::string& sender,
                                       const std::string& target,
                                       int seq_num = 1,
                                       int heart_bt = Config::instance().get_int("fix_session", "default_heartbeat_interval", 30),
                                       bool reset_seq_num = false) {
    FixMessage logon;
    logon.set(tags::MsgType, "A");
    logon.set(tags::EncryptMethod, "0");
    logon.set(tags::HeartBtInt, heart_bt);
    logon.set(tags::SenderCompID, sender);
    logon.set(tags::TargetCompID, target);
    logon.set(tags::MsgSeqNum, seq_num);
    if (reset_seq_num) {
        logon.set(tags::ResetSeqNumFlag, "Y");
    }
    return logon;
}
 
inline FixMessage create_heartbeat_message(const std::string& sender,
                                           const std::string& target,
                                           int seq_num,
                                           const std::string& test_req_id = "") {
    FixMessage hb;
    hb.set(tags::MsgType, "0");
    hb.set(tags::SenderCompID, sender);
    hb.set(tags::TargetCompID, target);
    hb.set(tags::MsgSeqNum, seq_num);
 
    if (!test_req_id.empty()) {
        hb.set(tags::TestReqID, test_req_id);
    }
 
    return hb;
}
 
inline FixMessage create_test_request_message(const std::string& sender,
                                              const std::string& target,
                                              int seq_num,
                                              const std::string& test_req_id) {
    FixMessage tr;
    tr.set(tags::MsgType, "1");
    tr.set(tags::SenderCompID, sender);
    tr.set(tags::TargetCompID, target);
    tr.set(tags::MsgSeqNum, seq_num);
    tr.set(tags::TestReqID, test_req_id);
    return tr;
}
 
inline FixMessage create_logout_message(const std::string& sender,
                                        const std::string& target,
                                        int seq_num,
                                        const std::string& text = "") {
    FixMessage lo;
    lo.set(tags::MsgType, "5");
    lo.set(tags::SenderCompID, sender);
    lo.set(tags::TargetCompID, target);
    lo.set(tags::MsgSeqNum, seq_num);
    if (!text.empty()) {
        lo.set(tags::Text, text);
    }
    return lo;
}
 
inline FixMessage create_resend_request_message(const std::string& sender,
                                                 const std::string& target,
                                                 int seq_num,
                                                 int begin_seq_no,
                                                 int end_seq_no) {
    FixMessage rr;
    rr.set(tags::MsgType, "2");
    rr.set(tags::SenderCompID, sender);
    rr.set(tags::TargetCompID, target);
    rr.set(tags::MsgSeqNum, seq_num);
    rr.set(tags::BeginSeqNo, begin_seq_no);
    rr.set(tags::EndSeqNo, end_seq_no);
    return rr;
}
 
inline FixMessage create_sequence_reset_message(const std::string& sender,
                                                 const std::string& target,
                                                 int seq_num,
                                                 int new_seq_no,
                                                 bool gap_fill = true) {
    FixMessage sr;
    sr.set(tags::MsgType, "4");
    sr.set(tags::SenderCompID, sender);
    sr.set(tags::TargetCompID, target);
    sr.set(tags::MsgSeqNum, seq_num);
    sr.set(tags::NewSeqNo, new_seq_no);
    sr.set(tags::GapFillFlag, gap_fill ? "Y" : "N");
    return sr;
}
 
inline bool is_admin_message(const std::string& msg_type) {
    return msg_type == "0" ||  // Heartbeat
           msg_type == "1" ||  // TestRequest
           msg_type == "2" ||  // ResendRequest
           msg_type == "4" ||  // SequenceReset
           msg_type == "5" ||  // Logout
           msg_type == "A";    // Logon
}
 
} // namespace fix40