fix

Kind	kit
Categories	network finance
Keywords	fix trading finance protocol hft

FIX protocol (Financial Information eXchange) implementation for Kit

Files

File	Description
`kit.toml`	Package manifest with metadata and dependencies
`src/main.kit`	Session management, message encoding, and order types
`tests/fix.test.kit`	Version, error type, and trait implementation tests
`examples/market-data.kit`	Market data subscription and quote processing
`examples/simple-client.kit`	Order submission and execution report handling
`LICENSE`	MIT license file

Dependencies

No Kit package dependencies.

Installation

kit add gitlab.com/kit-lang/packages/kit-fix.git

Usage

import Kit.Fix

License

MIT License - see LICENSE for details.

Exported Functions & Types

`FIXVersion`

Supported FIX protocol versions.

Variants

FIX42

FIX44

FIX50

`FIXError`

FIX protocol error type for typed error handling.

Variants

FIXConnectionError {message}

FIXSessionError {message}

FIXLogonError {message}

FIXLogoutError {message}

FIXSendError {message}

FIXRecvError {message}

FIXParseError {message}

FIXChecksumError {expected, actual}

FIXSequenceError {expected, received}

FIXTimeoutError {message}

FIXRejectError {ref-seq-num, reason}

FIXGapError {begin-seq, end-seq}

`tags`

Standard FIX field tags. See https://www.onixs.biz/fix-dictionary.html for complete reference.

`msg-types`

FIX message type codes.

`Side`

Order side enumeration.

Variants

Buy

Sell

BuyMinus

SellPlus

SellShort

SellShortExempt

`side-to-fix`

Convert side to FIX value.

Side -> String

`fix-to-side`

Parse side from FIX value.

String -> Option Side

`OrderType`

Order type enumeration.

Variants

Market

Limit

Stop

StopLimit

MarketOnClose

WithOrWithout

LimitOrBetter

LimitWithOrWithout

`order-type-to-fix`

Convert order type to FIX value.

OrderType -> String

`fix-to-order-type`

Parse order type from FIX value.

String -> Option OrderType

`TimeInForce`

Time in force enumeration.

Variants

Day

GTC

AtTheOpening

IOC

FOK

GoodTillCrossing

GoodTillDate

AtTheClose

`tif-to-fix`

Convert time in force to FIX value.

TimeInForce -> String

`fix-to-tif`

Parse time in force from FIX value.

String -> Option TimeInForce

`ExecType`

Execution type enumeration.

Variants

ExecNew

PartialFill

Fill

DoneForDay

Canceled

Replaced

PendingCancel

Stopped

Rejected

Suspended

PendingNew

Calculated

Expired

PendingReplace

Trade

TradeCorrect

TradeCancel

OrderStatus

`fix-to-exec-type`

Parse execution type from FIX value.

String -> Option ExecType

`OrdStatus`

Order status enumeration.

Variants

OrdNew

PartiallyFilled

Filled

DoneForDay

Canceled

Replaced

PendingCancel

Stopped

Rejected

Suspended

PendingNew

Calculated

Expired

AcceptedForBidding

PendingReplace

`fix-to-ord-status`

Parse order status from FIX value.

String -> Option OrdStatus

`MDUpdateAction`

MD Update Action enumeration.

Variants

MDNew

MDChange

MDDelete

`fix-to-md-update-action`

Parse MD update action from FIX value.

String -> Option MDUpdateAction

`SessionStatus`

Session status for state machine.

Variants

Disconnected

SocketConnected

LogonSent

LoggedOn

ResendRequested

LogoutSent

LogoutReceived

`FIXMessage`

FIX message algebraic data type.

Variants

Logon {encrypt-method, heartbeat-int, reset-seq-num, username, password}

Logout {text}

Heartbeat {test-req-id}

TestRequest {test-req-id}

ResendRequest {begin-seq-no, end-seq-no}

SequenceReset {gap-fill, new-seq-no}

Reject {ref-seq-num, ref-tag-id, ref-msg-type, session-reject-reason, text}

NewOrderSingle {cl-ord-id, account, symbol, side, order-qty, price, stop-px, ord-type, time-in-force, min-qty, max-floor, ex-destination, transact-time}

OrderCancelRequest {cl-ord-id, orig-cl-ord-id, order-id, symbol, side, order-qty, transact-time}

OrderCancelReplaceRequest {cl-ord-id, orig-cl-ord-id, order-id, account, symbol, side, order-qty, price, stop-px, ord-type, time-in-force, transact-time}

OrderStatusRequest {cl-ord-id, order-id, symbol, side}

ExecutionReport {order-id, secondary-order-id, cl-ord-id, orig-cl-ord-id, exec-id, exec-type, ord-status, ord-rej-reason, account, symbol, side, order-qty, ord-type, price, stop-px, time-in-force, last-px, last-qty, leaves-qty, cum-qty, avg-px, transact-time, text}

OrderCancelReject {order-id, cl-ord-id, orig-cl-ord-id, ord-status, cxl-rej-response-to, cxl-rej-reason, text}

MarketDataRequest {md-req-id, subscription-type, market-depth, md-update-type, aggregated-book, symbols, entry-types}

MarketDataSnapshot {md-req-id, symbol, entries}

MarketDataIncremental {md-req-id, entries}

MarketDataRequestReject {md-req-id, md-req-rej-reason, text}

RawMessage {msg-type, fields}

Market data entry.

Message store for tracking sent messages (needed for resend).

`message-store-new`

Create a new message store.

Int -> MessageStore

`message-store-add`

Store a sent message.

MessageStore -> Int -> String -> MessageStore

`message-store-get-range`

Get messages for resend.

MessageStore -> Int -> Int -> List String

FIX session configuration.

`default-config`

Default session configuration.

FIX session state.

`calculate-checksum`

Calculate FIX checksum.

String -> Int

`timestamp`

Get current timestamp in FIX format (YYYYMMDD-HH:MM:SS.sss).

String

`encode`

Encode a FIX message to wire format.

SessionState -> FIXMessage -> String

`decode`

Decode a FIX message from wire format.

String -> Result FIXMessage FIXError

`disconnect`

Disconnect from a FIX session.

SessionState -> Unit

`send`

Send a FIX message.

SessionState -> FIXMessage -> Result SessionState FIXError

`recv`

Receive a FIX message with admin message handling.

SessionState -> Result (FIXMessage, SessionState) FIXError

`recv-timeout`

Receive a FIX message with timeout.

SessionState -> Int -> Result (FIXMessage, SessionState) FIXError

`check-heartbeat`

Check and send heartbeat if needed.

SessionState -> Result SessionState FIXError

`is-active?`

Check if session is active.

SessionState -> Bool

`status`

Get session status.

SessionState -> SessionStatus

`out-seq-num`

Get outbound sequence number.

SessionState -> Int

`in-seq-num`

Get inbound sequence number.

SessionState -> Int

`new-order-single`

Create a new order single message.

{cl-ord-id: String, account: Option String, symbol: String, side: Side, order-qty: Float, price: Option Float, stop-px: Option Float, ord-type: Option OrderType, time-in-force: Option TimeInForce, min-qty: Option Float, max-floor: Option Float, ex-destination: Option String} -> FIXMessage

`cancel-order`

Create an order cancel request message.

{cl-ord-id: String, orig-cl-ord-id: String, order-id: Option String, symbol: String, side: Side, order-qty: Float} -> FIXMessage

`replace-order`

Create an order cancel/replace request message.

{cl-ord-id: String, orig-cl-ord-id: String, order-id: Option String, account: Option String, symbol: String, side: Side, order-qty: Float, price: Option Float, stop-px: Option Float, ord-type: Option OrderType, time-in-force: Option TimeInForce} -> FIXMessage

`order-status`

Create an order status request message.

{cl-ord-id: Option String, order-id: Option String, symbol: String, side: Side} -> FIXMessage

`market-data-request`

Create a market data request message. Note: Due to Kit type inference bug with variant constructors containing List fields, this function must be implemented manually by the user for now. Use: MarketDataRequest { md-req-id: ..., subscription-type: ..., market-depth: ..., md-update-type: ..., aggregated-book: ..., symbols: ..., entry-types: ... }

{md-req-id: String, symbols: List String, subscription-type: Option Int, market-depth: Option Int, md-update-type: Option Int, aggregated-book: Option Bool, entry-types: Option (List Int)} -> FIXMessage

`market-data-unsubscribe`

Unsubscribe from market data.

String -> FIXMessage

`HeartbeatMsg`

Heartbeat monitor message types.

Variants

Tick

UpdateSentTime {time, seq-num}

UpdateRecvTime {time}

Stop

`stop-heartbeat-monitor`

Stop the heartbeat monitor.

Ptr -> Unit

`tick-heartbeat-monitor?`

Manually tick the heartbeat monitor. Call this periodically (e.g., once per second) to check heartbeat timing.

Ptr -> Unit

`notify-sent?`

Notify the heartbeat monitor that a message was sent. Call this after every FIX.send to keep timing accurate.

Ptr -> SessionState -> Unit

`notify-recv?`

Notify the heartbeat monitor that a message was received. Call this after every FIX.recv to reset the timeout.

Ptr -> Unit

`heartbeat-alive?`

Check if the heartbeat monitor detected a dead connection.

Ptr -> Bool

Enhanced session state with automatic heartbeat.

`disconnect-auto`

Disconnect an auto-heartbeat session.

AutoSession -> Unit

`send-auto`

Send a message via an auto-heartbeat session.

AutoSession -> FIXMessage -> Result AutoSession FIXError

`recv-auto`

Receive a message via an auto-heartbeat session.

AutoSession -> Result (FIXMessage, AutoSession) FIXError

`recv-timeout-auto`

Receive with timeout via an auto-heartbeat session.

AutoSession -> Int -> Result (FIXMessage, AutoSession) FIXError

`is-healthy?`

Check if the auto-session's heartbeat monitor is still alive.

AutoSession -> Bool