DotGram.Finance 0.1.0

DotGram.Finance

A standalone FIX 4.4 tag-value parser for netstandard2.0 and net10.0. DotGram generates the parsers at build time; applications need no DotGram runtime, grammar files, schema XML, reflection configuration or initialization step.

using DotGram.Finance.Fix;

if (Fix44.TryParse(wire, out var message, out var error))
{
    if (message is NewOrderSingle order)
    {
        Console.WriteLine(order.Symbol);
        Console.WriteLine(order.OrderQty);
        Console.WriteLine(order.Header.SenderCompID);

        foreach (var party in order.Parties)
            Console.WriteLine(party.PartyID);
    }
}
else
{
    Console.WriteLine($"{error!.Position}: tag {error.Tag}, " +
                      $"MsgType {error.MessageType}: {error.Reason}");
}

Fix44.Parse(wire) returns the same model and throws FormatException on malformed input. TryParse returns false and leaves message null. Null input also returns false in TryParse; invalid options passed to an options overload are programming errors. String and ReadOnlySpan<char> overloads accept one complete message. Read a file's contents and pass them to the same API; concatenated messages are not one message and are rejected.

Input and ownership

The input is a lossless octet string: every character represents one octet, U+0000 through U+00FF. The delimiter is SOH (\u0001), not the printable | often used in logs. Characters above U+00FF are rejected. BodyLength and CheckSum therefore count exactly the octets present on the wire, including raw and encoded data. Decode a wire file with Latin-1, not UTF-8; an Encoded field's payload remains opaque and its declared MessageEncoding remains available.

String input is retained without copying. Span input is copied once because the returned model owns its source. Keeping a field or message alive retains that source. There is no streaming, byte-buffer parser, transport or session engine.

Model

All 93 standard message types have public classes. Header, trailer and repeating group entries have named properties, including typed nested group collections. Flattened component fields are properties of their containing scope.

• Missing scalar fields return null; absent groups return an empty read-only list.
• String properties allocate their text when accessed, not while parsing fields.
• Numeric properties return FixNumber?. Its Value preserves all decimal digits; TryGetDecimal uses .NET's decimal conversion rules. Values outside CLR numeric ranges can still be parsed and inspected without overflow or loss of wire text.
• Temporal properties preserve FIX text, including year zero and leap-second notation, rather than forcing values into DateTime.
• GetField(tag) returns the first field in the current scope. FixField.Value and FixField.Wire expose non-allocating spans. Fields preserves scope order; AllFields traverses the complete message, including nested groups, in wire order.
• OriginalWire is the exact input. No serializer is necessary to recover it.

Validation policies

Body fields may be reordered. Group entries must begin with their schema's first field in both modes. Unknown scalar tags inside an entry belong to the current entry until a known delimiter or field establishes the next scope. Without a vendor schema, their business meaning or a different intended scope cannot be inferred. The exact wire and offsets are always preserved.

Strict validates the explicit machine-readable schema and wire constraints, including MessageEncoding when Encoded fields occur. It is not a trading or session business validator: prose-only conditional trading requirements, sequence-number state, order economics, live ISO registry assignments and announced leap-second dates are outside its checks. ISO identifiers are checked for their lexical shape.

Vendor data fields

An unknown data field cannot safely be split at SOH. Register its length/data tags before parsing; the immutable options can be reused concurrently:

var options = new FixParseOptions(
    FixParseMode.Lenient,
    new FixDataPair(lengthTag: 9000, dataTag: 9001));

var message = Fix44.Parse(wire, options);
var payload = message.GetField(9001)!.Value.Value;

Registered pairs are also accepted and validated in Strict. Tags must be positive, unique and outside the standard schema. Registration does not redefine FIX fields. Custom group schemas are not inferred or dynamically compiled: an unknown vendor message preserves their fields flat. Extending the generated typed schema requires an explicit repository definition and a library build.

Specification and reproducibility

The source is FIX Trading Community's Orchestra FIX 4.4, FIX.4.4_EP311, pinned to commit cd24169a2abd8daba7c360987c7a46ca11873a12. It contains 912 fields, 247 code sets, 15 components and 92 group definitions; 91 groups are reachable from the 93 standard messages. Wire rules follow FIX TagValue Encoding.

Run python tools/generate-fix44.py from the repository to reproduce checked-in grammars, model types, schema tables and test fixtures. Generation uses only the Python standard library and the pinned local XML; package consumers do not run it. The original source and its Apache 2.0 license remain unmodified. See the packaged third-party notices for attribution.

Tests and BenchmarkDotNet workloads are separate solution projects. The coverage and measurement records are in docs/design/finance-fix44.md and benchmarks/DotGram.Finance.Benchmarks/README.md in the source repository.