connamara / fix_spec Goto Github PK

The following,

Given I create the following FIX.4.2 message of type "ExecutionReport": 
|SenderCompID         | "ITG"     |
|TargetCompID         | "SILO"    |
|MaturityDay          | 4         |
|DayOrderQty          | 23.45     |
|ExchangeForPhysical  | true      |
|AvgPx                | 100.25    |
|OrdType              | "MARKET"  |
|PossDupFlag          | false     |

Actually sets the tag 'OrdType' to the string "MARKET" instead of "1". It also sets MsgType to the string 'ExecutionReport' instead of "8".

Getting the below when running rake

PermGen space (Java::JavaLang::OutOfMemoryError)
Error: Your application exhausted PermGen area of the heap.
Specify -J-XX:MaxPermSize=###M to increase it (### = PermGen size in MB).
Specify -w for full OutOfMemoryError stack trace

As a workaround, the max perm size can be bumped in the by setting the JAVA_OPTS env variable. e.g., JAVA_OPTS=-XX:MaxPermSize=2048m

From the QFIX 201 presentation, @mgatny sez

 And the FIX message should have the following:
        | MsgType  | "NewOrderSingle" |
        | Symbol   | "AAPL"           |
        | Side     | "BUY"            |
        | OrderQty | 1.0              |
        | Price    | 10004.0          |
        | OrdType  | "LIMIT"          |

• It would be better if I didn't have to put ".0" on the end of my price and qty, since I don't actually want it to be formatted that way in the message itself. Could be an interaction between rspec and the type of the quickfix field (e.g. float/bigdecimal)? Maybe we could add a feature where you could quote it, like "10004" to force a string comparison.

The lookup does not work with integer enum field types

proto spec has this feature

The travis build is allowed to fail this build configuration as is. Will either need to backport to 1.8 or drop support for 1.8 altogether.

Repeating groups created with the forward-slash syntax (e.g. NoMDEntryTypes/0/Symbol) do not preserve the proper field order because they are created as the base Group type.

One solution is to create the properly typed Group instead, e.g. new MarketDataRequest.NoMDEntryTypes instead of new Group.