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| 1 | +// Copyright (C) Mike Kipnis - DistributedATS |
| 2 | +#pragma once |
| 3 | + |
| 4 | +#include <quickfix/Message.h> |
| 5 | +#include <quickfix/FieldMap.h> |
| 6 | +#include <boost/json.hpp> |
| 7 | +#include <string> |
| 8 | +#include <sstream> |
| 9 | + |
| 10 | +namespace distributed_ats { |
| 11 | +namespace fix_json { |
| 12 | + |
| 13 | +// Convert a FieldMap (Header, Body, or Trailer) to JSON object (recursive) |
| 14 | +inline boost::json::object field_map_to_json(const FIX::FieldMap& map) |
| 15 | +{ |
| 16 | + boost::json::object json_obj; |
| 17 | + |
| 18 | + // --- Fields --- |
| 19 | + for (FIX::FieldMap::iterator it = const_cast<FIX::FieldMap&>(map).begin(); |
| 20 | + it != const_cast<FIX::FieldMap&>(map).end(); ++it) |
| 21 | + { |
| 22 | + const FIX::FieldBase& field = *it; |
| 23 | + int tag = field.getTag(); |
| 24 | + json_obj[std::to_string(tag)] = field.getString(); |
| 25 | + } |
| 26 | + |
| 27 | + // --- Groups (repeating groups) --- |
| 28 | + const FIX::FieldMap::Groups& group_maps = map.groups(); |
| 29 | + for (auto group_it = group_maps.begin(); group_it != group_maps.end(); ++group_it) |
| 30 | + { |
| 31 | + int group_tag = group_it->first; |
| 32 | + const std::vector<FIX::FieldMap*>& group_vector = group_it->second; |
| 33 | + |
| 34 | + boost::json::array json_group_array; |
| 35 | + for (auto* group_map : group_vector) |
| 36 | + { |
| 37 | + json_group_array.push_back(field_map_to_json(*group_map)); |
| 38 | + } |
| 39 | + |
| 40 | + json_obj[std::to_string(group_tag)] = std::move(json_group_array); |
| 41 | + } |
| 42 | + |
| 43 | + return json_obj; |
| 44 | +} |
| 45 | + |
| 46 | +// Convert entire FIX message to JSON |
| 47 | +inline boost::json::object fix_to_json(const FIX::Message& message) |
| 48 | +{ |
| 49 | + boost::json::object json_root; |
| 50 | + |
| 51 | + json_root["Header"] = field_map_to_json(message.getHeader()); |
| 52 | + json_root["Body"] = field_map_to_json(message); |
| 53 | + json_root["Trailer"] = field_map_to_json(message.getTrailer()); |
| 54 | + |
| 55 | + return json_root; |
| 56 | +} |
| 57 | + |
| 58 | +// Helper: convert JSON object to FieldMap (recursive) |
| 59 | +inline void json_to_field_map(const boost::json::object& json_obj, FIX::FieldMap& map) |
| 60 | +{ |
| 61 | + for (auto& kv : json_obj) |
| 62 | + { |
| 63 | + const std::string& key = kv.key(); |
| 64 | + const boost::json::value& value = kv.value(); |
| 65 | + int tag = std::stoi(key); |
| 66 | + |
| 67 | + if (value.is_string()) |
| 68 | + { |
| 69 | + map.setField(FIX::StringField(tag, value.as_string().c_str())); |
| 70 | + } |
| 71 | + else if (value.is_array()) |
| 72 | + { |
| 73 | + const boost::json::array& arr = value.as_array(); |
| 74 | + for (auto& item : arr) |
| 75 | + { |
| 76 | + if (!item.is_object()) continue; |
| 77 | + FIX::Group group(tag, 0); // 0 used as placeholder delimiter |
| 78 | + json_to_field_map(item.as_object(), group); |
| 79 | + map.addGroup(tag, group); // FIX: addGroup(tag, group) |
| 80 | + } |
| 81 | + } |
| 82 | + else |
| 83 | + { |
| 84 | + // Convert other JSON types to string |
| 85 | + std::ostringstream oss; |
| 86 | + oss << value; |
| 87 | + map.setField(FIX::StringField(tag, oss.str())); |
| 88 | + } |
| 89 | + } |
| 90 | +} |
| 91 | + |
| 92 | +// Convert JSON to FIX::Message |
| 93 | +inline FIX::Message json_to_fix(const boost::json::object& json_msg) |
| 94 | +{ |
| 95 | + FIX::Message message; |
| 96 | + |
| 97 | + if (json_msg.if_contains("Header")) |
| 98 | + json_to_field_map(json_msg.at("Header").as_object(), message.getHeader()); |
| 99 | + |
| 100 | + if (json_msg.if_contains("Body")) |
| 101 | + json_to_field_map(json_msg.at("Body").as_object(), message); |
| 102 | + |
| 103 | + if (json_msg.if_contains("Trailer")) |
| 104 | + json_to_field_map(json_msg.at("Trailer").as_object(), message.getTrailer()); |
| 105 | + |
| 106 | + return message; |
| 107 | +} |
| 108 | + |
| 109 | +// Helper: JSON string → FIX::Message |
| 110 | +inline FIX::Message json_to_fix(const std::string& json_str) |
| 111 | +{ |
| 112 | + boost::json::value parsed = boost::json::parse(json_str); |
| 113 | + if (!parsed.is_object()) |
| 114 | + throw std::runtime_error("Invalid JSON format for FIX message"); |
| 115 | + |
| 116 | + return json_to_fix(parsed.as_object()); |
| 117 | +} |
| 118 | + |
| 119 | +// Helper: FIX::Message → JSON string |
| 120 | +inline std::string fix_to_json_string(const FIX::Message& message) |
| 121 | +{ |
| 122 | + boost::json::object json_obj = fix_to_json(message); |
| 123 | + return boost::json::serialize(json_obj); |
| 124 | +} |
| 125 | + |
| 126 | +} // namespace fix_json |
| 127 | +} // namespace distributed_ats |
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