Properly process CME XMLData for 35=n

Author: Lord

message.go

@@ -190,7 +190,9 @@ func ParseMessageWithDataDictionary(
 		return
 	}
 
-	prevTag := tagMsgType
+	//prevTag := tagMsgType
+	xmlDataLen := 0
+	xmlDataMsg := false
 
 	msg.Header.add(msg.fields[fieldIndex : fieldIndex+1])
 	fieldIndex++
@@ -199,8 +201,10 @@ func ParseMessageWithDataDictionary(
 	foundBody := false
 	for {
 		parsedFieldBytes = &msg.fields[fieldIndex]
-		if prevTag == tagXMLDataLen {
-			rawBytes, err = extractXMLDataField(parsedFieldBytes, rawBytes)
+		if xmlDataLen > 0 {
+			rawBytes, err = extractXMLDataField(parsedFieldBytes, rawBytes, xmlDataLen)
+			xmlDataLen = 0
+			xmlDataMsg = true
 		} else {
 			rawBytes, err = extractField(parsedFieldBytes, rawBytes)
 		}
@@ -226,7 +230,10 @@ func ParseMessageWithDataDictionary(
 			msg.bodyBytes = rawBytes
 		}
 
-		prevTag = parsedFieldBytes.tag
+		//prevTag = parsedFieldBytes.tag
+		if parsedFieldBytes.tag == tagXMLDataLen {
+			xmlDataLen, _ = msg.Header.GetInt(tagXMLDataLen)
+		}
 		fieldIndex++
 	}
 
@@ -247,7 +254,7 @@ func ParseMessageWithDataDictionary(
 	bodyLength, err := msg.Header.GetInt(tagBodyLength)
 	if err != nil {
 		err = parseError{OrigError: err.Error()}
-	} else if length != bodyLength {
+	} else if length != bodyLength && !xmlDataMsg {
 		err = parseError{OrigError: fmt.Sprintf("Incorrect Message Length, expected %d, got %d", bodyLength, length)}
 	}
 
@@ -345,25 +352,14 @@ func extractSpecificField(field *TagValue, expectedTag Tag, buffer []byte) (remB
 	return
 }
 
-func extractXMLDataField(parsedFieldBytes *TagValue, buffer []byte) (remBytes []byte, err error) {
-	endIndex := bytes.IndexByte(buffer, '>')
-	if endIndex == -1 {
-		err = parseError{OrigError: "extractField: No Trailing Delim in " + string(buffer)}
-		remBytes = buffer
-		return
-	}
-
-	endIndex = bytes.IndexByte(buffer[endIndex+1:], '>')
+func extractXMLDataField(parsedFieldBytes *TagValue, buffer []byte, dataLen int) (remBytes []byte, err error) {
+	endIndex := bytes.IndexByte(buffer, '=')
 	if endIndex == -1 {
 		err = parseError{OrigError: "extractField: No Trailing Delim in " + string(buffer)}
 		remBytes = buffer
 		return
 	}
-
-	tempEndIndex := bytes.IndexByte(buffer[endIndex:], '\001')
-	endIndex += tempEndIndex
-	tempEndIndex = bytes.IndexByte(buffer[endIndex+1:], '\001')
-	endIndex += tempEndIndex + 1
+	endIndex += dataLen + 1
 
 	err = parsedFieldBytes.parse(buffer[:endIndex+1])
 	return buffer[(endIndex + 1):], err

message_test.go

@@ -13,9 +13,9 @@ import (
 func BenchmarkParseMessage(b *testing.B) {
 	rawMsg := bytes.NewBufferString("8=FIX.4.2
9=104
35=D
34=2
49=TW
52=20140515-19:49:56.659
56=ISLD
11=100
21=1
40=1
54=1
55=TSLA
60=00010101-00:00:00.000
10=039
")
 
-	var msg Message
+	msg := NewMessage()
 	for i := 0; i < b.N; i++ {
-		_ = ParseMessage(&msg, rawMsg)
+		_ = ParseMessage(msg, rawMsg)
 	}
 }
 
@@ -32,6 +32,16 @@ func (s *MessageSuite) SetupTest() {
 	s.msg = NewMessage()
 }
 
+func TestXMLNonFIX(t *testing.T) {
+	rawMsg := bytes.NewBufferString("8=FIX.4.2
9=372
35=n
34=25512
369=1481
52=20200522-07:05:33.756
49=CME
50=G
56=OAEAAAN
57=TRADE_CAPTURE
143=US,IL
212=261
213=<RTRF>8=FIX.4.2
9=225
35=BZ
34=6549
369=6518
52=20200522-07:05:33.746
49=CME
50=G
56=9Q5000N
57=DUMMY
143=US,IL
11=ACP1590131133734
60=20200522-07:05:33.734
533=0
893=Y
1028=Y
1300=99
1369=99612:32508
1373=3
1374=9
1375=1
5979=1590131133734617697
10=167
</RTRF>
10=245
\"")
+	msg := NewMessage()
+	_ = ParseMessage(msg, rawMsg)
+
+	if !msg.Header.Has(tagXMLData) {
+		t.Error("Expected xmldata tag")
+	}
+}
+
 func (s *MessageSuite) TestParseMessageEmpty() {
 	rawMsg := bytes.NewBufferString("")