Unknown fix on Market data incremental refresh

[julienmarie]

Hi,

I now manage to subscribe on a forex pair. But I receive this weird unknown_fix thing, and I don't seem to get the whole message decoded.

( decoded fix message here )

By example :

`fix_connection:23 {in,<<"8=FIX.4.4|9=397|35=X|34=35|49=CSERVER|50=QUOTE|52=20171026-08:26:47.287|56=fxpro.xxxxxxx|268=8|279=0|269=0|278=766888818|55=1|270=1.1816|271=1750000|279=0|269=0|278=766888821|55=1|270=1.18162|271=700000|279=0|269=0|278=766888817|55=1|270=1.18159|271=612500|279=0|269=1|278=766888824|55=1|270=1.18167|271=1225000|279=2|278=766884828|55=1|279=2|278=766886878|55=1|279=2|278=766883052|55=1|279=2|278=766888352|55=1|10=192|">>}

fix_read_manager:78 {unknown_fix,fix_read,
{fix,<0.639.0>,
{market_data_incremental_refresh,<<"20171026-08:26:47.287">>,undefined,undefined,undefined,1.18167,undefined,1225000,undefined,undefined,undefined,undefined,undefined,undefined,undefined,undefined,
undefined,undefined,undefined,undefined,undefined,undefined,undefined,undefined,undefined,undefined,undefined,undefined,undefined,undefined,undefined,undefined,
undefined,undefined,undefined,undefined,undefined,undefined,undefined,[],[],
[{sender_sub_id,<<"QUOTE">>},
{no_md_entries,8},
{md_update_action,new},
{md_entry_type,bid},
{md_entry_id,<<"766888818">>},
{symbol,<<"1">>},
{md_update_action,new},
{md_entry_type,bid},
{md_entry_id,<<"766888821">>},
{symbol,<<"1">>},
{md_update_action,new},
{md_entry_type,bid},
{md_entry_id,<<"766888817">>},
{symbol,<<"1">>},
{md_update_action,new},
{md_entry_type,offer},
{md_entry_id,<<"766888824">>},
{symbol,<<"1">>},
{md_update_action,delete},
{md_entry_id,<<"766884828">>},
{symbol,<<"1">>},
{md_update_action,delete},
{md_entry_id,<<"766886878">>},
{symbol,<<"1">>},
{md_update_action,delete},
{md_entry_id,<<"766883052">>},
{symbol,<<"1">>},
{md_update_action,delete},
{md_entry_id,<<"766888352">>},
{symbol,<<"1">>}]},

<<56,61,70,73,88,46,52,46,52,1,57,61,51,57,55,1,51,53,61,88,1,51,52,61,51,53,1,52,57,61,67,83,69,82,86,69,82,1,53,48,61,81,85,79,84,69,1,53,50,61,50,48,49,55,49,48,50,54,45,48,56,58,50,54,58,52,55,
46,50,56,55,1,53,54,61,102,120,112,114,111,46,49,48,48,55,54,50,54,52,1,50,54,56,61,56,1,50,55,57,61,48,1,50,54,57,61,48,1,50,55,56,61,55,54,54,56,56,56,56,49,56,1,53,53,61,49,1,50,55,48,61,49,46,
49,56,49,54,1,50,55,49,61,49,55,53,48,48,48,48,1,50,55,57,61,48,1,50,54,57,61,48,1,50,55,56,61,55,54,54,56,56,56,56,50,49,1,53,53,61,49,1,50,55,48,61,49,46,49,56,49,54,50,1,50,55,49,61,55,48,48,48,
48,48,1,50,55,57,61,48,1,50,54,57,61,48,1,50,55,56,61,55,54,54,56,56,56,56,49,55,1,53,53,61,49,1,50,55,48,61,49,46,49,56,49,53,57,1,50,55,49,61,54,49,50,53,48,48,1,50,55,57,61,48,1,50,54,57,61,49,
1,50,55,56,61,55,54,54,56,56,56,56,50,52,1,53,53,61,49,1,50,55,48,61,49,46,49,56,49,54,55,1,50,55,49,61,49,50,50,53,48,48,48,1,50,55,57,61,50,1,50,55,56,61,55,54,54,56,56,52,56,50,56,1,53,53,61,49,
1,50,55,57,61,50,1,50,55,56,61,55,54,54,56,56,54,56,55,56,1,53,53,61,49,1,50,55,57,61,50,1,50,55,56,61,55,54,54,56,56,51,48,53,50,1,53,53,61,49,1,50,55,57,61,50,1,50,55,56,61,55,54,54,56,56,56,51,
53,50,1,53,53,61,49,1,49,48,61,49,57,50,1>>}}
`

[maxlapshin]

It is a cool thing: market_data_incremental_refresh

I think that it is required to add new clause here:
https://github.com/maxlapshin/fix/blob/master/src/fix_read_conn.erl#L245

There is existing routing for market_data_snapshot_full_refresh but you need to add for market_data_incremental_refresh here: https://github.com/maxlapshin/fix/blob/master/src/fix_read_conn.erl#L261

because right now fix_read_conn cannot understand this message and sends it to fix_read_manager, but it must be routed in fix_read_conn.

[julienmarie]

Thanks ! Now I have to figure out how to parse ! :)

[julienmarie]

Hi again. went back to this project, but still have issues making this market_data_incremental_refresh work. Do you plan on updating this library?