Class: Finance::FIX

Inherits:

Object

• Object
• Finance::FIX

Defined in:

lib/finance-fix.rb

Overview

Finance::FIX - Parse FIX protocol messages

Constant Summary

VERSION =

'0.0.1'

Instance Method Summary

• #new {|_self| ... } ⇒ Object
• #parse(msg) ⇒ Object

  Parse “message”, returning array of FIX message nodes, broken down in arrays of keys and values.

Instance Method Details

#new {|_self| ... } ⇒ Object

Yields:

• (_self)

Yield Parameters:

• _self (Finance::FIX) —

  the object that the method was called on

# File 'lib/finance-fix.rb', line 6

def new
  yield self if block_given?
end

#parse(msg) ⇒ Object

Parse “message”, returning array of FIX message nodes, broken down in arrays of keys and values.

# File 'lib/finance-fix.rb', line 12

def parse(msg)
  msg.split(/\x01/).collect { |pair| pair.split(/=/) }  # Split on "SOH then "="
end