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RepeatingGroupApi.md

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Repeating Group API

There is an API for Repeating Groups in FIX Antenna .NET Core. It allows creating, removing and modifying Repeating Groups and their entries.

Indexing Repeating Group

To use the Repeating Group API, you can pass the FixMessage instance to the static method RawFixUtil.IndexRepeatingGroup(). There are four implementations of this method:

  1. Indexes Repeating Group according to FIX dictionary. The dictionary version and message type are selected by passed arguments.

    FixMessage IndexRepeatingGroup(FixMessage msg, FixVersion version, string msgType, bool validation)

  2. Indexes Repeating Group according to FIX dictionary. The dictionary version and message type are selected by passed arguments and validation is turned off.

    FixMessage IndexRepeatingGroup(FixMessage msg, FixVersion version, string msgType)

  3. Indexes Repeating Group according to FIX dictionary. The FIX version and message type are extracted from the message.

    FixMessage IndexRepeatingGroup(FixMessage msg, bool validation)

  4. Indexes Repeating Group according to FIX dictionary. The FIX version and message type are extracted from the message and validation is turned off.

    FixMessage IndexRepeatingGroup(FixMessage msg)

All methods return a passed message. If you try to work with the Repeating Group API without calling RawFixUtil.IndexRepeatingGroup(), the IndexRepeatingGroup(FixMessage msg) method will implicitly be called, so you get an indexed message with validation turned off.

Working with Repeating Groups through API

There are two classes for working with Repeating Groups through an API: RepeatingGroup and RepeatingGroup.Entry. RepeatingGroup contains methods for managing entries of Repeating Groups. Entry contains methods for managing tags in a specific entry of RepeatingGroup and subgroups. By default, FIX Antenna uses instances of RepeatingGroup and RepeatingGroup.Entry from the internal pool to reduce garbage production.

Repeating Group Pool

The first thing that you should know about the Repeating Group API is pooling. Remember this simple rule: if you got an RepeatingGroup or Entry instance by calling a method that returns an instance of a group or entry, then there is no need to do so in group.Release() / entry.Release(): all groups and entries will come back to the pool after msg.ReleaseInstance() is called. Alternatively, if you get a group or entry by an explicit call of RepeatingGroupPool.GetEntry() / GetRepeatingGroup(), you should explicitly return a group/entry object to the pool using the Release method call.

Get Repeating Group

There are two ways to get a Repeating Group from an indexed message:

  1. Don't forget about msg.ReleaseInstance()! If you don't call this method, it may cause unnecessary object creation.

    FixMessage msg = RawFixUtil.GetFixMessage(executionReport.AsByteArray());
msg = RawFixUtil.IndexRepeatingGroup(msg, true);

RepeatingGroup group = msg.GetRepeatingGroup(555); //Leading tag of Repeating Group
//Some operations
msg.ReleaseInstance();

  2. In this case, FixMessage filling passed a group with information about group content.

    FixMessage msg = RawFixUtil.GetFixMessage(executionReport.AsByteArray());
msg = RawFixUtil.IndexRepeatingGroup(msg, true);
RepeatingGroup group = RepeatingGroupPool.RepeatingGroup; // Or new RepeatingGroup() or something else
msg.GetRepeatingGroup(555, group); // Leading tag of Repeating Group
//Some operations
group.Release();

If you try to get a non-existent group, you get an exception (if you call the void method) or a null value (if you call the method that returns a RepeatingGroup instance). There are safe methods (GetOrAddRepeatingGroup()) that add a repeating group if it doesn't exist.

Get Entry

After you get a RepeatingGroup instance, you can get entries of this group. There are two ways to get it:

  1. Don't forget about msg.ReleaseInstance()! If you don't call this method, it may cause unnecessary object creation.

    FixMessage msg = RawFixUtil.GetFixMessage(executionReport.AsByteArray());
msg = RawFixUtil.IndexRepeatingGroup(msg, true);

RepeatingGroup group = msg.GetRepeatingGroup(555); //Leading tag of Repeating Group
RepeatingGroup.Entry entry = group.GetEntry(0); //Number of entry in group
//Some operations
msg.ReleaseInstance();

  2. In this case, FixMessage filling passed an entry with information about entry content.

    FixMessage msg = RawFixUtil.GetFixMessage(executionReport.AsByteArray());
msg = RawFixUtil.IndexRepeatingGroup(msg, true);
RepeatingGroup group = RepeatingGroupPool.RepeatingGroup; // Or new RepeatingGroup() or something else
RepeatingGroup.Entry entry = RepeatingGroupPool.Entry;
msg.GetRepeatingGroup(555, group); // Leading tag of Repeating Group
group.GetEntry(0, entry); //Number of entry in group
//Some operations
entry.Release();
group.Release();

Get nested group

You can get nested a group using the method Entry.GetGroup():

   FixMessage msg = RawFixUtil.GetFixMessage(executionReport.AsByteArray());
   msg = RawFixUtil.IndexRepeatingGroup(msg, true);
   RepeatingGroup group = RepeatingGroupPool.RepeatingGroup; // Or new RepeatingGroup() or something else
   RepeatingGroup.Entry entry = RepeatingGroupPool.Entry;
   msg.GetRepeatingGroup(555, group); // Leading tag of Repeating Group
   group.GetEntry(0, entry); //Number of entry in group

   RepeatingGroup subGroup = entry.GetRepeatingGroup(Tags.NoLegSecurityAltID);

   //Some operations
   entry.Release();
   msg.ReleaseInstance();

Add new Repeating Group to message

To create a Repeating Group, use the method AddRepeatingGroupAtIndex:

FixMessage msg = RawFixUtil.GetFixMessage(executionReport.AsByteArray());
msg = RawFixUtil.IndexRepeatingGroup(msg, true);

int repeatingGroupIndex = 20; //Index in message
int leadingTag = 555; //Leading tag for group
bool validation = true; //Turn on validation
RepeatingGroup group = msg.AddRepeatingGroupAtIndex(repeatingGroupIndex, leadingTag, validation);
//Some operations
msg.ReleaseInstance();

The parameter repeatingGroupIndex is an index of leading tags in a FIX message. The first tag has an index = 0. Parameter validation enables or disables validation of the group. Information about validation is below. You can also add a nested group to an entry:

   FixMessage msg = RawFixUtil.GetFixMessage(executionReport.AsByteArray());
   msg = RawFixUtil.IndexRepeatingGroup(msg, true);
   RepeatingGroup group = RepeatingGroupPool.RepeatingGroup; // Or new RepeatingGroup() or something else
   RepeatingGroup.Entry entry = RepeatingGroupPool.Entry;
   msg.GetRepeatingGroup(555, group); // Leading tag of Repeating Group
   group.GetEntry(0, entry); //Number of entry in group

   int leadingTag = Tags.NoLegSecurityAltID;
   bool validation = true;
   RepeatingGroup subGroup = entry.AddRepeatingGroup(Tags.NoLegSecurityAltID, validation);

   //Some operations
   entry.Release();
   group.Release();
   msg.ReleaseInstance();

The parameter validation is optional for creating a repeating group. If it is ommited, its value will be inherited from the parent group.

Add new Entry to Repeating Group

To create a new Entry, use the method AddEntry():

   FixMessage msg = RawFixUtil.GetFixMessage(executionReport.AsByteArray());
   msg = RawFixUtil.IndexRepeatingGroup(msg, true);
   RepeatingGroup group = RepeatingGroupPool.RepeatingGroup; // Or new RepeatingGroup() or something else
   RepeatingGroup.Entry entry = RepeatingGroupPool.Entry;
   msg.GetRepeatingGroup(555, group); // Leading tag of Repeating Group

   //Add at end
   Entry entry1 = group.AddEntry();
   //Add at index. First index = 0
   Entry entry2 = group.AddEntry(1);

   entry.Release();
   group.Release();
   msg.ReleaseInstance();

If you pass an index greater than the current group size or less than zero, you will get IndexOutOfRangeException.

Remove Entry from Repeating Group

There are a few methods to remove an entry from a group:

group.Remove(index); //remove entry by index
entry.Remove(); //remove current entry, but doesn't return it in pool
group.Remove(entry); //remove passed entry, but doesn't return it in pool

Leading tag self-maintaining

The leading tag of a group is fully self-maintaining. You can't update it directly. The leading tag doesn't appear in a message until the group is empty. When a group becomes empty, the leading tag is removed from the message.

FixMessage msg = new FixMessage();
msg.Set(8, "FIX.4.4");
msg.Set(35, "8");
msg.Set(10, 123);

RepeatingGroup group = msg.AddRepeatingGroupAtIndex(555, 2);
Console.WriteLine(msg.ToPrintableString()); //8=FIX.4.4 | 35=8 | 10=123  group is empty, so it doesn't show in message

RepeatingGroup.Entry entry1 = group.AddEntry();
RepeatingGroup.Entry entry2 = group.AddEntry();
Console.WriteLine(msg.ToPrintableString()); //8=FIX.4.4 | 35=8 | 10=123  group have two entries now, but all entry is empty, so group still doesn't show in message
Console.WriteLine(group.Count); // Prints 2, method getSize returns number of all groups - empty and non empty
Console.WriteLine(group.GetLeadingTagValue()); // Prints 0

entry1.AddTag(600, "TBD");
Console.WriteLine(msg.ToPrintableString()); //8=FIX.4.4 | 35=8 | 555=1 | 600=TBD | 10=123  group appear in message.
Console.WriteLine(group.Count); // Prints 2
Console.WriteLine(group.GetLeadingTagValue()); // Prints 1

entry1.RemoveTag(600);
Console.WriteLine(msg.ToPrintableString()); //8=FIX.4.4 | 35=8 | 10=123  group is removed from message because there is no non-empty entries
Console.WriteLine(group.Count); // Prints 2, method getSize returns number of all groups - empty and non empty
Console.WriteLine(group.GetLeadingTagValue()); // Prints 0

When we add two or more groups at the same place in a message, the behavior is the same as when we add two tags in the same place in a message:

FixMessage msg = new FixMessage();
msg.Set(8, "FIX.4.4");
msg.Set(35, "8");
msg.Set(10, 123);

RepeatingGroup group555 = msg.AddRepeatingGroupAtIndex(555, 2);
RepeatingGroup group454 = msg.AddRepeatingGroupAtIndex(454, 2); //group 555 will appear right after group 454

group555.AddEntry().AddTag(600, "TBD");
Console.WriteLine(msg.ToPrintableString()); //8=FIX.4.4 | 35=8 | 555=1 | 600=TBD | 10=123
group454.AddEntry().AddTag(455, 5);
Console.WriteLine(msg.ToPrintableString()); //8=FIX.4.4 | 35=8 | 454=1 | 455=5 | 555=1 | 600=TBD | 10=123
RepeatingGroup group = msg.AddRepeatingGroupAtIndex(555, 2);

Nested repeating groups also have self-maintained leading tags.

When we add two nested groups one by one, they will appear in the order they were added:

   RepeatingGroup.Entry entry = group555.AddEntry();
   entry.AddTag(600, "TBD");
   RepeatingGroup group604 = entry.AddRepeatingGroup(604);
   RepeatingGroup group539 = entry.AddRepeatingGroup(539);

   Console.WriteLine(msg.ToPrintableString()); //8=FIX.4.4 | 35=8 | 454=1 | 455=5 | 555=1 | 600=TBD | 10=123 sub groups 604 and 539 is empty, so they doesn't show

   group539.AddEntry().AddTag(524, "524val");
   Console.WriteLine(msg.ToPrintableString()); //8=FIX.4.4 | 35=8 | 454=1 | 455=5 | 555=1 | 600=TBD | 525=1 | 524=524val | 10=123
   group604.AddEntry().AddTag(605, "605val");
   Console.WriteLine(msg.ToPrintableString()); //8=FIX.4.4 | 35=8 | 454=1 | 455=5 | 555=1 | 600=TBD | 604=1 | 605=605val | 525=1 | 524=524val | 10=123

All methods that work with the index inside an entry like RemoveTagAtIndex and GetTagValueAsXXXAtIndex do not work with empty groups:

RepeatingGroup.Entry entry = group555.AddEntry();
entry.AddTag(600, "TBD");
RepeatingGroup group604 = entry.AddRepeatingGroup(604);

entry.RemoveTagAtIndex(1); //returns false, because there is no any real tag at index 1 inside entry.

ITagList interface

There is a common interface for FixMessage and RepeatingGroup.Entry for Add, Get, Update, and Remove operations on tags in an entry:

ITagList entry = group.GetEntry(0);
entry.AddTag(tag, tagValue);
entry.UpdateValue(tag, tagValue, missingTagHandling);
entry.RemoveTag(tag);
entry.GetTagValueAsString(tag);
//And others

Validation

Validation of repeating groups is available during the initial indexing of a Repeating Group and during the modification of a Repeating Group.

During indexing there are the following validations:

  1. Leading tag value validation. The leading tag value must be equal to the number of Repeating Group entries.
  2. Duplicate tag validation. All tags inside an entry must be unique.
  3. Delimiter tag validation. The delimiter tag must be followed by a leading tag.

During modification of a Repeating group there are the following validations:

  1. Tag refers to group validation. Must be mapping group -> tag in dictionary.
  2. Duplicate tag validation. All tags inside an entry must be unique.

Copying

It is possible to copy a repeating group and entry to another message or group. To copy a repeating group from one FIX message to another, use the method FixMessage.CopyRepeatingGroup:

RepeatingGroup srcGroup = srcMsg.GetRepeatingGroup(232);
RepeatingGroup copiedGroup = dstMsg.CopyRepeatingGroup(srcGroup, 9); // group for copy and index where group will be inserted

To copy an entry of a repeating group to another group, use the method RepeatingGroup.CopyEntry:

RepeatingGroup groupForCopy = srcMsg.GetRepeatingGroup(454);
RepeatingGroup.Entry entryForCopy = groupForCopy.GetEntry(1);
RepeatingGroup tarGetGroup = dstMsg.GetRepeatingGroup(454);

Entries can be copied to the same message or to another message. To copy a nested repeating group, use the method Entry.CopyRepeatingGroup:

RepeatingGroup groupForCopy = srcMsg.GetRepeatingGroup(555).GetEntry(0).GetRepeatingGroup(539);
RepeatingGroup.Entry tarGetEntry = dstMsg.GetRepeatingGroup(555).GetEntry(0);

RepeatingGroup copiedGroup = tarGetEntry.CopyRepeatingGroup(groupForCopy);

You can insert a nested group in any entry or even in the root of message without limitation.

Finishing work with Repeating Group API.

If you created a FixMessage message from a pool, calling ReleaseInstance() will return all RG instances, as well as the message itself, to corresponding pools. Alternatively, you should call the method InvalidateRepeatingGroupIndex() at the end of the work with the Repeating Group API. Don't forget to call the methods Release() for RepeatingGroup.Entry and RepeatingGroup if you got it from the pool explicitly.