fix.js

A JavaScript implementation of the FIX protocol (Financial Information eXchange) for Node.js. Useful for building monitoring tools, order flow utilities, and other non-latency-sensitive trading infrastructure.

Note: This library is intended for tooling and support applications. It is not designed for latency-sensitive or high-frequency trading environments.

What is FIX?

FIX is a text-based TCP/IP protocol used ubiquitously in financial markets to communicate orders, executions, and market data. Messages are sequences of tag=value pairs delimited by SOH (\x01):

8=FIX.4.2|9=073|35=D|49=SENDER|56=TARGET|52=20240101-12:00:00|11=ORD001|55=GOOG|54=1|38=100|40=2|44=150.00|10=123|

Tag numbers like 35, 49, 55 are hard to read, which is where this library helps.

Features

• Human-readable field/message lookups (fields['Symbol'] → '55', fields['55'] → 'Symbol')
• Enum lookups for field values (enums[fields['Side']]['Buy'] → '1')
• FIXSession manages sequence numbers, sender/target IDs, and timestamps automatically
• Heartbeater handles keep-alive messages transparently via Node.js streams
• Frame decoder to split a raw TCP stream into complete FIX messages

Usage

Creating a FIX session

const { FIXSession, Heartbeater } = require('./src/fix');

const session = new FIXSession('FIX.4.2', 'MY_SENDER', 'TARGET_COMP');
const heartbeater = new Heartbeater(session);

heartbeater.enable(30); // send a heartbeat every 30 seconds

Connecting as a client

const net = require('net');
const { FIXSession, Heartbeater, FrameDecoder, FIXParser } = require('./src/fix');

const session    = new FIXSession('FIX.4.2', 'MY_SENDER', 'TARGET_COMP');
const heartbeater = new Heartbeater(session);
heartbeater.enable(30);

const socket = net.connect({ port: 9878, host: 'localhost' }, () => {
  heartbeater.pipe(socket);  // outbound: heartbeater → socket
  session.logon();
});

socket
  .pipe(new FrameDecoder())  // split TCP stream into complete messages
  .pipe(new FIXParser())     // parse each message into a Map
  .on('data', (msg) => {
    const msgType = msg.get(fields['MsgType']);
    console.log('Received:', msgs[msgType], msg);
  });

Accepting incoming connections (server)

const net = require('net');
const { FIXSession, FrameDecoder, FIXParser } = require('./src/fix');

net.createServer((socket) => {
  const session = new FIXSession('FIX.4.2', 'TARGET_COMP', 'MY_SENDER');
  session.pipe(socket);

  socket
    .pipe(new FrameDecoder())
    .pipe(new FIXParser())
    .on('data', (msg) => {
      const msgType = msg.get(fields['MsgType']);
      if (msgType === msgs['Logon']) session.logon(); // respond to logon
      console.log('Received:', msgs[msgType], msg);
    });
}).listen(9878);

Building and sending a message

Messages are standard JavaScript Map objects. FIXSession fills in the session-level fields (sequence number, sender/target IDs, timestamps) automatically.

// Build a NewOrderSingle
const order = new Map();
order.set(fields['Symbol'],   'GOOG');
order.set(fields['Side'],      enums[fields['Side']]['Buy']);
order.set(fields['OrderQty'], '100');
order.set(fields['OrdType'],  enums[fields['OrdType']]['Limit']);
order.set(fields['Price'],    '150.00');

session.sendMsg(msgs['NewOrderSingle'], order);

Related projects

• nodefix — earlier FIX engine for Node.js
• fixparser.targetcompid.com — web tool for parsing FIX messages interactively
• QuickFIX — production-grade FIX engine (C++/Java)