QuickFix嵌套重复组配置错误导致消息被拒问题求助

问题背景 #

需配置嵌套重复组：NoPositionsGroup包含两个子组——NoPosKeysGroup（含标签5026、5027）和NoPosItemsGroup（含标签5029、5030）。但接收Fix服务器的PositionReport（AP）消息时，应用返回Reject消息，提示标签5026、5029重复出现。

错误原因 #

1. 字段定义冗余错误：
   错误定义了NoPositionsGroup（20000）、NoPosKeysGroup（20001）、NoPosItemsGroup（20002）这三个NUMINGROUP类型字段。在FIX协议中，重复组的计数器就是以NoXXX命名的字段（比如NoPosKeys=5025对应NoPosKeysGroup的重复次数，NoPosItems=5028对应NoPosItemsGroup的重复次数），不需要额外给组名定义NUMINGROUP字段。这会导致解析器将5026、5029识别为普通非组内字段，而普通字段默认不允许重复出现，因此触发拒接。

2. 消息定义逻辑错误：
   当前消息定义中，组的关联逻辑混乱，多余的组名字段干扰了解析器对重复组边界的判断，无法正确识别5026/5027、5029/5030是组内重复字段。

从接收的消息来看，格式是标准的FIX重复组：

• 5025=2表示有2组NoPosKeysGroup（对应两组5026+5027）
• 5028=12表示有12组NoPosItemsGroup（对应12组5029+5030）

正确配置方案 #

1. 修正后的字段定义 #

删除冗余的NUMINGROUP字段，保留计数器字段和组内字段：

<field number='5024' name='PosUpdateAction' type='CHAR'>
    <value enum='0' description="NEW"/>
    <value enum='1' description="CHANGE"/>
    <value enum='2' description="DELETE"/>
</field>
<field number='5025' name='NoPosKeys' type='INT'/>
<field number='5026' name='PosKeyType' type="STRING"/>
<field number='5027' name='PosKeyValue' type='STRING'/>
<field number='5028' name='NoPosItems' type='INT'/>
<field number='5029' name='PosItemType' type='STRING'/>
<field number='5030' name='PosItemValue' type='FLOAT'/>
<field number='5110' name='StreamPhaseIndicator' type='STRING'/>

2. 修正后的消息定义 #

确保计数器字段和对应组正确关联，结构清晰：

<message name='PositionReport' msgcat='app' msgtype='AP'>
    <field name='PosMaintRptID' required='N'/>
    <field name='PosReqID' required='N'/>
    <field name='PosReqType' required='N'/>
    <field name='SubscriptionRequestType' required='N'/>
    <field name='TotalNumPosReports' required='N'/>
    <field name='UnsolicitedIndicator' required='N'/>
    <field name='PosReqResult' required='N'/>
    <field name='ClearingBusinessDate' required='N'/>
    <field name='SettlSessID' required='N'/>
    <field name='SettlSessSubID' required='N'/>
    <field name='NoPartyIDs' required='N'/>
    <component name='Parties' required='Y'/>
    <field name='NoPositions' required='N'/>
    <group name='NoPositionsGroup' required='N'>
        <field name='PosType' required='N'/>
        <field name='PosUpdateAction' required='N'/>
        <field name='NoPosKeys' required='N'/>
        <group name='NoPosKeysGroup' required='N'>
            <field name='PosKeyType' required='N'/>
            <field name='PosKeyValue' required='N'/>
        </group>
        <field name='NoPosItems' required='N'/>
        <group name='NoPosItemsGroup' required='N'>
            <field name='PosItemType' required='N'/>
            <field name='PosItemValue' required='N'/>
        </group>
    </group>
    <field name='StreamPhaseIndicator' required='N'/>
    <field name='Account' required='N'/>
    <field name='AcctIDSource' required='N'/>
    <field name='AccountType' required='N'/>
    <component name='Instrument' required='N'/>
    <field name='Currency' required='N'/>
    <field name='SettlPrice' required='N'/>
    <field name='SettlPriceType' required='N'/>
    <field name='PriorSettlPrice' required='N'/>
    <component name='InstrmtLegGrp' required='N'/>
    <component name='PosUndInstrmtGrp' required='N'/>
    <component name='PositionQty' required='N'/>
    <component name='PositionAmountData' required='N'/>
    <field name='RegistStatus' required='N'/>
    <field name='DeliveryDate' required='N'/>
    <field name='Text' required='N'/>
    <field name='EncodedTextLen' required='N'/>
    <field name='EncodedText' required='N'/>
    <field name='MatchStatus' required='N'/>
    <field name='PriceType' required='N'/>
    <field name='SettlCurrency' required='N'/>
    <field name='MessageEventSource' required='N'/>
</message>

修正后，解析器会通过NoPosKeys=2识别后续的两组5026+5027是NoPosKeysGroup的重复内容，通过NoPosItems=12识别后续12组5029+5030是NoPosItemsGroup的重复内容，不再将这些标签视为普通重复字段。

内容的提问来源于stack exchange，提问作者JamesBondCaesar