Skip to content

About fix-orchestra

FIX Orchestra - LinkML Schema and wire-format toolchain.

This project converts the FIX Orchestra XSD specification into a LinkML schema and generates a wire-format Protocol Buffers definition directly from the FIX Orchestra XML repository.

What is here

Artefact Path Description
LinkML schema (FIX) src/fix_orchestra/schema/fix_orchestra.yaml 70 classes, 53 types (38 FIX base), 20 enums, 120 slots — generated from the upstream XSDs; imports the DC companion
LinkML schema (DC) src/fix_orchestra/schema/fix_orchestra_dc.yaml 97 Dublin Core / DCterms / DCMIType / XML namespace classes, 2 types, 1 enum, 55 slots — split out from the main schema
XSD -> schema converter scripts/schema_to_linkml.py Reads repository.xsd, repositorytypes.xsd, interfaces.xsd, and FIXMLappinfo.xsd; opt-in --orchestra-xml flag enriches the 38 FIX base datatypes with proto_scalar annotations; emits both schema files
Wire-format proto generator scripts/fix_xml_to_proto.py Reads a FIX Orchestra XML repository file; emits a proto3 definition with one message per FIX message/component/group and one enum per code set
Wire-format proto project/protobuf/fix_orchestra.wire.proto Generated from OrchestraFIXLatest.xml — 932 messages, 691 enums, 1.1 MB
SSSOM mappings (Orchestra → SBE) src/fix_orchestra/mappings/fix-orchestra-to-fix-sbe.sssom.tsv 28 manually-curated cross-schema mappings from FIX Orchestra entities to FIX Simple Binary Encoding (SBE) entities, using SKOS predicates (exactMatch, closeMatch, broadMatch, narrowMatch)
SSSOM overlay scripts/apply_sssom_overlay.py Project-agnostic overlay: reads *.sssom.tsv files in a mappings dir, merges the predicate-mapped CURIEs into matching exact_mappings / close_mappings / broad_mappings / narrow_mappings / related_mappings slots on classes / enums / types. Idempotent; subject prefix autodetected from each schema's default_prefix:
Known issues upstream-releases/ISSUE.md Documents upstream XSD bugs and downstream tool bugs (including the broken gen-proto output from LinkML)

Justfile recipes

Recipe Purpose
just gen-linkml Regenerate the LinkML schema enriched with FIX base datatype proto_scalar annotations, then chain into overlay-sssom-mappings
just overlay-sssom-mappings Apply *.sssom.tsv files in src/fix_orchestra/mappings/ onto the generated schema YAMLs (callable standalone after editing a TSV without re-running gen-linkml)
just gen-project Run all LinkML generators against the schema
just gen-proto-wire Generate project/protobuf/fix_orchestra.wire.proto from OrchestraFIXLatest.xml
just test-third-party Validate the FIX Orchestra XML corpus against the LinkML schema
just test Run the full test suite

Test suite

103 tests across three modules:

  • tests/test_data.py — unit tests for the schema converter
  • tests/test_third_party.py — validates 17 FIX Orchestra XML files across two upstream corpora (tests/data/third_party/fix-orchestra/ and tests/data/third_party/orchestrations/) against the LinkML schema; 36,986 FIX records validated cleanly in total
  • tests/test_proto.py — 15 tests for the wire-format proto generator (syntax, field numbering, enum sentinels, custom options, committed file integrity)

Schema enrichment

Running just gen-linkml (or python3 scripts/schema_to_linkml.py --orchestra-xml <path>) does two things and emits two schema files:

  1. FIX base datatypes — adds 38 FIX base datatype entries to the schema types: section under the fix_base_types subset. Each entry carries a proto_scalar annotation:
  FIXPrice:
    typeof: float
    uri: fix_orchestra:FIXPrice
    exact_mappings: [fixr:Price]
    in_subset: [fix_base_types]
    annotations:
      proto_scalar: Decimal64
  1. Description enrichment — every xs:annotation/xs:documentation element in the upstream XSDs is imported into the corresponding LinkML entity's description: field. Coverage after enrichment (descriptions / total):
Section With description
slots (global) 42 / 117
types 47 / 53
classes 15 / 69
enums 6 / 20
class attributes (inline) 35 / 129

(DC-vocabulary entities now live in fix_orchestra_dc.yaml and are excluded from the counts above.)

The remaining gaps reflect XSD entities that the upstream authors left undocumented (no xs:documentation present). The extractor is complete — when the upstream XSDs are updated with new documentation nodes, just gen-linkml will pick them up automatically.

Two extraction improvements were made to the generator:

  • Best-description selection in slot promotion — _promote_to_schema_slots() used to take the first-encountered class's attribute definition as the canonical global slot, losing descriptions from later uses. It now scans all uses and applies the first non-empty description, recovering descriptions for when field_ref, presence, which, impl_min_occurs, and impl_max_occurs.

  • Inline element/attribute docs in auxiliary XSDs — _emit_aux_elements() now propagates xs:documentation from inline anonymous xs:complexType children.

  • Dublin Core schema split — The 97 Dublin Core / DCterms / DCMIType / XML namespace classes (and their 55 slots, 2 types, 1 enum, 4 subsets) were separated into a companion schema fix_orchestra_dc.yaml. The main schema imports it via imports: [linkml:types, fix_orchestra_dc]. The XML-to-YAML converter (fix_xml_to_linkml.py) was updated to merge locally-resolvable imports before indexing the schema, so it sees DC classes when structuring the metadata field.

  • Resolvable element URIs — class_uri, slot_uri, enum_uri, and type uri on FIX-originated entities now use the project-owned fix_orchestra: prefix (https://w3id.org/lmodel/fix-orchestra/) so URIs rendered by gen-doc resolve through the w3id redirect to the published documentation site. The upstream FIX target namespace is preserved as exact_mappings: [fixr:<original>] (or [fixi:<original>] for interfaces.xsd), keeping semantic identity intact for RDF/OWL generation. Dublin Core / DCterms / DCMIType / xml.xsd entities keep their canonical resolvable URIs using linkml-lint's canonical prefix names: dc:, dcterms:, dctypes:, XML: (formerly emitted as dct:, dcmitype:, xml: — renamed to clear the canonical_prefixes lint warnings).

  • FIXML appinfo content model — the canonical Orchestra XML corpus carries 500+ <fixr:appinfo purpose="FIXML"><fixml:FIXMLencodingType notReqXML inlined/></fixr:appinfo> payloads that previous versions of the converter silently dropped. The generator now reads upstream-releases/FIXMLappinfo.xsd (vendored from orchestra-transposer) and emits a FIXMLencodingType class with inlined and not_req_xml boolean attributes, wired onto Appinfo via a fixml_encoding slot (aliased to FIXMLencoding, FIXMLencodingType so the XML→YAML converter resolves the child element correctly):

  Appinfo:
    slots: [..., fixml_encoding]
  FIXMLencodingType:
    class_uri: fix_orchestra:FIXMLencodingType
    exact_mappings: [fixml:FIXMLencodingType]
    slots: [inlined, not_req_xml]

After this change, running python3 scripts/fix_xml_to_linkml.py against OrchestraFIXLatest.xml produces 1,142 fixml_encoding / not_req_xml lines in the YAML output, where previously there were zero. scripts/fix_xml_to_linkml.py was updated alongside: SchemaIndex.slot_for_xml_name() now consults each slot's aliases: list, so element local-names whose snake-casing diverges from the schema slot name (FIXMLencodingType → fixml_encoding) still resolve.

  1. Cross-schema mappings via SSSOM overlay — manually-curated mappings from Orchestra entities to sister-format entities (currently FIX Simple Binary Encoding) are stored as SSSOM TSV files under src/fix_orchestra/mappings/. After schema_to_linkml.py regenerates the schema, scripts/apply_sssom_overlay.py reads each *.sssom.tsv, picks out rows whose subject CURIE matches the schema's default_prefix: (autodetected — fix_orchestra: for this project), and merges the predicate-mapped object CURIEs into the matching mapping slot. SKOS predicate → LinkML slot:
SSSOM predicate LinkML slot
skos:exactMatch exact_mappings
skos:closeMatch close_mappings
skos:broadMatch broad_mappings
skos:narrowMatch narrow_mappings
skos:relatedMatch related_mappings

The current Orchestra → SBE TSV adds 28 cross-schema mapping CURIEs to 12 Orchestra entities. Example result on FieldType:

  FieldType:
    class_uri: fix_orchestra:FieldType
    exact_mappings:
      - fixr:fieldType        # XSD source (added by schema_to_linkml.py)
      - fix_sbe:FieldTypeV1   # added by apply_sssom_overlay.py
      - fix_sbe:FieldTypeV2   # added by apply_sssom_overlay.py

The overlay script is project-agnostic (autodetects subject side from the schema's default_prefix:) and idempotent (running twice produces no further changes). just gen-linkml chains into just overlay-sssom-mappings via just's && post-dependency syntax, so editing a TSV and re-running just gen-linkml re-applies the overlay automatically. The overlay can also be invoked standalone (just overlay-sssom-mappings) when only TSV edits need pushing into the schema. Bidirectional mapping files can coexist in src/fix_orchestra/mappings/ without cross-pollution: rows whose subject CURIE doesn't match the local schema's prefix are silently skipped.

Known issues

See upstream-releases/ISSUE.md for documented bugs:

  1. categoryType/@section declared use="required" in the XSD but omitted in canonical FIX data. Workaround applied in schema_to_linkml.py via _OPTIONAL_DESPITE_XSD. Upstream target: fix-orchestra-spec.

  2. LinkML gen-proto produces invalid proto3 — all 1,018 fields numbered = 0, blank package line, fails protoc. The file project/protobuf/fix_orchestra.proto is retained as-is project/protobuf/fix_orchestra.wire.proto is the replacement. Upstream target: linkml/linkml.

References