Type, Module and Signature

Visual Lambda is a graphical programming language. In QWFIX, Visual lambda can be used to generate complicated rules.

Types

Unlike most scripting languages, Visual Lambda is a strong typed languages. Every piece of data in Visual Lambda is associated with a data type.

It's application developers' responsibility to specify types supported in their own applications in the Visual Lambda initialization function calls.

In QWFIX, the following types are currently supported in Visual Lambda:

• int
  The "int" data type defined in FIX specification.
• float
  The "float" data type defined in FIX specification.
• String
  The "String" data type defined in FIX specification.
• char
  The "char" data type defined in FIX specification.
• Boolean
  The "Boolean" data type defined in FIX specification.
• DateTime
  The "Timestamp" data type defined in FIX specification, which represents both a date and a time.
• TimeOnly
  The "Time" data type defined in FIX specification. Note the TimeOnly is also used to represent a TimeSpan data type. In another word, TimeOnly in QWFIX can have negative or greater than 24 hours. Also TimeOnly can be acquired by substracting two DateTime types as an interval of two times.
• Regex
  Represents a regular expression.
• FIXMessage
  Represents a FIX message.
• FIXMessageRepeatingInstance
  Represents an instance in FIX repeating group.
• FIXMessageComponent
  Represents a FIXMessage or a FIXMessageRepeatingInstance. It can be viewed as a base calss of both FIXMessage and FIXMessageRepeatingInstance. FIXMessageComponent is a collection of fields as key/value pairs. Operations supported on FIXMessageComponent are also supported on FIXMessage and FIXMessageRepeatingInstance.

Collection Types

Visual Lambda support collection types. A collection type is a one dimensional array of types listed above. Users can define their own static collections that contain pre-defined fixed number of members. Expressions can also return an instance of collection dynamically.

Currently, collections has the following limitations:

1. Only one dimentional collection is supported. The system doesn't support types such as "collection of collections".
2. Visual Lambda can only read the length of the collection, or read members of collection based on an index specified. Operations that alter the collection is not supported.

Visual Lambda Module and Signature (Input and Output)

A Visual Lambda module is like a function in other programming languages. A module has a list of input parameters and possibly one output parameter. Like many other languages, the output parameter in Visual Lambda is called "return value".

A Visual Lambda module that doesn't return any value is called "action".

In Visual Lambda, the type and order of input parameters, along with the type of output parameter (possibly empty), is called signature.

For example, two modules that share the same signature will have the same type of input parameters, in the same order and the same output parameter.

The framework can compile modules into native code so that the host application can simply call the modules in the same way as calling regular program functions.