def request_resend(self, session, start, end):
"""Send ResendRequest message"""
state = session.state
logging.info("request resend from %d to %d", start, end)
mg = FixMessage()
mg.set(FLD_BEGIN_SEQNO, start)
mg.set(FLD_END_SEQNO, end)
state.recv_state = FixState.RESEND_REQUESTED
self._transmit(session, MSG_RESEND_REQUEST, mg, admin=True)
def send_testrequest(self, session):
"""Send FIX TestRequest message"""
state = session.state
if state.testrq_queue:
# Do not send if pending test requests
return
rqid = datetime_now()
rq = FixMessage()
rq.set(FLD_TESTREQ_ID, rqid)
state.testrq_queue.append(rqid)
logging.debug("Sending test request: %s", rqid)
self._transmit(session, MSG_TEST_REQUEST, rq)
def validate(self, raw_data):
"""Convert from raw to internal FixMessage and validate it."""
data = FixMessage.from_raw(raw_data)
if not data.validate():
logging.warning("disgarding message: %s", data)
return None
if data[0].find(self.version) == -1:
# first contains wrong version number
raise exc.SessionError, (exc.S_EVERSION)
return data
def send_login(self, session):
"""Send client login data to transport."""
state = session.state
hb_secs = int(session.get_conf('heartbeat_interval', 30))
reset = session.get_conf('reset_seqno', False)
reset_only_on_first = session.get_conf('reset_seqno_only_on_first', True)
if reset:
reset_seqno = (state.logon_count == 0 and reset_only_on_first) or \
(not reset_only_on_first)
else:
reset_seqno = False
lg = FixMessage()
lg.set(FLD_HEARTBEAT_INT, hb_secs)
lg.set(FLD_ENCRYPT_METHOD, 0)
if reset_seqno:
lg.set(FLD_RESET_SEQNUM_FLAG, 'Y')
logging.warning("Reseting sequence numbers at logon (r=%d, s=%d)",
state.receive_seqno, state.send_seqno)
if state.send_seqno > 1:
state.send_seqno = 1
if state.receive_seqno > 1:
state.receive_seqno = 1
self._transmit(session, MSG_LOGON, lg, admin=True)
def _next_header(self, session, options=None):
"""Provide next FIX message header."""
state = session.state
header = FixMessage()
header.set(FLD_SENDER_COMP_ID, session.get_conf('sender_comp_id'))
header.set(FLD_TARGET_COMP_ID, session.get_conf('target_comp_id'))
if options is None:
header.set(FLD_MSG_SEQNUM, state.send_seqno)
else:
if options.get(FLD_MSG_SEQNUM, int) is None:
header.set(FLD_MSG_SEQNUM, state.send_seqno)
# merge options
header.join(options)
header.set(FLD_SENDING_TIME, utc_timestamp())
return header
def resend(self, session, start, end):
"""Resend message as for ResendRequest"""
state = session.state
logging.info("handling resend from %d to %d", start, end)
state.send_state = FixState.RESEND_RECEIVED
resend_mode = session.get_conf('resend_mode', 'GAPFILL')
opts = FixMessage()
if resend_mode == 'GAPFILL' or resend_mode == 'BUYSIDE':
logging.info("sending SequeceReset-GapFill: next seqno = %d", state.send_seqno+1)
opts.set(FLD_POSS_DUPFLAG, 'Y')
opts.set(FLD_ORIG_SENDING_TIME, utc_timestamp())
opts.set(FLD_MSG_SEQNUM, start)
mg = FixMessage()
mg.set(FLD_GAPFILL_FLAG, 'Y')
mg.set(FLD_NEW_SEQNO, state.send_seqno+1)
self._transmit(session, MSG_SEQUENCE_RESET, mg, options=opts, admin=True)
elif resend_mode == 'RESET':
logging.info("sending SequeceReset-Reset")
mg = FixMessage()
# initialize to seqno after this message (seqno is last sent seqno)
mg.set(FLD_NEW_SEQNO, state.send_seqno+1)
self._transmit(session, MSG_SEQUENCE_RESET, mg, options=opts, admin=True)
elif resend_mode:
logging.warning("unknown resend_mode: %s", resend_mode)
def handle_admin(self, session, msgtype, seqno, data):
"""Handle FIX administrative messages."""
logging.debug("Administrative message %s [%d] received", msgtype, seqno)
state = session.state
if msgtype == MSG_REJECT:
session.received(data)
state.receive_seqno += 1
elif msgtype == MSG_TEST_REQUEST:
test_id = data.get(FLD_TESTREQ_ID)
logging.info("TestRequest received: %s", test_id)
hb = FixMessage()
hb.set(FLD_TESTREQ_ID, test_id)
self._transmit(session, MSG_HEARTBEAT, hb, admin=True)
state.receive_seqno += 1
elif msgtype == MSG_HEARTBEAT:
logging.info("Heartbeat received [%d]", seqno)
state.receive_seqno += 1
state.hb_count = 0
try:
reqid = data.get(FLD_TESTREQ_ID)
logging.debug("Response test request: %s [ql=%d]",
reqid, len(state.testrq_queue))
if reqid == state.testrq_queue[0]:
state.testrq_queue.pop(0)
except:
pass
elif msgtype == MSG_RESEND_REQUEST:
begin_seqno = data.get(FLD_BEGIN_SEQNO, int)
end_seqno = data.get(FLD_END_SEQNO, int)
logging.info("ResendRequest received [%d, %d]", begin_seqno, end_seqno)
self.resend(session, begin_seqno, end_seqno)
state.receive_seqno += 1
elif msgtype == MSG_SEQUENCE_RESET:
logging.debug("received SequenceReset: %s", str(data))
state.receive_seqno += 1
gap_fill = data.get(FLD_GAPFILL_FLAG)
new_seqno = data.get(FLD_NEW_SEQNO, int)
logging.info("SequenceReset, gap_fill=%s, msg_seqno=%d, new_seqno=%d",
gap_fill, seqno, new_seqno)
if gap_fill == 'Y':
logging.warning("GapFill: reset last received seqno to %d", new_seqno)
state.receive_seqno = new_seqno
else:
logging.warning("Reset: reset last receive seqno to %d", new_seqno)
state.receive_seqno = new_seqno
elif msgtype == MSG_LOGOUT:
# this propably happens mostly on server side
logging.info("Logout received")
session.received(data)
state.receive_seqno += 1
session.close()
else:
logging.warning("Unknown admin message type: %s", msgtype)
def login_auth(self, session, data):
"""Verify login."""
session.remove_timer("logon")
state = session.state
msgtype = data.get(FLD_MSG_TYPE, str)
seqno = data.get(FLD_MSG_SEQNUM, int)
# waiting for Logon response message
if msgtype == MSG_LOGOUT:
msg = data.get(58)
logging.error("received LOGOUT: %s", msg)
raise exc.SessionError, (exc.S_EINMESSAGE, msg)
elif msgtype != MSG_LOGON:
logging.error("received %s message in LOGIN state", msgtype)
raise exc.SessionError, (exc.S_EINMESSAGE)
if seqno != state.receive_seqno:
if seqno > state.receive_seqno:
logging.warning('LOGON: excepted [%d] < [%d] message: missing seqnos',
state.receive_seqno, seqno)
state.recv_state = FixState.RESEND_REQUESTED
state.send_state = FixState.NORMAL
state.resend_seqno = seqno
#self.request_resend(state.receive_seqno+1, 0)
else:
# unexpected seqno for login (message seqno < receive_seqno)
logging.error('LOGON: excepted [%d] > [%d] message: failing ...',
state.receive_seqno, seqno)
raise exc.SessionError, (exc.S_ESEQNO)
if not session.is_server:
# client part when all OK
#state.receive_seqno = seqno
#logging.debug("set last received seqno to %d", state.receive_seqno)
state.status = FixState.IN_SESSION
# per FIX protocol send TestRequest after successfull Logon
if state.recv_state != FixState.RESEND_REQUESTED:
self.send_testrequest(session)
elif session.is_server:
# server part when all OK
logging.debug("Creating LOGON reply ...")
# reply
clnt_hb = data.get(FLD_HEARTBEAT_INT, int)
session.set_conf('heartbeat_interval', clnt_hb)
lg = FixMessage()
lg.set(FLD_HEARTBEAT_INT, clnt_hb)
reset_flag = data.get(FLD_RESET_SEQNUM_FLAG)
if reset_flag == 'Y':
loggging.warning("Reseting sequence numbers at logon (r=%d, s=%d)",
state.receive_seqno, state.send_seqno)
lg.set(FLD_RESET_SEQNUM_FLAG, 'Y')
state.send_seqno = 1
state.receive_seqno = 1
lg.set(FLD_ENCRYPT_METHOD, 0)
state.status = FixState.IN_SESSION
self._transmit(session, MSG_LOGON, lg, admin=True)
# test if resend request need to be sent
if state.recv_state == FixState.RESEND_REQUESTED:
self.request_resend(session, state.receive_seqno, 0)
else:
state.receive_seqno += 1
state.logon_count += 1
state.hb_count = 0
# check if login messages forwarded...
if session.get_conf("forward_logon", True):
session.received(data)
save_secs = int(session.get_conf('session_save_interval', -1))
if save_secs > 0:
callback = functools.partial(state.save,
session.get_conf('session_save_path', ''))
session.add_periodic(callback, save_secs, "session_saver")
elif save_secs == 0:
session.state.save(session.get_conf('session_save_path'))
logging.debug("end of LOGIN sequence: %s", str(state))
return True