def test_checkIsInMessage(self):
self.object.setVersion(fix.BeginString_FIX40)
self.object.addField(fix.BeginString().getTag())
self.object.addField(fix.BodyLength().getTag())
self.object.addField(fix.MsgType().getTag())
self.object.addField(fix.CheckSum().getTag())
self.object.addField(fix.TestReqID().getTag())
self.object.addField(fix.Symbol().getTag())
self.object.addMsgType(fix.MsgType_TestRequest)
self.object.addMsgField(fix.MsgType_TestRequest,
fix.TestReqID().getTag())
testReqID = fix.TestReqID("1")
message = fix40.TestRequest()
message.setField(testReqID)
try:
self.object.validate(message)
self.failUnless(1)
except fix.Exception as e:
self.failUnless(0)
message.setField(fix.Symbol("MSFT"))
try:
self.object.validate(message)
self.failUnless(0)
except fix.Exception as e:
self.failUnless(1)
def test_checkHasRequired(self):
self.object.setVersion(fix.BeginString_FIX40)
self.object.addField(fix.BeginString().getTag())
self.object.addField(fix.BodyLength().getTag())
self.object.addField(fix.MsgType().getTag())
self.object.addField(fix.SenderCompID().getTag())
self.object.addField(fix.TargetCompID().getTag())
self.object.addHeaderField(fix.SenderCompID().getTag(), True)
self.object.addHeaderField(fix.TargetCompID().getTag(), False)
self.object.addField(fix.CheckSum().getTag())
self.object.addField(fix.TestReqID().getTag())
self.object.addMsgType(fix.MsgType_TestRequest)
self.object.addMsgField(fix.MsgType_TestRequest,
fix.TestReqID().getTag())
self.object.addRequiredField(fix.MsgType_TestRequest,
fix.TestReqID().getTag())
message = fix40.TestRequest()
try:
self.object.validate(message)
self.failUnless(0)
except fix.Exception as e:
self.failUnless(1)
message.getHeader().setField(fix.SenderCompID("SENDER"))
try:
self.object.validate(message)
self.failUnless(0)
except fix.Exception as e:
self.failUnless(1)
message.setField(fix.TestReqID("1"))
try:
self.object.validate(message)
self.failUnless(1)
except fix.Exception as e:
self.failUnless(0)
message.getHeader().removeField(fix.SenderCompID().getTag())
message.setField(fix.SenderCompID("SENDER"))
try:
self.object.validate(message)
self.failUnless(0)
except fix.Exception as e:
self.failUnless(1)
def test_checkValidTagNumber(self):
self.object.setVersion(fix.BeginString_FIX40)
self.object.addField(fix.BeginString().getTag())
self.object.addField(fix.BodyLength().getTag())
self.object.addField(fix.MsgType().getTag())
self.object.addField(fix.CheckSum().getTag())
self.object.addField(fix.TestReqID().getTag())
self.object.addMsgType(fix.MsgType_TestRequest)
self.object.addMsgField(fix.MsgType_TestRequest,
fix.TestReqID().getTag())
testReqID = fix.TestReqID("1")
message = fix40.TestRequest()
message.setField(testReqID)
message.setField(TooHigh("value"))
try:
self.object.validate(message)
self.failUnless(0)
except fix.Exception as e:
self.failUnless(1)
self.object.addField(501)
self.object.addMsgField(fix.MsgType_TestRequest, 501)
try:
self.object.validate(message)
self.failUnless(1)
except fix.Exception as e:
self.failUnless(0)
message.setField(5000, "value")
try:
self.object.validate(message)
self.failUnless(0)
except fix.Exception as e:
self.failUnless(1)
self.object.checkUserDefinedFields(False)
try:
self.object.validate(message)
self.failUnless(1)
except fix.Exception as e:
self.failUnless(0)
def test_checkHasRequired(self):
self.object.setVersion(fix.BeginString_FIX40)
self.object.addField(fix.BeginString().getField())
self.object.addField(fix.BodyLength().getField())
self.object.addField(fix.MsgType().getField())
self.object.addField(fix.SenderCompID().getField())
self.object.addField(fix.TargetCompID().getField())
self.object.addHeaderField(fix.SenderCompID().getField(), 1)
self.object.addHeaderField(fix.TargetCompID().getField(), 0)
self.object.addField(fix.CheckSum().getField())
self.object.addField(fix.TestReqID().getField())
self.object.addMsgType(fix.MsgType_TestRequest)
self.object.addMsgField(fix.MsgType_TestRequest,
fix.TestReqID().getField())
self.object.addRequiredField(fix.MsgType_TestRequest,
fix.TestReqID().getField())
message = fix40.TestRequest()
try:
self.object.validate(message)
self.failUnless(0)
except fix.Exception, e:
self.failUnless(1)
storeFactory = fix.FileStoreFactory(settings)
logFactory = fix.FileLogFactory(settings)
initiator = fix.SocketInitiator(application, storeFactory, settings,
logFactory)
message_flag = True
initiator.start()
while 1:
time.sleep(1)
if message_flag is True:
message = fix.Message()
header = message.getHeader()
trailer = message.getTrailer()
header.setField(fix.BeginString(fix.BeginString_FIX42))
header.setField(fix.BodyLength())
header.setField(fix.MsgType(fix.MsgType_NewOrderSingle))
header.setField(fix.SendingTime())
header.setField(fix.SenderSubID("SG1"))
header.setField(fix.TargetSubID("BARCA"))
header.setField(fix.MsgSeqNum())
header.setField(fix.DefaultApplVerID(fix.ApplVerID_FIX42))
message.setField(fix.ClOrdID("ClOrdID"))
message.setField(
fix.AccountType(
fix.
AccountType_ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_BOOKS))
message.setField(fix.Symbol("APPL"))
message.setField(
fix.HandlInst(
fix.
parser_handler = logging.handlers.RotatingFileHandler(
filename="./log/parser.log",
mode="a",
maxBytes=5 * 1024 * 1024,
backupCount=50)
fmt = logging.Formatter("%(asctime)s.%(msecs)03d %(message)s")
parser_handler.setFormatter(fmt)
parser_handler.setLevel(logging.DEBUG)
_parser_logger = logging.getLogger("mega_trader.mt_data_parser")
_parser_logger.propagate = False
_parser_logger.addHandler(parser_handler)
dd = fix.DataDictionary(definitions.FIX50SP02)
begin_string = fix.BeginString()
body_length = fix.BodyLength()
message_type = fix.MsgType()
sender_id = fix.SenderCompID()
target_id = fix.TargetCompID()
msg_seq = fix.MsgSeqNum()
sender_sub_id = fix.SenderSubID()
target_sub_id = fix.TargetSubID()
duplicate_flag = fix.PossDupFlag()
user_req_type = fix.UserRequestType()
gateway_id = fix.MarketID()
orig_sending_time = fix.OrigSendingTime()
sending_time = fix.SendingTime()
on_behalf_id = fix.OnBehalfOfCompID()
check_sum = fix.CheckSum()
TOKEN_NO = 48