def test_encode_no_35(self):
"""Test encoding without MessageType(35) field"""
if VERSION == 26:
return
msg = FixMessage()
msg.append_pair(8, "FIX.4.2")
with self.assertRaises(ValueError):
msg.encode()
return
def test_encode_no_8(self):
"""Test encoding without BeginString(8) field"""
if VERSION == 26:
return
msg = FixMessage()
msg.append_pair(35, "D")
with self.assertRaises(ValueError):
msg.encode()
return
def test_set_session_version(self):
"""Test minimal message"""
pkt = FixMessage()
pkt.append_pair(8, "FIX.4.4")
pkt.append_pair(35, "0")
self.assertEqual(fix_str("8=FIX.4.4\x01"
"9=5\x01"
"35=0\x01"
"10=163\x01"),
pkt.encode())
def goodbye(self, sender, target, seq_no):
msg = Message()
msg.append_pair(8, self.header)
msg.append_pair(34, seq_no) # sequence no
msg.append_pair(35, '5') # msgType = logout
msg.append_pair(49, sender)
msg.append_time(52) # timestamp
msg.append_pair(56, target)
return msg.encode()
def test_remove_simple(self):
"""Test removal of single, existent field."""
msg = FixMessage()
msg.append_pair(8, b'FIX.4.2')
self.assertEqual(1, msg.count())
result = msg.remove(8)
self.assertEqual(b'FIX.4.2', result)
self.assertEqual(0, msg.count())
return
def test_remove_not_found(self):
"""Test removal of non-existent field."""
msg = FixMessage()
msg.append_pair(8, b'FIX.4.2')
msg.append_pair(35, b'D')
msg.append_utc_timestamp(52)
self.assertEqual(3, msg.count())
result = msg.remove(9)
self.assertIsNone(result)
self.assertEqual(3, msg.count())
def test_compare_not_equal_extra_field_in_b(self):
"""Test comparison of other message with extra field"""
a = FixMessage()
a.append_pair(8, "FIX.4.2")
a.append_pair(35, "0")
b = FixMessage()
b.append_pair(8, "FIX.4.2")
b.append_pair(35, "0")
b.append_pair(42000, "something")
self.assertFalse(a == b)
def test_get_repeating(self):
pkt = FixMessage()
pkt.append_pair(42, "a")
pkt.append_pair(42, "b")
pkt.append_pair(42, "c")
self.assertEqual("a", pkt.get(42))
self.assertEqual("b", pkt.get(42, 2))
self.assertEqual("c", pkt.get(42, 3))
self.assertEqual("a", pkt.get(42, 1))
self.assertIsNone(pkt.get(42, 4))
return
def test_compare_not_equal_extra_field_in_b(self):
a = FixMessage()
a.append_pair(8, "FIX.4.2")
a.append_pair(35, "0")
b = FixMessage()
b.append_pair(8, "FIX.4.2")
b.append_pair(35, "0")
b.append_pair(42000, "something")
self.assertFalse(a == b)
return
def test_get_repeating(self):
"""Test retrieval of repeating field's value"""
pkt = FixMessage()
pkt.append_pair(42, "a")
pkt.append_pair(42, "b")
pkt.append_pair(42, "c")
self.assertEqual(fix_str("a"), pkt.get(42))
self.assertEqual(fix_str("b"), pkt.get(42, 2))
self.assertEqual(fix_str("c"), pkt.get(42, 3))
self.assertEqual(fix_str("a"), pkt.get(42, 1))
self.assertIsNone(pkt.get(42, 4))
return
def goodbye_back(self, message):
parser = Parser()
parser.append_buffer(message)
message_recv = parser.get_message()
msg = Message()
msg.append_pair(8, self.header)
msg.append_pair(34, int(message_recv.get(34)) + 1) # sequence no
msg.append_pair(35, '5') # msgType = logout
msg.append_pair(49, message_recv.get(56))
msg.append_time(52) # timestamp
msg.append_pair(56, message_recv.get(49))
return msg.encode()
def send(self, values: dict) -> None:
with self._send_lock:
msg = FixMessage()
msg.append_pair(simplefix.TAG_BEGINSTRING, 'FIX.4.2')
msg.append_pair(simplefix.TAG_SENDER_COMPID, self._sender_id)
msg.append_pair(simplefix.TAG_TARGET_COMPID, self._target_id)
msg.append_pair(simplefix.TAG_MSGSEQNUM, self._next_send_seq_num)
for key, value in values.items():
if isinstance(value, datetime):
msg.append_utc_timestamp(key, value)
else:
msg.append_pair(key, value)
if not msg.get(simplefix.TAG_SENDING_TIME):
msg.append_utc_timestamp(simplefix.TAG_SENDING_TIME)
encoded = msg.encode()
self._last_send_time = time.time()
self._next_send_seq_num += 1
try:
print('send', encoded.replace(b'\x01', b'|'))
self._sock.sendall(encoded)
except OSError:
self.close(clean=False)
return
if msg.message_type == simplefix.MSGTYPE_LOGON:
self._has_session = True
def test_basic_fix_message(self):
"""Test parsing basic FIX message."""
pkt = FixMessage()
pkt.append_pair(8, "FIX.4.2")
pkt.append_pair(35, "D")
pkt.append_pair(29, "A")
buf = pkt.encode()
p = FixParser()
p.append_buffer(buf)
m = p.get_message()
self.assertIsNotNone(m)
self.assertEqual(b"FIX.4.2", m.get(8))
self.assertEqual(b"D", m.get(35))
self.assertEqual(b"A", m.get(29))
def test_compare_equal(self):
a = FixMessage()
a.append_pair(8, "FIX.4.2")
a.append_pair(35, "0")
b = FixMessage()
b.append_pair(8, "FIX.4.2")
b.append_pair(35, "0")
self.assertTrue(a == b)
return
def test_count(self):
"""Test count of message fields"""
msg = FixMessage()
msg.append_pair(8, "FIX.4.2")
msg.append_pair(35, "A")
msg.append_pair(108, 30)
self.assertEqual(3, msg.count())
msg.append_pair(141, "N")
msg.append_pair(383, 16384)
self.assertEqual(5, msg.count())
def test_count(self):
msg = FixMessage()
msg.append_pair(8, "FIX.4.2")
msg.append_pair(35, "A")
msg.append_pair(108, 30)
self.assertEqual(3, msg.count())
msg.append_pair(141, "N")
msg.append_pair(383, 16384)
self.assertEqual(5, msg.count())
return
def test_compare_equal(self):
"""Test comparison of equal messages"""
a = FixMessage()
a.append_pair(8, "FIX.4.2")
a.append_pair(35, "0")
b = FixMessage()
b.append_pair(8, "FIX.4.2")
b.append_pair(35, "0")
self.assertTrue(a == b)
def test_str(self):
"""Test conversion to string."""
msg = FixMessage()
msg.append_pair(1, 1)
msg.append_pair(2, "foo")
msg.append_pair(3, b"bar")
msg.append_pair(4, 3.1415679)
buffer = str(msg)
self.assertIsNotNone(buffer)
self.assertEqual("1=1|2=foo|3=bar|4=3.1415679", buffer)
def test_compare_not_equal_different_values(self):
a = FixMessage()
a.append_pair(8, "FIX.4.2")
a.append_pair(35, "0")
b = FixMessage()
b.append_pair(8, "FIX.4.2")
b.append_pair(35, "1")
self.assertFalse(a == b)
self.assertFalse(b == a)
return
def test_compare_not_equal_different_values(self):
"""Test comparison of unequal message field values"""
a = FixMessage()
a.append_pair(8, "FIX.4.2")
a.append_pair(35, "0")
b = FixMessage()
b.append_pair(8, "FIX.4.2")
b.append_pair(35, "1")
self.assertFalse(a == b)
self.assertFalse(b == a)
def test_raw_data(self):
"""Test parsing of raw data fields."""
raw = b"raw\x01data"
pkt = FixMessage()
pkt.append_pair(8, "FIX.4.2")
pkt.append_pair(35, "D")
pkt.append_data(95, 96, raw)
buf = pkt.encode()
parser = FixParser()
parser.append_buffer(buf)
msg = parser.get_message()
self.assertIsNotNone(msg)
self.assertEqual(b"FIX.4.2", msg.get(8))
self.assertEqual(b"D", msg.get(35))
self.assertEqual(len(raw), int(msg.get(95)))
self.assertEqual(raw, msg.get(96))
return
def test_raw_data_tags(self):
"""Test functions to add and remove raw data tags."""
raw = b"raw\x015000=1"
pkt = FixMessage()
pkt.append_pair(8, "FIX.4.2")
pkt.append_pair(35, "D")
pkt.append_data(5001, 5002, raw)
pkt.append_pair(20000, "private tag")
buf = pkt.encode()
parser = FixParser()
parser.add_raw(5001, 5002)
parser.append_buffer(buf)
msg = parser.get_message()
self.assertIsNotNone(msg)
self.assertEqual(b"FIX.4.2", msg.get(8))
self.assertEqual(b"D", msg.get(35))
self.assertEqual(len(raw), int(msg.get(5001)))
self.assertEqual(raw, msg.get(5002))
self.assertEqual(b"private tag", msg.get(20000))
parser.reset()
parser.remove_raw(5001, 5002)
parser.append_buffer(buf)
msg = parser.get_message()
self.assertIsNotNone(msg)
self.assertEqual(b"FIX.4.2", msg.get(8))
self.assertEqual(b"D", msg.get(35))
self.assertEqual(len(raw), int(msg.get(5001)))
self.assertEqual(b"raw", msg.get(5002))
self.assertEqual(b"1", msg.get(5000))
self.assertEqual(b"private tag", msg.get(20000))
def test_sequence_access(self):
msg = FixMessage()
msg.append_pair(8, "FIX.4.2")
msg.append_pair(35, "A")
msg.append_pair(108, 30)
msg.append_pair(141, "N")
msg.append_pair(383, 16384)
self.assertEqual(35, msg[1][0])
self.assertEqual(141, msg[3][0])
l = []
for tag, _ in msg:
l.append(int(tag))
self.assertEqual([8, 35, 108, 141, 383], l)
return
def test_sequence_access(self):
"""Test sequence access to message fields"""
msg = FixMessage()
msg.append_pair(8, "FIX.4.2")
msg.append_pair(35, "A")
msg.append_pair(108, 30)
msg.append_pair(141, "N")
msg.append_pair(383, 16384)
self.assertEqual(35, msg[1][0])
self.assertEqual(141, msg[3][0])
fields = []
for tag, _ in msg:
fields.append(int(tag))
self.assertEqual([8, 35, 108, 141, 383], fields)
def test_header_field(self):
"""Test use of header flag"""
msg = FixMessage()
msg.append_pair(20000, "third")
msg.append_pair(20001, "first", header=True)
msg.append_pair(20002, "second", header=True)
self.assertEqual(fix_str("20001=first\x01"
"20002=second\x01"
"20000=third\x01"),
msg.encode(True))
def test_remove_nth(self):
"""Test removal of nth field."""
msg = FixMessage()
msg.append_pair(99999, 1)
msg.append_pair(99999, 99999)
msg.append_pair(99999, 2)
self.assertEqual(3, msg.count())
result = msg.remove(99999, 2)
self.assertEqual(b'99999', result)
self.assertEqual(2, msg.count())
self.assertEqual(b'1', msg.get(99999, 1))
self.assertEqual(b'2', msg.get(99999, 2))
def test_stop_tag(self):
"""Test termination using alternative tag number."""
pkt = FixMessage()
pkt.append_pair(8, "FIX.4.2")
pkt.append_pair(35, "D")
pkt.append_pair(29, "A")
pkt.append_pair(20000, "xxx")
pkt.append_pair(10, "000")
buf = pkt.encode()
p = FixParser(stop_tag=20000)
p.append_buffer(buf)
m = p.get_message()
self.assertIsNotNone(m)
self.assertEqual(b"FIX.4.2", m.get(8))
self.assertEqual(b"D", m.get(35))
self.assertEqual(b"A", m.get(29))
self.assertEqual(b"xxx", m.get(20000))
self.assertEqual(False, 10 in m)
def test_stop_tag_deprecated(self):
"""Test deprecated setting of stop tag."""
pkt = FixMessage()
pkt.append_pair(8, "FIX.4.2")
pkt.append_pair(35, "D")
pkt.append_pair(29, "A")
pkt.append_pair(20000, "xxx")
pkt.append_pair(10, "000")
buf = pkt.encode()
p = FixParser()
p.set_message_terminator(tag=20000)
p.append_buffer(buf)
m = p.get_message()
self.assertIsNotNone(m)
self.assertEqual(b"FIX.4.2", m.get(8))
self.assertEqual(b"D", m.get(35))
self.assertEqual(b"A", m.get(29))
self.assertEqual(b"xxx", m.get(20000))
self.assertEqual(False, 10 in m)
def test_raw_begin_string(self):
"""Test raw encoding of BeginString(8)"""
pkt = FixMessage()
pkt.append_pair(8, "FIX.4.4")
self.assertEqual(fix_str("8=FIX.4.4\x01"), pkt.encode(True))
return
def test_compare_not_equal_different_tags(self):
"""Test comparison of different tagged fields"""
a = FixMessage()
a.append_pair(8, "FIX.4.2")
a.append_pair(35, "0")
a.append_pair(42000, "something")
b = FixMessage()
b.append_pair(8, "FIX.4.2")
b.append_pair(35, "1")
b.append_pair(24000, "something")
self.assertFalse(a == b)
return
