def test_utcts_datetime(self):
"""Test UTCTimestamp with datetime timestamp values"""
msg = FixMessage()
t = 1484581872.933458
dt = datetime.datetime.utcfromtimestamp(t)
msg.append_utc_timestamp(52, dt)
self.assertEqual(fix_str("20170116-15:51:12.933"), msg.get(52))
def logon(n):
message = FixMessage()
message.append_pair(8, "FIX.4.4")
message.append_pair(35, "A")
message.append_pair(34, n)
message.append_pair(49, price_auth.SenderCompID)
message.append_utc_timestamp(52)
message.append_pair(56, price_auth.TargetCompID)
message.append_pair(98, "0")
message.append_pair(141, "Y")
message.append_pair(108, "30")
message.append_pair(553, price_auth.Username)
message.append_pair(554, price_auth.Password)
parser.append_buffer(message.encode())
sent = parser.get_message()
print("logon2 request ", sent)
s.sendall(message.encode())
response = s.recv(5201)
parser.append_buffer(response)
out = parser.get_message()
print("logon response2", out)
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_utcts_seconds_only(self):
"""Test UTCTimestamp formatting of seconds only"""
msg = FixMessage()
t = 1484581872.933458
msg.append_utc_timestamp(52, t, 0)
self.assertEqual(fix_str("20170116-15:51:12"), msg.get(52))
return
def test_utcts_bad_precision(self):
"""Test UTCTimestamp bad time precision values"""
msg = FixMessage()
t = 1484581872.933458
with self.assertRaises(ValueError):
msg.append_utc_timestamp(52, t, 9)
return
def test_utcts_float(self):
"""Test UTCTimestamp with floating point value"""
msg = FixMessage()
t = 1484581872.933458
msg.append_utc_timestamp(52, t)
self.assertEqual(fix_str("20170116-15:51:12.933"), msg.get(52))
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 heartbeat_msg(n):
heartbeat = FixMessage()
heartbeat.append_pair(8, "FIX.4.4")
heartbeat.append_pair(35, "0")
heartbeat.append_pair(34, n)
heartbeat.append_pair(49, price_auth.SenderCompID)
heartbeat.append_utc_timestamp(52)
heartbeat.append_pair(56, price_auth.TargetCompID)
heartbeat.append_pair(57, "QUOTE")
s.sendall(heartbeat.encode())
def heartbeat_msg(n):
heartbeat = FixMessage()
heartbeat.append_pair(8, "FIX.4.4")
heartbeat.append_pair(35, "0")
heartbeat.append_pair(34, n)
heartbeat.append_pair(49, trade_auth.SenderCompID)
heartbeat.append_utc_timestamp(52)
heartbeat.append_pair(56, trade_auth.TargetCompID)
heartbeat.append_pair(57, "TRADES")
parser.append_buffer(heartbeat.encode())
s.sendall(heartbeat.encode())
def login(n):
message = FixMessage()
print('UTC', datetime.datetime.utcnow())
print('LOCAL', datetime.datetime.now())
message.append_pair(8, "FIX.4.4")
message.append_pair(35, "A")
message.append_pair(34, n)
message.append_pair(49, trade_auth.SenderCompID)
message.append_utc_timestamp(52, None)
message.append_pair(56, trade_auth.TargetCompID)
message.append_pair(98, "0")
message.append_pair(108, "30")
message.append_pair(141, "Y")
message.append_pair(553, trade_auth.Username)
message.append_pair(554, trade_auth.Password)
msg = message.encode()
print("logon msg", msg)
s.sendall(msg)
print("logon response", s.recv(7550))
def data_subscribe(n):
data = FixMessage()
data.append_pair(8, "FIX.4.4")
data.append_pair(35, "V")
data.append_pair(49, price_auth.SenderCompID)
data.append_pair(56, price_auth.TargetCompID)
data.append_pair(34, n)
data.append_utc_timestamp(52)
data.append_pair(262, "2")
data.append_pair(263, "1")
data.append_pair(264, "1")
data.append_pair(265, "0") #1
data.append_pair(146, "1")
data.append_pair(55, "EURUSD.spa")
data.append_pair(267, "2")
data.append_pair(269, "0")
data.append_pair(269, "1")
sent = data.encode()
print("data request ", sent)
s.sendall(data.encode())
print(s.recv(price_auth.SocketConnectPort))
def market_order(n, side, price):
order = FixMessage()
order.append_pair(8, "FIX.4.4")
order.append_pair(35, "D")
order.append_pair(34, n)
order.append_pair(49, trade_auth.SenderCompID)
order.append_utc_timestamp(52)
order.append_pair(56, trade_auth.TargetCompID)
order.append_pair(55, "EURUSD.spa")
order.append_pair(54, side)
order.append_pair(59, "3")
order.append_utc_timestamp(60)
order.append_pair(40, "1")
order.append_pair(44, price)
order.append_pair(38, "10000")
order.append_utc_timestamp(11)
order_msg = order.encode()
print("sent order", order_msg)
s.sendall(order_msg)
print(str(s.recv(trade_auth.SocketConnectPort)).replace('\\x01', '|'))
def test_utcts_default(self):
"""Test UTCTimestamp with no supplied timestamp value"""
msg = FixMessage()
msg.append_utc_timestamp(52)
self.assertIsNotNone(msg.get(52))
def test_utcts_explicit_none(self):
"""Test UTCTimestamp with explicit None timestamp value"""
msg = FixMessage()
msg.append_utc_timestamp(52, None)
return
def test_utcts_default(self):
"""Test UTCTimestamp with no supplied timestamp value"""
msg = FixMessage()
msg.append_utc_timestamp(52)
return
def test_utcts_explicit_none(self):
"""Test UTCTimestamp with explicit None timestamp value"""
msg = FixMessage()
msg.append_utc_timestamp(52, None)
self.assertIsNotNone(msg.get(52))
def test_utcts_microseconds(self):
"""Test UTCTimestamp formatting of microseconds"""
msg = FixMessage()
t = 1484581872.933458
msg.append_utc_timestamp(52, t, 6)
self.assertEqual(fix_str("20170116-15:51:12.933458"), msg.get(52))
