Beispiel #1
0
    async def test_on_receive_handler(self):

        app = MockApp("mock_app")

        await app.on_receive(generic_message_factory((35, "a")))
        await app.on_receive(generic_message_factory((35, "b")))

        # Wait for tasks to complete
        tasks = asyncio.all_tasks()
        await asyncio.wait(tasks, timeout=0.1)

        assert app.counter["a"] == 1
        assert app.counter["b"] == 0
        assert app.counter["unhandled"] == 1
Beispiel #2
0
    async def test_on_receive_handler_raises_exception_if_message_not_returned(
            self):
        with pytest.raises(MessageProcessingError):
            app = MockApp("mock_app")
            await app.on_receive(generic_message_factory((35, "z")))

            # Wait for separate tasks to complete
            tasks = asyncio.all_tasks()
            await asyncio.wait(tasks, timeout=0.1)
Beispiel #3
0
    def test_regression_for_getting_fields_for_message_with_repeating_groups(
            self):
        """
        Regression where repeating group fields for market data request messages (type V) were not extracted correctly
        """
        mdr_message = generic_message_factory(
            (
                connection.protocol.Tag.MsgType,
                connection.protocol.MsgType.MarketDataRequest,
            ),
            (connection.protocol.Tag.MDReqID, uuid.uuid4().hex),
            (
                connection.protocol.Tag.SubscriptionRequestType,
                "h",
            ),  # Historical request
            (connection.protocol.Tag.MarketDepth, 0),
        )

        mdr_message[connection.protocol.Tag.NoRelatedSym] = Group(
            (connection.protocol.Tag.NoRelatedSym, 1),
            (connection.protocol.Tag.SecurityID, "test123"),
            template=[connection.protocol.Tag.SecurityID],
        )

        mdr_message[connection.protocol.Tag.NoMDEntryTypes] = Group(
            (connection.protocol.Tag.NoMDEntryTypes, 1),
            (connection.protocol.Tag.MDEntryType, "h"),
            template=[connection.protocol.Tag.MDEntryType],
        )

        mdr_message[9956] = 1
        mdr_message[9957] = 3
        mdr_message[9958] = int(datetime.utcnow().timestamp())
        mdr_message[9959] = int(datetime.utcnow().timestamp())
        mdr_message[9960] = 1

        assert len(mdr_message) == 13
        assert len(list(mdr_message.values())) == 13

        assert all(field in mdr_message for field in [
            35,
            262,
            263,
            264,
            146,
            48,
            267,
            269,
            9956,
            9957,
            9958,
            9959,
            9960,
        ])
Beispiel #4
0
    async def on_receive(self, message: RawMessage) -> FIXMessage:
        fields = (
            message.BeginString,
            message.BodyLength,
            message.MsgType,
            message.MsgSeqNum,
            *Field.fields_frombytes(message.encoded_body),
            message.CheckSum,
        )

        message = generic_message_factory(*fields, group_templates=self.group_templates)

        return message
Beispiel #5
0
    def test_encode_message_nested_group(self, encoder_app,
                                         nested_parties_group):
        m = generic_message_factory((35, "a"), (34, 1), (2, "bb"))
        m[nested_parties_group.tag] = nested_parties_group
        m.SendingTime = datetime.utcnow().strftime(
            settings.DATETIME_FORMAT)[:-3]

        # Compare just the group-related bytes.
        assert encoder_app.encode_message(m)[82:-7] == (
            b"539=2\x01"  # Header
            + b"524=a\x01525=aa\x01538=aaa\x01"  # Group identifier
            + b"804=2\x01545=c\x01805=cc\x01545=d\x01805=dd\x01"  # First group
            + b"524=b\x01525=bb\x01538=bbb\x01"  # First nested group
            +
            b"804=2\x01545=e\x01805=ee\x01545=f\x01805=ff\x01"  # Second group
        )  # Second nested group
Beispiel #6
0
 def test_decode_message_raises_exception_if_no_beginstring(
         self, encoder_app, decoder_app):
     with pytest.raises(ParsingError):
         m = generic_message_factory(
             (
                 connection.protocol.Tag.MsgType,
                 connection.protocol.MsgType.TestRequest,
             ),
             (connection.protocol.Tag.MsgSeqNum, 1),
             (connection.protocol.Tag.TestReqID, "a"),
             (
                 connection.protocol.Tag.SendingTime,
                 datetime.utcnow().strftime(settings.DATETIME_FORMAT)[:-3],
             ),
         )
         data = encoder_app.encode_message(m).replace(
             b"8=" + utils.encode(settings.BEGIN_STRING), b"")
         decoder_app.decode_message(data)
Beispiel #7
0
def email_message():
    faker = Faker()

    return generic_message_factory(
        (connection.protocol.Tag.MsgType, connection.protocol.MsgType.Email),
        (connection.protocol.Tag.MsgSeqNum, 1),
        (
            connection.protocol.Tag.SenderCompID,
            settings.CONNECTIONS[connection.name]["SENDER"],
        ),
        (connection.protocol.Tag.SendingTime, "20181206-10:24:27.018"),
        (
            connection.protocol.Tag.TargetCompID,
            settings.CONNECTIONS[connection.name]["TARGET"],
        ),
        (connection.protocol.Tag.NoLinesOfText, 1),
        (connection.protocol.Tag.Text, "abc"),
        (connection.protocol.Tag.EmailType, 0),
        (connection.protocol.Tag.Subject, "Test message"),
        (connection.protocol.Tag.EmailThreadID, faker.pyint()),
    )
Beispiel #8
0
 def test_encode_message_invalid(self, encoder_app):
     with pytest.raises(ValidationError):
         encoder_app.encode_message(
             generic_message_factory((1, "a"), (2, "b")))