def encode_message(self, message: FIXMessage) -> bytes:
"""
:param message: The message to encode.
:return: The FIX-compliant, raw binary string representation for this message with freshly
generated header tags.
"""
try:
message = message.result()
except AttributeError:
# Not an Unfuture - use as-is
pass
message.validate() # Make sure the message is valid before attempting to encode.
if message.sender_id is None:
message.sender_id = self.pipeline.apps[ClientSessionApp.name].sender
if message.target_id is None:
message.target_id = self.pipeline.apps[ClientSessionApp.name].target
body = (
utils.encode(f"{connection.protocol.Tag.MsgType}=")
+ utils.encode(message.type)
+ settings.SOH
+ utils.encode(f"{connection.protocol.Tag.MsgSeqNum}=")
+ utils.encode(message.seq_num)
+ settings.SOH
+ utils.encode(f"{connection.protocol.Tag.SenderCompID}=")
+ utils.encode(message.sender_id)
+ settings.SOH
+ utils.encode(f"{connection.protocol.Tag.SendingTime}=")
+ utils.encode(str(message.SendingTime))
+ settings.SOH
+ utils.encode(f"{connection.protocol.Tag.TargetCompID}=")
+ utils.encode(message.target_id)
+ settings.SOH
)
for field in message.fields:
if field.tag in self.DYNAMIC_TAGS: # These tags will be generated - ignore.
continue
body += bytes(field)
header = (
utils.encode(f"{connection.protocol.Tag.BeginString}=")
+ utils.encode(settings.BEGIN_STRING)
+ settings.SOH
+ utils.encode(f"{connection.protocol.Tag.BodyLength}=")
+ utils.encode(len(body))
+ settings.SOH
)
trailer = (
utils.encode(f"{connection.protocol.Tag.CheckSum}=")
+ utils.encode(f"{utils.calculate_checksum(header + body):03}")
+ settings.SOH
)
return header + body + trailer
async def on_send(self, message: FIXMessage) -> FIXMessage:
"""
Inject MsgSeqNum for every message to be sent, except duplicates.
"""
try:
is_duplicate = bool(message.PossDupFlag)
except TagNotFound:
is_duplicate = False
if not is_duplicate:
# Set sequence number
self.send_seq_num += 1
message.seq_num = self.send_seq_num
message.SendingTime = datetime.utcnow().strftime(settings.DATETIME_FORMAT)[:-3]
return await super().on_send(message)
async def on_send(self, message: FIXMessage) -> FIXMessage:
message.TestReqID = f"{message.TestReqID} s3"
return await super().on_send(message)
async def on_receive(self, message: FIXMessage) -> FIXMessage:
message.TestReqID = f"{message.TestReqID} r3"
return await super().on_receive(message)