def test_loader():
"""Test the loader"""
assert load_yaml_protocol('etc/FIX40.yaml') is not None
assert load_yaml_protocol('etc/FIX41.yaml') is not None
assert load_yaml_protocol('etc/FIX42.yaml') is not None
assert load_yaml_protocol('etc/FIX43.yaml') is not None
assert load_yaml_protocol('etc/FIX44.yaml') is not None
def test_loader_is_type_enum():
"""Tests for is_type_enum"""
assert load_yaml_protocol('etc/FIX44.yaml',
is_type_enum={ValueType.BOOLEAN:
False}) is not None
assert load_yaml_protocol('etc/FIX44.yaml',
is_type_enum={'BOOLEAN': False}) is not None
def test_fix_message_factory():
"""Test the message factory"""
protocol = load_yaml_protocol('etc/FIX44.yaml',
is_millisecond_time=True,
is_float_decimal=True,
is_type_enum={ValueType.BOOLEAN: False})
factory = FixMessageFactory(protocol, "SENDER", "TARGET")
sending_time = datetime(2020, 1, 1, 12, 30, 0, tzinfo=timezone.utc)
fix_messages = [
factory.create('LOGON', 42, sending_time, {
'EncryptMethod': "NONE",
'HeartBtInt': 30
}),
factory.create('LOGOUT', 42, sending_time, {}),
factory.create('HEARTBEAT', 43, sending_time, {}),
factory.create('RESEND_REQUEST', 44, sending_time, {
'BeginSeqNo': 10,
'EndSeqNo': 12
}),
factory.create('TEST_REQUEST', 45, sending_time,
{'TestReqID': "This is not a test"}),
factory.create('SEQUENCE_RESET', 46, sending_time, {
'GapFillFlag': False,
'NewSeqNo': 12
})
]
for fix_message in fix_messages:
encoded_message = fix_message.encode(regenerate_integrity=True)
roundtrip = FixMessage.decode(protocol, encoded_message)
assert fix_message.message == roundtrip.message
def test_encode_logon():
"""Test encoding"""
protocol = load_yaml_protocol('etc/FIX44.yaml',
is_millisecond_time=True,
is_float_decimal=True,
is_type_enum={ValueType.BOOLEAN: False})
sending_time = datetime(2020, 1, 1, 12, 30, 0, tzinfo=timezone.utc)
messages = [{
'MsgType': 'LOGON',
'MsgSeqNum': 42,
'SenderCompID': "SENDER",
'TargetCompID': "TARGET",
'SendingTime': sending_time,
'EncryptMethod': "NONE",
'HeartBtInt': 30
}, {
'MsgType': 'LOGOUT',
'MsgSeqNum': 43,
'SenderCompID': "SENDER",
'TargetCompID': "TARGET",
'SendingTime': sending_time
}, {
'MsgType': 'HEARTBEAT',
'MsgSeqNum': 43,
'SenderCompID': "SENDER",
'TargetCompID': "TARGET",
'SendingTime': sending_time
}, {
'MsgType': 'RESEND_REQUEST',
'MsgSeqNum': 42,
'SenderCompID': "SENDER",
'TargetCompID': "TARGET",
'SendingTime': sending_time,
'BeginSeqNo': 10,
'EndSeqNo': 12
}, {
'MsgType': 'TEST_REQUEST',
'MsgSeqNum': 42,
'SenderCompID': "SENDER",
'TargetCompID': "TARGET",
'SendingTime': sending_time,
'TestReqID': "This is not a test"
}, {
'MsgType': 'SEQUENCE_RESET',
'MsgSeqNum': 42,
'SenderCompID': "SENDER",
'TargetCompID': "TARGET",
'SendingTime': sending_time,
'GapFillFlag': False,
'NewSeqNo': 12
}]
for message in messages:
fix_message = FixMessage(protocol, message)
encoded_message = fix_message.encode(regenerate_integrity=True)
roundtrip = FixMessage.decode(protocol, encoded_message)
assert fix_message.message == roundtrip.message
def test_messages():
"""Test decoding messages"""
messages = [
b'8=FIX.4.4|9=94|35=3|49=A|56=AB|128=B1|34=214|50=U1|52=20100304-09:42:23.130|45=176|371=15|372=X|373=1|58=txt|10=058|',
b'8=FIX.4.4|9=117|35=AD|49=A|56=B|34=2|50=1|57=M|52=20100219-14:33:32.258|568=1|569=0|263=1|580=1|75=20100218|60=20100218-00:00:00.000|10=202|',
b'8=FIX.4.4|9=122|35=D|49=CLIENT12|56=B|34=215|52=20100225-19:41:57.316|11=13346|1=Marcel|21=1|54=1|60=20100225-19:39:52.020|40=2|44=5|59=0|10=072|',
]
protocol = load_yaml_protocol(
'etc/FIX44.yaml',
is_millisecond_time=True,
is_float_decimal=True
)
for buf in messages:
msg = FixMessage.decode(
protocol, buf, sep=b'|', strict=True, validate=True, convert_sep_for_checksum=True)
round_trip = msg.encode(
sep=b'|', regenerate_integrity=True, convert_sep_for_checksum=True)
assert buf == round_trip
def protocol_42():
return load_yaml_protocol('etc/FIX42.yaml',
is_millisecond_time=False,
is_float_decimal=True)