def list_cancel_request(self):
message = fix.Message()
header = message.getHeader()
header.setField(fix.BeginString(fix.BeginString_FIX42))
header.setField(fix.MsgType(fix.MsgType_ListCancelRequest)) #35=K
message.setField(fix.ListID("List123Test"))
message.setField(
fix.StringField(
60, (datetime.utcnow().strftime("%Y%m%d-%H:%M:%S.%f"))[:-3])
) #60 TransactTime, not supported in python, so use tag number
print(message.toString())
try:
fix.Session.sendToTarget(message, self.sessionID)
except (fix.ConfigError, fix.RuntimeError) as e:
print(e)
def test_replaceGroup(self):
self.object.setField( fix.ListID( "1" ) )
self.object.setField( fix.BidType( 0 ) )
self.object.setField( fix.TotNoOrders( 3 ) )
group = fix42.NewOrderList.NoOrders()
group.setField( fix.ClOrdID( "A" ) )
group.setField( fix.ListSeqNo( 1 ) )
group.setField( fix.Symbol( "DELL" ) )
group.setField( fix.Side( '1' ) )
self.object.addGroup( group )
group.setField( fix.ClOrdID( "B" ) )
group.setField( fix.ListSeqNo( 2 ) )
group.setField( fix.Symbol( "LNUX" ) )
group.setField( fix.Side( '2' ) )
self.object.addGroup( group );
group.setField( fix.ClOrdID( "C" ) )
group.setField( fix.ListSeqNo( 3 ) )
group.setField( fix.Symbol( "RHAT" ) )
group.setField( fix.Side( '3' ) )
self.object.addGroup( group );
group.setField( fix.ClOrdID( "D" ) )
group.setField( fix.ListSeqNo( 4 ) )
group.setField( fix.Symbol( "AAPL" ) )
group.setField( fix.Side( '4' ) )
self.object.replaceGroup( 2, group );
noOrders = fix.NoOrders()
assert( self.object.hasGroup(1, group) )
assert( self.object.hasGroup(2, group) )
assert( self.object.hasGroup(3, group) )
self.assertEqual( 3, self.object.groupCount(fix.NoOrders().getTag()) )
self.object.getField( noOrders )
self.assertEqual( 3, noOrders.getValue() )
clOrdID = fix.ClOrdID()
self.object.getGroup( 1, group )
self.assertEqual( "A", group.getField(clOrdID).getString() )
self.object.getGroup( 2, group )
self.assertEqual( "D", group.getField(clOrdID).getString() )
self.object.getGroup( 3, group )
self.assertEqual( "C", group.getField(clOrdID).getString() )