def test_malformed():
expected = {
'BeginString':
'FIX.4.2',
'BodyLength':
'156',
'CheckSum':
'228',
'MsgSeqNum':
'2',
'MsgType':
'J',
'NoAllocs': [{
'AllocAccount': 'Marcin',
'AllocShares': '10',
'NoMiscFees': [{
'MiscFeeAmt': '7.99'
}]
}, {
'AllocAccount': 'Jason',
'AllocShares': '5'
}],
'NoOrders': [{
'ClOrdID': 'C11111',
'OrderID': 'O11111'
}, {
'ClOrdID': 'C22222',
'OrderID': 'O22222'
}, {
'OrderID': 'O33333'
}],
'SenderCompID':
'PXMD',
'SendingTime':
'20140922-14:48:49.825',
'TargetCompID':
'Q037'
}
_expected = expected.copy()
# this one is good
formatted = '''8=FIX.4.2|9=156|35=J|49=PXMD|56=Q037|34=2|52=20140922-14:48:49.825|73=3|11=C11111|37=O11111|11=C22222|37=O22222|37=O33333|78=2|79=Marcin|80=10|136=1|137=7.99|79=Jason|80=5|10=228|'''
assert parse_message(formatted) == expected, pprint(
parse_message(formatted))
# |||||
formatted = '''8=FIX.4.2|9=156|35=J|49=PXMD|56=Q037|34=2|52=20140922-14:48:49.825|73=3|11=C11111|37=O11111|11=C22222|37=O22222|37=O33333|78=2|79=Marcin|80=10|136=1|137=7.99|||||79=Jason|80=5|10=228|'''
assert parse_message(formatted) == expected, pprint(
parse_message(formatted))
# |a|a|a|a|
formatted = '''8=FIX.4.2|9=156|35=J|49=PXMD|56=Q037|34=2|52=20140922-14:48:49.825|73=3|11=C11111|37=O11111|11=C22222|37=O22222|37=O33333|78=2|79=Marcin|80=10|136=1|137=7.99|a|a|a|a|79=Jason|80=5|10=228|'''
assert parse_message(formatted) == expected, pprint(
parse_message(formatted))
# |=|
formatted = '''8=FIX.4.2|9=156|35=J|49=PXMD|56=Q037|34=2|52=20140922-14:48:49.825|73=3|11=C11111|37=O11111|11=C22222|37=O22222|37=O33333|78=2|79=Marcin|80=10|136=1|137=7.99|=|79=Jason|80=5|10=228|'''
assert parse_message(formatted) == expected, pprint(
parse_message(formatted))
# |==|=|
formatted = '''8=FIX.4.2|9=156|35=J|49=PXMD|56=Q037|34=2|52=20140922-14:48:49.825|73=3|11=C11111|37=O11111|11=C22222|37=O22222|37=O33333|78=2|79=Marcin|80=10|136=1|137=7.99|==|=|79=Jason|80=5|10=228|'''
assert parse_message(formatted) == expected, pprint(
parse_message(formatted))
# |22|=|
formatted = '''8=FIX.4.2|9=156|35=J|49=PXMD|56=Q037|34=2|52=20140922-14:48:49.825|73=3|11=C11111|37=O11111|11=C22222|37=O22222|37=O33333|78=2|79=Marcin|80=10|136=1|137=7.99|22|=|79=Jason|80=5|10=228|'''
assert parse_message(formatted) == expected, pprint(
parse_message(formatted))
# |=asdf|
formatted = '''8=FIX.4.2|9=156|35=J|49=PXMD|56=Q037|34=2|52=20140922-14:48:49.825|73=3|11=C11111|37=O11111|11=C22222|37=O22222|37=O33333|78=2|79=Marcin|80=10|136=1|137=7.99|=asdf|79=Jason|80=5|10=228|'''
assert parse_message(formatted) == expected, pprint(
parse_message(formatted))
# |A=A| (not a digit)
formatted = '''8=FIX.4.2|9=156|35=J|49=PXMD|56=Q037|34=2|52=20140922-14:48:49.825|73=3|11=C11111|37=O11111|11=C22222|37=O22222|37=O33333|78=2|79=Marcin|80=10|136=1|137=7.99|A=A|79=Jason|80=5|10=228|'''
assert parse_message(formatted) == expected, pprint(
parse_message(formatted))
# ||
formatted = '''8=FIX.4.2|9=156|35=J|49=PXMD|56=Q037|34=2|52=20140922-14:48:49.825|73=3|11=C11111|37=O11111|11=C22222|37=O22222|37=O33333|78=2|79=Marcin|80=10|136=1|137=7.99|22||79=Jason|80=5|10=228|'''
assert parse_message(formatted) == expected, pprint(
parse_message(formatted))
# |9001=12345|
formatted = '''8=FIX.4.2|9=156|35=J|49=PXMD|56=Q037|34=2|9001=12345|52=20140922-14:48:49.825|73=3|11=C11111|37=O11111|11=C22222|37=O22222|37=O33333|78=2|79=Marcin|80=10|136=1|137=7.99|79=Jason|80=5|10=228|'''
expected['Field9001'] = '12345'
assert parse_message(formatted) == expected, pprint(
parse_message(formatted))
del expected['Field9001']
# note, we still don't have a test where the group breaks by a rogue tag mid-group
# is that something necessary? at that point, it's pretty badly broken.
# Bad BeginString 8=FIX.
formatted = '''8=FIX.|9=156|35=J|49=PXMD|56=Q037|34=2|52=20140922-14:48:49.825|73=3|11=C11111|37=O11111|11=C22222|37=O22222|37=O33333|78=2|79=Marcin|80=10|136=1|137=7.99|79=Jason|80=5|10=228|'''
original = expected.pop('BeginString')
assert parse_message(formatted) == dict(expected,
BeginString='FIX.'), pprint(
parse_message(formatted))
# put BeginString back
expected['BeginString'] = original
# note, we chop off the CheckSum here because we're gonna mess it up badly
formatted = '''8=FIX.4.2|9=156|35=X|49=PXMD|56=Q037|34=2|52=20140922-14:48:49.825|73=3|11=C11111|37=O11111|11=C22222|37=O22222|37=O33333|78=2|79=Marcin|80=10|136=1|137=7.99|79=Jason|80=5|'''
checksum = expected.pop('CheckSum')
# update MsgType
expected['MsgType'] = 'X'
assert parse_message(formatted) != expected, pprint(
parse_message(formatted))
assert parse_message(formatted,
cls=FIX.FIX42.Allocation) == expected, pprint(
parse_message(formatted))
# put those fields back to how they were
expected['MsgType'] = 'J'
expected['CheckSum'] = checksum
expected = {
'BeginString': 'FIX.4.2',
'BodyLength': '74',
'CheckSum': '213',
'EncryptMethod': '1',
'HeartBtInt': '3503',
'MsgType': 'A',
'RawData': 'AAAAAAAAAAAAAAAA\001AAA',
'RawDataLength': '20',
'SendingTime': '20150407-04:12:54.885'
}
# we're messing with Logon RawData and RawDataLength, disparity between purpoted length and data
# behavior should observe the length field, and ignore bytes unaccounted for
# RawDataLength < len(RawData)
expected['RawDataLength'] = '17'
formatted = '8=FIX.4.2\0019=74\00135=A\00152=20150407-04:12:54.885\00198=1\001108=3503\00195=%s\00196=AAAAAAAAAAAAAAAA\001AAA\00110=213\001' % (
expected['RawDataLength'], )
assert parse_message(formatted) == expected, pprint(
parse_message(formatted))
# RawDataLength > len(RawData)
# We lose CheckSum tag to RawData
expected[
'RawDataLength'] = '23' #TODO should we not expect to handle overlylong values here?
expected['RawData'] = 'AAAAAAAAAAAAAAAA\001AAA\00110=213'
expected.pop('CheckSum')
formatted = '8=FIX.4.2\0019=74\00135=A\00152=20150407-04:12:54.885\00198=1\001108=3503\00195=%s\00196=AAAAAAAAAAAAAAAA\001AAA\00110=213\001' % (
expected['RawDataLength'], )
assert parse_message(formatted) == expected, pprint(
parse_message(formatted))
def test_parser():
expected = {
'BeginString':
'FIX.4.2',
'BodyLength':
'295',
'CheckSum':
'215',
'MsgSeqNum':
'2',
'MsgType':
'i',
'NoQuoteSets': [{
'NoQuoteEntries': [{
'BidSize': '1000000',
'BidSpotRate': '1.4363',
'OfferSize': '900000',
'OfferSpotRate': '1.4365',
'QuoteEntryID': '0'
}, {
'BidSize': '7000000',
'BidSpotRate': '1.4363',
'OfferSize': '800000',
'OfferSpotRate': '1.4365',
'QuoteEntryID': '1'
}],
'QuoteSetID':
'123'
}, {
'NoQuoteEntries': [{
'BidSize': '1000000',
'BidSpotRate': '1.4363',
'OfferSize': '900000',
'OfferSpotRate': '1.4365',
'QuoteEntryID': '2'
}, {
'BidSize': '7000000',
'BidSpotRate': '1.4363',
'OfferSize': '800000',
'OfferSpotRate': '1.4365',
'QuoteEntryID': '3'
}],
'QuoteSetID':
'234'
}],
'QuoteID':
'1',
'SenderCompID':
'PXMD',
'SendingTime':
'20140922-14:48:49.825',
'TargetCompID':
'Q037'
}
formatted = '''8=FIX.4.2|9=295|35=i|49=PXMD|56=Q037|34=2|52=20140922-14:48:49.825|117=1|296=2|302=123|295=2|299=0|134=1000000|135=900000|188=1.4363|190=1.4365|299=1|134=7000000|135=800000|188=1.4363|190=1.4365|302=234|295=2|299=2|134=1000000|135=900000|188=1.4363|190=1.4365|299=3|134=7000000|135=800000|188=1.4363|190=1.4365|10=215|'''
assert parse_message(formatted) == expected, pprint(
parse_message(formatted))
message = FIX.FIX42.MassQuote(**expected)
assert repr(message) == formatted
message = FIX.FIXMessage(**expected)
assert repr(message) == formatted
fromstring = FIX.FIX42.MassQuote.fromstring(formatted)
assert repr(fromstring) == formatted
fromstring = FIX.FIXMessage.fromstring(formatted)
assert repr(fromstring) == formatted
# since this is going to mess up the CheckSum and change the MsgType
# field as rendered in the formatted string, let's account for that
fromstring = FIX.FIX42.MassQuote.fromstring(formatted, MsgType='A')
assert repr(fromstring)[:-4] == formatted.replace('35=i', '35=A')[:-4]
assert isinstance(fromstring, FIX.FIX42.MassQuote)
assert not isinstance(fromstring, FIX.FIX42.Logon)
fromstring = FIX.FIXMessage.fromstring(formatted, MsgType='A')
#assert repr(fromstring)[:-4] == formatted.replace('35=i', '35=A')[:-4]
assert isinstance(fromstring, FIX.FIX42.Logon)
expected = {
'BeginString':
'FIX.4.2',
'BodyLength':
'156',
'CheckSum':
'228',
'MsgSeqNum':
'2',
'MsgType':
'J',
'NoAllocs': [{
'AllocAccount': 'Marcin',
'AllocShares': '10',
'NoMiscFees': [{
'MiscFeeAmt': '7.99'
}]
}, {
'AllocAccount': 'Jason',
'AllocShares': '5'
}],
'NoOrders': [{
'ClOrdID': 'C11111',
'OrderID': 'O11111'
}, {
'ClOrdID': 'C22222',
'OrderID': 'O22222'
}, {
'OrderID': 'O33333'
}],
'SenderCompID':
'PXMD',
'SendingTime':
'20140922-14:48:49.825',
'TargetCompID':
'Q037'
}
formatted = '''8=FIX.4.2|9=156|35=J|49=PXMD|56=Q037|34=2|52=20140922-14:48:49.825|73=3|11=C11111|37=O11111|11=C22222|37=O22222|37=O33333|78=2|79=Marcin|80=10|136=1|137=7.99|79=Jason|80=5|10=228|'''
assert parse_message(formatted) == expected, pprint(
parse_message(formatted))
message = FIX.FIX42.Allocation(**expected)
assert repr(message) == formatted
message = FIX.FIXMessage(**expected)
assert repr(message) == formatted
fromstring = FIX.FIX42.Allocation.fromstring(formatted)
assert repr(fromstring) == formatted
fromstring = FIX.FIXMessage.fromstring(formatted)
assert repr(fromstring) == formatted
expected = {
'BeginString':
'FIX.4.2',
'BodyLength':
'182',
'CheckSum':
'005',
'MsgSeqNum':
'2',
'MsgType':
'J',
'NoAllocs': [
{
'AllocAccount': 'Marcin',
'AllocShares': '10',
'NoMiscFees': [{
'MiscFeeAmt': '7.99'
}]
},
{
'AllocAccount': 'Jason',
'AllocShares': '5'
},
{
'AllocShares': '10'
},
{
'AllocAccount': 'Tester'
},
],
'NoOrders': [{
'ClOrdID': 'C11111',
'OrderID': 'O11111'
}, {
'ClOrdID': 'C22222',
'OrderID': 'O22222'
}, {
'OrderID': 'O33333'
}, {
'ClOrdID': 'O44444'
}],
'SenderCompID':
'PXMD',
'SendingTime':
'20140922-14:48:49.825',
'TargetCompID':
'Q037'
}
formatted = '8=FIX.4.2|9=182|35=J|49=PXMD|56=Q037|34=2|52=20140922-14:48:49.825|73=4|11=C11111|37=O11111|11=C22222|37=O22222|37=O33333|11=O44444|78=4|79=Marcin|80=10|136=1|137=7.99|79=Jason|80=5|80=10|79=Tester|10=005|'
assert parse_message(formatted) == expected, pprint(
parse_message(formatted))
message = FIX.FIX42.Allocation(**expected)
assert repr(message) == formatted
message = FIX.FIXMessage(**expected)
assert repr(message) == formatted
fromstring = FIX.FIX42.Allocation.fromstring(formatted)
assert repr(fromstring) == formatted
fromstring = FIX.FIXMessage.fromstring(formatted)
assert repr(fromstring) == formatted
#FIX.register_version('phixlib/spec/FIX50SP2.xml')
#fromstring = FIX.FIX50.AllocationInstruction.fromstring(formatted, BeginString='FIX.5.0')
#assert repr(fromstring)[9:-7] == formatted[9:-7]
#print repr(fromstring)
'''
expected = {
'BeginString': 'FIX.4.2',
'BodyLength': '197',
'CheckSum': '225',
'MsgSeqNum': '2',
'MsgType': 'BBBBBBBBBBBBBBBB',
'NoAllocs': [{'AllocAccount': 'Marcin',
'AllocShares': '10',
'NoMiscFees': [{'MiscFeeAmt': '7.99'}]},
{'AllocAccount': 'Jason', 'AllocShares': '5'},
{'AllocShares': '10'},
{'AllocAccount': 'Tester'},
],
'NoOrders': [{'ClOrdID': 'C11111', 'OrderID': 'O11111'},
{'ClOrdID': 'C22222', 'OrderID': 'O22222'},
{'OrderID': 'O33333'},
{'ClOrdID': 'O44444'}],
'SenderCompID': 'PXMD',
'SendingTime': '20140922-14:48:49.825',
'TargetCompID': 'Q037'}
message.header._initialized['MsgType'].value = 'BBBBBBBBBBBBBBBB'
formatted = '8=FIX.4.2|9=197|35=BBBBBBBBBBBBBBBB|49=PXMD|56=Q037|34=2|52=20140922-14:48:49.825|73=4|11=C11111|37=O11111|11=C22222|37=O22222|37=O33333|11=O44444|78=4|79=Marcin|80=10|136=1|137=7.99|79=Jason|80=5|80=10|79=Tester|10=225|'
assert parse_message(formatted) == expected, pprint(parse_message(formatted))
'''
expected = {
'BeginString': 'FIX.4.2',
'BodyLength': '74',
'CheckSum': '213',
'EncryptMethod': '1',
'HeartBtInt': '3503',
'MsgType': 'A',
'RawData': 'AAAAAAAAAAAAAAAA\001AAA',
'RawDataLength': '20',
'SendingTime': '20150407-04:12:54.885'
}
formatted = '8=FIX.4.2\0019=74\00135=A\00152=20150407-04:12:54.885\00198=1\001108=3503\00195=20\00196=AAAAAAAAAAAAAAAA\001AAA\00110=213\001'
assert parse_message(formatted) == expected, pprint(
parse_message(formatted))
fromstring = FIX.FIX42.Logon.fromstring(formatted)
assert str(fromstring) == formatted
def test_initialize():
m = FIX.FIX42.NewOrderSingle()
m.initialize()
for field in m._all.itervalues():
if field.required:
assert field in m
assert m.get(field).value, field.name + ' not initialized'
expected = {
'BeginString':
'FIX.4.2',
'BodyLength':
'312',
'CheckSum':
'206',
'MsgSeqNum':
'2',
'MsgType':
'i',
'NoQuoteSets': [{
'NoQuoteEntries': [{
'BidSize': '1000000',
'BidSpotRate': '1.4363',
'OfferSize': '900000',
'OfferSpotRate': '1.4365',
'QuoteEntryID': '0'
}, {
'BidSize': '7000000',
'BidSpotRate': '1.4363',
'OfferSize': '800000',
'OfferSpotRate': '1.4365',
'QuoteEntryID': '1'
}],
'QuoteSetID':
'123'
}, {
'NoQuoteEntries': [{
'BidSize': '1000000',
'BidSpotRate': '1.4363',
'OfferSize': '900000',
'OfferSpotRate': '1.4365',
'QuoteEntryID': '2'
}, {
'BidSize': '7000000',
'BidSpotRate': '1.4363',
'OfferSize': '800000',
'OfferSpotRate': '1.4365',
'QuoteEntryID': '3'
}],
'QuoteSetID':
'234'
}],
'QuoteID':
'1',
'SenderCompID':
'PXMD',
'SendingTime':
'20140922-14:48:49.825',
'Signature':
'TestSignature',
'TargetCompID':
'Q037'
}
data = {'NoQuoteSets': expected.pop('NoQuoteSets')}
data['SendingTime'] = expected.pop('SendingTime')
data['Signature'] = expected.pop('Signature')
m = FIX.FIX42.MassQuote(**expected)
m.initialize(**data)
for field in m._all.itervalues():
if field.required:
assert field.name in m
assert m.get(field).value, field.name + ' not initialized'
# don't assert repr/str, as intialize order will be different
# also, we can't achieve 100% code coverage with this test as we'd need
# to supply optional=True
expected.update(data)
assert parse_message(str(m)) == expected, pprint(parse_message(str(m)))
m = FIX.FIX42.Logon()
m.initialize(HeartBtInt=60, optional=True)
for field in m.header._all:
if field in (
'BeginString',
'BodyLength',
'SenderCompID',
'TargetCompID',
'MsgSeqNum',
):
continue
assert field in m.header._initialized
for field in m._all:
assert field in m._initialized
for field in m.trailer._all:
if field == 'CheckSum':
continue
assert field in m.trailer._initialized
assert m.get(FIX.FIX42.Logon.HeartBtInt).value == 60
def test_initialize():
m = FIX.FIX42.NewOrderSingle()
m.initialize()
for field in m._all.itervalues():
if field.required:
assert field in m
assert m.get(field).value, field.name + " not initialized"
expected = {
"BeginString": "FIX.4.2",
"BodyLength": "312",
"CheckSum": "206",
"MsgSeqNum": "2",
"MsgType": "i",
"NoQuoteSets": [
{
"NoQuoteEntries": [
{
"BidSize": "1000000",
"BidSpotRate": "1.4363",
"OfferSize": "900000",
"OfferSpotRate": "1.4365",
"QuoteEntryID": "0",
},
{
"BidSize": "7000000",
"BidSpotRate": "1.4363",
"OfferSize": "800000",
"OfferSpotRate": "1.4365",
"QuoteEntryID": "1",
},
],
"QuoteSetID": "123",
},
{
"NoQuoteEntries": [
{
"BidSize": "1000000",
"BidSpotRate": "1.4363",
"OfferSize": "900000",
"OfferSpotRate": "1.4365",
"QuoteEntryID": "2",
},
{
"BidSize": "7000000",
"BidSpotRate": "1.4363",
"OfferSize": "800000",
"OfferSpotRate": "1.4365",
"QuoteEntryID": "3",
},
],
"QuoteSetID": "234",
},
],
"QuoteID": "1",
"SenderCompID": "PXMD",
"SendingTime": "20140922-14:48:49.825",
"Signature": "TestSignature",
"TargetCompID": "Q037",
}
data = {"NoQuoteSets": expected.pop("NoQuoteSets")}
data["SendingTime"] = expected.pop("SendingTime")
data["Signature"] = expected.pop("Signature")
m = FIX.FIX42.MassQuote(**expected)
m.initialize(**data)
for field in m._all.itervalues():
if field.required:
assert field.name in m
assert m.get(field).value, field.name + " not initialized"
# don't assert repr/str, as intialize order will be different
# also, we can't achieve 100% code coverage with this test as we'd need
# to supply optional=True
expected.update(data)
assert parse_message(str(m)) == expected, pprint(parse_message(str(m)))
m = FIX.FIX42.Logon()
m.initialize(HeartBtInt=60, optional=True)
for field in m.header._all:
if field in ("BeginString", "BodyLength", "SenderCompID", "TargetCompID", "MsgSeqNum"):
continue
assert field in m.header._initialized
for field in m._all:
assert field in m._initialized
for field in m.trailer._all:
if field == "CheckSum":
continue
assert field in m.trailer._initialized
assert m.get(FIX.FIX42.Logon.HeartBtInt).value == 60
def test_malformed():
expected = {
"BeginString": "FIX.4.2",
"BodyLength": "156",
"CheckSum": "228",
"MsgSeqNum": "2",
"MsgType": "J",
"NoAllocs": [
{"AllocAccount": "Marcin", "AllocShares": "10", "NoMiscFees": [{"MiscFeeAmt": "7.99"}]},
{"AllocAccount": "Jason", "AllocShares": "5"},
],
"NoOrders": [
{"ClOrdID": "C11111", "OrderID": "O11111"},
{"ClOrdID": "C22222", "OrderID": "O22222"},
{"OrderID": "O33333"},
],
"SenderCompID": "PXMD",
"SendingTime": "20140922-14:48:49.825",
"TargetCompID": "Q037",
}
_expected = expected.copy()
# this one is good
formatted = """8=FIX.4.2|9=156|35=J|49=PXMD|56=Q037|34=2|52=20140922-14:48:49.825|73=3|11=C11111|37=O11111|11=C22222|37=O22222|37=O33333|78=2|79=Marcin|80=10|136=1|137=7.99|79=Jason|80=5|10=228|"""
assert parse_message(formatted) == expected, pprint(parse_message(formatted))
# |||||
formatted = """8=FIX.4.2|9=156|35=J|49=PXMD|56=Q037|34=2|52=20140922-14:48:49.825|73=3|11=C11111|37=O11111|11=C22222|37=O22222|37=O33333|78=2|79=Marcin|80=10|136=1|137=7.99|||||79=Jason|80=5|10=228|"""
assert parse_message(formatted) == expected, pprint(parse_message(formatted))
# |a|a|a|a|
formatted = """8=FIX.4.2|9=156|35=J|49=PXMD|56=Q037|34=2|52=20140922-14:48:49.825|73=3|11=C11111|37=O11111|11=C22222|37=O22222|37=O33333|78=2|79=Marcin|80=10|136=1|137=7.99|a|a|a|a|79=Jason|80=5|10=228|"""
assert parse_message(formatted) == expected, pprint(parse_message(formatted))
# |=|
formatted = """8=FIX.4.2|9=156|35=J|49=PXMD|56=Q037|34=2|52=20140922-14:48:49.825|73=3|11=C11111|37=O11111|11=C22222|37=O22222|37=O33333|78=2|79=Marcin|80=10|136=1|137=7.99|=|79=Jason|80=5|10=228|"""
assert parse_message(formatted) == expected, pprint(parse_message(formatted))
# |==|=|
formatted = """8=FIX.4.2|9=156|35=J|49=PXMD|56=Q037|34=2|52=20140922-14:48:49.825|73=3|11=C11111|37=O11111|11=C22222|37=O22222|37=O33333|78=2|79=Marcin|80=10|136=1|137=7.99|==|=|79=Jason|80=5|10=228|"""
assert parse_message(formatted) == expected, pprint(parse_message(formatted))
# |22|=|
formatted = """8=FIX.4.2|9=156|35=J|49=PXMD|56=Q037|34=2|52=20140922-14:48:49.825|73=3|11=C11111|37=O11111|11=C22222|37=O22222|37=O33333|78=2|79=Marcin|80=10|136=1|137=7.99|22|=|79=Jason|80=5|10=228|"""
assert parse_message(formatted) == expected, pprint(parse_message(formatted))
# |=asdf|
formatted = """8=FIX.4.2|9=156|35=J|49=PXMD|56=Q037|34=2|52=20140922-14:48:49.825|73=3|11=C11111|37=O11111|11=C22222|37=O22222|37=O33333|78=2|79=Marcin|80=10|136=1|137=7.99|=asdf|79=Jason|80=5|10=228|"""
assert parse_message(formatted) == expected, pprint(parse_message(formatted))
# |A=A| (not a digit)
formatted = """8=FIX.4.2|9=156|35=J|49=PXMD|56=Q037|34=2|52=20140922-14:48:49.825|73=3|11=C11111|37=O11111|11=C22222|37=O22222|37=O33333|78=2|79=Marcin|80=10|136=1|137=7.99|A=A|79=Jason|80=5|10=228|"""
assert parse_message(formatted) == expected, pprint(parse_message(formatted))
# ||
formatted = """8=FIX.4.2|9=156|35=J|49=PXMD|56=Q037|34=2|52=20140922-14:48:49.825|73=3|11=C11111|37=O11111|11=C22222|37=O22222|37=O33333|78=2|79=Marcin|80=10|136=1|137=7.99|22||79=Jason|80=5|10=228|"""
assert parse_message(formatted) == expected, pprint(parse_message(formatted))
# |9001=12345|
formatted = """8=FIX.4.2|9=156|35=J|49=PXMD|56=Q037|34=2|9001=12345|52=20140922-14:48:49.825|73=3|11=C11111|37=O11111|11=C22222|37=O22222|37=O33333|78=2|79=Marcin|80=10|136=1|137=7.99|79=Jason|80=5|10=228|"""
expected["Field9001"] = "12345"
assert parse_message(formatted) == expected, pprint(parse_message(formatted))
del expected["Field9001"]
# note, we still don't have a test where the group breaks by a rogue tag mid-group
# is that something necessary? at that point, it's pretty badly broken.
# Bad BeginString 8=FIX.
formatted = """8=FIX.|9=156|35=J|49=PXMD|56=Q037|34=2|52=20140922-14:48:49.825|73=3|11=C11111|37=O11111|11=C22222|37=O22222|37=O33333|78=2|79=Marcin|80=10|136=1|137=7.99|79=Jason|80=5|10=228|"""
original = expected.pop("BeginString")
assert parse_message(formatted) == dict(expected, BeginString="FIX."), pprint(parse_message(formatted))
# put BeginString back
expected["BeginString"] = original
# note, we chop off the CheckSum here because we're gonna mess it up badly
formatted = """8=FIX.4.2|9=156|35=X|49=PXMD|56=Q037|34=2|52=20140922-14:48:49.825|73=3|11=C11111|37=O11111|11=C22222|37=O22222|37=O33333|78=2|79=Marcin|80=10|136=1|137=7.99|79=Jason|80=5|"""
checksum = expected.pop("CheckSum")
# update MsgType
expected["MsgType"] = "X"
assert parse_message(formatted) != expected, pprint(parse_message(formatted))
assert parse_message(formatted, cls=FIX.FIX42.Allocation) == expected, pprint(parse_message(formatted))
# put those fields back to how they were
expected["MsgType"] = "J"
expected["CheckSum"] = checksum
expected = {
"BeginString": "FIX.4.2",
"BodyLength": "74",
"CheckSum": "213",
"EncryptMethod": "1",
"HeartBtInt": "3503",
"MsgType": "A",
"RawData": "AAAAAAAAAAAAAAAA\001AAA",
"RawDataLength": "20",
"SendingTime": "20150407-04:12:54.885",
}
# we're messing with Logon RawData and RawDataLength, disparity between purpoted length and data
# behavior should observe the length field, and ignore bytes unaccounted for
# RawDataLength < len(RawData)
expected["RawDataLength"] = "17"
formatted = (
"8=FIX.4.2\0019=74\00135=A\00152=20150407-04:12:54.885\00198=1\001108=3503\00195=%s\00196=AAAAAAAAAAAAAAAA\001AAA\00110=213\001"
% (expected["RawDataLength"],)
)
assert parse_message(formatted) == expected, pprint(parse_message(formatted))
# RawDataLength > len(RawData)
# We lose CheckSum tag to RawData
expected["RawDataLength"] = "23" # TODO should we not expect to handle overlylong values here?
expected["RawData"] = "AAAAAAAAAAAAAAAA\001AAA\00110=213"
expected.pop("CheckSum")
formatted = (
"8=FIX.4.2\0019=74\00135=A\00152=20150407-04:12:54.885\00198=1\001108=3503\00195=%s\00196=AAAAAAAAAAAAAAAA\001AAA\00110=213\001"
% (expected["RawDataLength"],)
)
assert parse_message(formatted) == expected, pprint(parse_message(formatted))
def test_parser():
expected = {
"BeginString": "FIX.4.2",
"BodyLength": "295",
"CheckSum": "215",
"MsgSeqNum": "2",
"MsgType": "i",
"NoQuoteSets": [
{
"NoQuoteEntries": [
{
"BidSize": "1000000",
"BidSpotRate": "1.4363",
"OfferSize": "900000",
"OfferSpotRate": "1.4365",
"QuoteEntryID": "0",
},
{
"BidSize": "7000000",
"BidSpotRate": "1.4363",
"OfferSize": "800000",
"OfferSpotRate": "1.4365",
"QuoteEntryID": "1",
},
],
"QuoteSetID": "123",
},
{
"NoQuoteEntries": [
{
"BidSize": "1000000",
"BidSpotRate": "1.4363",
"OfferSize": "900000",
"OfferSpotRate": "1.4365",
"QuoteEntryID": "2",
},
{
"BidSize": "7000000",
"BidSpotRate": "1.4363",
"OfferSize": "800000",
"OfferSpotRate": "1.4365",
"QuoteEntryID": "3",
},
],
"QuoteSetID": "234",
},
],
"QuoteID": "1",
"SenderCompID": "PXMD",
"SendingTime": "20140922-14:48:49.825",
"TargetCompID": "Q037",
}
formatted = """8=FIX.4.2|9=295|35=i|49=PXMD|56=Q037|34=2|52=20140922-14:48:49.825|117=1|296=2|302=123|295=2|299=0|134=1000000|135=900000|188=1.4363|190=1.4365|299=1|134=7000000|135=800000|188=1.4363|190=1.4365|302=234|295=2|299=2|134=1000000|135=900000|188=1.4363|190=1.4365|299=3|134=7000000|135=800000|188=1.4363|190=1.4365|10=215|"""
assert parse_message(formatted) == expected, pprint(parse_message(formatted))
message = FIX.FIX42.MassQuote(**expected)
assert repr(message) == formatted
message = FIX.FIXMessage(**expected)
assert repr(message) == formatted
fromstring = FIX.FIX42.MassQuote.fromstring(formatted)
assert repr(fromstring) == formatted
fromstring = FIX.FIXMessage.fromstring(formatted)
assert repr(fromstring) == formatted
# since this is going to mess up the CheckSum and change the MsgType
# field as rendered in the formatted string, let's account for that
fromstring = FIX.FIX42.MassQuote.fromstring(formatted, MsgType="A")
assert repr(fromstring)[:-4] == formatted.replace("35=i", "35=A")[:-4]
assert isinstance(fromstring, FIX.FIX42.MassQuote)
assert not isinstance(fromstring, FIX.FIX42.Logon)
fromstring = FIX.FIXMessage.fromstring(formatted, MsgType="A")
# assert repr(fromstring)[:-4] == formatted.replace('35=i', '35=A')[:-4]
assert isinstance(fromstring, FIX.FIX42.Logon)
expected = {
"BeginString": "FIX.4.2",
"BodyLength": "156",
"CheckSum": "228",
"MsgSeqNum": "2",
"MsgType": "J",
"NoAllocs": [
{"AllocAccount": "Marcin", "AllocShares": "10", "NoMiscFees": [{"MiscFeeAmt": "7.99"}]},
{"AllocAccount": "Jason", "AllocShares": "5"},
],
"NoOrders": [
{"ClOrdID": "C11111", "OrderID": "O11111"},
{"ClOrdID": "C22222", "OrderID": "O22222"},
{"OrderID": "O33333"},
],
"SenderCompID": "PXMD",
"SendingTime": "20140922-14:48:49.825",
"TargetCompID": "Q037",
}
formatted = """8=FIX.4.2|9=156|35=J|49=PXMD|56=Q037|34=2|52=20140922-14:48:49.825|73=3|11=C11111|37=O11111|11=C22222|37=O22222|37=O33333|78=2|79=Marcin|80=10|136=1|137=7.99|79=Jason|80=5|10=228|"""
assert parse_message(formatted) == expected, pprint(parse_message(formatted))
message = FIX.FIX42.Allocation(**expected)
assert repr(message) == formatted
message = FIX.FIXMessage(**expected)
assert repr(message) == formatted
fromstring = FIX.FIX42.Allocation.fromstring(formatted)
assert repr(fromstring) == formatted
fromstring = FIX.FIXMessage.fromstring(formatted)
assert repr(fromstring) == formatted
expected = {
"BeginString": "FIX.4.2",
"BodyLength": "182",
"CheckSum": "005",
"MsgSeqNum": "2",
"MsgType": "J",
"NoAllocs": [
{"AllocAccount": "Marcin", "AllocShares": "10", "NoMiscFees": [{"MiscFeeAmt": "7.99"}]},
{"AllocAccount": "Jason", "AllocShares": "5"},
{"AllocShares": "10"},
{"AllocAccount": "Tester"},
],
"NoOrders": [
{"ClOrdID": "C11111", "OrderID": "O11111"},
{"ClOrdID": "C22222", "OrderID": "O22222"},
{"OrderID": "O33333"},
{"ClOrdID": "O44444"},
],
"SenderCompID": "PXMD",
"SendingTime": "20140922-14:48:49.825",
"TargetCompID": "Q037",
}
formatted = "8=FIX.4.2|9=182|35=J|49=PXMD|56=Q037|34=2|52=20140922-14:48:49.825|73=4|11=C11111|37=O11111|11=C22222|37=O22222|37=O33333|11=O44444|78=4|79=Marcin|80=10|136=1|137=7.99|79=Jason|80=5|80=10|79=Tester|10=005|"
assert parse_message(formatted) == expected, pprint(parse_message(formatted))
message = FIX.FIX42.Allocation(**expected)
assert repr(message) == formatted
message = FIX.FIXMessage(**expected)
assert repr(message) == formatted
fromstring = FIX.FIX42.Allocation.fromstring(formatted)
assert repr(fromstring) == formatted
fromstring = FIX.FIXMessage.fromstring(formatted)
assert repr(fromstring) == formatted
# FIX.register_version('phixlib/spec/FIX50SP2.xml')
# fromstring = FIX.FIX50.AllocationInstruction.fromstring(formatted, BeginString='FIX.5.0')
# assert repr(fromstring)[9:-7] == formatted[9:-7]
# print repr(fromstring)
"""
expected = {
'BeginString': 'FIX.4.2',
'BodyLength': '197',
'CheckSum': '225',
'MsgSeqNum': '2',
'MsgType': 'BBBBBBBBBBBBBBBB',
'NoAllocs': [{'AllocAccount': 'Marcin',
'AllocShares': '10',
'NoMiscFees': [{'MiscFeeAmt': '7.99'}]},
{'AllocAccount': 'Jason', 'AllocShares': '5'},
{'AllocShares': '10'},
{'AllocAccount': 'Tester'},
],
'NoOrders': [{'ClOrdID': 'C11111', 'OrderID': 'O11111'},
{'ClOrdID': 'C22222', 'OrderID': 'O22222'},
{'OrderID': 'O33333'},
{'ClOrdID': 'O44444'}],
'SenderCompID': 'PXMD',
'SendingTime': '20140922-14:48:49.825',
'TargetCompID': 'Q037'}
message.header._initialized['MsgType'].value = 'BBBBBBBBBBBBBBBB'
formatted = '8=FIX.4.2|9=197|35=BBBBBBBBBBBBBBBB|49=PXMD|56=Q037|34=2|52=20140922-14:48:49.825|73=4|11=C11111|37=O11111|11=C22222|37=O22222|37=O33333|11=O44444|78=4|79=Marcin|80=10|136=1|137=7.99|79=Jason|80=5|80=10|79=Tester|10=225|'
assert parse_message(formatted) == expected, pprint(parse_message(formatted))
"""
expected = {
"BeginString": "FIX.4.2",
"BodyLength": "74",
"CheckSum": "213",
"EncryptMethod": "1",
"HeartBtInt": "3503",
"MsgType": "A",
"RawData": "AAAAAAAAAAAAAAAA\001AAA",
"RawDataLength": "20",
"SendingTime": "20150407-04:12:54.885",
}
formatted = "8=FIX.4.2\0019=74\00135=A\00152=20150407-04:12:54.885\00198=1\001108=3503\00195=20\00196=AAAAAAAAAAAAAAAA\001AAA\00110=213\001"
assert parse_message(formatted) == expected, pprint(parse_message(formatted))
fromstring = FIX.FIX42.Logon.fromstring(formatted)
assert str(fromstring) == formatted
