def test_helpers():
assert FIX.get_field_name(35) == 'MsgType'
assert FIX.get_field_name('35') == 'MsgType'
assert FIX.get_field_number('MsgType') == '35'
assert FIX.get_field_name(11) == 'ClOrdID'
assert FIX.get_field_name('11') == 'ClOrdID'
assert FIX.get_field_number('ClOrdID') == '11'
assert FIX.get_message_name('A') == 'Logon'
assert FIX.get_message_name('D') == 'NewOrderSingle'
def test_helpers():
assert FIX.get_field_name(35) == "MsgType"
assert FIX.get_field_name("35") == "MsgType"
assert FIX.get_field_number("MsgType") == "35"
assert FIX.get_field_name(11) == "ClOrdID"
assert FIX.get_field_name("11") == "ClOrdID"
assert FIX.get_field_number("ClOrdID") == "11"
assert FIX.get_message_name("A") == "Logon"
assert FIX.get_message_name("D") == "NewOrderSingle"
def test_registry():
assert FIX.FIXMessage
assert FIX.FIXMessage.Header
assert FIX.FIXMessage.Trailer
assert not FIX.FIXMessage.msgcat
assert not FIX.FIXMessage.msgtype
assert not FIX.FIXMessage.name
assert not FIX.FIXMessage._all
for version in FIX._versions:
assert FIX[
version].FIXMessage, "%s does not have a FIXMessage registered" % (
version, )
assert FIX[version].FIXMessage.Header
assert FIX[version].FIXMessage.Trailer
assert not FIX[version].FIXMessage.msgcat
assert not FIX[version].FIXMessage.msgtype
assert not FIX[version].FIXMessage.name
assert not FIX[version].FIXMessage._all
assert issubclass(FIX[version].FIXMessage, FIX.FIXMessage)
assert 'FIX42' in FIX
assert 'FIX.4.2' in FIX
assert 'NewOrderSingle' in FIX.FIX42
assert 'NewOrderSingle' in FIX['FIX.4.2']
assert FIX.FIX42.NewOrderSingle
assert FIX.FIX42.Messages.NewOrderSingle
assert FIX.FIX42.NewOrderSingle.msgtype == 'D'
assert FIX.FIX42.Messages.NewOrderSingle.msgtype == 'D'
assert FIX.FIX42.NewOrderSingle.name == 'NewOrderSingle'
assert FIX.FIX42.Messages.NewOrderSingle.name == 'NewOrderSingle'
assert FIX.FIX42.OrdType.number == '40'
assert FIX.FIX42.OrdType.name == 'OrdType'
assert FIX.FIX42.OrdType.type == 'CHAR'
assert FIX.FIX42.OrdType.MARKET == '1'
assert FIX.FIX42.OrdType.enums['1'] == 'MARKET'
assert '1' in FIX.FIX42.OrdType.enums
assert FIX.FIX42.NewOrderSingle.OrdType
assert FIX.FIX42.NewOrderSingle.OrdType.MARKET == FIX.FIX42.OrdType.MARKET
assert issubclass(FIX.FIX42.MassQuote, FIXMessage)
assert issubclass(FIX.FIX42.MassQuote.NoQuoteSets, Group)
assert issubclass(FIX.FIX42.MassQuote.NoQuoteSets, FIX.FIX42.NoQuoteSets)
assert issubclass(FIX.FIX42.MassQuote.NoQuoteSets.NoQuoteEntries, Group)
assert issubclass(
FIX.FIX42.MassQuote.NoQuoteSets.NoQuoteEntries.QuoteEntryID, Field)
assert issubclass(FIX.FIX42.NoQuoteSets, Field)
assert not issubclass(FIX.FIX42.NoQuoteSets, Group)
assert id(FIX.FIX42.OrdType.enums) == id(
FIX.FIX42.NewOrderSingle.OrdType.enums)
assert id(FIX.FIX42.OrdType.enums) == id(
FIX.FIX42.MassQuote.NoQuoteSets.NoQuoteEntries.OrdType.enums)
assert FIX.get_field_number(
FIX.FIX42.OrdType.name) == FIX.FIX42.OrdType.number
assert not FIX.get_field_number(-1)
assert FIX.get_field_name(
FIX.FIX42.OrdType.number) == FIX.FIX42.OrdType.name
assert not FIX.get_field_name(-1)
assert FIX.get_message_name(
FIX.FIX42.NewOrderSingle.msgtype) == FIX.FIX42.NewOrderSingle.name
assert not FIX.get_message_name('NotAMessage')
assert FIX.get_message_type(
FIX.FIX42.NewOrderSingle.name) == FIX.FIX42.NewOrderSingle.msgtype
assert not FIX.get_message_type('_')
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_registry():
assert FIX.FIXMessage
assert FIX.FIXMessage.Header
assert FIX.FIXMessage.Trailer
assert not FIX.FIXMessage.msgcat
assert not FIX.FIXMessage.msgtype
assert not FIX.FIXMessage.name
assert not FIX.FIXMessage._all
for version in FIX._versions:
assert FIX[version].FIXMessage, "%s does not have a FIXMessage registered" % (version,)
assert FIX[version].FIXMessage.Header
assert FIX[version].FIXMessage.Trailer
assert not FIX[version].FIXMessage.msgcat
assert not FIX[version].FIXMessage.msgtype
assert not FIX[version].FIXMessage.name
assert not FIX[version].FIXMessage._all
assert issubclass(FIX[version].FIXMessage, FIX.FIXMessage)
assert "FIX42" in FIX
assert "FIX.4.2" in FIX
assert "NewOrderSingle" in FIX.FIX42
assert "NewOrderSingle" in FIX["FIX.4.2"]
assert FIX.FIX42.NewOrderSingle
assert FIX.FIX42.Messages.NewOrderSingle
assert FIX.FIX42.NewOrderSingle.msgtype == "D"
assert FIX.FIX42.Messages.NewOrderSingle.msgtype == "D"
assert FIX.FIX42.NewOrderSingle.name == "NewOrderSingle"
assert FIX.FIX42.Messages.NewOrderSingle.name == "NewOrderSingle"
assert FIX.FIX42.OrdType.number == "40"
assert FIX.FIX42.OrdType.name == "OrdType"
assert FIX.FIX42.OrdType.type == "CHAR"
assert FIX.FIX42.OrdType.MARKET == "1"
assert FIX.FIX42.OrdType.enums["1"] == "MARKET"
assert "1" in FIX.FIX42.OrdType.enums
assert FIX.FIX42.NewOrderSingle.OrdType
assert FIX.FIX42.NewOrderSingle.OrdType.MARKET == FIX.FIX42.OrdType.MARKET
assert issubclass(FIX.FIX42.MassQuote, FIXMessage)
assert issubclass(FIX.FIX42.MassQuote.NoQuoteSets, Group)
assert issubclass(FIX.FIX42.MassQuote.NoQuoteSets, FIX.FIX42.NoQuoteSets)
assert issubclass(FIX.FIX42.MassQuote.NoQuoteSets.NoQuoteEntries, Group)
assert issubclass(FIX.FIX42.MassQuote.NoQuoteSets.NoQuoteEntries.QuoteEntryID, Field)
assert issubclass(FIX.FIX42.NoQuoteSets, Field)
assert not issubclass(FIX.FIX42.NoQuoteSets, Group)
assert id(FIX.FIX42.OrdType.enums) == id(FIX.FIX42.NewOrderSingle.OrdType.enums)
assert id(FIX.FIX42.OrdType.enums) == id(FIX.FIX42.MassQuote.NoQuoteSets.NoQuoteEntries.OrdType.enums)
assert FIX.get_field_number(FIX.FIX42.OrdType.name) == FIX.FIX42.OrdType.number
assert not FIX.get_field_number(-1)
assert FIX.get_field_name(FIX.FIX42.OrdType.number) == FIX.FIX42.OrdType.name
assert not FIX.get_field_name(-1)
assert FIX.get_message_name(FIX.FIX42.NewOrderSingle.msgtype) == FIX.FIX42.NewOrderSingle.name
assert not FIX.get_message_name("NotAMessage")
assert FIX.get_message_type(FIX.FIX42.NewOrderSingle.name) == FIX.FIX42.NewOrderSingle.msgtype
assert not FIX.get_message_type("_")