def test_group_msg(self):
order_msg = fix_messages_4_2_0_base.OrderSingle()
order_msg.ClOrdID = "test_message"
order_msg.HandlInst = '1'
order_msg.Symbol = 'AAPL'
order_msg.Side = '1'
order_msg.OrdType = '1'
order_msg.TransactTime = datetime.utcnow().strftime(
'%Y%m%d-%H:%M:%S.%f')
order_msg.NoAllocs = 2
ord_allocs1 = fix_messages_4_2_0_base.NoAllocsGroup()
ord_allocs1.AllocAccount = 'Abc'
ord_allocs1.AllocShares = 123
ord_allocs2 = fix_messages_4_2_0_base.NoAllocsGroup()
ord_allocs2.AllocAccount = 'Def'
ord_allocs2.AllocShares = 456
order_msg.NoAllocsGroup = [ord_allocs1, ord_allocs2]
self.client_app.send_message(self._testMethodName, order_msg)
msg = SERVER_QUEUE.get(timeout=3)
self.assertIsInstance(msg, fix_messages_4_2_0_base.OrderSingle)
self.assertEqual(msg.NoAllocs, 2)
self.assertEqual(msg.NoAllocsGroup[0].AllocAccount, 'Abc')
self.assertEqual(msg.NoAllocsGroup[0].AllocShares, 123)
self.assertEqual(msg.NoAllocsGroup[1].AllocAccount, 'Def')
self.assertEqual(msg.NoAllocsGroup[1].AllocShares, 456)
self.do_logout(self.client_app)
def test_bad_repeating_count(self):
order_msg = fix_messages_4_2_0_base.OrderSingle()
order_msg.ClOrdID = "test_message"
order_msg.HandlInst = '1'
order_msg.Symbol = 'AAPL'
order_msg.Side = '1'
order_msg.OrdType = '1'
order_msg.TransactTime = datetime.utcnow().strftime(
'%Y%m%d-%H:%M:%S.%f')
order_msg.NoAllocs = 3
ord_allocs1 = fix_messages_4_2_0_base.NoAllocsGroup()
ord_allocs1.AllocAccount = 'Abc'
ord_allocs1.AllocShares = 123
ord_allocs2 = fix_messages_4_2_0_base.NoAllocsGroup()
ord_allocs2.AllocAccount = 'Def'
ord_allocs2.AllocShares = 456
order_msg.NoAllocsGroup = [ord_allocs1, ord_allocs2]
self.client_app.send_message(self._testMethodName, order_msg)
self.assertIsInstance(SERVER_QUEUE.get(timeout=3),
fix_errors.FIXIncorrectNumInGroup)
self.assertIsInstance(CLIENT_QUEUE.get(timeout=3),
fix_messages_4_2_0_base.Reject)
self.do_logout(self.client_app)
def test_send_time_accuracy(self):
order_msg = fix_messages_4_2_0_base.OrderSingle()
order_msg.ClOrdID = "test_message"
order_msg.HandlInst = '1'
order_msg.Symbol = 'AAPL'
order_msg.Side = '1'
order_msg.OrdType = '1'
order_msg.TransactTime = datetime.utcnow().strftime('%Y%m%d-%H:%M:%S.%f')
order_msg.Header.OrigSendingTime = (
datetime.utcnow() + timedelta(hours=1)).strftime('%Y%m%d-%H:%M:%S.%f')
order_msg.Header.PossDupFlag = 'Y'
self.client_app.send_message(self._testMethodName, order_msg)
self.assertIsInstance(SERVER_QUEUE.get(timeout=3),
fix_errors.FIXSendTimeAccuracyError)
self.assertIsInstance(CLIENT_QUEUE.get(timeout=3),
fix_messages_4_2_0_base.Reject)
sent_logout = CLIENT_QUEUE.get(timeout=3)
resp_logout = SERVER_QUEUE.get(timeout=3)
self.assertIsInstance(resp_logout, fix_messages_4_2_0_base.Logout)
self.assertIsInstance(sent_logout, fix_messages_4_2_0_base.Logout)
def test_queue_msg(self):
order_msg = fix_messages_4_2_0_base.OrderSingle()
order_msg.ClOrdID = "test_message"
order_msg.HandlInst = '1'
order_msg.Symbol = 'AAPL'
order_msg.Side = '1'
order_msg.OrdType = '1'
order_msg.TransactTime = datetime.utcnow().strftime('%Y%m%d-%H:%M:%S.%f')
self.do_logout(self.client_app)
self.client_app.send_message(self._testMethodName, order_msg)
self.assertIsInstance(SERVER_QUEUE.get(timeout=4),
fix_messages_4_2_0_base.Logon)
self.assertIsInstance(CLIENT_QUEUE.get(timeout=4),
fix_messages_4_2_0_base.Logon)
self.assertIsInstance(SERVER_QUEUE.get(timeout=3),
fix_messages_4_2_0_base.TestRequest)
self.assertIsInstance(CLIENT_QUEUE.get(timeout=3),
fix_messages_4_2_0_base.Heartbeat)
self.assertIsInstance(SERVER_QUEUE.get(timeout=3),
fix_messages_4_2_0_base.OrderSingle)
self.do_logout(self.client_app)
def test_bad_msg_type(self):
order_msg = fix_messages_4_2_0_base.OrderSingle()
fix_messages_4_2_0_base.OrderSingle._msgtype = 'BAD'
class String_Type(str):
def __bytes__(self):
return str(self).encode()
class MsgType(String_Type):
_tag = '35'
order_msg.Header.register_field(MsgType, True)
order_msg.ClOrdID = "test_message"
order_msg.HandlInst = '1'
order_msg.Symbol = 'AAPL'
order_msg.Side = '1'
order_msg.OrdType = '1'
order_msg.TransactTime = datetime.utcnow().strftime('%Y%m%d-%H:%M:%S.%f')
self.client_app.send_message(self._testMethodName, order_msg)
fix_messages_4_2_0_base.OrderSingle._msgtype = 'D'
self.assertIsInstance(SERVER_QUEUE.get(timeout=3),
fix_errors.FIXInvalidMessageTypeError)
self.assertIsInstance(CLIENT_QUEUE.get(timeout=3),
fix_messages_4_2_0_base.Reject)
self.do_logout(self.client_app)
def test_garbled_msg(self):
order_msg = fix_messages_4_2_0_base.OrderSingle()
order_msg.ClOrdID = "test_message"
order_msg.HandlInst = '1'
order_msg.Symbol = 'AAPL'+'\x01'+'BORKED'
order_msg.Side = '1'
order_msg.OrdType = '1'
order_msg.TransactTime = datetime.utcnow().strftime('%Y%m%d-%H:%M:%S.%f')
self.client_app.send_message(self._testMethodName, order_msg)
self.assertIsInstance(SERVER_QUEUE.get(timeout=3),
fix_errors.FIXGarbledMessageError)
# self.do_logout(self.client_app)
self.client_app.engines[self._testMethodName].logout()
self.assertIsInstance(SERVER_QUEUE.get(timeout=3),
fix_errors.FIXEngineResendRequest)
self.assertIsInstance(SERVER_QUEUE.get(timeout=3),
fix_messages_4_2_0_base.TestRequest)
self.assertIsInstance(CLIENT_QUEUE.get(timeout=3),
fix_messages_4_2_0_base.ResendRequest)
self.assertIsInstance(SERVER_QUEUE.get(timeout=3),
fix_messages_4_2_0_base.SequenceReset)
self.assertIsInstance(CLIENT_QUEUE.get(timeout=3),
fix_messages_4_2_0_base.Heartbeat)
self.assertIsInstance(SERVER_QUEUE.get(timeout=3),
fix_messages_4_2_0_base.SequenceReset)
self.assertIsInstance(SERVER_QUEUE.get(timeout=3),
fix_messages_4_2_0_base.Logout)
self.assertIsInstance(CLIENT_QUEUE.get(timeout=3),
fix_messages_4_2_0_base.Logout)
def test_begin_string_valid(self):
order_msg = fix_messages_4_2_0_base.OrderSingle()
order_msg.Header.BeginString = 'FIX.4.2'
order_msg.ClOrdID = "test_message"
order_msg.HandlInst = '1'
order_msg.Symbol = 'AAPL'
order_msg.Side = '1'
order_msg.OrdType = '1'
order_msg.TransactTime = datetime.utcnow().strftime('%Y%m%d-%H:%M:%S.%f')
self.client_app.send_message(self._testMethodName, order_msg)
self.assertIsInstance(SERVER_QUEUE.get(timeout=3),
fix_messages_4_2_0_base.OrderSingle)
self.do_logout(self.client_app)
def test_checksum_not_last(self):
class CheckSum(str):
_tag = '10'
def __init__(self, *args, **kwargs):
super().__init__()
self._tag = '8'
order_msg = fix_messages_4_2_0_base.OrderSingle()
# hack the tag to not send checksum
order_msg.Trailer.register_field(CheckSum, True)
order_msg.ClOrdID = "test_message"
order_msg.HandlInst = '1'
order_msg.Symbol = 'AAPL'
order_msg.Side = '1'
order_msg.OrdType = '1'
order_msg.TransactTime = datetime.utcnow().strftime(
'%Y%m%d-%H:%M:%S.%f')
self.client_app.send_message(self._testMethodName, order_msg)
self.assertIsInstance(SERVER_QUEUE.get(timeout=3),
fix_errors.FIXGarbledMessageError)
self.client_app.engines[self._testMethodName].logout()
self.assertIsInstance(SERVER_QUEUE.get(timeout=3),
fix_errors.FIXEngineResendRequest)
self.assertIsInstance(SERVER_QUEUE.get(timeout=3),
fix_messages_4_2_0_base.TestRequest)
self.assertIsInstance(CLIENT_QUEUE.get(timeout=5),
fix_messages_4_2_0_base.ResendRequest)
self.assertIsInstance(CLIENT_QUEUE.get(timeout=3),
fix_messages_4_2_0_base.Heartbeat)
self.assertIsInstance(SERVER_QUEUE.get(timeout=3),
fix_messages_4_2_0_base.OrderSingle)
self.assertIsInstance(SERVER_QUEUE.get(timeout=3),
fix_messages_4_2_0_base.SequenceReset)
self.assertIsInstance(SERVER_QUEUE.get(timeout=5),
fix_messages_4_2_0_base.Logout)
self.assertIsInstance(CLIENT_QUEUE.get(timeout=5),
fix_messages_4_2_0_base.Logout)
def test_send_time_missing(self):
order_msg = fix_messages_4_2_0_base.OrderSingle()
order_msg.ClOrdID = "test_message"
order_msg.HandlInst = '1'
order_msg.Symbol = 'AAPL'
order_msg.Side = '1'
order_msg.OrdType = '1'
order_msg.TransactTime = datetime.utcnow().strftime('%Y%m%d-%H:%M:%S.%f')
order_msg.Header.PossDupFlag = 'Y'
self.client_app.send_message(self._testMethodName, order_msg)
self.assertIsInstance(SERVER_QUEUE.get(timeout=3),
fix_errors.RequiredTagMissingError)
self.assertIsInstance(CLIENT_QUEUE.get(timeout=3),
fix_messages_4_2_0_base.Reject)
self.do_logout(self.client_app)
def test_bad_target(self):
order_msg = fix_messages_4_2_0_base.OrderSingle()
order_msg.Header.TargetCompID = 'BAD_TARGET'
order_msg.ClOrdID = "test_message"
order_msg.HandlInst = '1'
order_msg.Symbol = 'AAPL'
order_msg.Side = '1'
order_msg.OrdType = '1'
order_msg.TransactTime = datetime.utcnow().strftime('%Y%m%d-%H:%M:%S.%f')
self.client_app.send_message(self._testMethodName, order_msg)
self.assertIsInstance(SERVER_QUEUE.get(timeout=3),
fix_errors.FIXBadCompIDError)
self.assertIsInstance(CLIENT_QUEUE.get(timeout=3),
fix_messages_4_2_0_base.Reject)
self.assertIsInstance(SERVER_QUEUE.get(timeout=3),
fix_messages_4_2_0_base.Logout)
self.assertIsInstance(CLIENT_QUEUE.get(timeout=3),
fix_messages_4_2_0_base.Logout)
def test_msg_seq_low(self):
order_msg = fix_messages_4_2_0_base.OrderSingle()
order_msg.ClOrdID = "test_message"
order_msg.HandlInst = '1'
order_msg.Symbol = 'AAPL'
order_msg.Side = '1'
order_msg.OrdType = '1'
order_msg.TransactTime = datetime.utcnow().strftime('%Y%m%d-%H:%M:%S.%f')
self.client_app.engines[self._testMethodName].store.new_day(
datetime.utcnow())
self.client_app.engines[self._testMethodName].store.set_current_in_seq(
1)
self.client_app.engines[self._testMethodName].msg_seq_num_out = 1
self.client_app.send_message(self._testMethodName, order_msg)
self.assertIsInstance(SERVER_QUEUE.get(timeout=3),
fix_errors.FIXSequenceTooLowError)
self.assertIsInstance(CLIENT_QUEUE.get(timeout=3),
fix_messages_4_2_0_base.Logout)
self.assertIsInstance(SERVER_QUEUE.get(timeout=3),
fix_messages_4_2_0_base.Logout)
def test_msg_instead_of_hb(self):
self.assertIsInstance(SERVER_QUEUE.get(timeout=3),
fix_messages_4_2_0_base.Heartbeat)
self.assertIsInstance(CLIENT_QUEUE.get(timeout=3),
fix_messages_4_2_0_base.Heartbeat)
time.sleep(.5)
order_msg = fix_messages_4_2_0_base.OrderSingle()
order_msg.ClOrdID = "test_message"
order_msg.HandlInst = '1'
order_msg.Symbol = 'AAPL'
order_msg.Side = '1'
order_msg.OrdType = '1'
order_msg.TransactTime = datetime.utcnow().strftime('%Y%m%d-%H:%M:%S.%f')
self.client_app.send_message(self._testMethodName, order_msg)
# waiting for 2nd heartbeat
self.assertIsInstance(SERVER_QUEUE.get(timeout=3),
fix_messages_4_2_0_base.OrderSingle)
self.assertIsInstance(CLIENT_QUEUE.get(timeout=3),
fix_messages_4_2_0_base.Heartbeat)
self.do_logout(self.client_app)
def test_unsupported_msg(self):
order_msg = fix_messages_4_2_0_base.OrderSingle()
order_msg.ClOrdID = "test_message"
order_msg.HandlInst = '1'
order_msg.Symbol = 'AAPL'
order_msg.Side = '1'
order_msg.OrdType = '1'
order_msg.TransactTime = datetime.utcnow().strftime('%Y%m%d-%H:%M:%S.%f')
self.server_app.engines[self._testMethodName].callback_register = CallbackRegistrar(
self.server_app.engines[self._testMethodName].loop)
self.client_app.send_message(self._testMethodName, order_msg)
self.assertIsInstance(SERVER_QUEUE.get(timeout=3),
fix_errors.FIXUnsupportedMessageTypeError)
self.assertIsInstance(CLIENT_QUEUE.get(timeout=3),
fix_messages_4_2_0_base.BusinessMessageReject)
self.server_app.register_callback(
self._testMethodName, None, self.server_app.on_queue_msg)
self.do_logout(self.client_app)
def test_msg_seq_high(self):
order_msg = fix_messages_4_2_0_base.OrderSingle()
order_msg.ClOrdID = "test_message"
order_msg.HandlInst = '1'
order_msg.Symbol = 'AAPL'
order_msg.Side = '1'
order_msg.OrdType = '1'
order_msg.TransactTime = datetime.utcnow().strftime('%Y%m%d-%H:%M:%S.%f')
self.client_app.engines[self._testMethodName].msg_seq_num_out = 10
self.client_app.send_message(self._testMethodName, order_msg)
self.assertIsInstance(SERVER_QUEUE.get(timeout=3),
fix_errors.FIXEngineResendRequest)
self.assertIsInstance(CLIENT_QUEUE.get(timeout=3),
fix_messages_4_2_0_base.ResendRequest)
self.assertIsInstance(SERVER_QUEUE.get(timeout=3),
fix_messages_4_2_0_base.SequenceReset)
self.assertIsInstance(SERVER_QUEUE.get(timeout=3),
fix_messages_4_2_0_base.OrderSingle)
self.do_logout(self.client_app)
def test_poss_dupe_discard(self):
order_msg = fix_messages_4_2_0_base.OrderSingle()
order_msg.ClOrdID = "test_message"
order_msg.HandlInst = '1'
order_msg.Symbol = 'AAPL'
order_msg.Side = '1'
order_msg.OrdType = '1'
order_msg.TransactTime = datetime.utcnow().strftime('%Y%m%d-%H:%M:%S.%f')
order_msg.Header.OrigSendingTime = order_msg.TransactTime
order_msg.Header.PossDupFlag = 'Y'
self.client_app.engines[self._testMethodName].store.new_day(
datetime.utcnow())
self.client_app.engines[self._testMethodName].store.set_current_in_seq(
1)
self.client_app.engines[self._testMethodName].msg_seq_num_out = 1
self.client_app.send_message(self._testMethodName, order_msg)
self.assertIsInstance(SERVER_QUEUE.get(timeout=3),
fix_errors.FIXDupeMessageRecv)
self.do_logout(self.client_app)
