def testPickle(self):
msg = FIXMessage("AB")
msg.setField("45", "dgd")
msg.setField("32", "aaaa")
msg.setField("323", "bbbb")
rptgrp1 = FIXContext()
rptgrp1.setField("611", "aaa")
rptgrp1.setField("612", "bbb")
rptgrp1.setField("613", "ccc")
msg.addRepeatingGroup("444", rptgrp1, 0)
str = pickle.dumps(msg)
msg2 = pickle.loads(str)
self.assertEqual(msg, msg2)
def testPickle(self):
msg = FIXMessage("AB")
msg.setField("45", "dgd")
msg.setField("32", "aaaa")
msg.setField("323", "bbbb")
rptgrp1 = FIXContext()
rptgrp1.setField("611", "aaa")
rptgrp1.setField("612", "bbb")
rptgrp1.setField("613", "ccc")
msg.addRepeatingGroup("444", rptgrp1, 0)
str = pickle.dumps(msg)
msg2 = pickle.loads(str)
self.assertEqual(msg, msg2)
def testAddExtractMsg(self):
journal = Journaler()
msg = FIXMessage("AB")
msg.setField("45", "dgd")
msg.setField("32", "aaaa")
msg.setField("323", "bbbb")
rptgrp1 = FIXContext()
rptgrp1.setField("611", "aaa")
rptgrp1.setField("612", "bbb")
rptgrp1.setField("613", "ccc")
msg.addRepeatingGroup("444", rptgrp1, 0)
session = FIXSession(1, "S1", "T1")
for i in range(0, 5):
msg.setField("34", str(i))
journal.persistMsg(msg, session, MessageDirection.OUTBOUND)
msg = journal.recoverMsg(session, MessageDirection.OUTBOUND, 1)
def testAddExtractMsg(self):
journal = Journaler()
msg = FIXMessage("AB")
msg.setField("45", "dgd")
msg.setField("32", "aaaa")
msg.setField("323", "bbbb")
rptgrp1 = FIXContext()
rptgrp1.setField("611", "aaa")
rptgrp1.setField("612", "bbb")
rptgrp1.setField("613", "ccc")
msg.addRepeatingGroup("444", rptgrp1, 0)
session = FIXSession(1, "S1", "T1")
for i in range(0, 5):
msg.setField("34", str(i))
journal.persistMsg(msg, session, MessageDirection.OUTBOUND)
msg = journal.recoverMsg(session, MessageDirection.OUTBOUND, 1)
def __init__(self):
self.isServer = False
self.messages = []
protocol = importlib.import_module("pyfix.FIX44")
self.codec = Codec(protocol)
s = 1
mock_session = mock.Mock()
mock_session.senderCompId = "sender"
mock_session.targetCompId = "target"
mock_session.allocateSndSeqNo.return_value = s
msg = FIXMessage(self.codec.protocol.msgtype.NEWORDERSINGLE)
msg.setField(self.codec.protocol.fixtags.Price, "123.45")
msg.setField(self.codec.protocol.fixtags.OrderQty, 9876)
msg.setField(self.codec.protocol.fixtags.Symbol, "VOD.L")
msg.setField(self.codec.protocol.fixtags.SecurityID, "GB00BH4HKS39")
msg.setField(self.codec.protocol.fixtags.SecurityIDSource, "4")
msg.setField(self.codec.protocol.fixtags.Symbol, "VOD.L")
msg.setField(self.codec.protocol.fixtags.Account, "TEST")
msg.setField(self.codec.protocol.fixtags.HandlInst, "1")
msg.setField(self.codec.protocol.fixtags.ExDestination, "XLON")
msg.setField(self.codec.protocol.fixtags.Side, 1)
msg.setField(self.codec.protocol.fixtags.ClOrdID, "abcdefg")
msg.setField(self.codec.protocol.fixtags.Currency, "GBP")
rptgrp1 = FIXContext()
rptgrp1.setField("611", "aaa")
rptgrp1.setField("612", "bbb")
rptgrp1.setField("613", "ccc")
msg.addRepeatingGroup("444", rptgrp1, 0)
for i in range(0, 20):
encoded = self.codec.pack(msg, mock_session)
self.messages.append(self.codec.parse(encoded.encode('utf-8'))[0])
def testEncode(self):
from datetime import datetime
print("%s" % (datetime.utcnow()))
mock_session = mock.Mock()
mock_session.senderCompId = "sender"
mock_session.targetCompId = "target"
mock_session.allocateSndSeqNo.return_value = 1
protocol = importlib.import_module("pyfix.FIX44")
codec = Codec(protocol)
msg = FIXMessage(codec.protocol.msgtype.NEWORDERSINGLE)
msg.setField(codec.protocol.fixtags.Price, "123.45")
msg.setField(codec.protocol.fixtags.OrderQty, 9876)
msg.setField(codec.protocol.fixtags.Symbol, "VOD.L")
msg.setField(codec.protocol.fixtags.SecurityID, "GB00BH4HKS39")
msg.setField(codec.protocol.fixtags.SecurityIDSource, "4")
msg.setField(codec.protocol.fixtags.Symbol, "VOD.L")
msg.setField(codec.protocol.fixtags.Account, "TEST")
msg.setField(codec.protocol.fixtags.HandlInst, "1")
msg.setField(codec.protocol.fixtags.ExDestination, "XLON")
msg.setField(codec.protocol.fixtags.Side, 1)
msg.setField(codec.protocol.fixtags.ClOrdID, "abcdefg")
msg.setField(codec.protocol.fixtags.Currency, "GBP")
rptgrp1 = FIXContext()
rptgrp1.setField("611", "aaa")
rptgrp1.setField("612", "bbb")
rptgrp1.setField("613", "ccc")
msg.addRepeatingGroup("444", rptgrp1, 0)
rptgrp2 = FIXContext()
rptgrp2.setField("611", "zzz")
rptgrp2.setField("612", "yyy")
rptgrp2.setField("613", "xxx")
msg.addRepeatingGroup("444", rptgrp2, 1)
result = codec.encode(msg, mock_session)
expected = '8=FIX.4.4\x019=201\x0135=D\x0149=sender\x0156=target\x0134=1\x0152=20150619-11:08:54.000\x0144=123.45\x0138=9876\x0155=VOD.L\x0148=GB00BH4HKS39\x0122=4\x011=TEST\x0121=1\x01100=XLON\x0154=1\x0111=abcdefg\x0115=GBP\x01444=2\x01611=aaa\x01612=bbb\x01613=ccc\x01611=zzz\x01612=yyy\x01613=xxx\x0110=255\x01'
self.assertEqual(expected, result)
def testEncode(self):
from datetime import datetime
print("%s" % (datetime.utcnow()))
mock_session = mock.Mock()
mock_session.senderCompId = "sender"
mock_session.targetCompId = "target"
mock_session.allocateSndSeqNo.return_value = 1
protocol = importlib.import_module("pyfix.FIX44")
codec = Codec(protocol)
msg = FIXMessage(codec.protocol.msgtype.NEWORDERSINGLE)
msg.setField(codec.protocol.fixtags.Price, "123.45")
msg.setField(codec.protocol.fixtags.OrderQty, 9876)
msg.setField(codec.protocol.fixtags.Symbol, "VOD.L")
msg.setField(codec.protocol.fixtags.SecurityID, "GB00BH4HKS39")
msg.setField(codec.protocol.fixtags.SecurityIDSource, "4")
msg.setField(codec.protocol.fixtags.Symbol, "VOD.L")
msg.setField(codec.protocol.fixtags.Account, "TEST")
msg.setField(codec.protocol.fixtags.HandlInst, "1")
msg.setField(codec.protocol.fixtags.ExDestination, "XLON")
msg.setField(codec.protocol.fixtags.Side, 1)
msg.setField(codec.protocol.fixtags.ClOrdID, "abcdefg")
msg.setField(codec.protocol.fixtags.Currency, "GBP")
rptgrp1 = FIXContext()
rptgrp1.setField("611", "aaa")
rptgrp1.setField("612", "bbb")
rptgrp1.setField("613", "ccc")
msg.addRepeatingGroup("444", rptgrp1, 0)
rptgrp2 = FIXContext()
rptgrp2.setField("611", "zzz")
rptgrp2.setField("612", "yyy")
rptgrp2.setField("613", "xxx")
msg.addRepeatingGroup("444", rptgrp2, 1)
result = codec.encode(msg, mock_session)
expected = '8=FIX.4.4\x019=201\x0135=D\x0149=sender\x0156=target\x0134=1\x0152=20150619-11:08:54.000\x0144=123.45\x0138=9876\x0155=VOD.L\x0148=GB00BH4HKS39\x0122=4\x011=TEST\x0121=1\x01100=XLON\x0154=1\x0111=abcdefg\x0115=GBP\x01444=2\x01611=aaa\x01612=bbb\x01613=ccc\x01611=zzz\x01612=yyy\x01613=xxx\x0110=255\x01'
self.assertEqual(expected, result)
def testMsgConstruction(self):
msg = FIXMessage("AB")
msg.setField("45", "dgd")
msg.setField("32", "aaaa")
msg.setField("323", "bbbb")
rptgrp1 = FIXContext()
rptgrp1.setField("611", "aaa")
rptgrp1.setField("612", "bbb")
rptgrp1.setField("613", "ccc")
msg.addRepeatingGroup("444", rptgrp1, 0)
rptgrp2 = FIXContext()
rptgrp2.setField("611", "zzz")
rptgrp2.setField("612", "yyy")
rptgrp2.setField("613", "xxx")
msg.addRepeatingGroup("444", rptgrp2, 1)
self.assertEqual(
"45=dgd|32=aaaa|323=bbbb|444=2=>[611=aaa|612=bbb|613=ccc, 611=zzz|612=yyy|613=xxx]",
str(msg))
msg.removeRepeatingGroupByIndex("444", 1)
self.assertEqual(
"45=dgd|32=aaaa|323=bbbb|444=1=>[611=aaa|612=bbb|613=ccc]",
str(msg))
msg.addRepeatingGroup("444", rptgrp2, 1)
rptgrp3 = FIXContext()
rptgrp3.setField("611", "ggg")
rptgrp3.setField("612", "hhh")
rptgrp3.setField("613", "jjj")
rptgrp2.addRepeatingGroup("445", rptgrp3, 0)
self.assertEqual(
"45=dgd|32=aaaa|323=bbbb|444=2=>[611=aaa|612=bbb|613=ccc, 611=zzz|612=yyy|613=xxx|445=1=>[611=ggg|612=hhh|613=jjj]]",
str(msg))
grp = msg.getRepeatingGroupByTag("444", "612", "yyy")
self.assertEqual(
"611=zzz|612=yyy|613=xxx|445=1=>[611=ggg|612=hhh|613=jjj]",
str(grp))
def testMsgConstruction(self):
msg = FIXMessage("AB")
msg.setField("45", "dgd")
msg.setField("32", "aaaa")
msg.setField("323", "bbbb")
rptgrp1 = FIXContext()
rptgrp1.setField("611", "aaa")
rptgrp1.setField("612", "bbb")
rptgrp1.setField("613", "ccc")
msg.addRepeatingGroup("444", rptgrp1, 0)
rptgrp2 = FIXContext()
rptgrp2.setField("611", "zzz")
rptgrp2.setField("612", "yyy")
rptgrp2.setField("613", "xxx")
msg.addRepeatingGroup("444", rptgrp2, 1)
self.assertEqual("45=dgd|32=aaaa|323=bbbb|444=2=>[611=aaa|612=bbb|613=ccc, 611=zzz|612=yyy|613=xxx]", str(msg))
msg.removeRepeatingGroupByIndex("444", 1)
self.assertEqual("45=dgd|32=aaaa|323=bbbb|444=1=>[611=aaa|612=bbb|613=ccc]", str(msg))
msg.addRepeatingGroup("444", rptgrp2, 1)
rptgrp3 = FIXContext()
rptgrp3.setField("611", "ggg")
rptgrp3.setField("612", "hhh")
rptgrp3.setField("613", "jjj")
rptgrp2.addRepeatingGroup("445", rptgrp3, 0)
self.assertEqual("45=dgd|32=aaaa|323=bbbb|444=2=>[611=aaa|612=bbb|613=ccc, 611=zzz|612=yyy|613=xxx|445=1=>[611=ggg|612=hhh|613=jjj]]", str(msg))
grp = msg.getRepeatingGroupByTag("444", "612", "yyy")
self.assertEqual("611=zzz|612=yyy|613=xxx|445=1=>[611=ggg|612=hhh|613=jjj]", str(grp))