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 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 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 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 __init__(self, tag, repeatingGroupTags, parent): self.tag = tag self.repeatingGroupTags = repeatingGroupTags self.parent = parent FIXContext.__init__(self)
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))