Pyfixmsg

pyfixmsg is a library for parsing, manipulating and serialising FIX messages, primarily geared towards testing. See the example.

Objectives

• provide a rich API to compare and manipulate messages.

• (mostly) Message type agnostic,

• (mostly) value types agnostic

• pluggable : load specification XML files, custom specifications or build your own Specification class for repeating groups definitions and message types, define your own codec for custom serialisation or deserialisation quirks.

Dependencies

• six library (at least version 1.16.0).

• Optional lxml for faster parsing of xml specification files.

• Optional pytest to run the tests.

• spec files from quickfix to get started with standard FIX specifications.

Core classes

• FixMessage. Inherits from dict. The workhorse class. By default comes with a codec that will parse standard-looking FIX, but without support repeating groups.

• RepeatingGroup. defines repeating groups of a FixMessage.

• Codec defines how to parse a buffer into a FixMessage, and how to serialise it back

• FixSpec defines the FIX specification to follow. Only required for support of repeating group. Defined from Quickfix’s spec XML files.

How to run the tests

py.test --spec=/var/tmp/FIX44.xml will launch the tests against the spec file in /var/tmp. You will need to load the spec files from quickfix to get the tests to work.

The spec files are not included in this distribution.

Notes

This is only a FIX message library. It doesn’t include a FIX session management system or an order management core, or anything similar. It is purely message parsing-manipulation-serialisation. It is however easy to integrate into an order management or a exchange/broker simulator, etc.

• API Documentation
  • FixMessage
    • FixMessage
      • FixMessage.FragmentType
      • FixMessage.__init__()
      • FixMessage.apply()
      • FixMessage.calculate_checksum()
      • FixMessage.checksum()
      • FixMessage.copy()
      • FixMessage.fix
      • FixMessage.from_buffer()
      • FixMessage.from_wire()
      • FixMessage.get_raw_message()
      • FixMessage.load_fix()
      • FixMessage.output_fix()
      • FixMessage.set_len_and_chksum()
      • FixMessage.set_or_delete()
      • FixMessage.tag_contains()
      • FixMessage.tag_exact()
      • FixMessage.tag_exact_dict()
      • FixMessage.tag_ge()
      • FixMessage.tag_gt()
      • FixMessage.tag_icontains()
      • FixMessage.tag_iexact()
      • FixMessage.tag_in()
      • FixMessage.tag_le()
      • FixMessage.tag_lt()
      • FixMessage.tag_match_regex()
      • FixMessage.tags
      • FixMessage.to_wire()
      • FixMessage.update_all()
    • FixFragment
      • FixFragment.__init__()
      • FixFragment.all_tags()
      • FixFragment.anywhere()
      • FixFragment.find_all()
      • FixFragment.from_dict()
      • FixFragment.length()
  • Repeating groups
    • RepeatingGroup
      • RepeatingGroup.__init__()
      • RepeatingGroup.all_tags()
      • RepeatingGroup.create_repeating_group()
      • RepeatingGroup.entry_tag
      • RepeatingGroup.find_all()
      • RepeatingGroup.length()
    • RepeatingGroupFactory
      • RepeatingGroupFactory.__init__()
      • RepeatingGroupFactory.get_r_group()
  • Codec
    • Codec
      • Codec.__init__()
      • Codec.parse()
      • Codec.serialise()
  • FixTag
    • FixTag
      • FixTag.__init__()
      • FixTag.add_enum_value()
      • FixTag.del_enum_value()
      • FixTag.enum_by_name()
      • FixTag.enum_by_value()
  • FixSpec
    • FixSpec
      • FixSpec.__init__()
• Examples