Pyfixmsg

pyfixmsgis a library for parsing, manipulating and serialising FIX messages, primarily geared towards testing.

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

• None for the core library.
• Optional lxml for faster parsing of xml specification files.
• Optional pytest to run the tests.
• Optional spec files from quickfix to get started with standard FIX specifications.

Core classes

• FixMessage. Inherits from dict. Workhorse class. By default comes with a codec that will parse standard-looking FIX, but without support repeating groups.
• Codec defines how to parse a buffer into a FixMessage, and how to serialise it back
• Spec 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/FIX50.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.

More documentation

Read the documentation, or browse the examples file for many examples