PyPI 官网下载 | wtfix-0.13.0.tar.gz

# WTFIX The Pythonic Financial Information eXchange (FIX) client for humans. [](https://travis-ci.org/jcass77/WTFIX) [](https://coveralls.io/github/jcass77/WTFIX?branch=develop) [](https://pypi.python.org/pypi/wtfix/) [](https://pypi.python.org/pypi/wtfix/) [](https://pypi.python.org/pypi/wtfix/) [](https://pypi.org/project/black/) ## Project Highlights and Goals - Built from the ground up for Python 3. - Batteries included - comes with everything that you need to connect to a FIX server and start sending and receiving messages in minutes. Provides default implementations for: - Authentication - Maintaining a heartbeat - Sequence number management and resend requests - Message storage and retrieval - Fast, easy to understand message processing pipeline based on a modern ``async and await`` implementation. - Easily extendable architecture - modular 'apps' can be added to the pipeline stack to add custom message processing routines or new application features. ```python PIPELINE_APPS = [ "my_app.apps.SecretAlgoTradingRecipe", # <-- Your application logic "wtfix.apps.api.RESTfulServiceApp", # REST API for sending messages "wtfix.apps.brokers.RedisPubSubApp", # Redis Pub/Sub broker for sending / receiving messages "wtfix.apps.admin.HeartbeatApp", # Heartbeat monitoring and maintenance "wtfix.apps.admin.AuthenticationApp", # Login / logout handling "wtfix.apps.admin.SeqNumManagerApp", # Message gap detection and filling "wtfix.apps.store.MessageStoreApp", # Store messages (caching or persistence) "wtfix.apps.utils.InboundLoggingApp", # Log inbound messages "wtfix.apps.parsers.RawMessageParserApp", # Message parsing: Logon (A): {BeginString (8): FIX.4.4 | BodyLength (9): 99 | MsgType (35): A | MsgSeqNum (34): 1 | SenderCompID (49): SENDER | SendingTime (52): 20190305-08:45:45.979 | TargetCompID (56): TARGET | EncryptMethod (98): 0 | HeartBtInt (108): 30 | Username (553): USERNAME | Password (554): PASSWORD | ResetSeqNumFlag (141): Y | CheckSum (10): 94} "wtfix.apps.utils.OutboundLoggingApp", # Log outbound messages "wtfix.apps.wire.WireCommsApp", # Raw message encoding / decoding: b'8=FIX.4.4\x019=99\x0135=A\x0134=1\x0149=SENDER\x0152=20190305-08:42:32.793\x0156=TARGET\x0198=0\x01108=30\x01553=USERNAME\x01554=PASSWORD\x01141=Y\x0110=081\x01' "wtfix.apps.sessions.ClientSessionApp", # HTTP session management ] ``` - Messages can be cached in memory or saved to a Redis message store for later retrieval. Alternatively you can add your own message storage solution using the provided interfaces. - Send messages directly from the pipeline, via 3rd party applications using a REST API, or by publishing them to a Redis Pub/Sub channel for immediate delivery. - Provides a convenient ``@on`` decorator for fine-grained control over which apps will respond to which types of messages: ```python from wtfix.apps.base import MessageTypeHandlerApp, on from wtfix.conf import settings logger = settings.logger class SecretAlgoTradingRecipe(MessageTypeHandlerApp): @on(settings.protocol.MsgType.Logon) # Only invoked when 'Logon (type A)' messages are received. def on_logon(self, message): self.send_security_definition_request() return message def on_receive(self, message): # Invoked for every type of message. logger.info(f"Received message {message}!") ``` - Provides custom `Field` and `FieldMap` types for working with FIX tags and field values. These types are 'pythonic', implementing many of the standard protocols, and behave as expected when you integrate them in existing Python code. - A simple message tag syntax, with various convenience methods, for quick access to commonly used message attributes. ```python >>> from wtfix.message import admin # Instantiate a new 'Logon' message >>> logon_msg = admin.LogonMessage("my_username", "my_password", heartbeat_int=30) # Short, concise string representation >>> str(logon_msg) 'A: {(35, A) | (98, 0) | (108, 30) | (553, my_username) | (554, my_password)}' # Pretty print tag names by using the 't' formatting option >>> f"{logon_msg:t}" 'Logon (A): {MsgType (35): A | EncryptMethod (98): 0 | HeartBtInt (108): 30 | Username (553): my_username | Password (554): my_password}' # Example of getting the message type >>> logon_msg.type 'A' # Example of getting the message type name >>> logon_msg.name 'Logon' # Look up the sequence number >>> logon_msg.seq_num 1 # Various ways for accessing the different fields that make up the message. Fields are just # (tag, value) namedtuples. >>> logon_msg[108] # Using old school tag number Field(108, '30') >>> logon_msg[settings.protocol.Tag.HeartBtInt] # Using the tag name as per the FIX specification Field(108, '30') >>> logon_msg.HeartBtInt # Using tag name shortcut Field(108, '30') ``` - A pragmatic [unicode sandwich](https://nedbatchelder.com/text/unipain.html) based approach to encoding / decoding messages mean that you never need to deal with byte sequences directly. ```python from wtfix.message.field import Field from wtfix.message.message import generic_message_factory # Create a new Message from a byte sequence received over the wire >>> fields = Field.fields_frombytes(b"35=A\x0198=0\x01108=30\x01553=my_username\x01554=my_password\x01") >>> logon_msg = generic_message_factory(*fields) >>> str(logon_msg) 'A: {(35, A) | (98, 0) | (108, 30) | (553, my_username) | (554, my_password)}' # Fields are tuples of (tag, value) pairs >>> username = logon_msg.Username >>> username.tag 553 >>> username.value "my_username" # Fields behave just like Python's built-in types, and most operations can be performed directly # on a field's 'value' attribute. >>> username += "_123" >>> username Field(553, 'my_username_123') ``` - Access to the underlying byte sequence when you need it: ```python >>> bytes(logon_msg) b'35=A\x0198=0\x01108=30\x01553=my_username\x01554=my_password\x01' ``` - It is easy to add Fields to a Message: simply assign the tag value: ```python >>> logon_msg.PossDupFlag = "Y" >>> f"{logon_msg:t}" 'Logon (A): {MsgType (35): A | EncryptMethod (98): 0 | HeartBtInt (108): 30 | Username (553): my_username | Password (554): my_password | PossDupFlag (43): Y}' # Most FIX field values can be cast to their corresponding Python built-in type >>> bool(logon_msg.PossDupFlag) is True True ``` - A very forgiving approach to repeating groups of message tags: ```python from wtfix.protocol.common import Tag, MsgType from wtfix.message.message import generic_message_factory # If you provide a group template, then messages are stored in an 'OrderedDict' for fast lookups >>> msg = generic_message_factory((Tag.MsgType, MsgType.ExecutionReport), (Tag.NoMiscFees, 2), (Tag.MiscFeeAmt, 10.00), (Tag.MiscFeeType, 2), (Tag.MiscFeeAmt, 20.00), (Tag.MiscFeeType, "A"), group_templates={Tag.NoMiscFees: [Tag.MiscFeeAmt, Tag.MiscFeeType,]}) >>> msg.data OrderedDict([(35, Field(35, '8')), (136, Group(Field(136, '2'), Field(137, '10.0'), Field(139, '2'), Field(137, '20.0'), Field(139, 'A')))]) # Get 'NoMiscFees' group >>> g