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https://github.com/da4089/simplefix

Simple FIX protocol implementation for Python
https://github.com/da4089/simplefix

fix fixprotocol python trading trading-api

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Simple FIX protocol implementation for Python

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README 

        

=========

simplefix

=========



|  |Build Status|  |Docs|  |Coverage|  |Python|

|  |PyPI|  |PePY Downloads|  |PePY Monthly|



Introduction

============



`FIX `_

(Financial Information eXchange) Protocol is a widely-used,

text-based protocol for interaction between parties in financial

trading.  Banks, brokers, clearing firms, exchanges, and other general

market participants use FIX protocol for all phases of electronic

trading.



Typically, a FIX implementation exists as a FIX Engine: a standalone

service that acts as a gateway for other applications (matching

engines, trading algos, etc) and implements the FIX protocol.  The

most popular Open Source FIX engine is probably one of the versions of

`QuickFIX `_.



This package provides a *simple* implementation of the FIX

application-layer protocol.  It does no socket handling, and does not

implement FIX recovery or any message persistence.  It supports the

creation, encoding, and decoding of FIX messages.



Licence

=======



The module is licensed under the `MIT license `_.

While this is not legal advice, in short this means you're free to do

whatever you like with this code, with the exception of claiming you

wrote it.



Installation

============



For most users, the easiest and best way to install simplefix is using `pip`:



.. code-block:: shell



    pip install simplefix



All releases are uploaded to PyPI and available for installation, so you

can pin a known, tested version in your project's `requirements.txt` or

`project.toml` (or whatever your build system uses). See the

`PyPI project page `_ for the full

list of available versions.



Source code releases are also available, together with some basic release

notes, from the project's

`GitHub Releases `_ page.



Basic Usage

===========



See the `Programmer's Guide `_ for

more information.



Creating Messages

-----------------



To create a FIX message, first create an instance of the FixMessage class.



.. code-block:: python



    msg = simplefix.FixMessage()



You can then add fields to the message as required.  You should add the

standard header tags 8, 34, 35, 49, 52, and 56 to all messages.  For most

tags, using ``append_pair()`` is the easiest way to add a field to the message.

When adding a *UTCTimestamp*  value (ie, for tag 52) using

``append_utc_timestamp()`` will take care of the formatting for you.



``append_string()`` will decompose a "tag=value" string and add it as a proper

field; ``append_strings()`` will do the same for a sequence of "tag=value"

strings.   ``append_data()`` will correctly append a data field, setting the

length tag's value, and putting the value tag after the length in the

formatted message.



Once all fields are set, calling ``encode()`` will return a byte buffer

containing the correctly formatted FIX message, with fields in the required

order, and automatically added and set values for the BodyLength (9) and

Checksum (10) fields.



Note that if you want to manually control the ordering of all fields, the

value of the BodyLength or Checksum fields, there's a 'raw' flag to the

``encode()`` method that disables this functionality.  This is useful for

creating known-bad messages for testing purposes.



Parsing Messages

----------------



To extract FIX messages from a byte buffer, such as that received from a

socket, you should first create an instance of the ``FixParser`` class.  For

each byte string received, append it to the internal reassembly buffer using

``append_buffer()`` .  At any time, you can call ``get_message()`` : if there's

no complete message in the parser's internal buffer, it'll return None,

otherwise, it'll return a ``FixMessage`` instance.



Once you've received a ``FixMessage`` from ``get_message()`` , you can: check

the number of fields with ``count()`` , retrieve the value of a field using

``get()`` or the built-in "[ ]" syntax, or iterate over all the fields using

"for ... in ...".



Members of repeating groups can be accessed using ``get(tag, nth)``, where the

"nth" value is an integer indicating which occurrence of the tag to return

(note that the first occurrence is number one, not zero).



Contributing

============



Comments, suggestions, bug reports, bug fixes -- all contributions to

this project are welcomed.  See the project's `GitHub

`_ page for access to the latest

source code, and please open an `issue

`_ for comments,

suggestions, and bugs.



See the CONTRIBUTING.rst file for more detailed instructions.



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