jetblack_fixparser¶

module jetblack_fixparser ¶

Summary¶

jetblack_fixparser

function jetblack_fixparser.loader.load_quickfix_protocol ¶

Summary¶

Load a QuickFix style XML protocol file

jetblack_fixparser.loader.load_quickfix_protocol(

filename: str,

*,

is_millisecond_time: bool,

is_float_decimal: bool,

is_type_enum: Optional[Mapping[ValueType, bool]]

) -> ProtocolMetaData

Parameters¶

filename: str (optional)

The filename

is_millisecond_time: bool

If true times have milliseconds. Defaults to True.

is_float_decimal: bool

If true use Decimal for floating point numbers. Defaults to False.

is_type_enum: Optional[Mapping[ValueType, bool]]

A map of types to control serialization to enums. Defaults to None.

Returns¶

ProtocolMetaData: The protocol meta data.

function jetblack_fixparser.loader.load_yaml_protocol ¶

Summary¶

Load a YAML style protocol file

jetblack_fixparser.loader.load_yaml_protocol(

filename: str,

*,

is_millisecond_time: bool,

is_float_decimal: bool,

is_type_enum: Optional[Mapping[ValueType, bool]]

) -> ProtocolMetaData

Parameters¶

filename: str (optional)

The filename

is_millisecond_time: bool

If true times have milliseconds. Defaults to True.

is_float_decimal: bool

If true use Decimal for floating point numbers. Defaults to False.

is_type_enum: Optional[Mapping[ValueType, bool]]

Map controlling serialization to enums. Defaults to None.

Returns¶

ProtocolMetaData: The protocol meta data.

class FixMessage ¶

Summary¶

Initialise the FIX message

jetblack_fixparser.fix_message.FixMessage(

message: Mapping[str, Any],

meta_data: Optional[MessageMetaData]

) -> None

Parameters¶

message: Mapping[str, Any] (optional)

The fix message in the form of a mapping of message names to values.

meta_data: Optional[MessageMetaData]

Optional meta data. If this is not supplied it will be discovered from the protocol meta data. Defaults to None.

class method FixMessage.decode ¶

Summary¶

Decode a FIX bytes buffer.

FixMessage.decode(

buffer: bytes,

*,

strict: bool,

validate: bool,

sep: bytes,

convert_sep_for_checksum: bool

) -> FixMessage

Parameters¶

buffer: bytes (optional)

The FIX bytes buffer.

strict: bool

If true apply strict validation. Defaults to True.

validate: bool

If true validate the message. Defaults to True.

sep: bytes

The field separator. Defaults to SOH.

convert_sep_for_checksum: bool

If true convert the separator before calculating the checksum. Defaults to True.

Returns¶

FixMessage: A class containing the decoded message.

method FixMessage.encode ¶

Summary¶

Encode the message into the FIX bytes buffer

FixMessage.encode(

sep: bytes,

regenerate_integrity: bool,

convert_sep_for_checksum: bool

) -> bytes

Parameters¶

sep: bytes

The field separator. Defaults to SOH.

regenerate_integrity: bool

If true regenerate the integrity of the message by creating the begin string, body length, and checksum. Defaults to True.

convert_sep_for_checksum: bool

If true convert the field separator before calculating the checksum. Defaults to False.

Returns¶

bytes: The FIX bytes buffer.

class FixMessageFactory ¶

Summary¶

Initialise the message factory

jetblack_fixparser.fix_message.FixMessageFactory(

sender_comp_id: str,

target_comp_id: str,

*,

strict: bool,

validate: bool,

sep: bytes,

convert_sep_for_checksum: bool,

header_kwargs: Optional[Mapping[str, Any]]

) -> None

Parameters¶

sender_comp_id: str (optional)

The sender comp id.

target_comp_id: str (optional)

The target comp id.

strict: bool

If true use strict validation. Defaults to True.

validate: bool

If true validate the message. Defaults to True.

sep: bytes

The field separator to use. Defaults to SOH.

convert_sep_for_checksum: bool

If true convert the field separator before calculating the checksum. Defaults to True.

header_kwargs: Optional[Mapping[str, Any]]

Extra header args. Defaults to None.

method FixMessageFactory.create ¶

Summary¶

Create a FIX message

FixMessageFactory.create(

msg_type: str,

msg_seq_num: int,

sending_time: datetime,

body_kwargs: Optional[Mapping[str, Any]],

header_kwargs: Optional[Mapping[str, Any]],

trailer_kwargs: Optional[Mapping[str, Any]]

) -> FixMessage

Parameters¶

msg_type: str (optional)

The message type.

msg_seq_num: int (optional)

The message sequence number.

sending_time: datetime (optional)

The sending time.

body_kwargs: Optional[Mapping[str, Any]]

The message body. Defaults to None.

header_kwargs: Optional[Mapping[str, Any]]

Extra header args. Defaults to None.

trailer_kwargs: Optional[Mapping[str, Any]]

Extra trailer args. Defaults to None.

Returns¶

FixMessage: The FIX message.

method FixMessageFactory.decode ¶

Summary¶

Decode a FIX message byte buffer.

FixMessageFactory.decode(

buffer: bytes

) -> FixMessage

Parameters¶

buffer: bytes (optional)

The FIX bytes buffer

Returns¶

FixMessage: A decoded message.

class ValueType(Enum) ¶

Summary¶

Value types

jetblack_fixparser.ValueType(

names: Any,

*,

module: Any,

qualname: Any,

type: Any,

start: Any

) -> None

Parameters¶

names: Any

module: Any

qualname: Any

type: Any

start: Any