module connection

Abstract connection module.

class ConnectionState

Connection status enum.

class ConnectionRole

Role of the connection INITIATOR / ACCEPTOR.

class AsyncFIXConnection

AsyncFIX bidirectional connection.

Attributes:

  • connection_state: Current connection_state
  • connection_role: Current connection_role ACCEPTOR | INITIATOR
  • log: logger

method __init__

__init__(
    protocol: FIXProtocolBase,
    sender_comp_id: str,
    target_comp_id: str,
    journaler: Journaler,
    host: str,
    port: int,
    heartbeat_period: int = 30,
    logger: Logger | None = None
)

AsyncFIX bidirectional connection.

Args:

  • protocol: FIX protocol
  • sender_comp_id: initiator SenderCompID
  • target_comp_id: acceptor TargetCompID
  • journaler: fix messages journaling engine
  • host: endpoint host
  • port: endpoint port
  • heartbeat_period: heartbeat interval in seconds
  • logger: logger instance (by default logging.getLogger())
  • start_tasks: True - starts socket/heartbeat asyncio tasks, False - no tasks (this is useful in debugging / testing)

property connection_role

Current connection role.

property connection_state

Current connection state.

property heartbeat_period

Current connection heartbeat period in seconds.

property protocol

Underlying FIXProtocolBase of a connection.

method connect

connect()

Transport initialization method.

method disconnect

disconnect(disconn_state: ConnectionState, logout_message: str = None)

Disconnect session and closes the socket.

Args:

  • disconn_state: connection state after disconnection
  • logout_message: if not None, sends Logout() message to peer with (58=logout_message)

method heartbeat_timer_task

heartbeat_timer_task()

Heartbeat watcher task.

method on_connect

on_connect()

(AppEvent) Underlying socket connected.

method on_disconnect

on_disconnect()

(AppEvent) Underlying socket disconnected.

method on_logon

on_logon(is_healthy: bool)

(AppEvent) Logon(35=A) received from peer.

Args:

  • is_healthy: True - if connection_state is ACTIVE

method on_logout

on_logout(msg: FIXMessage)

(AppEvent) Logout(35=5) received from peer.

Args:

  • msg: Logout(35=5) FIXMessage

method on_message

on_message(msg: FIXMessage)

(AppEvent) Business message was received.

Typically excludes session messages

Args:

  • msg: generic incoming FIXMessage

method on_state_change

on_state_change(connection_state: ConnectionState)

(AppEvent) On ConnectionState change.

Args:

  • connection_state: new connection state

method reset_seq_num

reset_seq_num()

Resets session and journal seq nums to 1.

method send_msg

send_msg(msg: FIXMessage)

Sends message to the peer.

Args:

  • msg: fix message

Raises:

  • FIXConnectionError: raised if connection state does not allow sending

method send_test_req

send_test_req()

Sends TestRequest(35=1) and sets TestReqID for expected response from peer.

Raises:

  • FIXConnectionError: if another TestRequest() is pending

method should_replay

should_replay(historical_replay_msg: FIXMessage) → bool

(AppLevel) Checks if historical_replay_msg from Journaler should be replayed.

Args:

  • historical_replay_msg: message from Journaler log

Returns: True - replay, False - msg skipped (replaced by SequenceReset(35=4))

method socket_read_task

socket_read_task()

Main socket reader task (decode raw messages and calls _process_message).

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