module message

FIX message and containers module.

class MessageDirection

Direction of the message INBOUND/OUTBOUND.

class FIXContainer

Generic FIX container.

Attributes:

  • tags: fix tags of the container

method __init__

__init__(
    tags: 'dict[str | int, [str, float, int, list[dict | FIXContainer]]]' = None
)

Initialize.

Examples: m = FIXContainer({ 1: "account", FTag.ClOrdID: 'my-clord', FTag.NoAllocs: [{312: 'grp1'}, {312: 'grp2'}], })

Args:

  • tags: add tags at initialization time (all keys / values converted to str!)

method add_group

add_group(tag: 'str | int', group: 'FIXContainer | dict', index: 'int' = -1)

Add repeating group item to fix message.

Args:

  • tag: tag of repeating group, typically contains No, e.g. FTag.NoAllocs
  • group: group item (another FIXContainer) or dict[tag: value]
  • index: where to insert new value, default: append

Raises:

  • FIXMessageError: incorrect group type/value

method get

get(
    tag: 'str | int | FTag',
    default=<class 'asyncfix.errors.TagNotFoundError'>
) → str

Get tag value.

Args:

  • tag: tag to get
  • default: default value or raises TagNotFoundError

Returns: string value of the tag

Raises:

  • FIXMessageError: trying to get FIX message group by tag, use get_group()
  • RepeatingTagError: tag was repeated in decoded message, probably msg group
  • TagNotFoundError: tag was not found in message

method get_group_by_index

get_group_by_index(tag: 'str | int', index: 'int') → FIXContainer

Get repeating group item by index.

Args:

  • tag: repeating group tag
  • index: repeating group item index

Returns: FIXContainer

Raises:

  • TagNotFoundError: tag not found

method get_group_by_tag

get_group_by_tag(
    tag: 'str | int',
    gtag: 'str | int',
    gvalue: 'str'
) → FIXContainer

Get repeating group item by internal group tag value.

Args:

  • tag: repeating group tag
  • gtag: inside group tag to filter by
  • gvalue: expected group tag value

Returns: FIXContainer of repeating group item

Raises:

  • TagNotFoundError: tag not found

method get_group_list

get_group_list(tag: 'str | int') → list[FIXContainer]

Get all repeating groups of a tag.

Args:

  • tag: target tag

Returns: list of repeating FIXContainers

Raises:

  • UnmappedRepeatedGrpError: repeating group is not handled by protocol class
  • TagNotFoundError: tag not found

method is_group

is_group(tag: 'str | int') → bool | None

Check if tag is repeating group.

Args:

  • tag: tag to check

Returns: None - if not found True - if repeating group False - simple tag

method items

items()

All tags items iterator.

method query

query(*tags: 'tuple[FTag | str | int]') → dict[FTag | str, str]

Request multiple tags from FIXMessage as dictionary.

Args:

  • *tags: tags var arguments

Returns:

  • dict {tag: value, ...}

method set

set(tag: 'str | int', value, replace: 'bool' = False)

Set tag value.

Args:

  • tag: tag to set
  • value: value to set (converted to str!)
  • replace: set True - to intentionally rewrite existing tag

Raises:

  • DuplicatedTagError: when trying to set existing tag
  • FIXMessageError: tag value is not convertible to int

method set_group

set_group(tag: 'str | int', groups: 'list[dict, FIXContainer]')

Set repeating groups of the message.

Args:

  • tag: tag of repeating group, typically contains No, e.g. FTag.NoAllocs
  • groups: group items list of (another FIXContainer) or dict[tag: value]

Raises:

  • DuplicatedTagError: group with the same tag already exists
  • FIXMessageError: incorrect group type/value

class FIXMessage

Generic FIXMessage.

method __init__

__init__(
    msg_type: 'str | FMsg',
    tags: 'dict[str | int, [str, float, int]]' = None
)

Initialize.

Args:

  • msg_type: message type, must comply with FIXTag=35
  • tags: initial tags values

property msg_type

Message type.

method add_group

add_group(tag: 'str | int', group: 'FIXContainer | dict', index: 'int' = -1)

Add repeating group item to fix message.

Args:

  • tag: tag of repeating group, typically contains No, e.g. FTag.NoAllocs
  • group: group item (another FIXContainer) or dict[tag: value]
  • index: where to insert new value, default: append

Raises:

  • FIXMessageError: incorrect group type/value

method get

get(
    tag: 'str | int | FTag',
    default=<class 'asyncfix.errors.TagNotFoundError'>
) → str

Get tag value.

Args:

  • tag: tag to get
  • default: default value or raises TagNotFoundError

Returns: string value of the tag

Raises:

  • FIXMessageError: trying to get FIX message group by tag, use get_group()
  • RepeatingTagError: tag was repeated in decoded message, probably msg group
  • TagNotFoundError: tag was not found in message

method get_group_by_index

get_group_by_index(tag: 'str | int', index: 'int') → FIXContainer

Get repeating group item by index.

Args:

  • tag: repeating group tag
  • index: repeating group item index

Returns: FIXContainer

Raises:

  • TagNotFoundError: tag not found

method get_group_by_tag

get_group_by_tag(
    tag: 'str | int',
    gtag: 'str | int',
    gvalue: 'str'
) → FIXContainer

Get repeating group item by internal group tag value.

Args:

  • tag: repeating group tag
  • gtag: inside group tag to filter by
  • gvalue: expected group tag value

Returns: FIXContainer of repeating group item

Raises:

  • TagNotFoundError: tag not found

method get_group_list

get_group_list(tag: 'str | int') → list[FIXContainer]

Get all repeating groups of a tag.

Args:

  • tag: target tag

Returns: list of repeating FIXContainers

Raises:

  • UnmappedRepeatedGrpError: repeating group is not handled by protocol class
  • TagNotFoundError: tag not found

method is_group

is_group(tag: 'str | int') → bool | None

Check if tag is repeating group.

Args:

  • tag: tag to check

Returns: None - if not found True - if repeating group False - simple tag

method items

items()

All tags items iterator.

method query

query(*tags: 'tuple[FTag | str | int]') → dict[FTag | str, str]

Request multiple tags from FIXMessage as dictionary.

Args:

  • *tags: tags var arguments

Returns:

  • dict {tag: value, ...}

method set

set(tag: 'str | int', value, replace: 'bool' = False)

Set tag value.

Args:

  • tag: tag to set
  • value: value to set (converted to str!)
  • replace: set True - to intentionally rewrite existing tag

Raises:

  • DuplicatedTagError: when trying to set existing tag
  • FIXMessageError: tag value is not convertible to int

method set_group

set_group(tag: 'str | int', groups: 'list[dict, FIXContainer]')

Set repeating groups of the message.

Args:

  • tag: tag of repeating group, typically contains No, e.g. FTag.NoAllocs
  • groups: group items list of (another FIXContainer) or dict[tag: value]

Raises:

  • DuplicatedTagError: group with the same tag already exists
  • FIXMessageError: incorrect group type/value

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