module session
FIXSession module.
class FIXSession
Generic FIX Session container.
Attributes:
key: session DB idsender_comp_id: session sendertarget_comp_id: session targetnext_num_out: next expected seq num outnext_num_in: next expected seq num in
method __init__
__init__(key, target_comp_id: str, sender_comp_id: str)
Initialize session.
Args:
key: session DB idtarget_comp_id: session targetsender_comp_id: session sender
method allocate_next_num_out
allocate_next_num_out()
Increments next_num_out counter.
method set_next_num_in
set_next_num_in(msg: FIXMessage) → int
Sets next_num_in based on incoming FIXMessage.
Args:
msg: incoming message
Returns:
- if OK - current message seq_no
- if ERROR - 0 or -1
method validate_comp_ids
validate_comp_ids(target_comp_id: str, sender_comp_id: str) → bool
Ensure target_comp_id/sender_comp_id match.
Args:
target_comp_id: incoming target_comp_idsender_comp_id: incoming sender_comp_id
Returns: bool
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