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Support Python3 #1

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3ba5534
remove whitespace at eol
Sep 25, 2024
dbe85d4
applied futurize
Sep 25, 2024
9d259c4
untabify
Sep 25, 2024
056dd29
a. Further changes to convert to Python3.
Oct 2, 2024
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93 changes: 67 additions & 26 deletions fixcli
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Original file line number Diff line number Diff line change
Expand Up @@ -29,6 +29,12 @@ of the session.

"""

from future import standard_library
standard_library.install_aliases()
from builtins import bytes
from builtins import str
from builtins import range
from builtins import object
import os;
import sys;
import string;
Expand All @@ -42,15 +48,25 @@ import struct;
import argparse;
import getpass;
import asyncore, socket;
import ConfigParser;
import configparser;
import signal;
from collections import OrderedDict;
import threading;

# ./fixcli:44: DeprecationWarning: The asyncore module is deprecated
# and will be removed in Python 3.12. The recommended replacement is
# asyncio.
#
# For Python 3.12+ install https://pypi.org/project/pyasyncore/
import warnings
with warnings.catch_warnings():
warnings.simplefilter('ignore', DeprecationWarning)
import asyncore

logging.basicConfig(format='%(asctime)s - %(module)s - %(funcName)s - %(levelname)s - %(message)s');
logger = logging.getLogger(__file__);
logger.setLevel(logging.CRITICAL);
config = ConfigParser.RawConfigParser();
config = configparser.RawConfigParser();
cfgfile = os.path.join('/'.join(os.path.abspath(__file__).split('/')[:-1]), '.' + os.path.basename(__file__).replace('.py', '') + 'rc');


Expand All @@ -59,7 +75,7 @@ class FIXMessage(object):
FIXMessage holds a single FIX (Financial Information Exchange) message.
"""

def __init__(self, msgtype=None, seqnum=None, sender=None, target=None, testreqid=None, raw=None):
def __init__(self, msgtype=None, seqnum=None, sender=None, target=None, sender_sub_id=None, testreqid=None, raw=None):
"""
The constructor takes in either FIX message tags/values or raw FIX message. If the
input is message tags/values, it creates a raw message. If the input is a raw
Expand All @@ -69,15 +85,16 @@ class FIXMessage(object):
:param seqnum: message sequence number, MsgSeqNum <34>
:param sender: the identity of a firm sending a message, SenderCompID <49>
:param target: the identity of a firm receiving a message, TargetCompID <56>
:param payload: raw FIX message
:param sender_sub_id: the sub-identity of a firm sending a message, SenderSubID <50>. Only used for Logon.
:param raw: raw FIX message
:return: either None or integer value
"""
self._load_msg_schema();
self.error = False;
if msgtype:
self.outgoing = True;
self.body = b'';
if msgtype not in self.schema['MsgType'].keys():
if msgtype not in list(self.schema['MsgType'].keys()):
logger.error('message type \'' + msgtype + '\' is invalid');
self.error = True;
if not seqnum:
Expand All @@ -99,18 +116,21 @@ class FIXMessage(object):
self.seqnum = seqnum;
self.sender = sender;
self.target = target;
self.sender_sub_id = sender_sub_id;
self.fields = OrderedDict({
'MsgType': self.schema['MsgType'][self.msgtype],
'MsgSeqNum': str(self.seqnum),
'SenderCompID': str(self.sender),
'TargetCompID': str(self.target),
'SendingTime': self.timestamp,
'SendingTime': self.timestamp,
});
if self.msgtype == 'Logon':
self.encryption_method = 0;
self.heartbeat = 30;
self.fields['EncryptMethod'] = str(self.encryption_method);
self.fields['HeartBtInt'] = str(self.heartbeat);
if self.sender_sub_id:
self.fields['SenderSubID'] = self.sender_sub_id;
elif self.msgtype == 'Resend Request':
self.fields['BeginSeqNo'] = '1';
self.fields['EndSeqNo'] = '0';
Expand All @@ -122,11 +142,12 @@ class FIXMessage(object):
pass;
self.version = 'FIX.4.2';
for f in self.fields:
self.body += bytes(str(self.tag_ids[f]) + '=' + self.fields[f]) + b'\x01';
self.header = bytes(str(self.tag_ids['BeginString']) + '=' + self.version) + b'\x01';
self.header += bytes(str(self.tag_ids['BodyLength']) + '=' + str(len(self.body))) + b'\x01';
self.checksum = sum([ord(i) for i in list(self.header + self.body)]) % 256;
self.raw = self.header + self.body + bytes(str(self.tag_ids['CheckSum']) + '=' + str(self.checksum).zfill(3)) + b'\x01';
self.body += bytes(str(self.tag_ids[f]) + '=' + self.fields[f], encoding='utf8') + b'\x01';
self.header = bytes(str(self.tag_ids['BeginString']) + '=' + self.version, encoding='utf8') + b'\x01';
self.header += bytes(str(self.tag_ids['BodyLength']) + '=' + str(len(self.body)), encoding='utf8') + b'\x01';
self.checksum = sum(list(self.header + self.body)) % 256;
self.raw = self.header + self.body + bytes(str(self.tag_ids['CheckSum']) + '=' + str(self.checksum).zfill(3), encoding='utf8') + b'\x01';

else:
self.raw = raw;
self.fields = OrderedDict({});
Expand All @@ -146,11 +167,16 @@ class FIXMessage(object):
value_s = value + ' (' + self.schema[self.tag_ids[tag]][value] + ')';
self.fields[tag_s] = value;
if tag_s == 'MsgType':
self.msgtype = self.schema['MsgType'][value];
try:
self.msgtype = self.schema['MsgType'][value];
except Exception as e:
logger.error('unsupported MsgType: ' + value);
elif tag_s == 'SenderCompID':
self.sender = value;
elif tag_s == 'TargetCompID':
self.target = value;
elif tag_s == 'SenderSubID':
self.sender_sub_id = value;
elif tag_s == 'MsgSeqNum':
self.seqnum = int(value);
elif tag_s == 'BeginString':
Expand All @@ -169,7 +195,7 @@ class FIXMessage(object):
self.pretty += str(' * {0: <30} : {1: <5} : {2}').format(tag_s, tag, value_s) + '\n';
prettylen = len(max(self.pretty.split('\n'), key=len)) + 1;
self.pretty = '\n' + str('-' * prettylen) + '\n' + self.pretty + str('-' * prettylen) + '\n';

return;


Expand Down Expand Up @@ -206,6 +232,7 @@ class FIXMessage(object):
'OrigSendingTime': '122',
'SenderCompID': '49',
'TargetCompID': '56',
'SenderSubID': '50',
'SecurityExchange': '207',
'MsgSeqNum': '34',
'SendingTime': '52',
Expand All @@ -227,9 +254,13 @@ class FIXMessage(object):
'Heartbeat':'0',
'Test Request':'1',
'Resend Request':'2',
'Reject':'3',
'Sequence Reset':'4',
'Logout':'5',
'ExecutionReport':'8',
'Order-Single':'D',
'Order Cancel Request':'F',
'Market Data-Incremental Refresh': 'X',
},
};

Expand All @@ -251,7 +282,7 @@ class FIXSession(asyncore.dispatcher):
asyncore.dispatcher.__init__(self);
signal.signal(signal.SIGINT, self._exit);
self.seqnum = None;
for key, value in kwargs.iteritems():
for key, value in kwargs.items():
if key == 'host':
self.host = value;
elif key == 'port':
Expand All @@ -262,6 +293,8 @@ class FIXSession(asyncore.dispatcher):
self.sender = value;
elif key == 'target':
self.target = value;
elif key == 'sender_sub_id':
self.sender_sub_id = value;
elif key == 'venue':
self.venue = value;
elif key == 'username':
Expand All @@ -273,7 +306,7 @@ class FIXSession(asyncore.dispatcher):
else:
logger.error('unsupported function argument: ' + str(key) + '=' + str(value));

self.sid = self.sender + '-' + self.target;
self.sid = self.sender + '-' + self.target
self.connected = False;
self.authenticated = False;
self._reading = False;
Expand All @@ -293,8 +326,8 @@ class FIXSession(asyncore.dispatcher):
self.seqnum = 1;
self.create_socket(socket.AF_INET, socket.SOCK_STREAM);
self.connect((self.host, self.port));
self.read_buffer = b'';
fixmsg = FIXMessage(msgtype='Logon', seqnum=self.seqnum, sender=self.sender, target=self.target);
self.read_buffer = '';
fixmsg = FIXMessage(msgtype='Logon', seqnum=self.seqnum, sender=self.sender, target=self.target, sender_sub_id=self.sender_sub_id);
self.seqnum +=1;
self.write_buffer = fixmsg.raw;
return;
Expand All @@ -313,8 +346,9 @@ class FIXSession(asyncore.dispatcher):
data = self.recv(65535);
if data:
self._reading = True;
data = data.decode(encoding='utf8')
logger.info('Incoming message: ' + ''.join(data).replace('\x01', '^'));
logger.info('-' * 60);
logger.info('-' * 60);
self.read_buffer += data;
rcvd = self._decode_fix_msg(self.read_buffer);
self.read_buffer = self.read_buffer[rcvd:];
Expand All @@ -329,8 +363,9 @@ class FIXSession(asyncore.dispatcher):
return;
if self.writable():
self._writing = True;
logger.info('Outbound message: ' + str(self.write_buffer).replace('\x01', '^'));
self._decode_fix_msg(self.write_buffer);
write_buffer_str = self.write_buffer.decode(encoding='utf-8')
logger.info('Outbound message: ' + write_buffer_str.replace('\x01', '^'));
self._decode_fix_msg(write_buffer_str);
sent = self.send(self.write_buffer);
self.write_buffer = self.write_buffer[sent:];
self._writing = False;
Expand All @@ -354,11 +389,12 @@ class FIXSession(asyncore.dispatcher):
logger.info('Connection closed by ' + self.host);
else:
logger.info('Connection closed.');

if not config.has_section(self.sid):
config.add_section(self.sid);
config.set(self.sid, 'date', self._get_date());
config.set(self.sid, 'msgseqnum', str(self.seqnum));
with open(cfgfile, 'wb') as f:
with open(cfgfile, 'w') as f:
config.write(f);
pass;

Expand All @@ -385,10 +421,11 @@ class FIXSession(asyncore.dispatcher):
else:
last = 0;
bytes_parsed += 5;
msg_buffer = msg_buffer[(pos+5):];
msg_buffer = msg_buffer[(pos+5):];
i += 1;
if pos < 0:
break;

if len(parts) > 0:
if re.search('\x0110=\d{3}(\x01|\x00)?$', msg_buffer):
bytes_parsed += len(msg_buffer);
Expand All @@ -400,7 +437,7 @@ class FIXSession(asyncore.dispatcher):
logger.error('failed to find FIX checksum');
bytes_parsed -= 5;
else:
logger.error('failed to find FIX header');
logger.error('failed to find FIX header');
except:
logger.error(str(sys.exc_info()));
pass;
Expand Down Expand Up @@ -445,7 +482,7 @@ class FIXSession(asyncore.dispatcher):
rc = args[0];
for a in args:
pass;
for k, v in kwargs.iteritems():
for k, v in kwargs.items():
pass;
if self.connected:
timeout_timer = threading.Timer(10.0, self._trigger_timeout);
Expand All @@ -465,7 +502,7 @@ class FIXSession(asyncore.dispatcher):
config.set(self.sid, 'date', self._get_date());
config.set(self.sid, 'msgseqnum', str(self.seqnum));
logger.info('Saving FIX session information ...');
with open(cfgfile, 'wb') as f:
with open(cfgfile, 'w') as f:
config.write(f);
logger.info('OK');
else:
Expand All @@ -491,6 +528,8 @@ def main():
type=str, help='Sending firm');
main_group.add_argument('-t', '--target', dest='target', metavar='TARGET_COMP_ID', required=True, \
type=str, help='Receiving firm');
main_group.add_argument('--sender-sub-id', dest='sender_sub_id', metavar='SENDER_SUBID', required=False, \
type=str, help='Sending firm sub-id');
main_group.add_argument('-e', '--exchange', dest='venue', metavar='EXCHANGE', required=False, \
type=str, help='Trading Venue/Exchange');
main_group.add_argument('-n', '--seqnum', dest='seqnum', metavar='SEQNUM', required=False, \
Expand All @@ -501,7 +540,7 @@ def main():
action='append', choices=['logout', 'keepalive', 'dormant', 'gapfill'], \
help='Mode of operation (default: dormant)');
parser.add_argument('-l', '--log-level', dest='ilog', metavar='LEVEL', type=int, default=0, \
choices=range(1, 3), help='Log level (default: 0, max: 2)');
choices=list(range(1, 3)), help='Log level (default: 0, max: 2)');
args = parser.parse_args();

if args.ilog == 1:
Expand Down Expand Up @@ -534,6 +573,8 @@ def main():
kwargs['seqnum'] = args.seqnum;
if args.venue:
kwargs['venue'] = args.venue;
if args.sender_sub_id:
kwargs['sender_sub_id'] = args.sender_sub_id;

if args.username:
kwargs['username'] = args.username;
Expand Down