FIX API Reference

Fix

Fix Session

class nasdaq_protocols.fix.session.FixSessionId(host='nohost', port=0, username='nouser')

Bases: SessionId

Parameters:

  • host (str)

  • port (int)

  • username (str)

class nasdaq_protocols.fix.session.FixSession(on_msg_coro=None, on_close_coro=None, session_id=NOTHING, dispatch_on_connect=False, *, graceful_shutdown=True, sequence=1, client_heartbeat_interval=1, server_heartbeat_interval=1, expected_seq_num=None, on_gap=None)

Bases: AsyncSession

Parameters:

  • on_msg_coro (Callable[[Any], Awaitable[None]])

  • on_close_coro (Callable[[], Coroutine])

  • session_id (FixSessionId)

  • dispatch_on_connect (bool)

  • graceful_shutdown (bool)

  • sequence (Iterator[int])

  • client_heartbeat_interval (int)

  • server_heartbeat_interval (int)

  • expected_seq_num (int | None)

  • on_gap (Callable[[int, int], Awaitable[None]] | None)

on_msg_coro: Callable[[Any], Awaitable[None]]
on_close_coro: Callable[[], Coroutine]
sequence: Iterator[int]
client_heartbeat_interval: int
server_heartbeat_interval: int
session_id: FixSessionId
dispatch_on_connect: bool
expected_seq_num: int | None
on_gap: Callable[[int, int], Awaitable[None]] | None
reader_factory: Callable[[Any, Callable[[Any], Coroutine], Callable[[], Coroutine]], Reader]
sender_comp_id: str
sender_sub_id: str
target_comp_id: str
abstractmethod begin_string()
async login(login_msg)
Parameters:

login_msg (Message)

Return type:

FixSession

async on_message(msg)
Parameters:

msg (Message)

Return type:

None

send_msg(msg, *, seq_num=None, poss_dup=False)

Send a message to the peer. :param msg: Any message that is serializable.

Parameters:

  • msg (Message)

  • seq_num (int | None)

  • poss_dup (bool)

Return type:

None

async send_heartbeat()

Callback to send a heartbeat to the peer. :meta private:

log = <Logger FixSession (WARNING)>

The following keyword-only constructor parameters configure the session-layer sequence recovery (see FIX User Guide for the behaviour):

  • expected_seq_num (int or None, default None) – the next inbound MsgSeqNum expected from the counterparty. When None, the session bootstraps itself from the MsgSeqNum of the first inbound message (normally the Logon response).

  • on_gap (coroutine (expected, received) -> None or None) – optional hook invoked when an inbound gap is detected.

send_msg accepts two keyword-only parameters: seq_num (send with an explicit MsgSeqNum without advancing the auto counter) and poss_dup (set PossDupFlag and OrigSendingTime).

class nasdaq_protocols.fix.session.Fix44Session(on_msg_coro=None, on_close_coro=None, session_id=NOTHING, dispatch_on_connect=False, *, graceful_shutdown=True, sequence=1, client_heartbeat_interval=1, server_heartbeat_interval=1, expected_seq_num=None, on_gap=None)

Bases: FixSession

Parameters:

  • on_msg_coro (Callable[[Any], Awaitable[None]])

  • on_close_coro (Callable[[], Coroutine])

  • session_id (FixSessionId)

  • dispatch_on_connect (bool)

  • graceful_shutdown (bool)

  • sequence (Iterator[int])

  • client_heartbeat_interval (int)

  • server_heartbeat_interval (int)

  • expected_seq_num (int | None)

  • on_gap (Callable[[int, int], Awaitable[None]] | None)

begin_string()
class nasdaq_protocols.fix.session.Fix50Session(on_msg_coro=None, on_close_coro=None, session_id=NOTHING, dispatch_on_connect=False, *, graceful_shutdown=True, sequence=1, client_heartbeat_interval=1, server_heartbeat_interval=1, expected_seq_num=None, on_gap=None)

Bases: FixSession

Parameters:

  • on_msg_coro (Callable[[Any], Awaitable[None]])

  • on_close_coro (Callable[[], Coroutine])

  • session_id (FixSessionId)

  • dispatch_on_connect (bool)

  • graceful_shutdown (bool)

  • sequence (Iterator[int])

  • client_heartbeat_interval (int)

  • server_heartbeat_interval (int)

  • expected_seq_num (int | None)

  • on_gap (Callable[[int, int], Awaitable[None]] | None)

begin_string()

Fix Messages

class nasdaq_protocols.fix.core.FixSerializable

Bases: Serializable

class nasdaq_protocols.fix.core.MessageSegments(*values)

Bases: Enum

class nasdaq_protocols.fix.core.Field(value)

Bases: FixSerializable

to_bytes()

pack the object to binary format.

Return type:

tuple[int, bytes]

classmethod from_bytes(bytes_)

unpack the object from binary format.

Parameters:

bytes_ (bytes)

Return type:

tuple[int, Field]

class nasdaq_protocols.fix.core.DataSegment(values=NOTHING)

Bases: FixSerializable

Parameters:

values (dict[int, FixSerializable])

to_bytes()

pack the object to binary format.

Return type:

tuple[int, bytes]

classmethod from_bytes(bytes_)

unpack the object from binary format.

Parameters:

bytes_ (bytes)

Return type:

tuple[int, type[DataSegment] | DataSegment]

class nasdaq_protocols.fix.core.GroupContainer(values=None, count=0)

Bases: FixSerializable

Parameters:

  • values (list[Group] | None)

  • count (int)

to_bytes()

pack the object to binary format.

Return type:

tuple[int, bytes]

classmethod from_bytes(bytes_)

unpack the object from binary format.

Parameters:

bytes_ (bytes)

Return type:

tuple[int, type[GroupContainer] | GroupContainer]

class nasdaq_protocols.fix.core.Group(values=NOTHING)

Bases: DataSegment

Parameters:

values (dict[int, FixSerializable])

to_bytes()

pack the object to binary format.

Return type:

tuple[int, bytes]

class nasdaq_protocols.fix.core.Message(data=None)

Bases: FixSerializable

Parameters:

data (dict[MessageSegments, Any])

to_bytes()

pack the object to binary format.

Return type:

tuple[int, bytes]

classmethod from_bytes(bytes_)

unpack the object from binary format.

Parameters:

bytes_ (bytes)

Return type:

tuple[int, type[Message] | Message]