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, *, sequence=1, client_heartbeat_interval=1, server_heartbeat_interval=1)

Bases: AsyncSession

Parameters:

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

  • on_close_coro (Callable[[], Coroutine])

  • session_id (FixSessionId)

  • dispatch_on_connect (bool)

  • sequence (Iterator[int])

  • client_heartbeat_interval (int)

  • server_heartbeat_interval (int)

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
reader_factory: Callable[[Any, Callable[[Any], Coroutine], Callable[[], Coroutine]], Reader]
sender_comp_id: str
sender_sub_id: str
target_comp_id: str
abstract begin_string()
async login(login_msg)
Parameters:

login_msg (Message)

Return type:

FixSession

send_msg(msg)

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

Parameters:

msg (Message)

Return type:

None

async send_heartbeat()

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

log = <Logger FixSession (WARNING)>
class nasdaq_protocols.fix.session.Fix44Session(on_msg_coro=None, on_close_coro=None, session_id=NOTHING, dispatch_on_connect=False, *, sequence=1, client_heartbeat_interval=1, server_heartbeat_interval=1)

Bases: FixSession

Parameters:

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

  • on_close_coro (Callable[[], Coroutine])

  • session_id (FixSessionId)

  • dispatch_on_connect (bool)

  • sequence (Iterator[int])

  • client_heartbeat_interval (int)

  • server_heartbeat_interval (int)

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

Bases: FixSession

Parameters:

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

  • on_close_coro (Callable[[], Coroutine])

  • session_id (FixSessionId)

  • dispatch_on_connect (bool)

  • sequence (Iterator[int])

  • client_heartbeat_interval (int)

  • server_heartbeat_interval (int)

begin_string()

Fix Messages

class nasdaq_protocols.fix.core.FixSerializable

Bases: Serializable

class nasdaq_protocols.fix.core.MessageSegments(value)

Bases: Enum

An enumeration.

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]