fixcore-engine 0.11.0

Pure Python FIX protocol engine

Pure Python FIX protocol engine — mirrors the QuickFIX architecture (QuickFIX/n, QuickFIX/J).

Features

• Full FIX 4.2 session layer (Logon, Logout, Heartbeat, TestRequest, ResendRequest, SequenceReset, Reject) with gap-fill, out-of-order buffering, hard-reset recovery, and logon/logout timeouts
• Hardened session recovery: byte-faithful resend (repeating groups survive replay), automatic ResendRequest retry for stalled gaps, duplicate-connection refusal, and spec-compliant Rejects for malformed admin fields instead of dropped connections
• Message encode/decode (checksum, BodyLength, field-order validation) and repeating groups
• FIX versions 4.0–4.4 plus FIX 5.0 over FIXT.1.1 (FIX.5.0 / SP1 / SP2), with DefaultApplVerID negotiation and a combined transport + application dictionary — all QuickFIX dictionaries bundled
• Opt-in per-session validation against a QuickFIX DataDictionary — required fields and out-of-range enum values, with spec-compliant Rejects
• Async transport: SocketAcceptor + SocketInitiator with auto-reconnect
• Session schedules (StartTime/EndTime/StartDay/EndDay/TimeZone) — daily or weekly active windows with sequence reset at each new period
• Durable FileStore (fsync + atomic sequence-number writes) and MemoryStore
• MessageCracker dispatch mixin
• Lightweight browser GUI via aiohttp (fixcore-gui) — session management, message builder, live message log

Quick start

pip install fixcore-engine
pip install "fixcore-engine[gui]"  # includes aiohttp for the GUI

Validation (opt-in)

Validation is off by default (raw FIX passthrough). Enable it per session via QuickFIX-compatible settings:

[SESSION]
UseDataDictionary=Y             ; load the spec: group-aware decode + (by default) validation
DataDictionary=FIX44.xml        ; bundled spec name (FIX40/41/42/43/44.xml), or a path to your own
ValidateIncomingMessage=N       ; keep group-aware decode but DON'T reject non-conforming inbound (default Y)
ValidateFieldsOutOfRange=Y      ; also reject out-of-range enum values (e.g. Side=Z)

UseDataDictionary=Y loads the spec so repeating groups decode into proper instances. By default it also validates inbound app messages (required fields, known MsgType) and Rejects violations. Set ValidateIncomingMessage=N to keep the group-aware decode while delivering non-conforming messages as-is — useful for permissive/testing peers that need to inspect off-spec traffic rather than reject it.

FIX 5.0 (FIXT.1.1)

FIX 5.0 splits the session transport from the application layer. Use BeginString=FIXT.1.1 and select the application version — fixcore combines the transport and application dictionaries automatically:

[SESSION]
BeginString=FIXT.1.1
UseDataDictionary=Y
AppDataDictionary=FIX50SP2.xml   ; FIX50.xml / FIX50SP1.xml / FIX50SP2.xml
DefaultApplVerID=FIX.5.0SP2      ; negotiated on Logon (tag 1137); also accepts 7/8/9

TransportDataDictionary defaults to FIXT11.xml. If AppDataDictionary is omitted it is inferred from DefaultApplVerID. See docs/fixt-5.0.md.

Configuration

Every recognised setting (identity, connection, timers, sequence reset, session schedules, validation) is documented in docs/configs.md. Session-schedule semantics and edge cases are in docs/session-schedule.md.

Development

pip install -e ".[dev,gui]"
pytest
fixcore-gui