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Pure Python FIX protocol engine

Project description

FIXcore

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
  • 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 (FIX42.xml / FIX44.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.

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

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