Tool for testing FIX (Financial Information eXchange protocol) services
Project description
The purpose of this tool is to provide a way to test networking components using the FIX level at the system level, not unit test. Initially, I wanted a way to reproduce and document specific test cases so that I could perform regression tests at a later date.
This tool provides a way of creating test cases that can act as FIX clients or as FIX servers. But this is not a simulator, the test case author is responsible for generating the actual messages and checking their correctness.
What this is not
This is not a simulator. This tool was made to help document specific test cases (thus ensuring that I could repro and verify a test case).
This is not meant for unit testing, but component level testing.
This currently only supports FIX-based protocols. In theory this could support other protocols, but I haven’t tried to make it more protocol agnostic.
What is supported
Groups
Binary fields
TestRequest/Heartbeat processing
How to use
Write a configuration file
Write a testcase
Run the testcase
Configuration
The configuration is gathered from a config file. The default name for the file is my_config.py. A full description of the contents of the file may be found in sample_config.py
Here is a sample configuration file.
ROLES = {
'client': {},
'test-server': {},
}
FIX_4_2 = {
# The values here are examples only. They should be customized
# for your particular needs/implementation.
'protocol_version': 'FIX.4.2',
'header_fields': [8, 9],
'binary_fields': [],
'required_fields': [8, 9, 10, 35],
'group_fields': {},
'max_length': 2048,
}
CONNECTIONS = [
{
# connection information
'name': 'client-FIX-test-server',
'protocol': 'FIX',
'host': 'localhost',
'port': 9000,
'client': 'FixClient',
'test-server': 'FixServer',
'acts-as-server': 'test-server',
# protocol information
'protocol_version': FIX_4_2['protocol_version'],
'binary_fields': FIX_4_2['binary_fields'],
'header_fields': FIX_4_2['header_fields'],
'required_fields': FIX_4_2['required_fields'],
'group_fields': FIX_4_2['group_fields'],
},
]Sample test code
Here is an example of a test. This test sends a logon message and then a logout message. In this case, the test tool is running as a server and a client (thus all messages are logged twice, once on the sending side and once on the receiving side).
In a more typical test case, this code would be hidden inside of a base class. Logon/logout are usually performed within the setup/teardown rather than part of the test proper.
import logging
import time
from fixtest.base.asserts import *
from fixtest.base.controller import TestCaseController
from fixtest.base.queue import TestInterruptedError
from fixtest.base.utils import log_text
from fixtest.fix.constants import FIX
from fixtest.fix.messages import logon_message, logout_message
from fixtest.fix.transport import FIXTransportFactory
class LogonController(TestCaseController):
""" The base class for FIX-based TestCaseControllers.
This creates a client and a server that will
communicate with each other. So they will use
the same link config.
"""
def __init__(self, **kwargs):
super(LogonController, self).__init__(**kwargs)
self.testcase_id = 'Simple-1'
self.description = 'Test of the command-line tool'
config = kwargs['config']
self.server_config = config.get_role('test-server')
self.server_config.update({'name': 'server-9000'})
self.server_link_config = config.get_link('client', 'test-server')
self.server_link_config.update({
'sender_compid': self.server_link_config['test-server'],
'target_compid': self.server_link_config['client'],
})
self.client_config = config.get_role('client')
self.client_config.update({'name': 'client-9000'})
self.client_link_config = config.get_link('client', 'test-server')
self.client_link_config.update({
'sender_compid': self.client_link_config['client'],
'target_compid': self.client_link_config['test-server'],
})
self._servers = dict()
self._clients = dict()
factory = FIXTransportFactory('server-9000',
self.server_config,
self.server_link_config)
factory.filter_heartbeat = False
server = {
'name': 'server-9000',
'port': self.server_link_config['port'],
'factory': factory,
}
self._servers[server['name']] = server
# In the client case we do not need to provide a
# factory, Just need a transport.
client = {
'name': 'client-9000',
'host': self.client_link_config['host'],
'port': self.client_link_config['port'],
'node': factory.create_transport('client-9000',
self.client_config,
self.client_link_config),
}
self._clients[client['name']] = client
self._logger = logging.getLogger(__name__)
def clients(self):
""" The clients that need to be started """
return self._clients
def servers(self):
""" The servers that need to be started """
return self._servers
def setup(self):
""" For this case, wait until our servers are all
connected before continuing with the test.
"""
# at this point the servers should be waiting
# so startup the clients
self.wait_for_client_connections(10)
self.wait_for_server_connections(10)
def teardown(self):
pass
def run(self):
""" This test is a demonstration of logon and
heartbeat/TestRequest processing. Usually
the logon process should be done from setup().
"""
client = self._clients['client-9000']['node']
client.protocol.heartbeat = 5
# We only have a single server connection
server = self._servers['server-9000']['factory'].servers[0]
server.protocol.heartbeat = 5
# client -> server
client.send_message(logon_message(client))
# server <- client
message = server.wait_for_message(title='waiting for logon')
assert_is_not_none(message)
assert_tag(message, [(35, FIX.LOGON)])
# server -> client
server.send_message(logon_message(server))
server.start_heartbeat(True)
# client <- server
message = client.wait_for_message(title='waiting for logon ack')
client.start_heartbeat(True)
assert_is_not_none(message)
assert_tag(message, [(35, FIX.LOGON)])
# Logout
client.send_message(logout_message(client))
message = server.wait_for_message(title='waiting for logout')
assert_is_not_none(message)
assert_tag(message, [(35, FIX.LOGOUT)])
server.send_message(logout_message(server))
server.start_heartbeat(False)
message = client.wait_for_message('waiting for logout ack')
client.start_heartbeat(False)
assert_is_not_none(message)
assert_tag(message, [(35, FIX.LOGOUT)])Running the test
To run this, use the command line
fixtest -c simple_config.py testcases/logon_test.py
Sample output
(fixtest)~/dev/src/fixtest > fixtest -c simple/simple_config.py simple/logon_controller.py
12:52:10.468172: ================
12:52:10.468496: Starting test: 2014-08-06
12:52:10.468643: Module: simple/logon_controller.py
12:52:10.468778: Controller: LogonController
12:52:10.468908: Config: simple/simple_config.py
12:52:10.470420:
12:52:10.470547: Test case: Simple-1
12:52:10.470657: Description: Test of the command-line tool
12:52:10.470761: ================
12:52:10.470868: server:server-9000 starting on port 9000
12:52:10.472101: fixtest.fix.transport: server:server-9000 listening on port 9000
12:52:10.472997: client:client-9000 attempting localhost:9000
12:52:12.810111: client-9000: Connection made
12:52:12.810329: fixtest.fix.transport: client:client-9000 connected to localhost:9000
12:52:12.810626: Connected: fixtest.fix.transport.FIXTransportFactory : server-9000
12:52:12.811074: server-9000: Connection made
12:52:13.010270: client-9000: message sent
Logon : 8=FIX.4.2, 9=68, 35=A, 49=FixClient, 56=FixServer, 98=0, 108=5, 34=1, 52=20140806-12:52:13, 10=045
12:52:13.012275: server-9000: message received
Logon : 8=FIX.4.2, 9=68, 35=A, 49=FixClient, 56=FixServer, 98=0, 108=5, 34=1, 52=20140806-12:52:13, 10=045
12:52:13.015563: server-9000: message sent
Logon : 8=FIX.4.2, 9=68, 35=A, 49=FixServer, 56=FixClient, 98=0, 108=5, 34=1, 52=20140806-12:52:13, 10=045
12:52:13.016854: client-9000: message received
Logon : 8=FIX.4.2, 9=68, 35=A, 49=FixServer, 56=FixClient, 98=0, 108=5, 34=1, 52=20140806-12:52:13, 10=045
12:52:13.017925: client-9000: message sent
Logout : 8=FIX.4.2, 9=57, 35=5, 49=FixClient, 56=FixServer, 34=2, 52=20140806-12:52:13, 10=053
12:52:13.019156: server-9000: message received
Logout : 8=FIX.4.2, 9=57, 35=5, 49=FixClient, 56=FixServer, 34=2, 52=20140806-12:52:13, 10=053
12:52:13.020144: server-9000: message sent
Logout : 8=FIX.4.2, 9=57, 35=5, 49=FixServer, 56=FixClient, 34=2, 52=20140806-12:52:13, 10=053
12:52:13.021321: client-9000: message received
Logout : 8=FIX.4.2, 9=57, 35=5, 49=FixServer, 56=FixClient, 34=2, 52=20140806-12:52:13, 10=053
12:52:13.022400: server-9000: Connection lost
12:52:13.022687: client-9000: Connection lost
12:52:13.023373: ================
12:52:13.023508: Test status: okMore sample code
This is a sample of what the code would like if the logon/logout code were removed and placed in the base class setup/teardown functions.
Thus leaving run() to perform the real test work.
import logging
from fixtest.base.asserts import *
from fixtest.fix.constants import FIX
from fixtest.fix.messages import new_order_message, execution_report
from simple_base import BaseClientServerController
class SimpleClientServerController(BaseClientServerController):
""" The base class for FIX-based TestCaseControllers.
"""
def __init__(self, **kwargs):
super(SimpleClientServerController, self).__init__(**kwargs)
self.testcase_id = 'Simple NewOrder test'
self.description = 'Test of the command-line tool'
self._logger = logging.getLogger(__name__)
def run(self):
""" Run the test. Here we send a new_order and
then a modify.
"""
# client -> server
self.client.send_message(new_order_message(self.client,
symbol='abc',
side='0',
order_type='1',
extra_tags=[(38, 100), # orderQty
(44, 10), # price
]))
# server <- client
message = self.server.wait_for_message('waiting for new order')
assert_is_not_none(message)
# server -> client
self.server.send_message(execution_report(self.server,
message,
exec_trans_type='0',
exec_type='0',
ord_status='0',
symbol='abc',
side='0',
leaves_qty='100',
cum_qty='0',
avg_px='0'))
# client <- server
message = self.client.wait_for_message('waiting for new order ack')
assert_is_not_none(message)```Here is the resulting output:
17:48:15.066436: ================
17:48:15.066607: Starting test: 2014-08-07
17:48:15.066684: Module: simple/simple_test.py
17:48:15.066757: Controller: SimpleClientServerController
17:48:15.066827: Config: simple/simple_config.py
17:48:15.067619:
17:48:15.067700: Test case: Simple NewOrder test
17:48:15.067772: Description: Test of the command-line tool
17:48:15.067841: ================
17:48:15.067912: server:server-9940 starting on port 9940
17:48:15.068883: fixtest.fix.transport: server:server-9940 listening on port 9940
17:48:15.069471: client:client-9940 attempting localhost:9940
17:48:15.112361: Connected: fixtest.fix.transport.FIXTransportFactory : server-9940
17:48:15.112912: server-9940: Connection made
17:48:15.113281: client-9940: Connection made
17:48:15.113377: fixtest.fix.transport: client:client-9940 connected to localhost:9940
17:48:15.270715: client-9940: message sent
Logon : 8=FIX.4.2, 9=68, 35=A, 49=FixClient, 56=FixServer, 98=0, 108=5, 34=1, 52=20140807-17:48:15, 10=058
17:48:15.271588: server-9940: message received
Logon : 8=FIX.4.2, 9=68, 35=A, 49=FixClient, 56=FixServer, 98=0, 108=5, 34=1, 52=20140807-17:48:15, 10=058
17:48:15.272481: server-9940: message sent
Logon : 8=FIX.4.2, 9=68, 35=A, 49=FixServer, 56=FixClient, 98=0, 108=5, 34=1, 52=20140807-17:48:15, 10=058
17:48:15.273204: client-9940: message received
Logon : 8=FIX.4.2, 9=68, 35=A, 49=FixServer, 56=FixClient, 98=0, 108=5, 34=1, 52=20140807-17:48:15, 10=058
17:48:15.274292: client-9940: message sent
NewOrderSingle : 8=FIX.4.2, 9=139, 35=D, 49=FixClient, 56=FixServer, 11=client-9940/20140807/1, 21=1, 55=abc, 54=0, 60=20140807-17:48:15, 40=1, 38=100, 44=10, 34=2, 52=20140807-17:48:15, 10=105
17:48:15.275188: server-9940: message received
NewOrderSingle : 8=FIX.4.2, 9=139, 35=D, 49=FixClient, 56=FixServer, 11=client-9940/20140807/1, 21=1, 55=abc, 54=0, 60=20140807-17:48:15, 40=1, 38=100, 44=10, 34=2, 52=20140807-17:48:15, 10=105
17:48:15.276382: server-9940: message sent
ExecutionReport : (New) : 8=FIX.4.2, 9=224, 35=8, 49=FixServer, 56=FixClient, 11=client-9940/20140807/1, 21=1, 55=abc, 54=0, 60=20140807-17:48:15, 40=1, 38=100, 44=10, 34=2, 52=20140807-17:48:15, 37=server-9940/20140807/2, 17=server- 9940/20140807/1, 20=0, 150=0, 39=0, 151=100, 14=0, 6=0, 10=176
17:48:15.277720: client-9940: message received
ExecutionReport : (New) : 8=FIX.4.2, 9=224, 35=8, 49=FixServer, 56=FixClient, 11=client-9940/20140807/1, 21=1, 55=abc, 54=0, 60=20140807-17:48:15, 40=1, 38=100, 44=10, 34=2, 52=20140807-17:48:15, 37=server-9940/20140807/2, 17=server- 9940/20140807/1, 20=0, 150=0, 39=0, 151=100, 14=0, 6=0, 10=176
17:48:15.280502: client-9940: message sent
Logout : 8=FIX.4.2, 9=57, 35=5, 49=FixClient, 56=FixServer, 34=3, 52=20140807-17:48:15, 10=067
17:48:15.281089: server-9940: message received
Logout : 8=FIX.4.2, 9=57, 35=5, 49=FixClient, 56=FixServer, 34=3, 52=20140807-17:48:15, 10=067
17:48:15.282183: server-9940: message sent
Logout : 8=FIX.4.2, 9=57, 35=5, 49=FixServer, 56=FixClient, 34=3, 52=20140807-17:48:15, 10=067
17:48:15.282773: client-9940: message received
Logout : 8=FIX.4.2, 9=57, 35=5, 49=FixServer, 56=FixClient, 34=3, 52=20140807-17:48:15, 10=067
17:48:15.284066: server-9940: Connection lost
17:48:15.284246: client-9940: Connection lost
17:48:15.284561: ================
17:48:15.284648: Test status: okChangelog
0.1.1
Fixed Issue #1, tests only run out of the simple directory. They can now be run from any directory.
0.1.2
Some additional features by Jon Evans. Added a list of tag/values that are added to all messages. Heartbeats are now sent on at heartbeat/2
