refix-fix44

Typed FIX 4.4 messages for ReFIX, generated from QuickFIX's FIX44.xml.

>>> from refix import Tokenizer
>>> from refix_fix44 import NewOrderSingle
>>> frame = (
...     "8=FIX.4.4|9=118|35=D|49=SENDER|56=TARGET|34=1|52=20261008-09:30:00|"
...     "11=ORDER-1|55=ACME|54=1|60=20261008-09:30:00|40=2|44=101.25|38=100|10=194|"
... )
>>> order = NewOrderSingle(Tokenizer().tokenize(frame.replace("|", "\x01").encode()))
>>> order.header.sender_comp_id
'SENDER'
>>> order.header.msg_seq_num
1
>>> order.cl_ord_id
'ORDER-1'
>>> order.side
<Side.BUY: '1'>
>>> order.ord_type
<OrdType.LIMIT: '2'>
>>> order.price_raw
b'101.25'

Strings, integers, enums and repeating groups are typed, and every message reaches its header and trailer. Prices, quantities and timestamps read as raw bytes, as price_raw does.

License

Licensed under either of

• Apache License, Version 2.0 (LICENSE-APACHE or https://www.apache.org/licenses/LICENSE-2.0)
• MIT license (LICENSE-MIT or https://opensource.org/licenses/MIT)

at your option.

The code is generated from QuickFIX's FIX44.xml, under the QuickFIX Software License (LICENSE-QUICKFIX). This product includes software developed by quickfixengine.org (http://www.quickfixengine.org/).