fist step in multi app support

MANIFEST.in

@@ -1,3 +1,4 @@
 include src/nasdaq_protocols/common/message/templates/*.mustache
 include src/nasdaq_protocols/tools/templates/*.mustache
+include src/nasdaq_protocols/fix/parser/templates/*.mustache
 include src/nasdaq_protocols/tools/templates/*.xml

pyproject.toml

@@ -24,6 +24,7 @@ dynamic = ["version"]
 nasdaq-ouch-codegen="nasdaq_protocols.ouch.codegen:generate"
 nasdaq-itch-codegen="nasdaq_protocols.itch.codegen:generate"
 nasdaq-itch-tools-codegen="nasdaq_protocols.itch.codegen:generate_itch_tools"
+nasdaq-fix-codegen="nasdaq_protocols.fix.codegen:generate"
 nasdaq-protocols-create-new-project="nasdaq_protocols.tools.new_project:create"
 
 

pytest.ini

@@ -3,7 +3,6 @@ pythonpath = src
 asyncio_mode=auto
 asyncio_default_fixture_loop_scope=function
 log_cli=true
-log_level=DEBUG
+log_level=INFO
 log_format = %(name)-20s: %(message)s
-log_date_format = %I:%M:%S
-addopts = --cov=src --cov-fail-under=97
+log_date_format = %I:%M:%S

src/nasdaq_protocols/fix/__init__.py

@@ -1,16 +1,15 @@
 import asyncio
 from typing import Callable
 
-from .session import FixSession
+from .session import *
 from .types import *
 from .core import *
 from ._reader import FixMessageReader
 
 
 async def connect_async(remote: tuple[str, int],
                         login_msg: Message,
-                        session_fac: Callable[[], FixSession],
-                        _sequence=1):
+                        session_fac: Callable[[], FixSession]):
     loop = asyncio.get_running_loop()
 
     _, session_1 = await loop.create_connection(session_fac, *remote)

src/nasdaq_protocols/fix/core.py

@@ -1,6 +1,6 @@
 import abc
 import pprint
-from collections import OrderedDict
+from collections import OrderedDict, defaultdict
 from enum import Enum
 from typing import ClassVar, Any, Type, TypeVar, Union
 
@@ -376,15 +376,31 @@ def __eq__(self, other):
 
 
 class Message(FixSerializable):
+    MsgIdToClsMap: ClassVar[dict] = defaultdict(dict)
+    MsgNameToMsgMap: ClassVar[dict] = defaultdict(dict)
     Type: ClassVar[int]
     Name: ClassVar[str]
     Category: ClassVar[str]
     SegmentCls: ClassVar[dict[MessageSegments, type[DataSegment]]]
+    AppName: ClassVar[str]
 
     Def = {}
+    MandatoryFields = [
+        'Name',
+        'Type',
+        'Category',
+        'HeaderCls',
+        'TrailerCls',
+        'BodyCls',
+    ]
 
     @classmethod
     def __init_subclass__(cls, **kwargs):
+        for field in cls.MandatoryFields:
+            if field not in kwargs:
+                return
+        app_name = kwargs.get('app_name', 'fix')
+        cls.AppName = app_name
         cls.Name = kwargs['Name']
         cls.Type = kwargs['Type']
         cls.Category = kwargs['Category']

src/nasdaq_protocols/fix/parser/definitions.py

@@ -1,3 +1,4 @@
+import keyword
 from collections import defaultdict
 from itertools import count
 from typing import Any
@@ -18,6 +19,8 @@
     'Definitions'
 ]
 
+from nasdaq_protocols.fix.parser.version_types import Version
+
 
 @attrs.define
 class FieldDef:
@@ -30,6 +33,7 @@ def _values_ctx(self):
         output = []
         if self.possible_values:
             for key, value in self.possible_values.items():
+                value = f'{value}' if not keyword.iskeyword(value) else f'{value}_'
                 output.append({
                     'f_name': key,
                     'f_value': value,
@@ -123,6 +127,7 @@ def get_codegen_context(self, definitions):
 
 @attrs.define
 class Definitions:
+    version: Version
     fields: dict[str, FieldDef] = attrs.field(init=False, factory=dict)
     components: dict[str, Component] = attrs.field(kw_only=True, factory=dict)
     header: EntryContainer = attrs.field(kw_only=True, factory=EntryContainer)
@@ -137,6 +142,7 @@ def get_codegen_context(self):
             for message in self.messages
         ]
         return {
+            'client_session': self._client_session(),
             'fields': [field.get_codegen_context(self) for field in self.fields.values()],
             'bodies': [
                           self.header.get_codegen_context(self) | {
@@ -149,3 +155,10 @@ def get_codegen_context(self):
             'messages': message_context,
             'groups': Group.Contexts,  # always last, as it is dependent on other entries
         }
+
+    def _client_session(self):
+        if self.version == Version.FIX_4_4:
+            return 'Fix44Session'
+        if self.version in (Version.FIX_5_0, Version.FIX_5_0_2):
+            return 'Fix50Session'
+        raise ValueError(f'Version {self.version} is not supported')

src/nasdaq_protocols/fix/parser/generator.py

@@ -54,9 +54,20 @@ def generate(self):
             generated_modules.append(module_name)
             generated_files.append(generated_file)
 
+        # Generate the app module
+        Generator._generate(
+            self._context,
+            os.path.join(str(TEMPLATES_PATH), 'app.mustache'),
+            os.path.join(self.op_dir, 'app.py')
+        )
+        generated_modules.append('app')
+        generated_files.append(os.path.join(self.op_dir, 'app.py'))
+
         # Generate the __init__.py file
         if self.generate_init_file:
             context = {
+                'app_name': self.app_name,
+                'client_session': self._context['client_session'],
                 'modules': [
                     {'name': module} for module in generated_modules
                 ]

src/nasdaq_protocols/fix/parser/parser.py

@@ -31,7 +31,12 @@ def parse(file: str) -> Definitions:
     if root.tag != 'fix':
         raise ValueError('root tag is not fix')
 
-    version = int(f'{root.get("major")}{root.get("minor")}')
+    version_str = f'{root.get("major")}{root.get("minor")}'
+    servicepack = int(root.get('servicepack', '0'))
+    if servicepack > 0:
+        version_str += f'{servicepack}'
+    version = int(version_str)
+
     try:
         version = Version(version)
     except ValueError as v_error:
@@ -44,7 +49,7 @@ def parse(file: str) -> Definitions:
         'trailer': _handle_trailer,
         'messages': _handle_messages
     }
-    definitions = Definitions()
+    definitions = Definitions(version)
 
     for element in list(root)[::-1]:
         handlers[element.tag](definitions, root, element)

src/nasdaq_protocols/fix/parser/templates/app.mustache

@@ -0,0 +1,34 @@
+from nasdaq_protocols.common import logable
+from nasdaq_protocols import fix
+
+
+@logable
+class Message(fix.Message, app_name='{{app_name}}'):
+    def __init_subclass__(cls, **kwargs):
+        cls.log.debug("{{app_name}} Message subclassed")
+        for field in fix.Message.MandatoryFields:
+            if field not in kwargs:
+                raise ValueError(f"{field} missing when subclassing Message[{{app_name}}]")
+        kwargs['app_name'] = '{{app_name}}'
+        super().__init_subclass__(**kwargs)
+
+
+class ClientSession(fix.{{client_session}}):
+    @classmethod
+    def decode(cls, data: bytes) -> fix.Message:
+        return Message.from_bytes(data)
+
+
+async def connect_async(remote: tuple[str, int],
+                        login_msg: Message,
+                        on_msg_coro = None,
+                        on_close_coro = None,
+                        client_heartbeat_interval: int = 10,
+                        server_heartbeat_interval: int = 10) -> fix.FixSession:
+    session = ClientSession(
+        on_msg_coro=on_msg_coro,
+        on_close_coro=on_close_coro,
+        client_heartbeat_interval=client_heartbeat_interval,
+        server_heartbeat_interval=server_heartbeat_interval
+    )
+    return await fix.connect_async(remote, login_msg, lambda: session)

src/nasdaq_protocols/fix/parser/templates/fields.mustache

@@ -9,7 +9,7 @@ class {{name}}(fix.Field, Tag="{{tag}}", Name="{{name}}", Type=fix.{{type}}):
 {{/values}}
     }
 {{#values}}
-    {{f_value}} = {{#quote}}'{{/quote}}{{f_name}}{{#quote}}'{{/quote}},
+    {{f_value}} = {{#quote}}'{{/quote}}{{f_name}}{{#quote}}'{{/quote}}
 {{/values}}
 
 

src/nasdaq_protocols/fix/parser/templates/init.mustache

@@ -1,3 +1,5 @@
+from nasdaq_protocols import fix
 {{#modules}}
 from .{{name}} import *
 {{/modules}}
+

src/nasdaq_protocols/fix/parser/templates/messages.mustache

@@ -1,16 +1,20 @@
 from nasdaq_protocols import fix
 from . import {{module_prefix}}_groups as groups
 from . import {{module_prefix}}_bodies as bodies
+from .app import Message as Message
 
 
 {{#messages}}
-class {{name}}(fix.Message,
+class {{name}}(Message,
                Name="{{name}}",
                Type="{{tag}}",
                Category="{{category}}",
                HeaderCls=bodies.Header,
                BodyCls=bodies.{{name}}Body,
                TrailerCls=bodies.Trailer):
+    Header: bodies.Header
+    Body: bodies.{{name}}Body
+    Trailer: bodies.Trailer
 {{#entries}}
     {{^is_group}}
     {{field.name}}: {{field.type_hint}}

src/nasdaq_protocols/fix/parser/version_types.py

@@ -16,15 +16,15 @@ class Version(enum.IntEnum):
     FIX_4_2 = 42
     FIX_4_4 = 44
     FIX_5_0 = 50
-    FIX_5_2 = 52
+    FIX_5_0_2 = 502
 
 
 def get_supported_types(version: Version) -> SupportedTypes:
     version_map = {
         Version.FIX_4_2: fix_42_version_types,
         Version.FIX_4_4: fix_44_version_types,
         Version.FIX_5_0: fix_50_version_types,
-        Version.FIX_5_2: fix_52_version_types
+        Version.FIX_5_0_2: fix_502_version_types
     }
     try:
         return version_map[version]()
@@ -81,10 +81,11 @@ def fix_50_version_types():
     return fix_50_types
 
 
-def fix_52_version_types():
+def fix_502_version_types():
     fix_52_types = fix_50_version_types()
     fix_52_types.update({
         'LOCALMKTDATE': types.FixLocalMktDate,
-        'TZTIMEONLY': types.FixTzTimeonly
+        'TZTIMEONLY': types.FixTzTimeonly,
+        'MULTIPLESTRINGVALUE': types.FixMultipleValueString,
     })
     return fix_52_types

src/nasdaq_protocols/fix/session.py

@@ -75,11 +75,12 @@ def send_msg(self, msg: core.Message) -> None:
         msg.validate(segments=[core.MessageSegments.BODY])
         msg.Header.SenderSubID = self.sender_sub_id
         msg.Header.TargetCompID = self.target_comp_id
+        msg.Header.SenderCompID = self.sender_comp_id
         msg.Header.MsgSeqNum = next(self.sequence)
         msg.Header.SendingTime = datetime.now(timezone.utc).strftime("%Y%m%d-%H:%M:%S")
 
         data = self._prepare_complete_msg(msg)
-        self.log.info(data)
+        self.log.debug('%s> sent message[%s]: %s', self.session_id, msg.Name, data)
         self._transport.write(data)
         self.log.debug('%s> sent message[%s]: %s', self.session_id, msg.Name, msg.as_collection())
 

tests/test_fix_codegen.py

@@ -29,7 +29,7 @@ def test__no_init_file__no_prefix__code_generated(codegen_invoker):
         prefix=prefix
     )
 
-    assert len(generated_files) == 4
+    assert len(generated_files) == 5
 
 
 def test__init_file__no_prefix__code_generated(fix_44_definitions, codegen_invoker, tmp_path, module_loader):
@@ -45,7 +45,7 @@ def test__init_file__no_prefix__code_generated(fix_44_definitions, codegen_invok
         output_dir=output_dir
     )
 
-    assert len(generated_files) == 5
+    assert len(generated_files) == 6
 
     # This ensures the generated code is correct
     generated_package = module_loader('test__init_file__no_prefix__code_generated', output_dir / '__init__.py')

tests/test_fix_parser.py

@@ -96,6 +96,37 @@ def test__fix_parser__parse__field_not_found(tmp_file_writer):
     assert str(e.value) == 'Field definition for NotFound not found'
 
 
+def test__fix_parser__parse__xml_with_service_pack(tmp_file_writer):
+    fix_502 = '''
+    <fix major="5" minor="0" servicepack="2">
+    </fix>
+    '''
+    file = tmp_file_writer(fix_502)
+
+    definitions = parse(file)
+    assert definitions.version == 502
+
+
+def test__fix_parser__parse__xml_with_keywords__keywords_are_transformed(tmp_file_writer):
+    fix_502 = '''
+    <fix major="5" minor="0" servicepack="2">
+        <fields>
+            <field number="35" name="MsgType" type="STRING" >
+                <value enum="0" description="None" />
+                <value enum="1" description="if" />
+            </field>
+        </fields>
+    </fix>
+    '''
+    file = tmp_file_writer(fix_502)
+
+    definitions = parse(file)
+    assert definitions.version == 502
+    context = definitions.fields['MsgType'].get_codegen_context(None)
+    assert context['values'][0]['f_value'] == 'None_'
+    assert context['values'][1]['f_value'] == 'if_'
+
+
 def test__fix_parser__fields_are_parsed(fix_44_definitions):
     def assert_field(name, tag, typ, total_possible_values):
         assert name in fix_44_definitions.fields

tests/testdata.py

@@ -192,7 +192,7 @@
 
 
 TEST_FIX_44_XML = """
-<fix major="4" minor="4">
+<fix major="4" minor="4" servicepack="0">
     <header>
         <field name="BeginString" required="Y"/>
         <field name="BodyLength" required="N"/>

tox.ini

@@ -28,7 +28,7 @@ deps =
     pytest-asyncio
     pytest-sugar
     pytest-cov
-commands = pytest --cov-fail-under=97  # Locking down the current cov percent as baseline
+commands = pytest --cov=src --cov-fail-under=97  # Locking down the current cov percent as baseline
 
 
 [testenv:build]