fix_parser: parse messages

src/nasdaq_protocols/fix/parser/definitions.py

@@ -1,6 +1,5 @@
 from typing import Any
 
-import attr
 import attrs
 
 from nasdaq_protocols.common import TypeDefinition
@@ -13,6 +12,7 @@
     'Field',
     'Group',
     'Component',
+    'Message',
     'Definitions'
 ]
 
@@ -51,9 +51,17 @@ class Component(EntryContainer):
     name: str = attrs.field(kw_only=True)
 
 
+@attrs.define
+class Message(EntryContainer):
+    tag: str
+    name: str
+    category: str
+
+
 @attrs.define
 class Definitions:
     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)
     trailer: EntryContainer = attrs.field(kw_only=True, factory=EntryContainer)
+    messages: list[Message] = attrs.field(kw_only=True, factory=list)

src/nasdaq_protocols/fix/parser/parser.py

@@ -7,7 +7,9 @@
     FieldDef,
     Component,
     Field,
-    EntryContainer, Group
+    EntryContainer,
+    Group,
+    Message
 )
 from .version_types import (
     get_supported_types,
@@ -36,7 +38,8 @@ def parse(file: str) -> Definitions:
         'fields': partial(_handle_fields, get_supported_types(version)),
         'components': _handle_components,
         'header': _handle_header,
-        'trailer': _handle_trailer
+        'trailer': _handle_trailer,
+        'messages': _handle_messages
     }
     definitions = Definitions()
 
@@ -58,6 +61,19 @@ def _handle_trailer(definitions: Definitions, root, element) -> None:
         _handle_entry(definitions, definitions.trailer, root, entry)
 
 
+def _handle_messages(definitions: Definitions, root, element) -> None:
+    LOG.debug('parsing <messages>')
+    for msg in element:
+        message = Message(
+            tag=msg.get('msgtype'),
+            name=msg.get('name'),
+            category=msg.get('msgcat')
+        )
+        for entry in msg:
+            _handle_entry(definitions, message, root, entry)
+        definitions.messages.append(message)
+
+
 def _handle_fields(types: SupportedTypes,
                    definitions: Definitions,
                    _root,

tests/test_fix_parser.py

@@ -120,14 +120,6 @@ def assert_component(name, *fields_defn):
             assert field.required == field_defn[1]
             assert field.field.name == field_defn[0]
 
-    def assert_group(name, group, *fields_defn):
-        assert name == group.name
-        assert len(group.entries) == len(fields_defn)
-        for i, field_defn in enumerate(fields_defn):
-            field = group.entries[i]
-            assert field.field.name == field_defn[0]
-            assert field.required == field_defn[1]
-
     assert_component('InstrmtLegGrp', ('PossResend', False), ('QuoteStatus', False))
     assert_component('Instrument', ('PossResend', True), ('QuoteStatus', True))
     assert_component('InstrumentExtensionNoInstrAttribSubGroup', ('PossResend', True), ('QuoteStatus', False))
@@ -162,3 +154,34 @@ def test__fix_parser__trailer_is_parsed(fix_44_definitions):
     assert fix_44_definitions.trailer.entries[0].field.tag == '10'
     assert fix_44_definitions.trailer.entries[0].field.type == FixString
     assert fix_44_definitions.trailer.entries[0].required
+
+
+def test__fix_parser__message_is_parsed(fix_44_definitions):
+    assert len(fix_44_definitions.messages) == 1
+    message = fix_44_definitions.messages[0]
+
+    assert message.tag == 'A'
+    assert message.name == 'Logon'
+    assert message.category == 'Session'
+
+    assert len(message.entries) == 4
+    assert message.entries[0].field.name == 'HeartBtInt'
+    assert message.entries[0].required
+    assert message.entries[1].field.name == 'PossResend'
+    assert not message.entries[1].required
+    assert message.entries[2].field.name == 'QuoteStatus'
+    assert not message.entries[2].required
+    assert_group(
+        'Instrument_Group',
+        message.entries[3],
+        ('PossResend', True), ('QuoteStatus', True)
+    )
+
+
+def assert_group(name, group, *fields_defn):
+    assert name == group.name
+    assert len(group.entries) == len(fields_defn)
+    for i, field_defn in enumerate(fields_defn):
+        field = group.entries[i]
+        assert field.field.name == field_defn[0]
+        assert field.required == field_defn[1]

tests/testdata.py

@@ -200,6 +200,15 @@
     <trailer>
         <field name="CheckSum" required="Y"/>
     </trailer>
+    <messages>
+        <message name="Logon" msgtype="A" msgcat="Session">
+            <field name="HeartBtInt" required="Y"/>
+            <component name="InstrmtLegGrp" required="Y"/>
+            <group name="Instrument_Group" required="Y">
+                <component name="Instrument" required="Y"/>
+            </group>
+        </message>
+    </messages>
     <components>
         <component name="InstrmtLegGrp">
             <field name="PossResend" required="N"/>
@@ -223,6 +232,7 @@
         </component>
     </components>
     <fields>
+        <field number="108" name="HeartBtInt" type="INT" />
         <field number="10" name="CheckSum" type="STRING" />
         <field number="8" name="BeginString" type="STRING" />
         <field number="9" name="BodyLength" type="LENGTH" />