simplefix

simplefix is a lightweight implementation of the FIX (Financial Information eXchange) application-layer protocol. It is designed for the creation, encoding, and decoding of FIX messages.

Key Characteristics:

• Application-layer only: It does not handle socket communication, network transport, or connection management.
• No persistence/recovery: It does not implement FIX session-layer features like message persistence or sequence number recovery.
• Use case: Use simplefix when you need to manipulate FIX message structures (encoding/decoding) within your own application logic or custom transport layer, rather than needing a full-blown FIX Engine (like QuickFIX) that manages connections and sessions.

To generate a correctly formatted FIX message as a byte buffer, call the encode() method on a message object. This process automatically orders the fields correctly and calculates/sets the required BodyLength (9) and Checksum (10) fields.

byte_buffer = message.encode()

To parse FIX messages from a byte stream (e.g., from a socket), instantiate a simplefix.FixParser. Use append_buffer() to add incoming bytes to the parser's internal reassembly buffer. Call get_message() to attempt to extract a complete message.

If no complete message is available in the buffer, get_message() returns None. If a complete message is found, it returns a FixMessage instance.

parser = simplefix.FixParser()

# Append bytes received from a socket
parser.append_buffer(response_from_socket)

# Retrieve the next complete message
message = parser.get_message()
if message:
    # Process message
    pass

To run the full suite of unit tests from a local shell, set the PYTHONPATH to the current directory and execute the test/all.py script. Note that you may see a DeprecationWarning regarding append_time(), but you should expect approximately 90 tests to pass.

env PYTHONPATH=. python test/all.py

To create a FIX message, instantiate the FixMessage class. You should typically include the standard header tags: 8, 34, 35, 49, 52, and 56.

import simplefix

message = simplefix.FixMessage()

The easiest way to install simplefix is using pip. You can pin a specific version in your requirements.txt or project.toml to ensure stability.

pip install simplefix

If you prefer to work with the source code directly, you can clone the repository, download a tarball, or download a zipball from GitHub.

Once you have the source code, you can install it into your site-packages using setup.py.

# Clone the repository
$ git clone git://github.com/da4089/simplefix.git

# Download the tarball
$ curl -OL https://github.com/da4089/simplefix/tarball/master

# Download the zipball
$ curl -OL https://github.com/da4089/simplefix/zipball/master

# Install from source
$ python setup.py install

If you need to manually control the ordering of fields or override the automatic calculation of the BodyLength (9) and Checksum (10) fields, call encode(True). This 'raw' mode disables the default automatic formatting and is primarily intended for creating known-bad messages for testing purposes.

byte_buffer = message.encode(True)

You can use simplefix in two ways. The recommended approach is to import the module itself to maintain its internal structure and avoid namespace pollution. Alternatively, you can use from simplefix import * to import all public bindings directly into your namespace; the package explicitly manages its namespace to ensure only public features are exposed via this method.

import simplefix

message = simplefix.FixMessage()

You can filter the test execution by passing the class name or a specific method name as arguments to test/all.py.

To run all tests within a specific class, pass the class name. To run a single test method, pass the class name followed by the method name.

# Run a specific test class
env PYTHONPATH=. python test/all.py ParserTest

# Run a single test method
env PYTHONPATH=. python test/all.py ParserTest.test_raw_data