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easyfix

Easy to use, low-boilerplate wrapper for QuickFIX (initiator only for now).

Motivation

Setting up a FIX application with QuickFIX is a lot of boilerplate. This is your easy fix.

This is mainly intended to experiment and explore with a FIX counterparty, or to be used in test cases. There is no effort made to make this suitable in a high performance setting.

Install

pip install easyfix

QuickFIX is not installed automatically, if you don't have it already:

pip install quickfix

Features

  • Minimalistic API for quick and no fuss FIX API exploration
  • Humanized output: converts enum fields to descriptions -- no more spending hours digging through FIX references
  • Automatically set your sequence number to the needed value if your counterparty tells you "MsgSeqNum too low". Just restarting your app if your connection gets hung usually fixes it.

Usage

More examples at example.py

Initiator

import quickfix as fix
import quickfix44 as fix44
import easyfix

# Enable verbose logging for troubleshooting
# easyfix.enable_logging()

# Finally, no need to create a whole class just to connect to a FIX server!
app = easyfix.InitiatorApp.create('example.cfg')
app.start()

while not app.logged_on:
    time.sleep(0.1)

print("Logged in!")

# Send message using normal QuickFIX messages
m = fix44.SecurityListRequest()
m.setField(fix.SecurityReqID(str(uuid.uuid4())))
m.setField(fix.SecurityListRequestType(fix.SecurityListRequestType_ALL_SECURITIES))
fix.Session.sendToTarget(m, app.session_id)

# Pull messages from a Queue
while m := app.incoming_messages.get():
    # Get field(s) by name
    #
    # Note that this does not consider repeating group hierarchies and dump
    # all fields matching the tag of the name
    #
    # Example output:
    #
    #   ["SecurityList"]
    #   ["BTC/USD", "ETH/BTC"]
    print(app.get_fields_by_name(m, 'MsgType'))
    print(app.get_fields_by_name(m, 'Symbol'))

    # Get "nicely" formatted FIX message dump. Enums are automatically converted to descriptions
    #
    # Example output:
    #
    #   BeginString=FIX.4.4|BodyLength=736|MsgType=SECURITY_LIST(y)|MsgSeqNum=1039|...
    print(app.humanize(m))

Verbose logging

You can get dump of FIX messages by enabling logging:

easyfix.enable_logging()