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kennt / fixtest Public

FIX protocol testing tool

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FIXTest - FIX Protocol Test tool

The purpose of this tool is to provide a way to test networking components using the FIX level at the system level, not unit test. Initially, I wanted a way to reproduce and document specific test cases so that I could perform regression tests at a later date. This tool provides a way of creating test cases that can act as FIX clients or as FIX servers. But this is not a simulator, the test case author is responsible for generating the actual messages and checking their correctness.

What this is not

This is not a simulator. This tool was made to help document specific test cases (thus ensuring that I could repro and verify a test case).
This is not meant for unit testing, but component level testing.
This currently only supports FIX-based protocols. In theory this could support other protocols, but I haven't tried to make it more protocol agnostic.

What is supported

Groups
Binary fields
TestRequest/Heartbeat processing

How to use

Write a configuration file
Write a testcase
Run the testcase

Configuration

The configuration is gathered from a config file. The default name for the file is my_config.py. A full description of the contents of the file may be found in sample_config.py

Here is a sample configuration file.

ROLES = < 'client': <>, 'test-server': <>, > FIX_4_2 = < # The values here are examples only. They should be customized # for your particular needs/implementation. 'protocol_version': 'FIX.4.2', 'header_fields': [8, 9], 'binary_fields': [], 'required_fields': [8, 9, 10, 35], 'group_fields': <>, 'max_length': 2048, > CONNECTIONS = [ < # connection information 'name': 'client-FIX-test-server', 'protocol': 'FIX', 'host': 'localhost', 'port': 9000, 'client': 'FixClient', 'test-server': 'FixServer', 'acts-as-server': 'test-server', # protocol information 'protocol_version': FIX_4_2['protocol_version'], 'binary_fields': FIX_4_2['binary_fields'], 'header_fields': FIX_4_2['header_fields'], 'required_fields': FIX_4_2['required_fields'], 'group_fields': FIX_4_2['group_fields'], >, ]

Sample test code

Here is an example of a test. This test sends a logon message and then a logout message. In this case, the test tool is running as a server and a client (thus all messages are logged twice, once on the sending side and once on the receiving side).

In a more typical test case, this code would be hidden inside of a base class. Logon/logout are usually performed within the setup/teardown rather than part of the test proper.

import logging from fixtest.base.asserts import assert_is_not_none, assert_tag from fixtest.base.controller import TestCaseController from fixtest.fix.constants import FIX from fixtest.fix.messages import logon_message, logout_message from fixtest.fix.transport import FIXTransportFactory class LogonController(TestCaseController): """ The base class for FIX-based TestCaseControllers. This creates a client and a server that will communicate with each other. So they will use the same link config. """ # pylint: disable=too-many-instance-attributes def __init__(self, **kwargs): super().__init__(**kwargs) self.testcase_id = 'Simple-1' self.description = 'Test of the command-line tool' config = kwargs['config'] self.server_config = config.get_role('test-server') self.server_config.update('name': 'server-9940'>) self.server_link_config = config.get_link('client', 'test-server') self.server_link_config.update(< 'sender_compid': self.server_link_config['test-server'], 'target_compid': self.server_link_config['client'], >) self.client_config = config.get_role('client') self.client_config.update('name': 'client-9940'>) self.client_link_config = config.get_link('client', 'test-server') self.client_link_config.update(< 'sender_compid': self.client_link_config['client'], 'target_compid': self.client_link_config['test-server'], >) self._servers = <> self._clients = <> factory = FIXTransportFactory('server-9940', self.server_config, self.server_link_config) factory.filter_heartbeat = False server = < 'name': 'server-9940', 'port': self.server_link_config['port'], 'factory': factory, > self._servers[server['name']] = server # In the client case we do not need to provide a # factory, Just need a transport. client = < 'name': 'client-9940', 'host': self.client_link_config['host'], 'port': self.client_link_config['port'], 'node': factory.create_transport('client-9940', self.client_config, self.client_link_config), > self._clients[client['name']] = client self._logger = logging.getLogger(__name__) def clients(self): """ The clients that need to be started """ return self._clients def servers(self): """ The servers that need to be started """ return self._servers def setup(self): """ For this case, wait until our servers are all connected before continuing with the test. """ # at this point the servers should be waiting # so startup the clients self.wait_for_client_connections(10) self.wait_for_server_connections(10) def teardown(self): pass def run(self): """ This test is a demonstration of logon and heartbeat/TestRequest processing. Usually the logon process should be done from setup(). """ client = self._clients['client-9940']['node'] client.protocol.heartbeat = 5 # We only have a single server connection server = self._servers['server-9940']['factory'].servers[0] server.protocol.heartbeat = 5 # client -> server client.send_message(logon_message(client)) # server message = server.wait_for_message(title='waiting for logon') assert_is_not_none(message) assert_tag(message, [(35, FIX.LOGON)]) # server -> client server.send_message(logon_message(server)) server.start_heartbeat(True) # client message = client.wait_for_message(title='waiting for logon ack') client.start_heartbeat(True) assert_is_not_none(message) assert_tag(message, [(35, FIX.LOGON)]) # Logout client.send_message(logout_message(client)) message = server.wait_for_message(title='waiting for logout') assert_is_not_none(message) assert_tag(message, [(35, FIX.LOGOUT)]) server.send_message(logout_message(server)) server.start_heartbeat(False) message = client.wait_for_message('waiting for logout ack') client.start_heartbeat(False) assert_is_not_none(message) assert_tag(message, [(35, FIX.LOGOUT)])

Running the test

To run this, use the command line

 fixtest -c fixtest/simple/simple_config.py fixtest/simple/logon_controller.py

Sample output

$ fixtest -c fixtest/simple/simple_config.py fixtest/simple/logon_controller.py 20:43:40.622253: ================ 20:43:40.622346: Starting test: 2022-06-27 20:43:40.622380: Module: fixtest/simple/logon_controller.py 20:43:40.622409: Controller: LogonController 20:43:40.622435: Config: fixtest/simple/simple_config.py 20:43:40.622607: 20:43:40.622641: Test case: Simple-1 20:43:40.622668: Description: Test of the command-line tool 20:43:40.622692: ================ 20:43:40.622718: server:server-9940 starting on port 9940 20:43:40.623119: fixtest.fix.transport: server:server-9940 listening on port 9940 20:43:40.623590: client:client-9940 attempting localhost:9940 20:43:40.626348: client-9940: Connection made 20:43:40.626417: fixtest.fix.transport: client:client-9940 connected to localhost:9940 20:43:40.626520: Connected: : server-9940 20:43:40.626706: server-9940: Connection made 20:43:40.825728: client-9940: message sent Logon : 8=FIX.4.2, 9=68, 35=A, 49=FixClient, 56=FixServer, 98=0, 108=5, 34=1, 52=20220627-20:43:40, 10=044 20:43:40.826382: server-9940: message received Logon : 8=FIX.4.2, 9=68, 35=A, 49=FixClient, 56=FixServer, 98=0, 108=5, 34=1, 52=20220627-20:43:40, 10=044 20:43:40.828124: server-9940: message sent Logon : 8=FIX.4.2, 9=68, 35=A, 49=FixServer, 56=FixClient, 98=0, 108=5, 34=1, 52=20220627-20:43:40, 10=044 20:43:40.828550: client-9940: message received Logon : 8=FIX.4.2, 9=68, 35=A, 49=FixServer, 56=FixClient, 98=0, 108=5, 34=1, 52=20220627-20:43:40, 10=044 20:43:40.828837: client-9940: message sent Logout : 8=FIX.4.2, 9=57, 35=5, 49=FixClient, 56=FixServer, 34=2, 52=20220627-20:43:40, 10=052 20:43:40.829239: server-9940: message received Logout : 8=FIX.4.2, 9=57, 35=5, 49=FixClient, 56=FixServer, 34=2, 52=20220627-20:43:40, 10=052 20:43:40.829514: server-9940: message sent Logout : 8=FIX.4.2, 9=57, 35=5, 49=FixServer, 56=FixClient, 34=2, 52=20220627-20:43:40, 10=052 20:43:40.829935: client-9940: message received Logout : 8=FIX.4.2, 9=57, 35=5, 49=FixServer, 56=FixClient, 34=2, 52=20220627-20:43:40, 10=052 20:43:40.830365: client-9940: Connection lost 20:43:40.830687: server-9940: Connection lost 20:43:40.830949: ================ 20:43:40.831028: Test status: ok

More sample code

This is a sample of what the code would like if the logon/logout code were removed and placed in the base class setup/teardown functions.

Thus leaving run() to perform the real test work.

import logging from fixtest.base.asserts import assert_is_not_none from fixtest.fix.messages import new_order_message, execution_report from fixtest.simple.simple_base import BaseClientServerController class SimpleClientServerController(BaseClientServerController): """ The base class for FIX-based TestCaseControllers. """ def __init__(self, **kwargs): super().__init__(**kwargs) self.testcase_id = 'Simple NewOrder test' self.description = 'Test of the command-line tool' self._logger = logging.getLogger(__name__) def run(self): """ Run the test. Here we send a new_order and then a modify. """ # client -> server self.client.send_message( new_order_message(self.client, symbol='abc', side='0', order_type='1', extra_tags=[(38, 100), # orderQty (44, 10), ])) # price # server message = self.server.wait_for_message('waiting for new order') assert_is_not_none(message) # server -> client self.server.send_message( execution_report(self.server, message, exec_trans_type='0', exec_type='0', ord_status='0', symbol='abc', side='0', leaves_qty='100', cum_qty='0', avg_px='0')) # client message = self.client.wait_for_message('waiting for new order ack') assert_is_not_none(message)

Here is the resulting output:

$ fixtest -c fixtest/simple/simple_config.py fixtest/simple/simple_test.py 20:47:29.508560: ================ 20:47:29.508693: Starting test: 2022-06-27 20:47:29.508736: Module: fixtest/simple/simple_test.py 20:47:29.508771: Controller: SimpleClientServerController 20:47:29.508802: Config: fixtest/simple/simple_config.py 20:47:29.509024: 20:47:29.509069: Test case: Simple NewOrder test 20:47:29.509104: Description: Test of the command-line tool 20:47:29.509135: ================ 20:47:29.509168: server:server-9940 starting on port 9940 20:47:29.509656: fixtest.fix.transport: server:server-9940 listening on port 9940 20:47:29.510099: client:client-9940 attempting localhost:9940 20:47:29.512695: Connected: : server-9940 20:47:29.512901: server-9940: Connection made 20:47:29.513074: client-9940: Connection made 20:47:29.513142: fixtest.fix.transport: client:client-9940 connected to localhost:9940 20:47:29.714841: client-9940: message sent Logon : 8=FIX.4.2, 9=68, 35=A, 49=FixClient, 56=FixServer, 98=0, 108=5, 34=1, 52=20220627-20:47:29, 10=055 20:47:29.717093: server-9940: message received Logon : 8=FIX.4.2, 9=68, 35=A, 49=FixClient, 56=FixServer, 98=0, 108=5, 34=1, 52=20220627-20:47:29, 10=055 20:47:29.717503: server-9940: message sent Logon : 8=FIX.4.2, 9=68, 35=A, 49=FixServer, 56=FixClient, 98=0, 108=5, 34=1, 52=20220627-20:47:29, 10=055 20:47:29.718031: client-9940: message received Logon : 8=FIX.4.2, 9=68, 35=A, 49=FixServer, 56=FixClient, 98=0, 108=5, 34=1, 52=20220627-20:47:29, 10=055 20:47:29.718405: client-9940: message sent NewOrderSingle : 8=FIX.4.2, 9=139, 35=D, 49=FixClient, 56=FixServer, 11=client-9940/20220627/1, 21=1, 55=abc, 54=0, 60=20220627-20:47:29, 40=1, 38=100, 44=10, 34=2, 52=20220627-20:47:29, 10=098 20:47:29.718884: server-9940: message received NewOrderSingle : 8=FIX.4.2, 9=139, 35=D, 49=FixClient, 56=FixServer, 11=client-9940/20220627/1, 21=1, 55=abc, 54=0, 60=20220627-20:47:29, 40=1, 38=100, 44=10, 34=2, 52=20220627-20:47:29, 10=098 20:47:29.719284: server-9940: message sent ExecutionReport : (New) : 8=FIX.4.2, 9=224, 35=8, 49=FixServer, 56=FixClient, 11=client-9940/20220627/1, 21=1, 55=abc, 54=0, 60=20220627-20:47:29, 40=1, 38=100, 44=10, 34=2, 52=20220627-20:47:29, 37=server-9940/20220627/2, 17=server-9940/20220627/1, 20=0, 150=0, 39=0, 151=100, 14=0, 6=0, 10=167 20:47:29.719792: client-9940: message received ExecutionReport : (New) : 8=FIX.4.2, 9=224, 35=8, 49=FixServer, 56=FixClient, 11=client-9940/20220627/1, 21=1, 55=abc, 54=0, 60=20220627-20:47:29, 40=1, 38=100, 44=10, 34=2, 52=20220627-20:47:29, 37=server-9940/20220627/2, 17=server-9940/20220627/1, 20=0, 150=0, 39=0, 151=100, 14=0, 6=0, 10=167 20:47:29.720099: client-9940: message sent Logout : 8=FIX.4.2, 9=57, 35=5, 49=FixClient, 56=FixServer, 34=3, 52=20220627-20:47:29, 10=064 20:47:29.720481: server-9940: message received Logout : 8=FIX.4.2, 9=57, 35=5, 49=FixClient, 56=FixServer, 34=3, 52=20220627-20:47:29, 10=064 20:47:29.720759: server-9940: message sent Logout : 8=FIX.4.2, 9=57, 35=5, 49=FixServer, 56=FixClient, 34=3, 52=20220627-20:47:29, 10=064 20:47:29.721129: client-9940: message received Logout : 8=FIX.4.2, 9=57, 35=5, 49=FixServer, 56=FixClient, 34=3, 52=20220627-20:47:29, 10=064 20:47:29.721526: server-9940: Connection lost 20:47:29.721824: client-9940: Connection lost 20:47:29.722088: ================ 20:47:29.722160: Test status: ok

Changelog

0.2.0

Upgraded code to Python 3 Moved simple to fixtest/simple (use fixtest.simple instead of simple)