pyfixmsg
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pyfixmsg is a library for parsing, manipulating and serialising FIX messages, primarily geared towards testing.
I could not pip install pyfixmsg on MacOS M1. Not sure if it is about the OS, architecture, or the library itself
The package works really well for Fix 4.2 and 4.4 which use one single spec file. However Fix above 4.4 uses TransportDataDictionary and AppDataDictionary for two seperate fix spec file...
The test below shows the problem: ``` def test_nested_rgroup_ext(self, spec): codec = Codec(spec=spec) msg = b'35=CUS\x0134=3\x01131=some text\x01658=99\x01' \ b'295=2\x01683=2\x01688=1\x01689=1\x01688=2\x01689=2\x01683=1' \ b'\x01688=3\x01689=3\x0110=193\x01' msg = codec.parse(msg, separator=chr(1)) assert {35: 'CUS', 34: '3',...
The spec has the following message: ``` ``` and the component looks like: ``` ``` when trying to parse the raw message, I see this ``` >>> messages[2].strip() b'8=FIX.4.3\x019=151\x0135=R\x0134=3\x0149=9222237_TEST\x0150=FX\x0152=20200616-18:25:26\x0156=SAXOQ UOTE_TEST\x01131=1\x01146=3\x0155=AUD/CA\x01460=4\x01303=2\x0155=AUD/CHF\x01460=4\x01303=2\x0155=EUR...