fixtureqa 0.4.24__tar.gz → 0.4.25__tar.gz

{fixtureqa-0.4.24/fixtureqa.egg-info → fixtureqa-0.4.25}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: fixtureqa
-Version: 0.4.24
+Version: 0.4.25
 Summary: FIXture — FIX Protocol Testing Tool
 Requires-Python: >=3.10
 License-File: LICENSE

{fixtureqa-0.4.24 → fixtureqa-0.4.25}/fixture/core/perf_payload.py

@@ -503,8 +503,13 @@ class PayloadFactory:
             order_qty = ctx["qty"]
             msg.set_field(38, str(order_qty))
         self._apply_expiry(msg, fields)
-        return msg, {"corr_id": corr, "clordid": clordid, "symbol": ctx["symbol"],
-                     "side": ctx["side"], "qty": ctx["qty"], "price": ctx["price"],
+        # Mirror the values that actually went on the wire (template-rendered when
+        # present, else the ctx defaults we just set) so amend/cancel 35=G/35=F
+        # echo the order's real Symbol(55)/Side(54), not the ORDER PAYLOAD section.
+        return msg, {"corr_id": corr, "clordid": clordid,
+                     "symbol": rendered.get(55, ctx["symbol"]),
+                     "side": rendered.get(54, ctx["side"]),
+                     "qty": ctx["qty"], "price": ctx["price"],
                      "order_qty": order_qty, "msg_type": mtype,
                      "mirror_tags": self._mirror_tags(msg)}
 

fixtureqa-0.4.24/fixture/static/assets/index-B3ccKxdv.js → fixtureqa-0.4.25/fixture/static/assets/index-76KAxdQ5.js

@@ -99,4 +99,4 @@ Please change the parent <Route path="${b}"> to <Route path="${b==="/"?"*":`${b}
       ]
     }
   ]
-}`;function fW({onClose:e}){const[t,r]=h.useState(""),[n,a]=h.useState(""),[i,s]=h.useState(!1);h.useEffect(()=>{G.specOverlay.get().then(c=>r(JSON.stringify(c,null,2))).catch(console.error)},[]);async function o(){a("");let c;try{c=JSON.parse(t)}catch{a("Invalid JSON");return}s(!0);try{await G.specOverlay.set(c),e()}catch(u){a(u instanceof Error?u.message:"Save failed")}finally{s(!1)}}return l.jsx("div",{className:"modal-overlay",onClick:e,children:l.jsxs("div",{className:"modal",style:{width:660,maxHeight:"85vh",display:"flex",flexDirection:"column"},onClick:c=>c.stopPropagation(),children:[l.jsxs("div",{className:"modal-header",children:[l.jsx("span",{children:"Spec Overlay — Custom Message Types"}),l.jsx("button",{className:"btn-icon",onClick:e,children:"✕"})]}),l.jsx("div",{style:{padding:"10px 16px 4px",fontSize:12,color:"var(--text2)"},children:"Define custom / proprietary message types (e.g. 35=U1). Fields reference standard tag numbers; use Custom Tags for non-standard tag names. Field names and types are resolved from the spec at runtime."}),l.jsx("div",{style:{flex:1,display:"flex",flexDirection:"column",padding:"8px 16px",minHeight:0},children:l.jsx("textarea",{style:{flex:1,minHeight:300,fontFamily:"var(--font)",fontSize:12,background:"var(--bg3)",color:"var(--text)",border:"1px solid var(--border)",borderRadius:4,padding:"8px 10px",resize:"none"},value:t,onChange:c=>r(c.target.value),spellCheck:!1,placeholder:dW})}),l.jsxs("div",{style:{padding:"0 16px 8px",fontSize:11,color:"var(--text2)"},children:["Schema: ",l.jsx("code",{children:'{ "messages": [{ "msg_type", "name", "category", "fields": [{ "tag", "required" }] }] }'})]}),n&&l.jsx("div",{className:"tpl-error",style:{margin:"0 16px 8px"},children:n}),l.jsxs("div",{className:"modal-footer",children:[l.jsx("button",{className:"btn btn-ghost",onClick:e,children:"Cancel"}),l.jsx("button",{className:"btn btn-primary",onClick:o,disabled:i,children:i?"Saving…":"Save overlay"})]})]})})}const 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0";if(x){if(N.orders_per_window<1||N.order_window_ms<1)return"Order rate must be > 0";if(a.split(",").map(et=>et.trim()).filter(Boolean).length===0)return"At least one symbol is required";const Z=r.payload.order;if(Z.quantity_min<1||Z.quantity_max<1||Z.quantity_min>Z.quantity_max)return"Check quantity min/max";if(Z.price_min<=0||Z.price_max<=0||Z.price_min>Z.price_max)return"Check price min/max";if(_.enabled){if(_.every_n_fills<1)return"Amend every-n-fills must be ≥ 1";if(_.amend_ratio<0||_.amend_ratio>1)return"Amend ratio must be between 0 and 1";if(_.max_per_order<0)return"Max amends per order must be ≥ 0";if(_.price_offset<=0)return"Amend price offset must be > 0";if((_.amend_wait_ms??2e3)<1)return"Amend wait must be > 0"}if(S.enabled){if(S.after_fills<0)return"Cancel after-fills must be ≥ 0";if(S.cancel_ratio<0||S.cancel_ratio>1)return"Cancel ratio must be between 0 and 1";if(S.cxl_rej_reason<0)return"Cancel reject reason must be ≥ 0"}}if(j){if(N.fills_per_window<1||N.fill_window_ms<1)return"Fill rate must be > 0";if(r.payload.fill.fills_per_order<1){if(r.payload.fill.fills_per_order!==0)return"Fills per order must be ≥ 0";if(!S.enabled)return"Fills per order 0 (ack-only) requires Cancels enabled";if(S.after_fills>0)return"Cancel after-fills must be 0 (on ack) when fills per order is 0"}if(N.fill_ratio<0||N.fill_ratio>1)return"Fill ratio must be between 0 and 1"}return null})(),W=T&&E&&k&&!C&&!f;async function L(){try{p(await G.perf.configs.list())}catch{}}h.useEffect(()=>{L()},[]),h.useEffect(()=>{G.templates.list().then(b).catch(()=>{})},[]);const H=g.filter(N=>N.msg_type==="D"),I=g.filter(N=>N.msg_type==="8"),R=!!r.payload.order_template_id,z=!!r.payload.exec_template_id,U=((mi=H.find(N=>N.id===r.payload.order_template_id))==null?void 0:mi.name)??"selected",J=((pi=I.find(N=>N.id===r.payload.exec_template_id))==null?void 0:pi.name)??"selected",ie=N=>n(Z=>({...Z,...N})),ee=N=>n(Z=>({...Z,rate:{...Z.rate,...N}})),ve=N=>n(Z=>({...Z,test:{...Z.test,...N}})),ce=N=>n(Z=>({...Z,amend:{...Lc,...Z.amend,...N}})),Pe=N=>n(Z=>({...Z,cancel:{...Fc,...Z.cancel,...N}})),$=N=>n(Z=>({...Z,payload:{...Z.payload,order:{...Z.payload.order,...N}}})),ae=N=>n(Z=>({...Z,payload:{...Z.payload,fill:{...Z.payload.fill,...N}}})),te=N=>n(Z=>({...Z,payload:{...Z.payload,...N}})),[F,B]=h.useState([]),Q=N=>{B(N),te({gen_rules:Object.fromEntries(N.filter(Z=>Z.tag.trim()).map(Z=>[Z.tag.trim(),Z.value]))})},D=(N,Z)=>Q(F.map((et,Rr)=>Rr===N?{...et,...Z}:et));function Ee(){const N=a.split(",").map(Z=>Z.trim()).filter(Boolean);return{...r,client_session_id:x?r.client_session_id:null,venue_session_id:j?r.venue_session_id:null,payload:{...r.payload,order:{...r.payload.order,symbols:N}}}}async function le(){u(""),d(!0);try{const{run_id:N}=await G.perf.runs.create(Ee());e(N)}catch(N){u(N.message??"Failed to start run")}finally{d(!1)}}async function Re(){u("");try{await G.perf.configs.save(Ee()),await L()}catch(N){u(N.message??"Failed to save config")}}async function $e(N){if(y(N),!!N){u("");try{const Z=await G.perf.configs.get(N);n(Z),i(Z.payload.order.symbols.join(", ")),B(Object.entries(Z.payload.gen_rules??{}).map(([et,Rr])=>({tag:et,value:Rr})))}catch(Z){u(Z.message??"Failed to load config")}}}async function Nt(){if(v&&window.confirm("Delete this saved config?"))try{await G.perf.configs.delete(v),y(""),await L()}catch(N){u(N.message??"Failed to delete config")}}const er=N=>{const Z=t[N];return Z?`${Z.display_name||`${Z.sender_comp_id} → ${Z.target_comp_id}`} (${Z.status})`:N},xn=w.filter(N=>N.session_role!=="venue"),hi=w.filter(N=>N.session_role!=="client");return l.jsxs("div",{className:"perf-form",children:[c&&l.jsx("div",{className:"error-msg",children:c}),l.jsxs("div",{className:"perf-form-section",children:[l.jsx("div",{className:"perf-section-title",children:"Saved 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accuracy)"}),l.jsx("option",{value:"drop_oldest",children:"drop_oldest"})]})]})]}),x&&l.jsxs("label",{className:"checkbox-label",children:[l.jsx("input",{type:"checkbox",checked:r.test.record_latency,onChange:N=>ve({record_latency:N.target.checked})}),"Record per-message latency — one CSV row per message crossing (orders, amends, cancels + acks, fills, replies); enables the per-message latency charts (one-way / round-trip). Downloads as csv.gz after the run."]}),l.jsxs("div",{className:"perf-hint",children:["An order not fully filled within the order timeout is counted ",l.jsx("strong",{children:"Lost"}),". Raise it if rate-limited fills are being flagged lost on full-fill runs."]})]}),x&&l.jsxs("div",{className:"perf-form-section",children:[l.jsx("div",{className:"perf-section-title",children:"Amends (35=G)"}),l.jsxs("label",{className:"checkbox-label",children:[l.jsx("input",{type:"checkbox",checked:_.enabled,onChange:N=>ce({enabled:N.target.checked})}),"Amend working orders — price-only OrderCancelReplaceRequest fired every nth fill"]}),_.enabled&&l.jsxs(l.Fragment,{children:[l.jsxs("div",{className:"perf-field-grid",children:[l.jsxs("label",{className:"perf-field",children:[l.jsx("span",{children:"Every n fills"}),l.jsx("input",{type:"number",min:1,value:_.every_n_fills,onChange:N=>ce({every_n_fills:Number(N.target.value)})})]}),l.jsxs("label",{className:"perf-field",children:[l.jsx("span",{children:"Amend ratio (orders)"}),l.jsx("input",{type:"number",min:0,max:1,step:.05,value:_.amend_ratio,onChange:N=>ce({amend_ratio:Number(N.target.value)})})]}),l.jsxs("label",{className:"perf-field",children:[l.jsx("span",{children:"Max amends / order (0 = no cap)"}),l.jsx("input",{type:"number",min:0,value:_.max_per_order,onChange:N=>ce({max_per_order:Number(N.target.value)})})]}),l.jsxs("label",{className:"perf-field",children:[l.jsx("span",{children:"Price offset (±)"}),l.jsx("input",{type:"number",min:1e-4,step:.01,value:_.price_offset,onChange:N=>ce({price_offset:Number(N.target.value)})})]}),l.jsxs("label",{className:"perf-field",children:[l.jsx("span",{children:"Amend wait (ms)"}),l.jsx("input",{type:"number",min:1,step:100,value:_.amend_wait_ms??2e3,onChange:N=>ce({amend_wait_ms:Number(N.target.value)})})]})]}),j&&l.jsxs("label",{className:"checkbox-label",children:[l.jsx("input",{type:"checkbox",checked:_.pending_replace,onChange:N=>ce({pending_replace:N.target.checked})}),"Pending Replace — venue replies 150=E before 150=5 (two ExecReports per amend)"]}),l.jsx("div",{className:"perf-hint",children:"Amends fire only while the order is still working — never on the final fill, so use partial fills or fills per order > 1. The 35=G keeps the order's correlation id (376); amend rate ≈ fills/s ÷ n. Latency is measured amend-2-replaced (150=5). The venue holds an order's remaining fills at each trigger point (up to Amend wait) so the replace is answered while the order is working — with real CumQty — and post-replace fills go out at the amended price."}),j&&r.payload.fill.fill_type==="full"&&r.payload.fill.fills_per_order===1&&l.jsxs("div",{className:"perf-hint",children:["⚠ With a single full fill per order there is never a working order to amend — raise ",l.jsx("strong",{children:"Fills per order"})," or use ",l.jsx("strong",{children:"partial"})," fill type."]})]})]}),x&&l.jsxs("div",{className:"perf-form-section",children:[l.jsx("div",{className:"perf-section-title",children:"Cancels (35=F)"}),l.jsxs("label",{className:"checkbox-label",children:[l.jsx("input",{type:"checkbox",checked:S.enabled,onChange:N=>Pe({enabled:N.target.checked})}),"Cancel orders — one OrderCancelRequest per order, on the ack or the nth fill"]}),S.enabled&&l.jsxs(l.Fragment,{children:[l.jsxs("div",{className:"perf-field-grid",children:[l.jsxs("label",{className:"perf-field",children:[l.jsx("span",{children:"After fills (0 = on ack)"}),l.jsx("input",{type:"number",min:0,value:S.after_fills,onChange:N=>Pe({after_fills:Number(N.target.value)})})]}),l.jsxs("label",{className:"perf-field",children:[l.jsx("span",{children:"Cancel ratio (orders)"}),l.jsx("input",{type:"number",min:0,max:1,step:.05,value:S.cancel_ratio,onChange:N=>Pe({cancel_ratio:Number(N.target.value)})})]}),j&&l.jsxs("label",{className:"perf-field",children:[l.jsx("span",{children:"Venue response"}),l.jsxs("select",{value:S.venue_response,onChange:N=>Pe({venue_response:N.target.value}),children:[l.jsx("option",{value:"reject",children:"Reject — 35=9 OrderCancelReject"}),l.jsx("option",{value:"cancel",children:"Accept — 150=4 Canceled"})]})]}),j&&S.venue_response==="reject"&&l.jsxs("label",{className:"perf-field",children:[l.jsx("span",{children:"CxlRejReason (102)"}),l.jsx("input",{type:"number",min:0,value:S.cxl_rej_reason,onChange:N=>Pe({cxl_rej_reason:Number(N.target.value)})})]})]}),l.jsxs("div",{className:"perf-hint",children:["The 35=F keeps the order's correlation id (376) and routing/identity tags; latency is measured cancel-2-reply (35=9 or 150=4). 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