fixtureqa 0.4.9__tar.gz → 0.4.10__tar.gz

{fixtureqa-0.4.9/fixtureqa.egg-info → fixtureqa-0.4.10}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: fixtureqa
-Version: 0.4.9
+Version: 0.4.10
 Summary: FIXture — FIX Protocol Testing Tool
 Requires-Python: >=3.10
 License-File: LICENSE

{fixtureqa-0.4.9 → fixtureqa-0.4.10}/fixture/core/perf_engine.py

@@ -439,6 +439,15 @@ class PerfRun:
         cfg = self.config
         self.stats.amends_received += 1
         if of.get(cfg.correlation_tag) is None:
+            # Can't reply — there is nothing to echo for the client to correlate.
+            # Classic cause: the OMS rebuilds the 35=G downstream and drops the
+            # custom tag it passes through fine on NewOrderSingle.
+            self.stats.amends_uncorrelated += 1
+            if self.stats.amends_uncorrelated == 1:
+                self.warnings.append(
+                    f"venue received 35=G without correlation tag "
+                    f"{cfg.correlation_tag} — no replace ack sent; check the "
+                    f"counterparty passes the tag through on amends")
             return
         order_qty = _to_int(of.get(T_ORDERQTY), 0)
         px = of.get(T_PRICE) or "0"
@@ -540,10 +549,33 @@ class PerfRun:
         sub = self._client_sub
         while True:
             inb = await sub.get()
+            if inb.msg_type == "9":
+                self._on_cancel_reject(inb.fields)
+                continue
             if inb.msg_type != "8":
                 continue
             self._on_exec_report(inb.fields, inb.recv_perf_ns or time.perf_counter_ns())
 
+    def _on_cancel_reject(self, f: dict) -> None:
+        """OrderCancelReject (35=9): the counterparty refused the amend. Count
+        it (these would otherwise be invisible — only 35=8 is correlated) and
+        release the in-flight amend so the order finalizes normally instead of
+        being reaped as amends_lost."""
+        self.stats.amend_rejects += 1
+        if self.stats.amend_rejects == 1:
+            self.warnings.append(
+                "counterparty rejected an amend (35=9 OrderCancelReject) — "
+                "it may not match OrigClOrdID(41) against its own order chain")
+        corr = f.get(self.config.correlation_tag)
+        entry = self._pending.get(corr) if corr is not None else None
+        if entry is None or not entry.get("amend_inflight"):
+            return
+        entry["amend_inflight"] = False
+        entry["pending_clordid"] = None        # chain tip stays at the last accepted
+        if entry.get("completed"):
+            self._pending.pop(corr, None)
+            self._finalize(entry, "filled")
+
     def _on_exec_report(self, f: dict, now_ns: int) -> None:
         cfg = self.config
         corr = f.get(cfg.correlation_tag)
@@ -722,6 +754,7 @@ class PerfRun:
                 amends_sent=self.stats.amends_sent,
                 replaces_received=self.stats.replaces_received,
                 amends_lost=self.stats.amends_lost,
+                amend_rejects=self.stats.amend_rejects,
                 aps_live=round(aps, 1),
                 scenarios_dispatched=self.stats.scenarios_dispatched,
                 scenarios_per_sec=round(sps, 1),
@@ -735,7 +768,8 @@ class PerfRun:
                 fills_sent=self.stats.fills_sent, fps_live=round(fps, 1),
                 fill_ratio=round(self.stats.fill_ratio(), 3),
                 unfilled=max(0, self.stats.orders_sent - self.stats.completions),
-                amends_received=self.stats.amends_received)
+                amends_received=self.stats.amends_received,
+                amends_uncorrelated=self.stats.amends_uncorrelated)
         snap = LiveSnapshot(
             run_id=self.run_id, status=self.status, mode=self.config.mode,
             elapsed_s=round(self._elapsed_s(), 1), duration_s=self.config.test.duration,

{fixtureqa-0.4.9 → fixtureqa-0.4.10}/fixture/core/perf_models.py

@@ -199,6 +199,7 @@ class ClientLeg(BaseModel):
     amends_sent: int = 0
     replaces_received: int = 0
     amends_lost: int = 0
+    amend_rejects: int = 0
     aps_live: float = 0.0
     scenarios_dispatched: int = 0
     scenarios_per_sec: float = 0.0
@@ -215,6 +216,7 @@ class VenueLeg(BaseModel):
     unfilled: int = 0
     venue_proc_us_p50: float = 0.0
     amends_received: int = 0
+    amends_uncorrelated: int = 0
 
 
 class SnapshotErrors(BaseModel):

{fixtureqa-0.4.9 → fixtureqa-0.4.10}/fixture/core/perf_stats.py

@@ -122,7 +122,9 @@ class PerfStats:
         self.amends_sent = 0         # client sent a 35=G
         self.replaces_received = 0   # client got a Replaced ack (150=5)
         self.amends_lost = 0         # amend in flight when its order was reaped
+        self.amend_rejects = 0       # client got an OrderCancelReject (35=9)
         self.amends_received = 0     # venue saw an inbound 35=G
+        self.amends_uncorrelated = 0  # inbound 35=G lacked the correlation tag (no reply)
         self.lost_timeout = 0
         self.dropped = 0
         self.rejected = 0
@@ -179,7 +181,9 @@ class PerfStats:
             "amends_sent": self.amends_sent,
             "replaces_received": self.replaces_received,
             "amends_lost": self.amends_lost,
+            "amend_rejects": self.amend_rejects,
             "amends_received": self.amends_received,
+            "amends_uncorrelated": self.amends_uncorrelated,
             "lost_timeout": self.lost_timeout,
             "dropped": self.dropped,
             "rejected": self.rejected,

fixtureqa-0.4.9/fixture/static/assets/index-DrmyYeG0.js → fixtureqa-0.4.10/fixture/static/assets/index-BFPDQdQb.js

@@ -99,4 +99,4 @@ Please change the parent <Route path="${b}"> to <Route path="${b==="/"?"*":`${b}
       ]
     }
   ]
-}`;function qz({onClose:e}){const[t,r]=h.useState(""),[n,a]=h.useState(""),[i,o]=h.useState(!1);h.useEffect(()=>{Z.specOverlay.get().then(c=>r(JSON.stringify(c,null,2))).catch(console.error)},[]);async function s(){a("");let c;try{c=JSON.parse(t)}catch{a("Invalid JSON");return}o(!0);try{await Z.specOverlay.set(c),e()}catch(u){a(u instanceof Error?u.message:"Save failed")}finally{o(!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. 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{fixtureqa-0.4.9 → fixtureqa-0.4.10}/fixture/static/index.html

@@ -5,7 +5,7 @@
     <meta name="viewport" content="width=device-width, initial-scale=1.0" />
     <link rel="icon" type="image/svg+xml" href="/favicon.svg" />
     <title>FIXture</title>
-    <script type="module" crossorigin src="/assets/index-DrmyYeG0.js"></script>
+    <script type="module" crossorigin src="/assets/index-BFPDQdQb.js"></script>
     <link rel="modulepreload" crossorigin href="/assets/ag-grid-_QKprVdm.js">
     <link rel="stylesheet" crossorigin href="/assets/index-BwQf-cei.css">
   </head>

{fixtureqa-0.4.9 → fixtureqa-0.4.10/fixtureqa.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: fixtureqa
-Version: 0.4.9
+Version: 0.4.10
 Summary: FIXture — FIX Protocol Testing Tool
 Requires-Python: >=3.10
 License-File: LICENSE

{fixtureqa-0.4.9 → fixtureqa-0.4.10}/fixtureqa.egg-info/SOURCES.txt

@@ -63,9 +63,9 @@ fixture/fix_specs/FIX44.xml
 fixture/static/favicon.svg
 fixture/static/index.html
 fixture/static/assets/ag-grid-_QKprVdm.js
+fixture/static/assets/index-BFPDQdQb.js
 fixture/static/assets/index-BwQf-cei.css
 fixture/static/assets/index-CyNOPa0n.js
-fixture/static/assets/index-DrmyYeG0.js
 fixture/static/assets/react-vendor-2eF0YfZT.js
 fixture/ui/__init__.py
 fixtureqa.egg-info/PKG-INFO

{fixtureqa-0.4.9 → fixtureqa-0.4.10}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "fixtureqa"
-version = "0.4.9"
+version = "0.4.10"
 description = "FIXture — FIX Protocol Testing Tool"
 requires-python = ">=3.10"
 dependencies = [

{fixtureqa-0.4.9 → fixtureqa-0.4.10}/tests/test_perf_engine.py

@@ -727,3 +727,57 @@ async def test_venue_amend_without_pending_replace():
     venue_msgs = [f for sid, f in run._sm.sent if sid == "v"]
     assert [f.get(150) for f in venue_msgs] == ["5"]
     assert run.stats.amends_received == 1
+
+
+async def test_amend_reject_counts_and_releases_order():
+    # A 35=9 OrderCancelReject ends the in-flight amend: counted as a reject
+    # (not lost), chain tip NOT promoted, and the order still finalizes.
+    cfg = _cfg(amend=AmendConfig(enabled=True, every_n_fills=1, max_per_order=1))
+    run = _run(cfg)
+    run._register_pending(_amend_meta("A3"))
+    entry = run._pending["A3"]
+    run._on_exec_report({376: "A3", 25116: "F1", 14: "50", 38: "100",
+                         150: "1", 39: "1"}, time.perf_counter_ns())
+    await asyncio.sleep(0.01)
+    assert run.stats.amends_sent == 1 and entry["amend_inflight"]
+
+    run._on_cancel_reject({376: "A3", 11: entry["pending_clordid"], 41: "PCL-ORIG"})
+    assert run.stats.amend_rejects == 1
+    assert not entry["amend_inflight"]
+    assert entry["clordid"] == "PCL-ORIG"            # chain tip unchanged
+    assert any("OrderCancelReject" in w for w in run.warnings)
+
+    run._on_exec_report({376: "A3", 25116: "F2", 14: "100", 38: "100",
+                         150: "2", 39: "2"}, time.perf_counter_ns())
+    assert run.stats.completions == 1
+    assert "A3" not in run._pending                  # finalized normally
+    assert run.stats.amends_lost == 0                # rejected ≠ lost
+
+
+async def test_amend_reject_after_completion_finalizes():
+    # Reject arriving after the final fill (entry deferred for the amend) must
+    # still release and finalize the order as filled.
+    cfg = _cfg(amend=AmendConfig(enabled=True, every_n_fills=1, max_per_order=1))
+    run = _run(cfg)
+    run._register_pending(_amend_meta("A4"))
+    run._on_exec_report({376: "A4", 25116: "F1", 14: "50", 38: "100",
+                         150: "1", 39: "1"}, time.perf_counter_ns())
+    await asyncio.sleep(0.01)
+    run._on_exec_report({376: "A4", 25116: "F2", 14: "100", 38: "100",
+                         150: "2", 39: "2"}, time.perf_counter_ns())
+    assert "A4" in run._pending                      # held for the amend
+    run._on_cancel_reject({376: "A4"})
+    assert run.stats.amend_rejects == 1
+    assert "A4" not in run._pending
+    assert [r["status"] for r in run._writer.msgs
+            if r["corr_id"] == "A4"] == ["filled"]
+
+
+async def test_venue_amend_without_corr_counts_uncorrelated():
+    run = _run(_cfg(amend=AmendConfig(enabled=True)))
+    await run._handle_amend({35: "G", 11: "NEW-3", 41: "OLD-3",
+                             38: "100", 44: "10.05"})   # no 376
+    assert run.stats.amends_received == 1
+    assert run.stats.amends_uncorrelated == 1
+    assert not [f for sid, f in run._sm.sent if sid == "v"]   # no reply possible
+    assert any("without correlation tag" in w for w in run.warnings)