itchfeed 1.0.3__py3-none-any.whl → 1.0.4__py3-none-any.whl

itch/__init__.py

@@ -6,5 +6,6 @@ __author__ = "Bertin Balouki SIMYELI"
 __copyright__ = "2025 Bertin Balouki SIMYELI"
 __email__ = "bertin@bbstrader.com"
 __license__ = "MIT"
-__version__ = "1.0.0"
+__version__ = "1.0.4"
+
 

itch/messages.py

@@ -35,6 +35,13 @@ class MarketMessage(object):
     def __repr__(self):
         return repr(self.decode())
 
+    def pack(self) -> bytes:
+        """
+        Packs the message into bytes using the defined message_pack_format.
+        This method should be overridden by subclasses to include specific fields.
+        """
+        pass
+
     def set_timestamp(self, ts1: int, ts2: int):
         """
         Reconstructs a 6-byte timestamp (48 bits) from two 32-bit unsigned integers.
@@ -1598,3 +1605,51 @@ messages: Dict[bytes, Type[MarketMessage]] = {
     b"N": RetailPriceImprovementIndicator,
     b"O": DLCRMessage,
 }
+
+
+def create_message(message_type: bytes, **kwargs) -> Type[MarketMessage]:
+    """
+    Creates a new message of a given type with specified attributes.
+
+    This function simplifies the process of message creation by handling
+    the instantiation and attribute setting for any valid message type.
+    It's particularly useful for simulating trading environments or
+    generating test data without manually packing and unpacking bytes.
+
+    Args:
+        message_type (bytes):
+            A single-byte identifier for the message type (e.g., b'A'
+            for AddOrderNoMPIAttributionMessage).
+        **kwargs:
+            Keyword arguments representing the attributes of the message.
+            These must match the attributes expected by the message class
+            (e.g., `stock_locate`, `timestamp`, `price`).
+
+    Returns:
+        MarketMessage:
+            An instance of the corresponding message class, populated with
+            the provided attributes.
+
+    Raises:
+        ValueError:
+            If the `message_type` is not found in the registered messages.
+    """
+    message_class = messages.get(message_type)
+    if not message_class:
+        raise ValueError(f"Unknown message type: {message_type.decode()}")
+
+    # Create a new instance without calling __init__
+    # __init__ is for unpacking, not creating
+    instance = message_class.__new__(message_class)
+
+    # Set attributes from kwargs
+    for key, value in kwargs.items():
+        if key == 'timestamp':
+            # Timestamps are 48-bit, so we need to mask the original value
+            value &= ((1 << 48) - 1)
+        setattr(instance, key, value)
+
+    # Set the message_type attribute on the instance, as it's used by pack()
+    instance.message_type = message_type
+
+    return instance

{itchfeed-1.0.3.dist-info → itchfeed-1.0.4.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: itchfeed
-Version: 1.0.3
+Version: 1.0.4
 Summary: Simple parser for ITCH messages
 Home-page: https://github.com/bbalouki/itch
 Download-URL: https://pypi.org/project/itchfeed/
@@ -52,6 +52,8 @@ Dynamic: summary
 *   [Usage](#usage)
     *   [Parsing from a Binary File](#parsing-from-a-binary-file)
     *   [Parsing from Raw Bytes](#parsing-from-raw-bytes)
+    *   [Creating Messages Programmatically](#creating-messages-programmatically)
+    *   [Example with Real-World Sample Data](#example-with-real-world-sample-data)
 *   [Interpreting Market Data (Conceptual Overview)](#interpreting-market-data-conceptual-overview)
 *   [Supported Message Types](#supported-message-types)
 *   [Data Representation](#data-representation)
@@ -211,6 +213,78 @@ while not message_queue.empty():
 
 ```
 
+### Creating Messages Programmatically
+
+In addition to parsing, `itch` provides a simple way to create ITCH message objects from scratch. This is particularly useful for:
+- **Testing:** Generating specific message sequences to test your own downstream applications.
+- **Simulation:** Building custom market simulators that produce ITCH-compliant data streams.
+- **Data Generation:** Creating custom datasets for analysis or backtesting.
+
+The `create_message` function is the primary tool for this purpose. It takes a `message_type` and keyword arguments corresponding to the desired message attributes.
+
+Here's a basic example of how to create a `SystemEventMessage` to signal the "Start of Messages":
+
+```python
+from itch.messages import create_message, SystemEventMessage
+
+# Define the attributes for the message
+event_attributes = {
+    "stock_locate": 1,
+    "tracking_number": 2,
+    "timestamp": 1651500000 * 1_000_000_000,
+    "event_code": b"O"
+}
+
+# Create the message object
+system_event_message = create_message(b"S", **event_attributes)
+
+# You can now work with this object just like one from the parser
+print(isinstance(system_event_message, SystemEventMessage))
+# Expected output: True
+
+print(system_event_message)
+# Expected output: SystemEventMessage(description='System Event Message', event_code='O', message_format='!HHHIc', message_pack_format='!cHHHIc', message_size=12, message_type='S', price_precision=4, stock_locate=1, timestamp=86311638581248, tracking_number=2)
+```
+
+### Example with Real-World Sample Data
+
+You can also use the sample data provided in `tests/data.py` to create messages, simulating a more realistic scenario.
+
+```python
+from itch.messages import create_message, AddOrderNoMPIAttributionMessage
+from tests.data import TEST_DATA
+
+# Get the sample data for an "Add Order" message (type 'A')
+add_order_data = TEST_DATA[b"A"]
+
+# Create the message
+add_order_message = create_message(b"A", **add_order_data)
+
+# Verify the type
+print(isinstance(add_order_message, AddOrderNoMPIAttributionMessage))
+# Expected output: True
+
+# Access its attributes
+print(f"Stock: {add_order_message.stock.decode().strip()}")
+# Expected output: Stock: AAPL
+
+print(f"Price: {add_order_message.decode_price('price')}")
+# Expected output: Price: 150.1234
+
+# Test all message types in the sample data
+for message_type, sample_data in TEST_DATA.items():
+    print(f"Creating message of type {message_type}")
+    message = create_message(message_type, **sample_data)
+    print(f"Created message: {message}")
+    print(f"Packed message: {message.pack()}")
+    print(f"Message size: {message.message_size}")
+    print(f"Message Attributes: {message.get_attributes()}")
+    assert len(message.pack()) ==  message.message_size
+    print()
+```
+
+By leveraging `create_message`, you can build robust test suites for your trading algorithms, compliance checks, or data analysis pipelines without needing a live data feed.
+
 ## Interpreting Market Data (Conceptual Overview)
 
 Parsing individual ITCH messages is the first step; understanding market dynamics often requires processing and correlating a sequence of these messages. This library provides the tools to decode messages, but interpreting their collective meaning requires building further logic.

itchfeed-1.0.4.dist-info/RECORD

@@ -0,0 +1,9 @@
+itch/__init__.py,sha256=M9Jirj4-XXdaCoTcU2_g89z7JHK8mDtJflTFf9HnU-k,205
+itch/indicators.py,sha256=-Ed2M8I60xGQ1bIPZCGCKGb8ayT87JAnIaosfiBimXI,6542
+itch/messages.py,sha256=lm5pKQ00ETMbTij9HqaYVrN08JJdQe-mZKB_C7IAetU,63934
+itch/parser.py,sha256=BOrkGsmRkcYnXSf5S9yqrwzP0jqtkH5mGCpWCeiWNTg,6155
+itchfeed-1.0.4.dist-info/licenses/LICENSE,sha256=f2u79rUzh-UcYH0RN0Ph0VvVYHBkYlVxtguhKmrHqsw,1089
+itchfeed-1.0.4.dist-info/METADATA,sha256=HYjteeevesrGUcrjvuNlW2P-0B9k8jtL0qdovoaLZT0,33793
+itchfeed-1.0.4.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
+itchfeed-1.0.4.dist-info/top_level.txt,sha256=xwsOYShvy3gc1rfyitCTgSxBZDGG1y6bfQxkdhIGmEM,5
+itchfeed-1.0.4.dist-info/RECORD,,

itchfeed-1.0.3.dist-info/RECORD

@@ -1,9 +0,0 @@
-itch/__init__.py,sha256=m8ulOH0nET4yLoKcqWJA-VjOEZldGo932t95rHOZh4w,204
-itch/indicators.py,sha256=-Ed2M8I60xGQ1bIPZCGCKGb8ayT87JAnIaosfiBimXI,6542
-itch/messages.py,sha256=UHr4eBTtgiLg9vO53GpciAxiAO9AD9uCu8Xz3WnfadM,61927
-itch/parser.py,sha256=BOrkGsmRkcYnXSf5S9yqrwzP0jqtkH5mGCpWCeiWNTg,6155
-itchfeed-1.0.3.dist-info/licenses/LICENSE,sha256=f2u79rUzh-UcYH0RN0Ph0VvVYHBkYlVxtguhKmrHqsw,1089
-itchfeed-1.0.3.dist-info/METADATA,sha256=nfZbTBXUq5Ghq1xhls4fttblPNlpRGtqZth1h8lnx-4,30699
-itchfeed-1.0.3.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
-itchfeed-1.0.3.dist-info/top_level.txt,sha256=xwsOYShvy3gc1rfyitCTgSxBZDGG1y6bfQxkdhIGmEM,5
-itchfeed-1.0.3.dist-info/RECORD,,