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fixlib

fixlib provides a Pythonic interface to build FIX engines. FIX messages (currently, only version 4.2 of the protocol is supported) are converted to very readable Python dictionaries. An abstract store interface is used to store messages and thereby provide the resend facilities required by the protocol. An example store based on CouchDB and couchdb-python is provided. fixlib uses the asyncore module from the standard library to efficiently handle network communication.

Requirements

  • setuptools (for easy running of tests)
  • python (tested on 2.7 and 2.6, should run on 2.5)
  • couchdb-python (if using the CouchDB store)

Changelog

Version 1.0 (???)

  • Add a side channel to support other processes submitting messages.
  • More comprehensive support for the FIX 4.2 standard.
  • Better support for repeating groups (in particular wrt ordering).

Version 0.5 (Feb 11, 2010)

  • Initial release.

Further information

fixlib is hosted on bitbucket.org. Bugs can be reported there. views.dump contains the design documents needed for the CouchDB store.

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