changelog.md

Changelog

This changelog is used to track all major changes to WTFIX.

v0.16.3 (UNRELEASED)

Enhancements

• Switch from using coveralls.io to codecov.io
• Add support for SSL connections and toggling of SSL validation (thanks @nielsdraaisma).

v0.16.2 (2021-01-27)

Fixes

• Fix link to sponsor logo on PyPI.

v0.16.1 (2021-01-27)

Enhancements

• Update license notice.
• Include Python 3.9 in continuous integration runs.
• Update pre-commit hooks and run on all files.
• Update README with sponsor / support information.
• Switch from Travis-CI to GitHub Actions.

v0.16.0 (2020-09-11)

Enhancements

• FIX protocol specification: look up class attributes in parent classes as well. This allows new FIX protocol specifications, which can include custom tags and message types, to be derived from a standard base protocol definition.
• Stop processing messages as soon as an unhandled exception occurs. This ensures that all apps have the same state up until the point at which the exception was raised.
• The pipeline will now not process any messages for apps that have already been shut down.
• BasePipeline.stop() now accepts an optional keyword argument that can be used to pass the exception that caused the pipeline to be stopped. This makes it possible to distinguish between normal and abnormal pipeline shutdowns so that OS exit codes can be set properly by the calling process.

Fixes

• Remove tag numbers >= 956 from the standard FIX 4.4 protocol definition. These all fall within the customer-defined number range and do not form part of the official standard.
• Remove non-standard message types from the FIX 4.4. protocol definition.
• Don't re-raise exceptions in asyncio tasks that trigger a pipeline shutdown. This prevents the application's stop() method from being interrupted before it has been fully processed.

v0.15.3 (2020-08-11)

Fixes

• Avoid AttributeError when a ConnectionError occurs in the client_session app.
• Refactor task cancellation: client should take responsibility for final task cancellation / cleanup instead of the pipeline. This ensures that the client itself is not also cancelled as part of a pipeline shutdown.
• Only call super().stop() after an app has completed all of its own shutdown routines.
• Don't allow misbehaving apps from interrupting a pipeline shutdown. This ensures that the pipeline can always be shut down, and all outstanding asyncio tasks cancelled, even if one or more apps raise and exceptions while stopping.

v0.15.2 (2020-08-05)

Fixes

• client_session: Don't wait for writer to close when shutting down in order to avoid hangs due to network errors.
• Use the recommended asyncio.create_task to create new Tasks, which is preferred to asyncio.ensure_future.
• Fix issue that caused the client_session listener task to hang during shutdown.

v0.15.1 (2020-07-28)

Fixes

• Fix cancellation of various asyncio tasks causing the pipeline to hang during shutdown.

v0.15.0 (2020-07-28)

Enhancements

• Refactor graceful shutdown of pipeline to cancel all tasks in parallel and log all exceptions.
• Update exception handling routines to reference the standard asyncio exceptions that were moved to the new asyncio.exceptions package in Python 3.8.
• Now requires Python >= 3.8.
• BREAKING CONFIG CHANGES (please update your .env and settings files in wtfix.config.settings):
  • Rename REDIS_URI config parameter to REDIS_WTFIX_URI so that WTFIX can be incorporated into existing applications without affecting their configuration settings.

Fixes

• SeqNumManagerApp: wait until a buffered Message has been completely processed before submitting the next one.
• RedisPubSubApp: Release Redis connection before attempting to close the Redis pool.

v0.14.3 (2020-04-29)

Enhancements

• Relax dependency version requirements in setup.py.
• Update dependencies to latest major versions.

v0.14.2 (2019-12-16)

Fixes

• Re-raise all exceptions that cause the pipeline to terminate abnormally so that they can be reported and dealt with at the operating system level. Useful if pipeline is being monitored by something like supervisord.

v0.14.1 (2019-11-27)

Fixes

• Set logging level of 'wtfix' logger to LOGGING_LEVEL when it is first requested.
• Fix bug in _replay_buffered_messages that prevented buffered messages from being received.

v0.14.0 (2019-11-15)

Enhancements

• Fix Python 3.8 compatibility issues.
• Switch to using a context manager for managing the active FIX connection / protocol.

v0.13.0 (2019-11-14)

Enhancements

• BREAKING CONFIG CHANGES (please update your settings files in wtfix.config.settings):

  • The MESSAGE_STORE parameters now form part of the CONNECTION section. This allows individual message stores to be configured when multiple connections need to be run simultaneously.
  • Add configuration option for specifying which JSON encoder / decoder to use when adding messages to a message store.
  • The FIX protocol and version can now be configured for individual CONNECTIONS. This lays the foundation for supporting various different protocols and versions in the future. FIX 4.4 is currently the default.

• Add PipelineTerminationApp and use del to encourage the Python interpreter to garbage collect a message once it has reached either end of the pipeline.

• Upgrade aioredis dependency to version 1.3

• Remove dependency on unsync which has become largely redundant with the new async features released as part of Python 3.7.

• Now requires Python >= 3.7.

v0.12.4 (2019-09-02)

Fixes

• Update dependencies to latest versions.
• Change RedisPubSubApp to allow subclasses to override the Redis sending channel name via RedisPubSubApp.SEND_CHANNEL

v0.12.3 (2019-07-04)

Fixes

• Fixed encoding of PossDupFlag in EncoderApp.
• Fixed setting of OrigSendingTime tag for messages that are resent.

v0.12.2 (2019-07-04)

Fixes

• ClientSessionApp: handle NoneType error when shutting down.

v0.12.1 (2019-07-04)

Fixes

• Prevent a pipeline shutdown from being triggered multiple times.
• Less verbose logging of connection errors that occur during shutdown / logout.

v0.12.0 (2019-06-06)

Enhancements

• Repeating group templates can now be configured on a per-message-type basis.

v0.11.0 (2019-05-27)

Enhancements

• Make username and password optional for Logon messages.
• Fixed an issue that caused only one Heartbeat timer to be used for both sending and receiving messages.
• Collections of FIXMessages can now be sorted by their sequence numbers.

Fixes

• Set SendingTime before message is added to the message store (Fixes #2).
• Enforce serial processing: wait until a message has been propagated through the entire pipeline before receiving the next message.

v0.10.0 (2019-05-13)

Enhancements

• Automatically start a new session if no relevant .sid file can be found.
• Heartbeat monitor now proactively sends heartbeats as well, in compliance with the FIX protocol specification.
• Pipeline now shuts down gracefully on SIGTERM and SIGINT signals in addition to CTRL+C.

Fixes

• Fix path to .sid files.

v0.9.0 (2019-05-02)

Enhancements

• Added RedisPubSubApp for sending / receiving messages using the redis Pub/Sub messaging paradigm.
• Various performance optimizations.

Fixes

• Add missing dependencies to setup.py.

v0.8.0 (2019-04-30)

Enhancements

• FIX sessions are now resumed between different connections by default. Pass parameter -new_session when calling the pipeline in order to reset sequence numbers and initialize a new session.
• Rename 'sessions' to 'connections' to align with FIX protocol terminology.
• Gap fill processing is now more reliable, and will queue messages that are received out of order until the gaps have been filled.
• Set exit codes on pipeline termination so that caller can take appropriate action.
• Add MessageStoreApp, with default implementations for in-memory and redis-based stores for caching and / or persisting messages to database.
• Convert all on_send and on_receive handlers to async and await.
• Messages are now sent in separate Tasks to avoid holding up the main event loop.
• AuthenticationApp now blocks all incoming and outgoing messages until authentication has been completed.

v0.7.0 (2019-04-21)

Enhancements

• Add support for deleting a Field from a FieldMap by its tag name. E.g. del message.PossDupFlag.
• Add pre-commit hooks for checking code style and quality.
• Fix PEP8 code style violations reported by flake8.
• Update code quality dependencies (flake, black, etc.).

v0.6.0 (2019-04-01)

Enhancements

• Refactor FieldSet to better emulate the Python built-it container types.
• Rename FieldSet to FieldMap, ListFieldSet to FieldList, and OrderedDictFieldSet to FieldDict. Deprecate and remove old classes.
• Implement all of the MutableSequence abstract base class methods for Field.
• Operations can now be performed directly between Field.value and Python's built-in literals (e.g. Field(1, "abc") + "def" will return Field(1, "abcdef")).
• Replace as_str, as_bool, and as_int with Python special methods to allow more natural casting using str(), bool(), and int(). Add new float() method for casting Fields to float.
• Deprecate and remove FieldValue class.
• Field ordering is no longer significant when comparing FieldMaps with other Sequences.
• Replace raw property for converting Fields and FieldMaps to a byte sequence with bytes().
• Add frombytes() and fields_frombytes() methods to Field for creating new Field instances from byte sequences.
• Optimize memory usage of Fields by adding a __slots__ attribute.
• Make Field instances hashable by implementing __hash__ and __eq__.
• Add __format__ implementation to Field, with a custom t option, for printing fields with their tag names.
• Convert the FIX representation of 'null' ("-2147483648") to None when constructing a Field for more natural usage in Python.
• Now Encodes boolean Field values to "Y/N".
• Remove Message.get_group() and Message.set_group() in favor of handling group fields like any other Field in the message.
• Remove deprecated InvalidGroup exception.

v0.5.0 (2019-03-15)

Enhancements

• JSON encode / decode directly to and form FIXMessage instead of FieldSet.

v0.4.0 (2019-03-12)

Enhancements

• Split logging app into separate inbound and outbound processors so that the respective loggers can be injected in different parts of the pipeline.
• Add JSON encoder / decoder for FieldSets - allows messages to be JSON encoded.

Fixes

• Fix WSGI callable to use session_name parameter correctly.

v0.3.0 (2019-03-10)

Enhancements

• Move wsgi.py to global config package.
• Add gunicorn support for running WTFIX and Flask in production environments.
• Add guidelines for doing production deployments.
• Provide JsonResultResponse structure for wrapping REST API responses.

Fixes

• Fix WSGI callable to use session_name parameter correctly.

v0.2.0 (2019-03-10)

Enhancements

• Add support for configuring multiple FIX sessions using the SESSIONS config parameter.
• Different pipeline connections can now be initiated by using the --sessions command line parameter with run_client.py.
• New LoggingApp for logging of inbound and outbound messages.
• New RESTfulServiceApp for sending messages via a REST API.

Fixes

• Don't raise an exception if a heartbeat message (0) is received unexpectedly.

v0.1.2 (2019-03-05)

• Fix test build dependencies.

v0.1.1 (2019-03-05)

• Add missing aiofiles dependency.
• Link repository to coveralls.io and Travis-CI
• Update README with various GitHub badges.

v0.1.0 (2019-03-05)

• First public alpha release.
• Now implements all standard admin messages.
• Update README

v0.0.3 (2019-02-08)

• Pre-alpha internal testing release.

v0.0.2 (2018-12-11)

• Pre-alpha internal testing release.

v0.0.1 (2018-12-11)

• Pre-alpha internal testing release.