def get_fix_message()

in fix_session.py [0:0]

• 20 lines of code
• 2 McCabe index (conditional complexity)

    def get_fix_message(self):
        request = fix.Message()
        request.getHeader().setField(fix.BeginString(fix.BeginString_FIX44))
        request.getHeader().setField(fix.MsgType(fix.MsgType_MarketDataRequest))

        request.setField(fix.MDReqID(self.id))
        request.setField(fix.SubscriptionRequestType(fix.SubscriptionRequestType_SNAPSHOT_PLUS_UPDATES))
        request.setField(fix.SecurityType(fix.SecurityType_FOREIGN_EXCHANGE_CONTRACT))
        request.setField(fix.MarketDepth(0)) # full book
        request.setField(fix.MDUpdateType(fix.MDUpdateType_FULL_REFRESH)) # fix.MDUpdateType_INCREMENTAL_REFRESH

        group = fixnn.MarketDataRequest().NoMDEntryTypes()
        group.setField(fix.MDEntryType(fix.MDEntryType_BID))
        group.setField(fix.MDEntryType(fix.MDEntryType_OFFER))
        group.setField(fix.MDEntryType(fix.MDEntryType_TRADE))
        request.addGroup(group)

        request.setField(fix.NoRelatedSym(len(self.symbols)))
        group = fixnn.MarketDataRequest().NoRelatedSym()
        for symbol in self.symbols:
            group.setField(fix.Symbol(symbol))
            request.addGroup(group)

        return request