I am using PyFIX and I have full connectivity up to the login phase. No matter what I do I'm unable to get a successful login. Here is the code i'm currently using to generating my login message. Everything looks good on the wire.
Code:
def logon():
timestamp = datetime.utcnow().strftime("%Y%m%d-%H:%M:%S.%f")[:-3]
# pseudo code for message because the blog won't let me paste the actual char command, replace chr1 with chr function and send it a 1
message = timestamp + chr1 + 'A' + chr1 + '1' + chr1 + 'api_key' + chr1 + 'Coinbase' + chr1 + 'passphrase'
hmac_key = base64.b64decode('api_secret_key')
signature = hmac.new(hmac_key, message, hashlib.sha256)
signature_b64 = signature.digest().encode('base64').rstrip('\n')
msg = FIXMessage(msgtype.LOGON)
msg.setField(fixtags.Password, 'passphrase')
msg.setField(fixtags.RawData, signature_b64)
msg.setField(fixtags.EncryptMethod, 0)
msg.setField(fixtags.HeartBtInt, 30)
The message I'm getting back from the server is saying that there's something wrong with the signature and the specific failure id is MsgType=3, SessionRejectReason=5 which translates to "Value is incorrect (out of range) for this tag".
Thanks for the help!
Or you can present me your solution and I will test private connection.
