def run(self):
self.fixSessionobj = FIXSession(self.host, self.port,
"U_" + self.senderCompId)
if (not self.fixSessionobj.connect()):
return
self.frameLogonMsg()
self.fixSessionobj.sendFIXMsg(self.fixMsgDict)
if (not self.recvLogonMsg()):
self.printMsg("Failure in receiving Logon Msg")
return
self.removeTags(['141', '98', '108', '1137'])
#Start the recv thread
recvThread = threading.Thread(target=self.recvExecutionReport)
recvThread.start()
# For each Run. reload the properties from XML File
run = 1
for line in self.inputList:
tmpList = line.split(',')
numberOfSecondsToRun = int(tmpList[0])
file = tmpList[1].strip('\n')
try:
xmlReaderobj = XMLReader(file)
except Exception:
self.printMsg(
"Exception while parsing XML File...Shutting down...")
self.shutDown = True
self.doCleanup()
recvThread.join()
self.closeFilePointers()
return
reloadList = xmlReaderobj.getDriverProperties(self.senderCompId)
self.reloadProperties(reloadList)
runStartTime = datetime.datetime.now()
currentTime = datetime.datetime.now()
totMsgSentInThisRun = 0
while ((datetime.datetime.now() - runStartTime).seconds <
numberOfSecondsToRun):
msgsPerSec = float(self.sendRate)
msgSent = 0
U10Msgs = round(msgsPerSec * float(self.U10Percent) * 0.01, 0)
U12Msgs = round(msgsPerSec * float(self.U12Percent) * 0.01, 0)
U14Msgs = round(msgsPerSec * float(self.U14Percent) * 0.01, 0)
U16Msgs = round(msgsPerSec * float(self.U16Percent) * 0.01, 0)
U18Msgs = round(msgsPerSec * float(self.U18Percent) * 0.01, 0)
U20Msgs = round(msgsPerSec * float(self.U20Percent) * 0.01, 0)
U22Msgs = round(msgsPerSec * float(self.U22Percent) * 0.01, 0)
totalMsgToBeSent = U10Msgs + U12Msgs + U14Msgs + U16Msgs + U18Msgs + U20Msgs + U22Msgs
sleepInterval = 1.0 / totalMsgToBeSent
batchStartTime = datetime.datetime.now()
while (msgSent < totalMsgToBeSent):
if (self.shutDown):
self.doCleanup()
self.printMsg("Received shutdown event")
recvThread.join()
self.closeFilePointers()
return
self.checkHeartBeatMsg()
currentTime = datetime.datetime.now()
if ((currentTime - batchStartTime).seconds > 1):
self.printMsg("Breaking out ")
break
if (U10Msgs > 0):
#print("Sending new order")
self.frameU10Msg()
self.fixSessionobj.sendFIXMsg(self.fixMsgDict)
U10Msgs = U10Msgs - 1
msgSent = msgSent + 1
self.fixMsgDict.clear()
time.sleep(sleepInterval)
if (U12Msgs > 0):
self.frameU12Msg()
self.fixSessionobj.sendFIXMsg(self.fixMsgDict)
U12Msgs = U12Msgs - 1
msgSent = msgSent + 1
self.fixMsgDict.clear()
time.sleep(sleepInterval)
if (U14Msgs > 0):
self.frameU14Msg()
self.fixSessionobj.sendFIXMsg(self.fixMsgDict)
self.removeTags(['110'])
U14Msgs = U14Msgs - 1
msgSent = msgSent + 1
self.fixMsgDict.clear()
time.sleep(sleepInterval)
if (U16Msgs > 0):
self.frameU16Msg()
self.fixSessionobj.sendFIXMsg(self.fixMsgDict)
self.removeTags(['110'])
U16Msgs = U16Msgs - 1
msgSent = msgSent + 1
self.fixMsgDict.clear()
time.sleep(sleepInterval)
if (U18Msgs > 0):
self.frameU18Msg()
self.fixSessionobj.sendFIXMsg(self.fixMsgDict)
self.removeTags(['110'])
U18Msgs = U18Msgs - 1
msgSent = msgSent + 1
self.fixMsgDict.clear()
time.sleep(sleepInterval)
if (U20Msgs > 0):
self.frameU20Msg()
self.fixSessionobj.sendFIXMsg(self.fixMsgDict)
self.removeTags(['110'])
U20Msgs = U20Msgs - 1
msgSent = msgSent + 1
self.fixMsgDict.clear()
time.sleep(sleepInterval)
if (U22Msgs > 0):
self.frameU22Msg(random.randint(0, 2))
self.fixSessionobj.sendFIXMsg(self.fixMsgDict)
self.removeTags(['110'])
U22Msgs = U22Msgs - 1
msgSent = msgSent + 1
self.fixMsgDict.clear()
time.sleep(sleepInterval)
self.printMsg("Number of messages send in this batch is " +
str(msgSent))
currentTime = datetime.datetime.now()
if (currentTime - batchStartTime).seconds < 1:
microsecondsLeft = 1000000.0 - (
(currentTime - batchStartTime).microseconds)
if microsecondsLeft > 0:
self.printMsg("Sleeping before starting the next run")
time.sleep(float(microsecondsLeft / 1000000))
currentTime = datetime.datetime.now()
totMsgSentInThisRun = totMsgSentInThisRun + msgSent
self.printMsg("Number of messages send in run-" + str(run) +
" is " + str(totMsgSentInThisRun))
run = run + 1
self.printMsg("Completed Runs..Going to shutdown..")
self.shutDown = True
self.doCleanup()
recvThread.join()
self.closeFilePointers()
return
def run(self):
self.fixSessionobj = FIXSession(self.host, self.port,
self.senderCompId, self.Logging)
if (not self.fixSessionobj.connect()):
self.printMsg("Unable to connect to Server.. Exiting:")
return
self.frameLogonMsg()
self.fixSessionobj.sendFIXMsg(self.fixMsgDict)
if (not self.recvLogonMsg()):
self.printMsg(
"Failure in receiving Logon Msg...Exiting from Thread:")
return
self.removeTags(['141', '98', '108', '1137'])
#Subscribe to Trading Session Status Request
self.frameTradingSessionStatus()
self.fixSessionobj.sendFIXMsg(self.fixMsgDict)
self.removeTags(['335', '263'])
#Start the recv thread
recvThread = threading.Thread(target=self.recvExecutionReport)
recvThread.start()
# For each Run. reload the properties from XML File
run = 1
for line in self.inputList:
tmpList = line.split(',')
numberOfSecondsToRun = int(tmpList[0])
file = tmpList[1].strip('\n')
#self.printMsg(file);
try:
xmlReaderobj = XMLReader(file)
except Exception:
self.printMsg(
"Exception while parsing XML File...Shutting down...")
self.shutDown = True
self.doCleanup()
recvThread.join()
self.closeFilePointers()
return
reloadList = xmlReaderobj.getDriverProperties(self.senderCompId)
self.reloadProperties(reloadList)
runStartTime = datetime.datetime.now()
currentTime = datetime.datetime.now()
totMsgSentInThisRun = 0
while ((datetime.datetime.now() - runStartTime).seconds <
numberOfSecondsToRun):
msgSent = 0
msgPerSec = float(self.sendRate)
if (msgPerSec == 0):
time.sleep(2)
self.checkHeartBeatMsg()
continue
if (msgPerSec < 1):
newOrders = 1
else:
newOrders = round(msgPerSec * self.newOrderPercent * 0.01,
0)
cancelOrders = round(
msgPerSec * float(self.cancelOrderPercent) * 0.01, 0)
modifyOrders = round(
msgPerSec * float(self.modifyOrderPercent) * 0.01, 0)
hiddenOrders = round(
msgPerSec * float(self.hiddenOrderPercent) * 0.01, 0)
marketOrders = round(
msgPerSec * float(self.marketOrderPercent) * 0.01, 0)
GTDOrders = round(
msgPerSec * float(self.GTDOrderPercent) * 0.01, 0)
expiryOrders = round(
msgPerSec * float(self.expiryOrderPercent) * 0.01,
0) + cancelOrders
rejectOrders = round(
msgPerSec * float(self.rejectOrderPercent) * 0.01, 0)
#self.printMsg("New="+str(newOrders)+";Cancel="+str(cancelOrders)+";Modifies="+str(modifyOrders)+";Hidden="+str(hiddenOrders)+";Market="+str(marketOrders)+";GTD="+str(GTDOrders)+";Expiry="+str(expiryOrders)+";Rejects="+str(rejectOrders));
totalMsgToBeSent = newOrders + cancelOrders + modifyOrders + hiddenOrders + marketOrders + GTDOrders + expiryOrders + rejectOrders
if (totalMsgToBeSent == 0):
time.sleep(1)
self.checkHeartBeatMsg()
continue
sleepInterval = 1.0 / (totalMsgToBeSent * 2)
#print(sleepInterval,msgPerSec,totalMsgToBeSent,newOrders,cancelOrders,modifyOrders,hiddenOrders,marketOrders);
batchStartTime = datetime.datetime.now()
while (msgSent < totalMsgToBeSent):
if (self.shutDown):
self.doCleanup()
self.printMsg("Received shutdown event")
recvThread.join()
self.closeFilePointers()
return
self.checkHeartBeatMsg()
currentTime = datetime.datetime.now()
if ((currentTime - batchStartTime).seconds > 1.0):
self.printMsg("Breaking out ")
break
if (newOrders > 0):
self.frameNewOrderSingleMsg()
self.alterNewOrderMsg()
self.removeTags(['41'])
self.fixSessionobj.sendFIXMsg(self.fixMsgDict)
newOrders = newOrders - 1
msgSent = msgSent + 1
time.sleep(sleepInterval)
if (marketOrders > 0):
self.frameNewOrderSingleMsg()
self.alterNewMarketOrderMsg()
self.removeTags(['41'])
self.fixSessionobj.sendFIXMsg(self.fixMsgDict)
marketOrders = marketOrders - 1
msgSent = msgSent + 1
time.sleep(sleepInterval)
if (hiddenOrders > 0):
self.frameNewOrderSingleMsg()
self.alterNewHiddenOrderMsg()
self.removeTags(['41'])
self.fixSessionobj.sendFIXMsg(self.fixMsgDict)
self.removeTags(['1138'])
hiddenOrders = hiddenOrders - 1
msgSent = msgSent + 1
time.sleep(sleepInterval)
if (GTDOrders > 0):
self.frameNewOrderSingleMsg()
self.alterNewGTDOrderMsg()
self.removeTags(['41'])
self.fixSessionobj.sendFIXMsg(self.fixMsgDict)
self.removeTags(['59'])
GTDOrders = GTDOrders - 1
msgSent = msgSent + 1
time.sleep(sleepInterval)
if (expiryOrders > 0):
self.frameNewOrderSingleMsg()
self.alterNewExpiryOrderMsg()
self.removeTags(['41'])
self.fixSessionobj.sendFIXMsg(self.fixMsgDict)
expiryOrders = expiryOrders - 1
msgSent = msgSent + 1
time.sleep(sleepInterval)
if (rejectOrders > 0):
self.frameNewOrderSingleMsg()
self.alterNewRejectOrderMsg()
self.removeTags(['41'])
self.fixSessionobj.sendFIXMsg(self.fixMsgDict)
rejectOrders = rejectOrders - 1
msgSent = msgSent + 1
time.sleep(sleepInterval)
if (cancelOrders > 0):
queuedOrderListSize = len(self.queuedCancelOrdersList)
if (queuedOrderListSize == 0):
continue
self.lockObj.acquire(True)
execReport = self.queuedCancelOrdersList.pop(
queuedOrderListSize - 1)
self.lockObj.release()
self.removeTags(['336', '386', '44', '1'])
self.frameCancelOrderMsg(execReport['11'],
execReport['54'],
execReport['38'],
execReport['55'])
self.fixSessionobj.sendFIXMsg(self.fixMsgDict)
cancelOrders = cancelOrders - 1
msgSent = msgSent + 1
time.sleep(sleepInterval)
if (modifyOrders > 0):
queuedOrderListSize = len(self.queuedModifyOrdersList)
if (queuedOrderListSize == 0):
continue
self.lockObj.acquire(True)
execReport = self.queuedModifyOrdersList.pop(
queuedOrderListSize - 1)
self.lockObj.release()
self.removeTags(['336', '386'])
qty = str(int(execReport['38']) + 1)
self.frameModifyOrderMsg(execReport['11'],
execReport['54'],
execReport['40'], qty,
execReport['44'],
execReport['55'],
execReport['1'])
self.fixSessionobj.sendFIXMsg(self.fixMsgDict)
self.removeTags(['41'])
modifyOrders = modifyOrders - 1
msgSent = msgSent + 1
time.sleep(sleepInterval)
self.printMsg("Number of messages send in this batch is " +
str(msgSent))
self.checkHeartBeatMsg()
#Clear of the queuedOrderList queus
self.lockObj.acquire(True)
nomodifyOrders = int(msgPerSec * int(self.modifyOrderPercent) *
0.01)
queueSize = len(self.queuedModifyOrdersList)
#print(queueSize,nomodifyOrders,nocancelOrders);
if (queueSize > nomodifyOrders):
for i in list(range(queueSize - nomodifyOrders)):
try:
execReport = self.queuedModifyOrdersList.pop(i)
except Exception:
#self.printMsg("Exception Occured while popping out element at "+str(i));
break
self.lockObj.release()
self.lockObj.acquire(True)
nocancelOrders = int(msgPerSec * int(self.cancelOrderPercent) *
0.01)
queueSize = len(self.queuedCancelOrdersList)
#print(queueSize,nomodifyOrders,nocancelOrders);
if (queueSize > nocancelOrders):
for i in list(range(queueSize - nocancelOrders)):
try:
execReport = self.queuedCancelOrdersList.pop(i)
except Exception:
#self.printMsg("Exception Occured while popping out element at "+str(i));
break
self.lockObj.release()
currentTime = datetime.datetime.now()
if (currentTime - batchStartTime).seconds < 1:
microsecondsLeft = 1000000.0 - (
(currentTime - batchStartTime).microseconds)
if microsecondsLeft > 0:
self.printMsg("Sleeping before starting the next run")
time.sleep(float(microsecondsLeft / 1000000))
currentTime = datetime.datetime.now()
totMsgSentInThisRun = totMsgSentInThisRun + msgSent
self.printMsg("Number of messages send in run-" + str(run) +
" is " + str(totMsgSentInThisRun))
run = run + 1
self.printMsg("Completed Runs..Going to shutdown..")
self.shutDown = True
self.doCleanup()
recvThread.join()
self.closeFilePointers()
return
def run(self):
self.fixSessionobj=FIXSession(self.host,self.port,"U_"+self.senderCompId);
if(not self.fixSessionobj.connect()):
return;
self.frameLogonMsg();
self.fixSessionobj.sendFIXMsg(self.fixMsgDict);
if (not self.recvLogonMsg()):
self.printMsg("Failure in receiving Logon Msg")
return;
self.removeTags(['141','98','108','1137']);
#Start the recv thread
recvThread=threading.Thread(target=self.recvExecutionReport)
recvThread.start();
# For each Run. reload the properties from XML File
run=1;
for line in self.inputList:
tmpList=line.split(',');
numberOfSecondsToRun=int(tmpList[0]);
file=tmpList[1].strip('\n');
try:
xmlReaderobj=XMLReader(file);
except Exception:
self.printMsg("Exception while parsing XML File...Shutting down...");
self.shutDown=True;
self.doCleanup();
recvThread.join();
self.closeFilePointers();
return;
reloadList=xmlReaderobj.getDriverProperties(self.senderCompId);
self.reloadProperties(reloadList);
runStartTime=datetime.datetime.now();
currentTime=datetime.datetime.now();
totMsgSentInThisRun=0;
while((datetime.datetime.now()-runStartTime).seconds < numberOfSecondsToRun):
msgsPerSec=float(self.sendRate);
msgSent=0;
U10Msgs=round(msgsPerSec*float(self.U10Percent)*0.01,0);
U12Msgs=round(msgsPerSec*float(self.U12Percent)*0.01,0);
U14Msgs=round(msgsPerSec*float(self.U14Percent)*0.01,0);
U16Msgs=round(msgsPerSec*float(self.U16Percent)*0.01,0);
U18Msgs=round(msgsPerSec*float(self.U18Percent)*0.01,0);
U20Msgs=round(msgsPerSec*float(self.U20Percent)*0.01,0);
U22Msgs=round(msgsPerSec*float(self.U22Percent)*0.01,0);
totalMsgToBeSent=U10Msgs+U12Msgs+U14Msgs+U16Msgs+U18Msgs+U20Msgs+U22Msgs;
sleepInterval=1.0/totalMsgToBeSent;
batchStartTime=datetime.datetime.now();
while(msgSent<totalMsgToBeSent):
if (self.shutDown):
self.doCleanup();
self.printMsg("Received shutdown event");
recvThread.join();
self.closeFilePointers();
return;
self.checkHeartBeatMsg();
currentTime=datetime.datetime.now();
if ((currentTime-batchStartTime).seconds > 1):
self.printMsg("Breaking out ");
break;
if (U10Msgs>0):
#print("Sending new order")
self.frameU10Msg();
self.fixSessionobj.sendFIXMsg(self.fixMsgDict);
U10Msgs=U10Msgs-1;
msgSent=msgSent+1;
self.fixMsgDict.clear();
time.sleep(sleepInterval);
if (U12Msgs>0):
self.frameU12Msg();
self.fixSessionobj.sendFIXMsg(self.fixMsgDict);
U12Msgs=U12Msgs-1;
msgSent=msgSent+1;
self.fixMsgDict.clear();
time.sleep(sleepInterval);
if (U14Msgs>0):
self.frameU14Msg();
self.fixSessionobj.sendFIXMsg(self.fixMsgDict);
self.removeTags(['110']);
U14Msgs=U14Msgs-1;
msgSent=msgSent+1;
self.fixMsgDict.clear();
time.sleep(sleepInterval);
if (U16Msgs>0):
self.frameU16Msg();
self.fixSessionobj.sendFIXMsg(self.fixMsgDict);
self.removeTags(['110']);
U16Msgs=U16Msgs-1;
msgSent=msgSent+1;
self.fixMsgDict.clear();
time.sleep(sleepInterval);
if (U18Msgs>0):
self.frameU18Msg();
self.fixSessionobj.sendFIXMsg(self.fixMsgDict);
self.removeTags(['110']);
U18Msgs=U18Msgs-1;
msgSent=msgSent+1;
self.fixMsgDict.clear();
time.sleep(sleepInterval);
if (U20Msgs>0):
self.frameU20Msg();
self.fixSessionobj.sendFIXMsg(self.fixMsgDict);
self.removeTags(['110']);
U20Msgs=U20Msgs-1;
msgSent=msgSent+1;
self.fixMsgDict.clear();
time.sleep(sleepInterval);
if (U22Msgs>0):
self.frameU22Msg(random.randint(0,2));
self.fixSessionobj.sendFIXMsg(self.fixMsgDict);
self.removeTags(['110']);
U22Msgs=U22Msgs-1;
msgSent=msgSent+1;
self.fixMsgDict.clear();
time.sleep(sleepInterval);
self.printMsg("Number of messages send in this batch is "+str(msgSent));
currentTime=datetime.datetime.now();
if(currentTime-batchStartTime).seconds < 1:
microsecondsLeft=1000000.0-((currentTime-batchStartTime).microseconds);
if microsecondsLeft>0:
self.printMsg("Sleeping before starting the next run")
time.sleep(float(microsecondsLeft/1000000));
currentTime=datetime.datetime.now();
totMsgSentInThisRun=totMsgSentInThisRun+msgSent;
self.printMsg("Number of messages send in run-"+str(run)+" is "+str(totMsgSentInThisRun));
run=run+1;
self.printMsg("Completed Runs..Going to shutdown..");
self.shutDown=True;
self.doCleanup();
recvThread.join();
self.closeFilePointers();
return;
def run(self):
self.fixSessionobj=FIXSession(self.host,self.port,self.senderCompId,self.Logging);
if(not self.fixSessionobj.connect()):
self.printMsg("Unable to connect to Server.. Exiting:");
return;
self.frameLogonMsg();
self.fixSessionobj.sendFIXMsg(self.fixMsgDict);
if (not self.recvLogonMsg()):
self.printMsg("Failure in receiving Logon Msg...Exiting from Thread:");
return;
self.removeTags(['141','98','108','1137']);
#Subscribe to Trading Session Status Request
self.frameTradingSessionStatus();
self.fixSessionobj.sendFIXMsg(self.fixMsgDict);
self.removeTags(['335','263']);
#Start the recv thread
recvThread=threading.Thread(target=self.recvExecutionReport)
recvThread.start();
# For each Run. reload the properties from XML File
run=1;
for line in self.inputList:
tmpList=line.split(',');
numberOfSecondsToRun=int(tmpList[0]);
file=tmpList[1].strip('\n');
#self.printMsg(file);
try:
xmlReaderobj=XMLReader(file);
except Exception:
self.printMsg("Exception while parsing XML File...Shutting down...");
self.shutDown=True;
self.doCleanup();
recvThread.join();
self.closeFilePointers();
return;
reloadList=xmlReaderobj.getDriverProperties(self.senderCompId);
self.reloadProperties(reloadList);
runStartTime=datetime.datetime.now();
currentTime=datetime.datetime.now();
totMsgSentInThisRun=0;
while((datetime.datetime.now()-runStartTime).seconds < numberOfSecondsToRun):
msgSent=0;
msgPerSec=float(self.sendRate);
if(msgPerSec == 0):
time.sleep(2);
self.checkHeartBeatMsg();
continue;
if(msgPerSec<1):
newOrders=1;
else:
newOrders=round(msgPerSec*self.newOrderPercent*0.01,0);
cancelOrders=round(msgPerSec*float(self.cancelOrderPercent)*0.01,0);
modifyOrders=round(msgPerSec*float(self.modifyOrderPercent)*0.01,0);
hiddenOrders=round(msgPerSec*float(self.hiddenOrderPercent)*0.01,0);
marketOrders=round(msgPerSec*float(self.marketOrderPercent)*0.01,0);
GTDOrders=round(msgPerSec*float(self.GTDOrderPercent)*0.01,0);
expiryOrders=round(msgPerSec*float(self.expiryOrderPercent)*0.01,0)+cancelOrders;
rejectOrders=round(msgPerSec*float(self.rejectOrderPercent)*0.01,0);
#self.printMsg("New="+str(newOrders)+";Cancel="+str(cancelOrders)+";Modifies="+str(modifyOrders)+";Hidden="+str(hiddenOrders)+";Market="+str(marketOrders)+";GTD="+str(GTDOrders)+";Expiry="+str(expiryOrders)+";Rejects="+str(rejectOrders));
totalMsgToBeSent=newOrders+cancelOrders+modifyOrders+hiddenOrders+marketOrders+GTDOrders+expiryOrders+rejectOrders;
if(totalMsgToBeSent == 0):
time.sleep(1);
self.checkHeartBeatMsg();
continue;
sleepInterval=1.0/(totalMsgToBeSent*2);
#print(sleepInterval,msgPerSec,totalMsgToBeSent,newOrders,cancelOrders,modifyOrders,hiddenOrders,marketOrders);
batchStartTime=datetime.datetime.now();
while(msgSent<totalMsgToBeSent):
if (self.shutDown):
self.doCleanup();
self.printMsg("Received shutdown event");
recvThread.join();
self.closeFilePointers();
return;
self.checkHeartBeatMsg();
currentTime=datetime.datetime.now();
if ((currentTime-batchStartTime).seconds > 1.0):
self.printMsg("Breaking out ");
break;
if (newOrders>0):
self.frameNewOrderSingleMsg();
self.alterNewOrderMsg();
self.removeTags(['41']);
self.fixSessionobj.sendFIXMsg(self.fixMsgDict);
newOrders=newOrders-1;
msgSent=msgSent+1;
time.sleep(sleepInterval);
if (marketOrders>0):
self.frameNewOrderSingleMsg();
self.alterNewMarketOrderMsg();
self.removeTags(['41']);
self.fixSessionobj.sendFIXMsg(self.fixMsgDict);
marketOrders=marketOrders-1;
msgSent=msgSent+1;
time.sleep(sleepInterval);
if (hiddenOrders>0):
self.frameNewOrderSingleMsg();
self.alterNewHiddenOrderMsg();
self.removeTags(['41']);
self.fixSessionobj.sendFIXMsg(self.fixMsgDict);
self.removeTags(['1138']);
hiddenOrders=hiddenOrders-1;
msgSent=msgSent+1;
time.sleep(sleepInterval);
if (GTDOrders>0):
self.frameNewOrderSingleMsg();
self.alterNewGTDOrderMsg();
self.removeTags(['41']);
self.fixSessionobj.sendFIXMsg(self.fixMsgDict);
self.removeTags(['59']);
GTDOrders=GTDOrders-1;
msgSent=msgSent+1;
time.sleep(sleepInterval);
if (expiryOrders>0):
self.frameNewOrderSingleMsg();
self.alterNewExpiryOrderMsg();
self.removeTags(['41']);
self.fixSessionobj.sendFIXMsg(self.fixMsgDict);
expiryOrders=expiryOrders-1;
msgSent=msgSent+1;
time.sleep(sleepInterval);
if (rejectOrders>0):
self.frameNewOrderSingleMsg();
self.alterNewRejectOrderMsg();
self.removeTags(['41']);
self.fixSessionobj.sendFIXMsg(self.fixMsgDict);
rejectOrders=rejectOrders-1;
msgSent=msgSent+1;
time.sleep(sleepInterval);
if (cancelOrders>0):
queuedOrderListSize=len(self.queuedCancelOrdersList);
if (queuedOrderListSize==0):
continue;
self.lockObj.acquire(True);
execReport=self.queuedCancelOrdersList.pop(queuedOrderListSize-1);
self.lockObj.release();
self.removeTags(['336','386','44','1']);
self.frameCancelOrderMsg(execReport['11'],execReport['54'],execReport['38'],execReport['55']);
self.fixSessionobj.sendFIXMsg(self.fixMsgDict);
cancelOrders=cancelOrders-1;
msgSent=msgSent+1;
time.sleep(sleepInterval);
if (modifyOrders>0):
queuedOrderListSize=len(self.queuedModifyOrdersList);
if (queuedOrderListSize==0):
continue;
self.lockObj.acquire(True);
execReport=self.queuedModifyOrdersList.pop(queuedOrderListSize-1);
self.lockObj.release();
self.removeTags(['336','386']);
qty=str(int(execReport['38'])+1);
self.frameModifyOrderMsg(execReport['11'],execReport['54'],execReport['40'],qty,execReport['44'],execReport['55'],execReport['1']);
self.fixSessionobj.sendFIXMsg(self.fixMsgDict);
self.removeTags(['41']);
modifyOrders=modifyOrders-1;
msgSent=msgSent+1;
time.sleep(sleepInterval);
self.printMsg("Number of messages send in this batch is "+str(msgSent) );
self.checkHeartBeatMsg();
#Clear of the queuedOrderList queus
self.lockObj.acquire(True);
nomodifyOrders=int(msgPerSec*int(self.modifyOrderPercent)*0.01);
queueSize=len(self.queuedModifyOrdersList);
#print(queueSize,nomodifyOrders,nocancelOrders);
if(queueSize > nomodifyOrders):
for i in list(range(queueSize-nomodifyOrders)):
try:
execReport=self.queuedModifyOrdersList.pop(i);
except Exception:
#self.printMsg("Exception Occured while popping out element at "+str(i));
break;
self.lockObj.release();
self.lockObj.acquire(True);
nocancelOrders=int(msgPerSec*int(self.cancelOrderPercent)*0.01);
queueSize=len(self.queuedCancelOrdersList);
#print(queueSize,nomodifyOrders,nocancelOrders);
if(queueSize > nocancelOrders):
for i in list(range(queueSize-nocancelOrders)):
try:
execReport=self.queuedCancelOrdersList.pop(i);
except Exception:
#self.printMsg("Exception Occured while popping out element at "+str(i));
break;
self.lockObj.release();
currentTime=datetime.datetime.now();
if(currentTime-batchStartTime).seconds < 1:
microsecondsLeft=1000000.0-((currentTime-batchStartTime).microseconds);
if microsecondsLeft>0:
self.printMsg("Sleeping before starting the next run");
time.sleep(float(microsecondsLeft/1000000));
currentTime=datetime.datetime.now();
totMsgSentInThisRun=totMsgSentInThisRun+msgSent;
self.printMsg("Number of messages send in run-"+str(run)+" is "+str(totMsgSentInThisRun));
run=run+1;
self.printMsg("Completed Runs..Going to shutdown..");
self.shutDown=True;
self.doCleanup();
recvThread.join();
self.closeFilePointers();
return;
