def group(self, message: ReconMessage, attributes: tuple, *args, **kwargs):
message_type: str = message.proto_message.metadata.message_type
session_alias = message.proto_message.metadata.id.connection_id.session_alias
direction = message.proto_message.metadata.id.direction
if session_alias not in ['demo-conn1', 'demo-conn2'] or \
message_type not in ['ExecutionReport']:
return
if message_type == 'ExecutionReport' and direction != Direction.FIRST:
return
if message_type == 'ExecutionReport' and message.proto_message.fields[
'ExecType'].simple_value != 'F':
return
if message_type == 'ExecutionReport' and \
message.proto_message.fields['TrdMatchID'].simple_value == "":
logger.info(
f"RULE '{self.get_name()}'. ER with empty TrdMatchID: {message.proto_message}."
)
return
if session_alias in [
'demo-conn1',
]:
message.group_id = 'ER_FIX01'
elif session_alias in ['demo-conn2']:
message.group_id = 'ER_FIX02'
def group(self, message: ReconMessage, attributes: tuple, *args, **kwargs):
message_type: str = message.proto_message.metadata.message_type
if message_type in ['NewOrderSingle', 'OrderCancelRequest', 'OrderCancelReplaceRequest']:
message.group_id = Group.REQUEST
elif message_type in ['ExecutionReport', 'OrderCancelReject']:
message.group_id = Group.RESPONSE
def group(self, message: ReconMessage, attributes: tuple, *args, **kwargs):
message_type: str = message.proto_message.metadata.message_type
session_alias = message.proto_message.metadata.id.connection_id.session_alias
direction = message.proto_message.metadata.id.direction
if session_alias not in ['demo-conn1', 'demo-conn2', 'demo-dc1', 'demo-dc2'] or \
message_type not in ['ExecutionReport']:
return
if message_type == 'ExecutionReport' and direction != Direction.FIRST:
return
if session_alias in ['demo-conn1', 'demo-conn2']:
message.group_id = 'ER_FIX'
elif session_alias in ['demo-dc1', 'demo-dc2']:
message.group_id = 'ER_DC'
def group(self, message: ReconMessage, attributes: tuple):
message_type: str = message.proto_message.metadata.message_type
session_alias = message.proto_message.metadata.id.connection_id.session_alias
direction = message.proto_message.metadata.id.direction
if session_alias not in ['demo-conn1', 'demo-conn2', 'demo_log.txt'] or \
message_type not in ['NewOrderSingle']:
return
if message_type == 'NewOrderSingle' and \
message.proto_message.fields['SecondaryClOrdID'].simple_value == "":
logger.info(f"RULE '{self.get_name()}'. NOS with empty SecondaryClOrdID: {message.proto_message}.")
return
if session_alias in ['demo-conn1', 'demo-conn2']:
message.group_id = 'NOS_CONN'
elif session_alias in ['demo_log.txt']:
message.group_id = 'NOS_LOG'
def group(self, message: ReconMessage, attributes: tuple):
message_type: str = message.proto_message.metadata.message_type
session_alias = message.proto_message.metadata.id.connection_id.session_alias
direction = message.proto_message.metadata.id.direction
if session_alias not in ['demo-conn1', 'security_status.txt'] or \
message_type not in ['SecurityStatus']:
return
if message_type == 'SecurityStatus' and \
message.proto_message.fields['SecurityStatusReqID'].simple_value == "":
logger.info(
f"RULE '{self.get_name()}'. SS with empty SecurityStatusReqID: {message.proto_message}."
)
return
if session_alias in ['demo-conn1', 'demo-conn2']:
message.group_id = 'SS_CONN'
elif session_alias in ['security_status.txt']:
message.group_id = 'SS_LOG'
def group(self, message: ReconMessage, attributes: tuple):
message_type: str = message.proto_message.metadata.message_type
session_alias = message.proto_message.metadata.id.connection_id.session_alias
direction = message.proto_message.metadata.id.direction
if session_alias not in self.config.keys() or message_type not in [
'ExecutionReport'
]:
return
if message_type == 'ExecutionReport' and direction != Direction.FIRST:
return
message.group_id = self.config[session_alias]
def group(self, message: ReconMessage, attributes: tuple):
message_type: str = message.proto_message.metadata.message_type
session_alias = message.proto_message.metadata.id.connection_id.session_alias
if message_type not in ['ExecutionReport', 'NewOrderSingle'] or \
session_alias not in ['arfq01fix04', 'arfq01dc04']:
return
message.group_id = message_type.translate({ord(c): '' for c in string.ascii_lowercase})
message.group_id += '_' + session_alias
message.group_info['session_alias'] = session_alias
if message_type == 'ExecutionReport':
exec_type = message.proto_message.fields['ExecType'].simple_value
message.group_id += '_' + exec_type
message.group_info['ExecType'] = exec_type
def group(self, message: ReconMessage, attributes: tuple):
message_type: str = message.proto_message.metadata.message_type
session_alias = message.proto_message.metadata.id.connection_id.session_alias
direction = message.proto_message.metadata.id.direction
if session_alias not in self.config.keys() or message_type not in [
'NewOrderSingle'
]:
return
if message_type == 'NewOrderSingle' and \
message.proto_message.fields['SecondaryClOrdID'].simple_value == "":
logger.info(
f"RULE '{self.get_name()}'. NOS with empty SecondaryClOrdID: {message.proto_message}."
)
return
message.group_id = self.config[session_alias]
def group(self, message: ReconMessage, attributes: tuple):
message_type: str = message.proto_message.metadata.message_type
session_alias = message.proto_message.metadata.id.connection_id.session_alias
direction = message.proto_message.metadata.id.direction
if session_alias not in self.config.keys():
return
if message_type == 'ExecutionReport' and direction != Direction.FIRST \
and message.proto_message.fields['ExecType'].simple_value != 'F':
return
if message_type == 'ExecutionReport' and \
message.proto_message.fields['TrdMatchID'].simple_value == "":
logger.info(
f"RULE '{self.get_name()}'. ER with empty TrdMatchID: {message.proto_message}."
)
return
message.group_id = self.config[session_alias]