def __init__(self):
FIXEngine.__init__(self)
self.clOrdID = 0
self.msgGenerator = None
# create a FIX Client using the FIX 4.4 standard
self.client = FIXClient(self, "pyfix.FIX44", 'OKSERVER',
str(uuid.uuid1()))
# we register some listeners since we want to know when the connection goes up or down
self.client.addConnectionListener(self.onConnect,
ConnectionState.CONNECTED)
self.client.addConnectionListener(self.onDisconnect,
ConnectionState.DISCONNECTED)
# start our event listener indefinitely
self.client.start(HOST, int(PORT))
while True:
self.eventManager.waitForEventWithTimeout(10.0)
# some clean up before we shut down
self.client.removeConnectionListener(self.onConnect,
ConnectionState.CONNECTED)
self.client.removeConnectionListener(self.onConnect,
ConnectionState.DISCONNECTED)
def __init__(self):
FIXEngine.__init__(self, "client_example.store")
self.clOrdID = 0
self.msgGenerator = None
# create a FIX Client using the FIX 4.4 standard
self.client = FIXClient(self, "pyfix.FIX44", "TARGET", "SENDER")
# we register some listeners since we want to know when the connection goes up or down
self.client.addConnectionListener(self.onConnect, ConnectionState.CONNECTED)
self.client.addConnectionListener(self.onDisconnect, ConnectionState.DISCONNECTED)
# start our event listener indefinitely
self.client.start('localhost', int("9898"))
while True:
self.eventManager.waitForEventWithTimeout(10.0)
# some clean up before we shut down
self.client.removeConnectionListener(self.onConnect, ConnectionState.CONNECTED)
self.client.removeConnectionListener(self.onConnect, ConnectionState.DISCONNECTED)
class Client(FIXEngine):
def __init__(self):
FIXEngine.__init__(self, "client_example.store")
self.clOrdID = 0
self.msgGenerator = None
# create a FIX Client using the FIX 4.4 standard
self.client = FIXClient(self, "pyfix.FIX44", "TARGET", "SENDER")
# we register some listeners since we want to know when the connection goes up or down
self.client.addConnectionListener(self.onConnect,
ConnectionState.CONNECTED)
self.client.addConnectionListener(self.onDisconnect,
ConnectionState.DISCONNECTED)
# start our event listener indefinitely
self.client.start('localhost', int("9898"))
while True:
self.eventManager.waitForEventWithTimeout(10.0)
# some clean up before we shut down
self.client.removeConnectionListener(self.onConnect,
ConnectionState.CONNECTED)
self.client.removeConnectionListener(self.onConnect,
ConnectionState.DISCONNECTED)
def onConnect(self, session):
logging.info("Established connection to %s" % (session.address(), ))
# register to receive message notifications on the session which has just been created
session.addMessageHandler(self.onLogin, MessageDirection.INBOUND,
self.client.protocol.msgtype.LOGON)
session.addMessageHandler(self.onExecutionReport,
MessageDirection.INBOUND,
self.client.protocol.msgtype.EXECUTIONREPORT)
def onDisconnect(self, session):
logging.info("%s has disconnected" % (session.address(), ))
# we need to clean up our handlers, since this session is disconnected now
session.removeMessageHandler(self.onLogin, MessageDirection.INBOUND,
self.client.protocol.msgtype.LOGON)
session.removeMessageHandler(
self.onExecutionReport, MessageDirection.INBOUND,
self.client.protocol.msgtype.EXECUTIONREPORT)
if self.msgGenerator:
self.eventManager.unregisterHandler(self.msgGenerator)
def sendOrder(self, connectionHandler):
self.clOrdID = self.clOrdID + 1
codec = connectionHandler.codec
msg = FIXMessage(codec.protocol.msgtype.NEWORDERSINGLE)
msg.setField(codec.protocol.fixtags.Price,
"%0.2f" % (random.random() * 2 + 10))
msg.setField(codec.protocol.fixtags.OrderQty,
int(random.random() * 100))
msg.setField(codec.protocol.fixtags.Symbol, "VOD.L")
msg.setField(codec.protocol.fixtags.SecurityID, "GB00BH4HKS39")
msg.setField(codec.protocol.fixtags.SecurityIDSource, "4")
msg.setField(codec.protocol.fixtags.Account, "TEST")
msg.setField(codec.protocol.fixtags.HandlInst, "1")
msg.setField(codec.protocol.fixtags.ExDestination, "XLON")
msg.setField(codec.protocol.fixtags.Side, int(random.random() * 2) + 1)
msg.setField(codec.protocol.fixtags.ClOrdID, str(self.clOrdID))
msg.setField(codec.protocol.fixtags.Currency, "GBP")
connectionHandler.sendMsg(msg)
side = Side(int(msg.getField(codec.protocol.fixtags.Side)))
logging.debug("---> [%s] %s: %s %s %s@%s" %
(codec.protocol.msgtype.msgTypeToName(msg.msgType),
msg.getField(codec.protocol.fixtags.ClOrdID),
msg.getField(codec.protocol.fixtags.Symbol), side.name,
msg.getField(codec.protocol.fixtags.OrderQty),
msg.getField(codec.protocol.fixtags.Price)))
def onLogin(self, connectionHandler, msg):
logging.info("Logged in")
# lets do something like send and order every 3 seconds
self.msgGenerator = TimerEventRegistration(
lambda type, closure: self.sendOrder(closure), 0.5,
connectionHandler)
self.eventManager.registerHandler(self.msgGenerator)
def onExecutionReport(self, connectionHandler, msg):
codec = connectionHandler.codec
if codec.protocol.fixtags.ExecType in msg:
if msg.getField(codec.protocol.fixtags.ExecType) == "0":
side = Side(int(msg.getField(codec.protocol.fixtags.Side)))
logging.debug(
"<--- [%s] %s: %s %s %s@%s" %
(codec.protocol.msgtype.msgTypeToName(
msg.getField(codec.protocol.fixtags.MsgType)),
msg.getField(codec.protocol.fixtags.ClOrdID),
msg.getField(codec.protocol.fixtags.Symbol), side.name,
msg.getField(codec.protocol.fixtags.OrderQty),
msg.getField(codec.protocol.fixtags.Price)))
elif msg.getField(codec.protocol.fixtags.ExecType) == "4":
reason = "Unknown" if codec.protocol.fixtags.Text not in msg else msg.getField(
codec.protocol.fixtags.Text)
logging.info("Order Rejected '%s'" % (reason, ))
else:
logging.error("Received execution report without ExecType")