def main(port=9000, debug=None):
"""FIX gateway
Accepts orders over a FIX session.
"""
if debug:
logger.setLevel(logging.DEBUG)
logger.info(f"Logging set to debug.")
else:
logger.setLevel(logging.INFO)
logger.info(f"Logging set to info.")
settings = fix.SessionSettings("configs/exchange.cfg")
log = fix.FileLogFactory(settings)
store = fix.FileStoreFactory(settings)
app = MessageBroker()
address = ("localhost", port)
app.set_logging(logger)
acceptor = fix.SocketAcceptor(app, store, settings, log)
try:
acceptor.start()
logger.info("FIX.4.2 server started.")
conn = Client(address, authkey=b"Dj$0.Jkx1@")
logger.info(f"Started market data publisher at port {port}.")
while True:
sleep(1)
if MARKETS:
for market in MARKETS:
# remove the comment below to print debug orderbook
# logger.debug(f"\n{MARKETS[market]._show_orderbook()}")
if market in FLUSH_BOOK:
bids, asks = MARKETS[market].book()
trades = []
if FLUSH_BOOK[market]:
# trades
trades = list(set(FLUSH_BOOK[market]))
book = Book(market, bids, asks, trades)
conn.send(book)
FLUSH_BOOK.pop(market)
except (fix.ConfigError, fix.RuntimeError) as error:
raise fix.RuntimeError(error)
except KeyboardInterrupt:
logger.info(f"Got signal interrupt, exiting...")
acceptor.stop()
def main(port=9000, debug=None):
"""FIX price gateway
Sends market data snapshot over FIX.
"""
if debug:
logger.setLevel(logging.DEBUG)
logger.info("Logging set to debug.")
else:
logger.setLevel(logging.INFO)
logger.info("Logging set to info.")
settings = fix.SessionSettings("configs/price.cfg")
log = fix.FileLogFactory(settings)
store = fix.FileStoreFactory(settings)
app = MarketDataAdapter()
address = ("localhost", port)
book = Book("Market", [(1, 1)], [(1, 1)], [])
app.set_logging(logger)
acceptor = fix.SocketAcceptor(app, store, settings, log)
try:
acceptor.start()
logger.info("FIX.4.2 maarket data server started.")
logger.debug(f"Starting listener on port {port}.")
conn = Listener(address, authkey=b"Dj$0.Jkx1@").accept()
logger.debug(f"Accepted orderbook connection on port {port}.")
while True:
book = conn.recv()
app.dispatch(book)
except (fix.ConfigError, fix.RuntimeError) as error:
raise fix.RuntimeError(error)
except KeyboardInterrupt:
logger.info(f"Got signal interrupt, exiting...")
acceptor.stop()
def main(debug=None):
"""FIX gateway
Accepts orders over a FIX session.
"""
if debug:
logger.setLevel(logging.DEBUG)
logger.info(f"Logging set to debug.")
else:
logger.setLevel(logging.INFO)
logger.info(f"Logging set to info.")
settings = fix.SessionSettings("configs/exchange.cfg")
log = fix.FileLogFactory(settings)
store = fix.FileStoreFactory(settings)
app = MessageBroker()
app.set_logging(logger)
acceptor = fix.SocketAcceptor(app, store, settings, log)
try:
acceptor.start()
logger.info("FIX4.2 server started.")
while True:
sleep(1)
if MARKETS:
for market in MARKETS:
logger.debug(f"\n{MARKETS[market]._show_orderbook()}")
except (fix.ConfigError, fix.RuntimeError) as error:
raise fix.RuntimeError(error)
except KeyboardInterrupt:
logger.info(f"Got signal interrupt, exiting...")
acceptor.stop()