def process_file(args, pcap_filename, security_id_filter=None):
mdp_schema = SBESchema()
# Read in the schema xml as a dictionary and construct the various schema objects
try:
from sbedecoder.generated import __messages__ as generated_messages
mdp_schema.load(generated_messages)
except:
mdp_schema.parse(args.schema)
msg_factory = SBEMessageFactory(mdp_schema)
mdp_parser = SBEParser(msg_factory)
secdef = SecDef()
secdef.load(args.secdef)
book_builder = PacketProcessor(mdp_parser, secdef, security_id_filter=security_id_filter)
console_printer = ConsolePrinter()
book_builder.orderbook_handler = console_printer
with gzip.open(pcap_filename, 'rb') if pcap_filename.endswith('.gz') else open(pcap_filename, 'rb') as pcap:
pcap_reader = dpkt.pcap.Reader(pcap)
packet_number = 0
for ts, packet in pcap_reader:
packet_number += 1
ethernet = dpkt.ethernet.Ethernet(packet)
if ethernet.type == dpkt.ethernet.ETH_TYPE_IP:
ip = ethernet.data
if ip.p == dpkt.ip.IP_PROTO_UDP:
udp = ip.data
data = udp.data
try:
book_builder.handle_packet(long(ts*1000000), data)
except Exception:
continue
def test_security_status_reset_statistics(self):
schema = SBESchema(include_message_size_header=True, use_description_as_message_name=True)
try:
from sbedecoder.generated import __messages__ as generated_messages
schema.load(generated_messages)
except:
schema.parse(TestSBEParserLibrary.LOCAL_TEMPLATE_FILENAME)
msg_factory = MDPMessageFactory(schema)
parser = SBEParser(msg_factory)
msg_buffer = binascii.a2b_hex('5603a9009c16d545349ad91428001e001e000100080003259845349ad914455300000000000000000000ffffff7fed4380150004')
offset = 12
for message in parser.parse(msg_buffer, offset):
self.recorded_messages.append(message)
# Validate that we parsed a security status message
assert_equals(1, len(self.recorded_messages))
recorded_message = self.recorded_messages[0]
assert_equals(30, recorded_message.template_id.value)
assert_equals('SecurityStatus', recorded_message.name)
assert_equals(17389, recorded_message.trade_date.value)
assert_equals(1502401500001346819, recorded_message.transact_time.value)
assert_equals('Reset Statistics', recorded_message.security_trading_event.value)
assert_equals('ResetStatistics', recorded_message.security_trading_event.enumerant)
assert_equals('Pre Open', recorded_message.security_trading_status.value)
assert_equals('PreOpen', recorded_message.security_trading_status.enumerant)
assert_equals('ES', recorded_message.security_group.value)
assert_equals('', recorded_message.asset.value)
assert_equals('Group Schedule', recorded_message.halt_reason.value)
assert_equals('GroupSchedule', recorded_message.halt_reason.enumerant)
assert_equals(None, recorded_message.security_id.value)
def mdp_schema():
schema_filename = tempfile.NamedTemporaryFile().name
urllib.request.urlretrieve(schema_url, schema_filename)
urllib.request.urlcleanup(
) # work around a bug in urllib under python 2.7 (https://stackoverflow.com/a/44734254)
schema = SBESchema(include_message_size_header=True,
use_description_as_message_name=True)
try:
from sbedecoder.generated import __messages__ as generated_messages
schema.load(generated_messages)
except:
schema.parse(schema_filename)
os.remove(schema_filename)
return schema
def process_file(args,
pcap_filename,
security_id_filter=None,
print_data=False):
mdp_schema = SBESchema()
# Read in the schema xml as a dictionary and construct the various schema objects
try:
from sbedecoder.generated import __messages__ as generated_messages
mdp_schema.load(generated_messages)
except:
mdp_schema.parse(args.schema)
msg_factory = SBEMessageFactory(mdp_schema)
mdp_parser = SBEParser(msg_factory)
secdef = SecDef()
secdef.load(args.secdef)
book_builder = PacketProcessor(mdp_parser,
secdef,
security_id_filter=security_id_filter)
console_printer = ConsolePrinter()
book_builder.orderbook_handler = console_printer
with gzip.open(pcap_filename,
'rb') if pcap_filename.endswith('.gz') else open(
pcap_filename, 'rb') as pcap:
pcap_reader = dpkt.pcap.Reader(pcap)
packet_number = 0
for ts, packet in pcap_reader:
packet_number += 1
ethernet = dpkt.ethernet.Ethernet(packet)
if ethernet.type == dpkt.ethernet.ETH_TYPE_IP:
ip = ethernet.data
if ip.p == dpkt.ip.IP_PROTO_UDP:
udp = ip.data
data = udp.data
try:
if print_data:
print('data: {}'.format(binascii.b2a_hex(data)))
book_builder.handle_packet(long(ts * 1000000), data)
except Exception as e:
print('Error decoding e:{} message:{}'.format(
e, binascii.b2a_hex(data)))
