msg_seq_um = my_order.get_header_field_value(fix.MsgSeqNum) print "SENDING ORDER >> %s %s %s" % (msg_seq_um, my_order, message_string) self.protocol.transport.write(message_string) def on_execution(self, prot, msg, seq, possDup): print "Got an execution ! %s" % possDup print "State is %s" % self.state msg.dump() self.session.logoff(False) def recovered_execution(self, *args): print "Recoverred ! %s" % str(args) #msg.dump() def on_recovered_new_order_single(self, *args): print "Recoverred ! %s" % str(args) config = yaml.load(open('../config/sender.yaml', 'r')) senderConfig = makeConfig(config) for x in senderConfig: x.app = Sender(fix) if __name__ == '__main__': sessionManager = SessionManager(fix, senderConfig) for x in senderConfig: x.app.recover() sessionManager.getConnected() reactor.run()
msg.get_field(f.Side), f.LeavesQty(0), f.CumQty(order_qty), f.LastShares(order_qty), f.LastPx(101.5), f.AvgPx(101.5) ]) assert self.protocol is not None assert self.session is not None message_string = self.session.compile_message(reply) print ">>>MYEXEC %s %s" % (reply, message_string) self.protocol.transport.write(message_string) else: msg.get_header_field_value(f.PossDupFlag, default=False) config = yaml.load(open('../config/receiver.yaml', 'r')) if __name__ == '__main__': receiverConfig = makeConfig(config) for x in receiverConfig: x.app = Receiver(fix) sm = SessionManager(fix, receiverConfig) from twisted.internet import reactor print "About to listen" sm.getConnected() reactor.run()
f.OrdStatus.FILLED, msg.get_field(f.Symbol), msg.get_field(f.Side), f.LeavesQty(0), f.CumQty(order_qty), f.LastShares(order_qty), f.LastPx(101.5), f.AvgPx(101.5)]) assert self.protocol is not None assert self.session is not None message_string = self.session.compile_message(reply) print ">>>MYEXEC %s %s" % (reply, message_string) self.protocol.transport.write(message_string) else: msg.get_header_field_value(f.PossDupFlag, default=False) config = yaml.load(open('../config/receiver.yaml', 'r')) if __name__ == '__main__': receiverConfig = makeConfig(config) for x in receiverConfig: x.app = Receiver(fix) sm = SessionManager(fix, receiverConfig) from twisted.internet import reactor print "About to listen" sm.getConnected() reactor.run()
print "SENDING ORDER >> %s %s %s" % (msg_seq_um, my_order, message_string) self.protocol.transport.write(message_string) def on_execution(self, prot, msg, seq, possDup): print "Got an execution ! %s" % possDup print "State is %s" % self.state msg.dump() self.session.logoff(False) def recovered_execution(self, *args): print "Recoverred ! %s" % str(args) #msg.dump() def on_recovered_new_order_single(self, *args): print "Recoverred ! %s" % str(args) config = yaml.load(open('../config/sender.yaml', 'r')) senderConfig = makeConfig(config) for x in senderConfig: x.app = Sender(fix) if __name__ == '__main__': sessionManager = SessionManager(fix, senderConfig) for x in senderConfig: x.app.recover() sessionManager.getConnected() reactor.run()