def __init__(self, username, password, heartbeat=3, session=None):
BaseMessage.__init__(self, [
(Field.EncryptMethod, 0),
(Field.HeartBtInt, heartbeat),
(Field.ResetSeqNum, 'Y'),
(Field.Username, username),
(Field.Password, password)
], session)
self.msg_type = Message.Types.Logon
def __init__(self, order_id, symbol, side, size, session=None):
BaseMessage.__init__(self, [
(Field.ClOrdID, order_id),
(Field.Symbol, symbol),
(Field.Side, side),
(Field.TransactTime, get_time()),
(Field.OrderQty, size),
(Field.OrdType, 1),
(Field.TimeInForce, 3),
], session)
self.msg_type = Message.Types.NewOrder
def __init__(self, request_id, symbol, unsubscribe=False, refresh=False, session=None):
BaseMessage.__init__(self, [
(Field.MDReqID, request_id),
(Field.SubscriptionRequestType, 2 if unsubscribe else 1),
(Field.MarketDepth, 0 if refresh else 1),
(Field.MDUpdateType, 1),
(Field.NoRelatedSym, 1),
(Field.Symbol, symbol),
(Field.NoMDEntryTypes, 2),
(Field.MDEntryType, 0),
(Field.MDEntryType, 1),
], session)
self.msg_type = Message.Types.MarketDataRequest
def __init__(self, text, session=None):
BaseMessage.__init__(self, [(Field.TestReqID, text)], session)
self.msg_type = Message.Types.Heartbeat
def __init__(self, session=None):
BaseMessage.__init__(self, [], session)
self.msg_type = Message.Types.Heartbeat