def genDel(*, seqNo, orderID):
now = dt.datetime.now().timestamp()
now_sec = int(now)
now_nsec = int((now - now_sec) * 1000000000)
c1 = im.pack(im.Header([b'0123456789', seqNo, 1]),
dm.SecondsMsg([now_sec]))
c2 = im.pack(im.Header([b'0123456789', seqNo + 1, 1]),
dm.OrderDeleteMsg([now_nsec, orderID, orderBookID, side]))
return c1, c2
def genMod(*, price=999, qty=888, seqNo, orderID):
now = dt.datetime.now().timestamp()
now_sec = int(now)
now_nsec = int((now - now_sec) * 1000000000)
c1 = im.pack(im.Header([b'0123456789', seqNo, 1]),
dm.SecondsMsg([now_sec]))
c2 = im.pack(
im.Header([b'0123456789', seqNo + 1, 1]),
dm.OrderReplaceMsg(
[now_nsec, orderID, orderBookID, side, 7, qty, price, 4]))
return c1, c2
def genTrade(*, price=545, qty=454, seqNo):
now = dt.datetime.now().timestamp()
now_sec = int(now)
now_nsec = int((now - now_sec) * 1000000000)
c1 = im.pack(im.Header([b'0123456789', seqNo, 1]),
dm.SecondsMsg([now_sec]))
c2 = im.pack(
im.Header([b'0123456789', seqNo + 1, 1]),
dm.TradeMsg([
now_nsec, matchID, side, qty, orderBookID, price, b'AAAAAAA',
b'BBBBBBB', b'Y', b'N'
]))
return c1, c2
def genFill(*, seqNo, orderID):
now = dt.datetime.now().timestamp()
now_sec = int(now)
now_nsec = int((now - now_sec) * 1000000000)
c1 = im.pack(im.Header([b'0123456789', seqNo, 1]),
dm.SecondsMsg([now_sec]))
c2 = im.pack(
im.Header([b'0123456789', seqNo + 1, 1]),
dm.OrderExecutedMsg([
now_nsec, orderID, orderBookID, side, qty, matchID, b'AAAAAAA',
b'BBBBBBB'
]))
return c1, c2
def genAdd(*, seqNo):
now = dt.datetime.now().timestamp()
now_sec = int(now)
now_nsec = int((now - now_sec) * 1000000000)
orderID = next(orderIDgen)
c1 = im.pack(im.Header([b'0123456789', seqNo, 1]),
dm.SecondsMsg([now_sec]))
c2 = im.pack(
im.Header([b'0123456789', seqNo + 1, 1]),
dm.AddOrderNoPIDMsg([
now_nsec, orderID, orderBookID, side, orderBookPos, qty, price,
etype, lottype
]))
return c1, c2, orderID
def genAuctionUpdate(*,
bid=987,
bidQty=876,
ask=998,
askQty=997,
lastBidQty=876,
lastAskQty=877,
eq_price=222,
seqNo):
now = dt.datetime.now().timestamp()
now_sec = int(now)
now_nsec = int((now - now_sec) * 1000000000)
c1 = im.pack(im.Header([b'0123456789', seqNo, 1]),
dm.SecondsMsg([now_sec]))
c2 = im.pack(
im.Header([b'0123456789', seqNo + 1, 1]),
dm.AuctionEquilibriumPriceUpdateMsg([
now_nsec, orderBookID, lastBidQty, lastAskQty, eq_price, bid, ask,
bidQty, askQty
]))
return c1, c2