def test_validate(self):
sessionID = fix.SessionID("FIX.4.2", "SenderCompID", "TargetCompID")
dictionary = fix.Dictionary()
try:
self.object.set(sessionID, dictionary)
self.assertTrue(0)
except fix.ConfigError as e:
self.assertTrue(1)
dictionary.setString(fix.CONNECTION_TYPE, "badvalue")
try:
self.object.set(sessionID, dictionary)
self.assertTrue(0)
except fix.ConfigError as e:
self.assertTrue(1)
dictionary.setString(fix.CONNECTION_TYPE, "initiator")
try:
self.object.set(sessionID, dictionary)
self.assertTrue(1)
except fix.ConfigError as e:
self.assertTrue(0)
sessionID = fix.SessionID("FIX4.2", "SenderCompID", "TargetCompID")
try:
self.object.set(sessionID, dictionary)
self.assertTrue(0)
except fix.ConfigError as e:
self.assertTrue(1)
def test_get_sessions(self):
dictionary = fix.Dictionary()
dictionary.setString(fix.BEGINSTRING, "FIX.4.4")
dictionary.setString(fix.START_TIME, "00:00:00")
dictionary.setString(fix.END_TIME, "00:00:00")
dictionary.setString(fix.CONNECTION_TYPE, "initiator")
self.object.set(dictionary)
sessionids = [fix.SessionID('FIX.4.4', 'SenderA', 'TargetA'), fix.SessionID('FIX.4.4', 'SenderB', 'TargetB')]
for sessionid in sessionids:
self.object.set(sessionid, self.object.get())
sessionids = [str(s) for s in sessionids]
for sessionid in self.object.getSessions():
self.assertIn(str(sessionid), sessionids)
def test_validate(self):
sessionID = fix.SessionID("FIX.4.2", "SenderCompID", "TargetCompID")
dictionary = fix.Dictionary()
try:
self.object.set(sessionID, dictionary)
self.failUnless(0)
except fix.ConfigError, e:
self.failUnless(1)
def main():
sessionID = fix.SessionID('FIX.4.4', SENDERCOMPID, 'PAYMIUM')
params = fix.Dictionary()
params.setString('ConnectionType', 'initiator')
params.setString('StartTime', '00:00:00')
params.setString('EndTime', '00:00:00')
params.setString('HeartBtInt', '30')
params.setString('CheckLatency', 'Y')
params.setString('SocketConnectHost', '195.154.171.115')
params.setString('SocketConnectPort', '8359')
params.setString('DataDictionary', FIX44FILE)
params.setString('EncryptMethod', '0')
settings = fix.SessionSettings()
settings.set(sessionID, params)
application = MyApplication()
factory = fix.FileStoreFactory("store")
acceptor = fix.SocketInitiator(application, factory, settings,
fix.ScreenLogFactory(DEBUG, DEBUG, DEBUG))
acceptor.start()
time.sleep(2)
mdr = fixMsg.MarketDataRequest()
mdr.setField(fix.MDReqID("MDRQ-%d" % (time.time() * 1000000)))
# We want the full book here, not just the top
mdr.setField(fix.MarketDepth(1))
# We want to get a snapshot and also subscribe to the market depth updates
mdr.setField(
fix.SubscriptionRequestType(
fix.SubscriptionRequestType_SNAPSHOT_PLUS_UPDATES))
# We'll want only incremental refreshes when new data is available
mdr.setField(fix.MDUpdateType(fix.MDUpdateType_INCREMENTAL_REFRESH))
# Specify the currency
instruments = fixMsg.MarketDataRequest().NoRelatedSym()
instruments.setField(fix.Symbol("EUR/XBT"))
mdr.addGroup(instruments)
# Specify that we'll want the bids and asks
mdr.setField(fix.NoMDEntryTypes(2))
group = fixMsg.MarketDataRequest().NoMDEntryTypes()
group.setField(fix.MDEntryType(fix.MDEntryType_BID))
group.setField(fix.MDEntryType(fix.MDEntryType_OFFER))
mdr.addGroup(group)
fix.Session.sendToTarget(mdr, sessionID)
while True:
time.sleep(10)
acceptor.stop()
def __init__(self, cf, cf_path):
self._cf = cf
self._cf_path = cf_path
fix_cf = ConfigParser.ConfigParser()
fix_cf.read(os.path.join(os.getcwd(), baseconfdir, cf.get("main", "fix_cfg_file")))
self._session = fix.SessionID(fix_cf.get("SESSION", "BeginString"),
fix_cf.get("SESSION", "SenderCompID"),
fix_cf.get("SESSION", "TargetCompID"))
self._order_section = 'order'
self._market_section = 'market'
self._contract_query_section = 'contractQry'
def start(self):
""""""
self.register_event()
# For child app
child_settings = fix.SessionSettings()
child_dict = fix.Dictionary()
child_dict.setString("ConnectionType", "acceptor")
child_dict.setString("ResetOnLogon", "Y")
child_dict.setString("FileLogPath", "./genus_log/child")
child_dict.setString("LogonTimeout", "30")
child_dict.setString("StartTime", "00:00:00")
child_dict.setString("EndTime", "00:00:00")
child_dict.setString("HeartBtInt", "30")
child_dict.setString("CheckLatency", "N")
child_dict.setString("UseDataDictionary", "N")
child_dict.setString("FileStorePath", "./genus_store/child")
child_dict.setString("ScreenLogShowIncoming", "N")
child_dict.setString("ScreenLogShowOutgoing", "N")
child_dict.setString("ScreenLogShowEvents", "N")
child_dict.setString("SocketAcceptHost", SETTINGS["genus.child_host"])
child_dict.setString("SocketAcceptPort", SETTINGS["genus.child_port"])
child_session = fix.SessionID("FIX.4.2",
SETTINGS["genus.child_sender"],
SETTINGS["genus.child_target"])
child_settings.set(child_session, child_dict)
child_store_factory = fix.FileStoreFactory(child_settings)
child_log_factory = fix.ScreenLogFactory(child_settings)
self.child_app: GenusChildApp = GenusChildApp(self)
self.child_socket = fix.SocketAcceptor(self.child_app,
child_store_factory,
child_settings,
child_log_factory)
self.child_socket.start()
# For parent app
parent_settings = fix.SessionSettings()
parent_dict = fix.Dictionary()
parent_dict.setString("ConnectionType", "initiator")
parent_dict.setString("ResetOnLogon", "Y")
parent_dict.setString("FileLogPath", "./genus_log/parent")
parent_dict.setString("LogonTimeout", "30")
parent_dict.setString("StartTime", "00:00:00")
parent_dict.setString("EndTime", "00:00:00")
parent_dict.setString("HeartBtInt", "30")
parent_dict.setString("CheckLatency", "N")
parent_dict.setString("UseDataDictionary", "N")
parent_dict.setString("FileStorePath", "./genus_store/parent")
parent_dict.setString("ScreenLogShowIncoming", "N")
parent_dict.setString("ScreenLogShowOutgoing", "N")
parent_dict.setString("ScreenLogShowEvents", "N")
parent_dict.setString("SocketConnectHost",
SETTINGS["genus.parent_host"])
parent_dict.setString("SocketConnectPort",
SETTINGS["genus.parent_port"])
parent_session = fix.SessionID("FIX.4.2",
SETTINGS["genus.parent_sender"],
SETTINGS["genus.parent_target"])
parent_settings.set(parent_session, parent_dict)
parent_store_factory = fix.FileStoreFactory(parent_settings)
parent_log_factory = fix.ScreenLogFactory(parent_settings)
self.parent_app: GenusParentApp = GenusParentApp(self)
self.parent_socket = fix.SocketInitiator(self.parent_app,
parent_store_factory,
parent_settings,
parent_log_factory)
self.parent_socket.start()
dictionary = fix.Dictionary()
try:
self.object.set(sessionID, dictionary)
self.failUnless(0)
except fix.ConfigError, e:
self.failUnless(1)
dictionary.setString(fix.CONNECTION_TYPE, "badvalue")
try:
self.object.set(sessionID, dictionary)
self.failUnless(0)
except fix.ConfigError, e:
self.failUnless(1)
dictionary.setString(fix.CONNECTION_TYPE, "initiator")
try:
self.object.set(sessionID, dictionary)
self.failUnless(1)
except fix.ConfigError, e:
self.failUnless(0)
sessionID = fix.SessionID("FIX4.2", "SenderCompID", "TargetCompID")
try:
self.object.set(sessionID, dictionary)
self.failUnless(0)
except fix.ConfigError, e:
self.failUnless(1)
if __name__ == '__main__':
unittest.main()