def main(port=9000, debug=None):
"""FIX gateway
Accepts orders over a FIX session.
"""
if debug:
logger.setLevel(logging.DEBUG)
logger.info(f"Logging set to debug.")
else:
logger.setLevel(logging.INFO)
logger.info(f"Logging set to info.")
settings = fix.SessionSettings("configs/exchange.cfg")
log = fix.FileLogFactory(settings)
store = fix.FileStoreFactory(settings)
app = MessageBroker()
address = ("localhost", port)
app.set_logging(logger)
acceptor = fix.SocketAcceptor(app, store, settings, log)
try:
acceptor.start()
logger.info("FIX.4.2 server started.")
conn = Client(address, authkey=b"Dj$0.Jkx1@")
logger.info(f"Started market data publisher at port {port}.")
while True:
sleep(1)
if MARKETS:
for market in MARKETS:
# remove the comment below to print debug orderbook
# logger.debug(f"\n{MARKETS[market]._show_orderbook()}")
if market in FLUSH_BOOK:
bids, asks = MARKETS[market].book()
trades = []
if FLUSH_BOOK[market]:
# trades
trades = list(set(FLUSH_BOOK[market]))
book = Book(market, bids, asks, trades)
conn.send(book)
FLUSH_BOOK.pop(market)
except (fix.ConfigError, fix.RuntimeError) as error:
raise fix.RuntimeError(error)
except KeyboardInterrupt:
logger.info(f"Got signal interrupt, exiting...")
acceptor.stop()
def main():
try:
settings = fix.SessionSettings('config/executor.cfg')
application = Executor()
storeFactory = fix.FileStoreFactory(settings)
logFactory = fix.FileLogFactory(settings)
executor = fix.SocketAcceptor(application, storeFactory, settings,
logFactory)
executor.start()
while True:
time.sleep(1)
except (fix.ConfigError, fix.RuntimeError), e:
print(e)
def main(config_file):
try:
settings = fix.SessionSettings("acceptor.conf")
application = Application()
storeFactory = fix.FileStoreFactory(settings)
logFactory = fix.FileLogFactory(settings)
initiator = fix.SocketAcceptor(application, storeFactory, settings,
logFactory)
initiator.start()
while 1:
pass
except (fix.ConfigError, fix.RuntimeError), e:
print e
def main(config_file):
try:
settings = fix.SessionSettings(config_file)
application = Application()
storefactory = fix.FileStoreFactory(settings)
logfactory = fix.FileLogFactory(settings)
acceptor = fix.SocketAcceptor(application, storefactory, settings,
logfactory)
acceptor.start()
while (1):
time.sleep(10)
except (fix.ConfigError, fix.RuntimeError) as e:
print(e)
sys.exit()
def main(file_name):
try:
settings = fix.SessionSettings(file_name)
application = Application()
storeFactory = fix.FileStoreFactory( settings )
logFactory = fix.FileLogFactory( settings )
print 'creating acceptor'
acceptor = fix.SocketAcceptor( application, storeFactory, settings, logFactory )
print 'starting acceptor'
acceptor.start()
while 1:
time.sleep(1)
except (fix.ConfigError, fix.RuntimeError), e:
print e
def main(fileName):
if len(sys.argv) < 2:
return
fileName = sys.argv[1]
try:
settings = quickfix.SessionSettings(fileName)
application = quickfix.MyApplication()
storeFactory = quickfix.FileStoreFactory(settings)
logFactory = quickfix.FileLogFactory(settings)
acceptor = quickfix.SocketAcceptor(application, storeFactory, settings,
logFactory)
acceptor.start()
# while condition == true: do something
acceptor.stop()
except quickfix.ConfigError, e:
print e
def create_acceptor(acceptor_config, simulation_config):
def create_subscriptions(sources):
subscriptions = Subscriptions()
for source in sources:
variation = source.get('variation', None)
if variation:
step, limit = variation.get('step',
0), variation.get('limit', 0)
else:
step, limit = 0, 0
subscription = Subscription(source['symbol'],
SnapshotGenerator(step, limit))
for quote in source['bid']:
subscription.generator.addQuote(
Quote(Quote.BID, quote['price'], quote['size']))
for quote in source['ask']:
subscription.generator.addQuote(
Quote(Quote.ASK, quote['price'], quote['size']))
subscriptions.add(subscription)
return subscriptions
settings = quickfix.SessionSettings(acceptor_config)
config = load_yaml(simulation_config)
fix_version = create_fix_version(config)
publish_interval = config.get("publish_interval", 1)
subscriptions = create_subscriptions(config['instruments'])
logger = create_logger(config)
rejectRate = config.get("reject_rate", 0)
application = Server(fix_version, logger, publish_interval, rejectRate,
subscriptions)
storeFactory = quickfix.FileStoreFactory(settings)
logFactory = quickfix.ScreenLogFactory(settings)
acceptor = quickfix.SocketAcceptor(application, storeFactory, settings,
logFactory)
return acceptor
def main(config_file):
"""Main"""
try:
settings = quickfix.SessionSettings(config_file)
application = Application()
storefactory = quickfix.FileStoreFactory(settings)
logfactory = quickfix.FileLogFactory(settings)
acceptor = quickfix.SocketAcceptor(application, storefactory, settings,
logfactory)
acceptor.start()
application.run()
acceptor.stop()
except (quickfix.ConfigError, quickfix.RuntimeError) as e:
print(e)
acceptor.stop()
sys.exit()
def main(file_name):
"""run an acceptor application service"""
log.info("-->> executor main file_name:{}".format(file_name))
try:
settings = fix.SessionSettings(file_name)
application = Application()
storeFactory = fix.FileStoreFactory(settings)
logFactory = fix.FileLogFactory(settings)
acceptor = fix.SocketAcceptor(application, storeFactory, settings,
logFactory)
log.info('-->> starting acceptor')
acceptor.start()
while 1:
time.sleep(1)
except (fix.ConfigError, fix.RuntimeError) as e:
print(e)
def main(port=9000, debug=None):
"""FIX price gateway
Sends market data snapshot over FIX.
"""
if debug:
logger.setLevel(logging.DEBUG)
logger.info("Logging set to debug.")
else:
logger.setLevel(logging.INFO)
logger.info("Logging set to info.")
settings = fix.SessionSettings("configs/price.cfg")
log = fix.FileLogFactory(settings)
store = fix.FileStoreFactory(settings)
app = MarketDataAdapter()
address = ("localhost", port)
book = Book("Market", [(1, 1)], [(1, 1)], [])
app.set_logging(logger)
acceptor = fix.SocketAcceptor(app, store, settings, log)
try:
acceptor.start()
logger.info("FIX.4.2 maarket data server started.")
logger.debug(f"Starting listener on port {port}.")
conn = Listener(address, authkey=b"Dj$0.Jkx1@").accept()
logger.debug(f"Accepted orderbook connection on port {port}.")
while True:
book = conn.recv()
app.dispatch(book)
except (fix.ConfigError, fix.RuntimeError) as error:
raise fix.RuntimeError(error)
except KeyboardInterrupt:
logger.info(f"Got signal interrupt, exiting...")
acceptor.stop()
def start_fix(file_name):
try:
settings = fix.SessionSettings(file_name)
application = FixApplication()
storeFactory = fix.FileStoreFactory(settings)
logFactory = fix.FileLogFactory(settings)
print('Creating FIX Acceptor')
acceptor = fix.SocketAcceptor(application, storeFactory, settings,
logFactory)
print('Starting FIX Acceptor')
acceptor.start()
while 1:
time.sleep(1)
acceptor.stop()
except (fix.ConfigError, fix.RuntimeError) as e:
print(e)
def main(debug=None):
"""FIX gateway
Accepts orders over a FIX session.
"""
if debug:
logger.setLevel(logging.DEBUG)
logger.info(f"Logging set to debug.")
else:
logger.setLevel(logging.INFO)
logger.info(f"Logging set to info.")
settings = fix.SessionSettings("configs/exchange.cfg")
log = fix.FileLogFactory(settings)
store = fix.FileStoreFactory(settings)
app = MessageBroker()
app.set_logging(logger)
acceptor = fix.SocketAcceptor(app, store, settings, log)
try:
acceptor.start()
logger.info("FIX4.2 server started.")
while True:
sleep(1)
if MARKETS:
for market in MARKETS:
logger.debug(f"\n{MARKETS[market]._show_orderbook()}")
except (fix.ConfigError, fix.RuntimeError) as error:
raise fix.RuntimeError(error)
except KeyboardInterrupt:
logger.info(f"Got signal interrupt, exiting...")
acceptor.stop()
executionReport.setField( fix.ExecType(fix.ExecType_FILL) ) executionReport.setField( fix.LeavesQty(0) ) time.sleep(5) try: fix.Session.sendToTarget( executionReport, sessionID ) except SessionNotFound as e: return def genOrderID(self): self.orderID = self.orderID+1 return self.orderID def genExecID(self): self.execID = self.execID+1 return self.execID try: file = sys.argv[1] settings = fix.SessionSettings( file ) application = Application() storeFactory = fix.FileStoreFactory( settings ) logFactory = fix.ScreenLogFactory( settings ) acceptor = fix.SocketAcceptor( application, storeFactory, settings, logFactory ) acceptor.start() while 1: time.sleep(1) except (fix.ConfigError, fix.RuntimeError) as e: print(e)
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()
from __future__ import print_function
import sys
import time
import quickfix as fix
import at_application
if len(sys.argv) == 0:
print("usage: at.py -f FILE")
exit
file = sys.argv[1]
settings = fix.SessionSettings(file)
application = at_application.Application()
factory = fix.FileStoreFactory("store")
acceptor = fix.SocketAcceptor(application, factory, settings)
acceptor.start()
while 1:
time.sleep(1)
acceptor.stop()
table = texttable.Texttable()
table.set_cols_width([16, 32])
for key in self.orders[orderID]:
table.add_row([key, self.orders[orderID][key]])
print table.draw()
if len(sys.argv) > 1:
configFile = sys.argv[1]
else:
configFile = 'mfs-quickfix.cfg'
settings = quickfix.SessionSettings(configFile)
application = FIXServer()
logFactory = quickfix.ScreenLogFactory(settings)
storeFactory = quickfix.FileStoreFactory(settings)
acceptor = quickfix.SocketAcceptor(application, storeFactory, settings)
fixServer = threading.Thread(target=acceptor.start())
fixServer.start()
def help():
print "Commands are: "
print "\tbook ## Shows current order book"
print "\tack [orderID] ## Sends acknowledgement on orderID"
print "\tcancel [orderID] ## Sends cancel ack on orderID"
print "\tfill [orderID] [quantity] ## Sends a fill on orderID with quantity"
print "\torder [orderID] ## Provides details about the order"
print "\tremove [orderID] ## Removes the order from the book"
print "\treplace [orderID] ## Sends a ReplaceAck on orderID"
print "\treplacepend [orderID] ## Sends a ReplacePending message for orderID"
print "\texit ## Shuts down this server"
