def main():
parser = argparse.ArgumentParser(
description='v1.0 Copyright (C) 2020 Spire Trading Inc.')
parser.add_argument('-c', '--config', type=str, help='Configuration file.',
default='config.yml')
parser.add_argument('-r', '--region', type=str, help='The region to reset.')
args = parser.parse_args()
try:
stream = open(args.config, 'r').read()
config = yaml.load(stream, yaml.SafeLoader)
except IOError:
sys.stderr.write('%s not found\n' % args.config)
exit(1)
except yaml.YAMLError as e:
report_yaml_error(e)
exit(1)
section = config['service_locator']
address = parse_ip_address(section['address'])
username = section['username']
password = section['password']
service_clients = nexus.ApplicationServiceClients(username, password, address)
countries = service_clients.get_definitions_client().load_country_database()
markets = service_clients.get_definitions_client().load_market_database()
region = nexus.parse_country_code(args.region, countries)
if region == nexus.CountryCode.NONE:
region = nexus.parse_market_code(args.region, markets)
if region != '':
region = markets.from_code(region)
else:
region = nexus.parse_security(args.region, markets)
service_clients.get_risk_client().reset(nexus.Region(region))
def test_price_retreat(self):
security = nexus.parse_security('ABX.TSX')
order_fields = nexus.order_execution_service.OrderFields.build_limit_order(
security, nexus.Side.ASK, 1000, nexus.Money.ZERO)
order = pegged_order.PeggedOrder(self.service_clients, order_fields,
nexus.Money.CENT)
order.start()
self.environment.update_bbo_price(security,
nexus.Money.from_value('1.00'),
nexus.Money.from_value('1.01'))
submission_queue = beam.Queue()
self.environment.monitor_order_submissions(submission_queue)
expected_order = submission_queue.top()
submission_queue.pop()
self.assertEqual(expected_order.info.fields.price,
nexus.Money.from_value('1.02'))
self.assertEqual(expected_order.info.fields.quantity, 1000)
self.environment.accept_order(expected_order)
self.environment.update_bbo_price(security,
nexus.Money.from_value('0.90'),
nexus.Money.from_value('0.91'))
self.assertTrue(
nexus.order_execution_service.tests.is_pending_cancel(
expected_order))
self.environment.cancel_order(expected_order)
expected_order = submission_queue.top()
submission_queue.pop()
self.assertEqual(expected_order.info.fields.price,
nexus.Money.from_value('0.92'))
self.assertEqual(expected_order.info.fields.quantity, 1000)
self.environment.accept_order(expected_order)
self.environment.fill_order(expected_order, 1000)
order.wait()
self.assertTrue(submission_queue.is_empty())
def main():
parser = argparse.ArgumentParser(
description='v1.0 Copyright (C) 2020 Spire Trading Inc.')
parser.add_argument('-c',
'--config',
type=str,
help='Configuration file',
default='config.yml')
parser.add_argument('-s',
'--symbol',
type=str,
help='Ticker symbol.',
required=True)
parser.add_argument('-n',
'--name',
type=str,
help='Display name.',
required=True)
parser.add_argument('-t', '--sector', type=str, help='Sector.', default='')
parser.add_argument('-b',
'--board_lot',
type=str,
help='Board lot.',
required=True)
args = parser.parse_args()
try:
stream = open(args.config, 'r').read()
config = yaml.load(stream, yaml.SafeLoader)
except IOError:
sys.stderr.write('%s not found\n' % args.config)
exit(1)
except yaml.YAMLError as e:
report_yaml_error(e)
exit(1)
section = config['service_locator']
address = parse_ip_address(section['address'])
username = section['username']
password = section['password']
service_locator_client = \
beam.service_locator.ApplicationServiceLocatorClient(username, password,
address)
feed_client = nexus.market_data_service.ApplicationMarketDataFeedClient(
service_locator_client)
security_info = nexus.SecurityInfo()
security_info.security = nexus.parse_security('%s' % args.symbol)
security_info.name = args.name
security_info.sector = args.sector
security_info.board_lot = nexus.Quantity.from_value(args.board_lot)
feed_client.add(security_info)
def parse_region(service_clients, region):
if region == '*':
return nexus.Region.GLOBAL
market_database = \
service_clients.get_definitions_client().load_market_database()
countries = service_clients.get_definitions_client().load_country_database(
)
region = nexus.parse_country_code(region, countries)
if region == nexus.CountryCode.NONE:
region = nexus.parse_market_code(region, market_database)
if region != '':
region = market_database.from_code(region)
else:
region = nexus.parse_security(region, market_database)
return nexus.Region(region)
def test_rejection(self):
security = nexus.parse_security('ABX.TSX')
order_fields = nexus.order_execution_service.OrderFields.build_limit_order(
security, nexus.Side.BID, 1000, nexus.Money.ZERO)
order = pegged_order.PeggedOrder(self.service_clients, order_fields,
nexus.Money.CENT)
order.start()
self.environment.update_bbo_price(security,
nexus.Money.from_value('1.00'),
nexus.Money.from_value('1.01'))
submission_queue = beam.Queue()
self.environment.monitor_order_submissions(submission_queue)
expected_order = submission_queue.pop()
self.assertEqual(expected_order.info.fields.price,
nexus.Money.from_value('0.99'))
self.assertEqual(expected_order.info.fields.quantity, 1000)
self.environment.reject(expected_order)
order.wait()
self.assertIsNone(submission_queue.try_pop())
def main():
parser = argparse.ArgumentParser(
description='v1.0 Copyright (C) 2020 Spire Trading Inc.')
parser.add_argument('-c',
'--config',
type=str,
help='Configuration file',
default='config.yml')
parser.add_argument('-s',
'--start',
type=parse_date,
help='Start range',
required=True)
parser.add_argument('-e',
'--end',
type=parse_date,
help='End range',
required=True)
parser.add_argument('-m', '--market', type=str, help='Market')
parser.add_argument('-t', '--symbol', type=str, help='Ticker symbol')
parser.add_argument('-a', '--account', type=str, help='Account')
args = parser.parse_args()
try:
stream = open(args.config, 'r').read()
config = yaml.load(stream, yaml.SafeLoader)
except IOError:
sys.stderr.write('%s not found\n' % args.config)
exit(1)
except yaml.YAMLError as e:
report_yaml_error(e)
exit(1)
address = parse_ip_address(config['service_locator'])
username = config['username']
password = config['password']
start_date = beam.time_service.to_utc_time(args.start)
end_date = beam.time_service.to_utc_time(args.end)
service_locator_client = beam.service_locator.ApplicationServiceLocatorClient(
username, password, address)
definitions_client = nexus.definitions_service.ApplicationDefinitionsClient(
service_locator_client)
order_execution_client = \
nexus.order_execution_service.ApplicationOrderExecutionClient(
service_locator_client)
market_database = definitions_client.load_market_database()
time_zone_database = definitions_client.load_time_zone_database()
if args.market is not None:
market = nexus.parse_market_code(args.market, market_database)
else:
market = None
if args.symbol is not None:
security = nexus.parse_security(args.symbol, market_database)
else:
security = None
if args.account is not None:
account = service_locator_client.find_account(args.account)
else:
account = None
(orders, activity_log) = execute_report(start_date, end_date, security,
market, account, market_database,
time_zone_database,
service_locator_client,
order_execution_client)
output_order_log(orders)
output_activity_log(activity_log)
