def RunTest():
submitter = OCOrderSender(attrs['account_id'], attrs['connection_id'])
while True:
if GetQuoteId(attrs) == None:
print "n - new quote"
else:
print "x - change quote"
print "c - cancel quote"
print "q - quit"
opt = raw_input("=> ")
if opt == "c":
if SendQuoteCancel(submitter, attrs):
SetQuoteId(attrs, None)
if opt == "n":
SendNewQuote(submitter, attrs)
if opt == "x":
SendQuoteReplace(submitter, attrs)
if opt == "q":
return True
return False
},
{
'party_id': "C",
'party_role': enums.PARTY_ROLE_ACCOUNT_CODE
},
{
'party_id': "ML3",
'party_role': enums.PARTY_ROLE_ORDER_ENTRY_OPERATOR_ID
},
{
'party_id': "9",
'party_role': enums.PARTY_ROLE_CLEARING_INSTRUCTION
},
{
'party_id': "TTG",
'party_role': enums.PARTY_ROLE_CONTRA_TRADER
},
]
}]
}],
'trans_booked_time':
1438800308000000000
}
msg = dict_to_protobuf(attrs, NewTradeCapture)
# Submit a new order
submitter = OCOrderSender(account_id, connection_id)
submitter.send(msg)
print '\nSent NewTradeCaptureReport {} on {}\n'.format(report_id,
submitter.send_topic)
print msg
'market_id': enums.TT_MARKET_ID_HKEX,
'connection_id': connection_id,
'user_id': user_id,
'account_id': account_id,
'account': account,
'quote_id': quote_id,
'source': enums.SOURCE_PYRATE,
'appl_id': PYRATE_APPLICATION_ID,
'ord_type': enums.ORD_TYPE_LIMIT,
'time_in_force': enums.TIME_IN_FORCE_DAY,
'sender_location_id': "HKEX",
}
msg = dict_to_protobuf(attrs, NewQuote)
# Submit a new quote
submitter = OCOrderSender(account_id, connection_id)
submitter.send(msg)
print '\nSent NewQuote\n'
# print '\nSent NewQuote {} on {}\n'.format(quote_id, submitter.send_topic)
print msg
# Wait for a response
try:
wait_topic = 'OR.OC.{}'.format(connection_id)
msgs = submitter.wait_for_response(Header.MSG_QUOTE_RESPONSE, wait_topic)
print '\nQuoteResponse(s) received:\n'
print MessageToString(
submitter.order_responses[quote_id][-1].order_response)
except:
print 'Did not receive a QuoteResponse from the OC, make sure its up!!'
'ord_type': enums.ORD_TYPE_LIMIT,
'order_qty': 500,
'time_in_force': enums.TIME_IN_FORCE_IMMEDIATE_OR_CANCEL,
'market_id': enums.TT_MARKET_ID_ICE,
'connection_id': connection_id,
'user_id': user_id,
'account_id': account_id,
'account': account,
'source': enums.SOURCE_PYRATE,
'appl_id': PYRATE_APPLICATION_ID,
}],
}
msg = dict_to_protobuf(attrs, NewOrderCross)
# Submit a new order
submitter = OCOrderSender(account_id, connection_id)
submitter.send(msg)
print '\nSent NewOrderCross {} on {}\n'.format(cross_id, submitter.send_topic)
print msg
# Wait for a response
try:
wait_topic = 'OC.{}'.format(connection_id)
msgs = submitter.wait_for_response(Header.MSG_EXECUTION_REPORT,
[wait_topic])
print '\nExecutionReport received:\n'
print MessageToString(
submitter.order_responses[order_id][-1].order_response)
except:
print 'Did not receive a ExecutionReport from the OC, make sure its up!!'