class Receiver(FIXApplication):
def __init__(self):
FIXApplication.__init__(self, fix)
self.dispatch_dict = {fix.OrderSingle: self.on_order}
def on_order(self, protocol, order, seq, dup):
assert order.__class__ == fix.OrderSingle
#msg.dump()
f = fix
if self.state.__class__ == NormalMessageProcessing:
reply = flipOrder(self.fix, order)
assert self.protocol is not None
assert self.session is not None
strMsg = self.session.compile_message(reply)
print ">>>MYEXEC %s %s" % (reply, strMsg)
protocol.transport.write(strMsg)
config = yaml.load(open('./sinks.yaml', 'r'))
if __name__ == '__main__':
receiverConfig = makeConfig(config)
for x in receiverConfig:
x.app = Receiver()
sm = SessionManager(fix, receiverConfig)
fixPerspective = FIXPerspective(sm, description="Multiplexer:Sinks")
print "About to listen"
sm.getConnected()
reactor.run()
newFields = [ fieldDict.get( x.__class__, x ) for x in fields ]
myOrder = f.OrderSingle( fields = newFields )
strMsg = self.session.compile_message( myOrder )
msgSeqNum = myOrder.get_header_field_value( self.fix.MsgSeqNum)
print "APP>> %s %s %s" % (msgSeqNum, myOrder, strMsg)
self.transport.write( strMsg )
def sendOrder(self):
f = self.fix
assert self.normal_message_processing, "Can't send an order in abnormal conditions!!!"
myOrder = f.OrderSingle(fields = [ f.ClOrdID( "MyOrder" ),
f.HandlInst('3'),
f.Symbol('CSCO'),
f.Side.BUY,
f.OrderQty(100),
f.TransactTime( datetime.now() ),
f.OrdType.MARKET]
)
strMsg = self.session.compile_message( myOrder )
msgSeqNum = myOrder.get_header_field_value( self.fix.MsgSeqNum)
print "APP>> %s %s %s" % (msgSeqNum, myOrder, strMsg)
self.transport.write( strMsg )
config = yaml.load( open( '../config/sender.yaml','r') )
senderConfig = makeConfig( config )
if __name__=='__main__':
sessionManager = SessionManager( fix, senderConfig, initiatorProtocol = SendingProtocol )
sessionManager.getConnected()
reactor.run()
strMsg = self.session.compile_message(myOrder)
msgSeqNum = myOrder.get_header_field_value(self.fix.MsgSeqNum)
print "APP>> %s %s %s" % (msgSeqNum, myOrder, strMsg)
self.transport.write(strMsg)
def sendOrder(self):
f = self.fix
assert self.normalMessageProcessing, "Can't send an order in abnormal conditions!!!"
myOrder = f.OrderSingle(fields=[
f.ClOrdID("MyOrder"),
f.HandlInst('3'),
f.Symbol('CSCO'), f.Side.BUY,
f.OrderQty(100),
f.TransactTime(datetime.now()), f.OrdType.MARKET
])
strMsg = self.session.compile_message(myOrder)
msgSeqNum = myOrder.get_header_field_value(self.fix.MsgSeqNum)
print "APP>> %s %s %s" % (msgSeqNum, myOrder, strMsg)
self.transport.write(strMsg)
config = yaml.load(open('../config/sender.yaml', 'r'))
senderConfig = NativeConfig(config)
if __name__ == '__main__':
sessionManager = SessionManager(fix,
senderConfig,
initiatorProtocol=SendingProtocol)
sessionManager.getConnected()
reactor.run()
return
self.delay = self.delays.pop(0)
print "Setting delay to %s" % self.delay
except:
print "Duff test request id %s" % request
traceback.print_exc()
config = yaml.load(open('../config/sender.yaml', 'r'))
senderConfig = makeConfig(config)
for x in senderConfig:
x.app = Sender(fix)
app = x.app
if __name__ == '__main__':
sessionManager = SessionManager(fix, senderConfig)
sessionManager.getConnected()
reactor.run()
from pylab import plot, show
data = []
for d, x in app.latencies.items():
if not x._endTime:
x._endTime = time.time()
timeTaken = x.endTime() - x.startTime
messages = x.count
freq = messages / timeTaken
data.append((d, timeTaken, x.count, x.mean(), freq))
data.sort(lambda x, y: cmp(x[0], y[0]))
with open('./stats_%s', 'w') as f:
f.write(cPickle.dumps(data))
import yaml
from pyfix.FIXProtocol import SessionManager
from pyfix.FIXSpec import parse_specification
from pyfix.FIXConfig import makeConfig
fix = parse_specification(version="FIX.4.2")
config = yaml.load(open('../config/receiver.yaml', 'r'))
if __name__ == '__main__':
receiverConfig = makeConfig(config)
sm = SessionManager(fix, receiverConfig)
from twisted.internet import reactor
print "About to listen"
sm.getConnected()
reactor.run()
"%s recovered %s executions, %s orders" % (self.session.target, self.execs, self.orders)
def onRecoveredExecution(self, msg):
self.execs += 1
def onRecoveredOrder(self, msg):
self.orders += 1
def onExecution(self, protocol, msg, seq, possdup):
self.mux.on_execution(self, msg)
if __name__ == '__main__':
config = yaml.load(open('./mux.yaml', 'r'))
muxConfig = makeConfig(config)
sessionManager = SessionManager(fix, muxConfig)
if 0:
# Vanilla multiplexer
multiplexer = Multiplexer(sessionManager)
else:
# 'Perspective' version can be monitored by examples/pyglex/muxGui
fixPerspective = FIXPerspective(sessionManager, description="Multiplexer Example - MUX")
multiplexer = NoiseMux(sessionManager, fixPerspective)
for s in sessionManager.sessions:
s.app.recover()
sessionManager.getConnected()
reactor.run()
