msg_seq_um = my_order.get_header_field_value(fix.MsgSeqNum)
print "SENDING ORDER >> %s %s %s" % (msg_seq_um, my_order, message_string)
self.protocol.transport.write(message_string)
def on_execution(self, prot, msg, seq, possDup):
print "Got an execution ! %s" % possDup
print "State is %s" % self.state
msg.dump()
self.session.logoff(False)
def recovered_execution(self, *args):
print "Recoverred ! %s" % str(args)
#msg.dump()
def on_recovered_new_order_single(self, *args):
print "Recoverred ! %s" % str(args)
config = yaml.load(open('../config/sender.yaml', 'r'))
senderConfig = makeConfig(config)
for x in senderConfig:
x.app = Sender(fix)
if __name__ == '__main__':
sessionManager = SessionManager(fix, senderConfig)
for x in senderConfig:
x.app.recover()
sessionManager.getConnected()
reactor.run()
msg.get_field(f.Side),
f.LeavesQty(0),
f.CumQty(order_qty),
f.LastShares(order_qty),
f.LastPx(101.5),
f.AvgPx(101.5)
])
assert self.protocol is not None
assert self.session is not None
message_string = self.session.compile_message(reply)
print ">>>MYEXEC %s %s" % (reply, message_string)
self.protocol.transport.write(message_string)
else:
msg.get_header_field_value(f.PossDupFlag, default=False)
config = yaml.load(open('../config/receiver.yaml', 'r'))
if __name__ == '__main__':
receiverConfig = makeConfig(config)
for x in receiverConfig:
x.app = Receiver(fix)
sm = SessionManager(fix, receiverConfig)
from twisted.internet import reactor
print "About to listen"
sm.getConnected()
reactor.run()
f.OrdStatus.FILLED,
msg.get_field(f.Symbol),
msg.get_field(f.Side),
f.LeavesQty(0),
f.CumQty(order_qty),
f.LastShares(order_qty),
f.LastPx(101.5),
f.AvgPx(101.5)])
assert self.protocol is not None
assert self.session is not None
message_string = self.session.compile_message(reply)
print ">>>MYEXEC %s %s" % (reply, message_string)
self.protocol.transport.write(message_string)
else:
msg.get_header_field_value(f.PossDupFlag, default=False)
config = yaml.load(open('../config/receiver.yaml', 'r'))
if __name__ == '__main__':
receiverConfig = makeConfig(config)
for x in receiverConfig:
x.app = Receiver(fix)
sm = SessionManager(fix, receiverConfig)
from twisted.internet import reactor
print "About to listen"
sm.getConnected()
reactor.run()
print "SENDING ORDER >> %s %s %s" % (msg_seq_um, my_order,
message_string)
self.protocol.transport.write(message_string)
def on_execution(self, prot, msg, seq, possDup):
print "Got an execution ! %s" % possDup
print "State is %s" % self.state
msg.dump()
self.session.logoff(False)
def recovered_execution(self, *args):
print "Recoverred ! %s" % str(args)
#msg.dump()
def on_recovered_new_order_single(self, *args):
print "Recoverred ! %s" % str(args)
config = yaml.load(open('../config/sender.yaml', 'r'))
senderConfig = makeConfig(config)
for x in senderConfig:
x.app = Sender(fix)
if __name__ == '__main__':
sessionManager = SessionManager(fix, senderConfig)
for x in senderConfig:
x.app.recover()
sessionManager.getConnected()
reactor.run()
