def toAdmin(self, message, sessionID):
"""Get all the session level messages before they are sent to the FIX server.
This includes Logon, Logout, Heartbeat etc.
Arguments:
message {object} -- message object
sessionID {object} -- Session identifier object
"""
self.logger.info(
f'[KERNEL] Sending the admin message: {parse_fix_message(message)}'
)
msgType = fix.MsgType()
message.getHeader().getField(msgType)
if msgType.getValue() == fix.MsgType_Logon:
print(f'{self._client_str} Sending Logon request.')
message.setField(fix.Username(self.username))
message.setField(fix.Password(self.password))
elif msgType.getValue() == fix.MsgType_Logout:
print(f'{self._client_str} Sending Logout request.')
elif msgType.getValue() == fix.MsgType_Heartbeat:
print(f'{self._client_str} Heartbeart!')
else:
print(f'[KERNEL] [toAdmin] {parse_fix_message(message)}')
def toAdmin(self, m: fix.Message, session_id: fix.SessionID):
if self.username and self.password:
if m.getHeader().getField(
fix.MsgType().getTag()) == fix.MsgType_Logon:
m.setField(fix.Username(self.username))
m.setField(fix.Password(self.password))
if self.autofix_sequence_numbers:
text_tag = fix.Text().getTag()
is_seqnum_too_low = (
m.getHeader().getField(fix.MsgType().getTag())
== fix.MsgType_Logout and m.isSetField(text_tag)
and m.getField(text_tag).startswith("MsgSeqNum too low"))
if is_seqnum_too_low:
needed_seqnum = int(
re.match(
"MsgSeqNum too low, expecting (\d+) but received (\d+)",
m.getField(text_tag))[2])
self.log_message("toAdmin", m, session_id, levelize=False)
logger.warning(
f"Resetting MsgSeqNum to {needed_seqnum} as needed. Wait for reconnect..."
)
self.session.setNextTargetMsgSeqNum(needed_seqnum)
return
self.log_message("toAdmin", m, session_id)
self.outgoing_messages.put(fix.Message(m))
def toAdmin(self, message, sessionID):
if self.verbose:
print(f'[toAdmin] {sessionID} | {read_FIX_message(message)}')
log(self.logger,
f'[toAdmin] {sessionID} | {read_FIX_message(message)}')
msgType = fix.MsgType()
message.getHeader().getField(msgType)
base_str = self._client_str + ' ' + sessionID.toString() + ' | '
if msgType.getValue() == fix.MsgType_Logon:
print(self._client_str + 'Sending LOGON Request')
# set login credentials
username = self.settings.get(sessionID).getString('Username')
password = self.settings.get(sessionID).getString('Password')
message.setField(fix.Username(username))
message.setField(fix.Password(password))
elif msgType.getValue() == fix.MsgType_Logout:
print(self._client_str + 'Sending LOGOUT Request')
elif (msgType.getValue() == fix.MsgType_Heartbeat):
if self.verbose:
print(self._client_str + 'Heartbeat!')
else:
print(f'[toAdmin] {sessionID} | {read_FIX_message(message)}')
def toAdmin(self, message, sessionID):
username = fix.Username("YOUR API KEY")
mypass = fix.Password("YOUR API SECRET")
message.setField(username)
message.setField(mypass)
msg = message.toString().replace(__SOH__, "|")
return
def toAdmin(self, message, sessionID):
username = fix.Username(api_key)
password = fix.Password(secret_key)
message.setField(username)
message.setField(password)
#print "Sent the Admin following message: %s" % message.toString()
return
def toAdmin(self, message, sessionID):
msgType = fix.MsgType ()
message.getHeader().getField(msgType)
if (msgType.getValue () == fix.MsgType_Logon):
print('Logging on.')
message.setField(fix.Password('WHITE@2020'))
message.setField(fix.Username('WHITE_FIX_QS'))
message.setField (fix.ResetSeqNumFlag (True))
# logfix.info("S toAdmin >> %s" % message.toString())
return
def logout_msg(sender_comp_id, target_comp_id, username_client, ):
global ntwk_id
logout_req = fix.Message()
logout_req.getHeader().setField(fix.BeginString(fix.BeginString_FIXT11))
logout_req.getHeader().setField(fix.MsgType(fix.MsgType_Logout))
logout_req.setField(fix.SenderCompID(sender_comp_id))
logout_req.setField(fix.TargetCompID(target_comp_id))
logout_req.setField(fix.MsgSeqNum(5))
logout_req.setField(fix.Username(username_client))
logout_req.setField(fix.NetworkResponseID("%s" % ntwk_id))
logout_req = bytes(logout_req.toString(), encoding="UTF-8")
return logout_req
def toAdmin(self, message, sessionID):
self.sessionID = sessionID
self.message = message
print("toAdmin - message: " + message.toString() + " sessionID:" + sessionID.toString())
beginString = fix.BeginString()
msgType = fix.MsgType()
message.getHeader().getField(beginString)
message.getHeader().getField(msgType)
if msgType.getValue() == 'A':
message.setField(fix.Username('sgmmDEMOSOMFXTRADESTR1'))
message.setField(fix.Password('Stater123'))
pass
def toAdmin(self, message, sessionID):
msg = message.toString().replace(__SOH__, "|")
print("to admin called:" + msg)
msgType = message.getHeader().getField(quickfix.MsgType().getField())
print("Message Type : " + str(msgType))
if msgType == quickfix.MsgType_Logon:
sender_comp_id = message.getHeader().getField(
quickfix.SenderCompID().getField())
message.setField(quickfix.Username(sender_comp_id))
message.setField(quickfix.Password("TEST"))
msg = message.toString().replace(__SOH__, "|")
print("to admin called:")
print("Thread ID: " + str(threading.get_ident()))
print("to admin called: " + sessionID.toString() + " : " + msg)
return
def put_order(self):
print("Creating the following order: ")
trade = fix.Message()
trade.getHeader().setField(fix.BeginString(fix.BeginString_FIX44)) #
trade.getHeader().setField(fix.MsgType(
fix.MsgType_NewOrderSingle)) #39=D
trade.setField(fix.ClOrdID(self.genExecID())) #11=Unique order
trade.setField(fix.HandlInst(fix.HandlInst_MANUAL_ORDER_BEST_EXECUTION)
) #21=3 (Manual order, best executiona)
trade.setField(fix.Symbol('BTC-USD')) #55=SMBL ?
trade.setField(fix.Side(fix.Side_BUY)) #43=1 Buy
trade.setField(fix.OrdType(fix.OrdType_LIMIT)) #40=2 Limit order
trade.setField(fix.OrderQty(10)) #38=100
trade.setField(fix.Price(9000))
trade.setField(fix.Username("pairty"))
trade.setField(fix.Password("pairty"))
print trade.toString()
fix.Session.sendToTarget(trade, self.sessionID)
def logon_msg(sender_comp_id, target_comp_id, username_client, response_id_network):
if response_id_network is None:
response_id_network = int((numpy.random.random()) * 100000)
global ntwk_id
ntwk_id = response_id_network
_message_logger.info("Logon with response id: %s" % response_id_network)
_message_logger.debug("Building logon message")
logon_req = fix.Message()
logon_req.getHeader().setField(fix.BeginString(fix.BeginString_FIXT11))
logon_req.getHeader().setField(fix.MsgType(fix.MsgType_Logon))
logon_req.setField(fix.SenderCompID(sender_comp_id))
logon_req.setField(fix.TargetCompID(target_comp_id))
logon_req.setField(fix.MsgSeqNum(1))
logon_req.setField(fix.UserRequestType(1))
logon_req.setField(fix.HeartBtInt(1))
logon_req.setField(fix.Username(username_client))
logon_req.setField(fix.NetworkResponseID("%s" % response_id_network))
logon_req.setField(fix.DefaultApplVerID(fix.ApplVerID_FIX50SP2))
logon_req.setField(1701, "1")
logon_req.getTrailer().setField(fix.MarketID("2"))
logon_req.setField(fix.DefaultApplVerID("FIX.5.0SP2"))
logon_req = bytes(logon_req.toString(), encoding="UTF-8")
_message_logger.debug("Logon message built")
return logon_req
def toAdmin(self, message, sessionID):
msg_type = message.getHeader().getField(fix.MsgType()).getString()
if msg_type == fix.MsgType_Logon:
message.setField(fix.Username(USERNAME))
message.setField(fix.ResetSeqNumFlag(True))