def market_data_snapshot_handler(self, message: BaseMessage):
prices = message.get_group(Field.Groups.MDEntry_Snapshot)
if len(prices) < 2 or Field.MDEntryPx not in prices[0] or Field.MDEntryPx not in prices[1]:
self.logger.warn("No ask or bid in price update.")
return
ask_idx = 1 if prices[0][Field.MDEntryType] == '0' else 0
bid_idx = (ask_idx + 1) % 2
spread = calculate_spread(
prices[bid_idx][Field.MDEntryPx],
prices[ask_idx][Field.MDEntryPx],
self.session.symbol_table[int(message.get_field(Field.Symbol))]['pip_position']
)
name = self.session.symbol_table[int(message.get_field(Field.Symbol))]['name']
self.logger.info("Symbol: {0: <7}\tBID: {1: <10}\tASK: {2: <10}\tSPREAD: {3}\t\tBID_VOL: {4}\tASK_VOL: {5}".format(
name,
prices[bid_idx][Field.MDEntryPx],
prices[ask_idx][Field.MDEntryPx],
spread,
int(self.session.symbol_table[int(message.get_field(Field.Symbol))]['bid_volume'] / 1000000),
int(self.session.symbol_table[int(message.get_field(Field.Symbol))]['ask_volume'] / 1000000),
))
def logout_handler(self, message: BaseMessage):
self.logger.critical('Logout reason: {0}'.format(message.get_field(Field.Text)))
self.close()
def reject_handler(self, message: BaseMessage):
self.logger.warn("MESSAGE REJECTED: {0}".format(message.get_field(Field.Text)))
def test_request_handled(self, message: BaseMessage):
self.send(TestResponseMessage(message.get_field(Field.TestReqID), self.session))
def heartbeat_handler(self, message: BaseMessage):
self.logger.debug(
"Received heartbeat, sending it back. Server time: {0}.".format(message.get_field(Field.SendingTime))
)
self.send(HeartbeatMessage(self.session))
def logon_handler(self, message: BaseMessage):
self.authorized = True
self.logger.info("Logged in at {0} as {1}".format(message.get_field(Field.SendingTime), self.session.sender_id))