def SendNewQuote(submitter, attrs):
global responses, soid
quote_id = uuid.uuid4()
SetQuoteId(attrs, quote_id)
msg = dict_to_protobuf(attrs, NewQuote)
print '\nSent QuoteCancel {}\n'.format(quote_id, ) # submitter.send_topic)
# print '\nSent NewQuote {} on {}\n'.format(quote_id, ) # submitter.send_topic)
print msg
submitter.send(msg)
#Wait for a response
try:
msgs = submitter.wait_for_response(Header.MSG_QUOTE_RESPONSE,
wait_topic,
timeout=60,
exists=True)
print '\nQuoteResponse for new quote received:\n'
responses = responses + submitter.order_responses[quote_id]
soid = submitter.order_responses[quote_id][
-1].order_response.secondary_order_id
return True
except:
print 'Did not receive a new QuoteResponse from the OC, make sure its up!!'
return False
def SendQuoteReplace(submitter, attrs):
global responses, soid
quote_id = GetQuoteId(attrs)
buy_qty = raw_input("Buy Qty=> ")
sell_qty = raw_input("Sell Qty=> ")
buy_prc = raw_input("Buy Price=> ")
sell_prc = raw_input("Sell Price=> ")
quote_side_1=[
{'qty':int(buy_qty),'side':1,'price':int(buy_prc)}, #orginal=32860
{'qty':int(sell_qty),'side':2,'price':int(sell_prc)} #orginal=32870
]
attrs = {
'instrument_id':2057683400770929841, #MCHZ7
'quote_side':quote_side_1,
'ord_type':enums.ORD_TYPE_LIMIT,
'time_in_force':enums.TIME_IN_FORCE_DAY,
'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,
'aggressor_indicator':True,
'secondary_order_id': soid
}
# Submit a replace quote
msg = dict_to_protobuf(attrs, QuoteReplace)
print '\nSent QuoteCancel {}\n'.format(quote_id, ) # submitter.send_topic)
# print '\nSent QuoteReplace {} on {}\n'.format(quote_id, ) # submitter.send_topic)
print msg
submitter.send(msg)
# Wait for a response
try:
msgs = submitter.wait_for_response(Header.MSG_QUOTE_RESPONSE, wait_topic)
print '\nQuoteResponse for QuoteReplace received:\n'
responses = responses + submitter.order_responses[quote_id]
soid = submitter.order_responses[quote_id][-1].order_response.secondary_order_id
print MessageToString(submitter.order_responses[quote_id][-1].order_response)
return True
except:
print 'Did not receive a QuoteReplace QuoteResponse from the OC, make sure its up!!'
return False
def SendQuoteCancel(submitter, attrs):
global responses
quote_id = GetQuoteId(attrs)
msg = dict_to_protobuf(attrs, QuoteCancel)
print '\nSent QuoteCancel {}\n'.format(quote_id, ) # submitter.send_topic)
# print '\nSent QuoteCancel {} on {}\n'.format(quote_id, ) # submitter.send_topic)
submitter.send(msg)
# Wait for a response
try:
msgs = submitter.wait_for_response(Header.MSG_QUOTE_RESPONSE, wait_topic)
print '\nQuoteResponse for cancel received:\n'
responses = responses + submitter.order_responses[quote_id]
return True
except:
print 'Did not receive a canceled QuoteResponse from the OC, make sure its up!!'
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
attrs = {
'instrument_id': 12932967830139539957,
'quote_side': quote_side_1,
'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)
'instrument_id': 4947896210186472147,
'price': 489,
'side': enums.SIDE_SELL,
'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)
attrs = {
'manual_order_indicator':1,
'instrument_id':15953546965709579576,
# 'price':10000,
# 'order_qty':1,
'side':enums.SIDE_BUY,
'market_id':enums.TT_MARKET_ID_HKEX_DEV,
'connection_id': connection_id,
'user_id': user_id,
'account_id': account_id,
'request_id':request_id,
'source':enums.SOURCE_PYRATE,
'appl_id':PYRATE_APPLICATION_ID,
# "user_parameters": user_parameters
}
msg = dict_to_protobuf(attrs, QuoteRequest)
# Submit a new order
submitter = OCOrderSender(account_id, connection_id)
submitter.send(msg)
# print '\nSent QuoteRequest {} on {}\n'.format(request_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_REQUEST_RESPONSE, request_id, wait_topic)
print '\nQuoteRequestResponse received:\n'
print MessageToString(submitter.order_responses[request_id][-1].order_response)
except:
print 'Did not receive a QuoteRequestResponse from the OC, make sure its up!!'
