quickfixapp

fix.py

"""
[DEFAULT]
ConnectionType=initiator
ReconnectInterval=60
FileStorePath=store
FileLogPath=log
StartTime=00:00:00
EndTime=00:00:00
UseDataDictionary=Y
DataDictionary=spec/FIX50SP2.xml
TransportDataDictionary=spec/FIXT11.xml
HttpAcceptPort=9911
ValidateUserDefinedFields=N
ResetOnLogout=Y
ResetOnLogon=Y
DefaultApplVerID=FIX.5.0SP2

# standard config elements

[SESSION]
# inherit ConnectionType, ReconnectInterval and SenderCompID from default
BeginString=FIXT.1.1
SenderCompID=YOUR ID
TargetCompID=YOUR PROVIDERS ID
SocketConnectHost=fix.test.com
SocketConnectPort=11000
HeartBtInt=30
"""

import sys
import argparse
import quickfix as fix

class Application(fix.Application):
    orderID = 0
    execID = 0
    def gen_ord_id(self):
        global orderID
        orderID+=1
        return orderID


    def onCreate(self, sessionID):
            return
    def onLogon(self, sessionID):
            self.sessionID = sessionID
            print ("Successful Logon to session '%s'." % sessionID.toString())
            return

    def onLogout(self, sessionID): return

    def toAdmin(self, sessionID, message):
        print "Sent the Admin following message: %s" % message.toString()
        return

    def fromAdmin(self, sessionID, message):
        print "Received the Admin following message: %s" % message.toString()
        return

    def toApp(self, sessionID, message):
        print "Sent the following message: %s" % message.toString()
        return

    def fromApp(self, message, sessionID):
        print "Received the following message: %s" % message.toString()
        return

    def genOrderID(self):
    	self.orderID = self.orderID+1
    	return `self.orderID`

    def genExecID(self):
    	self.execID = self.execID+1
    	return `self.execID`
    def put_order(self):
        print("Creating the following order: ")
        trade = fix.Message()
        trade.setField(fix.ClOrdID(self.genExecID())) #11=Unique order
        trade.setField(fix.HandlInst(fix.HandlInst_MANUAL_ORDER_BEST_EXECUTION))
        trade.setField(fix.Symbol('SMBL'))
        trade.setField(fix.Side(fix.Side_BUY))
        trade.setField(fix.OrdType(fix.OrdType_LIMIT))
        trade.setField(fix.OrderQty(100))
        trade.setField(fix.Price(10))
        print trade.toString()
        fix.Session.sendToTarget(trade, self.sessionID)

def main(config_file):
    try:
        settings = fix.SessionSettings("settings.cfg")
        application = Application()
        storeFactory = fix.FileStoreFactory(settings)
        logFactory = fix.FileLogFactory(settings)
        initiator = fix.SocketInitiator(application, storeFactory, settings, logFactory)
        initiator.start()

        while 1:
                input = raw_input()
                if input == '1':
                    print "Putin Order"
                    application.put_order()
                if input == '2':
                    sys.exit(0)
                if input == 'd':
                    import pdb
                    pdb.set_trace()
                else:
                    print "Valid input is 1 for order, 2 for exit"
                    continue
    except (fix.ConfigError, fix.RuntimeError), e:
        print e

if __name__=='__main__':
    parser = argparse.ArgumentParser(description='FIX Client')
    parser.add_argument('file_name', type=str, help='Name of configuration file')
    args = parser.parse_args()
    main(args.file_name)