Created console sample

Author: Ahmad Noman Musleh

.gitignore

@@ -131,3 +131,5 @@ dmypy.json
 /samples/ConsoleSample/ConsoleSample-dev.py
 /samples/KleinWebAppSample/credentials-dev.json
 /samples/jupyter/credentials-dev.json
+/samples/ConsoleSample/config-trade.json
+/samples/ConsoleSample/config-quote.json

ctrader_fix/client.py

@@ -14,8 +14,8 @@ def __init__(self, host, port, ssl=False, delimiter = "
", retryPolicy=None, clo
         self.numberOfMessagesToSendPerSecond = numberOfMessagesToSendPerSecond
         self.delimiter = delimiter
         endpoint = clientFromString(self._runningReactor, f"ssl:{host}:{port}" if ssl else f"tcp:{host}:{port}")
-        factory = Factory.forProtocol(FixProtocol, client=self)
-        super().__init__(endpoint, factory, retryPolicy=retryPolicy, clock=clock, prepareConnection=prepareConnection)
+        self._factory = Factory.forProtocol(FixProtocol, client=self)
+        super().__init__(endpoint, self._factory, retryPolicy=retryPolicy, clock=clock, prepareConnection=prepareConnection)
         self._events = dict()
         self._responseDeferreds = dict()
         self.isConnected = False
@@ -51,10 +51,10 @@ def send(self, requestMessage):
         return diferred
 
     def changeMessageSequenceNumber(self, newMessageSequenceNumber):
-        self.factory.messageSequenceNumber = newMessageSequenceNumber
+        self._factory.messageSequenceNumber = newMessageSequenceNumber
 
     def getMessageSequenceNumber(self):
-        return self.factory.messageSequenceNumber
+        return self._factory.messageSequenceNumber
 
     def setConnectedCallback(self, callback):
         self._connectedCallback = callback

ctrader_fix/fixProtocol.py

@@ -6,6 +6,7 @@
 class FixProtocol(Protocol):
     _currentMessage = ''
     def connectionMade(self):
+        self.factory.messageSequenceNumber = 0
         super().connectionMade()
         self.factory.connected()
 
@@ -24,5 +25,4 @@ def dataReceived(self, data):
     def send(self, requestMessage):
         self.factory.messageSequenceNumber += 1
         messageString = requestMessage.getMessage(self.factory.messageSequenceNumber)
-        print("Sending: ", messageString)
         return self.transport.write(messageString.encode("ascii"))

ctrader_fix/messages.py

@@ -26,9 +26,9 @@ def getMessage(self):
         return self._message
 
 class RequestMessage:
-    def __init__(self, messageType, sessionInfo):
+    def __init__(self, messageType, config):
         self._type = messageType
-        self._sessionInfo = sessionInfo
+        self._config = config
 
     def getMessage(self, sequenceNumber):
         body = self._getBody()
@@ -37,7 +37,7 @@ def getMessage(self, sequenceNumber):
             headerAndBody = f"{header}{self.delimiter}{body}{self.delimiter}"
         else:
             header = self._getHeader(0, sequenceNumber)
-            headerAndBody = "{header}{self.delimiter}"
+            headerAndBody = f"{header}{self.delimiter}"
         trailer = self._getTrailer(headerAndBody)
         return f"{headerAndBody}{trailer}{self.delimiter}"
 
@@ -47,14 +47,14 @@ def _getBody(self):
     def _getHeader(self, lenBody, sequenceNumber):
         fields = []
         fields.append(f"35={self._type}")
-        fields.append(f"49={self._sessionInfo['SenderCompID']}")
-        fields.append(f"56={self._sessionInfo['TargetCompID']}")
-        fields.append(f"57={self._sessionInfo['TargetSubID']}")
-        fields.append(f"50={self._sessionInfo['SenderSubID']}")
+        fields.append(f"49={self._config['SenderCompID']}")
+        fields.append(f"56={self._config['TargetCompID']}")
+        fields.append(f"57={self._config['TargetSubID']}")
+        fields.append(f"50={self._config['SenderSubID']}")
         fields.append(f"34={sequenceNumber}")
         fields.append(f"52={datetime.datetime.utcnow().strftime('%Y%m%d-%H:%M:%S')}")
         fieldsJoined = self.delimiter.join(fields)
-        return f"8={self._sessionInfo['BeginString']}{self.delimiter}9={lenBody+len(fieldsJoined) + 2}{self.delimiter}{fieldsJoined}"
+        return f"8={self._config['BeginString']}{self.delimiter}9={lenBody+len(fieldsJoined) + 2}{self.delimiter}{fieldsJoined}"
 
     def _getTrailer(self, headerAndBody):
         messageBytes = bytes(headerAndBody, "ascii")
@@ -65,44 +65,44 @@ def _getTrailer(self, headerAndBody):
         return f"10={str(checksum).zfill(3)}"
 
 class LogonRequest(RequestMessage):
-    def __init__(self, sessionInfo):
-        super().__init__("A", sessionInfo)
+    def __init__(self, config):
+        super().__init__("A", config)
         self.EncryptionScheme = 0
 
     def _getBody(self):
         fields = []
         fields.append(f"98={self.EncryptionScheme}")
-        fields.append(f"108={self._sessionInfo['HeartBeat']}")
+        fields.append(f"108={self._config['HeartBeat']}")
         if hasattr(self, "ResetSeqNum") and self.ResetSeqNum:
             fields.append(f"141=Y")
-        fields.append(f"553={self._sessionInfo['Username']}")
-        fields.append(f"554={self._sessionInfo['Password']}")
+        fields.append(f"553={self._config['Username']}")
+        fields.append(f"554={self._config['Password']}")
         return f"{self.delimiter.join(fields)}"
 
 
 class Heartbeat(RequestMessage):
-    def __init__(self, sessionInfo):
-        super().__init__("0", sessionInfo)
+    def __init__(self, config):
+        super().__init__("0", config)
 
     def _getBody(self):
         if hasattr(self, "TestReqId") is False:
             return None
         return f"112={self.TestReqId}"
 
 class TestRequest(RequestMessage):
-    def __init__(self, sessionInfo):
-        super().__init__("1", sessionInfo)
+    def __init__(self, config):
+        super().__init__("1", config)
 
     def _getBody(self):
         return f"112={self.TestReqId}"
 
 class LogoutRequest(RequestMessage):
-    def __init__(self, sessionInfo):
-        super().__init__("5", sessionInfo)
+    def __init__(self, config):
+        super().__init__("5", config)
 
 class ResendRequest(RequestMessage):
-    def __init__(self, sessionInfo):
-        super().__init__("2", sessionInfo)
+    def __init__(self, config):
+        super().__init__("2", config)
 
     def _getBody(self):
         fields = []
@@ -111,8 +111,8 @@ def _getBody(self):
         return f"{self.delimiter.join(fields)}"
 
 class SequenceReset(RequestMessage):
-    def __init__(self, sessionInfo):
-        super().__init__("4", sessionInfo)
+    def __init__(self, config):
+        super().__init__("4", config)
 
     def _getBody(self):
         fields = []
@@ -122,8 +122,8 @@ def _getBody(self):
         return f"{self.delimiter.join(fields)}"
 
 class MarketDataRequest(RequestMessage):
-    def __init__(self, sessionInfo):
-        super().__init__("V", sessionInfo)
+    def __init__(self, config):
+        super().__init__("V", config)
 
     def _getBody(self):
         fields = []
@@ -139,32 +139,35 @@ def _getBody(self):
         return f"{self.delimiter.join(fields)}"
 
 class NewOrderSingle(RequestMessage):
-    def __init__(self, sessionInfo):
-        super().__init__("D", sessionInfo)
+    def __init__(self, config):
+        super().__init__("D", config)
 
     def _getBody(self):
         fields = []
         fields.append(f"11={self.ClOrdID}")
         fields.append(f"55={self.Symbol}")
         fields.append(f"54={self.Side}")
-        fields.append(f"60={self.TransactTime.strftime('%Y%m%d-%H:%M:%S')}")
+        if hasattr(self, "TransactTime"):
+            fields.append(f"60={self.TransactTime.strftime('%Y%m%d-%H:%M:%S')}")
+        else:
+            fields.append(f"60={datetime.datetime.utcnow().strftime('%Y%m%d-%H:%M:%S')}")
         fields.append(f"38={self.OrderQty}")
         fields.append(f"40={self.OrdType}")
         if hasattr(self, "Price"):
             fields.append(f"44={self.Price}")
         if hasattr(self, "StopPx"):
             fields.append(f"99={self.StopPx}")
         if hasattr(self, "ExpireTime"):
-            fields.append(f"126={self.ExpireTime.strftime('%Y%m%d-%H:%M:%S')}")
+            fields.append(f"126={self.ExpireTime.strftime('%Y%m%d-%H:%M:%S')}" if isinstance(self.ExpireTime, datetime.datetime) else f"126={self.ExpireTime}")
         if hasattr(self, "PosMaintRptID"):
             fields.append(f"721={self.PosMaintRptID}")
         if hasattr(self, "Designation"):
             fields.append(f"494={self.Designation}")
         return f"{self.delimiter.join(fields)}"
 
 class OrderStatusRequest(RequestMessage):
-    def __init__(self, sessionInfo):
-        super().__init__("H", sessionInfo)
+    def __init__(self, config):
+        super().__init__("H", config)
 
     def _getBody(self):
         fields = []
@@ -174,8 +177,8 @@ def _getBody(self):
         return f"{self.delimiter.join(fields)}"
 
 class OrderMassStatusRequest(RequestMessage):
-    def __init__(self, sessionInfo):
-        super().__init__("AF", sessionInfo)
+    def __init__(self, config):
+        super().__init__("AF", config)
 
     def _getBody(self):
         fields = []
@@ -186,8 +189,8 @@ def _getBody(self):
         return f"{self.delimiter.join(fields)}"
 
 class RequestForPositions(RequestMessage):
-    def __init__(self, sessionInfo):
-        super().__init__("AN", sessionInfo)
+    def __init__(self, config):
+        super().__init__("AN", config)
 
     def _getBody(self):
         fields = []
@@ -197,8 +200,8 @@ def _getBody(self):
         return f"{self.delimiter.join(fields)}"
 
 class OrderCancelRequest(RequestMessage):
-    def __init__(self, sessionInfo):
-        super().__init__("F", sessionInfo)
+    def __init__(self, config):
+        super().__init__("F", config)
 
     def _getBody(self):
         fields = []
@@ -209,8 +212,8 @@ def _getBody(self):
         return f"{self.delimiter.join(fields)}"
 
 class OrderCancelReplaceRequest(RequestMessage):
-    def __init__(self, sessionInfo):
-        super().__init__("G", sessionInfo)
+    def __init__(self, config):
+        super().__init__("G", config)
 
     def _getBody(self):
         fields = []
@@ -228,8 +231,8 @@ def _getBody(self):
         return f"{self.delimiter.join(fields)}"
 
 class SecurityListRequest(RequestMessage):
-    def __init__(self, sessionInfo):
-        super().__init__("x", sessionInfo)
+    def __init__(self, config):
+        super().__init__("x", config)
 
     def _getBody(self):
         fields = []

samples/ConsoleSample/config.json

@@ -0,0 +1,13 @@
+{
+  "Host": "",
+  "Port": 0,
+  "SSL": false,
+  "Username": "",
+  "Password": "",
+  "BeginString": "FIX.4.4",
+  "SenderCompID": "",
+  "SenderSubID": "QUOTE",
+  "TargetCompID": "cServer",
+  "TargetSubID": "QUOTE",
+  "HeartBeat": "30"
+}