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aiopyfix-0.4


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توضیحات

aiopyfix
ویژگی مقدار
سیستم عامل -
نام فایل aiopyfix-0.4
نام aiopyfix
نسخه کتابخانه 0.4
نگهدارنده []
ایمیل نگهدارنده []
نویسنده Maksim Afanasevsky
ایمیل نویسنده maxtwen1@gmail.com
آدرس صفحه اصلی https://github.com/maxtwen/AIOPyFix/
آدرس اینترنتی https://pypi.org/project/aiopyfix/
مجوز -
# AIOPyFIX [![Build Status](https://travis-ci.org/wannabegeek/PyFIX.svg?branch=master)](https://travis-ci.org/wannabegeek/PyFIX) Open Source implementation of a FIX (Financial Information eXchange) Engine implemented in Python asyncio See here [http://fixprotocol.org/] for more information on what FIX is. ## Installation This package requires Python 3.6 to run. Install in the normal python way ``` pip install aiopyfix ``` or from source ``` python setup.py install ``` and it should install with no errors ## Usage Using the module should be simple. There is an examples directory, which is the probably best place to start. ### Session Setup Either you can create a `FIXClient` or a `FIXServer`. The Client initiates the connection and also initaiates the Logon sequence, a Server would sit there waiting for inbound connections, and expect a Logon message to be sent. ```python self.client = FIXClient("aiopyfix.FIX44", "TARGET", "SENDER") # tell the client to start the connection sequence await self.client.start('localhost', int("9898"), loop) ``` The argument "aiopyfix.FIX44" specified the module which is used as the protocol, this is dynamically loaded, to you can create and specify your own if required. If you want to do something useful, other than just watching the session level bits work, you'll probably want to register for connection status changes (you'll need to do this be fore starting the event loop); ```python self.client.addConnectionListener(self.onConnect, ConnectionState.CONNECTED) self.client.addConnectionListener(self.onDisconnect, ConnectionState.DISCONNECTED) ``` The implementatino of thouse methods would be something like this; ```python async def onConnect(self, session): logging.info("Established connection to %s" % (session.address(), )) session.addMessageHandler(self.onLogin, MessageDirection.INBOUND, self.client.protocol.msgtype.LOGON) async def onDisconnect(self, session): logging.info("%s has disconnected" % (session.address(), )) session.removeMsgHandler(self.onLogin, MessageDirection.INBOUND, self.client.protocol.msgtype.LOGON) ``` in the code above, we are registering to be called back whenever we receive (`MessageDirection.INBOUND`) a logon request `MsgType[35]=A` on that session. That is pretty much it for the session setup. ### Message construction and sending Constructing a message is simple, and is just a matter of adding the fields you require. The session level tags will be added when the message is encoded by the codec. Setting any of the following session tags will result in the tag being duplicated in the message - BeginString - BodyLength - MsgType - MsgSeqNo - SendingTime - SenderCompID - TargetCompID - CheckSum Example of building a simple message ```python async def sendOrder(self, connectionHandler): self.clOrdID = self.clOrdID + 1 # get the codec we are currently using for this session codec = connectionHandler.codec # create a new message msg = FIXMessage(codec.protocol.msgtype.NEWORDERSINGLE) # ...and add some data to it msg.setField(codec.protocol.fixtags.Price, random.random() * 1000) msg.setField(codec.protocol.fixtags.OrderQty, int(random.random() * 10000)) msg.setField(codec.protocol.fixtags.Symbol, "VOD.L") msg.setField(codec.protocol.fixtags.SecurityID, "GB00BH4HKS39") msg.setField(codec.protocol.fixtags.SecurityIDSource, "4") msg.setField(codec.protocol.fixtags.Symbol, "VOD.L") msg.setField(codec.protocol.fixtags.Account, "TEST") msg.setField(codec.protocol.fixtags.HandlInst, "1") msg.setField(codec.protocol.fixtags.ExDestination, "XLON") msg.setField(codec.protocol.fixtags.Side, int(random.random() * 2)) msg.setField(codec.protocol.fixtags.ClOrdID, str(self.clOrdID)) msg.setField(codec.protocol.fixtags.Currency, "GBP") # send the message on the session await connectionHandler.sendMsg(codec.pack(msg, connectionHandler.session)) ``` A message (which is a subclass of `FIXContext`) can also hold instances of `FIXContext`, these will be treated as repeating groups. For example ``` msg = FIXMessage(codec.protocol.msgtype.NEWORDERSINGLE) msg.setField(codec.protocol.fixtags.Symbol, "VOD.L") msg.setField(codec.protocol.fixtags.SecurityID, "GB00BH4HKS39") msg.setField(codec.protocol.fixtags.SecurityIDSource, "4") rptgrp1 = FIXContext() rptgrp1.setField(codec.protocol.fixtags.PartyID, "It's Me") rptgrp1.setField(codec.protocol.fixtags.PartyIDSource, "1") rptgrp1.setField(codec.protocol.fixtags.PartyRole, "2") msg.addRepeatingGroup(codec.protocol.fixtags.NoPartyIDs, rptgrp1) rptgrp2 = FIXContext() rptgrp2.setField(codec.protocol.fixtags.PartyID, "Someone Else") rptgrp2.setField(codec.protocol.fixtags.PartyIDSource, "2") rptgrp2.setField(codec.protocol.fixtags.PartyRole, "8") msg.addRepeatingGroup(codec.protocol.fixtags.NoPartyIDs, rptgrp2) ``` This will result in a message like the following ``` 8=FIX.4.4|9=144|35=D|49=sender|56=target|34=1|52=20150619-11:08:54.000|55=VOD.L|48=GB00BH4HKS39|22=4|453=2|448=It's Me|447=1|452=2|448=Someone Else|447=2|452=8|10=073| ``` To send the message you need a handle on the session you want to use, this is provided to you in the callback methods. e.g. in the code above we registered for Logon callbacks using ``` session.addMessageHandler(self.onLogin, MessageDirection.INBOUND, self.client.protocol.msgtype.LOGON) ``` the signature for the callback is something like; ``` async def onLogin(self, connectionHandler, msg): logging.info("Logged in") ```


نحوه نصب


نصب پکیج whl aiopyfix-0.4:

    pip install aiopyfix-0.4.whl


نصب پکیج tar.gz aiopyfix-0.4:

    pip install aiopyfix-0.4.tar.gz