Dev

.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

@@ -2,20 +2,20 @@
 
 from twisted.internet.endpoints import clientFromString
 from twisted.application.internet import ClientService
-from messages import *
-from factory import Factory
 from twisted.internet import reactor
-from fixProtocol import FixProtocol
 from twisted.internet import reactor
-import datetime
+from ctrader_fix.messages import *
+from ctrader_fix.factory import Factory
+from ctrader_fix.fixProtocol import FixProtocol
 
 class Client(ClientService):
-    def __init__(self, host, port, ssl=False, retryPolicy=None, clock=None, prepareConnection=None, numberOfMessagesToSendPerSecond=5):
+    def __init__(self, host, port, ssl=False, delimiter = "
", retryPolicy=None, clock=None, prepareConnection=None, numberOfMessagesToSendPerSecond=5):
         self._runningReactor = reactor
         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
@@ -45,10 +45,17 @@ def _received(self, responseMessage):
             self._messageReceivedCallback(self, responseMessage)
 
     def send(self, requestMessage):
+        requestMessage.delimiter = self.delimiter
         diferred = self.whenConnected(failAfterFailures=1)
         diferred.addCallback(lambda protocol: protocol.send(requestMessage))
         return diferred
 
+    def changeMessageSequenceNumber(self, newMessageSequenceNumber):
+        self._factory.messageSequenceNumber = newMessageSequenceNumber
+
+    def getMessageSequenceNumber(self):
+        return self._factory.messageSequenceNumber
+
     def setConnectedCallback(self, callback):
         self._connectedCallback = callback
 
@@ -57,30 +64,3 @@ def setDisconnectedCallback(self, callback):
 
     def setMessageReceivedCallback(self, callback):
         self._messageReceivedCallback = callback
-
-
-if __name__ == "__main__":
-    client = Client("h51.p.ctrader.com", 5202)
-    quoteSessionInfo = {"Username": 3279203, "Password": 3279203, "BeginString": "FIX.4.4", "SenderCompID": "demo.icmarkets.3279203", "SenderSubID": "QUOTE", "TargetCompID": "cServer", "TargetSubID": "QUOTE", "HeartBeat": 30}
-    tradeSessionInfo = {"Username": 3279203, "Password": 3279203, "BeginString": "FIX.4.4", "SenderCompID": "demo.icmarkets.3279203", "SenderSubID": "TRADE", "TargetCompID": "cServer", "TargetSubID": "TRADE", "HeartBeat": 30}
-    isMessageSent = False
-
-    def onConnected(client):
-        logonMessage = LogonRequest(tradeSessionInfo)
-        client.send(logonMessage)
-
-    def onMessageReceived(client, responseMessage):
-        print("Received: ", responseMessage.getMessage())
-        global isMessageSent
-        if isMessageSent is True:
-            return
-        isMessageSent = True
-        request = OrderStatusRequest(tradeSessionInfo)
-        request.ClOrdID = "A"
-        client.send(request)
-
-    client.setConnectedCallback(onConnected)
-    client.setMessageReceivedCallback(onMessageReceived)
-    client.startService()
-
-    reactor.run()

ctrader_fix/factory.py

@@ -3,13 +3,15 @@
 from twisted.internet.protocol import ClientFactory
 
 class Factory(ClientFactory):
-	def __init__(self, *args, **kwargs):
-		super().__init__()
-		self.client = kwargs['client']
-		self.numberOfMessagesToSendPerSecond = self.client.numberOfMessagesToSendPerSecond
-	def connected(self):
-		self.client._connected()
-	def disconnected(self, reason):
-		self.client._disconnected(reason)
-	def received(self, message):
-		self.client._received(message)
+    messageSequenceNumber = 0
+    def __init__(self, *args, **kwargs):
+        super().__init__()
+        self.client = kwargs['client']
+        self.delimiter = self.client.delimiter
+        self.numberOfMessagesToSendPerSecond = self.client.numberOfMessagesToSendPerSecond
+    def connected(self):
+        self.client._connected()
+    def disconnected(self, reason):
+        self.client._disconnected(reason)
+    def received(self, message):
+        self.client._received(message)

ctrader_fix/fixProtocol.py

@@ -1,11 +1,12 @@
 #!/usr/bin/env python
 
 from twisted.internet.protocol import Protocol
-from messages import ResponseMessage
+from ctrader_fix.messages import ResponseMessage
 
 class FixProtocol(Protocol):
-    _messageSequenceNumber = 0
+    _currentMessage = ''
     def connectionMade(self):
+        self.factory.messageSequenceNumber = 0
         super().connectionMade()
         self.factory.connected()
 
@@ -14,11 +15,14 @@ def connectionLost(self, reason):
         self.factory.disconnected(reason)
 
     def dataReceived(self, data):
-        responseMessage = ResponseMessage(data.decode("ascii"))
-        self.factory.received(responseMessage)
+        dataString = data.decode("ascii")
+        self._currentMessage += dataString
+        if f"{self.factory.delimiter}10=" in dataString and dataString.endswith(self.factory.delimiter):         
+            responseMessage = ResponseMessage(self._currentMessage, self.factory.delimiter)
+            self._currentMessage = ''
+            self.factory.received(responseMessage)
 
     def send(self, requestMessage):
-        self._messageSequenceNumber += 1
-        messageString = requestMessage.getMessage(self._messageSequenceNumber)
-        print("Sending: ", messageString)
+        self.factory.messageSequenceNumber += 1
+        messageString = requestMessage.getMessage(self.factory.messageSequenceNumber)
         return self.transport.write(messageString.encode("ascii"))