diff --git a/.gitignore b/.gitignore index c892415..768330c 100644 --- a/.gitignore +++ b/.gitignore @@ -133,3 +133,5 @@ dmypy.json /samples/jupyter/credentials-dev.json /samples/ConsoleSample/config-trade.json /samples/ConsoleSample/config-quote.json +/samples/KleinWebAppSample/config-trade.json +/samples/KleinWebAppSample/config-quote.json diff --git a/samples/ConsoleSample/README.md b/samples/ConsoleSample/README.md index 2abc479..0ab55dc 100644 --- a/samples/ConsoleSample/README.md +++ b/samples/ConsoleSample/README.md @@ -11,3 +11,21 @@ This sample uses [inputimeout](https://pypi.org/project/inputimeout/) Python pac Before running the sample you have to create a config file and fill it with your trading account FIX API credentials. Then replace the config file name on sample main file to your config file name. + +Config file sample: + +```json +{ + "Host": "", + "Port": 0, + "SSL": false, + "Username": "", + "Password": "", + "BeginString": "FIX.4.4", + "SenderCompID": "", + "SenderSubID": "QUOTE", + "TargetCompID": "cServer", + "TargetSubID": "QUOTE", + "HeartBeat": "30" +} +``` diff --git a/samples/ConsoleSample/main.py b/samples/ConsoleSample/main.py index e75e36e..431beb9 100644 --- a/samples/ConsoleSample/main.py +++ b/samples/ConsoleSample/main.py @@ -24,7 +24,7 @@ def showHelp(): print("* TestRequest: *TestReqId") print("* ResendRequest: *BeginSeqNo *EndSeqNo") print("* SequenceReset: *NewSeqNo GapFillFlag") - print("* SecurityListRequest: *SecurityReqID *SecurityListRequestType Symbol ") + print("* SecurityListRequest: *SecurityReqID *SecurityListRequestType Symbol") print("\n") print("QUOTE Commands:") print("* MarketDataRequest: *MDReqID *SubscriptionRequestType *MarketDepth *NoMDEntryTypes *MDEntryType *NoRelatedSym *Symbol MDUpdateType") diff --git a/samples/KleinWebAppSample/README.md b/samples/KleinWebAppSample/README.md index 6b89d26..c2edba3 100644 --- a/samples/KleinWebAppSample/README.md +++ b/samples/KleinWebAppSample/README.md @@ -6,9 +6,27 @@ It's based on Twisted [Klein](https://github.com/twisted/klein) web framework. You can send and receive API commands by using this sample, it's very similar to Console sample. -To use the sample you have to create a copy of "credentials.json" file and rename it to "credentials-dev.json". - -Then fill the file with your Open API application credentials. +Before running the sample you have to create a config file and fill it with your trading account FIX API credentials. + +Then replace the config file name on sample main file to your config file name. + +Config file sample: + +```json +{ + "Host": "", + "Port": 0, + "SSL": false, + "Username": "", + "Password": "", + "BeginString": "FIX.4.4", + "SenderCompID": "", + "SenderSubID": "QUOTE", + "TargetCompID": "cServer", + "TargetSubID": "QUOTE", + "HeartBeat": "30" +} +``` After that install Klein with pip: ``` diff --git a/samples/KleinWebAppSample/config.json b/samples/KleinWebAppSample/config.json new file mode 100644 index 0000000..50a6951 --- /dev/null +++ b/samples/KleinWebAppSample/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" +} diff --git a/samples/KleinWebAppSample/credentials.json b/samples/KleinWebAppSample/credentials.json deleted file mode 100644 index cea97f0..0000000 --- a/samples/KleinWebAppSample/credentials.json +++ /dev/null @@ -1,5 +0,0 @@ -{ - "ClientId": "", - "Secret": "", - "Host": "demo" -} diff --git a/samples/KleinWebAppSample/js/site.js b/samples/KleinWebAppSample/js/site.js index b935b29..667b9f3 100644 --- a/samples/KleinWebAppSample/js/site.js +++ b/samples/KleinWebAppSample/js/site.js @@ -1,10 +1,9 @@ $(document).ready(function () { const queryString = window.location.search; const urlParams = new URLSearchParams(queryString); - const token = urlParams.get("token"); $("#sendButton").click(function () { - $.getJSON(`/get-data?token=${token}&command=${$('#commandInput').val()}`, function (data, status, xhr) { + $.getJSON(`/get-data?command=${$('#commandInput').val()}`, function (data, status, xhr) { response = "result" in data ? data["result"] : JSON.stringify(data) if ($("#outputTextarea").val() == "") { $("#outputTextarea").val(response + "\n").change() diff --git a/samples/KleinWebAppSample/main.py b/samples/KleinWebAppSample/main.py index c9fa582..b7959c3 100644 --- a/samples/KleinWebAppSample/main.py +++ b/samples/KleinWebAppSample/main.py @@ -1,56 +1,28 @@ #!/usr/bin/env python from klein import Klein -from ctrader_open_api import Client, Protobuf, TcpProtocol, Auth, EndPoints -from ctrader_open_api.endpoints import EndPoints -from ctrader_open_api.messages.OpenApiCommonMessages_pb2 import * -from ctrader_open_api.messages.OpenApiCommonMessages_pb2 import * -from ctrader_open_api.messages.OpenApiMessages_pb2 import * -from ctrader_open_api.messages.OpenApiModelMessages_pb2 import * -from templates import AddAccountsElement, ClientAreaElement +from templates import ClientAreaElement import json -from twisted.internet import endpoints, reactor +from twisted.internet import endpoints, reactor, defer from twisted.web.server import Site import sys from twisted.python import log from twisted.web.static import File -import datetime -from google.protobuf.json_format import MessageToJson +from ctrader_fix import * host = "localhost" port = 8080 -credentialsFile = open("credentials-dev.json") -credentials = json.load(credentialsFile) -token = "" -currentAccountId = None +# you can use two separate config files for QUOTE and TRADE +with open("config-trade.json") as configFile: + config = json.load(configFile) + +client = Client(config["Host"], config["Port"], ssl = config["SSL"]) -auth = Auth(credentials["ClientId"], credentials["Secret"], f"http://{host}:{port}/redirect") -authUri = auth.getAuthUri() app = Klein() @app.route('/') def root(request): - return AddAccountsElement(authUri) - -@app.route('/redirect') -def redirect(request): - authCode = request.args.get(b"code", [None])[0] - if (authCode is not None and authCode != b""): - token = auth.getToken(authCode) - if "errorCode" in token and token["errorCode"] is not None: - return f'Error: {token["description"]}' - else: - return request.redirect(f'/client-area?token={token["access_token"]}') - else: - return "Error: Invalid/Empty Auth Code" - -@app.route('/client-area') -def clientArea(request): - global token - token = request.args.get(b"token", [None])[0] - if (token is None or token == b""): - return "Error: Invalid/Empty Token" return ClientAreaElement() @app.route('/css/', branch=True) @@ -61,219 +33,78 @@ def css(request): def js(request): return File("./js") -def onError(failure): - print("Message Error: \n", failure) - def connected(client): - print("Client Connected") - request = ProtoOAApplicationAuthReq() - request.clientId = credentials["ClientId"] - request.clientSecret = credentials["Secret"] - deferred = client.send(request) - deferred.addErrback(onError) + print("Client Connected") def disconnected(client, reason): - print("Client Disconnected, reason: \n", reason) - -def onMessageReceived(client, message): - if message.payloadType == ProtoHeartbeatEvent().payloadType: - return - print("Client Received a Message: \n", message) - -authorizedAccounts = [] - -def setAccount(accountId): - global currentAccountId - currentAccountId = int(accountId) - if accountId not in authorizedAccounts: - return sendProtoOAAccountAuthReq(accountId) - return "Account changed successfully" - -def sendProtoOAVersionReq(clientMsgId = None): - request = ProtoOAVersionReq() - deferred = client.send(request, clientMsgId = clientMsgId) - deferred.addErrback(onError) - return deferred - -def sendProtoOAGetAccountListByAccessTokenReq(clientMsgId = None): - request = ProtoOAGetAccountListByAccessTokenReq() - request.accessToken = token - deferred = client.send(request, clientMsgId = clientMsgId) - deferred.addErrback(onError) - return deferred - -def sendProtoOAAccountLogoutReq(clientMsgId = None): - request = ProtoOAAccountLogoutReq() - request.ctidTraderAccountId = currentAccountId - deferred = client.send(request, clientMsgId = clientMsgId) - deferred.addErrback(onError) - return deferred - -def sendProtoOAAccountAuthReq(clientMsgId = None): - request = ProtoOAAccountAuthReq() - request.ctidTraderAccountId = currentAccountId - request.accessToken = token - deferred = client.send(request, clientMsgId = clientMsgId) - deferred.addErrback(onError) - return deferred - -def sendProtoOAAssetListReq(clientMsgId = None): - request = ProtoOAAssetListReq() - request.ctidTraderAccountId = currentAccountId - deferred = client.send(request, clientMsgId = clientMsgId) - deferred.addErrback(onError) - return deferred + print("Client Disconnected, reason: ", reason) -def sendProtoOAAssetClassListReq(clientMsgId = None): - request = ProtoOAAssetClassListReq() - request.ctidTraderAccountId = currentAccountId - deferred = client.send(request, clientMsgId = clientMsgId) - deferred.addErrback(onError) - return deferred +responseDeferred = None -def sendProtoOASymbolCategoryListReq(clientMsgId = None): - request = ProtoOASymbolCategoryListReq() - request.ctidTraderAccountId = currentAccountId - deferred = client.send(request, clientMsgId = clientMsgId) - deferred.addErrback(onError) - return deferred +def onMessageReceived(client, responseMessage): + global responseDeferred + lastReceivedMessage = responseMessage.getMessage().replace("", "|") + if responseDeferred is not None: + responseDeferred.callback(lastReceivedMessage) + print("Received: ", lastReceivedMessage) + responseDeferred= None -def sendProtoOASymbolsListReq(includeArchivedSymbols = False, clientMsgId = None): - request = ProtoOASymbolsListReq() - request.ctidTraderAccountId = currentAccountId - request.includeArchivedSymbols = includeArchivedSymbols if type(includeArchivedSymbols) is bool else bool(includeArchivedSymbols) - deferred = client.send(request) - deferred.addErrback(onError) - return deferred +def setParameters(request, **kwargs): + for name, value in kwargs.items(): + setattr(request, name, value) -def sendProtoOATraderReq(clientMsgId = None): - request = ProtoOATraderReq() - request.ctidTraderAccountId = currentAccountId - deferred = client.send(request, clientMsgId = clientMsgId) - deferred.addErrback(onError) - return deferred - -def sendProtoOAUnsubscribeSpotsReq(symbolId, clientMsgId = None): - request = ProtoOAUnsubscribeSpotsReq() - request.ctidTraderAccountId = currentAccountId - request.symbolId.append(int(symbolId)) - deferred = client.send(request, clientMsgId = clientMsgId) - deferred.addErrback(onError) - return deferred - -def sendProtoOAReconcileReq(clientMsgId = None): - request = ProtoOAReconcileReq() - request.ctidTraderAccountId = currentAccountId - deferred = client.send(request, clientMsgId = clientMsgId) - deferred.addErrback(onError) - return deferred - -def sendProtoOAGetTrendbarsReq(weeks, period, symbolId, clientMsgId = None): - request = ProtoOAGetTrendbarsReq() - request.ctidTraderAccountId = currentAccountId - request.period = ProtoOATrendbarPeriod.Value(period) - request.fromTimestamp = int((datetime.datetime.utcnow() - datetime.timedelta(weeks=int(weeks))).timestamp()) * 1000 - request.toTimestamp = int(datetime.datetime.utcnow().timestamp()) * 1000 - request.symbolId = int(symbolId) - deferred = client.send(request, clientMsgId = clientMsgId) - deferred.addErrback(onError) - return deferred - -def sendProtoOAGetTickDataReq(days, quoteType, symbolId, clientMsgId = None): - request = ProtoOAGetTickDataReq() - request.ctidTraderAccountId = currentAccountId - request.type = ProtoOAQuoteType.Value(quoteType.upper()) - request.fromTimestamp = int((datetime.datetime.utcnow() - datetime.timedelta(days=int(days))).timestamp()) * 1000 - request.toTimestamp = int(datetime.datetime.utcnow().timestamp()) * 1000 - request.symbolId = int(symbolId) - deferred = client.send(request, clientMsgId = clientMsgId) - deferred.addErrback(onError) - return deferred - -def sendProtoOANewOrderReq(symbolId, orderType, tradeSide, volume, price = None, clientMsgId = None): - request = ProtoOANewOrderReq() - request.ctidTraderAccountId = currentAccountId - request.symbolId = int(symbolId) - request.orderType = ProtoOAOrderType.Value(orderType.upper()) - request.tradeSide = ProtoOATradeSide.Value(tradeSide.upper()) - request.volume = int(volume) * 100 - if request.orderType == ProtoOAOrderType.LIMIT: - request.limitPrice = float(price) - elif request.orderType == ProtoOAOrderType.STOP: - request.stopPrice = float(price) - deferred = client.send(request, clientMsgId = clientMsgId) - deferred.addErrback(onError) - return deferred - -def sendNewMarketOrder(symbolId, tradeSide, volume, clientMsgId = None): - return sendProtoOANewOrderReq(symbolId, "MARKET", tradeSide, volume, clientMsgId = clientMsgId) - -def sendNewLimitOrder(symbolId, tradeSide, volume, price, clientMsgId = None): - return sendProtoOANewOrderReq(symbolId, "LIMIT", tradeSide, volume, price, clientMsgId) - -def sendNewStopOrder(symbolId, tradeSide, volume, price, clientMsgId = None): - return sendProtoOANewOrderReq(symbolId, "STOP", tradeSide, volume, price, clientMsgId) - -def sendProtoOAClosePositionReq(positionId, volume, clientMsgId = None): - request = ProtoOAClosePositionReq() - request.ctidTraderAccountId = currentAccountId - request.positionId = int(positionId) - request.volume = int(volume) * 100 - deferred = client.send(request, clientMsgId = clientMsgId) - deferred.addErrback(onError) - return deferred - -def sendProtoOACancelOrderReq(orderId, clientMsgId = None): - request = ProtoOACancelOrderReq() - request.ctidTraderAccountId = currentAccountId - request.orderId = int(orderId) - deferred = client.send(request, clientMsgId = clientMsgId) - deferred.addErrback(onError) - return deferred +def send(request): + diferred = client.send(request) + diferred.addCallback(lambda _: print("Sent: ", request.getMessage(client.getMessageSequenceNumber()).replace("", "|"))) commands = { - "setAccount": setAccount, - "ProtoOAVersionReq": sendProtoOAVersionReq, - "ProtoOAGetAccountListByAccessTokenReq": sendProtoOAGetAccountListByAccessTokenReq, - "ProtoOAAssetListReq": sendProtoOAAssetListReq, - "ProtoOAAssetClassListReq": sendProtoOAAssetClassListReq, - "ProtoOASymbolCategoryListReq": sendProtoOASymbolCategoryListReq, - "ProtoOASymbolsListReq": sendProtoOASymbolsListReq, - "ProtoOATraderReq": sendProtoOATraderReq, - "ProtoOAReconcileReq": sendProtoOAReconcileReq, - "ProtoOAGetTrendbarsReq": sendProtoOAGetTrendbarsReq, - "ProtoOAGetTickDataReq": sendProtoOAGetTickDataReq, - "NewMarketOrder": sendNewMarketOrder, - "NewLimitOrder": sendNewLimitOrder, - "NewStopOrder": sendNewStopOrder, - "ClosePosition": sendProtoOAClosePositionReq, - "CancelOrder": sendProtoOACancelOrderReq} + "LogonRequest": LogonRequest, + "LogoutRequest": LogoutRequest, + "Heartbeat": Heartbeat, + "TestRequest": TestRequest, + "ResendRequest": ResendRequest, + "SequenceReset": SequenceReset, + "SecurityListRequest": SecurityListRequest, + "MarketDataRequest": MarketDataRequest, + "NewOrderSingle": NewOrderSingle, + "OrderStatusRequest": OrderStatusRequest, + "OrderMassStatusRequest": OrderMassStatusRequest, + "RequestForPositions": RequestForPositions, + "OrderCancelRequest": OrderCancelRequest, + "OrderCancelReplaceRequest": OrderCancelReplaceRequest} def encodeResult(result): - if type(result) is str: - return f'{{"result": "{result}"}}'.encode(encoding = 'UTF-8') - else: - return MessageToJson(Protobuf.extract(result)).encode(encoding = 'UTF-8') + return f'{{"result": "{result}"}}'.encode(encoding = 'UTF-8') @app.route('/get-data') def getData(request): request.responseHeaders.addRawHeader(b"content-type", b"application/json") - token = request.args.get(b"token", [None])[0] result = "" - if (token is None or token == b""): - result = "Invalid Token" - command = request.args.get(b"command", [None])[0] - if (command is None or command == b""): - result = f"Invalid Command: {command}" - commandSplit = command.decode('UTF-8').split(" ") - print(commandSplit) - if (commandSplit[0] not in commands): - result = f"Invalid Command: {commandSplit[0]}" + userInput = request.args.get(b"command", [None])[0] + if (userInput is None or userInput == b""): + result = f"Invalid Command: {userInput}" else: - parameters = commandSplit[1:] - print(parameters) - result = commands[commandSplit[0]](*parameters) - result.addCallback(encodeResult) + userInputSplit = userInput.decode('UTF-8').split(" ") + if not userInputSplit: + result = f"Command split error: {userInput}" + else: + command = userInputSplit[0] + parameters = {} + try: + parameters = {parameter.split("=")[0]:parameter.split("=")[1] for parameter in userInputSplit[1:]} + if command in commands: + request = commands[command](config) + setParameters(request, **parameters) + global responseDeferred + responseDeferred = defer.Deferred() + responseDeferred.addTimeout(5, reactor) + responseDeferred.addCallback(encodeResult) + send(request) + return responseDeferred + else: + result = f"Invalid Command: {userInput}" + except: + result = f"Invalid parameters: {userInput}" if type(result) is str: result = encodeResult(result) print(result) @@ -281,10 +112,11 @@ def getData(request): log.startLogging(sys.stdout) -client = Client(EndPoints.PROTOBUF_LIVE_HOST if credentials["Host"].lower() == "live" else EndPoints.PROTOBUF_DEMO_HOST, EndPoints.PROTOBUF_PORT, TcpProtocol) +# Setting client callbacks client.setConnectedCallback(connected) client.setDisconnectedCallback(disconnected) client.setMessageReceivedCallback(onMessageReceived) +# Starting the client service client.startService() endpoint_description = f"tcp6:port={port}:interface={host}" diff --git a/samples/KleinWebAppSample/markup/add_accounts.xml b/samples/KleinWebAppSample/markup/add_accounts.xml deleted file mode 100644 index 0e65b69..0000000 --- a/samples/KleinWebAppSample/markup/add_accounts.xml +++ /dev/null @@ -1,38 +0,0 @@ - - - - - - - Open API Web App Sample - - - - - - - - - - -
-
-
-
-
Authentication
-
-
-

Please click on Add Trading Account(s) button

-
-
- - - - - Add Trading Account(s) -
-
-
-
- - diff --git a/samples/KleinWebAppSample/markup/client_area.xml b/samples/KleinWebAppSample/markup/client_area.xml index 01a0c37..e24e31a 100644 --- a/samples/KleinWebAppSample/markup/client_area.xml +++ b/samples/KleinWebAppSample/markup/client_area.xml @@ -4,7 +4,7 @@ - Open API Web App Sample + cTrader FIX API Web App Sample @@ -33,61 +33,99 @@

- Welcome to cTrader Open API Pyhton Web App Sample + Welcome to cTrader FIX API Pyhton Web App Sample

This is a sample web app built based on Twisted Klein framework.

-

You can send Open API commands and receive back the responses from API.

-

Commands (Parameters with an * are required):

+

You can send API commands and receive back the responses from API.

+

Common Commands (You can use on both TRADE and QUOTE):

+

QUOTE Commands:

+ +

TRADE Commands:

+ +

Examples:

+ +

Parameters with an * are required, withou * are optional parameters

+

You can't use QUOTE commands if your connection and session is TRADE and vice versa

+

Command and parameter names are case-sensitive

+

For date and time parameters please provide the value in '%Y%m%d-%H:%M:%S' Python format

+

To get valid values for parameters please check the cTrader FIX Engine, Rules of Engagement PDF document

diff --git a/samples/KleinWebAppSample/screenshot.png b/samples/KleinWebAppSample/screenshot.png index 2cee2b6..5128bb5 100644 Binary files a/samples/KleinWebAppSample/screenshot.png and b/samples/KleinWebAppSample/screenshot.png differ