I have been experimenting with QuickFix but I am getting a "AttributeError:SessionID". I honestly have no idea why it's happening, I tinkered with the code a bit but problem remains. Also , google has failed me big on this one so I hope you guys can help me.
Code :
import sys
import time
import thread
import argparse
from datetime import datetime
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):
return
def fromAdmin(self, sessionID, message):
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.getHeader().setField(fix.BeginString(fix.BeginString_FIX50)) #
trade.getHeader().setField(fix.MsgType(fix.MsgType_NewOrderSingle)) #39=D
trade.setField(fix.ClOrdID(self.genExecID())) #11=Unique order
trade.setField(fix.HandlInst(fix.HandlInst_MANUAL_ORDER_BEST_EXECUTION)) #21=3 (Manual order, best executiona)
trade.setField(fix.Symbol('SMBL')) #55=SMBL ?
trade.setField(fix.Side(fix.Side_BUY)) #43=1 Buy
trade.setField(fix.OrdType(fix.OrdType_LIMIT)) #40=2 Limit order
trade.setField(fix.OrderQty(100)) #38=100
trade.setField(fix.Price(10))
print trade.toString()
fix.Session.sendToTarget(trade, self.sessionID)
def main(config_file):
try:
settings = fix.SessionSettings("initiatorsettings.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)
I get the following error message :
Traceback (most recent call last):
File "initiator.py", line 97, in main application.put_order()
File "initiator.py", line 80, in put_order fix.Session.sendToTarget(trade, self.sessionID)
File "C:\Users\gribeiro\Anaconda\lib\site-packages\quickfix.py", line 30939, in <lambda>__getattr__ = lambda self, name: _swig_getattr(self, Application, name)
File "C:\Users\gribeiro\Anaconda\lib\site-packages\quickfix.py", line 57, in _swig_getattr raise AttributeError(name)
AttributeError: sessionID
Update :
Code producing the error:
import sys
import time
import thread
import argparse
from datetime import datetime
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):
return
def fromAdmin(self, sessionID, message):
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.getHeader().setField(fix.BeginString(fix.BeginString_FIX50)) #
trade.getHeader().setField(fix.MsgType(fix.MsgType_NewOrderSingle)) #39=D
trade.setField(fix.ClOrdID(self.genExecID())) #11=Unique order
trade.setField(fix.HandlInst(fix.HandlInst_MANUAL_ORDER_BEST_EXECUTION)) #21=3 (Manual order, best executiona)
trade.setField(fix.Symbol('SMBL')) #55=SMBL ?
trade.setField(fix.Side(fix.Side_BUY)) #43=1 Buy
trade.setField(fix.OrdType(fix.OrdType_LIMIT)) #40=2 Limit order
trade.setField(fix.OrderQty(100)) #38=100
trade.setField(fix.Price(10))
print trade.toString()
fix.Session_sendToTarget(trade)
def main(config_file):
try:
settings = fix.SessionSettings(config_file)
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)
Config file :
[DEFAULT]
ConnectionType=initiator
ReconnectInterval=60
FileStorePath=store
FileLogPath=log
StartTime=00:00:00
EndTime=00:00:00
UseDataDictionary=Y
DataDictionary=spec/FIX42.xml
HttpAcceptPort=9911
ValidateUserDefinedFields=N
ResetOnLogout=Y
ResetOnLogon=Y
ValidateFieldsOutOfOrder=N
DefaultApplVerID=FIX.5.0SP2
# standard config elements
[SESSION]
# inherit ConnectionType, ReconnectInterval and SenderCompID from default
BeginString=FIX.4.2
SenderCompID=BRANZOL
TargetCompID=FIXSIM
SocketConnectHost=host
SocketConnectPort=port
HeartBtInt=30
Output from ScreenLogFactory >
<20151216-17:09:43.426, FIX.4.2:BRANZOL->FIXSIM, event>
(Created session)
<20151216-17:09:43.434, FIX.4.2:BRANZOL->FIXSIM, event>
(Connecting to hostX on port Y)
<20151216-17:09:44.159, FIX.4.2:BRANZOL->FIXSIM, outgoing>
(8=FIX.4.29=7435=A34=149=BRANZOL52=20151216-17:09:43.88256=FIXSIM98=0108=30141=Y10=032)
<20151216-17:09:44.159, FIX.4.2:BRANZOL->FIXSIM, event>
(Initiated logon request)
<20151216-17:09:44.264, FIX.4.2:BRANZOL->FIXSIM, event>
(Socket Error: Connection reset by peer.)
<20151216-17:09:44.264, FIX.4.2:BRANZOL->FIXSIM, event>
(Disconnecting)
Valid input is 1 for order, 2 for exit
Putin Order
Creating the following order:
8=FIX.5.09=4635=D11=121=338=10040=244=1054=155=SMBL10=081
Try cutting this line entirely self.sessionID = sessionID
EDIT -- OKay, thanks for including the traceback. You should replace the line fix.Session.sendToTarget(trade, self.sessionID) with the line fix.Session_sendToTarget(trade) and let me know how that goes.