所以我正在尝试设置一个FIX服务器,该服务器将帮助我接受FIX消息。我设法从我制作的演示客户端接收消息。我想根据收到的消息执行操作,然后将响应返回给启动器。
我已经添加了我使用的代码,它以某种方式通过接受器将其发送回启动器。
import quickfix as fix
def create_fix_response_for_wm(self, session_id, message, api_response):
try:
report = quickfix50sp2.ExecutionReport()
report.setField(fix.Text(api_response.text))
report.setField(fix.ListID(message.getField(66)))
if message.getFieldIfSet(fix.OrderID()):
report.setField(fix.OrderID(message.getField(14)))
elif message.getFieldIfSet(fix.ListID()):
report.setField(fix.OrderID(message.getField(66)))
fix.Session.sendToTarget(report, session_id)
except Exception as e:
logger.exception(f'could not create response')
所以经过几次测试后,我发现了。
import quickfix as fix
def create_fix_response_for_wm(self, session_id, message, api_response):
try:
report = quickfix50sp2.ExecutionReport()
report.setField(fix.Text(api_response.text))
report.setField(fix.ListID(message.getField(66)))
if message.getFieldIfSet(fix.OrderID()):
report.setField(fix.OrderID(message.getField(14)))
elif message.getFieldIfSet(fix.ListID()):
report.setField(fix.OrderID(message.getField(66)))
fix.Session.sendToTarget(report, session_id)
except Exception as e:
logger.exception(f'could not create response')
session_id =应该是可以这样构建的SessionID对象:
session_id = fix.SessionID("FIXT.1.1", <RECEIVER MACHINE>, <SENDER MACHINE>)
发送时您是这个sessionID对象。
fix.Session.sendToTarget(<YOUR MESSAGE>, session_id)