Skip to content
GitLab
Explore
Sign in
Primary navigation
Search or go to…
Project
G
group_04_project
Manage
Activity
Members
Labels
Plan
Issues
Issue boards
Milestones
Wiki
Code
Merge requests
Repository
Branches
Commits
Tags
Repository graph
Compare revisions
Snippets
Build
Pipelines
Jobs
Pipeline schedules
Artifacts
Deploy
Releases
Package Registry
Model registry
Operate
Environments
Terraform modules
Monitor
Incidents
Analyze
Value stream analytics
Contributor analytics
CI/CD analytics
Repository analytics
Model experiments
Help
Help
Support
GitLab documentation
Compare GitLab plans
Community forum
Contribute to GitLab
Provide feedback
Keyboard shortcuts
?
Snippets
Groups
Projects
Show more breadcrumbs
acheng27
group_04_project
Commits
86a98cd4
Commit
86a98cd4
authored
1 year ago
by
yunfanh2
Browse files
Options
Downloads
Patches
Plain Diff
add random side, symbol, timeforce, price in fix msg
parent
0e0c2c3a
No related branches found
Branches containing commit
No related tags found
No related merge requests found
Changes
1
Hide whitespace changes
Inline
Side-by-side
Showing
1 changed file
Trader/trader_msg_generator.py
+25
-7
25 additions, 7 deletions
Trader/trader_msg_generator.py
with
25 additions
and
7 deletions
Trader/trader_msg_generator.py
+
25
−
7
View file @
86a98cd4
...
@@ -12,29 +12,47 @@ def generate_random_FIX_message():
...
@@ -12,29 +12,47 @@ def generate_random_FIX_message():
sender_id
=
'
TRADER
'
+
str
(
random
.
randint
(
1000
,
9999
))
sender_id
=
'
TRADER
'
+
str
(
random
.
randint
(
1000
,
9999
))
msg
.
append_pair
(
49
,
sender_id
,
header
=
True
)
msg
.
append_pair
(
49
,
sender_id
,
header
=
True
)
msg
.
append_pair
(
56
,
'
EXCHANGE
'
,
header
=
True
)
# TargetCompID(56)
msg
.
append_pair
(
56
,
'
EXCHANGE
'
,
header
=
True
)
# TargetCompID(56)
msg_seq_num
=
random
.
randint
(
1
,
1000
)
# Set the message sequence number
msg_seq_num
=
random
.
randint
(
1
,
1000
)
# Set the message sequence number
msg
.
append_pair
(
34
,
msg_seq_num
,
header
=
True
)
# MsgSeqNum(34)
msg
.
append_pair
(
34
,
msg_seq_num
,
header
=
True
)
# MsgSeqNum(34)
msg
.
append_pair
(
35
,
'
D
'
)
# 35: Set message type
msg
.
append_pair
(
35
,
'
D
'
)
# 35: Set message type
# set sending time
# set sending time
msg
.
append_tz_timestamp
(
52
,
precision
=
6
,
header
=
True
)
# 52: time
msg
.
append_tz_timestamp
(
52
,
precision
=
6
,
header
=
True
)
# 52: time
client_order_id
=
'
ORD
'
+
str
(
random
.
randint
(
10000000
,
99999999
))
client_order_id
=
'
ORD
'
+
str
(
random
.
randint
(
10000000
,
99999999
))
msg
.
append_pair
(
11
,
client_order_id
)
msg
.
append_pair
(
11
,
client_order_id
)
# Symbol(55) - Set a random stock symbol
symbols
=
[
'
AAPL
'
,
'
GOOG
'
,
'
AMZN
'
,
'
FB
'
,
'
TSLA
'
]
symbol
=
random
.
choice
(
symbols
)
msg
.
append_pair
(
55
,
symbol
)
side
=
random
.
choice
([
1
,
2
])
# set side (1 for Buy, 2 for sell)
msg
.
append_pair
(
54
,
side
)
order_type
=
random
.
choice
([
1
,
2
])
# 1 for Market, 2 for Limit
msg
.
append_pair
(
40
,
order_type
)
order_qty
=
random
.
randint
(
1
,
1000
)
msg
.
append_pair
(
38
,
order_qty
)
time_in_force
=
random
.
choice
([
0
,
1
])
# (0 for Day, 1 for GTC)
msg
.
append_pair
(
59
,
time_in_force
)
if
order_type
==
2
:
price
=
round
(
random
.
uniform
(
1
,
1000
),
2
)
# Set a random price for limit orders
msg
.
append_pair
(
44
,
price
)
encoded_msg
=
msg
.
encode
()
encoded_msg
=
msg
.
encode
()
return
encoded_msg
return
encoded_msg
if
__name__
==
'
__main__
'
:
if
__name__
==
'
__main__
'
:
# Generate 5 random FIX messages and print them
num_of_msg
=
10
num_of_msg
=
10
for
_
in
range
(
num_of_msg
):
for
_
in
range
(
num_of_msg
):
random_fix_msg
=
generate_random_FIX_message
()
random_fix_msg
=
generate_random_FIX_message
()
print
(
random_fix_msg
)
print
(
random_fix_msg
)
time
.
sleep
(
1
)
time
.
sleep
(
1
)
This diff is collapsed.
Click to expand it.
Preview
0%
Loading
Try again
or
attach a new file
.
Cancel
You are about to add
0
people
to the discussion. Proceed with caution.
Finish editing this message first!
Save comment
Cancel
Please
register
or
sign in
to comment