Python Quickfix application (FIX API PROTOCOL)

Job ID: 31881440

Budget: €8 – €100 EUR

A simple Python application to receive prices of various market symbols and send orders via the FIX API. Something similar to the example below.

What I am looking for, is to receive price updates when a change occurs (I think it is with a MarketDataSnapshotFullRefresh message and are received in "def fromapp").
That those prices are reflected in the "def run:" part and to be able to open trades also with commands in this same part.

Una aplicación simple en Python para recibir precios de varios símbolos del mercado y enviar órdenes vía FIX API. Algo similar al ejemplo de abajo.

class Application(fix.Application)

def onCreate(self, sessionID):
#
#
return

def onLogon(self, sessionIDIn):
#
#
return

def onLogout(self, sessionID):
#
#
return

def toAdmin(self, message, sessionID):
#
#
return

def fromAdmin(self, sessionID, message):
#
#
return

def toApp(self, sessionID, message):
#
#
return

def fromApp(self, message, sessionID):
#
#
return



def requestQuote(self):
(request bid/ask symbols[CCCCCC, AAAAAA, BBBBBB….]
#
#
return

def MarketOrder(self,side,symbol):
(request bid/ask symbols[CCCCCC, AAAAAA, BBBBBB….])
#
#
Return



def main():
while 1:
application.requestQuote()
Print(CCCCCC.BID, CCCCCC.ASK)
Print(AAAAAA.BID, AAAAAA.ASK)
Print(BBBBBB.BID, BBBBBB.ASK)
input1 = input(" Input \n")
if input1 == '1':
application.MarketOrder(self, buy, CCCCCC)
if input1 == '2':
application.MarketOrder(self, sell, CCCCCC)
if input1 == '3':
application.MarketOrder(self, buy, AAAAAA)
#
#
Related categories: Python Software Architecture FIX API