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Fix api connection

Python 其它 Python

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执行时间13 天

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need a modification of python code to subscribe to instruments via fix api to receive market quotes.

now I don`t get any confirmation from server for some reason.


2025-01-21 12:52:49,157 - QuoteRelayServer - INFO - Loaded instruments: ['EURUSD', 'GBPUSD', 'XAUUSD']

2025-01-21 12:52:49,158 - QuoteRelayServer - INFO - Server started on 0.0.0.0:5555

2025-01-21 12:52:49,159 - QuoteRelayServer - INFO - Command server started on port 5556

2025-01-21 12:52:49,160 - FIXMarketDataAdapter - INFO - Testing connectivity to fix api server

2025-01-21 12:52:49,376 - FIXMarketDataAdapter - INFO - Connecting to FIX server at fix api server

2025-01-21 12:52:49,464 - FIXMarketDataAdapter - INFO - Sending logon message

2025-01-21 12:52:49,464 - FIXMarketDataAdapter - INFO - Preparing logon message

2025-01-21 12:52:49,464 - FIXMarketDataAdapter - DEBUG - Sending message: BeginString(8)=FIX.4.4 | BodyLength(9)=100 | MsgType(35)=A | SenderCompID(49)=username | TargetCompID(56)=FIX | MsgSeqNum(34)=1 | SendingTime(52)=20250121-12:52:49.464 | 98(98)=0 | 108(108)=30 | 141(141)=Y | 553(553)=742 | 554(554)=pw | CheckSum(10)=199

2025-01-21 12:52:49,548 - FIXMarketDataAdapter - DEBUG - Processing message type: None

2025-01-21 12:52:49,548 - FIXMarketDataAdapter - DEBUG - Processing message type: None

2025-01-21 12:52:49,549 - FIXMarketDataAdapter - DEBUG - Processing message type: A

2025-01-21 12:52:49,549 - FIXMarketDataAdapter - INFO - FIX session established

2025-01-21 12:52:49,549 - FIXMarketDataAdapter - DEBUG - Processing message type: None

2025-01-21 12:52:49,550 - FIXMarketDataAdapter - DEBUG - Processing message type: None

2025-01-21 12:52:49,550 - FIXMarketDataAdapter - DEBUG - Processing message type: None

2025-01-21 12:52:49,550 - FIXMarketDataAdapter - DEBUG - Processing message type: None

2025-01-21 12:52:49,551 - FIXMarketDataAdapter - DEBUG - Processing message type: None

2025-01-21 12:52:49,551 - FIXMarketDataAdapter - DEBUG - Processing message type: None

2025-01-21 12:52:49,551 - FIXMarketDataAdapter - DEBUG - Processing message type: None

2025-01-21 12:52:49,552 - FIXMarketDataAdapter - DEBUG - Processing message type: None

2025-01-21 12:52:50,574 - FIXMarketDataAdapter - INFO - Subscribing to market data

2025-01-21 12:52:50,575 - FIXMarketDataAdapter - INFO - Starting market data subscription for instruments: ['EURUSD', 'GBPUSD', 'XAUUSD']

2025-01-21 12:52:50,575 - FIXMarketDataAdapter - DEBUG - Subscription order: ['EURUSD(req:1)', 'GBPUSD(req:2)', 'XAUUSD(req:3)']

2025-01-21 12:52:50,576 - FIXMarketDataAdapter - DEBUG - Sending message: BeginString(8)=FIX.4.4 | BodyLength(9)=118 | MsgType(35)=V | SenderCompID(49)=username | TargetCompID(56)=FIX | MsgSeqNum(34)=2 | SendingTime(52)=20250121-12:52:50.576 | Symbol(55.0)=EURUSD | NoRelatedSym(146)=1 | MDReqID(262)=1 | SubscriptionRequestType(263)=1 | MarketDepth(264)=1 | MDUpdateType(265)=0 | NoMDEntryTypes(267)=2 | MDEntryType(269.0)=0 | MDEntryType(269.1)=1 | CheckSum(10)=253

2025-01-21 12:52:50,577 - FIXMarketDataAdapter - DEBUG - Sent MarketDataRequest for EURUSD: {'262': '1', '263': '1', '264': '1', '265': '0', '267': '2', '269.0': '0', '269.1': '1', '146': '1', '55.0': 'EURUSD'}

2025-01-21 12:53:00,677 - FIXMarketDataAdapter - WARNING - No confirmation received for EURUSD

2025-01-21 12:53:01,191 - FIXMarketDataAdapter - DEBUG - Sending message: BeginString(8)=FIX.4.4 | BodyLength(9)=118 | MsgType(35)=V | SenderCompID(49)=username | TargetCompID(56)=FIX | MsgSeqNum(34)=3 | SendingTime(52)=20250121-12:53:01.191 | Symbol(55.0)=GBPUSD | NoRelatedSym(146)=1 | MDReqID(262)=2 | SubscriptionRequestType(263)=1 | MarketDepth(264)=1 | MDUpdateType(265)=0 | NoMDEntryTypes(267)=2 | MDEntryType(269.0)=0 | MDEntryType(269.1)=1 | CheckSum(10)=226

2025-01-21 12:53:01,192 - FIXMarketDataAdapter - DEBUG - Sent MarketDataRequest for GBPUSD: {'262': '2', '263': '1', '264': '1', '265': '0', '267': '2', '269.0': '0', '269.1': '1', '146': '1', '55.0': 'GBPUSD'}

2025-01-21 12:53:09,621 - FIXMarketDataAdapter - DEBUG - Sending message: BeginString(8)=FIX.4.4 | BodyLength(9)=54 | MsgType(35)=0 | SenderCompID(49)=username | TargetCompID(56)=FIX | MsgSeqNum(34)=4 | SendingTime(52)=20250121-12:53:09.621 | CheckSum(10)=168

2025-01-21 12:53:09,704 - FIXMarketDataAdapter - DEBUG - Processing message type: None

2025-01-21 12:53:09,704 - FIXMarketDataAdapter - DEBUG - Processing message type: None

2025-01-21 12:53:09,705 - FIXMarketDataAdapter - DEBUG - Processing message type: 2

2025-01-21 12:53:09,705 - FIXMarketDataAdapter - INFO - Processing resend request: 0 to 0

2025-01-21 12:53:09,706 - FIXMarketDataAdapter - DEBUG - Sending message: BeginString(8)=FIX.4.4 | BodyLength(9)=65 | MsgType(35)=4 | SenderCompID(49)=username | TargetCompID(56)=FIX | MsgSeqNum(34)=5 | SendingTime(52)=20250121-12:53:09.706 | 36(36)=6 | 123(123)=Y | CheckSum(10)=189

2025-01-21 12:53:09,706 - FIXMarketDataAdapter - DEBUG - Processing message type: None

2025-01-21 12:53:09,706 - FIXMarketDataAdapter - DEBUG - Processing message type: None

2025-01-21 12:53:09,707 - FIXMarketDataAdapter - DEBUG - Processing message type: None

2025-01-21 12:53:09,707 - FIXMarketDataAdapter - DEBUG - Processing message type: None

2025-01-21 12:53:09,707 - FIXMarketDataAdapter - DEBUG - Processing message type: None

2025-01-21 12:53:09,708 - FIXMarketDataAdapter - DEBUG - Processing message type: None

2025-01-21 12:53:09,708 - FIXMarketDataAdapter - DEBUG - Processing message type: None

2025-01-21 12:53:11,225 - FIXMarketDataAdapter - WARNING - No confirmation received for GBPUSD

2025-01-21 12:53:11,729 - FIXMarketDataAdapter - DEBUG - Sending message: BeginString(8)=FIX.4.4 | BodyLength(9)=118 | MsgType(35)=V | SenderCompID(49)=username | TargetCompID(56)=FIX | MsgSeqNum(34)=6 | SendingTime(52)=20250121-12:53:11.729 | Symbol(55.0)=XAUUSD | NoRelatedSym(146)=1 | MDReqID(262)=3 | SubscriptionRequestType(263)=1 | MarketDepth(264)=1 | MDUpdateType(265)=0 | NoMDEntryTypes(267)=2 | MDEntryType(269.0)=0 | MDEntryType(269.1)=1 | CheckSum(10)=003

2025-01-21 12:53:11,730 - FIXMarketDataAdapter - DEBUG - Sent MarketDataRequest for XAUUSD: {'262': '3', '263': '1', '264': '1', '265': '0', '267': '2', '269.0': '0', '269.1': '1', '146': '1', '55.0': 'XAUUSD'}

2025-01-21 12:53:21,772 - FIXMarketDataAdapter - WARNING - No confirmation received for XAUUSD

2025-01-21 12:53:22,278 - FIXMarketDataAdapter - DEBUG - Final sequence number set to 8

2025-01-21 12:53:25,237 - FIXMarketDataAdapter - DEBUG - Processing message type: None

2025-01-21 12:53:25,238 - FIXMarketDataAdapter - DEBUG - Processing message type: None

2025-01-21 12:53:25,238 - FIXMarketDataAdapter - DEBUG - Processing message type: 1

2025-01-21 12:53:25,238 - FIXMarketDataAdapter - DEBUG - Processing message type: None

2025-01-21 12:53:25,239 - FIXMarketDataAdapter - DEBUG - Processing message type: None

2025-01-21 12:53:25,239 - FIXMarketDataAdapter - DEBUG - Processing message type: None

2025-01-21 12:53:25,239 - FIXMarketDataAdapter - DEBUG - Processing message type: None

2025-01-21 12:53:25,240 - FIXMarketDataAdapter - DEBUG - Processing message type: None

2025-01-21 12:53:25,240 - FIXMarketDataAdapter - DEBUG - Processing message type: None

2025-01-21 12:53:45,944 - FIXMarketDataAdapter - DEBUG - Sending message: BeginString(8)=FIX.4.4 | BodyLength(9)=54 | MsgType(35)=0 | SenderCompID(49)=username | TargetCompID(56)=FIX | MsgSeqNum(34)=8 | SendingTime(52)=20250121-12:53:45.944 | CheckSum(10)=180

2025-01-21 12:54:01,256 - FIXMarketDataAdapter - ERROR - Connection closed by server

2025-01-21 12:54:01,257 - FIXMarketDataAdapter - DEBUG - Sending message: BeginString(8)=FIX.4.4 | BodyLength(9)=54 | MsgType(35)=5 | SenderCompID(49)=username | TargetCompID(56)=FIX | MsgSeqNum(34)=9 | SendingTime(52)=20250121-12:54:01.256 | CheckSum(10)=175


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