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jjttjj/philadelphia.clj

Last active March 29, 2021 01:21
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Revisions

  1. jjttjj revised this gist Mar 29, 2021. 1 changed file with 2 additions and 2 deletions.
    4 changes: 2 additions & 2 deletions philadelphia.clj
    View file
    Original file line number Diff line number Diff line change
    @@ -1,6 +1,6 @@
    (require '[clojure.core.async :as a
    :refer [<! >! alt! alts! chan go go-loop poll! <!! >!!]])
    (import


    com.paritytrading.philadelphia.FIXConfig
    com.paritytrading.philadelphia.FIXConnection
    com.paritytrading.philadelphia.FIXConfig$Builder
  2. jjttjj created this gist Mar 29, 2021.
    126 changes: 126 additions & 0 deletions philadelphia.clj
    View file
    Original file line number Diff line number Diff line change
    @@ -0,0 +1,126 @@
    (import


    com.paritytrading.philadelphia.FIXConfig
    com.paritytrading.philadelphia.FIXConnection
    com.paritytrading.philadelphia.FIXConfig$Builder
    com.paritytrading.philadelphia.FIXConnection
    com.paritytrading.philadelphia.FIXConnectionStatusListener
    com.paritytrading.philadelphia.FIXMessage
    com.paritytrading.philadelphia.FIXMessageListener
    com.paritytrading.philadelphia.FIXValue
    com.paritytrading.philadelphia.FIXVersion
    com.paritytrading.philadelphia.FIXMessageListener
    java.io.Closeable
    java.io.IOException
    [java.net SocketAddress InetSocketAddress]
    java.net.StandardSocketOptions
    java.nio.channels.SocketChannel
    com.paritytrading.philadelphia.coinbase.Coinbase

    [com.paritytrading.philadelphia.coinbase CoinbaseTags]

    com.paritytrading.philadelphia.fix42.FIX42MsgTypes
    com.paritytrading.philadelphia.fix42.FIX42Tags
    [com.paritytrading.philadelphia.fix42
    FIX42Enumerations
    FIX42Enumerations$EncryptMethodValues])

    (def msg-listener
    (reify FIXMessageListener
    (message [this message]
    (println "new msg:" message))))

    (def status-listener
    (reify FIXConnectionStatusListener
    (close [this connection message]
    (println "close" connection message))
    (sequenceReset [this connection]
    (println "sequenceReset" connection))
    (tooLowMsgSeqNum [this connection receivedMsgSeqNum expectedMsgSeqNum]
    (println "tooLowMsgSeqNum" connection receivedMsgSeqNum expectedMsgSeqNum))
    (heartbeatTimeout [this connection]
    (println "heartbeatTimeout" connection))
    (reject [this connection message]
    (println "reject" connection message))
    (logon [this connection message]
    (println "logon" connection message))
    (logout [this connection message]
    (println "logout" connection message))))


    (do
    (def sch (SocketChannel/open))
    (.connect sch (InetSocketAddress. #_host #_ port "localhost" local-port))

    (def b
    (doto (FIXConfig$Builder.)
    (.setVersion FIXVersion/FIX_4_2)
    (.setSenderCompID (:key cb-creds))
    (.setTargetCompID "Coinbase")
    (.setHeartBtInt 30)))

    (def conn (FIXConnection. sch (.build b) msg-listener status-listener))
    (do
    (def msg (.create conn))
    (.prepare conn msg FIX42MsgTypes/Logon)
    (-> msg
    (.addField FIX42Tags/EncryptMethod)
    (.setInt FIX42Enumerations$EncryptMethodValues/None))

    (-> msg
    (.addField FIX42Tags/HeartBtInt)
    (.setInt 30))

    (-> msg
    (.addField CoinbaseTags/Password)
    (.setString (:passphrase cb-creds)))

    (Coinbase/sign msg (:secret cb-creds))

    (.send conn msg))

    (def pill (chan 1))
    (a/thread
    (loop []
    (if (poll! pill)
    (println "stopping")
    (do (when-some [r (.receive conn)]
    (if (neg? r)
    (println "stopping2")
    (do (println "new line:" r)
    (recur))))
    )))))


    (def omsg (.create conn))
    (.prepare conn omsg FIX42MsgTypes/OrderSingle)
    (do
    (-> omsg
    (.addField FIX42Tags/Symbol)
    (.setString "BTC-USD"))

    (-> omsg
    (.addField FIX42Tags/ClOrdID)
    ;;(.set (m/random-uuid))
    (.setString (str (m/random-uuid)))
    )

    (-> omsg
    (.addField FIX42Tags/Price)
    (.setInt 40000))

    (-> omsg
    (.addField FIX42Tags/Side)
    (.setInt 1))

    (-> omsg
    (.addField FIX42Tags/OrdType)
    (.setInt 2))

    (-> omsg
    (.addField FIX42Tags/OrderQty)
    (.setString "0.001")))


    (.send conn omsg)