Trying to close an open trade with FIX API

karakayafaruk6@gmail.com
12 May 2023, 21:11

RE:

davidp13 said:

HELLO did you solve your problem? I have the same issue :) Can you help me?  

Hi. I have been trying to close a trade that I opened from reading a CSV file using the Python module. I can open the trade/s fine, but when I try and run the script again it never closes the trade. What am I missing here? Thanks Below is the code that I use:

from twisted.internet import reactor
import json
from ctrader_fix import *
import datetime
import csv

with open("config-trade.json") as configFile:
    config = json.load(configFile)

client = Client(config["Host"], config["Port"], ssl=config["SSL"])


def send(request):
    deferred = client.send(request)
    deferred.addCallback(lambda _: print("\nSent: ", request.getMessage(client.getMessageSequenceNumber()).replace("", "")))


def onMessageReceived(client, responseMessage):
    print("\nReceived: ", responseMessage.getMessage().replace("", ""))
    messageType = responseMessage.getFieldValue(35)

    if messageType == "A":
        securityListRequest = SecurityListRequest(config)
        securityListRequest.SecurityReqID = "A"
        securityListRequest.SecurityListRequestType = 0
        send(securityListRequest)

    elif messageType == "y":
        symboldIds = responseMessage.getFieldValue(55)
        if config["TargetSubID"] == "TRADE":
            with open("openclose.csv") as csvfile:
                reader = csv.DictReader(csvfile)
                for row in reader:
                    if row["SELL"] == "1":
                        order = OrderCancelRequest(config)
                        order.ClOrdID = "C"
                        order.OrigClOrdID = "B"
                        order.Symbol = symboldIds[int(row["SYMBOL_ID"])]
                        order.Side = 1
                        order.OrderQty = 1
                        order.OrdType = 1
                        order.Designation = "Close From Jupyter"
                        send(order)
                    else:
                        newOrderSingle = NewOrderSingle(config)
                        newOrderSingle.ClOrdID = "B"
                
                        newOrderSingle.Symbol = symboldIds[int(row["SYMBOL_ID"])]
                        newOrderSingle.Side = 1
                        newOrderSingle.OrderQty = 1
                        newOrderSingle.OrdType = 1
                        newOrderSingle.Designation = "From Jupyter"
                        send(newOrderSingle)

    elif messageType == "8" or messageType == "j":
        print("We are done, stopping the reactor")
        reactor.stop()


def disconnected(client, reason):
    print("\nDisconnected, reason: ", reason)


def connected(client):
    print("Connected")
    logonRequest = LogonRequest(config)
    send(logonRequest)


client.setConnectedCallback(connected)
client.setDisconnectedCallback(disconnected)
client.setMessageReceivedCallback(onMessageReceived)

client.startService()

reactor.run()

 

davidp13
13 May 2023, 11:08

RE: RE:

Unfortunately not.