等待启动器登录，然后在 python 中继续使用 QuickFix

Question

I'm trying to login to a FIX server and send an order. This works if I wait 0.1 seconds after I start the initiator . But if I don't, the script tries to send with a session not logged yet. How can I tell quickfix to wait for loggon confirmation?

error:

...
line 22, in main
quickfix.Session.sendToTarget(msg, application.sessionID)
File "C:\Users\XXXX\Anaconda3\lib\site-packages\quickfix.py", line 39558, in <lambda>
2022-05-18 14:51:02,739 : (Admin) S >> 8=FIX.4.4|9=199|35=A|34=1|49=ABCABCABC|52=20220518-18:51:02.000|56=FGHFGHFGH|95=103|96=XYZXYZXYZXYZ|98=0|108=30|141=Y|10=120|
    __getattr__ = lambda self, name: _swig_getattr(self, Application, name)
  File "C:\Users\XXXX\Anaconda3\lib\site-packages\quickfix.py", line 83, in _swig_getattr
    raise AttributeError("'%s' object has no attribute '%s'" % (class_type.__name__, name))
AttributeError: 'Application' object has no attribute 'sessionID'

main code:

import quickfix
import time
from application import Application

settings = quickfix.SessionSettings(config_file)
application = Application()
storefactory = quickfix.FileStoreFactory(settings)
logfactory = quickfix.FileLogFactory(settings)
initiator = quickfix.SocketInitiator(application, storefactory, settings, logfactory)

initiator.start()
time.sleep(0.1) # If I delete/comment this line, code does not work
msg = application.get_new_order_message('INSTRMNT', 1000, 1.4, OrderType.Bid, SettlementType.CN)
quickfix.Session.sendToTarget(msg, application.sessionID)
initiator.stop()

application code:

class Application(fix.Application):
    """FIX Application"""
    execID = 0
    
    def onCreate(self, sessionID):
        print("onCreate : Session (%s)" % sessionID.toString())
        return

    def onLogon(self, sessionID):
        self.sessionID = sessionID
        print("Successful Logon to session '%s'." % sessionID.toString())
        return
    
    def onLogout(self, sessionID):
        print("Session (%s) logout !" % sessionID.toString())
        return

    def toAdmin(self, message, sessionID):
        message.setField(fix.RawData(RD))
        message.setField(fix.RawDataLength(len(RD)))
        msg = message.toString().replace(__SOH__, "|")
        logfix.info("(Admin) S >> %s" % msg)
        return
    def fromAdmin(self, message, sessionID):
        msg = message.toString().replace(__SOH__, "|")
        logfix.info("(Admin) R << %s" % msg)
        self.message_returned = True
        return
    
    def toApp(self, message, sessionID):
        msg = message.toString().replace(__SOH__, "|")
        logfix.info("(App) S >> %s" % msg)
        return
    def fromApp(self, message, sessionID):
        msg = message.toString().replace(__SOH__, "|")
        logfix.info("(App) R << %s" % msg)
        self.onMessage(message, sessionID)
        return

    def onMessage(self, message, sessionID):
        """Processing application message here"""
        pass

    def genExecID(self):
        self.execID += 1
        return str(self.execID).zfill(5)

    #some extra methods to be called like get_new_order_message()'

Answer 1

In quickfix you can check if the session is logged on:

Session.lookupSession(sessionID).isLoggedOn()

This can be wrapped up in a for loop and actively wait until the session is logged on, or timeout after some time.