main.py

import os
import sys
import time
from ccapi import EventHandler, SessionOptions, SessionConfigs, Session, Subscription, Request, Event, Message


class MyEventHandler(EventHandler):
 def __init__(self, fixSubscriptionCorrelationId):
 super().__init__()
 self.fixSubscriptionCorrelationId = fixSubscriptionCorrelationId
 self.sentRequest = False
 self.firstProcessEventTime = None

 def processEvent(self, event: Event, session: Session) -> None:
 if event.getType() != Event.Type_HEARTBEAT:
 print(f"Received an event:\n{event.toPrettyString(2, 2)}")
 if self.firstProcessEventTime is None:
 self.firstProcessEventTime = time.time()
 elapsedSeconds = 0
 else:
 elapsedSeconds = time.time() - self.firstProcessEventTime

 if elapsedSeconds >= 1 and not self.sentRequest:
 self.sentRequest = True
 request = Request(Request.Operation_FIX, "binance")
 request.appendFixParam(
 [
 (35, "D"),
 (11, request.generateNextClientOrderId()),
 (55, "BTCUSDT"),
 (54, "1"),
 (44, "100000"),
 (38, "0.0001"),
 (40, "2"),
 (59, "1"),
 ]
 )
 session.sendRequestByFix(self.fixSubscriptionCorrelationId, request)


if __name__ == "__main__":
 if not os.environ.get("BINANCE_FIX_API_KEY"):
 print("Please set environment variable BINANCE_FIX_API_KEY", file=sys.stderr)
 sys.exit(1)
 if not os.environ.get("BINANCE_FIX_API_PRIVATE_KEY_PATH"):
 print("Please set environment variable BINANCE_FIX_API_PRIVATE_KEY_PATH", file=sys.stderr)
 sys.exit(1)
 fixSubscriptionCorrelationId = "any"
 eventHandler = MyEventHandler(fixSubscriptionCorrelationId)
 option = SessionOptions()
 config = SessionConfigs()
 session = Session(option, config, eventHandler)
 subscription = Subscription("binance", "", "FIX", "", fixSubscriptionCorrelationId)
 session.subscribe(subscription)
 subscription = Subscription("", "", "HEARTBEAT", "HEARTBEAT_INTERVAL_MILLISECONDS=1000")
 session.subscribe(subscription)
 time.sleep(100)
 session.stop()
 print("Bye")