run-one

Tool for parsing matrix files, extracting actions and processing them according to user defined logic

How to setup environment and install dependencies

python -m venv $VENV_PATH
$VENV_PATH/bin/pip install -U pip setuptools
$VENV_PATH/bin/pip install poetry
$VENV_PATH/bin/poetry install -E th2

Note: -E th2 is optional and can be omitted if you don't need th2-related dependencies.

Config example (using th2 processor)

matrix_path: "matrix_case.csv" # path to matrix file or directory with matrices
filename_pattern: "*.matrix.csv" # matching pattern for files (can contain shell-style wildcards)

processed_actions: # which actions to process (action name to name of handler class)
  send: "TH2ActHandler"
  receive: "TH2Check1Handler"
  store: "TH2EstoreHandler"
  sleep: "SleepHandler"
  actSsh: "TH2ActSSHHandler"

field_mapping: # mapping for field renaming (old name to new name)
  TIF: "TimeInForce"

nested_fields: ["NoPartyIDs", "OrderQtyData", "Parties", "Instrument"] # which fields to convert to collections

fields_to_drop: # which fields to remove
  ["PreviousID", "Protocol", "CaseName", "Seq"]

fields_to_extract: # which fields to extract and keep as additional information
  ["Action", "MessageType", "Time", "User", "ID", "ExecutionAlias", "Direction", "Description"]

regenerate_id_fields: ["ClOrdID", "OrigClOrdID"] # ID-like fields to regenerate

regenerate_time_fields: ["TransactTime"] # Time-like fields to regenerate

processor_config: # processor config in free form
  th2_configs: "th2_configs" # path to directory with th2 configs
  root_event_name: 'run-one root event' # name of created root event
  book: "test_book" # book name
  scope: "test_script" # scope name
  use_place_method: False # use th2 act place methods (True) or plain send (False)
  key_fields: # mapping of key fields (message type to list of field names with support of nested fields) for th2-check1 request
    ExecutionReport:
      - "Side"
      - "ClOrdID"
      - "OrigClOrdID"
      - Instrument:
         - "Symbol"
  fail_unexpected: "NO" # rule of failing the validation for th2-check1 request if any unexpected field received
  ignore_fields: # mapping of fields (message type to list of field names) to be ignored in the th2-check1 rule validation
    ExecutionReport:
      - "header"
      - "trailer"
  sleep: 1 # delay between each action processing in seconds
  matrix_delay: 5 # delay between each matrix processing in seconds
  timestamp_shift: 1 # for how many seconds to the past make a shift for event timestamps