OUCH User Guide

The nasdaq_protocols.ouch module provides an API to interact with OUCH servers. Refer OUCH API Reference. for more information on the API.

This package only provides the core implementation of the OUCH protocols, like message serialization deserialization, session handling, etc. It does not define any actual OUCH messages. The actual OUCH messages has to be defined by the user of this package. The first step is to create a new python package which contains the messages definitions for all the protocols that the user wants to use.

This package provides a command line utility nasdaq-protocols-create-new-project to create a new python package and all the necessary files.

Follow the steps in Create New Project Guide to create a new python package for application specific messages.

Note

This rest of the guide assumes that you have built a new python project using the steps mentioned in Create New Project Guide.

The generated project will contain a file ouch_<app_name>.py which will contain the following

• OUCH message definitions

• OUCH Client Session for this application

Using the generated code, you can connect to a OUCH server and start sending/receiving messages.

The nasdaq_protocols.ouch module provides an API to interact with OUCH servers. Refer OUCH API Reference. for more information on the API.

Sending Message to a OUCH Server

Sample Message Definition

For our test ouch app, lets define our OUCH messages in the file <app_name>.xml as follows,

<root>
    <messages-root>
        <message id="EnterOrder" message-id="65" direction="incoming">
            <fields>
                <field name="orderBookId" type="int_4_be"/>
                <field name="side" type="char_iso-8859-1"/>
                <field name="quantity" type="int_8_be"/>
                <field name="price" type="int_8_be"/>
            </fields>
        </message>
        <message id="Accepted" message-id="75" direction="outgoing">
            <fields>
                <field name="orderId" type="int_8_be"/>
            </fields>
        </message>
        <message id="Rejected" message-id="85" direction="outgoing">
            <fields>
                <field name="reason" type="int_2_be"/>
            </fields>
        </message>
    </messages-root>
</root>

Sending and Receiving OUCH messages

With the above message definition, we can now send the ouch message as follows.

#!/usr/bin/env python
import asyncio
# from the generated package we import the application we want to use
from nasdaq_protocols_messages import ouch_oe


port = 1234  # give the proper ouch server port


async def main():
    # Step1: connect
    ouch_session = await ouch_oe.connect_async(
        ('hostname', port),
        'ouch username',  # ouch username, max 6 characters
        'pwdchange', # ouch password, max 10 characters
        '', # session id
        sequence=0  # 0 to listen from HEAD, 1 to listen from start, n to listen from n
    )

    # Step2: Prepare a message
    enter_order = ouch_oe.EnterOrder()  # This is the message we defined in the xml file
    enter_order.orderBookId = 1
    enter_order.side = 'B'
    enter_order.quantity = 100
    enter_order.price = 20

    # Step3: Send the message to the server.
    ouch_session.send_message(enter_order)

    # Step4: receive the first message from the server.
    output = await ouch_session.receive_message()
    if isinstance(output, ouch_oe.Accepted):
        print("Order accepted")
    elif isinstance(output, ouch_oe.Rejected):
        print("Order rejected")

    # Step5: Close the session
    print("Closing the ouch session...")
    await ouch_session.close()


if __name__ == '__main__':
    asyncio.run(main())

A simple ouch send and receive program