Fehler beim Verbindungsabbruch beim Senden der Anmeldung behoben ⇐ Python

[Anonymous]

Ich baue ein Projekt auf, um Marktdaten von Deribit FIX zu erhalten. Ich verwende dafür QuickFIX.
Hier ist mein toAdmin- und fromAdmin-Codeblock, der die Anmeldeverbindungslogik verwaltet:

Code: Select all

def toAdmin(self, message, sessionID):
"""Handles message authentication for outgoing admin messages."""
msg_type = fix.MsgType()
message.getHeader().getField(msg_type)

if msg_type.getValue() == fix.MsgType_Logon:
nonce = os.urandom(32)
timestamp_ms = str(int(time.time() * 1000))
nonce_b64 = base64.b64encode(nonce).decode('utf-8')
raw_data = f"{timestamp_ms}.{nonce_b64}"

signature_input = raw_data + self.client_secret
signature_hash = hashlib.sha256(signature_input.encode('utf-8')).digest()
signature_b64 = base64.b64encode(signature_hash).decode('utf-8')

message.setField(fix.Username(self.client_id))        # tag 553
message.setField(fix.Password(signature_b64))         # tag 554
message.setField(fix.RawDataLength(len(raw_data)))    # tag 95
message.setField(fix.RawData(raw_data))               # tag 96

logger.info("Sending Logon with Deribit authentication")
logger.info(f"Client ID: {self.client_id}")
logger.info(f"Client Secret (first 10): {self.client_secret[:10]}...")
logger.info(f"Timestamp: {timestamp_ms}")
logger.info(f"RawData length: {len(raw_data)}")
logger.info(f"RawData: {raw_data}")
logger.info(f"Signature (first 20): {signature_b64[:20]}...")
logger.info(f"Full Logon Message:\n{message.toString()}")

def fromAdmin(self, message, sessionID):
"""Handles incoming admin messages from Deribit."""
msg_type = fix.MsgType()
message.getHeader().getField(msg_type)

logger.info(f"Received admin message type: {msg_type.getValue()}")
logger.info(f"Full message:\n{message.toString()}")

if msg_type.getValue() == fix.MsgType_Logon:
logger.info("Logon acknowledgment received from Deribit!")

elif msg_type.getValue() == fix.MsgType_Logout:
text = fix.Text()
if message.isSetField(text):
message.getField(text)
logger.error(f"LOGOUT RECEIVED - Reason: {text.getValue()}")
else:
logger.error("LOGOUT RECEIVED - No reason provided")
logger.error(f"Full logout message:\n{message.toString()}")

elif msg_type.getValue() == fix.MsgType_Reject:
logger.error(f"REJECT RECEIVED:\n{message.toString()}")
if message.isSetField(fix.Text()):
text = fix.Text()
message.getField(text)
logger.error(f"Reject reason: {text.getValue()}")

else:
logger.debug(f"Admin message type: {msg_type.getValue()}")

def toApp(self, message, sessionID):
"""Handles outgoing application messages."""
logger.debug(f"Sending message to app: {message}")

def fromApp(self, message, sessionID):
"""Handles incoming application messages."""
try:
self.process_message(message, sessionID)
except Exception as e:
logger.error(f"Error processing message: {e}", exc_info=True)

Wenn ich das Projekt ausführe, sehe ich Folgendes in meinem Terminal:

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2025-12-04 00:42:48,691 - INFO -  Sending Logon with Deribit authentication
2025-12-04 00:42:48,743 - INFO - connection stops on this idFIX.4.4:MYTRADER->DERIBITSERVER

Bisher habe ich überprüft, dass meine Deribit-API-Anmeldeinformationen korrekt sind und sowohl Lese- als auch Schreibberechtigungen haben.