High-Performance RPC for Quik

This project contains Lua server for QUIK and client examples in Python 3.10+ and Go 1.18+.

Lua Integration

Before you begin please download latest version of LuaOverMQ DLL and place it to lib folder.

There are two versions of the integration. Use quik-aio.py if you want to build your own bindings from scratch.

quik.lua includes several helpful functions such as unique id generator based on the snowflake algorithm, transaction and order management functions.

Python SDK

import asyncio
import time

from stockmq.api import Quik, TimeInForce, Side, QuikTable

api = Quik("tcp://10.211.55.3:8004")

client = "CLIENT"
board = "TQBR"
ticker = "SBER"

async def main():
    # Create transaction to BUY and wait for completion
    tx = await api.create_order(client, board, ticker, TimeInForce.DAY, Side.BUY, 1600.0, 1)
    print(tx)
    print(tx.updated_ts - tx.created_ts)

    # Create transaction to cancel the order
    tx = await api.cancel_order(client, board, ticker, tx.order_id, timeout=4.0)
    print(tx)
    print(tx.updated_ts - tx.created_ts)

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

Python REPL

Using the repl.py you can connect to the running instance of LuaVM.

(.venv) alex@express python % python repl.py tcp://10.211.55.3:8004
Type exit() to terminate the session
>> return 1
1