feat: lmax connector service (#239)

* feat: lmax connector first draft

* fix: config and shutdown

* feat: working connection!

* Update README.md

* fix: send request

* fix: kinda works

* fix: receiving snapshots

* fix: field error

* fix: publishing works!

* fix: linter

* fix: lint

* ♻️ streamline admin message handling

* 🔧 update quickfix dependency to quickfix-py

* 📝 update README with Docker usage instructions

* ✨ add Dockerfile for lmax-connector setup

* 🚀 add lmax-connector to Docker build and test workflows

* 🐛 reconfigure Stunnel to work as Entry Point

* 🚀 add g++, libssl-dev, and swig to lmax-connector Dockerfile

* 🚀 add pkg-config to lmax-connector Dockerfile

* ✨ add Infra configuration for lmax-connector

* ♻️ fix formatting & linting issue

* 🐛 fix Stunnel execution in entrypoint and Dockerfile

* 🚀 install stunnel4 in Dockerfile and update entrypoint script execution

* ✨ update lmax-connector Dockerfile to include stunnel and add Fix44 configuration file

* ♻️ remove unused Fix44 configuration file from Dockerfile

* ✨ add Fix44 configuration file to lmax-connector Dockerfile

* ♻️ correct case of Fix44 configuration file path in Dockerfile

---------

Co-authored-by: Yasser Tahiri <yasserth19@gmail.com>

.github/workflows/docker-build.yml

@@ -14,7 +14,7 @@ jobs:
     strategy:
       matrix:
         package:
-          [pragma-sdk, price-pusher, vrf-listener, checkpointer, merkle-maker]
+          [pragma-sdk, price-pusher, vrf-listener, checkpointer, merkle-maker, lmax-connector]
     runs-on: ubuntu-latest
     steps:
       - uses: actions/checkout@v4

.github/workflows/docker-test.yml

@@ -9,7 +9,7 @@ jobs:
   build_containers:
     strategy:
       matrix:
-        package: [pragma-sdk, price-pusher, vrf-listener, checkpointer]
+        package: [pragma-sdk, price-pusher, vrf-listener, checkpointer, lmax-connector]
     runs-on: ubuntu-latest
     permissions:
       checks: write

.gitignore

@@ -72,3 +72,8 @@ devnet.pkl
 
 # Mac
 .DS_STORE
+
+# Lmax connector metadata
+lmax-connector/log/
+lmax-connector/store/
+lmax-connector/config/fix_settings.cfg

infra/lmax-connector/Dockerfile

@@ -0,0 +1,43 @@
+FROM python:3.12-slim AS base
+
+ENV PYTHONUNBUFFERED=1 \
+    PYTHONDONTWRITEBYTECODE=1 \
+    PIP_NO_CACHE_DIR=off \
+    PIP_DISABLE_PIP_VERSION_CHECK=on \
+    PIP_DEFAULT_TIMEOUT=100
+
+ENV PATH="/root/.local/bin:${PATH}"
+
+FROM base as builder
+
+RUN apt-get update && \
+    apt-get install --no-install-recommends -y \
+    gcc \
+    g++ \
+    libssl-dev \
+    swig \
+    libgmp3-dev \
+    pkg-config \
+    pipx \
+    stunnel4
+
+RUN apt-get update && apt-get install -y bash curl && curl -1sLf \
+'https://dl.cloudsmith.io/public/infisical/infisical-cli/setup.deb.sh' | bash \
+&& apt-get update && apt-get install -y infisical
+
+RUN pipx install uv
+COPY pragma-sdk/ /opt/pragma-sdk/
+COPY lmax-connector/ /opt/lmax-connector/
+COPY lmax-connector/config/Fix44.xml /opt/lmax-connector/config/Fix44.xml
+WORKDIR /opt/lmax-connector
+RUN uv sync
+
+FROM base as final
+
+COPY --from=builder /usr/bin/infisical /usr/bin/infisical
+COPY --from=builder /usr/bin/stunnel /usr/bin/stunnel
+COPY --from=builder /usr/lib /usr/lib
+COPY --from=builder /opt /opt
+COPY infra/lmax-connector/entrypoint.sh /opt/lmax-connector/
+WORKDIR /opt/lmax-connector
+ENTRYPOINT ["bash","/opt/lmax-connector/entrypoint.sh"]

infra/lmax-connector/buildspec.yml

@@ -0,0 +1,29 @@
+version: 0.2
+phases:
+  pre_build:
+    commands:
+      - echo Logging in to Amazon ECR...
+      - aws --version
+      - aws ecr get-login-password --region $ECR_REGION | docker login --username AWS --password-stdin $AWS_ACCOUNT_ID.dkr.ecr.$ECR_REGION.amazonaws.com
+      - REPOSITORY_URI=$AWS_ACCOUNT_ID.dkr.ecr.$ECR_REGION.amazonaws.com/$ECR_REPOSITORY_NAME
+      - COMMIT_HASH=$(echo $CODEBUILD_RESOLVED_SOURCE_VERSION | cut -c 1-7)
+      - IMAGE_TAG=${COMMIT_HASH:=latest}
+  build:
+    commands:
+      - echo Build started on `date`
+      - echo Building the Docker image...
+      - ls -ltr
+      - docker build -f infra/lmax-connector/Dockerfile -t $REPOSITORY_URI:latest .
+      - docker tag $REPOSITORY_URI:latest $REPOSITORY_URI:$IMAGE_TAG
+  post_build:
+    commands:
+      - echo Pushing the Docker images...
+      - docker push $REPOSITORY_URI:latest
+      - docker push $REPOSITORY_URI:$IMAGE_TAG
+      - echo Writing image definitions file...
+      - printf '[{"name":"%s","imageUri":"%s"}]' $ECS_CONTAINER_NAME $REPOSITORY_URI:$IMAGE_TAG > imagedefinitions.json
+artifacts:
+  files:
+    - imagedefinitions.json
+    - infra/lmax-connector/config.yml
+  discard-paths: yes

infra/lmax-connector/config.yml

@@ -0,0 +1,9 @@
+path: "/"
+container_port: 8080
+health_check_path: "/"
+container_environment:
+  - region: "eu-west-3"
+  - prefix: "/conf/{{ SERVICE_NAME }}/{{ RUN_ENV }}"
+  - keys:
+      - INFISICAL_ENV
+      - INFISICAL_APP_PATH

infra/lmax-connector/entrypoint.sh

@@ -0,0 +1,15 @@
+#!/bin/bash
+
+set -euo pipefail
+
+export INFISICAL_TOKEN=$(infisical login --method=universal-auth --client-id=${INFISICAL_CLIENT_ID} --client-secret=${INFISICAL_CLIENT_SECRET} --silent --plain)
+infisical export  --projectId=${INFISICAL_PROJECT_ID} --env=${INFISICAL_ENV}  --path=${INFISICAL_APP_PATH} > .env
+source .env
+
+# Execute Stunnel
+/usr/bin/stunnel stunnel.conf &
+
+sleep 5
+
+# Execute LMAX Connector
+exec /opt/lmax-connector/.venv/bin/python3.12 -m lmax_connector

lmax-connector/.env.example

@@ -0,0 +1,13 @@
+# LMAX FIX Connection Settings
+LMAX_SENDER_COMP_ID=your_sender_id
+LMAX_TARGET_COMP_ID=LMXBLM
+LMAX_HOST=fix-md.lmaxtrader.com
+LMAX_PORT=443
+LMAX_PASSWORD=your_fix_password
+
+# Pragma API Settings
+PRAGMA_API_KEY=your_api_key
+PRAGMA_PUBLISHER_ID=your_publisher_id
+PRAGMA_API_BASE_URL=https://api.dev.pragma.build
+PRAGMA_ACCOUNT_PRIVATE_KEY=your_account_private_key
+PRAGMA_ACCOUNT_CONTRACT_ADDRESS=your_account_contract_address

lmax-connector/Dockerfile

@@ -0,0 +1,47 @@
+FROM python:3.12-slim AS base
+
+ENV PYTHONUNBUFFERED=1 \
+    PYTHONDONTWRITEBYTECODE=1 \
+    PIP_NO_CACHE_DIR=off \
+    PIP_DISABLE_PIP_VERSION_CHECK=on \
+    PIP_DEFAULT_TIMEOUT=100
+
+ENV PATH="/root/.local/bin:${PATH}"
+
+FROM base AS builder
+
+RUN apt-get update && \
+    apt-get install --no-install-recommends -y \
+    gcc \
+    g++ \
+    libssl-dev \
+    swig \
+    libgmp3-dev \
+    pkg-config \
+    pipx \
+    stunnel4
+
+RUN pipx install uv
+COPY pragma-sdk/ /opt/pragma-sdk/
+COPY lmax-connector/ /opt/lmax-connector/
+WORKDIR /opt/lmax-connector
+RUN uv sync
+
+FROM base AS final
+RUN apt-get update && \
+    apt-get install --no-install-recommends -y stunnel4 && \
+    rm -rf /var/lib/apt/lists/*
+
+COPY --from=builder /opt /opt
+VOLUME /opt/lmax-connector/config/
+
+WORKDIR /opt/lmax-connector
+
+# Create startup script
+RUN echo '#!/bin/bash\n\
+exec /usr/bin/stunnel stunnel.conf &\n\
+sleep 2\n\
+exec /opt/lmax-connector/.venv/bin/python3.12 -m lmax_connector' > /start.sh && \
+chmod +x /start.sh
+
+ENTRYPOINT ["/start.sh"]

lmax-connector/README.md

@@ -0,0 +1,105 @@
+# LMAX Connector
+
+A service that connects to LMAX Exchange via FIX 4.4 protocol and pushes EUR/USD market data to Pragma.
+
+## Prerequisites
+
+- Python 3.11+
+- stunnel (for SSL/TLS connection to LMAX)
+- LMAX Exchange account credentials
+- uv for dependency management
+
+## Installation
+
+1. Install stunnel:
+
+```bash
+# macOS
+brew install stunnel
+
+# Ubuntu/Debian
+apt-get install stunnel4
+```
+
+2. Install the package:
+
+```bash
+uv sync
+```
+
+## Configuration
+
+1. Copy `.env.example` to `.env` and fill in your credentials:
+
+```bash
+cp .env.example .env
+```
+
+2. Configure stunnel by modifying `stunnel.conf`:
+
+```ini
+; Stunnel configuration for LMAX FIX connection
+debug = 7
+socket = l:TCP_NODELAY=1
+socket = r:TCP_NODELAY=1
+fips = no
+
+[Production-MarketData]
+client = yes
+accept = 127.0.0.1:40003
+connect = fix-md.lmaxtrader.com:443
+sslVersion = TLSv1.2
+verify = 0
+delay = no
+TIMEOUTclose = 0
+```
+
+## Running the Service
+
+1. Start stunnel:
+
+```bash
+cd lmax-connector
+stunnel stunnel.conf
+```
+
+2. Then, start the connector:
+
+```bash
+python -m lmax_connector
+```
+
+The service will:
+
+1. Connect to LMAX via FIX 4.4 protocol
+2. Subscribe to EUR/USD market data
+3. Push prices to Pragma API
+
+## Environment Variables
+
+- `LMAX_SENDER_COMP_ID`: Your LMAX username
+- `LMAX_TARGET_COMP_ID`: LMXBLM (for production)
+- `LMAX_PASSWORD`: Your LMAX password
+- `PRAGMA_API_KEY`: Your Pragma API key
+- `PRAGMA_ACCOUNT_PRIVATE_KEY`: Your Pragma account private key
+- `PRAGMA_ACCOUNT_CONTRACT_ADDRESS`: Your Pragma account contract address
+
+## Using Docker
+
+1. Build the Docker image:
+
+```bash
+ddocker build -t lmax-connector:latest -f lmax-connector/Dockerfile .
+```
+
+2. Run the Docker container:
+
+```bash
+docker run -v ./config:/opt/lmax-connector/config --env-file .env lmax-connector
+```
+
+## Troubleshooting
+
+1. If you see SSL/TLS connection errors, make sure stunnel is running and the configuration is correct.
+2. If you see authentication errors, verify your LMAX credentials in the `.env` file.
+3. Check the logs in `log/` directory for detailed error messages.