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Add endpoint for all messages

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This commit is contained in:
Ramiro Paz
2026-05-12 13:27:13 -03:00
parent 6e46fde5d2
commit 4270284362
9 changed files with 171 additions and 112 deletions
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25
src/client/api/rest/controller.go
View File

@ -328,6 +328,30 @@ func (cont *Controller) GetLogs(ctx *gin.Context) {
ctx.JSON(http.StatusOK, logs)
}
// AllMessages godoc
// @Summary List all FIX application messages of the day
// @Description Returns every FIX application message recorded today (no admin: heartbeats/logon/logout/etc.), sorted by CreatedAt ascending
// @Tags fix
// @Produce json
// @Success 200 {array} domain.Message
// @Router /qfixdpl/v1/messages [post]
func (cont *Controller) AllMessages(ctx *gin.Context) {
setHeaders(ctx, cont.config)
var req AllMessagesRequest
if err := ctx.ShouldBindJSON(&req); err != nil {
ctx.JSON(http.StatusBadRequest, HTTPError{Error: err.Error()})
return
}
if req.APIKey != "1234" {
ctx.JSON(http.StatusUnauthorized, HTTPError{Error: "Not allowed to perform this request"})
return
}
ctx.JSON(http.StatusOK, cont.tradeProvider.GetAllMessages())
}
// GetPendingQuoteRequests godoc
// @Summary List pending QuoteRequests
// @Description Returns all QuoteRequests received from TW that have not been quoted yet by the dealer
@ -381,4 +405,3 @@ func (cont *Controller) SendQuote(ctx *gin.Context) {
ctx.JSON(http.StatusOK, Msg{Text: "Quote sent"})
}

4
src/client/api/rest/model.go
View File

@ -21,3 +21,7 @@ type SendQuoteRequest struct {
QuoteReqID string `json:"QuoteReqID" binding:"required"`
Price string `json:"Price" binding:"required" example:"99.6"`
}
type AllMessagesRequest struct {
APIKey string
}

3
src/client/api/rest/routes.go
View File

@ -26,6 +26,9 @@ func SetRoutes(api *API) {
qfixdpl.GET("/quote-requests", cont.GetPendingQuoteRequests)
qfixdpl.POST("/quotes", cont.SendQuote)
msgs := v1.Group("/")
msgs.POST("/messages", cont.AllMessages)
backoffice := qfixdpl.Group("/backoffice")
backoffice.Use(cont.BackOfficeUser)

1
src/client/api/rest/server.go
View File

@ -22,6 +22,7 @@ type TradeProvider interface {
GetTrades() []domain.ListTrade
GetPendingQuoteRequests() []domain.ListTrade
SendQuote(quoteReqID string, price decimal.Decimal) error
GetAllMessages() []domain.Message
}
const RedisMaxIdle = 3000 // In ms

132
src/client/fix/manager.go
View File

@ -3,10 +3,12 @@ package fix
import (
"log/slog"
"os"
"sort"
"strings"
"sync"
"time"
uuid "github.com/satori/go.uuid"
"github.com/shopspring/decimal"
"quantex.com/qfixdpl/quickfix"
@ -20,6 +22,7 @@ import (
"quantex.com/qfixdpl/quickfix/gen/fix50sp2/quoterequest"
"quantex.com/qfixdpl/quickfix/gen/fix50sp2/quoteresponse"
"quantex.com/qfixdpl/quickfix/gen/fix50sp2/quotestatusreport"
"quantex.com/qfixdpl/quickfix/gen/tag"
filelog "quantex.com/qfixdpl/quickfix/log/file"
"quantex.com/qfixdpl/quickfix/store/file"
"quantex.com/qfixdpl/src/app"
@ -42,6 +45,8 @@ type Manager struct {
sessions map[string]quickfix.SessionID
tradesMu sync.RWMutex
trades map[string]*listTrade
messagesMu sync.RWMutex
messages []domain.Message
store domain.PersistenceStore
notify domain.Notifier
cfg app.FIXConfig
@ -52,6 +57,7 @@ func NewManager(cfg app.FIXConfig, store domain.PersistenceStore, notify domain.
return &Manager{
sessions: make(map[string]quickfix.SessionID),
trades: make(map[string]*listTrade),
messages: make([]domain.Message, 0),
store: store,
notify: notify,
cfg: cfg,
@ -84,6 +90,11 @@ func (m *Manager) Start() error {
slog.Error(err.Error())
}
if err := m.loadTodayMessages(); err != nil {
err = tracerr.Errorf("failed to load today messages from DB, starting with empty list: %w", err)
slog.Error(err.Error())
}
f, err := os.Open(m.cfg.SettingsFile)
if err != nil {
err = tracerr.Errorf("error opening FIX settings file %q: %w", m.cfg.SettingsFile, err)
@ -255,16 +266,6 @@ func (m *Manager) handleQuoteRequest(msg quoterequest.QuoteRequest, sessionID qu
Quoted: false,
}
m.tradesMu.Unlock()
// Persist incoming QuoteRequest.
m.persistMessage(quoteReqID, parsed)
// Persist outgoing QuoteStatusReport.
m.persistMessage(quoteReqID, buildOutgoingMessageJSON("AI", quoteReqID, map[string]any{
"QuoteReqID": quoteReqID,
"QuoteStatus": string(enum.QuoteStatus_ACCEPTED),
"OwnerTraderID": ownerTraderID,
}))
}
// handleQuoteAck handles an incoming QuoteAck (35=CW).
@ -273,8 +274,6 @@ func (m *Manager) handleQuoteAck(msg quoteack.QuoteAck, sessionID quickfix.Sessi
status, _ := msg.GetQuoteAckStatus()
text, _ := msg.GetText()
m.persistMessage(quoteReqID, parseQuoteAck(msg, m.dict))
if status != enum.QuoteAckStatus_ACCEPTED {
err := tracerr.Errorf("handleQuoteAck: quote rejected by TW (quoteReqID=%s, quoteAckStatus=%s, text=%s)", quoteReqID, string(status), text)
slog.Error(err.Error())
@ -318,16 +317,6 @@ func (m *Manager) handleQuoteResponse(msg quoteresponse.QuoteResponse, sessionID
}
slog.Info("QuoteResponse ACK sent", "quoteReqID", quoteReqID, "quoteRespID", quoteRespID)
// Persist incoming QuoteResponse.
m.persistMessage(quoteReqID, parseQuoteResponse(msg, m.dict))
// Persist outgoing ACK.
m.persistMessage(quoteReqID, buildOutgoingMessageJSON("AI", quoteReqID, map[string]any{
"QuoteReqID": quoteReqID,
"QuoteRespID": quoteRespID,
"QuoteStatus": string(enum.QuoteStatus_ACCEPTED),
}))
// _TRDSUMM is the final message — clean up the trade.
if isTrdSumm {
slog.Info("Trade summary received, cleaning up", "quoteReqID", quoteReqID)
@ -380,17 +369,6 @@ func (m *Manager) handleExecutionReport(msg executionreport.ExecutionReport, ses
slog.Info("Trade result received from TW",
"execID", execID, "clOrdID", clOrdID, "ordStatus", string(ordStatus), "listID", listID)
}
// Persist incoming ExecutionReport.
m.persistMessage(clOrdID, parseExecutionReport(msg, m.dict))
// Persist outgoing ExecutionAck.
m.persistMessage(clOrdID, buildOutgoingMessageJSON("BN", clOrdID, map[string]any{
"OrderID": orderID,
"ExecID": execID,
"ClOrdID": clOrdID,
"ExecAckStatus": string(enum.ExecAckStatus_ACCEPTED),
}))
}
// handleExecutionAck handles an incoming ExecutionAck (35=BN) from TW.
@ -528,17 +506,6 @@ func (m *Manager) SendQuote(quoteReqID string, price decimal.Decimal) error {
slog.Info("Quote sent", "quoteReqID", quoteReqID, "quoteID", quoteID, "symbol", symbol, "price", price.String())
m.persistMessage(quoteReqID, buildOutgoingMessageJSON("S", quoteReqID, map[string]any{
"QuoteReqID": quoteReqID,
"QuoteID": quoteID,
"Symbol": symbol,
"Side": string(side),
"Price": price.String(),
"OrderQty": orderQty.String(),
"Currency": currency,
"SettlDate": settlDate,
}))
return nil
}
@ -590,7 +557,11 @@ func (m *Manager) anyActiveSessionID() quickfix.SessionID {
return quickfix.SessionID{}
}
// handleRawMessage persists raw FIX message strings to the logs table.
// handleRawMessage is the single ingest path for every application-level FIX message
// (admin messages — Logon, Logout, Heartbeat, TestRequest, ResendRequest, SequenceReset —
// go through ToAdmin/FromAdmin and never reach this callback). It persists the raw
// envelope to the logs table, builds a structured Message and saves it to
// the messages table, and appends to the in-memory list.
func (m *Manager) handleRawMessage(direction string, msg *quickfix.Message) {
quoteReqID := extractIdentifier(msg)
@ -601,17 +572,60 @@ func (m *Manager) handleRawMessage(direction string, msg *quickfix.Message) {
err = tracerr.Errorf("failed to persist raw log: %w", err)
slog.Error(err.Error())
}
}
// persistMessage saves a structured FIX message to the messages table.
func (m *Manager) persistMessage(quoteReqID string, fixJSON domain.FixMessageJSON) {
if err := m.store.SaveMessage(domain.TradeMessage{
QuoteReqID: quoteReqID,
JMessage: fixJSON,
}); err != nil {
err = tracerr.Errorf("failed to persist message (msgType=%s, quoteReqID=%s): %w", fixJSON.MsgType, quoteReqID, err)
msgTypeBytes, _ := msg.Header.GetBytes(tag.MsgType)
msgType := string(msgTypeBytes)
senderCompID, msgSeqNum, sendingTime := extractHeaderMeta(msg)
fixJSON := buildFixMessageJSON(direction, msgType, quoteReqID, msg, m.dict)
stored := domain.Message{
ID: uuid.NewV4().String(),
SenderCompID: senderCompID,
MsgSeqNum: msgSeqNum,
SendingTime: sendingTime,
CreatedAt: time.Now(),
JMessage: fixJSON,
}
if err := m.store.SaveMessage(stored); err != nil {
err = tracerr.Errorf("failed to persist message (msgType=%s, quoteReqID=%s): %w", msgType, quoteReqID, err)
slog.Error(err.Error())
}
m.messagesMu.Lock()
m.messages = append(m.messages, stored)
m.messagesMu.Unlock()
}
// GetAllMessages returns a snapshot of every FIX application message recorded today,
// sorted ascending by CreatedAt.
func (m *Manager) GetAllMessages() []domain.Message {
m.messagesMu.RLock()
out := make([]domain.Message, len(m.messages))
copy(out, m.messages)
m.messagesMu.RUnlock()
sort.Slice(out, func(i, j int) bool { return out[i].CreatedAt.Before(out[j].CreatedAt) })
return out
}
// loadTodayMessages rebuilds the in-memory message list from today's rows in the DB.
// Must be called before the FIX initiator starts so live ingest doesn't race with replay.
func (m *Manager) loadTodayMessages() error {
messages, err := m.store.GetTodayMessages()
if err != nil {
return err
}
m.messagesMu.Lock()
m.messages = messages
m.messagesMu.Unlock()
slog.Info("today messages loaded", "count", len(messages))
return nil
}
// loadActiveTrades reconstructs active trades from today's messages in the database.
@ -624,9 +638,11 @@ func (m *Manager) loadActiveTrades() error {
activeTrades := make(map[string]*listTrade)
for _, msg := range messages {
quoteReqID := msg.JMessage.QuoteReqID
switch msg.JMessage.MsgType {
case "R": // QuoteRequest -> trade is born
if !strings.HasPrefix(msg.QuoteReqID, "LST_") {
if !strings.HasPrefix(quoteReqID, "LST_") {
continue
}
@ -638,24 +654,24 @@ func (m *Manager) loadActiveTrades() error {
continue
}
activeTrades[msg.QuoteReqID] = &listTrade{
activeTrades[quoteReqID] = &listTrade{
QuoteRequest: msg.JMessage,
}
case "S": // Outgoing Quote — dealer has already quoted this trade
if t, ok := activeTrades[msg.QuoteReqID]; ok {
if t, ok := activeTrades[quoteReqID]; ok {
t.Quoted = true
t.Price = getDecimal(msg.JMessage.Body, "Price")
}
case "CW": // QuoteAck — if rejected, trade is dead
if getString(msg.JMessage.Body, "QuoteAckStatus") != string(enum.QuoteAckStatus_ACCEPTED) {
delete(activeTrades, msg.QuoteReqID)
delete(activeTrades, quoteReqID)
}
case "AJ": // QuoteResponse — _TRDSUMM means trade is done (flow 8.6)
if strings.HasSuffix(getString(msg.JMessage.Body, "QuoteRespID"), "_TRDSUMM") {
delete(activeTrades, msg.QuoteReqID)
delete(activeTrades, quoteReqID)
}
case "8": // ExecutionReport — _TRDSUMM means trade is done (flow 8.4)

37
src/client/fix/parser.go
View File

@ -5,10 +5,7 @@ import (
"quantex.com/qfixdpl/quickfix"
"quantex.com/qfixdpl/quickfix/datadictionary"
"quantex.com/qfixdpl/quickfix/gen/fix50sp2/executionreport"
"quantex.com/qfixdpl/quickfix/gen/fix50sp2/quoteack"
"quantex.com/qfixdpl/quickfix/gen/fix50sp2/quoterequest"
"quantex.com/qfixdpl/quickfix/gen/fix50sp2/quoteresponse"
"quantex.com/qfixdpl/quickfix/gen/tag"
"quantex.com/qfixdpl/src/domain"
)
@ -50,21 +47,6 @@ func parseQuoteRequest(msg quoterequest.QuoteRequest, dd *datadictionary.DataDic
return buildFixMessageJSON("IN", "R", quoteReqID, msg.Message, dd)
}
func parseQuoteAck(msg quoteack.QuoteAck, dd *datadictionary.DataDictionary) domain.FixMessageJSON {
quoteReqID, _ := msg.GetQuoteReqID()
return buildFixMessageJSON("IN", "CW", quoteReqID, msg.Message, dd)
}
func parseQuoteResponse(msg quoteresponse.QuoteResponse, dd *datadictionary.DataDictionary) domain.FixMessageJSON {
quoteReqID, _ := msg.GetQuoteReqID()
return buildFixMessageJSON("IN", "AJ", quoteReqID, msg.Message, dd)
}
func parseExecutionReport(msg executionreport.ExecutionReport, dd *datadictionary.DataDictionary) domain.FixMessageJSON {
clOrdID, _ := msg.GetClOrdID()
return buildFixMessageJSON("IN", "8", clOrdID, msg.Message, dd)
}
// extractIdentifier extracts the trade identifier from a parsed FIX message.
// For ExecutionReport (8) and ExecutionAck (BN), uses ClOrdID (tag 11).
// For all other message types, uses QuoteReqID (tag 131).
@ -87,12 +69,17 @@ func extractIdentifier(msg *quickfix.Message) string {
return ""
}
func buildOutgoingMessageJSON(msgType, quoteReqID string, body map[string]any) domain.FixMessageJSON {
return domain.FixMessageJSON{
Direction: "OUT",
MsgType: msgType,
QuoteReqID: quoteReqID,
Body: body,
ReceiveTime: time.Now(),
// extractHeaderMeta reads SenderCompID (49), MsgSeqNum (34) and SendingTime (52)
// from a quickfix.Message header. Returns zero values when a field is absent.
func extractHeaderMeta(msg *quickfix.Message) (senderCompID string, msgSeqNum int, sendingTime time.Time) {
if s, err := msg.Header.GetString(tag.SenderCompID); err == nil {
senderCompID = s
}
if n, err := msg.Header.GetInt(tag.MsgSeqNum); err == nil {
msgSeqNum = n
}
if t, err := msg.Header.GetTime(tag.SendingTime); err == nil {
sendingTime = t
}
return
}

11
src/client/store/db.sql
View File

@ -1,11 +1,12 @@
CREATE TABLE IF NOT EXISTS qfixdpl_messages (
id UUID PRIMARY KEY DEFAULT gen_random_uuid(),
quote_req_id TEXT NOT NULL,
j_message JSONB NOT NULL,
created_at TIMESTAMPTZ NOT NULL DEFAULT NOW()
id UUID PRIMARY KEY,
sender_comp_id TEXT NOT NULL,
msg_seq_num BIGINT NOT NULL,
j_message JSONB NOT NULL,
created_at TIMESTAMPTZ NOT NULL
);
CREATE INDEX IF NOT EXISTS idx_messages_quote_req_id ON qfixdpl_messages(quote_req_id);
CREATE INDEX IF NOT EXISTS idx_messages_created_at ON qfixdpl_messages(created_at);
CREATE INDEX IF NOT EXISTS idx_messages_session ON qfixdpl_messages(sender_comp_id, msg_seq_num);
CREATE TABLE IF NOT EXISTS qfixdpl_logs (
id UUID PRIMARY KEY DEFAULT gen_random_uuid(),

51
src/client/store/persistence.go
View File

@ -2,6 +2,7 @@ package store
import (
"encoding/json"
"strconv"
"strings"
"time"
@ -9,15 +10,20 @@ import (
"quantex.com/qfixdpl/src/domain"
)
func (p *Store) SaveMessage(msg domain.TradeMessage) error {
func (p *Store) SaveMessage(msg domain.Message) error {
jsonBytes, err := json.Marshal(msg.JMessage)
if err != nil {
return tracerr.Errorf("error marshaling j_message: %w", err)
}
_, err = p.db.Exec(
"INSERT INTO qfixdpl_messages (quote_req_id, j_message) VALUES ($1, $2)",
msg.QuoteReqID, string(jsonBytes),
`INSERT INTO qfixdpl_messages (id, sender_comp_id, msg_seq_num, j_message, created_at)
VALUES ($1, $2, $3, $4, $5)`,
msg.ID,
msg.SenderCompID,
strconv.Itoa(msg.MsgSeqNum),
string(jsonBytes),
msg.CreatedAt.UTC().Format(time.RFC3339Nano),
)
if err != nil {
return tracerr.Errorf("error inserting message: %w", err)
@ -41,25 +47,29 @@ func (p *Store) SaveLog(entry domain.LogEntry) error {
return nil
}
func (p *Store) GetTodayMessages() ([]domain.TradeMessage, error) {
func (p *Store) GetTodayMessages() ([]domain.Message, error) {
rows, err := p.db.Query(
"SELECT id, quote_req_id, j_message, created_at FROM qfixdpl_messages WHERE created_at >= current_date ORDER BY created_at ASC",
`SELECT id, sender_comp_id, msg_seq_num, j_message, created_at
FROM qfixdpl_messages
WHERE created_at >= current_date
ORDER BY created_at ASC`,
)
if err != nil {
return nil, tracerr.Errorf("error querying today messages: %w", err)
}
defer rows.Close()
var messages []domain.TradeMessage
var messages []domain.Message
for rows.Next() {
var (
id, quoteReqID string
jMessageRaw []byte
createdAt time.Time
id, senderCompID string
msgSeqNum int
jMessageRaw []byte
createdAt time.Time
)
if err := rows.Scan(&id, &quoteReqID, &jMessageRaw, &createdAt); err != nil {
if err := rows.Scan(&id, &senderCompID, &msgSeqNum, &jMessageRaw, &createdAt); err != nil {
return nil, tracerr.Errorf("error scanning message row: %w", err)
}
@ -68,11 +78,22 @@ func (p *Store) GetTodayMessages() ([]domain.TradeMessage, error) {
return nil, tracerr.Errorf("error unmarshaling j_message: %w", err)
}
messages = append(messages, domain.TradeMessage{
ID: id,
QuoteReqID: quoteReqID,
JMessage: jMessage,
CreatedAt: createdAt,
sendingTime, _ := jMessage.Header["SendingTime"].(time.Time)
if sendingTime.IsZero() {
if s, ok := jMessage.Header["SendingTime"].(string); ok {
if t, parseErr := time.Parse(time.RFC3339Nano, s); parseErr == nil {
sendingTime = t
}
}
}
messages = append(messages, domain.Message{
ID: id,
SenderCompID: senderCompID,
MsgSeqNum: msgSeqNum,
SendingTime: sendingTime,
CreatedAt: createdAt,
JMessage: jMessage,
})
}