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changing to initiator

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This commit is contained in:
Ramiro Paz
2026-03-10 16:28:09 -03:00
parent 557c04436d
commit 5053bfa9af
8 changed files with 58 additions and 86 deletions
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19
src/app/version/version.go
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@ -3,7 +3,6 @@ package version
import (
"fmt"
"os"
"runtime"
"strings"
)
@ -38,17 +37,17 @@ type EnvironmentType int //nolint:recvcheck // The methods of this are autogener
var environment EnvironmentType //nolint:gochecknoglobals // Just keept this global to avoid having to create an instance
func init() {
aux := os.Getenv(quantexEnvironment)
if aux == "" {
panic("QUANTEX_ENVIRONMENT is not set")
}
// aux := os.Getenv(EnvironmentTypeDev)
// if aux == "" {
// panic("QUANTEX_ENVIRONMENT is not set")
// }
env, err := ParseEnvironmentType(aux)
if err != nil {
panic("Invalid QUANTEX_ENVIRONMENT value: " + aux + " " + err.Error())
}
// env, err := ParseEnvironmentType(aux)
// if err != nil {
// panic("Invalid QUANTEX_ENVIRONMENT value: " + aux + " " + err.Error())
// }
environment = env
environment = EnvironmentTypeDev
}
// Base returns the version base name

70
src/client/fix/application.go
View File

@ -1,29 +1,26 @@
// Package fix implements the QuickFIX acceptor application.
// Package fix implements the QuickFIX initiator application.
package fix
import (
"log/slog"
"time"
"quantex.com/qfixdpl/quickfix"
"quantex.com/qfixdpl/quickfix/gen/fix50sp2/newordersingle"
"quantex.com/qfixdpl/src/domain"
"quantex.com/qfixdpl/quickfix/gen/fix50sp2/quote"
)
type application struct {
router *quickfix.MessageRouter
orderStore domain.OrderStore
onLogon func(quickfix.SessionID)
onLogout func(quickfix.SessionID)
router *quickfix.MessageRouter
onLogon func(quickfix.SessionID)
onLogout func(quickfix.SessionID)
onQuote func(quote.Quote, quickfix.SessionID)
}
func newApplication(orderStore domain.OrderStore) *application {
func newApplication() *application {
app := &application{
router: quickfix.NewMessageRouter(),
orderStore: orderStore,
router: quickfix.NewMessageRouter(),
}
app.router.AddRoute(newordersingle.Route(app.handleNewOrderSingle))
app.router.AddRoute(quote.Route(app.handleQuote))
return app
}
@ -33,14 +30,14 @@ func (a *application) OnCreate(sessionID quickfix.SessionID) {
}
func (a *application) OnLogon(sessionID quickfix.SessionID) {
slog.Info("FIX client logged on", "session", sessionID.String())
slog.Info("FIX session logged on", "session", sessionID.String())
if a.onLogon != nil {
a.onLogon(sessionID)
}
}
func (a *application) OnLogout(sessionID quickfix.SessionID) {
slog.Info("FIX client logged out", "session", sessionID.String())
slog.Info("FIX session logged out", "session", sessionID.String())
if a.onLogout != nil {
a.onLogout(sessionID)
}
@ -58,48 +55,19 @@ func (a *application) FromApp(msg *quickfix.Message, sessionID quickfix.SessionI
return a.router.Route(msg, sessionID)
}
func (a *application) handleNewOrderSingle(msg newordersingle.NewOrderSingle, sessionID quickfix.SessionID) quickfix.MessageRejectError {
clOrdID, err := msg.GetClOrdID()
func (a *application) handleQuote(msg quote.Quote, sessionID quickfix.SessionID) quickfix.MessageRejectError {
quoteID, err := msg.GetQuoteID()
if err != nil {
return err
}
symbol, err := msg.GetSymbol()
if err != nil {
return err
symbol, _ := msg.GetSymbol()
slog.Info("Quote received", "quoteID", quoteID, "symbol", symbol, "session", sessionID.String())
if a.onQuote != nil {
a.onQuote(msg, sessionID)
}
side, err := msg.GetSide()
if err != nil {
return err
}
ordType, err := msg.GetOrdType()
if err != nil {
return err
}
orderQty, err := msg.GetOrderQty()
if err != nil {
return err
}
price, _ := msg.GetPrice() // Price is optional for some OrdTypes
order := domain.Order{
ClOrdID: clOrdID,
Symbol: symbol,
Side: string(side),
OrdType: string(ordType),
OrderQty: orderQty,
Price: price,
SessionID: sessionID.String(),
ReceivedAt: time.Now(),
}
a.orderStore.SaveOrder(order)
slog.Info("NewOrderSingle received", "clOrdID", clOrdID, "symbol", symbol, "side", order.Side)
return nil
}

39
src/client/fix/manager.go
View File

@ -17,9 +17,9 @@ import (
"quantex.com/qfixdpl/src/domain"
)
// Manager wraps the QuickFIX acceptor and implements domain.FIXSender.
// Manager wraps the QuickFIX initiator and implements domain.FIXSender.
type Manager struct {
acceptor *quickfix.Acceptor
initiator *quickfix.Initiator
app *application
sessionsMu sync.RWMutex
sessions map[string]quickfix.SessionID
@ -38,7 +38,7 @@ func NewManager(cfg app.FIXConfig, orderStore domain.OrderStore, notify domain.N
}
func (m *Manager) Start() error {
fixApp := newApplication(m.orderStore)
fixApp := newApplication()
fixApp.onLogon = m.onLogon
fixApp.onLogout = m.onLogout
m.app = fixApp
@ -57,26 +57,26 @@ func (m *Manager) Start() error {
storeFactory := quickfix.NewMemoryStoreFactory()
logFactory := quickfix.NewNullLogFactory()
acceptor, err := quickfix.NewAcceptor(fixApp, storeFactory, settings, logFactory)
initiator, err := quickfix.NewInitiator(fixApp, storeFactory, settings, logFactory)
if err != nil {
return fmt.Errorf("creating FIX acceptor: %w", err)
return fmt.Errorf("creating FIX initiator: %w", err)
}
m.acceptor = acceptor
m.initiator = initiator
if err = m.acceptor.Start(); err != nil {
return fmt.Errorf("starting FIX acceptor: %w", err)
if err = m.initiator.Start(); err != nil {
return fmt.Errorf("starting FIX initiator: %w", err)
}
slog.Info("FIX acceptor started", "settings", m.cfg.SettingsFile)
slog.Info("FIX initiator started", "settings", m.cfg.SettingsFile)
return nil
}
func (m *Manager) Stop() {
if m.acceptor != nil {
m.acceptor.Stop()
slog.Info("FIX acceptor stopped")
if m.initiator != nil {
m.initiator.Stop()
slog.Info("FIX initiator stopped")
}
}
@ -94,17 +94,18 @@ func (m *Manager) onLogout(sessionID quickfix.SessionID) {
// SendQuote implements domain.FIXSender.
func (m *Manager) SendQuote(clOrdID, quoteID, symbol, currency string, bidPx, offerPx, bidSize, offerSize decimal.Decimal) error {
order, ok := m.orderStore.GetOrderByClOrdID(clOrdID)
if !ok {
return fmt.Errorf("order not found: %s", clOrdID)
}
m.sessionsMu.RLock()
sessionID, ok := m.sessions[order.SessionID]
var sessionID quickfix.SessionID
var ok bool
for _, sid := range m.sessions {
sessionID = sid
ok = true
break
}
m.sessionsMu.RUnlock()
if !ok {
return fmt.Errorf("session not active for order %s (session %s)", clOrdID, order.SessionID)
return fmt.Errorf("no active FIX session")
}
q := quote.New(