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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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70
src/client/fix/application.go
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@ -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
}