adding project logic

src/client/fix/application.go

@@ -0,0 +1,105 @@
+// Package fix implements the QuickFIX acceptor application.
+package fix
+
+import (
+	"log/slog"
+	"time"
+
+	"quantex.com/qfixdpl/quickfix"
+	"quantex.com/qfixdpl/quickfix/gen/fix50sp2/newordersingle"
+	"quantex.com/qfixdpl/src/domain"
+)
+
+type application struct {
+	router     *quickfix.MessageRouter
+	orderStore domain.OrderStore
+	onLogon    func(quickfix.SessionID)
+	onLogout   func(quickfix.SessionID)
+}
+
+func newApplication(orderStore domain.OrderStore) *application {
+	app := &application{
+		router:     quickfix.NewMessageRouter(),
+		orderStore: orderStore,
+	}
+
+	app.router.AddRoute(newordersingle.Route(app.handleNewOrderSingle))
+
+	return app
+}
+
+func (a *application) OnCreate(sessionID quickfix.SessionID) {
+	slog.Info("FIX session created", "session", sessionID.String())
+}
+
+func (a *application) OnLogon(sessionID quickfix.SessionID) {
+	slog.Info("FIX client 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())
+	if a.onLogout != nil {
+		a.onLogout(sessionID)
+	}
+}
+
+func (a *application) ToAdmin(_ *quickfix.Message, _ quickfix.SessionID) {}
+
+func (a *application) ToApp(_ *quickfix.Message, _ quickfix.SessionID) error { return nil }
+
+func (a *application) FromAdmin(_ *quickfix.Message, _ quickfix.SessionID) quickfix.MessageRejectError {
+	return nil
+}
+
+func (a *application) FromApp(msg *quickfix.Message, sessionID quickfix.SessionID) quickfix.MessageRejectError {
+	return a.router.Route(msg, sessionID)
+}
+
+func (a *application) handleNewOrderSingle(msg newordersingle.NewOrderSingle, sessionID quickfix.SessionID) quickfix.MessageRejectError {
+	clOrdID, err := msg.GetClOrdID()
+	if err != nil {
+		return err
+	}
+
+	symbol, err := msg.GetSymbol()
+	if err != nil {
+		return err
+	}
+
+	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
+}