adding project logic

src/client/fix/manager.go

@@ -0,0 +1,141 @@
+package fix
+
+import (
+	"fmt"
+	"log/slog"
+	"os"
+	"sync"
+	"time"
+
+	"github.com/shopspring/decimal"
+
+	"quantex.com/qfixdpl/quickfix"
+	"quantex.com/qfixdpl/quickfix/gen/enum"
+	"quantex.com/qfixdpl/quickfix/gen/field"
+	"quantex.com/qfixdpl/quickfix/gen/fix50sp2/quote"
+	"quantex.com/qfixdpl/src/app"
+	"quantex.com/qfixdpl/src/domain"
+)
+
+// Manager wraps the QuickFIX acceptor and implements domain.FIXSender.
+type Manager struct {
+	acceptor   *quickfix.Acceptor
+	app        *application
+	sessionsMu sync.RWMutex
+	sessions   map[string]quickfix.SessionID
+	orderStore domain.OrderStore
+	notify     domain.Notifier
+	cfg        app.FIXConfig
+}
+
+func NewManager(cfg app.FIXConfig, orderStore domain.OrderStore, notify domain.Notifier) *Manager {
+	return &Manager{
+		sessions:   make(map[string]quickfix.SessionID),
+		orderStore: orderStore,
+		notify:     notify,
+		cfg:        cfg,
+	}
+}
+
+func (m *Manager) Start() error {
+	fixApp := newApplication(m.orderStore)
+	fixApp.onLogon = m.onLogon
+	fixApp.onLogout = m.onLogout
+	m.app = fixApp
+
+	f, err := os.Open(m.cfg.SettingsFile)
+	if err != nil {
+		return fmt.Errorf("opening FIX settings file %q: %w", m.cfg.SettingsFile, err)
+	}
+	defer f.Close()
+
+	settings, err := quickfix.ParseSettings(f)
+	if err != nil {
+		return fmt.Errorf("parsing FIX settings: %w", err)
+	}
+
+	storeFactory := quickfix.NewMemoryStoreFactory()
+	logFactory := quickfix.NewNullLogFactory()
+
+	acceptor, err := quickfix.NewAcceptor(fixApp, storeFactory, settings, logFactory)
+	if err != nil {
+		return fmt.Errorf("creating FIX acceptor: %w", err)
+	}
+
+	m.acceptor = acceptor
+
+	if err = m.acceptor.Start(); err != nil {
+		return fmt.Errorf("starting FIX acceptor: %w", err)
+	}
+
+	slog.Info("FIX acceptor started", "settings", m.cfg.SettingsFile)
+
+	return nil
+}
+
+func (m *Manager) Stop() {
+	if m.acceptor != nil {
+		m.acceptor.Stop()
+		slog.Info("FIX acceptor stopped")
+	}
+}
+
+func (m *Manager) onLogon(sessionID quickfix.SessionID) {
+	m.sessionsMu.Lock()
+	m.sessions[sessionID.String()] = sessionID
+	m.sessionsMu.Unlock()
+}
+
+func (m *Manager) onLogout(sessionID quickfix.SessionID) {
+	m.sessionsMu.Lock()
+	delete(m.sessions, sessionID.String())
+	m.sessionsMu.Unlock()
+}
+
+// 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]
+	m.sessionsMu.RUnlock()
+
+	if !ok {
+		return fmt.Errorf("session not active for order %s (session %s)", clOrdID, order.SessionID)
+	}
+
+	q := quote.New(
+		field.NewQuoteID(quoteID),
+		field.NewQuoteType(enum.QuoteType_INDICATIVE),
+		field.NewTransactTime(time.Now()),
+	)
+
+	q.SetSymbol(symbol)
+	q.SetQuoteID(quoteID)
+
+	if currency != "" {
+		q.SetCurrency(currency)
+	}
+
+	q.SetBidPx(bidPx, 8)
+	q.SetOfferPx(offerPx, 8)
+
+	if !bidSize.IsZero() {
+		q.SetBidSize(bidSize, 8)
+	}
+
+	if !offerSize.IsZero() {
+		q.SetOfferSize(offerSize, 8)
+	}
+
+	if err := quickfix.SendToTarget(q, sessionID); err != nil {
+		return fmt.Errorf("sending FIX quote: %w", err)
+	}
+
+	slog.Info("Quote sent", "clOrdID", clOrdID, "quoteID", quoteID, "symbol", symbol)
+
+	return nil
+}