adding project logic

fix.cfg

@@ -0,0 +1,15 @@
+[DEFAULT]
+ConnectionType=acceptor
+HeartBtInt=30
+SenderCompID=QUANTEX
+ResetOnLogon=Y
+FileStorePath=fix_store
+FileLogPath=fix_logs
+
+[SESSION]
+BeginString=FIXT.1.1
+DefaultApplVerID=FIX.5.0SP2
+TargetCompID=CLIENT
+StartTime=00:00:00
+EndTime=00:00:00
+SocketAcceptPort=5001

src/app/model.go

@@ -36,6 +36,11 @@ type Service struct {
 	AuthorizedServices map[string]AuthorizedService `toml:"AuthorizedServices"`
 	APIBasePort        string
 	EnableJWTAuth      bool // Enable JWT authentication for service-to-service communication
+	FIX                FIXConfig
+}
+
+type FIXConfig struct {
+	SettingsFile string // path to fix.cfg file
 }
 
 type ExtAuth struct {

src/client/api/rest/controller.go

@@ -32,18 +32,22 @@ type Controller struct {
 	pool       *redis.Pool
 	userData   app.UserDataProvider
 	store      *store.Store
+	orderStore domain.OrderStore
+	fixSender  domain.FIXSender
 	config     Config
 	notify     domain.Notifier
 	authMutex  deadlock.Mutex
 }
 
 func newController(pool *redis.Pool, userData app.UserDataProvider,
-	s *store.Store, config Config, n domain.Notifier,
+	s *store.Store, orderStore domain.OrderStore, fixSender domain.FIXSender, config Config, n domain.Notifier,
 ) *Controller {
 	return &Controller{
 		pool:       pool,
 		userData:   userData,
 		store:      s,
+		orderStore: orderStore,
+		fixSender:  fixSender,
 		config:     config,
 		notify:     n,
 	}
@@ -288,3 +292,51 @@ func allowed(origin string, config Config) bool {
 
 	return false
 }
+
+// GetOrders godoc
+// @Summary List received FIX orders
+// @Description Returns all NewOrderSingle messages received via FIX
+// @Tags fix
+// @Produce json
+// @Success 200 {array} domain.Order
+// @Router /qfixdpl/v1/orders [get]
+func (cont *Controller) GetOrders(ctx *gin.Context) {
+	orders := cont.orderStore.GetOrders()
+	ctx.JSON(http.StatusOK, orders)
+}
+
+// SendQuote godoc
+// @Summary Send a FIX Quote
+// @Description Sends a Quote (MsgType S) back to the FIX client for a given order
+// @Tags fix
+// @Accept json
+// @Produce json
+// @Param quote body QuoteRequest true "Quote details"
+// @Success 200 {object} Msg
+// @Failure 400 {object} HTTPError
+// @Failure 404 {object} HTTPError
+// @Failure 500 {object} HTTPError
+// @Router /qfixdpl/v1/quotes [post]
+func (cont *Controller) SendQuote(ctx *gin.Context) {
+	var req QuoteRequest
+	if err := ctx.ShouldBindJSON(&req); err != nil {
+		ctx.JSON(http.StatusBadRequest, HTTPError{Error: err.Error()})
+
+		return
+	}
+
+	bidPx, offerPx, bidSize, offerSize, err := req.toDecimals()
+	if err != nil {
+		ctx.JSON(http.StatusBadRequest, HTTPError{Error: err.Error()})
+
+		return
+	}
+
+	if err = cont.fixSender.SendQuote(req.ClOrdID, req.QuoteID, req.Symbol, req.Currency, bidPx, offerPx, bidSize, offerSize); err != nil {
+		ctx.JSON(http.StatusInternalServerError, HTTPError{Error: err.Error()})
+
+		return
+	}
+
+	ctx.JSON(http.StatusOK, Msg{Text: "quote sent"})
+}

src/client/api/rest/model.go

@@ -1,5 +1,11 @@
 package rest
 
+import (
+	"fmt"
+
+	"github.com/shopspring/decimal"
+)
+
 type HTTPError struct {
 	Error string
 }
@@ -16,3 +22,42 @@ type Credentials struct {
 type Session struct {
 	Email string
 }
+
+type QuoteRequest struct {
+	ClOrdID   string `json:"cl_ord_id" binding:"required"`
+	QuoteID   string `json:"quote_id" binding:"required"`
+	Symbol    string `json:"symbol" binding:"required"`
+	Currency  string `json:"currency"`
+	BidPx     string `json:"bid_px" binding:"required"`
+	OfferPx   string `json:"offer_px" binding:"required"`
+	BidSize   string `json:"bid_size"`
+	OfferSize string `json:"offer_size"`
+}
+
+func (r QuoteRequest) toDecimals() (bidPx, offerPx, bidSize, offerSize decimal.Decimal, err error) {
+	bidPx, err = decimal.NewFromString(r.BidPx)
+	if err != nil {
+		return bidPx, offerPx, bidSize, offerSize, fmt.Errorf("invalid bid_px: %w", err)
+	}
+
+	offerPx, err = decimal.NewFromString(r.OfferPx)
+	if err != nil {
+		return bidPx, offerPx, bidSize, offerSize, fmt.Errorf("invalid offer_px: %w", err)
+	}
+
+	if r.BidSize != "" {
+		bidSize, err = decimal.NewFromString(r.BidSize)
+		if err != nil {
+			return bidPx, offerPx, bidSize, offerSize, fmt.Errorf("invalid bid_size: %w", err)
+		}
+	}
+
+	if r.OfferSize != "" {
+		offerSize, err = decimal.NewFromString(r.OfferSize)
+		if err != nil {
+			return bidPx, offerPx, bidSize, offerSize, fmt.Errorf("invalid offer_size: %w", err)
+		}
+	}
+
+	return bidPx, offerPx, bidSize, offerSize, nil
+}

src/client/api/rest/routes.go

@@ -21,6 +21,8 @@ func SetRoutes(api *API) {
 	qfixdpl := v1.Group("/")
 	qfixdpl.Use(cont.AuthRequired)
 	qfixdpl.GET("/health", cont.HealthCheck)
+	qfixdpl.GET("/orders", cont.GetOrders)
+	qfixdpl.POST("/quotes", cont.SendQuote)
 
 	backoffice := qfixdpl.Group("/backoffice")
 	backoffice.Use(cont.BackOfficeUser)

src/client/api/rest/server.go

@@ -32,7 +32,7 @@ type Config struct {
 	EnableJWTAuth      bool
 }
 
-func New(userData app.UserDataProvider, storeInstance *store.Store, config Config, notify domain.Notifier) *API {
+func New(userData app.UserDataProvider, storeInstance *store.Store, orderStore domain.OrderStore, fixSender domain.FIXSender, config Config, notify domain.Notifier) *API {
 	// Set up Gin
 	var engine *gin.Engine
 	if version.Environment() == version.EnvironmentTypeProd {
@@ -58,7 +58,7 @@ func New(userData app.UserDataProvider, storeInstance *store.Store, config Confi
 	}
 
 	api := &API{
-		Controller: newController(NewPool(), userData, storeInstance, config, notify),
+		Controller: newController(NewPool(), userData, storeInstance, orderStore, fixSender, config, notify),
 		Router:     engine,
 		Port:       config.Port,
 	}

src/client/data/orders.go

@@ -0,0 +1,41 @@
+package data
+
+import (
+	"sync"
+
+	"quantex.com/qfixdpl/src/domain"
+)
+
+type InMemoryOrderStore struct {
+	mu     sync.RWMutex
+	orders []domain.Order
+}
+
+func NewOrderStore() *InMemoryOrderStore {
+	return &InMemoryOrderStore{}
+}
+
+func (s *InMemoryOrderStore) SaveOrder(order domain.Order) {
+	s.mu.Lock()
+	defer s.mu.Unlock()
+	s.orders = append(s.orders, order)
+}
+
+func (s *InMemoryOrderStore) GetOrders() []domain.Order {
+	s.mu.RLock()
+	defer s.mu.RUnlock()
+	result := make([]domain.Order, len(s.orders))
+	copy(result, s.orders)
+	return result
+}
+
+func (s *InMemoryOrderStore) GetOrderByClOrdID(id string) (domain.Order, bool) {
+	s.mu.RLock()
+	defer s.mu.RUnlock()
+	for _, o := range s.orders {
+		if o.ClOrdID == id {
+			return o, true
+		}
+	}
+	return domain.Order{}, false
+}

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
+}

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
+}

src/cmd/service/service.go

@@ -8,6 +8,7 @@ import (
 	"quantex.com/qfixdpl/src/app"
 	"quantex.com/qfixdpl/src/client/api/rest"
 	"quantex.com/qfixdpl/src/client/data"
+	"quantex.com/qfixdpl/src/client/fix"
 	googlechat "quantex.com/qfixdpl/src/client/notify/google"
 	"quantex.com/qfixdpl/src/client/store"
 	"quantex.com/qfixdpl/src/client/store/external"
@@ -37,6 +38,13 @@ func Runner(cfg app.Config) error {
 	}
 
 	userData := data.New()
+	orderStore := data.NewOrderStore()
+
+	fixManager := fix.NewManager(cfg.FIX, orderStore, notify)
+	if err = fixManager.Start(); err != nil {
+		return fmt.Errorf("error starting FIX acceptor: %w", err)
+	}
+	defer fixManager.Stop()
 
 	apiConfig := rest.Config{
 		Port:               cfg.APIBasePort,
@@ -46,7 +54,7 @@ func Runner(cfg app.Config) error {
 		EnableJWTAuth:      cfg.EnableJWTAuth,
 	}
 
-	api := rest.New(userData, appStore, apiConfig, notify)
+	api := rest.New(userData, appStore, orderStore, fixManager, apiConfig, notify)
 	api.Run()
 
 	cmd.WaitForInterruptSignal(nil)

src/domain/order.go

@@ -0,0 +1,32 @@
+// Package domain defines all the domain models
+package domain
+
+import (
+	"time"
+
+	"github.com/shopspring/decimal"
+)
+
+// Order represents a FIX NewOrderSingle message received from a client.
+type Order struct {
+	ClOrdID    string
+	Symbol     string
+	Side       string
+	OrdType    string
+	OrderQty   decimal.Decimal
+	Price      decimal.Decimal
+	SessionID  string
+	ReceivedAt time.Time
+}
+
+// OrderStore is the port for persisting and retrieving orders.
+type OrderStore interface {
+	SaveOrder(order Order)
+	GetOrders() []Order
+	GetOrderByClOrdID(id string) (Order, bool)
+}
+
+// FIXSender is the port for sending FIX messages back to clients.
+type FIXSender interface {
+	SendQuote(clOrdID, quoteID, symbol, currency string, bidPx, offerPx, bidSize, offerSize decimal.Decimal) error
+}