Add QuoteStatusReport and QuoteAck handlers

src/client/fix/application.go

@@ -6,6 +6,7 @@ import (
 
 	"quantex.com/qfixdpl/quickfix"
 	"quantex.com/qfixdpl/quickfix/gen/fix50sp2/quote"
+	"quantex.com/qfixdpl/quickfix/gen/fix50sp2/quoteack"
 	"quantex.com/qfixdpl/quickfix/gen/fix50sp2/quoterequest"
 	"quantex.com/qfixdpl/quickfix/gen/tag"
 	"quantex.com/qfixdpl/src/domain"
@@ -18,6 +19,7 @@ type application struct {
 	onLogout         func(quickfix.SessionID)
 	onQuote          func(quote.Quote, quickfix.SessionID)
 	onQuoteRequest   func(quoterequest.QuoteRequest, quickfix.SessionID)
+	onQuoteAck       func(quoteack.QuoteAck, quickfix.SessionID)
 }
 
 func newApplication(n domain.Notifier) *application {
@@ -27,6 +29,7 @@ func newApplication(n domain.Notifier) *application {
 	}
 
 	app.router.AddRoute(quote.Route(app.handleQuote))
+	app.router.AddRoute(quoteack.Route(app.handleQuoteAck))
 	app.router.AddRoute(quoterequest.Route(app.handleQuoteRequest))
 
 	return app
@@ -107,6 +110,27 @@ func (a *application) handleQuoteRequest(msg quoterequest.QuoteRequest, sessionI
 	return nil
 }
 
+func (a *application) handleQuoteAck(msg quoteack.QuoteAck, sessionID quickfix.SessionID) quickfix.MessageRejectError {
+	quoteReqID, _ := msg.GetQuoteReqID()
+	quoteID, _ := msg.GetQuoteID()
+	status, _ := msg.GetQuoteAckStatus()
+	text, _ := msg.GetText()
+
+	slog.Info("QuoteAck received",
+		"quoteReqID", quoteReqID,
+		"quoteID", quoteID,
+		"quoteAckStatus", status,
+		"text", text,
+		"session", sessionID.String(),
+	)
+
+	if a.onQuoteAck != nil {
+		a.onQuoteAck(msg, sessionID)
+	}
+
+	return nil
+}
+
 func (a *application) handleQuote(msg quote.Quote, sessionID quickfix.SessionID) quickfix.MessageRejectError {
 	quoteID, err := msg.GetQuoteID()
 	if err != nil {

src/client/fix/manager.go

@@ -1,6 +1,7 @@
 package fix
 
 import (
+	"fmt"
 	"log/slog"
 	"os"
 	"sync"
@@ -14,6 +15,7 @@ import (
 	"quantex.com/qfixdpl/quickfix/gen/field"
 	"quantex.com/qfixdpl/quickfix/gen/fix50sp2/quote"
 	"quantex.com/qfixdpl/quickfix/gen/fix50sp2/quoterequest"
+	"quantex.com/qfixdpl/quickfix/gen/fix50sp2/quotestatusreport"
 	"quantex.com/qfixdpl/quickfix/store/file"
 	"quantex.com/qfixdpl/src/app"
 	"quantex.com/qfixdpl/src/common/tracerr"
@@ -139,7 +141,7 @@ func (m *Manager) SendQuote(
 	}
 
 	q := quote.New(
-		field.NewQuoteID("NONREF"),
+		field.NewQuoteID(quoteID),
 		field.NewQuoteType(enum.QuoteType_INDICATIVE),
 		field.NewTransactTime(time.Now()),
 	)
@@ -152,7 +154,7 @@ func (m *Manager) SendQuote(
 	q.SetSymbol("[N/A]")
 	q.SetSecurityID(symbol)
 	q.SetSecurityIDSource(sIDSource)
-	q.SetQuoteID(quoteID)
+	q.SetQuoteReqID(clOrdID)
 
 	if currency != "" {
 		q.SetCurrency(currency)
@@ -180,7 +182,23 @@ func (m *Manager) SendQuote(
 	return nil
 }
 
-// handleQuoteRequest auto-responds to an incoming QuoteRequest with a quote at price 99.6.
+// sendQuoteStatusReport sends a QuoteStatusReport (35=AI) to acknowledge the incoming QuoteRequest.
+func (m *Manager) sendQuoteStatusReport(quoteReqID, ownerTraderID string, sessionID quickfix.SessionID) error {
+	qsr := quotestatusreport.New(
+		field.NewTransactTime(time.Now()),
+		field.NewQuoteStatus(enum.QuoteStatus_ACCEPTED),
+	)
+	qsr.SetQuoteReqID(quoteReqID)
+	qsr.SetQuoteID(quoteReqID)
+	qsr.SetSymbol("[N/A]")
+	if ownerTraderID != "" {
+		qsr.SetOwnerTraderID(ownerTraderID)
+	}
+
+	return quickfix.SendToTarget(qsr, sessionID)
+}
+
+// handleQuoteRequest auto-responds to an incoming QuoteRequest with a QuoteStatusReport (acknowledge) followed by a Quote at price 99.6.
 func (m *Manager) handleQuoteRequest(msg quoterequest.QuoteRequest, sessionID quickfix.SessionID) {
 	quoteReqID, err := msg.GetQuoteReqID()
 	if err != nil {
@@ -189,9 +207,10 @@ func (m *Manager) handleQuoteRequest(msg quoterequest.QuoteRequest, sessionID qu
 	}
 
 	var (
-		symbol, currency string
+		symbol, currency, ownerTraderID, settlDate string
 		side                                       enum.Side
 		secIDSource                                enum.SecurityIDSource
+		orderQty                                   decimal.Decimal
 	)
 
 	relatedSyms, relErr := msg.GetNoRelatedSym()
@@ -201,33 +220,68 @@ func (m *Manager) handleQuoteRequest(msg quoterequest.QuoteRequest, sessionID qu
 		secIDSource, _ = sym.GetSecurityIDSource()
 		currency, _ = sym.GetCurrency()
 		side, _ = sym.GetSide()
+		ownerTraderID, _ = sym.GetOwnerTraderID()
+		orderQty, _ = sym.GetOrderQty()
+		settlDate, _ = sym.GetSettlDate()
 	}
 
+	// Step 1: Send QuoteStatusReport (35=AI) to acknowledge the inquiry.
+	if ackErr := m.sendQuoteStatusReport(quoteReqID, ownerTraderID, sessionID); ackErr != nil {
+		slog.Error("handleQuoteRequest: failed to send QuoteStatusReport", "quoteReqID", quoteReqID, "error", ackErr.Error())
+		return
+	}
+	slog.Info("QuoteStatusReport sent", "quoteReqID", quoteReqID)
+
+	// Step 2: Build and send Quote (35=S) with price.
 	price := decimal.NewFromFloat(99.6)
-	bidPx, offerPx := decimal.Zero, decimal.Zero
+
+	sIDSource := enum.SecurityIDSource_ISIN_NUMBER
+	if secIDSource == enum.SecurityIDSource_CUSIP {
+		sIDSource = enum.SecurityIDSource_CUSIP
+	}
+
+	quoteID := fmt.Sprintf("Q-%d", time.Now().UnixMilli())
+	q := quote.New(
+		field.NewQuoteID(quoteID),
+		field.NewQuoteType(enum.QuoteType_SEND_QUOTE),
+		field.NewTransactTime(time.Now()),
+	)
+
+	q.SetSymbol("[N/A]")
+	q.SetSecurityID(symbol)
+	q.SetSecurityIDSource(sIDSource)
+	q.SetQuoteReqID(quoteReqID)
+
+	if currency != "" {
+		q.SetCurrency(currency)
+	}
+
+	if !orderQty.IsZero() {
+		q.SetOrderQty(orderQty, 0)
+	}
+
+	if settlDate != "" {
+		q.SetSettlDate(settlDate)
+	}
 
 	if side == enum.Side_BUY {
-		offerPx = price
+		q.SetOfferPx(price, 8)
+		q.SetSide(enum.Side_BUY)
 	} else {
-		bidPx = price
+		q.SetBidPx(price, 8)
+		q.SetSide(enum.Side_SELL)
 	}
 
-	var sIDSource string
+	q.SetPriceType(enum.PriceType_PERCENTAGE)
-	if secIDSource == enum.SecurityIDSource_ISIN_NUMBER {
+
-		sIDSource = "4"
+	if ownerTraderID != "" {
-	} else {
+		q.SetOwnerTraderID(ownerTraderID)
-		sIDSource = "1"
 	}
 
-	if sendErr := m.SendQuote(
+	if sendErr := quickfix.SendToTarget(q, sessionID); sendErr != nil {
-		quoteReqID,
-		quoteReqID,
-		symbol,
-		sIDSource,
-		currency,
-		bidPx,
-		offerPx,
-	); sendErr != nil {
 		slog.Error("handleQuoteRequest: failed to send quote", "quoteReqID", quoteReqID, "error", sendErr.Error())
+		return
 	}
+
+	slog.Info("Quote sent", "quoteReqID", quoteReqID, "quoteID", quoteID, "symbol", symbol)
 }