Quantex/qfixdpl
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fixes

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This commit is contained in:
Ramiro Paz
2026-05-11 12:34:55 -03:00
parent 45fad9de6c
commit 99c7f8ccb0
8 changed files with 69 additions and 49 deletions
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3
Makefile
View File

@ -64,6 +64,9 @@ linux-build: check-env swag # Build a linux version for prod environment. Set e=
deploy: # Deploy to remote server. Set e=environment: prod, dev, demo, open-demo; s=serverName; i=instance; e.g. make deploy e=dev s=nonprodFix i=dpl deploy: # Deploy to remote server. Set e=environment: prod, dev, demo, open-demo; s=serverName; i=instance; e.g. make deploy e=dev s=nonprodFix i=dpl
make build e=$(e) && qscp build/out/distribution/qfixdpl.gz $(s):/home/quantex/qfixtb/dpl/ make build e=$(e) && qscp build/out/distribution/qfixdpl.gz $(s):/home/quantex/qfixtb/dpl/
open-demo:
make deploy e=open-demo s=nonprodFix
fmt: download-versions # Apply the Go formatter to the code fmt: download-versions # Apply the Go formatter to the code
cd tools/check; unset GOPATH; GOBIN=$$PWD/../bin go install mvdan.cc/gofumpt@$(call get_version,gofumpt); cd tools/check; unset GOPATH; GOBIN=$$PWD/../bin go install mvdan.cc/gofumpt@$(call get_version,gofumpt);
@echo "running fmt..." @echo "running fmt..."

5
docs/EndTrade.log Normal file
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@ -0,0 +1,5 @@
8=FIXT.1.1|9=861|35=R|34=413|49=TRADEWEB|52=20260508-16:51:56.674|56=BYMA_CORI_TEST_12345_DLRDPL|131=LST_20260508_BYMA_CORI_NY1600105.1_1|146=1|55=ARGENT 1.500 07/09/35|48=040114HT0|22=1|460=12|167=CORP|762=REGCORIINV|541=20350709|225=20200904|470=AR|223=1.5|106=ARGENTINE REPUBLIC|54=2|38=10000|64=20260511|15=USD|6110=Sov|60=20260508-16:51:56|423=1|44=-999999|236=-999999|5023=0.000010|66=NY1600105.1|6847=1|75=20260508|464=Y|20086=1|20074=Y|20075=Y|20077=[N/A]|20078=[N/A]|20079=300|20081=300|20090=0|20072=300|20098=0|5745=1|20073=RFQ|20076=Y|20156=Y|20130=20501720000|20138=HSB|561=1|562=1|20175=20210709|20223=American|22630=0|20265=LatAm|20227=Global|23068=TRWB|453=3|448=bymacust|447=C|452=3|802=3|523=BYMA CUST|803=2|523=NY|803=25|523=AR|803=4000|448=BYMA Customer|447=C|452=1|448=DTCC|447=C|452=4|454=1|455=US040114HT09|456=4|5114=2|5113=1|20169=Ca|5113=0|20169=CCC+|10=078
8=FIXT.1.1|9=203|35=AI|34=418|49=BYMA_CORI_TEST_12345_DLRDPL|52=20260508-16:51:56.695|56=TRADEWEB|55=[N/A]|60=20260508-16:51:56.695|117=LST_20260508_BYMA_CORI_NY1600105.1_1|131=LST_20260508_BYMA_CORI_NY1600105.1_1|297=0|10=165
8=FIXT.1.1|9=292|35=AJ|34=414|49=TRADEWEB|52=20260508-16:52:05.343|56=BYMA_CORI_TEST_12345_DLRDPL|11=LST_20260508_BYMA_CORI_NY1600105.1_1|55=[N/A]|60=20260508-16:52:05|117=[N/A]|131=LST_20260508_BYMA_CORI_NY1600105.1_1|693=LST_20260508_BYMA_CORI_NY1600105.1_1_LISTEND|694=7|20086=1|20103=N/A|20110=NO|22636=Y|10=077
8=FIXT.1.1|9=211|35=AI|34=419|49=BYMA_CORI_TEST_12345_DLRDPL|52=20260508-16:52:05.367|56=TRADEWEB|55=[N/A]|60=20260508-16:52:05.367|131=LST_20260508_BYMA_CORI_NY1600105.1_1|297=0|693=LST_20260508_BYMA_CORI_NY1600105.1_1_LISTEND|10=014

14
docs/Execution.log Normal file
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@ -0,0 +1,14 @@
8=FIXT.1.1|9=862|35=R|34=393|49=TRADEWEB|52=20260508-16:44:06.978|56=BYMA_CORI_TEST_12345_DLRDPL|131=LST_20260508_BYMA_CORI_NY1600095.1_1|146=1|55=ARGENT 1.500 07/09/35|48=040114HT0|22=1|460=12|167=CORP|762=REGCORIINV|541=20350709|225=20200904|470=AR|223=1.5|106=ARGENTINE REPUBLIC|54=2|38=850000|64=20260511|15=USD|6110=Sov|60=20260508-16:44:06|423=1|44=-999999|236=-999999|5023=0.000010|66=NY1600095.1|6847=1|75=20260508|464=Y|20086=1|20074=Y|20075=Y|20077=[N/A]|20078=[N/A]|20079=300|20081=300|20090=0|20072=300|20098=0|5745=1|20073=RFQ|20076=Y|20156=Y|20130=20501720000|20138=HSB|561=1|562=1|20175=20210709|20223=American|22630=0|20265=LatAm|20227=Global|23068=TRWB|453=3|448=bymacust|447=C|452=3|802=3|523=BYMA CUST|803=2|523=NY|803=25|523=AR|803=4000|448=BYMA Customer|447=C|452=1|448=DTCC|447=C|452=4|454=1|455=US040114HT09|456=4|5114=2|5113=1|20169=Ca|5113=0|20169=CCC+|10=163
8=FIXT.1.1|9=203|35=AI|34=398|49=BYMA_CORI_TEST_12345_DLRDPL|52=20260508-16:44:07.018|56=TRADEWEB|55=[N/A]|60=20260508-16:44:07.018|117=LST_20260508_BYMA_CORI_NY1600095.1_1|131=LST_20260508_BYMA_CORI_NY1600095.1_1|297=0|10=162
8=FIXT.1.1|9=293|35=S|34=399|49=BYMA_CORI_TEST_12345_DLRDPL|52=20260508-16:44:34.096|56=TRADEWEB|15=USD|22=1|38=850000|44=91.00000000|48=040114HT0|54=2|55=[N/A]|60=20260508-16:44:34.096|64=20260511|117=LST_20260508_BYMA_CORI_NY1600095.1_1|131=LST_20260508_BYMA_CORI_NY1600095.1_1|132=91.00000000|423=1|537=211|10=127
8=FIXT.1.1|9=191|35=CW|34=394|49=TRADEWEB|52=20260508-16:44:34.137|56=BYMA_CORI_TEST_12345_DLRDPL|60=20260508-16:44:34|117=LST_20260508_BYMA_CORI_NY1600095.1_1|131=LST_20260508_BYMA_CORI_NY1600095.1_1|1865=1|10=004
8=FIXT.1.1|9=80|35=0|34=400|49=BYMA_CORI_TEST_12345_DLRDPL|52=20260508-16:45:04.125|56=TRADEWEB|10=169
8=FIXT.1.1|9=80|35=0|34=395|49=TRADEWEB|52=20260508-16:45:04.142|56=BYMA_CORI_TEST_12345_DLRDPL|10=181
8=FIXT.1.1|9=391|35=AJ|34=396|49=TRADEWEB|52=20260508-16:45:10.511|56=BYMA_CORI_TEST_12345_DLRDPL|11=LST_20260508_BYMA_CORI_NY1600095.1_1|22=1|38=850000|44=91|48=040114HT0|54=2|55=[N/A]|60=20260508-16:45:10|117=LST_20260508_BYMA_CORI_NY1600095.1_1|131=LST_20260508_BYMA_CORI_NY1600095.1_1|423=1|693=LST_20260508_BYMA_CORI_NY1600095.1_1_TRDREQ|694=1|20074=N|20075=N|20076=N|20079=236|20082=60|20156=N|22630=0|10=127
8=FIXT.1.1|9=295|35=8|34=397|49=TRADEWEB|52=20260508-16:45:10.514|56=BYMA_CORI_TEST_12345_DLRDPL|6=0|11=LST_20260508_BYMA_CORI_NY1600095.1_1|14=0|17=LST_20260508_BYMA_CORI_NY1600095.1_1_LISTEND-124510.514|37=LST_20260508_BYMA_CORI_NY1600095.1_1|39=A|55=[N/A]|60=20260508-16:45:10|75=20260508|150=A|151=0|20086=1|10=213
8=FIXT.1.1|9=210|35=AI|34=401|49=BYMA_CORI_TEST_12345_DLRDPL|52=20260508-16:45:10.539|56=TRADEWEB|55=[N/A]|60=20260508-16:45:10.539|131=LST_20260508_BYMA_CORI_NY1600095.1_1|297=0|693=LST_20260508_BYMA_CORI_NY1600095.1_1_TRDREQ|10=209
8=FIXT.1.1|9=261|35=BN|34=402|49=BYMA_CORI_TEST_12345_DLRDPL|52=20260508-16:45:10.601|56=TRADEWEB|11=LST_20260508_BYMA_CORI_NY1600095.1_1|17=LST_20260508_BYMA_CORI_NY1600095.1_1_LISTEND-124510.514|37=LST_20260508_BYMA_CORI_NY1600095.1_1|55=[N/A]|60=20260508-16:45:10.601|1036=1|10=232
8=FIXT.1.1|9=303|35=8|34=398|49=TRADEWEB|52=20260508-16:45:10.666|56=BYMA_CORI_TEST_12345_DLRDPL|6=0|11=LST_20260508_BYMA_CORI_NY1600095.1_1|14=0|17=LST_20260508_BYMA_CORI_NY1600095.1_1_TRDEND-124510.660|37=LST_20260508_BYMA_CORI_NY1600095.1_1|39=2|44=91|54=2|55=[N/A]|60=20260508-16:45:10|75=20260508|150=F|151=0|423=1|10=252
8=FIXT.1.1|9=260|35=BN|34=403|49=BYMA_CORI_TEST_12345_DLRDPL|52=20260508-16:45:10.690|56=TRADEWEB|11=LST_20260508_BYMA_CORI_NY1600095.1_1|17=LST_20260508_BYMA_CORI_NY1600095.1_1_TRDEND-124510.660|37=LST_20260508_BYMA_CORI_NY1600095.1_1|55=[N/A]|60=20260508-16:45:10.690|1036=1|10=168
8=FIXT.1.1|9=729|35=8|34=399|49=TRADEWEB|52=20260508-16:45:10.738|56=BYMA_CORI_TEST_12345_DLRDPL|6=0|11=LST_20260508_BYMA_CORI_NY1600095.1_1|14=0|17=LST_20260508_BYMA_CORI_NY1600095.1_1_TRDSUMM-124510.736|22=1|37=LST_20260508_BYMA_CORI_NY1600095.1_1|38=850000|39=2|44=91|48=040114HT0|54=2|55=[N/A]|60=20260508-16:45:10.535|64=20260511|75=20260508|150=F|151=0|167=CORP|236=2.61081622|423=1|453=2|448=bymacust|447=C|452=3|802=3|523=BYMA CUST|803=2|523=NY|803=25|523=AR|803=4000|448=BYMA Customer|447=C|452=1|802=1|523=YES|803=4003|454=1|455=US040114HT09|456=4|526=TRD_20260508_BYMA_CORI_213|1003=20260508.BYMA.CORI.213|1907=1|1903=20260508BYMACORI213|1906=5|6731=20260508.BYMA.CORI.213|20115=91|22630=0|22636=Y|23068=TRWB|23096=20260508BYMACORI213|10=051
8=FIXT.1.1|9=261|35=BN|34=404|49=BYMA_CORI_TEST_12345_DLRDPL|52=20260508-16:45:10.781|56=TRADEWEB|11=LST_20260508_BYMA_CORI_NY1600095.1_1|17=LST_20260508_BYMA_CORI_NY1600095.1_1_TRDSUMM-124510.736|37=LST_20260508_BYMA_CORI_NY1600095.1_1|55=[N/A]|60=20260508-16:45:10.781|1036=1|10=027

10
docs/Timeout.log Normal file
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@ -0,0 +1,10 @@
8=FIXT.1.1|9=858|35=R|34=416|49=TRADEWEB|52=20260508-16:52:50.205|56=BYMA_CORI_TEST_12345_DLRDPL|131=LST_20260508_BYMA_CORI_NY1600105.2_1|146=1|55=ARGENT 1.500 07/09/35|48=040114HT0|22=1|460=12|167=CORP|762=REGCORIINV|541=20350709|225=20200904|470=AR|223=1.5|106=ARGENTINE REPUBLIC|54=2|38=15000|64=20260511|15=USD|6110=Sov|60=20260508-16:52:50|423=1|44=-999999|236=-999999|5023=0.000010|66=NY1600105.2|6847=1|75=20260508|464=Y|20086=1|20074=Y|20075=Y|20077=[N/A]|20078=[N/A]|20079=60|20081=60|20090=0|20072=60|20098=0|5745=1|20073=RFQ|20076=Y|20156=Y|20130=20501720000|20138=HSB|561=1|562=1|20175=20210709|20223=American|22630=0|20265=LatAm|20227=Global|23068=TRWB|453=3|448=bymacust|447=C|452=3|802=3|523=BYMA CUST|803=2|523=NY|803=25|523=AR|803=4000|448=BYMA Customer|447=C|452=1|448=DTCC|447=C|452=4|454=1|455=US040114HT09|456=4|5114=2|5113=1|20169=Ca|5113=0|20169=CCC+|10=195
8=FIXT.1.1|9=203|35=AI|34=421|49=BYMA_CORI_TEST_12345_DLRDPL|52=20260508-16:52:50.226|56=TRADEWEB|55=[N/A]|60=20260508-16:52:50.226|117=LST_20260508_BYMA_CORI_NY1600105.2_1|131=LST_20260508_BYMA_CORI_NY1600105.2_1|297=0|10=131
8=FIXT.1.1|9=80|35=0|34=422|49=BYMA_CORI_TEST_12345_DLRDPL|52=20260508-16:53:20.289|56=TRADEWEB|10=181
8=FIXT.1.1|9=80|35=0|34=417|49=TRADEWEB|52=20260508-16:53:20.291|56=BYMA_CORI_TEST_12345_DLRDPL|10=178
8=FIXT.1.1|9=80|35=0|34=423|49=BYMA_CORI_TEST_12345_DLRDPL|52=20260508-16:53:50.295|56=TRADEWEB|10=182
8=FIXT.1.1|9=80|35=0|34=418|49=TRADEWEB|52=20260508-16:53:50.305|56=BYMA_CORI_TEST_12345_DLRDPL|10=178
8=FIXT.1.1|9=265|35=AJ|34=419|49=TRADEWEB|52=20260508-16:53:50.698|56=BYMA_CORI_TEST_12345_DLRDPL|11=LST_20260508_BYMA_CORI_NY1600105.2_1|55=[N/A]|60=20260508-16:53:50|117=[N/A]|131=LST_20260508_BYMA_CORI_NY1600105.2_1|693=LST_20260508_BYMA_CORI_NY1600105.2_1_LISTEND|694=8|20086=1|10=010
8=FIXT.1.1|9=211|35=AI|34=424|49=BYMA_CORI_TEST_12345_DLRDPL|52=20260508-16:53:50.721|56=TRADEWEB|55=[N/A]|60=20260508-16:53:50.721|131=LST_20260508_BYMA_CORI_NY1600105.2_1|297=0|693=LST_20260508_BYMA_CORI_NY1600105.2_1_LISTEND|10=002
8=FIXT.1.1|9=292|35=AJ|34=420|49=TRADEWEB|52=20260508-16:53:53.741|56=BYMA_CORI_TEST_12345_DLRDPL|11=LST_20260508_BYMA_CORI_NY1600105.2_1|55=[N/A]|60=20260508-16:53:53|117=[N/A]|131=LST_20260508_BYMA_CORI_NY1600105.2_1|693=LST_20260508_BYMA_CORI_NY1600105.2_1_LISTEND|694=8|20086=1|20103=N/A|20110=NO|22636=Y|10=088
8=FIXT.1.1|9=211|35=AI|34=425|49=BYMA_CORI_TEST_12345_DLRDPL|52=20260508-16:53:53.763|56=TRADEWEB|55=[N/A]|60=20260508-16:53:53.763|131=LST_20260508_BYMA_CORI_NY1600105.2_1|297=0|693=LST_20260508_BYMA_CORI_NY1600105.2_1_LISTEND|10=021

2
src/client/fix/builder.go
View File

@ -127,7 +127,7 @@ func parseScalar(raw []byte, fixType string) interface{} {
s := string(raw) s := string(raw)
switch fixType { switch fixType {
case "INT", "SEQNUM", "LENGTH", "DAYOFMONTH": case "INT", "SEQNUM", "LENGTH":
var v quickfix.FIXInt var v quickfix.FIXInt
if err := v.Read(raw); err == nil { if err := v.Read(raw); err == nil {
return int(v) return int(v)

25
src/client/fix/dict.go
View File

@ -25,6 +25,7 @@ func GetMap(fieldMap FieldMap) map[string]interface{} {
result := map[string]interface{}{} result := map[string]interface{}{}
for f, v := range fieldMap { for f, v := range fieldMap {
slog.Info("try to parse fieldMap: %+v, value: %+v", f, v)
k, val := GetKeyValue(f, v) k, val := GetKeyValue(f, v)
result[k] = val result[k] = val
} }
@ -42,7 +43,7 @@ func GetKeyValue(f FixField, value FieldValue) (key string, val interface{}) {
fMapLst, ok := value.([]FieldMap) fMapLst, ok := value.([]FieldMap)
if !ok { if !ok {
err := tracerr.Errorf("could not parse as []FieldMap, value: %+v", value) err := tracerr.Errorf("could not parse as []FieldMap, value: %+v, key: %s", value, key)
slog.Error(err.Error()) slog.Error(err.Error())
} }
@ -54,23 +55,15 @@ func GetKeyValue(f FixField, value FieldValue) (key string, val interface{}) {
case "BOOLEAN": case "BOOLEAN":
b, ok := value.(bool) b, ok := value.(bool)
if !ok { if !ok {
err := tracerr.Errorf("could not parse as bool, value: %+v", value) err := tracerr.Errorf("could not parse as bool, value: %+v, key: %s", value, key)
slog.Error(err.Error()) slog.Error(err.Error())
} }
val = b val = b
case "INT": case "INT", "LENGTH", "SEQNUM":
i, ok := value.(int) i, ok := value.(int)
if !ok { if !ok {
err := tracerr.Errorf("could not parse as int, value: %+v", value) err := tracerr.Errorf("could not parse as int, value: %+v, key: %s", value, key)
slog.Error(err.Error())
}
val = i
case "SEQNUM":
i, ok := value.(int)
if !ok {
err := tracerr.Errorf("could not parse as int, value: %+v", value)
slog.Error(err.Error()) slog.Error(err.Error())
} }
@ -78,7 +71,7 @@ func GetKeyValue(f FixField, value FieldValue) (key string, val interface{}) {
case "UTCTIMESTAMP": case "UTCTIMESTAMP":
t, ok := value.(time.Time) t, ok := value.(time.Time)
if !ok { if !ok {
err := tracerr.Errorf("could not parse as Time, value: %+v", value) err := tracerr.Errorf("could not parse as Time, value: %+v, key: %s", value, key)
slog.Error(err.Error()) slog.Error(err.Error())
} }
@ -86,7 +79,7 @@ func GetKeyValue(f FixField, value FieldValue) (key string, val interface{}) {
case "STRING": case "STRING":
s, ok := value.(string) s, ok := value.(string)
if !ok { if !ok {
err := tracerr.Errorf("could not parse as string, value: %+v", value) err := tracerr.Errorf("could not parse as string, value: %+v, key: %s", value, key)
slog.Error(err.Error()) slog.Error(err.Error())
} }
@ -94,7 +87,7 @@ func GetKeyValue(f FixField, value FieldValue) (key string, val interface{}) {
case "CHAR": case "CHAR":
s, ok := value.(string) s, ok := value.(string)
if !ok { if !ok {
err := tracerr.Errorf("could not parse as string, value: %+v", value) err := tracerr.Errorf("could not parse as string, value: %+v, key: %s", value, key)
slog.Error(err.Error()) slog.Error(err.Error())
} }
@ -102,7 +95,7 @@ func GetKeyValue(f FixField, value FieldValue) (key string, val interface{}) {
default: default:
s, ok := value.(string) s, ok := value.(string)
if !ok { if !ok {
err := tracerr.Errorf("could not parse as string, value: %+v", value) err := tracerr.Errorf("could not parse as string, value: %+v, key: %s", value, key)
slog.Error(err.Error()) slog.Error(err.Error())
} }

56
src/client/fix/manager.go
View File

@ -201,13 +201,25 @@ func (m *Manager) handleQuoteRequest(msg quoterequest.QuoteRequest, sessionID qu
quoteReqID := parsed.QuoteReqID quoteReqID := parsed.QuoteReqID
if quoteReqID == "" { if quoteReqID == "" {
err := tracerr.Errorf("handleQuoteRequest: missing QuoteReqID") m.notify.SendMsg(
domain.MessageChannelError,
"quoteReqID missing in quote request",
domain.MessageStatusWarning,
nil,
)
err := tracerr.Errorf("handleQuoteRequest, missing QuoteReqID, quoteRequest: %+v", parsed)
slog.Error(err.Error()) slog.Error(err.Error())
return return
} }
// Validate LST_ prefix for List Trading flow. // Validate LST_ prefix for List Trading flow.
if !strings.HasPrefix(quoteReqID, "LST_") { if !strings.HasPrefix(quoteReqID, "LST_") {
m.notify.SendMsg(
domain.MessageChannelError,
"quoteReqID ("+quoteReqID+") missing LST_ prefix",
domain.MessageStatusWarning,
nil,
)
slog.Warn("handleQuoteRequest: QuoteReqID missing LST_ prefix, ignoring", "quoteReqID", quoteReqID) slog.Warn("handleQuoteRequest: QuoteReqID missing LST_ prefix, ignoring", "quoteReqID", quoteReqID)
return return
} }
@ -225,20 +237,8 @@ func (m *Manager) handleQuoteRequest(msg quoterequest.QuoteRequest, sessionID qu
} }
slog.Info("handleQuoteRequest: NoRelatedSym keys", "quoteReqID", quoteReqID, "keys", relSymKeys) slog.Info("handleQuoteRequest: NoRelatedSym keys", "quoteReqID", quoteReqID, "keys", relSymKeys)
listID := getString(relSym, "ListID")
negotiationType := getString(relSym, "NegotiationType")
ownerTraderID := getString(relSym, "OwnerTraderID") ownerTraderID := getString(relSym, "OwnerTraderID")
if listID == "" {
slog.Warn("handleQuoteRequest: missing ListID", "quoteReqID", quoteReqID)
return
}
if negotiationType != "RFQ" {
slog.Warn("handleQuoteRequest: unexpected NegotiationType", "quoteReqID", quoteReqID, "negotiationType", negotiationType)
return
}
// Send QuoteStatusReport (35=AI) to acknowledge the inquiry. // Send QuoteStatusReport (35=AI) to acknowledge the inquiry.
if ackErr := m.sendQuoteStatusReport(quoteReqID, ownerTraderID, sessionID); ackErr != nil { if ackErr := m.sendQuoteStatusReport(quoteReqID, ownerTraderID, sessionID); ackErr != nil {
ackErr = tracerr.Errorf("handleQuoteRequest: failed to send QuoteStatusReport (quoteReqID=%s): %w", quoteReqID, ackErr) ackErr = tracerr.Errorf("handleQuoteRequest: failed to send QuoteStatusReport (quoteReqID=%s): %w", quoteReqID, ackErr)
@ -418,10 +418,8 @@ func (m *Manager) GetPendingQuoteRequests() []domain.ListTrade {
pending := make([]domain.ListTrade, 0) pending := make([]domain.ListTrade, 0)
for _, t := range m.trades { for _, t := range m.trades {
if !t.Quoted {
pending = append(pending, toDomainListTrade(t)) pending = append(pending, toDomainListTrade(t))
} }
}
return pending return pending
} }
@ -429,7 +427,6 @@ func (m *Manager) GetPendingQuoteRequests() []domain.ListTrade {
func toDomainListTrade(t *listTrade) domain.ListTrade { func toDomainListTrade(t *listTrade) domain.ListTrade {
out := domain.ListTrade{ out := domain.ListTrade{
QuoteRequest: t.QuoteRequest, QuoteRequest: t.QuoteRequest,
Quoted: t.Quoted,
} }
if !t.Price.IsZero() { if !t.Price.IsZero() {
out.Price = t.Price.String() out.Price = t.Price.String()
@ -447,12 +444,12 @@ func (m *Manager) SendQuote(quoteReqID string, price decimal.Decimal) error {
slog.Error(err.Error()) slog.Error(err.Error())
return err return err
} }
if t.Quoted { // if t.Quoted {
m.tradesMu.Unlock() // m.tradesMu.Unlock()
err := tracerr.Errorf("SendQuote: quote already sent for quoteReqID %s", quoteReqID) // err := tracerr.Errorf("SendQuote: quote already sent for quoteReqID %s", quoteReqID)
slog.Error(err.Error()) // slog.Error(err.Error())
return err // return err
} // }
sessionID := t.SessionID sessionID := t.SessionID
if sessionID == (quickfix.SessionID{}) { if sessionID == (quickfix.SessionID{}) {
@ -465,14 +462,13 @@ func (m *Manager) SendQuote(quoteReqID string, price decimal.Decimal) error {
} }
} }
relSym := firstGroup(t.QuoteRequest.Body, "NoRelatedSym") symbol := getString(t.QuoteRequest.Body, "SecurityID")
symbol := getString(relSym, "SecurityID") sIDSource := enum.SecurityIDSource(getString(t.QuoteRequest.Body, "SecurityIDSource"))
sIDSource := enum.SecurityIDSource(getString(relSym, "SecurityIDSource")) currency := getString(t.QuoteRequest.Body, "Currency")
currency := getString(relSym, "Currency") side := enum.Side(getString(t.QuoteRequest.Body, "Side"))
side := enum.Side(getString(relSym, "Side")) orderQty := getDecimal(t.QuoteRequest.Body, "OrderQty")
orderQty := getDecimal(relSym, "OrderQty") settlDate := getString(t.QuoteRequest.Body, "SettlDate")
settlDate := getString(relSym, "SettlDate") ownerTraderID := getString(t.QuoteRequest.Body, "OwnerTraderID")
ownerTraderID := getString(relSym, "OwnerTraderID")
m.tradesMu.Unlock() m.tradesMu.Unlock()
if sIDSource != enum.SecurityIDSource_CUSIP { if sIDSource != enum.SecurityIDSource_CUSIP {

1
src/domain/persistence.go
View File

@ -6,7 +6,6 @@ import "time"
// ListTrade es la representacion exportada de un trade de List Trading. // ListTrade es la representacion exportada de un trade de List Trading.
type ListTrade struct { type ListTrade struct {
QuoteRequest FixMessageJSON `json:"quote_request"` QuoteRequest FixMessageJSON `json:"quote_request"`
Quoted bool `json:"quoted"`
Price string `json:"price,omitempty"` Price string `json:"price,omitempty"`
} }