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Flow 8.4 list trading working

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This commit is contained in:
Facundo Marion
2026-03-16 12:44:52 -03:00
parent 5f1d7038ac
commit e17675d973
8 changed files with 264 additions and 158 deletions
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80
src/client/fix/application.go
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@ -5,9 +5,12 @@ import (
"log/slog"
"quantex.com/qfixdpl/quickfix"
"quantex.com/qfixdpl/quickfix/gen/fix50sp2/executionack"
"quantex.com/qfixdpl/quickfix/gen/fix50sp2/executionreport"
"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/fix50sp2/quoteresponse"
"quantex.com/qfixdpl/quickfix/gen/tag"
"quantex.com/qfixdpl/src/domain"
)
@ -15,11 +18,14 @@ import (
type application struct {
router *quickfix.MessageRouter
notifier domain.Notifier
onLogon func(quickfix.SessionID)
onLogout func(quickfix.SessionID)
onQuote func(quote.Quote, quickfix.SessionID)
onQuoteRequest func(quoterequest.QuoteRequest, quickfix.SessionID)
onQuoteAck func(quoteack.QuoteAck, quickfix.SessionID)
onLogon func(quickfix.SessionID)
onLogout func(quickfix.SessionID)
onQuote func(quote.Quote, quickfix.SessionID)
onQuoteRequest func(quoterequest.QuoteRequest, quickfix.SessionID)
onQuoteAck func(quoteack.QuoteAck, quickfix.SessionID)
onQuoteResponse func(quoteresponse.QuoteResponse, quickfix.SessionID)
onExecutionReport func(executionreport.ExecutionReport, quickfix.SessionID)
onExecutionAck func(executionack.ExecutionAck, quickfix.SessionID)
}
func newApplication(n domain.Notifier) *application {
@ -31,6 +37,9 @@ 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))
app.router.AddRoute(quoteresponse.Route(app.handleQuoteResponse))
app.router.AddRoute(executionack.Route(app.handleExecutionAck))
app.router.AddRoute(executionreport.Route(app.handleExecutionReport))
return app
}
@ -147,3 +156,64 @@ func (a *application) handleQuote(msg quote.Quote, sessionID quickfix.SessionID)
return nil
}
func (a *application) handleQuoteResponse(msg quoteresponse.QuoteResponse, sessionID quickfix.SessionID) quickfix.MessageRejectError {
quoteRespID, _ := msg.GetQuoteRespID()
quoteReqID, _ := msg.GetQuoteReqID()
quoteRespType, _ := msg.GetQuoteRespType()
slog.Info("QuoteResponse received",
"quoteRespID", quoteRespID,
"quoteReqID", quoteReqID,
"quoteRespType", quoteRespType,
"session", sessionID.String(),
)
if a.onQuoteResponse != nil {
a.onQuoteResponse(msg, sessionID)
}
return nil
}
func (a *application) handleExecutionAck(msg executionack.ExecutionAck, sessionID quickfix.SessionID) quickfix.MessageRejectError {
execID, _ := msg.GetExecID()
orderID, _ := msg.GetOrderID()
status, _ := msg.GetExecAckStatus()
slog.Info("ExecutionAck received",
"execID", execID,
"orderID", orderID,
"execAckStatus", status,
"session", sessionID.String(),
)
if a.onExecutionAck != nil {
a.onExecutionAck(msg, sessionID)
}
return nil
}
func (a *application) handleExecutionReport(msg executionreport.ExecutionReport, sessionID quickfix.SessionID) quickfix.MessageRejectError {
execID, _ := msg.GetExecID()
orderID, _ := msg.GetOrderID()
listID, _ := msg.GetListID()
execType, _ := msg.GetExecType()
ordStatus, _ := msg.GetOrdStatus()
slog.Info("ExecutionReport received",
"execID", execID,
"orderID", orderID,
"listID", listID,
"execType", execType,
"ordStatus", ordStatus,
"session", sessionID.String(),
)
if a.onExecutionReport != nil {
a.onExecutionReport(msg, sessionID)
}
return nil
}