fixes in quotes

src/client/fix/manager.go

@@ -115,7 +115,12 @@ func (m *Manager) onLogout(sessionID quickfix.SessionID) {
 }
 
 // SendQuote implements domain.FIXSender.
-func (m *Manager) SendQuote(clOrdID, quoteID, symbol, currency string, bidPx, offerPx, bidSize, offerSize decimal.Decimal) error {
+func (m *Manager) SendQuote(
+	clOrdID, quoteID, symbol string,
+	secIDSource string,
+	currency string,
+	bidPx, offerPx decimal.Decimal,
+) error {
 	m.sessionsMu.RLock()
 	var sessionID quickfix.SessionID
 	var ok bool
@@ -134,28 +139,34 @@ func (m *Manager) SendQuote(clOrdID, quoteID, symbol, currency string, bidPx, of
 	}
 
 	q := quote.New(
-		field.NewQuoteID(quoteID),
+		field.NewQuoteID("NONREF"),
 		field.NewQuoteType(enum.QuoteType_INDICATIVE),
 		field.NewTransactTime(time.Now()),
 	)
 
-	q.SetSymbol(symbol)
+	sIDSource := enum.SecurityIDSource_ISIN_NUMBER
+	if secIDSource == "1" {
+		sIDSource = enum.SecurityIDSource_CUSIP
+	}
+
+	q.SetSymbol("[N/A]")
+	q.SetSecurityID(symbol)
+	q.SetSecurityIDSource(sIDSource)
 	q.SetQuoteID(quoteID)
 
 	if currency != "" {
 		q.SetCurrency(currency)
 	}
 
-	q.SetBidPx(bidPx, 8)
-	q.SetOfferPx(offerPx, 8)
-
-	if !bidSize.IsZero() {
-		q.SetBidSize(bidSize, 8)
+	if !bidPx.IsZero() {
+		q.SetBidPx(bidPx, 8)
+		q.SetSide(enum.Side_SELL)
+	} else {
+		q.SetOfferPx(offerPx, 8)
+		q.SetSide(enum.Side_BUY)
 	}
 
-	if !offerSize.IsZero() {
-		q.SetOfferSize(offerSize, 8)
-	}
+	q.SetPriceType(enum.PriceType_PERCENTAGE)
 
 	if err := quickfix.SendToTarget(q, sessionID); err != nil {
 		err = tracerr.Errorf("error sending FIX quote: %s", err)
@@ -177,18 +188,46 @@ func (m *Manager) handleQuoteRequest(msg quoterequest.QuoteRequest, sessionID qu
 		return
 	}
 
-	var symbol, currency string
+	var (
+		symbol, currency string
+		side             enum.Side
+		secIDSource      enum.SecurityIDSource
+	)
 
 	relatedSyms, relErr := msg.GetNoRelatedSym()
 	if relErr == nil && relatedSyms.Len() > 0 {
 		sym := relatedSyms.Get(0)
-		symbol, _ = sym.GetSymbol()
+		symbol, _ = sym.GetSecurityID()
+		secIDSource, _ = sym.GetSecurityIDSource()
 		currency, _ = sym.GetCurrency()
+		side, _ = sym.GetSide()
 	}
 
 	price := decimal.NewFromFloat(99.6)
+	bidPx, offerPx := decimal.Zero, decimal.Zero
 
-	if sendErr := m.SendQuote(quoteReqID, quoteReqID, symbol, currency, price, price, decimal.Zero, decimal.Zero); sendErr != nil {
+	if side == enum.Side_BUY {
+		offerPx = price
+	} else {
+		bidPx = price
+	}
+
+	var sIDSource string
+	if secIDSource == enum.SecurityIDSource_ISIN_NUMBER {
+		sIDSource = "4"
+	} else {
+		sIDSource = "1"
+	}
+
+	if sendErr := m.SendQuote(
+		quoteReqID,
+		quoteReqID,
+		symbol,
+		sIDSource,
+		currency,
+		bidPx,
+		offerPx,
+	); sendErr != nil {
 		slog.Error("handleQuoteRequest: failed to send quote", "quoteReqID", quoteReqID, "error", sendErr.Error())
 	}
 }