fixes in quotes

src/client/api/rest/controller.go

@@ -325,14 +325,15 @@ func (cont *Controller) SendQuote(ctx *gin.Context) {
 		return
 	}
 
-	bidPx, offerPx, bidSize, offerSize, err := req.toDecimals()
+	bidPx, offerPx, _, _, 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 {
+	if err = cont.fixSender.SendQuote(
+		req.ClOrdID, req.QuoteID, req.Symbol, req.SecurityIDSource, req.Currency, bidPx, offerPx); err != nil {
 		ctx.JSON(http.StatusInternalServerError, HTTPError{Error: err.Error()})
 
 		return

src/client/api/rest/model.go

@@ -30,8 +30,7 @@ type QuoteRequest struct {
 	Currency         string `json:"currency"`
 	BidPx            string `json:"bid_px" binding:"required"`
 	OfferPx          string `json:"offer_px" binding:"required"`
-	BidSize   string `json:"bid_size"`
+	SecurityIDSource string `json:"security_id_source" binding:"required"`
-	OfferSize string `json:"offer_size"`
 }
 
 func (r QuoteRequest) toDecimals() (bidPx, offerPx, bidSize, offerSize decimal.Decimal, err error) {
@@ -45,19 +44,5 @@ func (r QuoteRequest) toDecimals() (bidPx, offerPx, bidSize, offerSize decimal.D
 		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/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)
 	}
 
+	if !bidPx.IsZero() {
 		q.SetBidPx(bidPx, 8)
+		q.SetSide(enum.Side_SELL)
+	} else {
 		q.SetOfferPx(offerPx, 8)
-
+		q.SetSide(enum.Side_BUY)
-	if !bidSize.IsZero() {
-		q.SetBidSize(bidSize, 8)
 	}
 
-	if !offerSize.IsZero() {
+	q.SetPriceType(enum.PriceType_PERCENTAGE)
-		q.SetOfferSize(offerSize, 8)
-	}
 
 	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())
 	}
 }

src/domain/order.go

@@ -28,5 +28,10 @@ type OrderStore interface {
 
 // 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
+	SendQuote(
+		clOrdID, quoteID, symbol string,
+		secIDSource string,
+		currency string,
+		bidPx, offerPx decimal.Decimal,
+	) error
 }