adding quickfix
This commit is contained in:
Ramiro Paz
226
quickfix/log/sql/sql_log.go
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226
quickfix/log/sql/sql_log.go
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@ -0,0 +1,226 @@
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// Copyright (c) quickfixengine.org All rights reserved.
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//
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// This file may be distributed under the terms of the quickfixengine.org
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// license as defined by quickfixengine.org and appearing in the file
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// LICENSE included in the packaging of this file.
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//
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// This file is provided AS IS with NO WARRANTY OF ANY KIND, INCLUDING
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// THE WARRANTY OF DESIGN, MERCHANTABILITY AND FITNESS FOR A
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// PARTICULAR PURPOSE.
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//
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// See http://www.quickfixengine.org/LICENSE for licensing information.
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//
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// Contact ask@quickfixengine.org if any conditions of this licensing
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// are not clear to you.
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package sql
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import (
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"database/sql"
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"fmt"
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"log"
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"regexp"
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"time"
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"quantex.com/qfixdpl/quickfix"
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"quantex.com/qfixdpl/quickfix/config"
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)
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type sqlLogFactory struct {
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settings *quickfix.Settings
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}
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type sqlLog struct {
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sessionID quickfix.SessionID
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sqlDriver string
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sqlDataSourceName string
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sqlConnMaxLifetime time.Duration
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db *sql.DB
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placeholder placeholderFunc
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}
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type placeholderFunc func(int) string
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var rePlaceholder = regexp.MustCompile(`\?`)
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func sqlString(raw string, placeholder placeholderFunc) string {
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if placeholder == nil {
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return raw
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}
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idx := 0
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return rePlaceholder.ReplaceAllStringFunc(raw, func(_ string) string {
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p := placeholder(idx)
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idx++
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return p
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})
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}
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func postgresPlaceholder(i int) string {
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return fmt.Sprintf("$%d", i+1)
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}
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// NewLogFactory returns a sql-based implementation of LogFactory.
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func NewLogFactory(settings *quickfix.Settings) quickfix.LogFactory {
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return sqlLogFactory{settings: settings}
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}
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// Create creates a new SQLLog implementation of the Log interface.
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func (f sqlLogFactory) Create() (log quickfix.Log, err error) {
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globalSettings := f.settings.GlobalSettings()
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sqlDriver, err := globalSettings.Setting(config.SQLLogDriver)
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if err != nil {
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return nil, err
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}
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sqlDataSourceName, err := globalSettings.Setting(config.SQLLogDataSourceName)
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if err != nil {
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return nil, err
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}
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sqlConnMaxLifetime := 0 * time.Second
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if globalSettings.HasSetting(config.SQLLogConnMaxLifetime) {
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sqlConnMaxLifetime, err = globalSettings.DurationSetting(config.SQLLogConnMaxLifetime)
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if err != nil {
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return nil, err
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}
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}
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return newSQLLog(quickfix.SessionID{}, sqlDriver, sqlDataSourceName, sqlConnMaxLifetime)
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}
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// CreateSessionLog creates a new SQLLog implementation of the Log interface.
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func (f sqlLogFactory) CreateSessionLog(sessionID quickfix.SessionID) (log quickfix.Log, err error) {
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globalSettings := f.settings.GlobalSettings()
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dynamicSessions, _ := globalSettings.BoolSetting(config.DynamicSessions)
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sessionSettings, ok := f.settings.SessionSettings()[sessionID]
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if !ok {
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if dynamicSessions {
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sessionSettings = globalSettings
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} else {
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return nil, fmt.Errorf("unknown session: %v", sessionID)
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}
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}
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sqlDriver, err := sessionSettings.Setting(config.SQLLogDriver)
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if err != nil {
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return nil, err
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}
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sqlDataSourceName, err := sessionSettings.Setting(config.SQLLogDataSourceName)
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if err != nil {
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return nil, err
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}
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sqlConnMaxLifetime := 0 * time.Second
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if sessionSettings.HasSetting(config.SQLLogConnMaxLifetime) {
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sqlConnMaxLifetime, err = sessionSettings.DurationSetting(config.SQLLogConnMaxLifetime)
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if err != nil {
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return nil, err
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}
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}
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return newSQLLog(sessionID, sqlDriver, sqlDataSourceName, sqlConnMaxLifetime)
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}
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func newSQLLog(sessionID quickfix.SessionID, driver string, dataSourceName string, connMaxLifetime time.Duration) (l *sqlLog, err error) {
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l = &sqlLog{
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sessionID: sessionID,
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sqlDriver: driver,
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sqlDataSourceName: dataSourceName,
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sqlConnMaxLifetime: connMaxLifetime,
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}
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if l.sqlDriver == "postgres" || l.sqlDriver == "pgx" {
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l.placeholder = postgresPlaceholder
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}
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if l.db, err = sql.Open(l.sqlDriver, l.sqlDataSourceName); err != nil {
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return nil, err
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}
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l.db.SetConnMaxLifetime(l.sqlConnMaxLifetime)
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if err = l.db.Ping(); err != nil { // ensure immediate connection
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return nil, err
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}
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return l, nil
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}
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func (l sqlLog) OnIncoming(msg []byte) {
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l.insert("messages_log", string(msg))
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}
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func (l sqlLog) OnOutgoing(msg []byte) {
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l.insert("messages_log", string(msg))
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}
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func (l sqlLog) OnEvent(msg string) {
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l.insert("event_log", msg)
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}
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func (l sqlLog) OnEventf(format string, v ...interface{}) {
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l.insert("event_log", fmt.Sprintf(format, v...))
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}
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func (l sqlLog) insert(table string, value string) {
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s := l.sessionID
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_, err := l.db.Exec(sqlString(`INSERT INTO `+table+` (
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time,
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beginstring, session_qualifier,
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sendercompid, sendersubid, senderlocid,
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targetcompid, targetsubid, targetlocid,
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text)
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VALUES(?, ?, ?, ?, ?, ?, ?, ?, ?, ?)`, l.placeholder),
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time.Now(),
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s.BeginString, s.Qualifier,
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s.SenderCompID, s.SenderSubID, s.SenderLocationID,
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s.TargetCompID, s.TargetSubID, s.TargetLocationID,
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value,
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)
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if err != nil {
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log.Println(err)
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}
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}
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func (l *sqlLog) iterate(table string, cb func(string) error) error {
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s := l.sessionID
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rows, err := l.db.Query(sqlString(`SELECT text FROM `+table+`
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WHERE beginstring=? AND session_qualifier=?
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AND sendercompid=? AND sendersubid=? AND senderlocid=?
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AND targetcompid=? AND targetsubid=? AND targetlocid=?`,
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l.placeholder),
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s.BeginString, s.Qualifier,
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s.SenderCompID, s.SenderSubID, s.SenderLocationID,
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s.TargetCompID, s.TargetSubID, s.TargetLocationID)
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if err != nil {
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return err
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}
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defer func() { _ = rows.Close() }()
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for rows.Next() {
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var txt string
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if err = rows.Scan(&txt); err != nil {
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return err
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} else if err = cb(txt); err != nil {
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return err
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}
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}
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return rows.Err()
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}
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func (l *sqlLog) getEntries(table string) ([]string, error) {
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var msgs []string
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err := l.iterate(table, func(msg string) error {
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msgs = append(msgs, msg)
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return nil
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})
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return msgs, err
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}
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// Close closes the log's database connection.
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func (l *sqlLog) close() error {
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if l.db != nil {
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l.db.Close()
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l.db = nil
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}
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return nil
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}
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139
quickfix/log/sql/sql_log_test.go
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139
quickfix/log/sql/sql_log_test.go
Normal file
@ -0,0 +1,139 @@
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// Copyright (c) quickfixengine.org All rights reserved.
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//
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// This file may be distributed under the terms of the quickfixengine.org
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// license as defined by quickfixengine.org and appearing in the file
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// LICENSE included in the packaging of this file.
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//
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// This file is provided AS IS with NO WARRANTY OF ANY KIND, INCLUDING
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// THE WARRANTY OF DESIGN, MERCHANTABILITY AND FITNESS FOR A
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// PARTICULAR PURPOSE.
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//
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// See http://www.quickfixengine.org/LICENSE for licensing information.
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//
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// Contact ask@quickfixengine.org if any conditions of this licensing
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// are not clear to you.
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package sql
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import (
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"database/sql"
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"fmt"
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"os"
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"path"
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"path/filepath"
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"strings"
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"testing"
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"time"
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_ "github.com/mattn/go-sqlite3"
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"quantex.com/qfixdpl/quickfix"
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"github.com/stretchr/testify/require"
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"github.com/stretchr/testify/suite"
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)
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// SQLLogTestSuite runs tests for the SQLLog impl of Log.
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type SQLLogTestSuite struct {
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suite.Suite
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sqlLogRootPath string
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log *sqlLog
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settings *quickfix.Settings
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sessionID quickfix.SessionID
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}
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func (suite *SQLLogTestSuite) SetupTest() {
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suite.sqlLogRootPath = path.Join(os.TempDir(), fmt.Sprintf("SQLLogTestSuite-%d", os.Getpid()))
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err := os.MkdirAll(suite.sqlLogRootPath, os.ModePerm)
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require.Nil(suite.T(), err)
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sqlDriver := "sqlite3"
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sqlDsn := path.Join(suite.sqlLogRootPath, fmt.Sprintf("%d.db", time.Now().UnixNano()))
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// create tables
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db, err := sql.Open(sqlDriver, sqlDsn)
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require.Nil(suite.T(), err)
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ddlFnames, err := filepath.Glob(fmt.Sprintf("../../_sql/%s/*.sql", sqlDriver))
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require.Nil(suite.T(), err)
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for _, fname := range ddlFnames {
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sqlBytes, err := os.ReadFile(fname)
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require.Nil(suite.T(), err)
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_, err = db.Exec(string(sqlBytes))
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require.Nil(suite.T(), err)
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}
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// create settings
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sessionID := quickfix.SessionID{BeginString: "FIX.4.4", SenderCompID: "SENDER", TargetCompID: "TARGET"}
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settings, err := quickfix.ParseSettings(strings.NewReader(fmt.Sprintf(`
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[DEFAULT]
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SQLLogDriver=%s
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SQLLogDataSourceName=%s
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SQLLogConnMaxLifetime=14400s
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[SESSION]
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BeginString=%s
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SenderCompID=%s
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TargetCompID=%s`, sqlDriver, sqlDsn, sessionID.BeginString, sessionID.SenderCompID, sessionID.TargetCompID)))
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require.Nil(suite.T(), err)
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suite.sessionID = sessionID
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suite.settings = settings
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}
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func (suite *SQLLogTestSuite) TestSQLLogNoSession() {
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// create log
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log, err := NewLogFactory(suite.settings).Create()
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require.Nil(suite.T(), err)
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suite.log = log.(*sqlLog)
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suite.log.OnIncoming([]byte("Cool1"))
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suite.log.OnOutgoing([]byte("Cool2"))
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entries, err := suite.log.getEntries("messages_log")
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require.Nil(suite.T(), err)
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require.Len(suite.T(), entries, 2)
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require.Equal(suite.T(), "Cool1", entries[0])
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require.Equal(suite.T(), "Cool2", entries[1])
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suite.log.OnEvent("Cool3")
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suite.log.OnEvent("Cool4")
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entries, err = suite.log.getEntries("event_log")
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require.Nil(suite.T(), err)
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require.Len(suite.T(), entries, 2)
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require.Equal(suite.T(), "Cool3", entries[0])
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require.Equal(suite.T(), "Cool4", entries[1])
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}
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func (suite *SQLLogTestSuite) TestSQLLog() {
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// create log
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log, err := NewLogFactory(suite.settings).CreateSessionLog(suite.sessionID)
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require.Nil(suite.T(), err)
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suite.log = log.(*sqlLog)
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suite.log.OnIncoming([]byte("Cool1"))
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suite.log.OnOutgoing([]byte("Cool2"))
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entries, err := suite.log.getEntries("messages_log")
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require.Nil(suite.T(), err)
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require.Len(suite.T(), entries, 2)
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require.Equal(suite.T(), "Cool1", entries[0])
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require.Equal(suite.T(), "Cool2", entries[1])
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suite.log.OnEvent("Cool3")
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suite.log.OnEvent("Cool4")
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entries, err = suite.log.getEntries("event_log")
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require.Nil(suite.T(), err)
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require.Len(suite.T(), entries, 2)
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require.Equal(suite.T(), "Cool3", entries[0])
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require.Equal(suite.T(), "Cool4", entries[1])
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}
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func (suite *SQLLogTestSuite) TestSqlPlaceholderReplacement() {
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got := sqlString("A ? B ? C ?", postgresPlaceholder)
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suite.Equal("A $1 B $2 C $3", got)
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}
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func (suite *SQLLogTestSuite) TearDownTest() {
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suite.log.close()
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os.RemoveAll(suite.sqlLogRootPath)
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}
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func TestSQLLogTestSuite(t *testing.T) {
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suite.Run(t, new(SQLLogTestSuite))
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}
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