adding quickfix
This commit is contained in:
Ramiro Paz
433
quickfix/store/sql/sql_store.go
Normal file
433
quickfix/store/sql/sql_store.go
Normal file
@ -0,0 +1,433 @@
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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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"regexp"
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"time"
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"github.com/pkg/errors"
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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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const (
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defaultMessagesTable = "messages"
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defaultSessionsTable = "sessions"
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)
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type sqlStoreFactory struct {
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settings *quickfix.Settings
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}
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type sqlStore struct {
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sessionID quickfix.SessionID
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cache quickfix.MessageStore
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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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messagesTable string
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sessionsTable string
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sqlUpdateSeqNums string
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sqlInsertSession string
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sqlGetSeqNums string
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sqlUpdateMessage string
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sqlInsertMessage string
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sqlGetMessages string
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sqlUpdateSession string
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sqlUpdateSenderSeqNum string
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sqlUpdateTargetSeqNum string
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sqlDeleteMessages string
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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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// NewStoreFactory returns a sql-based implementation of MessageStoreFactory.
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func NewStoreFactory(settings *quickfix.Settings) quickfix.MessageStoreFactory {
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return sqlStoreFactory{settings: settings}
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}
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// Create creates a new SQLStore implementation of the MessageStore interface.
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func (f sqlStoreFactory) Create(sessionID quickfix.SessionID) (msgStore quickfix.MessageStore, 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.SQLStoreDriver)
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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.SQLStoreDataSourceName)
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if err != nil {
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return nil, err
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}
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messagesTableName := defaultMessagesTable
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if name, err := sessionSettings.Setting(config.SQLStoreMessagesTableName); err == nil {
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messagesTableName = name
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}
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sessionsTableName := defaultSessionsTable
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if name, err := sessionSettings.Setting(config.SQLStoreSessionsTableName); err == nil {
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sessionsTableName = name
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}
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sqlConnMaxLifetime := 0 * time.Second
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if sessionSettings.HasSetting(config.SQLStoreConnMaxLifetime) {
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sqlConnMaxLifetime, err = sessionSettings.DurationSetting(config.SQLStoreConnMaxLifetime)
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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 newSQLStore(sessionID, sqlDriver, sqlDataSourceName, messagesTableName, sessionsTableName, sqlConnMaxLifetime)
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}
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func newSQLStore(sessionID quickfix.SessionID, driver, dataSourceName, messagesTableName, sessionsTableName string, connMaxLifetime time.Duration) (store *sqlStore, err error) {
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memStore, memErr := quickfix.NewMemoryStoreFactory().Create(sessionID)
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if memErr != nil {
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err = errors.Wrap(memErr, "cache creation")
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return
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}
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store = &sqlStore{
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sessionID: sessionID,
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cache: memStore,
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sqlDriver: driver,
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sqlDataSourceName: dataSourceName,
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sqlConnMaxLifetime: connMaxLifetime,
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messagesTable: messagesTableName,
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sessionsTable: sessionsTableName,
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}
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if err = store.cache.Reset(); err != nil {
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err = errors.Wrap(err, "cache reset")
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return
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}
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if store.sqlDriver == "postgres" || store.sqlDriver == "pgx" {
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store.placeholder = postgresPlaceholder
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}
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if store.db, err = sql.Open(store.sqlDriver, store.sqlDataSourceName); err != nil {
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return nil, err
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}
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store.db.SetConnMaxLifetime(store.sqlConnMaxLifetime)
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if err = store.db.Ping(); err != nil { // ensure immediate connection
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return nil, err
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}
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store.setSQLStatements()
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if err = store.populateCache(); err != nil {
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return nil, err
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}
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return store, nil
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}
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func (store *sqlStore) setSQLStatements() {
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idColumns := `beginstring, session_qualifier, sendercompid, sendersubid, senderlocid, targetcompid, targetsubid, targetlocid`
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idPlaceholders := `?,?,?,?,?,?,?,?`
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idWhereClause := `beginstring=? AND session_qualifier=? AND sendercompid=? AND sendersubid=? AND senderlocid=? AND targetcompid=? AND targetsubid=? AND targetlocid=?`
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store.sqlInsertMessage = fmt.Sprintf(`INSERT INTO %s (
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msgseqnum, message, %s) VALUES (?, ?, %s)`,
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store.messagesTable, idColumns, idPlaceholders)
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store.sqlUpdateMessage = fmt.Sprintf(`UPDATE %s SET message=? WHERE %s AND msgseqnum=?`,
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store.messagesTable, idWhereClause)
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store.sqlGetMessages = fmt.Sprintf(`SELECT message FROM %s WHERE %s AND msgseqnum>=? AND msgseqnum<=? ORDER BY msgseqnum`,
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store.messagesTable, idWhereClause)
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store.sqlDeleteMessages = fmt.Sprintf(`DELETE FROM %s WHERE %s`,
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store.messagesTable, idWhereClause)
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store.sqlInsertSession = fmt.Sprintf(`INSERT INTO %s (
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creation_time, incoming_seqnum, outgoing_seqnum, %s) VALUES (?, ?, ?, %s)`,
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store.sessionsTable, idColumns, idPlaceholders)
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store.sqlGetSeqNums = fmt.Sprintf(`SELECT creation_time, incoming_seqnum, outgoing_seqnum FROM %s WHERE %s`,
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store.sessionsTable, idWhereClause)
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store.sqlUpdateSession = fmt.Sprintf(`UPDATE %s SET creation_time=?, incoming_seqnum=?, outgoing_seqnum=? WHERE %s`,
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store.sessionsTable, idWhereClause)
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store.sqlUpdateSenderSeqNum = fmt.Sprintf(`UPDATE %s SET outgoing_seqnum=? WHERE %s`,
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store.sessionsTable, idWhereClause)
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store.sqlUpdateTargetSeqNum = fmt.Sprintf(`UPDATE %s SET incoming_seqnum=? WHERE %s`,
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store.sessionsTable, idWhereClause)
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store.sqlUpdateSeqNums = fmt.Sprintf(`UPDATE %s SET incoming_seqnum=?, outgoing_seqnum=? WHERE %s`,
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store.sessionsTable, idWhereClause)
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}
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// Reset deletes the store records and sets the seqnums back to 1.
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func (store *sqlStore) Reset() error {
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s := store.sessionID
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_, err := store.db.Exec(sqlString(store.sqlDeleteMessages, store.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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if err = store.cache.Reset(); err != nil {
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return err
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}
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_, err = store.db.Exec(sqlString(store.sqlUpdateSession, store.placeholder),
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store.cache.CreationTime(), store.cache.NextTargetMsgSeqNum(), store.cache.NextSenderMsgSeqNum(),
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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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return err
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}
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// Refresh reloads the store from the database.
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func (store *sqlStore) Refresh() error {
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if err := store.cache.Reset(); err != nil {
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return err
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}
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return store.populateCache()
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}
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func (store *sqlStore) populateCache() error {
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s := store.sessionID
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var creationTime time.Time
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var incomingSeqNum, outgoingSeqNum int
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row := store.db.QueryRow(sqlString(store.sqlGetSeqNums, store.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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err := row.Scan(&creationTime, &incomingSeqNum, &outgoingSeqNum)
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// session record found, load it
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if err == nil {
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store.cache.SetCreationTime(creationTime)
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if err = store.cache.SetNextTargetMsgSeqNum(incomingSeqNum); err != nil {
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return errors.Wrap(err, "cache set next target")
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}
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if err = store.cache.SetNextSenderMsgSeqNum(outgoingSeqNum); err != nil {
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return errors.Wrap(err, "cache set next sender")
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}
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return nil
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}
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// fatal error, give up
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if err != sql.ErrNoRows {
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return err
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}
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// session record not found, create it
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_, err = store.db.Exec(sqlString(store.sqlInsertSession, store.placeholder),
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store.cache.CreationTime(),
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store.cache.NextTargetMsgSeqNum(),
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store.cache.NextSenderMsgSeqNum(),
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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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return err
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}
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// NextSenderMsgSeqNum returns the next MsgSeqNum that will be sent.
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func (store *sqlStore) NextSenderMsgSeqNum() int {
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return store.cache.NextSenderMsgSeqNum()
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}
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// NextTargetMsgSeqNum returns the next MsgSeqNum that should be received.
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func (store *sqlStore) NextTargetMsgSeqNum() int {
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return store.cache.NextTargetMsgSeqNum()
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}
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// SetNextSenderMsgSeqNum sets the next MsgSeqNum that will be sent.
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func (store *sqlStore) SetNextSenderMsgSeqNum(next int) error {
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s := store.sessionID
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_, err := store.db.Exec(sqlString(store.sqlUpdateSenderSeqNum, store.placeholder),
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next, 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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return store.cache.SetNextSenderMsgSeqNum(next)
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}
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// SetNextTargetMsgSeqNum sets the next MsgSeqNum that should be received.
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func (store *sqlStore) SetNextTargetMsgSeqNum(next int) error {
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s := store.sessionID
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_, err := store.db.Exec(sqlString(store.sqlUpdateTargetSeqNum, store.placeholder),
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next, 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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return store.cache.SetNextTargetMsgSeqNum(next)
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}
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// IncrNextSenderMsgSeqNum increments the next MsgSeqNum that will be sent.
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func (store *sqlStore) IncrNextSenderMsgSeqNum() error {
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if err := store.SetNextSenderMsgSeqNum(store.cache.NextSenderMsgSeqNum() + 1); err != nil {
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return errors.Wrap(err, "store next")
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}
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return nil
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}
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// IncrNextTargetMsgSeqNum increments the next MsgSeqNum that should be received.
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func (store *sqlStore) IncrNextTargetMsgSeqNum() error {
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if err := store.SetNextTargetMsgSeqNum(store.cache.NextTargetMsgSeqNum() + 1); err != nil {
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return errors.Wrap(err, "store next")
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}
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return nil
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}
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// CreationTime returns the creation time of the store.
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func (store *sqlStore) CreationTime() time.Time {
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return store.cache.CreationTime()
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}
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// SetCreationTime is a no-op for SQLStore.
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func (store *sqlStore) SetCreationTime(_ time.Time) {
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}
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func (store *sqlStore) SaveMessage(seqNum int, msg []byte) error {
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s := store.sessionID
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_, err := store.db.Exec(sqlString(store.sqlInsertMessage, store.placeholder),
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seqNum, string(msg),
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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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return err
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}
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func (store *sqlStore) SaveMessageAndIncrNextSenderMsgSeqNum(seqNum int, msg []byte) error {
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s := store.sessionID
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tx, err := store.db.Begin()
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if err != nil {
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return err
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}
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defer tx.Rollback()
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_, err = tx.Exec(sqlString(store.sqlInsertMessage, store.placeholder),
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seqNum, string(msg),
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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 {
|
||||
return err
|
||||
}
|
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|
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next := store.cache.NextSenderMsgSeqNum() + 1
|
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_, err = tx.Exec(sqlString(store.sqlUpdateSenderSeqNum, store.placeholder),
|
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next, s.BeginString, s.Qualifier,
|
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s.SenderCompID, s.SenderSubID, s.SenderLocationID,
|
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s.TargetCompID, s.TargetSubID, s.TargetLocationID)
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
|
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err = tx.Commit()
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
|
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return store.cache.SetNextSenderMsgSeqNum(next)
|
||||
}
|
||||
|
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func (store *sqlStore) IterateMessages(beginSeqNum, endSeqNum int, cb func([]byte) error) error {
|
||||
s := store.sessionID
|
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rows, err := store.db.Query(sqlString(store.sqlGetMessages, store.placeholder),
|
||||
s.BeginString, s.Qualifier,
|
||||
s.SenderCompID, s.SenderSubID, s.SenderLocationID,
|
||||
s.TargetCompID, s.TargetSubID, s.TargetLocationID,
|
||||
beginSeqNum, endSeqNum)
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
defer func() { _ = rows.Close() }()
|
||||
|
||||
for rows.Next() {
|
||||
var message string
|
||||
if err = rows.Scan(&message); err != nil {
|
||||
return err
|
||||
} else if err = cb([]byte(message)); err != nil {
|
||||
return err
|
||||
}
|
||||
}
|
||||
|
||||
return rows.Err()
|
||||
}
|
||||
|
||||
func (store *sqlStore) GetMessages(beginSeqNum, endSeqNum int) ([][]byte, error) {
|
||||
var msgs [][]byte
|
||||
err := store.IterateMessages(beginSeqNum, endSeqNum, func(msg []byte) error {
|
||||
msgs = append(msgs, msg)
|
||||
return nil
|
||||
})
|
||||
return msgs, err
|
||||
}
|
||||
|
||||
// Close closes the store's database connection.
|
||||
func (store *sqlStore) Close() error {
|
||||
if store.db != nil {
|
||||
store.db.Close()
|
||||
store.db = nil
|
||||
}
|
||||
return nil
|
||||
}
|
||||
169
quickfix/store/sql/sql_store_test.go
Normal file
169
quickfix/store/sql/sql_store_test.go
Normal file
@ -0,0 +1,169 @@
|
||||
// Copyright (c) quickfixengine.org All rights reserved.
|
||||
//
|
||||
// This file may be distributed under the terms of the quickfixengine.org
|
||||
// license as defined by quickfixengine.org and appearing in the file
|
||||
// LICENSE included in the packaging of this file.
|
||||
//
|
||||
// This file is provided AS IS with NO WARRANTY OF ANY KIND, INCLUDING
|
||||
// THE WARRANTY OF DESIGN, MERCHANTABILITY AND FITNESS FOR A
|
||||
// PARTICULAR PURPOSE.
|
||||
//
|
||||
// See http://www.quickfixengine.org/LICENSE for licensing information.
|
||||
//
|
||||
// Contact ask@quickfixengine.org if any conditions of this licensing
|
||||
// are not clear to you.
|
||||
|
||||
package sql
|
||||
|
||||
import (
|
||||
"database/sql"
|
||||
"fmt"
|
||||
"os"
|
||||
"path"
|
||||
"path/filepath"
|
||||
"strings"
|
||||
"testing"
|
||||
"time"
|
||||
|
||||
_ "github.com/mattn/go-sqlite3"
|
||||
"quantex.com/qfixdpl/quickfix"
|
||||
"quantex.com/qfixdpl/quickfix/internal/testsuite"
|
||||
"github.com/stretchr/testify/require"
|
||||
"github.com/stretchr/testify/suite"
|
||||
)
|
||||
|
||||
// SqlStoreTestSuite runs all tests in the MessageStoreTestSuite against the SqlStore implementation.
|
||||
type SQLStoreTestSuite struct {
|
||||
testsuite.StoreTestSuite
|
||||
sqlStoreRootPath string
|
||||
}
|
||||
|
||||
func (suite *SQLStoreTestSuite) SetupTest() {
|
||||
suite.sqlStoreRootPath = path.Join(os.TempDir(), fmt.Sprintf("SqlStoreTestSuite-%d", os.Getpid()))
|
||||
err := os.MkdirAll(suite.sqlStoreRootPath, os.ModePerm)
|
||||
require.Nil(suite.T(), err)
|
||||
sqlDriver := "sqlite3"
|
||||
sqlDsn := path.Join(suite.sqlStoreRootPath, fmt.Sprintf("%d.db", time.Now().UnixNano()))
|
||||
|
||||
// create tables
|
||||
db, err := sql.Open(sqlDriver, sqlDsn)
|
||||
require.Nil(suite.T(), err)
|
||||
ddlFnames, err := filepath.Glob(fmt.Sprintf("../../_sql/%s/*.sql", sqlDriver))
|
||||
require.Nil(suite.T(), err)
|
||||
for _, fname := range ddlFnames {
|
||||
sqlBytes, err := os.ReadFile(fname)
|
||||
require.Nil(suite.T(), err)
|
||||
_, err = db.Exec(string(sqlBytes))
|
||||
require.Nil(suite.T(), err)
|
||||
}
|
||||
|
||||
// create settings
|
||||
sessionID := quickfix.SessionID{BeginString: "FIX.4.4", SenderCompID: "SENDER", TargetCompID: "TARGET"}
|
||||
settings, err := quickfix.ParseSettings(strings.NewReader(fmt.Sprintf(`
|
||||
[DEFAULT]
|
||||
SQLStoreDriver=%s
|
||||
SQLStoreDataSourceName=%s
|
||||
SQLStoreConnMaxLifetime=14400s
|
||||
|
||||
[SESSION]
|
||||
BeginString=%s
|
||||
SenderCompID=%s
|
||||
TargetCompID=%s`, sqlDriver, sqlDsn, sessionID.BeginString, sessionID.SenderCompID, sessionID.TargetCompID)))
|
||||
require.Nil(suite.T(), err)
|
||||
|
||||
// create store
|
||||
suite.MsgStore, err = NewStoreFactory(settings).Create(sessionID)
|
||||
require.Nil(suite.T(), err)
|
||||
}
|
||||
|
||||
func (suite *SQLStoreTestSuite) TestSqlPlaceholderReplacement() {
|
||||
got := sqlString("A ? B ? C ?", postgresPlaceholder)
|
||||
suite.Equal("A $1 B $2 C $3", got)
|
||||
}
|
||||
|
||||
func (suite *SQLStoreTestSuite) TestStoreTableRenameOverride() {
|
||||
sqlDriver := "sqlite3"
|
||||
sqlDsn := path.Join(suite.sqlStoreRootPath, fmt.Sprintf("rename-override-%d.db", time.Now().UnixNano()))
|
||||
|
||||
// Create DB with original schema
|
||||
db, err := sql.Open(sqlDriver, sqlDsn)
|
||||
require.NoError(suite.T(), err)
|
||||
|
||||
ddlFnames, err := filepath.Glob(fmt.Sprintf("../../_sql/%s/*.sql", sqlDriver))
|
||||
require.NoError(suite.T(), err)
|
||||
for _, fname := range ddlFnames {
|
||||
sqlBytes, err := os.ReadFile(fname)
|
||||
require.NoError(suite.T(), err)
|
||||
_, err = db.Exec(string(sqlBytes))
|
||||
require.NoError(suite.T(), err)
|
||||
}
|
||||
|
||||
// Rename tables
|
||||
_, err = db.Exec(`ALTER TABLE sessions RENAME TO renamed_sessions`)
|
||||
require.NoError(suite.T(), err)
|
||||
_, err = db.Exec(`ALTER TABLE messages RENAME TO renamed_messages`)
|
||||
require.NoError(suite.T(), err)
|
||||
|
||||
// Set config to use renamed tables
|
||||
sessionID := quickfix.SessionID{BeginString: "FIX.4.4", SenderCompID: "SENDER", TargetCompID: "TARGET"}
|
||||
settings, err := quickfix.ParseSettings(strings.NewReader(fmt.Sprintf(`
|
||||
[DEFAULT]
|
||||
SQLStoreDriver=%s
|
||||
SQLStoreDataSourceName=%s
|
||||
SQLStoreSessionsTableName=renamed_sessions
|
||||
SQLStoreMessagesTableName=renamed_messages
|
||||
|
||||
[SESSION]
|
||||
BeginString=%s
|
||||
SenderCompID=%s
|
||||
TargetCompID=%s
|
||||
`, sqlDriver, sqlDsn, sessionID.BeginString, sessionID.SenderCompID, sessionID.TargetCompID)))
|
||||
require.NoError(suite.T(), err)
|
||||
|
||||
// Create store with renamed table config
|
||||
store, err := NewStoreFactory(settings).Create(sessionID)
|
||||
require.NoError(suite.T(), err)
|
||||
defer store.Close()
|
||||
|
||||
// SaveMessage + SetNextSenderMsgSeqNum
|
||||
msg := []byte("8=FIX.4.4\x019=12\x0135=0\x01")
|
||||
require.NoError(suite.T(), store.SaveMessage(1, msg))
|
||||
require.NoError(suite.T(), store.SetNextSenderMsgSeqNum(2))
|
||||
require.NoError(suite.T(), store.SetNextTargetMsgSeqNum(2))
|
||||
|
||||
// SaveMessageAndIncrNextSenderMsgSeqNum
|
||||
require.NoError(suite.T(), store.SaveMessageAndIncrNextSenderMsgSeqNum(2, msg))
|
||||
|
||||
// Get and check sequence numbers
|
||||
nextSender := store.NextSenderMsgSeqNum()
|
||||
suite.Equal(3, nextSender)
|
||||
nextTarget := store.NextTargetMsgSeqNum()
|
||||
suite.Equal(2, nextTarget)
|
||||
|
||||
// IterateMessages
|
||||
count := 0
|
||||
err = store.IterateMessages(1, 2, func(_ []byte) error {
|
||||
count++
|
||||
return nil
|
||||
})
|
||||
require.NoError(suite.T(), err)
|
||||
suite.Equal(2, count)
|
||||
|
||||
// Reset
|
||||
require.NoError(suite.T(), store.Reset())
|
||||
|
||||
// After reset, sequence numbers should be 1
|
||||
nextSender = store.NextSenderMsgSeqNum()
|
||||
suite.Equal(1, nextSender)
|
||||
nextTarget = store.NextTargetMsgSeqNum()
|
||||
suite.Equal(1, nextTarget)
|
||||
}
|
||||
|
||||
func (suite *SQLStoreTestSuite) TearDownTest() {
|
||||
suite.MsgStore.Close()
|
||||
os.RemoveAll(suite.sqlStoreRootPath)
|
||||
}
|
||||
|
||||
func TestSqlStoreTestSuite(t *testing.T) {
|
||||
suite.Run(t, new(SQLStoreTestSuite))
|
||||
}
|
||||
Reference in New Issue
Block a user