Post trade working

src/client/fix/application.go

@@ -0,0 +1,136 @@
+package fix
+
+import (
+	"log/slog"
+
+	"quantex.com/qfixpt/quickfix"
+	"quantex.com/qfixpt/quickfix/gen/fix50sp2/allocationreport"
+	"quantex.com/qfixpt/quickfix/gen/fix50sp2/confirmation"
+	"quantex.com/qfixpt/quickfix/gen/fix50sp2/tradecapturereport"
+	"quantex.com/qfixpt/quickfix/gen/tag"
+	"quantex.com/qfixpt/src/domain"
+)
+
+type application struct {
+	router               *quickfix.MessageRouter
+	notifier             domain.Notifier
+	onLogon              func(quickfix.SessionID)
+	onLogout             func(quickfix.SessionID)
+	onTradeCaptureReport func(tradecapturereport.TradeCaptureReport, quickfix.SessionID)
+	onAllocationReport   func(allocationreport.AllocationReport, quickfix.SessionID)
+	onConfirmation       func(confirmation.Confirmation, quickfix.SessionID)
+}
+
+func newApplication(n domain.Notifier) *application {
+	app := &application{
+		router:   quickfix.NewMessageRouter(),
+		notifier: n,
+	}
+
+	app.router.AddRoute(tradecapturereport.Route(app.handleTradeCaptureReport))
+	app.router.AddRoute(allocationreport.Route(app.handleAllocationReport))
+	app.router.AddRoute(confirmation.Route(app.handleConfirmation))
+
+	return app
+}
+
+func (a *application) OnCreate(sessionID quickfix.SessionID) {
+	slog.Info("FIX session created", "session", sessionID.String())
+}
+
+func (a *application) OnLogon(sessionID quickfix.SessionID) {
+	slog.Info("FIX session logged on", "session", sessionID.String())
+	if a.onLogon != nil {
+		a.onLogon(sessionID)
+	}
+}
+
+func (a *application) OnLogout(sessionID quickfix.SessionID) {
+	slog.Info("FIX session logged out", "session", sessionID.String())
+
+	go a.notifier.SendMsg(domain.MessageChannelError, "Logout", domain.MessageStatusWarning, nil)
+
+	if a.onLogout != nil {
+		a.onLogout(sessionID)
+	}
+}
+
+func (a *application) ToAdmin(_ *quickfix.Message, _ quickfix.SessionID) {}
+
+func (a *application) ToApp(_ *quickfix.Message, _ quickfix.SessionID) error { return nil }
+
+func (a *application) FromAdmin(_ *quickfix.Message, _ quickfix.SessionID) quickfix.MessageRejectError {
+	return nil
+}
+
+func (a *application) FromApp(msg *quickfix.Message, sessionID quickfix.SessionID) quickfix.MessageRejectError {
+	beginString, _ := msg.Header.GetBytes(tag.BeginString)
+	msgType, _ := msg.Header.GetBytes(tag.MsgType)
+
+	var applVerID quickfix.FIXString
+	msg.Header.GetField(tag.ApplVerID, &applVerID)
+
+	slog.Info("FIX FromApp received",
+		"beginString", string(beginString),
+		"msgType", string(msgType),
+		"applVerID", string(applVerID),
+		"session", sessionID.String(),
+		"rawMsg", msg.String(),
+	)
+
+	rejErr := a.router.Route(msg, sessionID)
+	if rejErr != nil {
+		slog.Error("FIX FromApp routing failed",
+			"msgType", string(msgType),
+			"error", rejErr.Error(),
+			"isBusinessReject", rejErr.IsBusinessReject(),
+		)
+	}
+
+	return rejErr
+}
+
+func (a *application) handleTradeCaptureReport(msg tradecapturereport.TradeCaptureReport, sessionID quickfix.SessionID) quickfix.MessageRejectError {
+	tradeReportID, _ := msg.GetTradeReportID()
+
+	slog.Info("TradeCaptureReport received",
+		"tradeReportID", tradeReportID,
+		"session", sessionID.String(),
+	)
+
+	if a.onTradeCaptureReport != nil {
+		a.onTradeCaptureReport(msg, sessionID)
+	}
+
+	return nil
+}
+
+func (a *application) handleAllocationReport(msg allocationreport.AllocationReport, sessionID quickfix.SessionID) quickfix.MessageRejectError {
+	allocReportID, _ := msg.GetAllocReportID()
+
+	slog.Info("AllocationReport received",
+		"allocReportID", allocReportID,
+		"session", sessionID.String(),
+	)
+
+	if a.onAllocationReport != nil {
+		a.onAllocationReport(msg, sessionID)
+	}
+
+	return nil
+}
+
+func (a *application) handleConfirmation(msg confirmation.Confirmation, sessionID quickfix.SessionID) quickfix.MessageRejectError {
+	confirmID, _ := msg.GetConfirmID()
+
+	slog.Info("Confirmation received",
+		"confirmID", confirmID,
+		"session", sessionID.String(),
+	)
+
+	if a.onConfirmation != nil {
+		a.onConfirmation(msg, sessionID)
+	}
+
+	return nil
+}