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adding quickfix library

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This commit is contained in:
Ramiro Paz
2026-03-12 12:08:34 -03:00
parent 9e55c5c562
commit c09a1fd21a
1311 changed files with 1887342 additions and 2 deletions
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6
quickfix/_sql/embed.go Normal file
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package sql
import "embed"
//go:embed mssql mysql oracle postgresql sqlite3
var FS embed.FS

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quickfix/_sql/mssql/create.bat Normal file
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osql -U sa -P -i quickfix_database.sql

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quickfix/_sql/mssql/quickfix_database.sql Normal file
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DROP DATABASE quickfix;
CREATE DATABASE quickfix;
USE quickfix;
CREATE TABLE sessions (
beginstring CHAR(8) NOT NULL,
sendercompid VARCHAR(64) NOT NULL,
sendersubid VARCHAR(64) NOT NULL,
senderlocid VARCHAR(64) NOT NULL,
targetcompid VARCHAR(64) NOT NULL,
targetsubid VARCHAR(64) NOT NULL,
targetlocid VARCHAR(64) NOT NULL,
session_qualifier VARCHAR(64) NOT NULL,
creation_time DATETIME NOT NULL,
incoming_seqnum INT NOT NULL,
outgoing_seqnum INT NOT NULL,
PRIMARY KEY (beginstring, sendercompid, sendersubid, senderlocid,
targetcompid, targetsubid, targetlocid, session_qualifier)
);
CREATE TABLE messages (
beginstring CHAR(8) NOT NULL,
sendercompid VARCHAR(64) NOT NULL,
sendersubid VARCHAR(64) NOT NULL,
senderlocid VARCHAR(64) NOT NULL,
targetcompid VARCHAR(64) NOT NULL,
targetsubid VARCHAR(64) NOT NULL,
targetlocid VARCHAR(64) NOT NULL,
session_qualifier VARCHAR(64) NOT NULL,
msgseqnum INT NOT NULL,
message TEXT NOT NULL,
PRIMARY KEY (beginstring, sendercompid, sendersubid, senderlocid,
targetcompid, targetsubid, targetlocid, session_qualifier,
msgseqnum)
);
CREATE TABLE event_log (
id INT NOT NULL IDENTITY,
time DATETIME NOT NULL,
beginstring CHAR(8) NOT NULL,
sendercompid VARCHAR(64) NOT NULL,
sendersubid VARCHAR(64) NOT NULL,
senderlocid VARCHAR(64) NOT NULL,
targetcompid VARCHAR(64) NOT NULL,
targetsubid VARCHAR(64) NOT NULL,
targetlocid VARCHAR(64) NOT NULL,
session_qualifier VARCHAR(64) NOT NULL,
text TEXT NOT NULL,
PRIMARY KEY (id)
);
CREATE TABLE messages_log (
id INT NOT NULL IDENTITY,
time DATETIME NOT NULL,
beginstring CHAR(8) NOT NULL,
sendercompid VARCHAR(64) NOT NULL,
sendersubid VARCHAR(64) NOT NULL,
senderlocid VARCHAR(64) NOT NULL,
targetcompid VARCHAR(64) NOT NULL,
targetsubid VARCHAR(64) NOT NULL,
targetlocid VARCHAR(64) NOT NULL,
session_qualifier VARCHAR(64) NOT NULL,
text TEXT NOT NULL,
PRIMARY KEY (id)
);

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quickfix/_sql/mysql/create.bat Normal file
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mysql -u root --execute="source mysql.sql";

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quickfix/_sql/mysql/create.sh Normal file
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mysql -u root --execute="source mysql.sql";

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quickfix/_sql/mysql/event_log_table.sql Normal file
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USE quickfix;
DROP TABLE IF EXISTS event_log;
CREATE TABLE event_log (
id INT UNSIGNED NOT NULL AUTO_INCREMENT,
time DATETIME NOT NULL,
beginstring CHAR(8) NOT NULL,
sendercompid VARCHAR(64) NOT NULL,
sendersubid VARCHAR(64) NOT NULL,
senderlocid VARCHAR(64) NOT NULL,
targetcompid VARCHAR(64) NOT NULL,
targetsubid VARCHAR(64) NOT NULL,
targetlocid VARCHAR(64) NOT NULL,
session_qualifier VARCHAR(64),
text TEXT NOT NULL,
PRIMARY KEY (id)
);

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quickfix/_sql/mysql/messages_log_table.sql Normal file
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USE quickfix;
DROP TABLE IF EXISTS messages_log;
CREATE TABLE messages_log (
id INT UNSIGNED NOT NULL AUTO_INCREMENT,
time DATETIME NOT NULL,
beginstring CHAR(8) NOT NULL,
sendercompid VARCHAR(64) NOT NULL,
sendersubid VARCHAR(64) NOT NULL,
senderlocid VARCHAR(64) NOT NULL,
targetcompid VARCHAR(64) NOT NULL,
targetsubid VARCHAR(64) NOT NULL,
targetlocid VARCHAR(64) NOT NULL,
session_qualifier VARCHAR(64) NOT NULL,
text TEXT NOT NULL,
PRIMARY KEY (id)
);

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quickfix/_sql/mysql/messages_table.sql Normal file
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USE quickfix;
DROP TABLE IF EXISTS messages;
CREATE TABLE messages (
beginstring CHAR(8) NOT NULL,
sendercompid VARCHAR(64) NOT NULL,
sendersubid VARCHAR(64) NOT NULL,
senderlocid VARCHAR(64) NOT NULL,
targetcompid VARCHAR(64) NOT NULL,
targetsubid VARCHAR(64) NOT NULL,
targetlocid VARCHAR(64) NOT NULL,
session_qualifier VARCHAR(64) NOT NULL,
msgseqnum INT NOT NULL,
message TEXT NOT NULL,
PRIMARY KEY (beginstring, sendercompid, sendersubid, senderlocid,
targetcompid, targetsubid, targetlocid, session_qualifier,
msgseqnum)
);

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quickfix/_sql/mysql/mysql.sql Normal file
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source quickfix_database.sql;
source sessions_table.sql;
source messages_table.sql;
source messages_log_table.sql;
source event_log_table.sql;

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quickfix/_sql/mysql/quickfix_database.sql Normal file
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DROP DATABASE IF EXISTS quickfix;
CREATE DATABASE quickfix;

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quickfix/_sql/mysql/sessions_table.sql Normal file
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USE quickfix;
DROP TABLE IF EXISTS sessions;
CREATE TABLE sessions (
beginstring CHAR(8) NOT NULL,
sendercompid VARCHAR(64) NOT NULL,
sendersubid VARCHAR(64) NOT NULL,
senderlocid VARCHAR(64) NOT NULL,
targetcompid VARCHAR(64) NOT NULL,
targetsubid VARCHAR(64) NOT NULL,
targetlocid VARCHAR(64) NOT NULL,
session_qualifier VARCHAR(64) NOT NULL,
creation_time DATETIME NOT NULL,
incoming_seqnum INT NOT NULL,
outgoing_seqnum INT NOT NULL,
PRIMARY KEY (beginstring, sendercompid, sendersubid, senderlocid,
targetcompid, targetsubid, targetlocid, session_qualifier)
);

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quickfix/_sql/oracle/messages_table.sql Normal file
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CREATE TABLE messages (
beginstring VARCHAR2(8) NOT NULL,
sendercompid VARCHAR2(64) NOT NULL,
sendersubid VARCHAR2(64) NOT NULL,
senderlocid VARCHAR2(64) NOT NULL,
targetcompid VARCHAR2(64) NOT NULL,
targetsubid VARCHAR2(64) NOT NULL,
targetlocid VARCHAR2(64) NOT NULL,
session_qualifier VARCHAR2(64) NOT NULL,
msgseqnum INTEGER NOT NULL,
message VARCHAR2(4000) NOT NULL,
PRIMARY KEY (beginstring, sendercompid, sendersubid, senderlocid,
targetcompid, targetsubid, targetlocid, session_qualifier, msgseqnum)
);

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quickfix/_sql/oracle/sessions_table.sql Normal file
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CREATE TABLE sessions (
beginstring VARCHAR2(8) NOT NULL,
sendercompid VARCHAR2(64) NOT NULL,
sendersubid VARCHAR2(64) NOT NULL,
senderlocid VARCHAR2(64) NOT NULL,
targetcompid VARCHAR2(64) NOT NULL,
targetsubid VARCHAR2(64) NOT NULL,
targetlocid VARCHAR2(64) NOT NULL,
session_qualifier VARCHAR2(64) NOT NULL,
creation_time TIMESTAMP NOT NULL,
incoming_seqnum INTEGER NOT NULL,
outgoing_seqnum INTEGER NOT NULL,
PRIMARY KEY (beginstring, sendercompid, sendersubid, senderlocid,
targetcompid, targetsubid, targetlocid, session_qualifier)
);

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quickfix/_sql/postgresql/create.bat Normal file
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dropdb -U postgres --if-exists quickfix
createdb -U postgres quickfix
psql -U postgres -d quickfix -f postgresql.sql

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quickfix/_sql/postgresql/create.sh Normal file
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dropdb -U postgres --if-exists quickfix
createdb -U postgres quickfix
psql -U postgres -d quickfix -f postgresql.sql

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quickfix/_sql/postgresql/event_log_table.sql Normal file
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CREATE SEQUENCE event_log_sequence;
CREATE TABLE event_log (
id INTEGER DEFAULT NEXTVAL('event_log_sequence'),
time TIMESTAMP WITH TIME ZONE NOT NULL,
beginstring CHAR(8) NOT NULL,
sendercompid VARCHAR(64) NOT NULL,
sendersubid VARCHAR(64) NOT NULL,
senderlocid VARCHAR(64) NOT NULL,
targetcompid VARCHAR(64) NOT NULL,
targetsubid VARCHAR(64) NOT NULL,
targetlocid VARCHAR(64) NOT NULL,
session_qualifier VARCHAR(64),
text TEXT NOT NULL,
PRIMARY KEY (id)
);

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quickfix/_sql/postgresql/messages_log_table.sql Normal file
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CREATE SEQUENCE messages_log_sequence;
CREATE TABLE messages_log (
id INTEGER DEFAULT NEXTVAL('messages_log_sequence'),
time TIMESTAMP WITH TIME ZONE NOT NULL,
beginstring CHAR(8) NOT NULL,
sendercompid VARCHAR(64) NOT NULL,
sendersubid VARCHAR(64) NOT NULL,
senderlocid VARCHAR(64) NOT NULL,
targetcompid VARCHAR(64) NOT NULL,
targetsubid VARCHAR(64) NOT NULL,
targetlocid VARCHAR(64) NOT NULL,
session_qualifier VARCHAR(64),
text TEXT NOT NULL,
PRIMARY KEY (id)
);

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quickfix/_sql/postgresql/messages_table.sql Normal file
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CREATE TABLE messages (
beginstring CHAR(8) NOT NULL,
sendercompid VARCHAR(64) NOT NULL,
sendersubid VARCHAR(64) NOT NULL,
senderlocid VARCHAR(64) NOT NULL,
targetcompid VARCHAR(64) NOT NULL,
targetsubid VARCHAR(64) NOT NULL,
targetlocid VARCHAR(64) NOT NULL,
session_qualifier VARCHAR(64) NOT NULL,
msgseqnum INTEGER NOT NULL,
message TEXT NOT NULL,
PRIMARY KEY (beginstring, sendercompid, sendersubid, senderlocid,
targetcompid, targetsubid, targetlocid, session_qualifier,
msgseqnum)
);

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quickfix/_sql/postgresql/postgresql.sql Normal file
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\i sessions_table.sql;
\i messages_table.sql;
\i messages_log_table.sql;
\i event_log_table.sql;

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quickfix/_sql/postgresql/sessions_table.sql Normal file
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CREATE TABLE sessions (
beginstring CHAR(8) NOT NULL,
sendercompid VARCHAR(64) NOT NULL,
sendersubid VARCHAR(64) NOT NULL,
senderlocid VARCHAR(64) NOT NULL,
targetcompid VARCHAR(64) NOT NULL,
targetsubid VARCHAR(64) NOT NULL,
targetlocid VARCHAR(64) NOT NULL,
session_qualifier VARCHAR(64) NOT NULL,
creation_time TIMESTAMP WITH TIME ZONE NOT NULL,
incoming_seqnum INTEGER NOT NULL,
outgoing_seqnum INTEGER NOT NULL,
PRIMARY KEY (beginstring, sendercompid, sendersubid, senderlocid,
targetcompid, targetsubid, targetlocid, session_qualifier)
);

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quickfix/_sql/sqlite3/event_log_table.sql Normal file
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DROP TABLE IF EXISTS event_log;
CREATE TABLE event_log (
id INTEGER PRIMARY KEY NOT NULL,
time DATETIME NOT NULL,
beginstring CHAR(8) NOT NULL,
sendercompid VARCHAR(64) NOT NULL,
sendersubid VARCHAR(64) NOT NULL,
senderlocid VARCHAR(64) NOT NULL,
targetcompid VARCHAR(64) NOT NULL,
targetsubid VARCHAR(64) NOT NULL,
targetlocid VARCHAR(64) NOT NULL,
session_qualifier VARCHAR(64),
text TEXT NOT NULL
);

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quickfix/_sql/sqlite3/messages_log_table.sql Normal file
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DROP TABLE IF EXISTS messages_log;
CREATE TABLE messages_log (
id INTEGER PRIMARY KEY NOT NULL,
time DATETIME NOT NULL,
beginstring CHAR(8) NOT NULL,
sendercompid VARCHAR(64) NOT NULL,
sendersubid VARCHAR(64) NOT NULL,
senderlocid VARCHAR(64) NOT NULL,
targetcompid VARCHAR(64) NOT NULL,
targetsubid VARCHAR(64) NOT NULL,
targetlocid VARCHAR(64) NOT NULL,
session_qualifier VARCHAR(64) NOT NULL,
text TEXT NOT NULL
);

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quickfix/_sql/sqlite3/messages_table.sql Normal file
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DROP TABLE IF EXISTS messages;
CREATE TABLE messages (
beginstring CHAR(8) NOT NULL,
sendercompid VARCHAR(64) NOT NULL,
sendersubid VARCHAR(64) NOT NULL,
senderlocid VARCHAR(64) NOT NULL,
targetcompid VARCHAR(64) NOT NULL,
targetsubid VARCHAR(64) NOT NULL,
targetlocid VARCHAR(64) NOT NULL,
session_qualifier VARCHAR(64) NOT NULL,
msgseqnum INT NOT NULL,
message TEXT NOT NULL,
PRIMARY KEY (beginstring, sendercompid, sendersubid, senderlocid,
targetcompid, targetsubid, targetlocid, session_qualifier,
msgseqnum)
);

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quickfix/_sql/sqlite3/sessions_table.sql Normal file
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DROP TABLE IF EXISTS sessions;
CREATE TABLE sessions (
beginstring CHAR(8) NOT NULL,
sendercompid VARCHAR(64) NOT NULL,
sendersubid VARCHAR(64) NOT NULL,
senderlocid VARCHAR(64) NOT NULL,
targetcompid VARCHAR(64) NOT NULL,
targetsubid VARCHAR(64) NOT NULL,
targetlocid VARCHAR(64) NOT NULL,
session_qualifier VARCHAR(64) NOT NULL,
creation_time DATETIME NOT NULL,
incoming_seqnum INT NOT NULL,
outgoing_seqnum INT NOT NULL,
PRIMARY KEY (beginstring, sendercompid, sendersubid, senderlocid,
targetcompid, targetsubid, targetlocid, session_qualifier)
);