adding quickfix library

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

226
quickfix/log/sql/sql_log.go Normal file
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// 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"
"log"
"regexp"
"time"
"github.com/quickfixgo/quickfix"
"github.com/quickfixgo/quickfix/config"
)
type sqlLogFactory struct {
settings *quickfix.Settings
}
type sqlLog struct {
sessionID quickfix.SessionID
sqlDriver string
sqlDataSourceName string
sqlConnMaxLifetime time.Duration
db *sql.DB
placeholder placeholderFunc
}
type placeholderFunc func(int) string
var rePlaceholder = regexp.MustCompile(`\?`)
func sqlString(raw string, placeholder placeholderFunc) string {
if placeholder == nil {
return raw
}
idx := 0
return rePlaceholder.ReplaceAllStringFunc(raw, func(_ string) string {
p := placeholder(idx)
idx++
return p
})
}
func postgresPlaceholder(i int) string {
return fmt.Sprintf("$%d", i+1)
}
// NewLogFactory returns a sql-based implementation of LogFactory.
func NewLogFactory(settings *quickfix.Settings) quickfix.LogFactory {
return sqlLogFactory{settings: settings}
}
// Create creates a new SQLLog implementation of the Log interface.
func (f sqlLogFactory) Create() (log quickfix.Log, err error) {
globalSettings := f.settings.GlobalSettings()
sqlDriver, err := globalSettings.Setting(config.SQLLogDriver)
if err != nil {
return nil, err
}
sqlDataSourceName, err := globalSettings.Setting(config.SQLLogDataSourceName)
if err != nil {
return nil, err
}
sqlConnMaxLifetime := 0 * time.Second
if globalSettings.HasSetting(config.SQLLogConnMaxLifetime) {
sqlConnMaxLifetime, err = globalSettings.DurationSetting(config.SQLLogConnMaxLifetime)
if err != nil {
return nil, err
}
}
return newSQLLog(quickfix.SessionID{}, sqlDriver, sqlDataSourceName, sqlConnMaxLifetime)
}
// CreateSessionLog creates a new SQLLog implementation of the Log interface.
func (f sqlLogFactory) CreateSessionLog(sessionID quickfix.SessionID) (log quickfix.Log, err error) {
globalSettings := f.settings.GlobalSettings()
dynamicSessions, _ := globalSettings.BoolSetting(config.DynamicSessions)
sessionSettings, ok := f.settings.SessionSettings()[sessionID]
if !ok {
if dynamicSessions {
sessionSettings = globalSettings
} else {
return nil, fmt.Errorf("unknown session: %v", sessionID)
}
}
sqlDriver, err := sessionSettings.Setting(config.SQLLogDriver)
if err != nil {
return nil, err
}
sqlDataSourceName, err := sessionSettings.Setting(config.SQLLogDataSourceName)
if err != nil {
return nil, err
}
sqlConnMaxLifetime := 0 * time.Second
if sessionSettings.HasSetting(config.SQLLogConnMaxLifetime) {
sqlConnMaxLifetime, err = sessionSettings.DurationSetting(config.SQLLogConnMaxLifetime)
if err != nil {
return nil, err
}
}
return newSQLLog(sessionID, sqlDriver, sqlDataSourceName, sqlConnMaxLifetime)
}
func newSQLLog(sessionID quickfix.SessionID, driver string, dataSourceName string, connMaxLifetime time.Duration) (l *sqlLog, err error) {
l = &sqlLog{
sessionID: sessionID,
sqlDriver: driver,
sqlDataSourceName: dataSourceName,
sqlConnMaxLifetime: connMaxLifetime,
}
if l.sqlDriver == "postgres" || l.sqlDriver == "pgx" {
l.placeholder = postgresPlaceholder
}
if l.db, err = sql.Open(l.sqlDriver, l.sqlDataSourceName); err != nil {
return nil, err
}
l.db.SetConnMaxLifetime(l.sqlConnMaxLifetime)
if err = l.db.Ping(); err != nil { // ensure immediate connection
return nil, err
}
return l, nil
}
func (l sqlLog) OnIncoming(msg []byte) {
l.insert("messages_log", string(msg))
}
func (l sqlLog) OnOutgoing(msg []byte) {
l.insert("messages_log", string(msg))
}
func (l sqlLog) OnEvent(msg string) {
l.insert("event_log", msg)
}
func (l sqlLog) OnEventf(format string, v ...interface{}) {
l.insert("event_log", fmt.Sprintf(format, v...))
}
func (l sqlLog) insert(table string, value string) {
s := l.sessionID
_, err := l.db.Exec(sqlString(`INSERT INTO `+table+` (
time,
beginstring, session_qualifier,
sendercompid, sendersubid, senderlocid,
targetcompid, targetsubid, targetlocid,
text)
VALUES(?, ?, ?, ?, ?, ?, ?, ?, ?, ?)`, l.placeholder),
time.Now(),
s.BeginString, s.Qualifier,
s.SenderCompID, s.SenderSubID, s.SenderLocationID,
s.TargetCompID, s.TargetSubID, s.TargetLocationID,
value,
)
if err != nil {
log.Println(err)
}
}
func (l *sqlLog) iterate(table string, cb func(string) error) error {
s := l.sessionID
rows, err := l.db.Query(sqlString(`SELECT text FROM `+table+`
WHERE beginstring=? AND session_qualifier=?
AND sendercompid=? AND sendersubid=? AND senderlocid=?
AND targetcompid=? AND targetsubid=? AND targetlocid=?`,
l.placeholder),
s.BeginString, s.Qualifier,
s.SenderCompID, s.SenderSubID, s.SenderLocationID,
s.TargetCompID, s.TargetSubID, s.TargetLocationID)
if err != nil {
return err
}
defer func() { _ = rows.Close() }()
for rows.Next() {
var txt string
if err = rows.Scan(&txt); err != nil {
return err
} else if err = cb(txt); err != nil {
return err
}
}
return rows.Err()
}
func (l *sqlLog) getEntries(table string) ([]string, error) {
var msgs []string
err := l.iterate(table, func(msg string) error {
msgs = append(msgs, msg)
return nil
})
return msgs, err
}
// Close closes the log's database connection.
func (l *sqlLog) close() error {
if l.db != nil {
l.db.Close()
l.db = nil
}
return nil
}

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// 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"
"github.com/quickfixgo/quickfix"
"github.com/stretchr/testify/require"
"github.com/stretchr/testify/suite"
)
// SQLLogTestSuite runs tests for the SQLLog impl of Log.
type SQLLogTestSuite struct {
suite.Suite
sqlLogRootPath string
log *sqlLog
settings *quickfix.Settings
sessionID quickfix.SessionID
}
func (suite *SQLLogTestSuite) SetupTest() {
suite.sqlLogRootPath = path.Join(os.TempDir(), fmt.Sprintf("SQLLogTestSuite-%d", os.Getpid()))
err := os.MkdirAll(suite.sqlLogRootPath, os.ModePerm)
require.Nil(suite.T(), err)
sqlDriver := "sqlite3"
sqlDsn := path.Join(suite.sqlLogRootPath, 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]
SQLLogDriver=%s
SQLLogDataSourceName=%s
SQLLogConnMaxLifetime=14400s
[SESSION]
BeginString=%s
SenderCompID=%s
TargetCompID=%s`, sqlDriver, sqlDsn, sessionID.BeginString, sessionID.SenderCompID, sessionID.TargetCompID)))
require.Nil(suite.T(), err)
suite.sessionID = sessionID
suite.settings = settings
}
func (suite *SQLLogTestSuite) TestSQLLogNoSession() {
// create log
log, err := NewLogFactory(suite.settings).Create()
require.Nil(suite.T(), err)
suite.log = log.(*sqlLog)
suite.log.OnIncoming([]byte("Cool1"))
suite.log.OnOutgoing([]byte("Cool2"))
entries, err := suite.log.getEntries("messages_log")
require.Nil(suite.T(), err)
require.Len(suite.T(), entries, 2)
require.Equal(suite.T(), "Cool1", entries[0])
require.Equal(suite.T(), "Cool2", entries[1])
suite.log.OnEvent("Cool3")
suite.log.OnEvent("Cool4")
entries, err = suite.log.getEntries("event_log")
require.Nil(suite.T(), err)
require.Len(suite.T(), entries, 2)
require.Equal(suite.T(), "Cool3", entries[0])
require.Equal(suite.T(), "Cool4", entries[1])
}
func (suite *SQLLogTestSuite) TestSQLLog() {
// create log
log, err := NewLogFactory(suite.settings).CreateSessionLog(suite.sessionID)
require.Nil(suite.T(), err)
suite.log = log.(*sqlLog)
suite.log.OnIncoming([]byte("Cool1"))
suite.log.OnOutgoing([]byte("Cool2"))
entries, err := suite.log.getEntries("messages_log")
require.Nil(suite.T(), err)
require.Len(suite.T(), entries, 2)
require.Equal(suite.T(), "Cool1", entries[0])
require.Equal(suite.T(), "Cool2", entries[1])
suite.log.OnEvent("Cool3")
suite.log.OnEvent("Cool4")
entries, err = suite.log.getEntries("event_log")
require.Nil(suite.T(), err)
require.Len(suite.T(), entries, 2)
require.Equal(suite.T(), "Cool3", entries[0])
require.Equal(suite.T(), "Cool4", entries[1])
}
func (suite *SQLLogTestSuite) TestSqlPlaceholderReplacement() {
got := sqlString("A ? B ? C ?", postgresPlaceholder)
suite.Equal("A $1 B $2 C $3", got)
}
func (suite *SQLLogTestSuite) TearDownTest() {
suite.log.close()
os.RemoveAll(suite.sqlLogRootPath)
}
func TestSQLLogTestSuite(t *testing.T) {
suite.Run(t, new(SQLLogTestSuite))
}