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

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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 file
import (
"fmt"
"io"
"os"
"path"
"strconv"
"strings"
"sync"
"time"
"github.com/pkg/errors"
"github.com/quickfixgo/quickfix"
"github.com/quickfixgo/quickfix/config"
)
type fileStoreFactory struct {
settings *quickfix.Settings
}
type fileStore struct {
sessionID quickfix.SessionID
cache quickfix.MessageStore
bodyFname string
headerFname string
sessionFname string
senderSeqNumsFname string
targetSeqNumsFname string
fileMu sync.Mutex
bodyFile *os.File
headerFile *os.File
sessionFile *os.File
senderSeqNumsFile *os.File
targetSeqNumsFile *os.File
fileSync bool
}
// NewStoreFactory returns a file-based implementation of MessageStoreFactory.
func NewStoreFactory(settings *quickfix.Settings) quickfix.MessageStoreFactory {
return fileStoreFactory{settings: settings}
}
// Create creates a new FileStore implementation of the MessageStore interface.
func (f fileStoreFactory) Create(sessionID quickfix.SessionID) (msgStore quickfix.MessageStore, 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)
}
}
dirname, err := sessionSettings.Setting(config.FileStorePath)
if err != nil {
return nil, err
}
var fsync bool
if sessionSettings.HasSetting(config.FileStoreSync) {
fsync, err = sessionSettings.BoolSetting(config.FileStoreSync)
if err != nil {
return nil, err
}
} else {
fsync = true //existing behavior is to fsync writes
}
return newFileStore(sessionID, dirname, fsync)
}
func newFileStore(sessionID quickfix.SessionID, dirname string, fileSync bool) (*fileStore, error) {
if err := os.MkdirAll(dirname, os.ModePerm); err != nil {
return nil, err
}
sessionPrefix := createFilenamePrefix(sessionID)
memStore, memErr := quickfix.NewMemoryStoreFactory().Create(sessionID)
if memErr != nil {
return nil, errors.Wrap(memErr, "cache creation")
}
store := &fileStore{
sessionID: sessionID,
cache: memStore,
bodyFname: path.Join(dirname, fmt.Sprintf("%s.%s", sessionPrefix, "body")),
headerFname: path.Join(dirname, fmt.Sprintf("%s.%s", sessionPrefix, "header")),
sessionFname: path.Join(dirname, fmt.Sprintf("%s.%s", sessionPrefix, "session")),
senderSeqNumsFname: path.Join(dirname, fmt.Sprintf("%s.%s", sessionPrefix, "senderseqnums")),
targetSeqNumsFname: path.Join(dirname, fmt.Sprintf("%s.%s", sessionPrefix, "targetseqnums")),
fileSync: fileSync,
}
if err := store.Refresh(); err != nil {
return nil, err
}
return store, nil
}
// Reset deletes the store files and sets the seqnums back to 1.
func (store *fileStore) Reset() error {
if err := store.cache.Reset(); err != nil {
return errors.Wrap(err, "cache reset")
}
if err := store.Close(); err != nil {
return errors.Wrap(err, "close")
}
if err := removeFile(store.bodyFname); err != nil {
return err
}
if err := removeFile(store.headerFname); err != nil {
return err
}
if err := removeFile(store.sessionFname); err != nil {
return err
}
if err := removeFile(store.senderSeqNumsFname); err != nil {
return err
}
if err := removeFile(store.targetSeqNumsFname); err != nil {
return err
}
return store.Refresh()
}
// Refresh closes the store files and then reloads from them.
func (store *fileStore) Refresh() (err error) {
if err = store.cache.Reset(); err != nil {
err = errors.Wrap(err, "cache reset")
return
}
if err = store.Close(); err != nil {
return err
}
creationTimePopulated, err := store.populateCache()
if err != nil {
return err
}
if store.bodyFile, err = openOrCreateFile(store.bodyFname, 0660); err != nil {
return err
}
if store.headerFile, err = openOrCreateFile(store.headerFname, 0660); err != nil {
return err
}
if store.sessionFile, err = openOrCreateFile(store.sessionFname, 0660); err != nil {
return err
}
if store.senderSeqNumsFile, err = openOrCreateFile(store.senderSeqNumsFname, 0660); err != nil {
return err
}
if store.targetSeqNumsFile, err = openOrCreateFile(store.targetSeqNumsFname, 0660); err != nil {
return err
}
if !creationTimePopulated {
if err := store.setSession(); err != nil {
return err
}
}
if err := store.SetNextSenderMsgSeqNum(store.NextSenderMsgSeqNum()); err != nil {
return errors.Wrap(err, "set next sender")
}
if err := store.SetNextTargetMsgSeqNum(store.NextTargetMsgSeqNum()); err != nil {
return errors.Wrap(err, "set next target")
}
return nil
}
func (store *fileStore) populateCache() (creationTimePopulated bool, err error) {
if timeBytes, err := os.ReadFile(store.sessionFname); err == nil {
var ctime time.Time
if err := ctime.UnmarshalText(timeBytes); err == nil {
store.cache.SetCreationTime(ctime)
creationTimePopulated = true
}
}
if senderSeqNumBytes, err := os.ReadFile(store.senderSeqNumsFname); err == nil {
if senderSeqNum, err := strconv.Atoi(strings.Trim(string(senderSeqNumBytes), "\r\n")); err == nil {
if err = store.cache.SetNextSenderMsgSeqNum(senderSeqNum); err != nil {
return creationTimePopulated, errors.Wrap(err, "cache set next sender")
}
}
}
if targetSeqNumBytes, err := os.ReadFile(store.targetSeqNumsFname); err == nil {
if targetSeqNum, err := strconv.Atoi(strings.Trim(string(targetSeqNumBytes), "\r\n")); err == nil {
if err = store.cache.SetNextTargetMsgSeqNum(targetSeqNum); err != nil {
return creationTimePopulated, errors.Wrap(err, "cache set next target")
}
}
}
return creationTimePopulated, nil
}
func (store *fileStore) setSession() error {
store.fileMu.Lock()
defer store.fileMu.Unlock()
if _, err := store.sessionFile.Seek(0, io.SeekStart); err != nil {
return fmt.Errorf("unable to rewind file: %s: %s", store.sessionFname, err.Error())
}
data, err := store.cache.CreationTime().MarshalText()
if err != nil {
return fmt.Errorf("unable to marshal session time to file: %s: %s", store.sessionFname, err.Error())
}
if _, err := store.sessionFile.Write(data); err != nil {
return fmt.Errorf("unable to write to file: %s: %s", store.sessionFname, err.Error())
}
if store.fileSync {
if err := store.sessionFile.Sync(); err != nil {
return fmt.Errorf("unable to flush file: %s: %s", store.sessionFname, err.Error())
}
}
return nil
}
func (store *fileStore) setSeqNum(f *os.File, seqNum int) error {
store.fileMu.Lock()
defer store.fileMu.Unlock()
if _, err := f.Seek(0, io.SeekStart); err != nil {
return fmt.Errorf("unable to rewind file: %s: %s", f.Name(), err.Error())
}
if _, err := fmt.Fprintf(f, "%019d", seqNum); err != nil {
return fmt.Errorf("unable to write to file: %s: %s", f.Name(), err.Error())
}
if store.fileSync {
if err := f.Sync(); err != nil {
return fmt.Errorf("unable to flush file: %s: %s", f.Name(), err.Error())
}
}
return nil
}
// NextSenderMsgSeqNum returns the next MsgSeqNum that will be sent.
func (store *fileStore) NextSenderMsgSeqNum() int {
return store.cache.NextSenderMsgSeqNum()
}
// NextTargetMsgSeqNum returns the next MsgSeqNum that should be received.
func (store *fileStore) NextTargetMsgSeqNum() int {
return store.cache.NextTargetMsgSeqNum()
}
// SetNextSenderMsgSeqNum sets the next MsgSeqNum that will be sent.
func (store *fileStore) SetNextSenderMsgSeqNum(next int) error {
if err := store.setSeqNum(store.senderSeqNumsFile, next); err != nil {
return errors.Wrap(err, "file")
}
return store.cache.SetNextSenderMsgSeqNum(next)
}
// SetNextTargetMsgSeqNum sets the next MsgSeqNum that should be received.
func (store *fileStore) SetNextTargetMsgSeqNum(next int) error {
if err := store.setSeqNum(store.targetSeqNumsFile, next); err != nil {
return errors.Wrap(err, "file")
}
return store.cache.SetNextTargetMsgSeqNum(next)
}
// IncrNextSenderMsgSeqNum increments the next MsgSeqNum that will be sent.
func (store *fileStore) IncrNextSenderMsgSeqNum() error {
if err := store.SetNextSenderMsgSeqNum(store.cache.NextSenderMsgSeqNum() + 1); err != nil {
return errors.Wrap(err, "file")
}
return nil
}
// IncrNextTargetMsgSeqNum increments the next MsgSeqNum that should be received.
func (store *fileStore) IncrNextTargetMsgSeqNum() error {
if err := store.SetNextTargetMsgSeqNum(store.cache.NextTargetMsgSeqNum() + 1); err != nil {
return errors.Wrap(err, "file")
}
return nil
}
// CreationTime returns the creation time of the store.
func (store *fileStore) CreationTime() time.Time {
return store.cache.CreationTime()
}
// SetCreationTime is a no-op for FileStore.
func (store *fileStore) SetCreationTime(_ time.Time) {
}
func (store *fileStore) SaveMessage(seqNum int, msg []byte) error {
store.fileMu.Lock()
defer store.fileMu.Unlock()
offset, err := store.bodyFile.Seek(0, io.SeekEnd)
if err != nil {
return fmt.Errorf("unable to seek to end of file: %s: %s", store.bodyFname, err.Error())
}
if _, err := store.headerFile.Seek(0, io.SeekEnd); err != nil {
return fmt.Errorf("unable to seek to end of file: %s: %s", store.headerFname, err.Error())
}
if _, err := fmt.Fprintf(store.headerFile, "%d,%d,%d\n", seqNum, offset, len(msg)); err != nil {
return fmt.Errorf("unable to write to file: %s: %s", store.headerFname, err.Error())
}
if _, err := store.bodyFile.Write(msg); err != nil {
return fmt.Errorf("unable to write to file: %s: %s", store.bodyFname, err.Error())
}
if store.fileSync {
return store.syncBodyAndHeaderFilesLocked()
}
return nil
}
func (store *fileStore) SaveMessageAndIncrNextSenderMsgSeqNum(seqNum int, msg []byte) error {
err := store.SaveMessage(seqNum, msg)
if err != nil {
return err
}
return store.IncrNextSenderMsgSeqNum()
}
func (store *fileStore) syncBodyAndHeaderFilesLocked() error {
if err := store.bodyFile.Sync(); err != nil {
return fmt.Errorf("unable to flush file: %s: %s", store.bodyFname, err.Error())
} else if err = store.headerFile.Sync(); err != nil {
return fmt.Errorf("unable to flush file: %s: %s", store.headerFname, err.Error())
}
return nil
}
func (store *fileStore) IterateMessages(beginSeqNum, endSeqNum int, cb func([]byte) error) error {
// Sync files
store.fileMu.Lock()
err := store.syncBodyAndHeaderFilesLocked()
store.fileMu.Unlock()
if err != nil {
return err
}
// Open a read only view to body and header file
bodyFile, err := openOrCreateFile(store.bodyFname, 0440)
if err != nil {
return err
}
defer func() { _ = bodyFile.Close() }()
headerFile, err := openOrCreateFile(store.headerFname, 0440)
if err != nil {
return err
}
defer func() { _ = headerFile.Close() }()
if _, err = headerFile.Seek(0, io.SeekStart); err != nil {
return fmt.Errorf("unable to seek to start of file: %s: %s", store.headerFname, err.Error())
}
// Iterate over the header file
for {
var seqNum, size int
var offset int64
if cnt, err := fmt.Fscanf(headerFile, "%d,%d,%d\n", &seqNum, &offset, &size); err != nil {
if errors.Is(err, io.EOF) {
break
}
return fmt.Errorf("unable to read from file: %s: %s", store.headerFname, err.Error())
} else if cnt < 3 || seqNum > endSeqNum {
// If we have reached the end of possible iteration then break
break
} else if seqNum < beginSeqNum {
// If we have not yet reached the starting sequence number then continue
continue
}
// Otherwise process the file
msg := make([]byte, size)
if _, err := bodyFile.ReadAt(msg, offset); err != nil {
return fmt.Errorf("unable to read from file: %s: %s", store.bodyFname, err.Error())
} else if err = cb(msg); err != nil {
return err
}
}
return nil
}
func (store *fileStore) 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 files.
func (store *fileStore) Close() error {
if err := closeSyncFile(store.bodyFile); err != nil {
return err
}
if err := closeSyncFile(store.headerFile); err != nil {
return err
}
if err := closeSyncFile(store.sessionFile); err != nil {
return err
}
if err := closeSyncFile(store.senderSeqNumsFile); err != nil {
return err
}
if err := closeSyncFile(store.targetSeqNumsFile); err != nil {
return err
}
store.bodyFile = nil
store.headerFile = nil
store.sessionFile = nil
store.senderSeqNumsFile = nil
store.targetSeqNumsFile = 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 file
import (
"fmt"
"os"
"path"
"strconv"
"strings"
"testing"
"time"
"github.com/quickfixgo/quickfix"
"github.com/quickfixgo/quickfix/internal/testsuite"
assert2 "github.com/stretchr/testify/assert"
"github.com/stretchr/testify/require"
"github.com/stretchr/testify/suite"
)
// FileStoreTestSuite runs all tests in the MessageStoreTestSuite against the FileStore implementation.
type FileStoreTestSuite struct {
testsuite.StoreTestSuite
fileStoreRootPath string
}
func (suite *FileStoreTestSuite) SetupTest() {
suite.fileStoreRootPath = path.Join(os.TempDir(), fmt.Sprintf("FileStoreTestSuite-%d", os.Getpid()))
fileStorePath := path.Join(suite.fileStoreRootPath, fmt.Sprintf("%d", time.Now().UnixNano()))
sessionID := quickfix.SessionID{BeginString: "FIX.4.4", SenderCompID: "SENDER", TargetCompID: "TARGET"}
// create settings
settings, err := quickfix.ParseSettings(strings.NewReader(fmt.Sprintf(`
[DEFAULT]
FileStorePath=%s
[SESSION]
BeginString=%s
SenderCompID=%s
TargetCompID=%s`, fileStorePath, 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 *FileStoreTestSuite) TearDownTest() {
suite.MsgStore.Close()
os.RemoveAll(suite.fileStoreRootPath)
}
func TestFileStoreTestSuite(t *testing.T) {
suite.Run(t, new(FileStoreTestSuite))
}
func TestStringParse(t *testing.T) {
assert := assert2.New(t)
i, err := strconv.Atoi(strings.Trim("00005\n", "\r\n"))
assert.Nil(err)
assert.Equal(5, i)
i, err = strconv.Atoi(strings.Trim("00006\r", "\r\n"))
assert.Nil(err)
assert.Equal(6, i)
}

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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 file
import (
"fmt"
"os"
"strings"
"github.com/pkg/errors"
"github.com/quickfixgo/quickfix"
)
func createFilenamePrefix(s quickfix.SessionID) string {
sender := []string{s.SenderCompID}
if s.SenderSubID != "" {
sender = append(sender, s.SenderSubID)
}
if s.SenderLocationID != "" {
sender = append(sender, s.SenderLocationID)
}
target := []string{s.TargetCompID}
if s.TargetSubID != "" {
target = append(target, s.TargetSubID)
}
if s.TargetLocationID != "" {
target = append(target, s.TargetLocationID)
}
fname := []string{s.BeginString, strings.Join(sender, "_"), strings.Join(target, "_")}
if s.Qualifier != "" {
fname = append(fname, s.Qualifier)
}
return strings.Join(fname, "-")
}
// closeSyncFile behaves like Sync and Close, except that no error is returned if the file does not exist.
func closeSyncFile(f *os.File) error {
if f != nil {
if err := f.Sync(); err != nil {
if !os.IsNotExist(err) {
return err
}
}
if err := f.Close(); err != nil {
if !os.IsNotExist(err) {
return err
}
}
}
return nil
}
// removeFile behaves like os.Remove, except that no error is returned if the file does not exist.
func removeFile(fname string) error {
if err := os.Remove(fname); (err != nil) && !os.IsNotExist(err) {
return errors.Wrapf(err, "remove %v", fname)
}
return nil
}
// openOrCreateFile opens a file for reading and writing, creating it if necessary.
func openOrCreateFile(fname string, perm os.FileMode) (f *os.File, err error) {
if f, err = os.OpenFile(fname, os.O_RDWR, perm); err != nil {
if f, err = os.OpenFile(fname, os.O_RDWR|os.O_CREATE, perm); err != nil {
return nil, fmt.Errorf("error opening or creating file: %s: %s", fname, err.Error())
}
}
return f, nil
}