Merge pull request 'New structure, persistance and recovery' (#2) from FIXPT-2/New_structure_and_persistance into develop

Reviewed-on: #2

Makefile

@@ -56,13 +56,13 @@ build: check-env swag vendor only-build # Build a native version. Set e=environm
 
 only-build: check-env
 	@echo "Building for $(e) environment..."
-	env OUT_PATH=$(DEFAULT_OUT_PATH) GOARCH=amd64 GOOS=linux tools/build.sh $(e)
+	env OUT_PATH=$(DEFAULT_OUT_PATH) tools/build.sh $(e)
 
 linux-build: check-env swag # Build a linux version for prod environment. Set e=environment: prod, dev, demo, open-demo
 	env OUT_PATH=$(DEFAULT_OUT_PATH) GOARCH=amd64 GOOS=linux tools/build.sh $(e)
 
-deploy: check-env # Deploy to remote server. Set e=environment: prod, dev, demo, open-demo; s=serverName; i=instance; e.g. make deploy e=dev s=nonprodFix i=qfixpt
+deploy: # Deploy to remote server. Set s=serverName, e=environment. e.g. make deploy e=dev s=nonprodFix
-	make build e=$(e) && qscp build/out/distribution/qfixdpl.gz $(s):/home/quantex/qfixtb/$(i)/
+	make linux-build e=$(e) && qscp build/out/distribution/qfixpt.gz $(s):/home/quantex/qfixtb/qfixpt/
 
 fmt: download-versions # Apply the Go formatter to the code
 	cd tools/check; unset GOPATH; GOBIN=$$PWD/../bin go install mvdan.cc/gofumpt@$(call get_version,gofumpt);

fix_pt.cfg

@@ -0,0 +1,19 @@
+[DEFAULT]
+ConnectionType=initiator
+HeartBtInt=30
+ReconnectInterval=30
+SenderCompID=<CONFIGURAR>
+ResetOnLogon=Y
+FileStorePath=fix_store
+FileLogPath=fix_logs
+
+[SESSION]
+BeginString=FIXT.1.1
+DefaultApplVerID=FIX.5.0SP2
+TargetCompID=<CONFIGURAR>
+TransportDataDictionary=spec/FIXT11.xml
+AppDataDictionary=spec/FIX50SP2.xml
+StartTime=00:00:00
+EndTime=00:00:00
+SocketConnectHost=<CONFIGURAR>
+SocketConnectPort=<CONFIGURAR>

main.go

@@ -178,11 +178,6 @@ func parseLogLevel(level string) (slog.Level, error) {
 
 func startRunner(runner, globalCfg, serviceCfg string) {
 	var fn func(cfg app.Config) error
-
-	if runner == "" {
-		runner = "service"
-	}
-
 	switch runner {
 	case "service":
 		fn = service.Runner

src/app/model.go

@@ -38,8 +38,9 @@ type Service struct {
 	EnableJWTAuth      bool // Enable JWT authentication for service-to-service communication
 	FIX                FIXConfig
 }
+
 type FIXConfig struct {
-	SettingsFile string // path to fix.cfg file
+	SettingsFile string // path to fix_pt.cfg file
 }
 
 type ExtAuth struct {

src/app/version/version.go

@@ -3,6 +3,7 @@ package version
 
 import (
 	"fmt"
+	"os"
 	"runtime"
 	"strings"
 )
@@ -37,17 +38,17 @@ type EnvironmentType int //nolint:recvcheck // The methods of this are autogener
 var environment EnvironmentType //nolint:gochecknoglobals // Just keept this global to avoid having to create an instance
 
 func init() {
-	// aux := os.Getenv(quantexEnvironment)
+	aux := os.Getenv(quantexEnvironment)
-	// if aux == "" {
+	if aux == "" {
-	// 	panic("QUANTEX_ENVIRONMENT is not set")
+		panic("QUANTEX_ENVIRONMENT is not set")
-	// }
+	}
 
-	// env, err := ParseEnvironmentType(aux)
+	env, err := ParseEnvironmentType(aux)
-	// if err != nil {
+	if err != nil {
-	// 	panic("Invalid QUANTEX_ENVIRONMENT value: " + aux + " " + err.Error())
+		panic("Invalid QUANTEX_ENVIRONMENT value: " + aux + " " + err.Error())
-	// }
+	}
 
-	environment = EnvironmentTypeDev
+	environment = env
 }
 
 // Base returns the version base name

src/client/api/rest/controller.go

@@ -32,25 +32,53 @@ type Controller struct {
 	pool          *redis.Pool
 	userData      app.UserDataProvider
 	store         *store.Store
+	tradeProvider TradeProvider
 	config        Config
 	notify        domain.Notifier
-	orderRepo domain.OrderRepository
 	authMutex     deadlock.Mutex
 }
 
 func newController(pool *redis.Pool, userData app.UserDataProvider,
-	s *store.Store, config Config, n domain.Notifier, repo domain.OrderRepository,
+	s *store.Store, tp TradeProvider, config Config, n domain.Notifier,
 ) *Controller {
 	return &Controller{
 		pool:          pool,
 		userData:      userData,
 		store:         s,
+		tradeProvider: tp,
 		config:        config,
 		notify:        n,
-		orderRepo: repo,
 	}
 }
 
+func (cont *Controller) GetTrades(ctx *gin.Context) {
+	setHeaders(ctx, cont.config)
+	trades := cont.tradeProvider.GetTrades()
+	ctx.JSON(http.StatusOK, trades)
+}
+
+func (cont *Controller) GetAllTrades(ctx *gin.Context) {
+	setHeaders(ctx, cont.config)
+	trades := cont.tradeProvider.GetAllTrades()
+	ctx.JSON(http.StatusOK, trades)
+}
+
+func (cont *Controller) GetTradeLogs(ctx *gin.Context) {
+	setHeaders(ctx, cont.config)
+
+	tradeID := ctx.Param("tradeID")
+
+	logs, err := cont.store.GetLogsByTradeID(tradeID)
+	if err != nil {
+		slog.Error("error fetching trade logs", "tradeID", tradeID, "error", err)
+		ctx.JSON(http.StatusInternalServerError, HTTPError{Error: "error fetching logs"})
+
+		return
+	}
+
+	ctx.JSON(http.StatusOK, logs)
+}
+
 func (cont *Controller) GetUser(ctx *gin.Context) app.User {
 	// This is set on the AuthRequired middleware
 	response, ok := ctx.Get(responseKey)
@@ -290,82 +318,3 @@ func allowed(origin string, config Config) bool {
 
 	return false
 }
-
-// GetExecutions godoc
-// @Summary Get all execution reports
-// @Description Returns all FIX ExecutionReport messages received by the initiator
-// @Tags executions
-// @Produce json
-// @Success 200 {array} ExecutionReportResponse
-// @Failure 500 {object} HTTPError
-// @Router /executions [get]
-func (cont *Controller) GetExecutions(ctx *gin.Context) {
-	setHeaders(ctx, cont.config)
-
-	reports := cont.orderRepo.GetAll()
-
-	response := make([]ExecutionReportResponse, 0, len(reports))
-	for _, r := range reports {
-		response = append(response, ExecutionReportResponse{
-			OrderID:      r.OrderID,
-			ClOrdID:      r.ClOrdID,
-			ExecID:       r.ExecID,
-			ExecType:     r.ExecType,
-			OrdStatus:    r.OrdStatus,
-			Symbol:       r.Symbol,
-			Side:         r.Side,
-			OrderQty:     r.OrderQty,
-			Price:        r.Price,
-			LastPx:       r.LastPx,
-			LastQty:      r.LastQty,
-			CumQty:       r.CumQty,
-			LeavesQty:    r.LeavesQty,
-			AvgPx:        r.AvgPx,
-			TransactTime: r.TransactTime,
-			Account:      r.Account,
-		})
-	}
-
-	ctx.JSON(http.StatusOK, response)
-}
-
-// GetExecutionByOrderID godoc
-// @Summary Get execution report by OrderID
-// @Description Returns the FIX ExecutionReport for the given OrderID
-// @Tags executions
-// @Produce json
-// @Param orderID path string true "OrderID"
-// @Success 200 {object} ExecutionReportResponse
-// @Failure 404 {object} HTTPError
-// @Router /executions/{orderID} [get]
-func (cont *Controller) GetExecutionByOrderID(ctx *gin.Context) {
-	setHeaders(ctx, cont.config)
-
-	orderID := ctx.Param("orderID")
-
-	r, ok := cont.orderRepo.GetByOrderID(orderID)
-	if !ok {
-		ctx.JSON(http.StatusNotFound, HTTPError{Error: "execution report not found"})
-
-		return
-	}
-
-	ctx.JSON(http.StatusOK, ExecutionReportResponse{
-		OrderID:      r.OrderID,
-		ClOrdID:      r.ClOrdID,
-		ExecID:       r.ExecID,
-		ExecType:     r.ExecType,
-		OrdStatus:    r.OrdStatus,
-		Symbol:       r.Symbol,
-		Side:         r.Side,
-		OrderQty:     r.OrderQty,
-		Price:        r.Price,
-		LastPx:       r.LastPx,
-		LastQty:      r.LastQty,
-		CumQty:       r.CumQty,
-		LeavesQty:    r.LeavesQty,
-		AvgPx:        r.AvgPx,
-		TransactTime: r.TransactTime,
-		Account:      r.Account,
-	})
-}

src/client/api/rest/model.go

@@ -1,11 +1,5 @@
 package rest
 
-import (
-	"time"
-
-	"github.com/shopspring/decimal"
-)
-
 type HTTPError struct {
 	Error string
 }
@@ -22,23 +16,3 @@ type Credentials struct {
 type Session struct {
 	Email string
 }
-
-// ExecutionReportResponse is the REST representation of a FIX ExecutionReport.
-type ExecutionReportResponse struct {
-	OrderID      string          `json:"orderID"`
-	ClOrdID      string          `json:"clOrdID"`
-	ExecID       string          `json:"execID"`
-	ExecType     string          `json:"execType"`
-	OrdStatus    string          `json:"ordStatus"`
-	Symbol       string          `json:"symbol"`
-	Side         string          `json:"side"`
-	OrderQty     decimal.Decimal `json:"orderQty"`
-	Price        decimal.Decimal `json:"price"`
-	LastPx       decimal.Decimal `json:"lastPx"`
-	LastQty      decimal.Decimal `json:"lastQty"`
-	CumQty       decimal.Decimal `json:"cumQty"`
-	LeavesQty    decimal.Decimal `json:"leavesQty"`
-	AvgPx        decimal.Decimal `json:"avgPx"`
-	TransactTime time.Time       `json:"transactTime"`
-	Account      string          `json:"account,omitempty"`
-}

src/client/api/rest/routes.go

@@ -21,8 +21,9 @@ func SetRoutes(api *API) {
 	qfixpt := v1.Group("/")
 	qfixpt.Use(cont.AuthRequired)
 	qfixpt.GET("/health", cont.HealthCheck)
-	qfixpt.GET("/executions", cont.GetExecutions)
+	qfixpt.GET("/trades", cont.GetTrades)
-	qfixpt.GET("/executions/:orderID", cont.GetExecutionByOrderID)
+	qfixpt.GET("/trades/all", cont.GetAllTrades)
+	qfixpt.GET("/trades/:tradeID/logs", cont.GetTradeLogs)
 
 	backoffice := qfixpt.Group("/backoffice")
 	backoffice.Use(cont.BackOfficeUser)

src/client/api/rest/server.go

@@ -32,7 +32,13 @@ type Config struct {
 	EnableJWTAuth      bool
 }
 
-func New(userData app.UserDataProvider, storeInstance *store.Store, config Config, notify domain.Notifier, repo domain.OrderRepository) *API {
+// TradeProvider exposes trade data for the REST API.
+type TradeProvider interface {
+	GetTrades() []domain.PostTrade
+	GetAllTrades() []domain.PostTrade
+}
+
+func New(userData app.UserDataProvider, storeInstance *store.Store, tradeProvider TradeProvider, config Config, notify domain.Notifier) *API {
 	// Set up Gin
 	var engine *gin.Engine
 	if version.Environment() == version.EnvironmentTypeProd {
@@ -58,7 +64,7 @@ func New(userData app.UserDataProvider, storeInstance *store.Store, config Confi
 	}
 
 	api := &API{
-		Controller: newController(NewPool(), userData, storeInstance, config, notify, repo),
+		Controller: newController(NewPool(), userData, storeInstance, tradeProvider, config, notify),
 		Router:     engine,
 		Port:       config.Port,
 	}

src/client/fix/application.go

@@ -1,137 +1,147 @@
-// Package fix implements the FIX protocol initiator and application handler.
 package fix
 
 import (
 	"log/slog"
 
 	"quantex.com/qfixpt/quickfix"
-	"quantex.com/qfixpt/quickfix/gen/fix44/executionreport"
+	"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"
 )
 
-// Application implements quickfix.Application to handle incoming FIX messages.
+type application struct {
-type Application struct {
+	router               *quickfix.MessageRouter
-	repo domain.OrderRepository
+	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)
+	onRawMessage         func(direction string, msg *quickfix.Message)
 }
 
-// NewApplication creates a new FIX Application backed by the given repository.
+func newApplication(n domain.Notifier) *application {
-func NewApplication(repo domain.OrderRepository) *Application {
+	app := &application{
-	return &Application{repo: repo}
+		router:   quickfix.NewMessageRouter(),
+		notifier: n,
 	}
 
-// OnCreate is called when a FIX session is created.
+	app.router.AddRoute(tradecapturereport.Route(app.handleTradeCaptureReport))
-func (a *Application) OnCreate(sessionID quickfix.SessionID) {
+	app.router.AddRoute(allocationreport.Route(app.handleAllocationReport))
-	slog.Info("FIX session created", "sessionID", sessionID)
+	app.router.AddRoute(confirmation.Route(app.handleConfirmation))
+
+	return app
 }
 
-// OnLogon is called when a FIX session logs on successfully.
+func (a *application) OnCreate(sessionID quickfix.SessionID) {
-func (a *Application) OnLogon(sessionID quickfix.SessionID) {
+	slog.Info("FIX session created", "session", sessionID.String())
-	slog.Info("FIX session logged on", "sessionID", sessionID)
 }
 
-// OnLogout is called when a FIX session logs out or disconnects.
+func (a *application) OnLogon(sessionID quickfix.SessionID) {
-func (a *Application) OnLogout(sessionID quickfix.SessionID) {
+	slog.Info("FIX session logged on", "session", sessionID.String())
-	slog.Info("FIX session logged out", "sessionID", sessionID)
+	if a.onLogon != nil {
+		a.onLogon(sessionID)
+	}
 }
 
-// ToAdmin is called before sending an admin message.
+func (a *application) OnLogout(sessionID quickfix.SessionID) {
-func (a *Application) ToAdmin(_ *quickfix.Message, _ quickfix.SessionID) {}
+	slog.Info("FIX session logged out", "session", sessionID.String())
 
-// ToApp is called before sending an application message.
+	go a.notifier.SendMsg(domain.MessageChannelError, "Logout", domain.MessageStatusWarning, nil)
-func (a *Application) ToApp(_ *quickfix.Message, _ quickfix.SessionID) error {
+
-	return nil
+	if a.onLogout != nil {
+		a.onLogout(sessionID)
+	}
 }
 
-// FromAdmin is called when an admin message is received.
+func (a *application) ToAdmin(_ *quickfix.Message, _ quickfix.SessionID) {}
-func (a *Application) FromAdmin(_ *quickfix.Message, _ quickfix.SessionID) quickfix.MessageRejectError {
-	return nil
-}
 
-// FromApp is called when an application message is received.
+func (a *application) ToApp(msg *quickfix.Message, _ quickfix.SessionID) error {
-// It routes ExecutionReport (MsgType=8) messages to the handler.
+	if a.onRawMessage != nil {
-func (a *Application) FromApp(message *quickfix.Message, sessionID quickfix.SessionID) quickfix.MessageRejectError {
+		a.onRawMessage("OUT", msg)
-	if message.IsMsgTypeOf("8") {
-		a.handleExecutionReport(message, sessionID)
 	}
 
 	return nil
 }
 
-func (a *Application) handleExecutionReport(msg *quickfix.Message, _ quickfix.SessionID) {
+func (a *application) FromAdmin(_ *quickfix.Message, _ quickfix.SessionID) quickfix.MessageRejectError {
-	er := executionreport.FromMessage(msg)
+	return nil
-
-	report := domain.ExecutionReport{}
-
-	if v, err := er.GetOrderID(); err == nil {
-		report.OrderID = v
 }
 
-	if v, err := er.GetClOrdID(); err == nil {
+func (a *application) FromApp(msg *quickfix.Message, sessionID quickfix.SessionID) quickfix.MessageRejectError {
-		report.ClOrdID = v
+	if a.onRawMessage != nil {
+		a.onRawMessage("IN", msg)
 	}
 
-	if v, err := er.GetExecID(); err == nil {
+	beginString, _ := msg.Header.GetBytes(tag.BeginString)
-		report.ExecID = v
+	msgType, _ := msg.Header.GetBytes(tag.MsgType)
-	}
 
-	if v, err := er.GetExecType(); err == nil {
+	var applVerID quickfix.FIXString
-		report.ExecType = string(v)
+	msg.Header.GetField(tag.ApplVerID, &applVerID)
-	}
 
-	if v, err := er.GetOrdStatus(); err == nil {
+	slog.Info("FIX FromApp received",
-		report.OrdStatus = string(v)
+		"beginString", string(beginString),
-	}
+		"msgType", string(msgType),
+		"applVerID", string(applVerID),
+		"session", sessionID.String(),
+		"rawMsg", msg.String(),
+	)
 
-	if v, err := er.GetSymbol(); err == nil {
+	rejErr := a.router.Route(msg, sessionID)
-		report.Symbol = v
+	if rejErr != nil {
-	}
+		slog.Error("FIX FromApp routing failed",
-
+			"msgType", string(msgType),
-	if v, err := er.GetSide(); err == nil {
+			"error", rejErr.Error(),
-		report.Side = string(v)
+			"isBusinessReject", rejErr.IsBusinessReject(),
-	}
-
-	if v, err := er.GetOrderQty(); err == nil {
-		report.OrderQty = v
-	}
-
-	if v, err := er.GetPrice(); err == nil {
-		report.Price = v
-	}
-
-	if v, err := er.GetLastPx(); err == nil {
-		report.LastPx = v
-	}
-
-	if v, err := er.GetLastQty(); err == nil {
-		report.LastQty = v
-	}
-
-	if v, err := er.GetCumQty(); err == nil {
-		report.CumQty = v
-	}
-
-	if v, err := er.GetLeavesQty(); err == nil {
-		report.LeavesQty = v
-	}
-
-	if v, err := er.GetAvgPx(); err == nil {
-		report.AvgPx = v
-	}
-
-	if v, err := er.GetTransactTime(); err == nil {
-		report.TransactTime = v
-	}
-
-	if v, err := er.GetAccount(); err == nil {
-		report.Account = v
-	}
-
-	a.repo.Save(report)
-
-	slog.Info("ExecutionReport stored",
-		"orderID", report.OrderID,
-		"execType", report.ExecType,
-		"ordStatus", report.OrdStatus,
-		"symbol", report.Symbol,
 		)
 	}
+
+	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
+}

src/client/fix/fix.go

@@ -1,49 +0,0 @@
-package fix
-
-import (
-	"fmt"
-	"os"
-
-	"quantex.com/qfixpt/quickfix"
-	"quantex.com/qfixpt/src/domain"
-)
-
-// Initiator wraps the quickfix Initiator lifecycle.
-type Initiator struct {
-	inner *quickfix.Initiator
-}
-
-// NewInitiator creates and starts a FIX initiator using the given settings file path.
-func NewInitiator(settingsFile string, repo domain.OrderRepository) (*Initiator, error) {
-	f, err := os.Open(settingsFile)
-	if err != nil {
-		return nil, fmt.Errorf("opening FIX settings file %q: %w", settingsFile, err)
-	}
-	defer f.Close()
-
-	settings, err := quickfix.ParseSettings(f)
-	if err != nil {
-		return nil, fmt.Errorf("parsing FIX settings: %w", err)
-	}
-
-	app := NewApplication(repo)
-	storeFactory := quickfix.NewMemoryStoreFactory()
-	logFactory := quickfix.NewNullLogFactory()
-
-	initiator, err := quickfix.NewInitiator(app, storeFactory, settings, logFactory)
-	if err != nil {
-		return nil, fmt.Errorf("creating FIX initiator: %w", err)
-	}
-
-	return &Initiator{inner: initiator}, nil
-}
-
-// Start begins connecting to the FIX counterparty.
-func (i *Initiator) Start() error {
-	return i.inner.Start()
-}
-
-// Stop gracefully disconnects all FIX sessions.
-func (i *Initiator) Stop() {
-	i.inner.Stop()
-}

src/client/fix/manager.go

@@ -0,0 +1,581 @@
+package fix
+
+import (
+	"log/slog"
+	"os"
+	"sync"
+	"time"
+
+	"github.com/rs/zerolog/log"
+	"github.com/shopspring/decimal"
+
+	"quantex.com/qfixpt/quickfix"
+	"quantex.com/qfixpt/quickfix/gen/enum"
+	"quantex.com/qfixpt/quickfix/gen/field"
+	"quantex.com/qfixpt/quickfix/gen/fix50sp2/allocationreport"
+	"quantex.com/qfixpt/quickfix/gen/fix50sp2/allocationreportack"
+	"quantex.com/qfixpt/quickfix/gen/fix50sp2/confirmation"
+	"quantex.com/qfixpt/quickfix/gen/fix50sp2/confirmationack"
+	"quantex.com/qfixpt/quickfix/gen/fix50sp2/tradecapturereport"
+	"quantex.com/qfixpt/quickfix/gen/fix50sp2/tradecapturereportack"
+	filelog "quantex.com/qfixpt/quickfix/log/file"
+	filestore "quantex.com/qfixpt/quickfix/store/file"
+	"quantex.com/qfixpt/src/app"
+	"quantex.com/qfixpt/src/common/tracerr"
+	"quantex.com/qfixpt/src/domain"
+)
+
+// Custom Tradeweb tags not in generated code.
+const (
+	tagTestMessage      = 23029
+	tagTWTradeID        = 23068
+	tagTWOrigTradeID    = 23096
+	tagTWClrID          = 23025
+	tagDlrClrID         = 23027
+	tagClearingStatus   = 5440
+	tagTradingSystemID  = 6731
+)
+
+// postTrade is the internal representation of a trade in memory.
+type postTrade struct {
+	TradeID         string
+	TradeReportID   string
+	TradeReportType string
+	Side            string
+	LastQty         decimal.Decimal
+	LastPx          decimal.Decimal
+	SettlDate       string
+	TradeDate       string
+	Status          domain.PostTradeStatus
+	TWTradeID       string
+}
+
+// Manager wraps the QuickFIX initiator for post-trade message handling.
+type Manager struct {
+	initiator *quickfix.Initiator
+	app       *application
+	tradesMu  sync.RWMutex
+	trades    map[string]*postTrade
+	store     domain.PersistenceStore
+	notify    domain.Notifier
+	cfg       app.FIXConfig
+}
+
+func NewManager(cfg app.FIXConfig, store domain.PersistenceStore, notify domain.Notifier) *Manager {
+	return &Manager{
+		trades: make(map[string]*postTrade),
+		store:  store,
+		notify: notify,
+		cfg:    cfg,
+	}
+}
+
+func (m *Manager) Start() error {
+	fixApp := newApplication(m.notify)
+	fixApp.onLogon = m.onLogon
+	fixApp.onLogout = m.onLogout
+	fixApp.onTradeCaptureReport = m.handleTradeCaptureReport
+	fixApp.onAllocationReport = m.handleAllocationReport
+	fixApp.onConfirmation = m.handleConfirmation
+	fixApp.onRawMessage = m.handleRawMessage
+	m.app = fixApp
+
+	if err := m.loadTrades(); err != nil {
+		slog.Error("failed to load trades from DB, starting with empty state", "error", err)
+	}
+
+	f, err := os.Open(m.cfg.SettingsFile)
+	if err != nil {
+		err = tracerr.Errorf("error opening FIX settings file %q: %s", m.cfg.SettingsFile, err)
+		log.Error().Msg(err.Error())
+
+		return err
+	}
+	defer f.Close()
+
+	settings, err := quickfix.ParseSettings(f)
+	if err != nil {
+		err = tracerr.Errorf("error parsing FIX settings: %s", err)
+		log.Error().Msg(err.Error())
+
+		return err
+	}
+
+	storeFactory := filestore.NewStoreFactory(settings)
+	logFactory, err := filelog.NewLogFactory(settings)
+	if err != nil {
+		err = tracerr.Errorf("error creating file log factory: %s", err)
+		log.Error().Msg(err.Error())
+
+		return err
+	}
+
+	initiator, err := quickfix.NewInitiator(fixApp, storeFactory, settings, logFactory)
+	if err != nil {
+		err = tracerr.Errorf("error creating FIX initiator: %s", err)
+		log.Error().Msg(err.Error())
+
+		return err
+	}
+
+	m.initiator = initiator
+
+	if err = m.initiator.Start(); err != nil {
+		err = tracerr.Errorf("error starting FIX initiator: %s", err)
+		log.Error().Msg(err.Error())
+
+		return err
+	}
+
+	slog.Info("FIX initiator started", "settings", m.cfg.SettingsFile)
+
+	return nil
+}
+
+func (m *Manager) Stop() {
+	if m.initiator != nil {
+		m.initiator.Stop()
+		slog.Info("FIX initiator stopped")
+	}
+}
+
+func (m *Manager) onLogon(sessionID quickfix.SessionID) {
+	slog.Info("FIX PT session logged on", "session", sessionID.String())
+}
+
+func (m *Manager) onLogout(sessionID quickfix.SessionID) {
+	slog.Info("FIX PT session logged out", "session", sessionID.String())
+}
+
+// handleTradeCaptureReport processes an incoming TradeCaptureReport (35=AE).
+func (m *Manager) handleTradeCaptureReport(msg tradecapturereport.TradeCaptureReport, sessionID quickfix.SessionID) {
+	tradeReportID, _ := msg.GetTradeReportID()
+
+	// ACK immediately before any validation.
+	ack := tradecapturereportack.New()
+	ack.SetTradeReportID(tradeReportID)
+
+	if err := quickfix.SendToTarget(ack, sessionID); err != nil {
+		slog.Error("failed to send TradeCaptureReportAck", "tradeReportID", tradeReportID, "error", err.Error())
+	} else {
+		slog.Info("TradeCaptureReportAck sent", "tradeReportID", tradeReportID)
+	}
+
+	// Check if test message.
+	testMessage := getCustomBool(&msg.Message.Body.FieldMap, tagTestMessage)
+	if testMessage {
+		slog.Info("test TradeCaptureReport, skipping", "tradeReportID", tradeReportID)
+		return
+	}
+
+	// Parse trade data.
+	tradeReportType, _ := msg.GetTradeReportType()
+	tradeID, _ := msg.GetTradeID()
+	execID, _ := msg.GetExecID()
+	lastQty, _ := msg.GetLastQty()
+	lastPx, _ := msg.GetLastPx()
+	spread, _ := msg.GetSpread()
+	settlDate, _ := msg.GetSettlDate()
+	tradeDate, _ := msg.GetTradeDate()
+	grossTradeAmt, _ := msg.GetGrossTradeAmt()
+	tradeReportRefID, _ := msg.GetTradeReportRefID()
+
+	// Custom fields.
+	twTradeID := getCustomString(&msg.Message.Body.FieldMap, tagTWTradeID)
+	twOrigTradeID := getCustomString(&msg.Message.Body.FieldMap, tagTWOrigTradeID)
+
+	// Extract side-level fields (parties, accrued interest, net money).
+	var side string
+	var accruedInterest, netMoney decimal.Decimal
+	var clearingFirm, twTraderID string
+
+	sides, sideErr := msg.GetNoSides()
+	if sideErr == nil && sides.Len() > 0 {
+		s := sides.Get(0)
+		sideVal, _ := s.GetSide()
+		side = string(sideVal)
+		accruedInterest, _ = s.GetAccruedInterestAmt()
+		netMoney, _ = s.GetNetMoney()
+
+		clearingFirm = extractPartyByRole(s, enum.PartyRole_CLEARING_FIRM)
+		// 1007 is a custom Tradeweb role, access via string comparison.
+		twTraderID = extractPartyByRole(s, "1007")
+	}
+
+	trade := domain.Trade{
+		TradeReportID:    tradeReportID,
+		TradeID:          tradeID,
+		ExecID:           execID,
+		LastQty:          lastQty,
+		LastPx:           lastPx,
+		Spread:           spread,
+		Side:             side,
+		AccruedInterest:  accruedInterest,
+		NetMoney:         netMoney,
+		GrossTradeAmt:    grossTradeAmt,
+		SettlDate:        settlDate,
+		TradeDate:        tradeDate,
+		TradeReportType:  string(tradeReportType),
+		TradeReportRefID: tradeReportRefID,
+		ClearingFirm:     clearingFirm,
+		TradewebTraderID: twTraderID,
+		TWTradeID:        twTradeID,
+		TWOrigTradeID:    twOrigTradeID,
+	}
+
+	slog.Info("TradeCaptureReport parsed",
+		"tradeReportID", trade.TradeReportID,
+		"tradeReportType", trade.TradeReportType,
+		"tradeID", trade.TradeID,
+		"lastQty", trade.LastQty.String(),
+		"lastPx", trade.LastPx.String(),
+		"side", trade.Side,
+		"settlDate", trade.SettlDate,
+	)
+
+	// Persist structured message.
+	m.persistMessage(tradeID, parseTradeCaptureReportJSON(msg))
+
+	// Update in-memory state.
+	var status domain.PostTradeStatus
+
+	switch string(tradeReportType) {
+	case "101": // TRDCONF — trade confirmation
+		status = domain.PostTradeStatusActive
+		slog.Info("TRDCONF: trade confirmation", "tradeReportID", tradeReportID, "tradeID", tradeID)
+	case "102": // TRDBLOCK — block trade, log only
+		status = domain.PostTradeStatusActive
+		slog.Info("TRDBLOCK: block trade", "tradeReportID", tradeReportID, "tradeID", tradeID)
+	case "103": // TRDCORR — trade correction
+		status = domain.PostTradeStatusCorrected
+		slog.Info("TRDCORR: trade correction", "tradeReportID", tradeReportID, "refID", tradeReportRefID)
+	case "104": // TRDCXL — trade cancellation
+		status = domain.PostTradeStatusCancelled
+		slog.Info("TRDCXL: trade cancel", "tradeReportID", tradeReportID, "refID", tradeReportRefID)
+	case "105", "106", "107", "108": // log and ack only, no business logic
+		status = domain.PostTradeStatusActive
+		slog.Info("trade report (no business logic)", "tradeReportType", string(tradeReportType), "tradeReportID", tradeReportID)
+	default:
+		status = domain.PostTradeStatusActive
+		slog.Warn("unexpected TradeReportType", "tradeReportType", string(tradeReportType), "tradeReportID", tradeReportID)
+	}
+
+	m.tradesMu.Lock()
+	m.trades[tradeID] = &postTrade{
+		TradeID:         tradeID,
+		TradeReportID:   tradeReportID,
+		TradeReportType: string(tradeReportType),
+		Side:            side,
+		LastQty:         lastQty,
+		LastPx:          lastPx,
+		SettlDate:       settlDate,
+		TradeDate:       tradeDate,
+		Status:          status,
+		TWTradeID:       twTradeID,
+	}
+	m.tradesMu.Unlock()
+}
+
+// handleAllocationReport processes an incoming AllocationReport (35=AS).
+func (m *Manager) handleAllocationReport(msg allocationreport.AllocationReport, sessionID quickfix.SessionID) {
+	allocReportID, _ := msg.GetAllocReportID()
+
+	// ACK immediately.
+	ack := allocationreportack.New(field.NewAllocReportID(allocReportID))
+
+	if err := quickfix.SendToTarget(ack, sessionID); err != nil {
+		slog.Error("failed to send AllocationReportAck", "allocReportID", allocReportID, "error", err.Error())
+	} else {
+		slog.Info("AllocationReportAck sent", "allocReportID", allocReportID)
+	}
+
+	// Check if test message.
+	testMessage := getCustomBool(&msg.Message.Body.FieldMap, tagTestMessage)
+	if testMessage {
+		slog.Info("test AllocationReport, skipping", "allocReportID", allocReportID)
+		return
+	}
+
+	allocTransType, _ := msg.GetAllocTransType()
+
+	// Extract TradeID: try tag 1003 directly, fall back to SecondaryOrderID (198) from NoOrders.
+	tradeID := getCustomString(&msg.Message.Body.FieldMap, 1003)
+	if tradeID == "" {
+		if orders, err := msg.GetNoOrders(); err == nil && orders.Len() > 0 {
+			if v, e := orders.Get(0).GetSecondaryOrderID(); e == nil && v != "" {
+				tradeID = v
+			}
+		}
+	}
+
+	alloc := domain.Allocation{
+		AllocReportID:  allocReportID,
+		AllocTransType: string(allocTransType),
+		TradeID:        tradeID,
+	}
+
+	// Parse NoAllocs repeating group.
+	allocs, allocErr := msg.GetNoAllocs()
+	if allocErr == nil {
+		for i := 0; i < allocs.Len(); i++ {
+			entry := allocs.Get(i)
+			account, _ := entry.GetAllocAccount()
+			qty, _ := entry.GetAllocQty()
+			individualID, _ := entry.GetIndividualAllocID()
+			price, _ := entry.GetAllocPrice()
+
+			alloc.Entries = append(alloc.Entries, domain.AllocEntry{
+				AllocAccount:      account,
+				AllocQty:          qty,
+				IndividualAllocID: individualID,
+				AllocPrice:        price,
+			})
+		}
+	}
+
+	slog.Info("AllocationReport parsed",
+		"allocReportID", alloc.AllocReportID,
+		"allocTransType", alloc.AllocTransType,
+		"tradeID", alloc.TradeID,
+		"numEntries", len(alloc.Entries),
+	)
+
+	// Persist structured message.
+	m.persistMessage(tradeID, parseAllocationReportJSON(msg))
+
+	switch allocTransType {
+	case enum.AllocTransType_NEW:
+		slog.Info("new allocation", "allocReportID", allocReportID)
+	case enum.AllocTransType_REPLACE:
+		slog.Info("replace allocation", "allocReportID", allocReportID)
+	case enum.AllocTransType_CANCEL:
+		slog.Info("cancel allocation", "allocReportID", allocReportID)
+	default:
+		slog.Warn("unhandled AllocTransType", "allocTransType", string(allocTransType), "allocReportID", allocReportID)
+	}
+}
+
+// handleConfirmation processes an incoming Confirmation (35=AK).
+func (m *Manager) handleConfirmation(msg confirmation.Confirmation, sessionID quickfix.SessionID) {
+	confirmID, _ := msg.GetConfirmID()
+	tradeDate, _ := msg.GetTradeDate()
+	transactTime, _ := msg.GetTransactTime()
+
+	// ACK immediately.
+	ack := confirmationack.New(
+		field.NewConfirmID(confirmID),
+		field.NewTradeDate(tradeDate),
+		field.NewTransactTime(transactTime),
+		field.NewAffirmStatus(enum.AffirmStatus_RECEIVED),
+	)
+
+	if err := quickfix.SendToTarget(ack, sessionID); err != nil {
+		slog.Error("failed to send ConfirmationAck", "confirmID", confirmID, "error", err.Error())
+	} else {
+		slog.Info("ConfirmationAck sent", "confirmID", confirmID)
+	}
+
+	// Check if test message.
+	testMessage := getCustomBool(&msg.Message.Body.FieldMap, tagTestMessage)
+	if testMessage {
+		slog.Info("test Confirmation, skipping", "confirmID", confirmID)
+		return
+	}
+
+	confirmStatus, _ := msg.GetConfirmStatus()
+	confirmTransType, _ := msg.GetConfirmTransType()
+	individualAllocID, _ := msg.GetIndividualAllocID()
+
+	// Custom fields.
+	twClrID := getCustomString(&msg.Message.Body.FieldMap, tagTWClrID)
+	dlrClrID := getCustomString(&msg.Message.Body.FieldMap, tagDlrClrID)
+	clearingStatus := getCustomString(&msg.Message.Body.FieldMap, tagClearingStatus)
+
+	conf := domain.ConfirmationMsg{
+		ConfirmID:         confirmID,
+		ConfirmStatus:     string(confirmStatus),
+		ConfirmTransType:  string(confirmTransType),
+		IndividualAllocID: individualAllocID,
+		TWClrID:           twClrID,
+		DlrClrID:          dlrClrID,
+		ClearingStatus:    clearingStatus,
+		TradeDate:         tradeDate,
+	}
+
+	slog.Info("Confirmation parsed",
+		"confirmID", conf.ConfirmID,
+		"confirmStatus", conf.ConfirmStatus,
+		"confirmTransType", conf.ConfirmTransType,
+		"individualAllocID", conf.IndividualAllocID,
+		"clearingStatus", conf.ClearingStatus,
+	)
+
+	// Persist structured message. Use TradeID if available, fall back to ConfirmID.
+	persistID := getCustomString(&msg.Message.Body.FieldMap, 1003)
+	if persistID == "" {
+		persistID = confirmID
+	}
+
+	m.persistMessage(persistID, parseConfirmationJSON(msg))
+}
+
+// persistMessage saves a structured FIX message to the messages table.
+func (m *Manager) persistMessage(tradeID string, fixJSON domain.FixMessageJSON) {
+	if err := m.store.SaveMessage(domain.TradeMessage{
+		TradeID:  tradeID,
+		JMessage: fixJSON,
+	}); err != nil {
+		slog.Error("failed to persist message", "msgType", fixJSON.MsgType, "tradeID", tradeID, "error", err)
+	}
+}
+
+// handleRawMessage persists raw FIX message strings to the logs table.
+func (m *Manager) handleRawMessage(direction string, msg *quickfix.Message) {
+	tradeID := extractTradeIdentifier(msg)
+	if tradeID == "" {
+		return
+	}
+
+	if err := m.store.SaveLog(domain.LogEntry{
+		TradeID: tradeID,
+		RawMsg:  "[" + direction + "] " + msg.String(),
+	}); err != nil {
+		slog.Error("failed to persist raw log", "error", err)
+	}
+}
+
+// loadTrades reconstructs all trades and their states from today's messages in the database.
+func (m *Manager) loadTrades() error {
+	messages, err := m.store.GetTodayMessages()
+	if err != nil {
+		return err
+	}
+
+	trades := make(map[string]*postTrade)
+
+	for _, msg := range messages {
+		switch msg.JMessage.MsgType {
+		case "AE": // TradeCaptureReport
+			body := msg.JMessage.Body
+			tradeReportType, _ := body["TradeReportType"].(string)
+			tradeID := msg.TradeID
+
+			if tradeID == "" {
+				continue
+			}
+
+			t, exists := trades[tradeID]
+			if !exists {
+				t = &postTrade{
+					TradeID: tradeID,
+					Status:  domain.PostTradeStatusActive,
+				}
+				trades[tradeID] = t
+			}
+
+			if v, ok := body["TradeReportID"].(string); ok {
+				t.TradeReportID = v
+			}
+
+			t.TradeReportType = tradeReportType
+
+			if v, ok := body["Side"].(string); ok {
+				t.Side = v
+			}
+
+			if v, ok := body["LastQty"].(string); ok {
+				t.LastQty, _ = decimal.NewFromString(v)
+			}
+
+			if v, ok := body["LastPx"].(string); ok {
+				t.LastPx, _ = decimal.NewFromString(v)
+			}
+
+			if v, ok := body["SettlDate"].(string); ok {
+				t.SettlDate = v
+			}
+
+			if v, ok := body["TradeDate"].(string); ok {
+				t.TradeDate = v
+			}
+
+			if v, ok := body["TWTradeID"].(string); ok {
+				t.TWTradeID = v
+			}
+
+			switch tradeReportType {
+			case "103": // TRDCORR
+				t.Status = domain.PostTradeStatusCorrected
+			case "104": // TRDCXL
+				t.Status = domain.PostTradeStatusCancelled
+			default:
+				if t.Status != domain.PostTradeStatusCorrected && t.Status != domain.PostTradeStatusCancelled {
+					t.Status = domain.PostTradeStatusActive
+				}
+			}
+		}
+	}
+
+	active := 0
+	for _, t := range trades {
+		if t.Status == domain.PostTradeStatusActive {
+			active++
+		}
+	}
+
+	m.tradesMu.Lock()
+	m.trades = trades
+	m.tradesMu.Unlock()
+
+	slog.Info("recovery completed", "totalTrades", len(trades), "activeTrades", active)
+
+	return nil
+}
+
+// GetTrades returns only active trades.
+func (m *Manager) GetTrades() []domain.PostTrade {
+	m.tradesMu.RLock()
+	defer m.tradesMu.RUnlock()
+
+	var result []domain.PostTrade
+
+	for _, t := range m.trades {
+		if t.Status == domain.PostTradeStatusActive {
+			result = append(result, t.toPostTrade())
+		}
+	}
+
+	return result
+}
+
+// GetAllTrades returns all trades regardless of status.
+func (m *Manager) GetAllTrades() []domain.PostTrade {
+	m.tradesMu.RLock()
+	defer m.tradesMu.RUnlock()
+
+	result := make([]domain.PostTrade, 0, len(m.trades))
+
+	for _, t := range m.trades {
+		result = append(result, t.toPostTrade())
+	}
+
+	return result
+}
+
+func (t *postTrade) toPostTrade() domain.PostTrade {
+	return domain.PostTrade{
+		TradeID:         t.TradeID,
+		TradeReportID:   t.TradeReportID,
+		TradeReportType: t.TradeReportType,
+		Side:            t.Side,
+		LastQty:         t.LastQty.String(),
+		LastPx:          t.LastPx.String(),
+		SettlDate:       t.SettlDate,
+		TradeDate:       t.TradeDate,
+		Status:          t.Status,
+		TWTradeID:       t.TWTradeID,
+	}
+}
+
+// Ensure transactTime has a sensible default if not present in the message.
+var _ = time.Now // used by confirmationack.New via field.NewTransactTime

src/client/fix/parser.go

@@ -0,0 +1,356 @@
+package fix
+
+import (
+	"time"
+
+	"quantex.com/qfixpt/quickfix"
+	"quantex.com/qfixpt/quickfix/gen/enum"
+	"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"
+)
+
+func getCustomString(body *quickfix.FieldMap, t int) string {
+	v, err := body.GetString(quickfix.Tag(t))
+	if err != nil {
+		return ""
+	}
+
+	return v
+}
+
+func getCustomInt(body *quickfix.FieldMap, t int) int {
+	v, err := body.GetInt(quickfix.Tag(t))
+	if err != nil {
+		return 0
+	}
+
+	return v
+}
+
+func getCustomBool(body *quickfix.FieldMap, t int) bool {
+	v, err := body.GetBool(quickfix.Tag(t))
+	if err != nil {
+		return false
+	}
+
+	return v
+}
+
+func extractHeader(msg *quickfix.Message) map[string]interface{} {
+	h := make(map[string]interface{})
+
+	if v, err := msg.Header.GetBytes(tag.BeginString); err == nil {
+		h["BeginString"] = string(v)
+	}
+
+	if v, err := msg.Header.GetBytes(tag.MsgType); err == nil {
+		h["MsgType"] = string(v)
+	}
+
+	if v, err := msg.Header.GetBytes(tag.SenderCompID); err == nil {
+		h["SenderCompID"] = string(v)
+	}
+
+	if v, err := msg.Header.GetBytes(tag.TargetCompID); err == nil {
+		h["TargetCompID"] = string(v)
+	}
+
+	if v, err := msg.Header.GetBytes(tag.SendingTime); err == nil {
+		h["SendingTime"] = string(v)
+	}
+
+	return h
+}
+
+func parseTradeCaptureReportJSON(msg tradecapturereport.TradeCaptureReport) domain.FixMessageJSON {
+	tradeID, _ := msg.GetTradeID()
+
+	body := map[string]interface{}{}
+
+	if v, _ := msg.GetTradeReportID(); v != "" {
+		body["TradeReportID"] = v
+	}
+
+	body["TradeID"] = tradeID
+
+	if v, _ := msg.GetExecID(); v != "" {
+		body["ExecID"] = v
+	}
+
+	if v, _ := msg.GetTradeReportType(); v != "" {
+		body["TradeReportType"] = string(v)
+	}
+
+	if v, _ := msg.GetLastQty(); !v.IsZero() {
+		body["LastQty"] = v.String()
+	}
+
+	if v, _ := msg.GetLastPx(); !v.IsZero() {
+		body["LastPx"] = v.String()
+	}
+
+	if v, _ := msg.GetSpread(); !v.IsZero() {
+		body["Spread"] = v.String()
+	}
+
+	if v, _ := msg.GetSettlDate(); v != "" {
+		body["SettlDate"] = v
+	}
+
+	if v, _ := msg.GetTradeDate(); v != "" {
+		body["TradeDate"] = v
+	}
+
+	if v, _ := msg.GetGrossTradeAmt(); !v.IsZero() {
+		body["GrossTradeAmt"] = v.String()
+	}
+
+	if v, _ := msg.GetTradeReportRefID(); v != "" {
+		body["TradeReportRefID"] = v
+	}
+
+	// Multi-leg support.
+	if v, _ := msg.GetTradeLegRefID(); v != "" {
+		body["TradeLegRefID"] = v
+	}
+
+	if v := getCustomString(&msg.Message.Body.FieldMap, tagTradingSystemID); v != "" {
+		body["TradingSystemID"] = v
+	}
+
+	// Custom fields.
+	if v := getCustomString(&msg.Message.Body.FieldMap, tagTWTradeID); v != "" {
+		body["TWTradeID"] = v
+	}
+
+	if v := getCustomString(&msg.Message.Body.FieldMap, tagTWOrigTradeID); v != "" {
+		body["TWOrigTradeID"] = v
+	}
+
+	// Side-level fields.
+	sides, sideErr := msg.GetNoSides()
+	if sideErr == nil && sides.Len() > 0 {
+		s := sides.Get(0)
+
+		if v, e := s.GetSide(); e == nil {
+			body["Side"] = string(v)
+		}
+
+		if v, e := s.GetAccruedInterestAmt(); e == nil {
+			body["AccruedInterestAmt"] = v.String()
+		}
+
+		if v, e := s.GetNetMoney(); e == nil {
+			body["NetMoney"] = v.String()
+		}
+
+		if v := extractPartyByRole(s, enum.PartyRole_CLEARING_FIRM); v != "" {
+			body["ClearingFirm"] = v
+		}
+
+		if v := extractPartyByRole(s, "1007"); v != "" {
+			body["TradewebTraderID"] = v
+		}
+	}
+
+	return domain.FixMessageJSON{
+		Direction:   "IN",
+		MsgType:     "AE",
+		TradeID:     tradeID,
+		Header:      extractHeader(msg.Message),
+		Body:        body,
+		ReceiveTime: time.Now(),
+	}
+}
+
+func parseAllocationReportJSON(msg allocationreport.AllocationReport) domain.FixMessageJSON {
+	// Primary: tag 1003 directly on the body.
+	tradeID := getCustomString(&msg.Message.Body.FieldMap, 1003)
+
+	// Fallback: SecondaryOrderID (198) from the NoOrders repeating group.
+	if tradeID == "" {
+		if orders, err := msg.GetNoOrders(); err == nil && orders.Len() > 0 {
+			if v, e := orders.Get(0).GetSecondaryOrderID(); e == nil && v != "" {
+				tradeID = v
+			}
+		}
+	}
+
+	body := map[string]interface{}{}
+
+	if v, _ := msg.GetAllocReportID(); v != "" {
+		body["AllocReportID"] = v
+	}
+
+	if v, _ := msg.GetAllocTransType(); v != "" {
+		body["AllocTransType"] = string(v)
+	}
+
+	body["TradeID"] = tradeID
+
+	// TradingSystemID (6731) — for multi-leg, differentiates each leg.
+	if v := getCustomString(&msg.Message.Body.FieldMap, tagTradingSystemID); v != "" {
+		body["TradingSystemID"] = v
+	}
+
+	// SecondaryOrderID (198) from NoOrders — explicit reference to original trade.
+	if orders, err := msg.GetNoOrders(); err == nil && orders.Len() > 0 {
+		if v, e := orders.Get(0).GetSecondaryOrderID(); e == nil && v != "" {
+			body["SecondaryOrderID"] = v
+		}
+	}
+
+	allocs, allocErr := msg.GetNoAllocs()
+	if allocErr == nil {
+		var entries []map[string]interface{}
+
+		for i := 0; i < allocs.Len(); i++ {
+			entry := allocs.Get(i)
+			e := map[string]interface{}{}
+
+			if v, err := entry.GetAllocAccount(); err == nil {
+				e["AllocAccount"] = v
+			}
+
+			if v, err := entry.GetAllocQty(); err == nil {
+				e["AllocQty"] = v.String()
+			}
+
+			if v, err := entry.GetIndividualAllocID(); err == nil {
+				e["IndividualAllocID"] = v
+			}
+
+			if v, err := entry.GetAllocPrice(); err == nil {
+				e["AllocPrice"] = v.String()
+			}
+
+			entries = append(entries, e)
+		}
+
+		body["Allocs"] = entries
+	}
+
+	return domain.FixMessageJSON{
+		Direction:   "IN",
+		MsgType:     "AS",
+		TradeID:     tradeID,
+		Header:      extractHeader(msg.Message),
+		Body:        body,
+		ReceiveTime: time.Now(),
+	}
+}
+
+func parseConfirmationJSON(msg confirmation.Confirmation) domain.FixMessageJSON {
+	// Try TradeID first, fall back to ConfirmID.
+	tradeID := getCustomString(&msg.Message.Body.FieldMap, 1003)
+	if tradeID == "" {
+		tradeID, _ = msg.GetConfirmID()
+	}
+
+	body := map[string]interface{}{}
+
+	if v, _ := msg.GetConfirmID(); v != "" {
+		body["ConfirmID"] = v
+	}
+
+	if v, _ := msg.GetConfirmStatus(); v != "" {
+		body["ConfirmStatus"] = string(v)
+	}
+
+	if v, _ := msg.GetConfirmTransType(); v != "" {
+		body["ConfirmTransType"] = string(v)
+	}
+
+	if v, _ := msg.GetIndividualAllocID(); v != "" {
+		body["IndividualAllocID"] = v
+	}
+
+	if v, _ := msg.GetTradeDate(); v != "" {
+		body["TradeDate"] = v
+	}
+
+	if v := getCustomString(&msg.Message.Body.FieldMap, tagTWClrID); v != "" {
+		body["TWClrID"] = v
+	}
+
+	if v := getCustomString(&msg.Message.Body.FieldMap, tagDlrClrID); v != "" {
+		body["DlrClrID"] = v
+	}
+
+	if v := getCustomString(&msg.Message.Body.FieldMap, tagClearingStatus); v != "" {
+		body["ClearingStatus"] = v
+	}
+
+	return domain.FixMessageJSON{
+		Direction:   "IN",
+		MsgType:     "AK",
+		TradeID:     tradeID,
+		Header:      extractHeader(msg.Message),
+		Body:        body,
+		ReceiveTime: time.Now(),
+	}
+}
+
+func extractTradeIdentifier(msg *quickfix.Message) string {
+	// Primary: TradeID (1003).
+	var tradeID quickfix.FIXString
+	if err := msg.Body.GetField(tag.TradeID, &tradeID); err == nil && string(tradeID) != "" {
+		return string(tradeID)
+	}
+
+	// Fallback: SecondaryOrderID (198) — used in AllocationReport to reference the trade.
+	var secOrderID quickfix.FIXString
+	if err := msg.Body.GetField(tag.SecondaryOrderID, &secOrderID); err == nil && string(secOrderID) != "" {
+		return string(secOrderID)
+	}
+
+	// Last resort: ConfirmID (664) — for Confirmation messages without TradeID.
+	var confirmID quickfix.FIXString
+	if err := msg.Body.GetField(tag.ConfirmID, &confirmID); err == nil && string(confirmID) != "" {
+		return string(confirmID)
+	}
+
+	return ""
+}
+
+func buildOutgoingMessageJSON(msgType, tradeID string, body map[string]interface{}) domain.FixMessageJSON {
+	return domain.FixMessageJSON{
+		Direction:   "OUT",
+		MsgType:     msgType,
+		TradeID:     tradeID,
+		Body:        body,
+		ReceiveTime: time.Now(),
+	}
+}
+
+// extractPartyByRole iterates the Parties repeating group inside a NoSides entry
+// and returns the PartyID for the given target role.
+func extractPartyByRole(side tradecapturereport.NoSides, targetRole enum.PartyRole) string {
+	parties, err := side.GetNoPartyIDs()
+	if err != nil {
+		return ""
+	}
+
+	for i := 0; i < parties.Len(); i++ {
+		party := parties.Get(i)
+
+		role, roleErr := party.GetPartyRole()
+		if roleErr != nil {
+			continue
+		}
+
+		if role == targetRole {
+			id, idErr := party.GetPartyID()
+			if idErr != nil {
+				return ""
+			}
+
+			return id
+		}
+	}
+
+	return ""
+}

src/client/fix/repository/memory.go

@@ -1,58 +0,0 @@
-// Package repository provides in-memory storage implementations.
-package repository
-
-import (
-	"sync"
-
-	"quantex.com/qfixpt/src/domain"
-)
-
-// Memory is a thread-safe in-memory implementation of domain.OrderRepository.
-type Memory struct {
-	mu      sync.RWMutex
-	orders  map[string]domain.ExecutionReport
-	ordered []string // maintains insertion order
-}
-
-// NewMemory creates a new in-memory order repository.
-func NewMemory() *Memory {
-	return &Memory{
-		orders:  make(map[string]domain.ExecutionReport),
-		ordered: []string{},
-	}
-}
-
-// Save stores an execution report, overwriting any existing entry with the same OrderID.
-func (m *Memory) Save(report domain.ExecutionReport) {
-	m.mu.Lock()
-	defer m.mu.Unlock()
-
-	if _, exists := m.orders[report.OrderID]; !exists {
-		m.ordered = append(m.ordered, report.OrderID)
-	}
-
-	m.orders[report.OrderID] = report
-}
-
-// GetAll returns all stored execution reports in insertion order.
-func (m *Memory) GetAll() []domain.ExecutionReport {
-	m.mu.RLock()
-	defer m.mu.RUnlock()
-
-	result := make([]domain.ExecutionReport, 0, len(m.ordered))
-	for _, id := range m.ordered {
-		result = append(result, m.orders[id])
-	}
-
-	return result
-}
-
-// GetByOrderID returns the execution report for the given OrderID.
-func (m *Memory) GetByOrderID(orderID string) (domain.ExecutionReport, bool) {
-	m.mu.RLock()
-	defer m.mu.RUnlock()
-
-	r, ok := m.orders[orderID]
-
-	return r, ok
-}

src/client/store/db.sql

@@ -0,0 +1,16 @@
+CREATE TABLE IF NOT EXISTS qfixpt_messages (
+    id          UUID PRIMARY KEY DEFAULT gen_random_uuid(),
+    trade_id    TEXT NOT NULL,
+    j_message   JSONB NOT NULL,
+    created_at  TIMESTAMPTZ NOT NULL DEFAULT NOW()
+);
+CREATE INDEX IF NOT EXISTS idx_pt_messages_trade_id ON qfixpt_messages(trade_id);
+CREATE INDEX IF NOT EXISTS idx_pt_messages_created_at ON qfixpt_messages(created_at);
+
+CREATE TABLE IF NOT EXISTS qfixpt_logs (
+    id          UUID PRIMARY KEY DEFAULT gen_random_uuid(),
+    trade_id    TEXT NOT NULL UNIQUE,
+    raw_msg     TEXT NOT NULL,
+    created_at  TIMESTAMPTZ NOT NULL DEFAULT NOW(),
+    updated_at  TIMESTAMPTZ NOT NULL DEFAULT NOW()
+);

src/client/store/manager.go

@@ -2,7 +2,9 @@
 package store
 
 import (
+	_ "embed"
 	"log/slog"
+	"strings"
 	"time"
 
 	"quantex.com.ar/multidb"
@@ -11,6 +13,9 @@ import (
 	"quantex.com/qfixpt/src/common/tracerr"
 )
 
+//go:embed db.sql
+var schemaSQL string
+
 const dbPingSeconds = 30
 
 type Store struct {
@@ -45,9 +50,31 @@ func New(config Config) (*Store, error) {
 
 	go s.db.PeriodicDBPing(time.Second * dbPingSeconds)
 
+	if err := s.ensureTables(); err != nil {
+		return nil, tracerr.Errorf("error ensuring tables: %w", err)
+	}
+
 	return s, nil
 }
 
+func (p *Store) ensureTables() error {
+	statements := strings.Split(schemaSQL, ";")
+	for _, stmt := range statements {
+		stmt = strings.TrimSpace(stmt)
+		if stmt == "" {
+			continue
+		}
+
+		if _, err := p.db.Exec(stmt); err != nil {
+			return tracerr.Errorf("error executing schema statement: %w", err)
+		}
+	}
+
+	slog.Info("database tables ensured")
+
+	return nil
+}
+
 func (p *Store) CloseDB() {
 	p.db.Close()
 	slog.Info("closing database connection.")

src/client/store/persistence.go

@@ -0,0 +1,103 @@
+package store
+
+import (
+	"encoding/json"
+	"strings"
+	"time"
+
+	"quantex.com/qfixpt/src/common/tracerr"
+	"quantex.com/qfixpt/src/domain"
+)
+
+func (p *Store) SaveMessage(msg domain.TradeMessage) error {
+	jsonBytes, err := json.Marshal(msg.JMessage)
+	if err != nil {
+		return tracerr.Errorf("error marshaling j_message: %w", err)
+	}
+
+	_, err = p.db.Exec(
+		"INSERT INTO qfixpt_messages (trade_id, j_message) VALUES ($1, $2)",
+		msg.TradeID, string(jsonBytes),
+	)
+	if err != nil {
+		return tracerr.Errorf("error inserting message: %w", err)
+	}
+
+	return nil
+}
+
+func (p *Store) SaveLog(entry domain.LogEntry) error {
+	upsertStmt := `INSERT INTO qfixpt_logs (trade_id, raw_msg)
+		VALUES ($1, $2)
+		ON CONFLICT (trade_id) DO UPDATE
+		SET raw_msg = qfixpt_logs.raw_msg || E'\n' || EXCLUDED.raw_msg,
+		    updated_at = NOW()`
+
+	_, err := p.db.Exec(upsertStmt, entry.TradeID, entry.RawMsg)
+	if err != nil {
+		return tracerr.Errorf("error upserting log: %w", err)
+	}
+
+	return nil
+}
+
+func (p *Store) GetTodayMessages() ([]domain.TradeMessage, error) {
+	rows, err := p.db.Query(
+		"SELECT id, trade_id, j_message, created_at FROM qfixpt_messages WHERE created_at >= current_date ORDER BY created_at ASC",
+	)
+	if err != nil {
+		return nil, tracerr.Errorf("error querying today messages: %w", err)
+	}
+	defer rows.Close()
+
+	var messages []domain.TradeMessage
+
+	for rows.Next() {
+		var (
+			id, tradeID string
+			jMessageRaw []byte
+			createdAt   time.Time
+		)
+
+		if err := rows.Scan(&id, &tradeID, &jMessageRaw, &createdAt); err != nil {
+			return nil, tracerr.Errorf("error scanning message row: %w", err)
+		}
+
+		var jMessage domain.FixMessageJSON
+		if err := json.Unmarshal(jMessageRaw, &jMessage); err != nil {
+			return nil, tracerr.Errorf("error unmarshaling j_message: %w", err)
+		}
+
+		messages = append(messages, domain.TradeMessage{
+			ID:        id,
+			TradeID:   tradeID,
+			JMessage:  jMessage,
+			CreatedAt: createdAt,
+		})
+	}
+
+	if err := rows.Err(); err != nil {
+		return nil, tracerr.Errorf("error iterating message rows: %w", err)
+	}
+
+	return messages, nil
+}
+
+func (p *Store) GetLogsByTradeID(tradeID string) (domain.Logs, error) {
+	rows, err := p.db.Query("SELECT raw_msg FROM qfixpt_logs WHERE trade_id = $1", tradeID)
+	if err != nil {
+		return domain.Logs{}, tracerr.Errorf("error querying logs: %w", err)
+	}
+	defer rows.Close()
+
+	if !rows.Next() {
+		return domain.Logs{}, nil
+	}
+
+	var rawMsg string
+	if err := rows.Scan(&rawMsg); err != nil {
+		return domain.Logs{}, tracerr.Errorf("error scanning log row: %w", err)
+	}
+
+	return domain.Logs{Entries: strings.Split(rawMsg, "\n")}, nil
+}

src/cmd/service/service.go

@@ -9,7 +9,6 @@ import (
 	"quantex.com/qfixpt/src/client/api/rest"
 	"quantex.com/qfixpt/src/client/data"
 	"quantex.com/qfixpt/src/client/fix"
-	fixrepo "quantex.com/qfixpt/src/client/fix/repository"
 	googlechat "quantex.com/qfixpt/src/client/notify/google"
 	"quantex.com/qfixpt/src/client/store"
 	"quantex.com/qfixpt/src/client/store/external"
@@ -38,27 +37,14 @@ func Runner(cfg app.Config) error {
 		return fmt.Errorf("error trying to create store %w", err)
 	}
 
-	// In-memory repository shared between the FIX initiator and the REST API.
+	userData := data.New()
-	orderRepo := fixrepo.NewMemory()
 
-	// Start the FIX initiator if a settings file is configured.
+	// Initialize FIX Post-Trade Manager.
-	var fixInitiator *fix.Initiator
+	fixManager := fix.NewManager(cfg.FIX, appStore, notify)
-	if cfg.FIX.SettingsFile != "" {
+	if err = fixManager.Start(); err != nil {
-		fixInitiator, err = fix.NewInitiator(cfg.FIX.SettingsFile, orderRepo)
-		if err != nil {
-			return fmt.Errorf("error creating FIX initiator: %w", err)
-		}
-
-		if err = fixInitiator.Start(); err != nil {
 		return fmt.Errorf("error starting FIX initiator: %w", err)
 	}
-
+	defer fixManager.Stop()
-		slog.Info("FIX initiator started", "settingsFile", cfg.FIX.SettingsFile)
-	} else {
-		slog.Warn("FIX.SettingsFile not configured — FIX initiator will not start")
-	}
-
-	userData := data.New()
 
 	apiConfig := rest.Config{
 		Port:               cfg.APIBasePort,
@@ -68,14 +54,10 @@ func Runner(cfg app.Config) error {
 		EnableJWTAuth:      cfg.EnableJWTAuth,
 	}
 
-	api := rest.New(userData, appStore, apiConfig, notify, orderRepo)
+	api := rest.New(userData, appStore, fixManager, apiConfig, notify)
 	api.Run()
 
 	cmd.WaitForInterruptSignal(nil)
 
-	if fixInitiator != nil {
-		fixInitiator.Stop()
-	}
-
 	return nil
 }

src/domain/execution_report.go

@@ -1,34 +0,0 @@
-package domain
-
-import (
-	"time"
-
-	"github.com/shopspring/decimal"
-)
-
-// ExecutionReport represents a FIX ExecutionReport (MsgType=8) received from the counterparty.
-type ExecutionReport struct {
-	OrderID      string
-	ClOrdID      string
-	ExecID       string
-	ExecType     string
-	OrdStatus    string
-	Symbol       string
-	Side         string
-	OrderQty     decimal.Decimal
-	Price        decimal.Decimal
-	LastPx       decimal.Decimal
-	LastQty      decimal.Decimal
-	CumQty       decimal.Decimal
-	LeavesQty    decimal.Decimal
-	AvgPx        decimal.Decimal
-	TransactTime time.Time
-	Account      string
-}
-
-// OrderRepository defines the interface for storing and retrieving execution reports.
-type OrderRepository interface {
-	Save(report ExecutionReport)
-	GetAll() []ExecutionReport
-	GetByOrderID(orderID string) (ExecutionReport, bool)
-}

src/domain/persistence.go

@@ -0,0 +1,63 @@
+package domain
+
+import "time"
+
+// PostTradeStatus represents the lifecycle state of a post-trade record.
+type PostTradeStatus string
+
+const (
+	PostTradeStatusActive    PostTradeStatus = "active"
+	PostTradeStatusCorrected PostTradeStatus = "corrected"
+	PostTradeStatusCancelled PostTradeStatus = "cancelled"
+)
+
+// FixMessageJSON is the structured representation of a FIX message for storage.
+type FixMessageJSON struct {
+	Direction   string                 `json:"direction"`
+	MsgType     string                 `json:"msg_type"`
+	TradeID     string                 `json:"trade_id"`
+	Header      map[string]interface{} `json:"header"`
+	Body        map[string]interface{} `json:"body"`
+	ReceiveTime time.Time              `json:"receive_time"`
+}
+
+// TradeMessage is a row in qfixpt_messages.
+type TradeMessage struct {
+	ID        string         `json:"id"`
+	TradeID   string         `json:"trade_id"`
+	JMessage  FixMessageJSON `json:"j_message"`
+	CreatedAt time.Time      `json:"created_at"`
+}
+
+// LogEntry is the DTO for inserting/appending a raw log in qfixpt_logs.
+type LogEntry struct {
+	TradeID string
+	RawMsg  string
+}
+
+// Logs is the response for GET /trades/:tradeID/logs.
+type Logs struct {
+	Entries []string `json:"entries"`
+}
+
+// PostTrade is the exported representation of a post-trade record for the API.
+type PostTrade struct {
+	TradeID         string          `json:"trade_id"`
+	TradeReportID   string          `json:"trade_report_id"`
+	TradeReportType string          `json:"trade_report_type"`
+	Side            string          `json:"side"`
+	LastQty         string          `json:"last_qty"`
+	LastPx          string          `json:"last_px"`
+	SettlDate       string          `json:"settl_date"`
+	TradeDate       string          `json:"trade_date"`
+	Status          PostTradeStatus `json:"status"`
+	TWTradeID       string          `json:"tw_trade_id"`
+}
+
+// PersistenceStore defines the persistence interface for post-trade messages.
+type PersistenceStore interface {
+	SaveMessage(msg TradeMessage) error
+	SaveLog(entry LogEntry) error
+	GetTodayMessages() ([]TradeMessage, error)
+	GetLogsByTradeID(tradeID string) (Logs, error)
+}

src/domain/posttrade.go

@@ -0,0 +1,61 @@
+package domain
+
+import "github.com/shopspring/decimal"
+
+// Trade represents data extracted from a TradeCaptureReport (35=AE).
+type Trade struct {
+	TradeReportID    string          // 571
+	TradeID          string          // 1003
+	ExecID           string          // 17
+	OrigTradeID      string          // 1903
+	OrigSecondaryID  string          // 1906
+	LastQty          decimal.Decimal // 32
+	LastPx           decimal.Decimal // 31
+	Spread           decimal.Decimal // 218 (236 = benchmark curve name)
+	Side             string          // 54
+	AccruedInterest  decimal.Decimal // 159
+	NetMoney         decimal.Decimal // 118
+	GrossTradeAmt    decimal.Decimal // 381
+	SettlDate        string          // 64
+	TradeDate        string          // 75
+	ListID           string          // 66
+	TradeReportType  string          // 856
+	TradeHandlInst   string          // 487
+	TradeReportRefID string          // 572
+	ClearingFirm     string          // Party role=4
+	TradewebTraderID string          // Party role=1007 (custom)
+	TestMessage      bool            // 23029 (custom)
+	TWTradeID        string          // 23068 (custom)
+	TWOrigTradeID    string          // 23096 (custom)
+}
+
+// Allocation represents data extracted from an AllocationReport (35=AS).
+type Allocation struct {
+	AllocReportID  string       // 755
+	AllocTransType string       // 71
+	TradeID        string       // 1003
+	TestMessage    bool         // 23029 (custom)
+	Entries        []AllocEntry // NoAllocs group (78)
+}
+
+// AllocEntry represents a single entry in the NoAllocs repeating group.
+type AllocEntry struct {
+	AllocAccount      string          // 79
+	AllocQty          decimal.Decimal // 80
+	IndividualAllocID string          // 467
+	AllocPrice        decimal.Decimal // 154 (via custom tag access if needed)
+	CashSettlAmount   decimal.Decimal // 742 (via custom tag access if needed)
+}
+
+// ConfirmationMsg represents data extracted from a Confirmation (35=AK).
+type ConfirmationMsg struct {
+	ConfirmID         string // 664
+	ConfirmStatus     string // 665
+	ConfirmTransType  string // 666
+	IndividualAllocID string // 467
+	TWClrID           string // 23025 (custom)
+	DlrClrID          string // 23027 (custom)
+	ClearingStatus    string // 5440 (custom)
+	TradeDate         string // 75
+	TestMessage       bool   // 23029 (custom)
+}