func main() {
flag.Parse()
cfg, err := os.Open(*fixconfig)
if err != nil {
log.Fatal(err)
}
appSettings, err := quickfix.ParseSettings(cfg)
if err != nil {
log.Fatal(err)
}
// logFactory, err := quickfix.NewFileLogFactory(appSettings)
logFactory := quickfix.NewNullLogFactory()
if err != nil {
log.Fatal(err)
}
storeFactory := quickfix.NewMemoryStoreFactory()
initiator, err := quickfix.NewInitiator(app, storeFactory, appSettings, logFactory)
if err != nil {
log.Fatal(err)
}
if err = initiator.Start(); err != nil {
log.Fatal(err)
}
<-start
for i := 0; i < *sampleSize; i++ {
order := newordersingle.Message{}
order.ClOrdID = "100"
order.HandlInst = "1"
order.Symbol = "TSLA"
order.Side = enum.Side_BUY
order.TransactTime = time.Now()
order.OrdType = enum.OrdType_MARKET
quickfix.SendToTarget(order, SessionID)
// time.Sleep(1 * time.Millisecond)
}
time.Sleep(2 * time.Second)
}
func (e *Executor) OnFIX42NewOrderSingle(msg fix42nos.Message, sessionID quickfix.SessionID) (err quickfix.MessageRejectError) {
symbol, err := msg.Symbol()
if err != nil {
return
}
side, err := msg.Side()
if err != nil {
return
}
orderQty, err := msg.OrderQty()
if err != nil {
return
}
ordType, err := msg.OrdType()
if err != nil {
return
}
if ordType.Value != enum.OrdType_LIMIT {
err = quickfix.ValueIsIncorrect(ordType.Tag())
return
}
price, err := msg.Price()
if err != nil {
return
}
clOrdID, err := msg.ClOrdID()
if err != nil {
return
}
execReport := fix42er.Builder(
field.NewOrderID(e.genOrderID()),
field.NewExecID(e.genExecID()),
field.NewExecTransType(enum.ExecTransType_NEW),
field.NewExecType(enum.ExecType_FILL),
field.NewOrdStatus(enum.OrdStatus_FILLED),
symbol,
side,
field.NewLeavesQty(0),
field.NewCumQty(orderQty.Value),
field.NewAvgPx(price.Value))
execReport.Body().Set(clOrdID)
execReport.Body().Set(orderQty)
execReport.Body().Set(field.NewLastShares(orderQty.Value))
execReport.Body().Set(field.NewLastPx(price.Value))
if acct, err := msg.Account(); err != nil {
execReport.Body().Set(acct)
}
quickfix.SendToTarget(execReport.MessageBuilder, sessionID)
return
}