// Create a FIXClient with common routes for market connectors
func NewFIXClient(c common.Config) *FIXClient {
app := &FIXClient{
MessageRouter: quickfix.NewMessageRouter(),
marketConnectorName: c.MarketConnectorName,
}
// Initiate message bus listening for requests
if msgbus, err := messagebus.Connect(c.MessageBusURL); err != nil {
log.Fatalf("error: Cannot connect to order message bus @ %v", c.MessageBusURL)
} else {
app.MessageBus = msgbus
}
// Connect to database storage driver
if storage, err := database.NewOrderStore(c.DatabaseDriver, c.DatabaseUrl, nil); err != nil {
log.Fatalf("error: Cannot connect to database driver %v @ %v", c.DatabaseDriver, c.DatabaseUrl)
} else {
app.OrderStore = storage
}
// QuickFIX settings from config
appSettings := quickfix.NewSettings()
var settings *quickfix.SessionSettings
settings = appSettings.GlobalSettings()
settings.Set("SocketConnectHost", "127.0.0.1")
settings.Set("SocketConnectPort", "5001")
settings.Set("HeartBtInt", "30")
settings.Set("SenderCompID", "CYAN")
settings.Set("TargetCompID", "CORP")
settings.Set("ResetOnLogon", "Y")
settings.Set("FileLogPath", "tmp")
settings = quickfix.NewSessionSettings()
settings.Set("BeginString", "FIX.4.4")
if session, err := appSettings.AddSession(settings); err != nil {
log.WithError(err).Fatal("FIX Session Error")
} else {
app.Session = session
}
// FIX routes
app.AddRoute(fix44er.Route(app.onFIX44ExecutionReport))
app.AddRoute(fix44ocj.Route(app.onFIX44OrderCancelReject))
// FIX logging
logFactory := quickfix.NewNullLogFactory() // quickfix.NewScreenLogFactory()
// Create initiator
if initiator, err := quickfix.NewInitiator(app, quickfix.NewMemoryStoreFactory(), appSettings, logFactory); err != nil {
log.WithError(err).Fatal("FIX NewInitiator Error")
} else {
app.Initiator = initiator
}
return app
}
func newExecutor() *executor {
e := &executor{MessageRouter: quickfix.NewMessageRouter()}
e.AddRoute(fix40nos.Route(e.OnFIX40NewOrderSingle))
e.AddRoute(fix41nos.Route(e.OnFIX41NewOrderSingle))
e.AddRoute(fix42nos.Route(e.OnFIX42NewOrderSingle))
e.AddRoute(fix43nos.Route(e.OnFIX43NewOrderSingle))
e.AddRoute(fix44nos.Route(e.OnFIX44NewOrderSingle))
e.AddRoute(fix50nos.Route(e.OnFIX50NewOrderSingle))
return e
}
func newApplication() *Application {
app := &Application{
MessageRouter: quickfix.NewMessageRouter(),
OrderMatcher: NewOrderMatcher(),
}
app.AddRoute(newordersingle.Route(app.onNewOrderSingle))
app.AddRoute(ordercancelrequest.Route(app.onOrderCancelRequest))
app.AddRoute(marketdatarequest.Route(app.onMarketDataRequest))
return app
}
package main
import (
"fmt"
"io/ioutil"
"log"
"os"
"os/signal"
"github.com/quickfixgo/quickfix"
"github.com/quickfixgo/quickfix/enum"
"github.com/quickfixgo/quickfix/field"
"github.com/quickfixgo/quickfix/tag"
)
var router *quickfix.MessageRouter = quickfix.NewMessageRouter()
type EchoApplication struct {
log *log.Logger
OrderIds map[string]bool
}
func (e EchoApplication) OnCreate(sessionID quickfix.SessionID) {
e.log.Printf("OnCreate %v\n", sessionID.String())
}
func (e *EchoApplication) OnLogon(sessionID quickfix.SessionID) {
e.log.Printf("OnLogon %v\n", sessionID.String())
e.OrderIds = make(map[string]bool)
}
func (e *EchoApplication) OnLogout(sessionID quickfix.SessionID) {
e.log.Printf("OnLogout %v\n", sessionID.String())