Beispiel #1
0
// 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
}
Beispiel #2
0
func NewSellSideSimulator(logger string) *SellSideSimulator {
	mc := &SellSideSimulator{}

	// QuickFIX settings
	appSettings := quickfix.NewSettings()
	var settings *quickfix.SessionSettings
	settings = appSettings.GlobalSettings()
	settings.Set("SocketAcceptPort", "5001")
	settings.Set("SenderCompID", "CORP")
	settings.Set("TargetCompID", "CYAN")
	settings.Set("ResetOnLogon", "Y")
	settings.Set("FileLogPath", "tmp")
	settings = quickfix.NewSessionSettings()
	settings.Set("BeginString", "FIX.4.4")
	appSettings.AddSession(settings)

	app := NewExecutor()

	var logFactory quickfix.LogFactory
	switch logger {
	case "console":
		logFactory = quickfix.NewScreenLogFactory()
	default:
		logFactory = quickfix.NewNullLogFactory()

	}

	acceptor, err := quickfix.NewAcceptor(app, quickfix.NewMemoryStoreFactory(), appSettings, logFactory)
	if err != nil {
		log.Panic(err)
	}

	mc.acceptor = acceptor

	return mc
}