// 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
}
// Initialise OrderRouter instance and set up topic subscribers
func NewOrderRouter(c Config) *OrderRouter {
or := &OrderRouter{
Config: c,
// internal variables
stopChan: make(chan bool),
mclist: map[string]time.Time{},
mcChan: make(chan *service.Heartbeat),
reqChan: make(chan OrderRequest),
}
// 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 {
or.orderStore = storage
}
// Keep a list of active MarketConnectors
if ncSvc, err := messagebus.Connect(c.ServiceMessageBusURL); err != nil {
log.Fatalf("error: Cannot connect to service message bus @ %v", c.ServiceMessageBusURL)
} else {
or.msgbusService = ncSvc
ncSvc.Subscribe("service.Heartbeat.MC.>", func(m *messagebus.Msg) {
hbMsg := &service.Heartbeat{}
if err := hbMsg.Unmarshal(m.Data); err == nil {
or.mcChan <- hbMsg
}
})
}
// Order requests processors subscribing
if msgbus, err := messagebus.Connect(c.MessageBusURL); err != nil {
log.Fatalf("error: Cannot connect to order message bus @ %v", c.MessageBusURL)
} else {
or.msgbus = msgbus
//CL->OR order NEW request
msgbus.Subscribe("order.NewOrderRequest", func(m *messagebus.Msg) {
request := new(proto.NewOrderRequest)
if err := request.Unmarshal(m.Data); err == nil && len(m.Reply) > 0 {
// validate basic fields
if request.Order == nil {
// empty request
return
}
if request.Order.MarketConnector == "" {
// empty market connect
return
}
orReq := OrderRequest{
ReplyAddr: m.Reply,
RequestType: REQ_NEW,
Request: request,
}
oO := order.Order{
Order: request.Order,
}
log.Infof("CL->OR NEW %v", oO.String())
or.reqChan <- orReq
}
})
//CL->OR order CANCEL request
msgbus.Subscribe("order.CancelOrderRequest", func(m *messagebus.Msg) {
request := new(proto.CancelOrderRequest)
if err := request.Unmarshal(m.Data); err == nil && len(m.Reply) > 0 {
// validate basic fields
if request.OrderId == 0 {
// request without order id
return
}
orReq := OrderRequest{
ReplyAddr: m.Reply,
RequestType: REQ_CANCEL,
Request: request,
OrderId: request.OrderId,
}
log.Infof("CL->OR CXL OrderKey := %v OrderId := %v", request.OrderKey, request.OrderId)
or.reqChan <- orReq
}
})
//CL->OR order REPLACE request
msgbus.Subscribe("order.ReplaceOrderRequest", func(m *messagebus.Msg) {
request := new(proto.ReplaceOrderRequest)
if err := request.Unmarshal(m.Data); err == nil && len(m.Reply) > 0 {
// validate basic fields
if request.Order == nil {
// empty request
return
}
if request.Order.OrderId == 0 {
// request without order id
return
}
if request.Order.MarketConnector == "" {
// empty market connect
return
}
orReq := OrderRequest{
ReplyAddr: m.Reply,
RequestType: REQ_REPLACE,
Request: request,
OrderId: request.Order.OrderId,
}
log.Infof("CL->OR RPL OrderKey := %v OrderId := %v", request.Order.OrderKey, request.Order.OrderId)
or.reqChan <- orReq
}
})
}
return or
}
