// Common behaviours to persist and publish populated Execution entity into our data layer and message bus
func (app FIXClient) processExecutionReport(er *proto.Execution) quickfix.MessageRejectError {
// Find the Order by using the OrderKey without the Version
// Need to try to LOAD the order, if that fails then alert stating unsolicited order received
keyVersion := strings.Split(er.ClientOrderId, ".")
if len(keyVersion) != 2 {
return quickfix.ValueIsIncorrect(tag.ClOrdID)
}
if oKey, err := strconv.Atoi(keyVersion[0]); err != nil {
return quickfix.ValueIsIncorrect(tag.ClOrdID)
} else {
if ord, err := app.OrderStore.OrderGetByOrderKey(int32(oKey)); err != nil {
log.WithError(err).Warnf("Received ExecutionReport with OrderKey(%v) does not exist.", oKey)
return nil // TODO: ignore or quickfix.ValueIsIncorrect(tag.ClOrdID)
} else {
er.OrderId = ord.OrderId
}
}
// Persist the execution report
if err := app.OrderStore.ExecutionCreate(er); err == nil {
//publish to message bus
data, _ := er.Marshal()
app.MessageBus.Publish("order.Execution", data)
} else {
log.WithField("execution", er).WithError(err).Error("[ MC ] ERROR Create Reject Execution")
}
// Do any validating and if we are good to continue
// Check if we need to cancel any execution
// Check if we need to correct any execution
switch er.ExecType {
case proto.Execution_TRADE_CANCEL:
case proto.Execution_TRADE_CORRECT:
//TODO: TryGetAmendedExecution
case proto.Execution_RESTATED:
case proto.Execution_REJECTED:
}
// Check if the trade is fully filled or is done for day or canceled
// .. Send message to TradePump to say trade filled and already to book.
return nil
}
