Exemple #1
0
func main() {
	app := &EchoApplication{}
	app.log = log.New(ioutil.Discard, "", log.LstdFlags)
	//app.log = log.New(os.Stdout, "", log.LstdFlags)

	router.AddRoute(enum.BeginStringFIX40, "D", app.processMsg)
	router.AddRoute(enum.BeginStringFIX41, "D", app.processMsg)
	router.AddRoute(enum.BeginStringFIX42, "D", app.processMsg)
	router.AddRoute(enum.BeginStringFIX43, "D", app.processMsg)
	router.AddRoute(enum.BeginStringFIX44, "D", app.processMsg)
	router.AddRoute(string(enum.ApplVerID_FIX50), "D", app.processMsg)
	router.AddRoute(string(enum.ApplVerID_FIX50SP1), "D", app.processMsg)
	router.AddRoute(string(enum.ApplVerID_FIX50SP2), "D", app.processMsg)

	router.AddRoute(enum.BeginStringFIX42, "d", app.processMsg)
	router.AddRoute(enum.BeginStringFIX43, "d", app.processMsg)
	router.AddRoute(enum.BeginStringFIX44, "d", app.processMsg)
	router.AddRoute(string(enum.ApplVerID_FIX50), "d", app.processMsg)
	router.AddRoute(string(enum.ApplVerID_FIX50SP1), "d", app.processMsg)
	router.AddRoute(string(enum.ApplVerID_FIX50SP2), "d", app.processMsg)

	cfg, err := os.Open(os.Args[1])
	if err != nil {
		fmt.Printf("Error opening %v, %v\n", os.Args[1], err)
		return
	}

	appSettings, err := quickfix.ParseSettings(cfg)
	if err != nil {
		fmt.Println("Error reading cfg:", err)
		return
	}

	fileLogFactory, err := quickfix.NewFileLogFactory(appSettings)

	if err != nil {
		fmt.Println("Error creating file log factory:", err)
		return
	}

	acceptor, err := quickfix.NewAcceptor(app, quickfix.NewMemoryStoreFactory(), appSettings, fileLogFactory)
	if err != nil {
		fmt.Println("Unable to create Acceptor: ", err)
		return
	}

	if err = acceptor.Start(); err != nil {
		fmt.Println("Unable to start Acceptor: ", err)
		return
	}

	interrupt := make(chan os.Signal)
	signal.Notify(interrupt)
	<-interrupt

	acceptor.Stop()
}
Exemple #2
0
func main() {
	app := &EchoApplication{}
	app.log = log.New(ioutil.Discard, "", log.LstdFlags)
	//app.log = log.New(os.Stdout, "", log.LstdFlags)

	router.AddRoute(fix40nos.Route(app.OnFIX40NewOrderSingle))
	router.AddRoute(fix41nos.Route(app.OnFIX41NewOrderSingle))
	router.AddRoute(fix42nos.Route(app.OnFIX42NewOrderSingle))
	router.AddRoute(fix43nos.Route(app.OnFIX43NewOrderSingle))
	router.AddRoute(fix44nos.Route(app.OnFIX44NewOrderSingle))
	router.AddRoute(fix50nos.Route(app.OnFIX50NewOrderSingle))
	router.AddRoute(fix50sp1nos.Route(app.OnFIX50SP1NewOrderSingle))
	router.AddRoute(fix50sp2nos.Route(app.OnFIX50SP2NewOrderSingle))

	router.AddRoute(fix42secdef.Route(app.OnFIX42SecurityDefinition))
	router.AddRoute(fix43secdef.Route(app.OnFIX43SecurityDefinition))
	router.AddRoute(fix44secdef.Route(app.OnFIX44SecurityDefinition))
	router.AddRoute(fix50secdef.Route(app.OnFIX50SecurityDefinition))
	router.AddRoute(fix50sp1secdef.Route(app.OnFIX50SP1SecurityDefinition))
	router.AddRoute(fix50sp2secdef.Route(app.OnFIX50SP2SecurityDefinition))

	cfg, err := os.Open(os.Args[1])
	if err != nil {
		fmt.Printf("Error opening %v, %v\n", os.Args[1], err)
		return
	}

	appSettings, err := quickfix.ParseSettings(cfg)
	if err != nil {
		fmt.Println("Error reading cfg:", err)
		return
	}

	fileLogFactory, err := quickfix.NewFileLogFactory(appSettings)

	if err != nil {
		fmt.Println("Error creating file log factory:", err)
		return
	}

	acceptor, err := quickfix.NewAcceptor(app, quickfix.NewMemoryStoreFactory(), appSettings, fileLogFactory)
	if err != nil {
		fmt.Println("Unable to create Acceptor: ", err)
		return
	}

	if err = acceptor.Start(); err != nil {
		fmt.Println("Unable to start Acceptor: ", err)
		return
	}

	interrupt := make(chan os.Signal)
	signal.Notify(interrupt)
	<-interrupt

	acceptor.Stop()
}
Exemple #3
0
func main() {
	app := app.NewInitiatorApp()

	cfg, _ := os.Open("whygo/cfg/initiator.cfg")
	storeFactory := quickfix.NewMemoryStoreFactory()
	appSettings, _ := quickfix.ParseSettings(cfg)
	logFactory, _ := quickfix.NewFileLogFactory(appSettings)
	initiator, _ := quickfix.NewInitiator(app, storeFactory, appSettings, logFactory)

	initiator.Start()
	app.Run()
}
Exemple #4
0
func main() {
	cfgFileName := "tradeclient.cfg"
	cfg, err := os.Open(cfgFileName)
	if err != nil {
		fmt.Printf("Error opening %v, %v\n", cfgFileName, err)
		return
	}

	appSettings, err := quickfix.ParseSettings(cfg)
	if err != nil {
		fmt.Println("Error reading cfg,", err)
		return
	}

	app := TradeClient{}
	fileLogFactory, err := quickfix.NewFileLogFactory(appSettings)

	if err != nil {
		fmt.Println("Error creating file log factory,", err)
		return
	}

	initiator, err := quickfix.NewInitiator(app, quickfix.NewMemoryStoreFactory(), appSettings, fileLogFactory)
	if err != nil {
		fmt.Printf("Unable to create Initiator: %s\n", err)
		return
	}

	initiator.Start()

	for {
		action, err := queryAction()
		if err != nil {
			break
		}

		switch action {
		case "1":
			err = queryEnterOrder()

		default:
			err = fmt.Errorf("unknown action: '%v'", action)
		}

		if err != nil {
			fmt.Printf("%v\n", err)
			break
		}
	}

	initiator.Stop()
}
Exemple #5
0
func main() {
	app := app.NewAcceptorApp()

	cfg, _ := os.Open("whygo/cfg/acceptor.cfg")
	storeFactory := quickfix.NewMemoryStoreFactory()
	appSettings, _ := quickfix.ParseSettings(cfg)
	logFactory, _ := quickfix.NewFileLogFactory(appSettings)
	acceptor, _ := quickfix.NewAcceptor(app, storeFactory, appSettings, logFactory)
	acceptor.Start()

	interrupt := make(chan os.Signal)
	signal.Notify(interrupt)
	<-interrupt
}
Exemple #6
0
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)
	if err != nil {
		log.Fatal(err)
	}

	initiator, err := quickfix.NewInitiator(app, 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.Builder(
			field.NewClOrdID("100"),
			field.NewHandlInst("1"),
			field.NewSymbol("TSLA"),
			field.NewSide(enum.Side_BUY),
			&field.TransactTimeField{},
			field.NewOrdType(enum.OrdType_MARKET))

		quickfix.SendToTarget(order, SessionID)
		time.Sleep(1 * time.Millisecond)
	}

	time.Sleep(2 * time.Second)
}
Exemple #7
0
func main() {
	cfgFileName := "executor.cfg"
	cfg, err := os.Open(cfgFileName)
	if err != nil {
		fmt.Printf("Error opening %v, %v\n", cfgFileName, err)
		return
	}

	appSettings, err := quickfix.ParseSettings(cfg)
	if err != nil {
		fmt.Println("Error reading cfg,", err)
		return
	}

	fileLogFactory, err := quickfix.NewFileLogFactory(appSettings)

	if err != nil {
		fmt.Println("Error creating file log factory,", err)
		return
	}

	app := NewExecutor()

	acceptor, err := quickfix.NewAcceptor(app, quickfix.NewMemoryStoreFactory(), appSettings, fileLogFactory)
	if err != nil {
		fmt.Printf("Unable to create Acceptor: %s\n", err)
		return
	}

	acceptor.Start()

	interrupt := make(chan os.Signal)
	signal.Notify(interrupt)
	<-interrupt

	acceptor.Stop()
}
Exemple #8
0
func main() {
	flag.Parse()

	cfgFileName := path.Join("config", "tradeclient.cfg")
	if flag.NArg() > 0 {
		cfgFileName = flag.Arg(0)
	}

	cfg, err := os.Open(cfgFileName)
	if err != nil {
		fmt.Printf("Error opening %v, %v\n", cfgFileName, err)
		return
	}

	appSettings, err := quickfix.ParseSettings(cfg)
	if err != nil {
		fmt.Println("Error reading cfg,", err)
		return
	}

	app := TradeClient{}
	fileLogFactory, err := quickfix.NewFileLogFactory(appSettings)

	if err != nil {
		fmt.Println("Error creating file log factory,", err)
		return
	}

	initiator, err := quickfix.NewInitiator(app, quickfix.NewMemoryStoreFactory(), appSettings, fileLogFactory)
	if err != nil {
		fmt.Printf("Unable to create Initiator: %s\n", err)
		return
	}

	initiator.Start()

Loop:
	for {
		action, err := internal.QueryAction()
		if err != nil {
			break
		}

		switch action {
		case "1":
			err = internal.QueryEnterOrder()

		case "2":
			err = internal.QueryCancelOrder()

		case "3":
			err = internal.QueryMarketDataRequest()

		case "4":
			//quit
			break Loop

		default:
			err = fmt.Errorf("unknown action: '%v'", action)
		}

		if err != nil {
			fmt.Printf("%v\n", err)
		}
	}

	initiator.Stop()
}