// Common Order FIX client routines serving requests from order router
// if a market connector has special case it will need to implement its own start routine like below
func (app FIXClient) Start() error {
err := app.Initiator.Start()
// Subscribe to order flow topics
// NEW
app.MessageBus.Subscribe("order.NewOrderRequest.MC."+app.marketConnectorName, func(m *messagebus.Msg) {
request := new(proto.NewOrderRequest)
if err := request.Unmarshal(m.Data); err == nil {
order := request.Order
//TODO: this is only prototype, migrate common tasks: instruments / limits processing
fixmsg := fix44nos.Message{
ClOrdID: strconv.Itoa(int(order.OrderKey)) + "." + strconv.Itoa(int(order.Version)),
Side: util.ProtoEnumToFIXEnum(int(order.Side)),
TransactTime: time.Now(),
OrdType: util.ProtoEnumToFIXEnum(int(order.OrderType)),
}
// Instrument specific
fixmsg.Instrument.Symbol = &order.Symbol
fixmsg.OrderQty = &order.Quantity
if order.OrderType == proto.OrderType_LIMIT || order.OrderType == proto.OrderType_LIMIT_ON_CLOSE {
fixmsg.Price = &order.LimitPrice
}
// Broker specific
fixmsg.Account = &order.BrokerAccount
fixmsg.HandlInst = stringPtr(util.ProtoEnumToFIXEnum(int(order.HandleInst)))
// 142 SenderLocationID
// Mandatory for CME exchanges. It contains a 2-character country. For the US and Canada, the state/province is included.
fixmsg.SenderLocationID = stringPtr("UK")
log.Info("MC->FIX FIX44NewOrderSingle")
if err := quickfix.SendToTarget(fixmsg, app.Session); err != nil {
log.WithError(err).Fatal("FIX quickfix.SendToTarget Error")
}
}
})
// TODO: CANCEL
// TODO: REPLACE
return err
}
func NewService(c Config) *Service {
// Hardware Info
uuid = fmt.Sprint(hostname, ":", pid)
log.Infof("Service [%v] starting @ %v", c.ServiceName, uuid)
// Service handle
svc := &Service{
Config: c,
Status: proto.STARTING,
shutdownChannel: make(chan bool),
}
// Messaging bus
messageBus, err := messagebus.Connect(svc.Config.MessageBusURL)
svc.messageBus = messageBus
if err != nil {
log.WithField("MessageBusURL", svc.Config.MessageBusURL).Fatal("error: Cannot connect to message bus")
}
//Heartbeating
currDateTime := time.Now().UTC().Format(time.RFC3339)
hbMsg := &proto.Heartbeat{
Name: svc.Config.ServiceName,
Id: uuid,
Status: proto.STARTING,
Machine: hostname,
CreationDatetime: currDateTime,
CurrentDatetime: currDateTime,
}
svc.lastHBMsg = hbMsg
hbTicker := time.NewTicker(time.Second * time.Duration(svc.Config.HeartbeatFreq))
go func(shutdownChannel chan bool) {
publish_address := "service.Heartbeat." + svc.Config.ServiceName
for range hbTicker.C {
hbMsg.CurrentDatetime = time.Now().UTC().Format(time.RFC3339)
hbMsg.Status = svc.Status
if data, _ := hbMsg.Marshal(); data != nil {
messageBus.Publish(publish_address, data)
}
select {
case <-shutdownChannel:
hbTicker.Stop()
//Publish Stop heartbeat
if svc.Status != proto.ERROR {
svc.Status = proto.STOPPED
}
hbMsg.CurrentDatetime = time.Now().UTC().Format(time.RFC3339)
hbMsg.Status = svc.Status
if data, _ := hbMsg.Marshal(); data != nil {
messageBus.Publish(publish_address, data)
}
messageBus.Close()
log.Info("Server Terminated")
return
}
}
}(svc.shutdownChannel)
return svc
}
func BenchmarkLogger_small(b *testing.B) {
for i := 0; i < b.N; i++ {
l.Info("login")
}
}
func TestLogger_levels(t *testing.T) {
l.Debug("uploading")
l.Info("upload complete")
}