// 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
}
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()
}
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()
}
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)
logFactory := quickfix.NewNullLogFactory()
if err != nil {
log.Fatal(err)
}
storeFactory := quickfix.NewMemoryStoreFactory()
initiator, err := quickfix.NewInitiator(app, storeFactory, 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)
}
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)
logFactory := quickfix.NewNullLogFactory()
if err != nil {
log.Fatal(err)
}
storeFactory := quickfix.NewMemoryStoreFactory()
initiator, err := quickfix.NewInitiator(app, storeFactory, 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.Message{}
order.ClOrdID = "100"
order.HandlInst = "1"
order.Symbol = "TSLA"
order.Side = enum.Side_BUY
order.TransactTime = time.Now()
order.OrdType = enum.OrdType_MARKET
quickfix.SendToTarget(order, SessionID)
// time.Sleep(1 * time.Millisecond)
}
time.Sleep(2 * time.Second)
}
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()
}
