// 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 }