func TestNewMarketConnectorNewOrderRequest(t *testing.T) {
//config
sc := common.NewConfig()
sc.MessageBusURL = "nats://localhost:22222"
sc.DatabaseDriver = "memstore"
//start MC
svc := NewMarketConnector(sc)
svc.Start()
time.Sleep(100 * time.Millisecond)
// mock a NewOrderRequest, really should come from OrderRouter
request := &proto.NewOrderRequest{
Order: testOrder.MockOrder(),
}
request.Order.OrderStatus = proto.OrderStatus_ORDER_RECEIVED
request.Order.SubmitDatetime = time.Now().UTC().Format(time.RFC3339Nano)
request.Order.MessageType = proto.Order_NEW
request.Order.OrderKey = int32(321)
svc.app.OrderStore.OrderCreate(request.Order)
// subscribe to check if we can receive a fill execution report from sim broker
recvExecutionReport := false
svc.app.MessageBus.Subscribe("order.Execution", func(m *messagebus.Msg) {
recvExecutionReport = true
exec := new(proto.Execution)
if err := exec.Unmarshal(m.Data); err == nil {
if exec.ClientOrderId != "321.1" {
t.Fatalf("unexpected execution report ClOrdId %v, expecting 321.1", exec.ClientOrderId)
}
if exec.OrderId != 1 {
t.Fatalf("unexpected execution report OrderId %v, expecting 1", exec.OrderId)
}
} else {
t.Fatalf("unexpected execution report: %v", err)
}
})
// send above mock NewOrderRequest
data, _ := request.Marshal()
svc.app.MessageBus.Publish("order.NewOrderRequest.MC."+MarketConnectorName, data)
time.Sleep(100 * time.Millisecond)
//stop and disconnect MC
svc.Close()
if recvExecutionReport == false {
t.Fatal("No execution report received from mock order new request")
}
}
// 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
}
