// 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
}
