// 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 NewSellSideSimulator(logger string) *SellSideSimulator {
mc := &SellSideSimulator{}
// QuickFIX settings
appSettings := quickfix.NewSettings()
var settings *quickfix.SessionSettings
settings = appSettings.GlobalSettings()
settings.Set("SocketAcceptPort", "5001")
settings.Set("SenderCompID", "CORP")
settings.Set("TargetCompID", "CYAN")
settings.Set("ResetOnLogon", "Y")
settings.Set("FileLogPath", "tmp")
settings = quickfix.NewSessionSettings()
settings.Set("BeginString", "FIX.4.4")
appSettings.AddSession(settings)
app := NewExecutor()
var logFactory quickfix.LogFactory
switch logger {
case "console":
logFactory = quickfix.NewScreenLogFactory()
default:
logFactory = quickfix.NewNullLogFactory()
}
acceptor, err := quickfix.NewAcceptor(app, quickfix.NewMemoryStoreFactory(), appSettings, logFactory)
if err != nil {
log.Panic(err)
}
mc.acceptor = acceptor
return mc
}