func main() {
app := &EchoApplication{}
app.log = log.New(ioutil.Discard, "", log.LstdFlags)
//app.log = log.New(os.Stdout, "", log.LstdFlags)
router.AddRoute(enum.BeginStringFIX40, "D", app.processMsg)
router.AddRoute(enum.BeginStringFIX41, "D", app.processMsg)
router.AddRoute(enum.BeginStringFIX42, "D", app.processMsg)
router.AddRoute(enum.BeginStringFIX43, "D", app.processMsg)
router.AddRoute(enum.BeginStringFIX44, "D", app.processMsg)
router.AddRoute(string(enum.ApplVerID_FIX50), "D", app.processMsg)
router.AddRoute(string(enum.ApplVerID_FIX50SP1), "D", app.processMsg)
router.AddRoute(string(enum.ApplVerID_FIX50SP2), "D", app.processMsg)
router.AddRoute(enum.BeginStringFIX42, "d", app.processMsg)
router.AddRoute(enum.BeginStringFIX43, "d", app.processMsg)
router.AddRoute(enum.BeginStringFIX44, "d", app.processMsg)
router.AddRoute(string(enum.ApplVerID_FIX50), "d", app.processMsg)
router.AddRoute(string(enum.ApplVerID_FIX50SP1), "d", app.processMsg)
router.AddRoute(string(enum.ApplVerID_FIX50SP2), "d", app.processMsg)
cfg, err := os.Open(os.Args[1])
if err != nil {
fmt.Printf("Error opening %v, %v\n", os.Args[1], err)
return
}
appSettings, err := quickfix.ParseSettings(cfg)
if err != nil {
fmt.Println("Error reading cfg:", err)
return
}
fileLogFactory, err := quickfix.NewFileLogFactory(appSettings)
if err != nil {
fmt.Println("Error creating file log factory:", err)
return
}
acceptor, err := quickfix.NewAcceptor(app, quickfix.NewMemoryStoreFactory(), appSettings, fileLogFactory)
if err != nil {
fmt.Println("Unable to create Acceptor: ", err)
return
}
if err = acceptor.Start(); err != nil {
fmt.Println("Unable to start Acceptor: ", err)
return
}
interrupt := make(chan os.Signal)
signal.Notify(interrupt)
<-interrupt
acceptor.Stop()
}
// 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 := &EchoApplication{}
app.log = log.New(ioutil.Discard, "", log.LstdFlags)
//app.log = log.New(os.Stdout, "", log.LstdFlags)
router.AddRoute(fix40nos.Route(app.OnFIX40NewOrderSingle))
router.AddRoute(fix41nos.Route(app.OnFIX41NewOrderSingle))
router.AddRoute(fix42nos.Route(app.OnFIX42NewOrderSingle))
router.AddRoute(fix43nos.Route(app.OnFIX43NewOrderSingle))
router.AddRoute(fix44nos.Route(app.OnFIX44NewOrderSingle))
router.AddRoute(fix50nos.Route(app.OnFIX50NewOrderSingle))
router.AddRoute(fix50sp1nos.Route(app.OnFIX50SP1NewOrderSingle))
router.AddRoute(fix50sp2nos.Route(app.OnFIX50SP2NewOrderSingle))
router.AddRoute(fix42secdef.Route(app.OnFIX42SecurityDefinition))
router.AddRoute(fix43secdef.Route(app.OnFIX43SecurityDefinition))
router.AddRoute(fix44secdef.Route(app.OnFIX44SecurityDefinition))
router.AddRoute(fix50secdef.Route(app.OnFIX50SecurityDefinition))
router.AddRoute(fix50sp1secdef.Route(app.OnFIX50SP1SecurityDefinition))
router.AddRoute(fix50sp2secdef.Route(app.OnFIX50SP2SecurityDefinition))
cfg, err := os.Open(os.Args[1])
if err != nil {
fmt.Printf("Error opening %v, %v\n", os.Args[1], err)
return
}
appSettings, err := quickfix.ParseSettings(cfg)
if err != nil {
fmt.Println("Error reading cfg:", err)
return
}
fileLogFactory, err := quickfix.NewFileLogFactory(appSettings)
if err != nil {
fmt.Println("Error creating file log factory:", err)
return
}
acceptor, err := quickfix.NewAcceptor(app, quickfix.NewMemoryStoreFactory(), appSettings, fileLogFactory)
if err != nil {
fmt.Println("Unable to create Acceptor: ", err)
return
}
if err = acceptor.Start(); err != nil {
fmt.Println("Unable to start Acceptor: ", err)
return
}
interrupt := make(chan os.Signal)
signal.Notify(interrupt)
<-interrupt
acceptor.Stop()
}
func main() {
flag.Parse()
if *cpuprofile != "" {
f, err := os.Create(*cpuprofile)
if err != nil {
log.Fatal(err)
}
pprof.StartCPUProfile(f)
defer pprof.StopCPUProfile()
}
log.Print("NumCPU: ", runtime.NumCPU())
log.Print("GOMAXPROCS: ", runtime.GOMAXPROCS(-1))
metrics = make(stat.IntSlice, *sampleSize)
cfg, err := os.Open(*fixconfig)
if err != nil {
log.Fatal(err)
}
appSettings, err := quickfix.ParseSettings(cfg)
if err != nil {
log.Fatal(err)
}
logFactory := quickfix.NewNullLogFactory()
storeFactory := quickfix.NewMemoryStoreFactory()
acceptor, err := quickfix.NewAcceptor(app, storeFactory, appSettings, logFactory)
if err != nil {
log.Fatal(err)
}
if err = acceptor.Start(); err != nil {
log.Fatal(err)
}
<-allDone
elapsed := time.Since(t0)
metricsUS := make(stat.Float64Slice, *sampleSize)
for i, durationNS := range metrics {
metricsUS[i] = float64(durationNS) / 1000.0
}
mean := stat.Mean(metricsUS)
max, maxIndex := stat.Max(metricsUS)
stdev := stat.Sd(metricsUS)
log.Printf("Sample mean is %g us", mean)
log.Printf("Sample max is %g us (%v)", max, maxIndex)
log.Printf("Standard Dev is %g us", stdev)
log.Printf("Processed %d msg in %v [effective rate: %.4f msg/s]", count, elapsed, float64(count)/float64(elapsed)*float64(time.Second))
}
func main() {
flag.Parse()
cfgFileName := "ordermatch.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
}
logFactory := quickfix.NewScreenLogFactory()
app := newApplication()
acceptor, err := quickfix.NewAcceptor(app, quickfix.NewMemoryStoreFactory(), appSettings, logFactory)
if err != nil {
fmt.Printf("Unable to create Acceptor: %s\n", err)
return
}
err = acceptor.Start()
if err != nil {
fmt.Printf("Unable to start Acceptor: %s\n", err)
return
}
interrupt := make(chan os.Signal)
signal.Notify(interrupt, os.Interrupt, os.Kill)
go func() {
<-interrupt
acceptor.Stop()
os.Exit(0)
}()
scanner := bufio.NewScanner(os.Stdin)
for {
scanner.Scan()
switch value := scanner.Text(); value {
case "#symbols":
app.Display()
default:
app.DisplayMarket(value)
}
}
}
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() {
app := app.NewAcceptorApp()
cfg, _ := os.Open("whygo/cfg/acceptor.cfg")
storeFactory := quickfix.NewMemoryStoreFactory()
appSettings, _ := quickfix.ParseSettings(cfg)
logFactory, _ := quickfix.NewFileLogFactory(appSettings)
acceptor, _ := quickfix.NewAcceptor(app, storeFactory, appSettings, logFactory)
acceptor.Start()
interrupt := make(chan os.Signal)
signal.Notify(interrupt)
<-interrupt
}
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", "executor.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
}
logFactory := quickfix.NewScreenLogFactory()
app := newExecutor()
acceptor, err := quickfix.NewAcceptor(app, quickfix.NewMemoryStoreFactory(), appSettings, logFactory)
if err != nil {
fmt.Printf("Unable to create Acceptor: %s\n", err)
return
}
err = acceptor.Start()
if err != nil {
fmt.Printf("Unable to start Acceptor: %s\n", err)
return
}
interrupt := make(chan os.Signal)
signal.Notify(interrupt, os.Interrupt, os.Kill)
<-interrupt
acceptor.Stop()
}
func main() {
cfgFileName := "executor.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
}
fileLogFactory, err := quickfix.NewFileLogFactory(appSettings)
if err != nil {
fmt.Println("Error creating file log factory,", err)
return
}
app := NewExecutor()
acceptor, err := quickfix.NewAcceptor(app, quickfix.NewMemoryStoreFactory(), appSettings, fileLogFactory)
if err != nil {
fmt.Printf("Unable to create Acceptor: %s\n", err)
return
}
acceptor.Start()
interrupt := make(chan os.Signal)
signal.Notify(interrupt)
<-interrupt
acceptor.Stop()
}
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
}
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()
}