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tradeclient.go
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173 lines (142 loc) · 4.36 KB
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// Copyright (c) quickfixengine.org All rights reserved.
//
// This file may be distributed under the terms of the quickfixengine.org
// license as defined by quickfixengine.org and appearing in the file
// LICENSE included in the packaging of this file.
//
// This file is provided AS IS with NO WARRANTY OF ANY KIND, INCLUDING
// THE WARRANTY OF DESIGN, MERCHANTABILITY AND FITNESS FOR A
// PARTICULAR PURPOSE.
//
// See http://www.quickfixengine.org/LICENSE for licensing information.
//
// Contact ask@quickfixengine.org if any conditions of this licensing
// are not clear to you.
package tradeclient
import (
"bytes"
"fmt"
"io"
"os"
"path"
"github.com/quickfixgo/examples/cmd/tradeclient/internal"
"github.com/quickfixgo/examples/cmd/utils"
"github.com/spf13/cobra"
"github.com/quickfixgo/quickfix"
"github.com/quickfixgo/quickfix/log/file"
)
// TradeClient implements the quickfix.Application interface
type TradeClient struct {
}
// OnCreate implemented as part of Application interface
func (e TradeClient) OnCreate(_ quickfix.SessionID) {}
// OnLogon implemented as part of Application interface
func (e TradeClient) OnLogon(_ quickfix.SessionID) {}
// OnLogout implemented as part of Application interface
func (e TradeClient) OnLogout(_ quickfix.SessionID) {}
// FromAdmin implemented as part of Application interface
func (e TradeClient) FromAdmin(_ *quickfix.Message, _ quickfix.SessionID) (reject quickfix.MessageRejectError) {
return nil
}
// ToAdmin implemented as part of Application interface
func (e TradeClient) ToAdmin(_ *quickfix.Message, _ quickfix.SessionID) {}
// ToApp implemented as part of Application interface
func (e TradeClient) ToApp(msg *quickfix.Message, _ quickfix.SessionID) (err error) {
utils.PrintInfo(fmt.Sprintf("Sending: %s", msg.String()))
return
}
// FromApp implemented as part of Application interface. This is the callback for all Application level messages from the counter party.
func (e TradeClient) FromApp(msg *quickfix.Message, _ quickfix.SessionID) (reject quickfix.MessageRejectError) {
utils.PrintInfo(fmt.Sprintf("FromApp: %s", msg.String()))
return
}
const (
usage = "tradeclient"
short = "Start a tradeclient (FIX initiator) cli trading agent"
long = "Start a tradeclient (FIX initiator) cli trading agent."
)
var (
// Cmd is the quote command.
Cmd = &cobra.Command{
Use: usage,
Short: short,
Long: long,
Aliases: []string{"tc"},
Example: "qf tradeclient [YOUR_FIX_CONFIG_FILE_HERE.cfg] (default is ./config/tradeclient.cfg)",
RunE: execute,
}
)
func execute(_ *cobra.Command, args []string) error {
var cfgFileName string
argLen := len(args)
switch argLen {
case 0:
{
utils.PrintInfo("FIX config file not provided...")
utils.PrintInfo("attempting to use default location './config/tradeclient.cfg' ...")
cfgFileName = path.Join("config", "tradeclient.cfg")
}
case 1:
{
cfgFileName = args[0]
}
default:
{
return fmt.Errorf("incorrect argument number")
}
}
cfg, err := os.Open(cfgFileName)
if err != nil {
return fmt.Errorf("error opening %v, %v", cfgFileName, err)
}
defer cfg.Close()
stringData, readErr := io.ReadAll(cfg)
if readErr != nil {
return fmt.Errorf("error reading cfg: %s,", readErr)
}
appSettings, err := quickfix.ParseSettings(bytes.NewReader(stringData))
if err != nil {
return fmt.Errorf("error reading cfg: %s,", err)
}
app := TradeClient{}
fileLogFactory, err := file.NewLogFactory(appSettings)
if err != nil {
return fmt.Errorf("error creating file log factory: %s,", err)
}
initiator, err := quickfix.NewInitiator(app, quickfix.NewMemoryStoreFactory(), appSettings, fileLogFactory)
if err != nil {
return fmt.Errorf("unable to create initiator: %s", err)
}
err = initiator.Start()
if err != nil {
return fmt.Errorf("unable to start initiator: %s", err)
}
utils.PrintConfig("initiator", bytes.NewReader(stringData))
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 {
utils.PrintBad(err.Error())
}
}
utils.PrintInfo("stopping FIX initiator ..")
initiator.Stop()
utils.PrintInfo("stopped")
return nil
}