Update ordermatch to fix 5.0 and fix error to cancel orders

.github/workflows/ci.yml

@@ -16,14 +16,14 @@ jobs:
     runs-on: ubuntu-latest
     steps:
       - name: Setup
-        uses: actions/setup-go@v2
+        uses: actions/setup-go@v3
         with:
           go-version: ${{ matrix.go }}
-      - uses: actions/checkout@v2
+      - uses: actions/checkout@v3
       - name: Get Deps
         run: go mod vendor
       - name: Lint
-        uses: golangci/golangci-lint-action@v2
+        uses: golangci/golangci-lint-action@v3
         with:
           version: v1.50.1
 

.gitignore

@@ -4,3 +4,4 @@ vendor
 bin
 .exe
 dist/
+.idea

Makefile

@@ -22,4 +22,10 @@ build-linux:
 	GOOS=linux GOARCH=amd64 go build -v -o ./bin/qf .
 
 build-docker: clean build-linux
-	docker build -t quickfixgo/qf:latest .
+	docker build -t quickfixgo/qf:latest .
+
+run-client:
+	./bin/qf tradeclient ./config/tradeclient.cfg
+
+run-server:
+	./bin/qf ordermatch ./config/ordermatch.cfg

cmd/ordermatch/internal/market.go

@@ -101,7 +101,7 @@ func (m Market) Display() {
 		fmt.Printf("%+v\n", bid)
 	}
 
-	fmt.Println("OFFERS:")
+	fmt.Println("ASKS:")
 	fmt.Println("-----")
 	fmt.Println()
 

cmd/ordermatch/ordermatch.go

@@ -30,10 +30,10 @@ import (
 	"github.com/quickfixgo/examples/cmd/ordermatch/internal"
 	"github.com/quickfixgo/examples/cmd/utils"
 	"github.com/quickfixgo/field"
-	"github.com/quickfixgo/fix42/executionreport"
-	"github.com/quickfixgo/fix42/marketdatarequest"
-	"github.com/quickfixgo/fix42/newordersingle"
-	"github.com/quickfixgo/fix42/ordercancelrequest"
+	"github.com/quickfixgo/fix50/executionreport"
+	"github.com/quickfixgo/fix50/marketdatarequest"
+	"github.com/quickfixgo/fix50/newordersingle"
+	"github.com/quickfixgo/fix50/ordercancelrequest"
 	"github.com/spf13/cobra"
 
 	"github.com/quickfixgo/quickfix"
@@ -62,7 +62,9 @@ func newApplication() *Application {
 func (a Application) OnCreate(sessionID quickfix.SessionID) {}
 
 // OnLogon implemented as part of Application interface
-func (a Application) OnLogon(sessionID quickfix.SessionID) {}
+func (a Application) OnLogon(sessionID quickfix.SessionID) {
+
+}
 
 // OnLogout implemented as part of Application interface
 func (a Application) OnLogout(sessionID quickfix.SessionID) {}
@@ -204,21 +206,21 @@ func (a *Application) updateOrder(order internal.Order, status enum.OrdStatus) {
 	execReport := executionreport.New(
 		field.NewOrderID(order.ClOrdID),
 		field.NewExecID(a.genExecID()),
-		field.NewExecTransType(enum.ExecTransType_NEW),
 		field.NewExecType(enum.ExecType(status)),
 		field.NewOrdStatus(status),
-		field.NewSymbol(order.Symbol),
 		field.NewSide(order.Side),
 		field.NewLeavesQty(order.OpenQuantity(), 2),
 		field.NewCumQty(order.ExecutedQuantity, 2),
-		field.NewAvgPx(order.AvgPx, 2),
 	)
-	execReport.SetOrderQty(order.Quantity, 2)
+
 	execReport.SetClOrdID(order.ClOrdID)
+	execReport.SetSymbol(order.Symbol)
+	execReport.SetOrderQty(order.Quantity, 2)
+	execReport.SetAvgPx(order.AvgPx, 2)
 
 	switch status {
 	case enum.OrdStatus_FILLED, enum.OrdStatus_PARTIALLY_FILLED:
-		execReport.SetLastShares(order.LastExecutedQuantity, 2)
+		execReport.SetLastQty(order.LastExecutedQuantity, 2)
 		execReport.SetLastPx(order.LastExecutedPrice, 2)
 	}
 

cmd/tradeclient/internal/console.go

@@ -137,7 +137,7 @@ func queryClOrdID() field.ClOrdIDField {
 }
 
 func queryOrigClOrdID() field.OrigClOrdIDField {
-	return field.NewOrigClOrdID(("OrigClOrdID"))
+	return field.NewOrigClOrdID(queryString("OrigClOrdID"))
 }
 
 func querySymbol() field.SymbolField {
@@ -207,15 +207,17 @@ func queryTimeInForce() field.TimeInForceField {
 }
 
 func queryOrderQty() field.OrderQtyField {
-	return field.NewOrderQty(queryDecimal("OrderQty"), 2)
+	dec := queryDecimal("OrderQty").Truncate(8)
+	return field.NewOrderQty(dec, 8)
 }
 
 func queryPrice() field.PriceField {
-	return field.NewPrice(queryDecimal("Price"), 2)
+	dec := queryDecimal("Price").Truncate(8)
+	return field.NewPrice(dec, 8)
 }
 
 func queryStopPx() field.StopPxField {
-	return field.NewStopPx(queryDecimal("Stop Price"), 2)
+	return field.NewStopPx(queryDecimal("Stop Price"), 8)
 }
 
 func querySenderCompID() field.SenderCompIDField {
@@ -370,7 +372,6 @@ func queryNewOrderSingle50() (msg *quickfix.Message) {
 	order.SetHandlInst("1")
 	order.Set(querySymbol())
 	order.Set(queryOrderQty())
-	order.Set(queryTimeInForce())
 
 	switch ordType.Value() {
 	case enum.OrdType_LIMIT, enum.OrdType_STOP_LIMIT:
@@ -382,6 +383,8 @@ func queryNewOrderSingle50() (msg *quickfix.Message) {
 		order.Set(queryStopPx())
 	}
 
+	order.Set(queryTimeInForce())
+
 	msg = order.ToMessage()
 	queryHeader(&msg.Header)
 

cmd/tradeclient/tradeclient.go

@@ -17,10 +17,12 @@ package tradeclient
 
 import (
 	"bytes"
+	"encoding/json"
 	"fmt"
 	"io"
 	"os"
 	"path"
+	"strconv"
 
 	"github.com/quickfixgo/examples/cmd/tradeclient/internal"
 	"github.com/quickfixgo/examples/cmd/utils"
@@ -34,10 +36,12 @@ type TradeClient struct {
 }
 
 // OnCreate implemented as part of Application interface
-func (e TradeClient) OnCreate(sessionID quickfix.SessionID) {}
+func (e TradeClient) OnCreate(sessionID quickfix.SessionID) {
+}
 
 // OnLogon implemented as part of Application interface
-func (e TradeClient) OnLogon(sessionID quickfix.SessionID) {}
+func (e TradeClient) OnLogon(sessionID quickfix.SessionID) {
+}
 
 // OnLogout implemented as part of Application interface
 func (e TradeClient) OnLogout(sessionID quickfix.SessionID) {}
@@ -58,7 +62,17 @@ func (e TradeClient) ToApp(msg *quickfix.Message, sessionID quickfix.SessionID)
 
 // 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, sessionID quickfix.SessionID) (reject quickfix.MessageRejectError) {
+	fmt.Println()
+	fmt.Println()
 	utils.PrintInfo(fmt.Sprintf("FromApp: %s", msg.String()))
+	typeString, _ := msg.MsgType()
+	utils.PrintInfo(fmt.Sprintf("Response type: %s", typeString))
+	for _, tag := range msg.Body.Tags() {
+		value, _ := msg.Body.GetString(tag)
+		intVar, _ := strconv.Atoi(fmt.Sprintf("%v", tag))
+		utils.PrintInfo(fmt.Sprintf("%s: %v", Dic.TagField[intVar].Name, value))
+	}
+
 	return
 }
 
@@ -80,7 +94,37 @@ var (
 	}
 )
 
+type FixDicField struct {
+	Tag  int `json:"Tag"`
+	Name string `json:"Name"`
+	Type string `json:"Type"`
+}
+
+type FixDic struct {
+	FixVersion string              `json:"FixVersion"`
+	Fields     []FixDicField       `json:"Fields"`
+	TagField   map[int]FixDicField `json:"-"`
+}
+
+var Dic FixDic
+
 func execute(cmd *cobra.Command, args []string) error {
+	file, err := os.ReadFile("./dictionary/fix5.json")
+	if err != nil {
+		fmt.Println(err)
+	}
+
+	err = json.Unmarshal(file, &Dic)
+	if err != nil {
+		fmt.Println(err)
+	}
+
+	Dic.TagField = make(map[int]FixDicField, 0)
+
+	for _, field := range Dic.Fields {
+		Dic.TagField[field.Tag] = field
+	}
+
 	var cfgFileName string
 	argLen := len(args)
 	switch argLen {

config/ordermatch.cfg

@@ -1,25 +1,10 @@
 [DEFAULT]
 SocketAcceptPort=5001
-SenderCompID=ISLD
-TargetCompID=TW
 ResetOnLogon=Y
 FileLogPath=tmp
 
-[SESSION]
-BeginString=FIX.4.0
-
-[SESSION]
-BeginString=FIX.4.1
-
-[SESSION]
-BeginString=FIX.4.2
-
-[SESSION]
-BeginString=FIX.4.3
-
-[SESSION]
-BeginString=FIX.4.4
-
 [SESSION]
 BeginString=FIXT.1.1
+SenderCompID=T
+TargetCompID=S
 DefaultApplVerID=7

config/tradeclient.cfg

@@ -2,26 +2,11 @@
 SocketConnectHost=127.0.0.1
 SocketConnectPort=5001
 HeartBtInt=30
-SenderCompID=TW
-TargetCompID=ISLD
 ResetOnLogon=Y
 FileLogPath=tmp
 
-[SESSION]
-BeginString=FIX.4.0
-
-[SESSION]
-BeginString=FIX.4.1
-
-[SESSION]
-BeginString=FIX.4.2
-
-[SESSION]
-BeginString=FIX.4.3
-
-[SESSION]
-BeginString=FIX.4.4
-
 [SESSION]
 BeginString=FIXT.1.1
-DefaultApplVerID=7
+SenderCompID=S
+TargetCompID=T
+DefaultApplVerID=7