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294 changes: 148 additions & 146 deletions cmd/executor/executor.go

Large diffs are not rendered by default.

2 changes: 1 addition & 1 deletion cmd/ordermatch/internal/market.go
Original file line number Diff line number Diff line change
Expand Up @@ -102,7 +102,7 @@ func (m *Market) Insert(order Order) {
m.Offers.Insert(&order)
}
}
func (m *Market) Cancel(clordID, side string) (order *Order) {
func (m *Market) Cancel(clordID string, side enum.Side) (order *Order) {
if side == enum.Side_BUY {
order = m.Bids.Remove(clordID)
} else {
Expand Down
5 changes: 3 additions & 2 deletions cmd/ordermatch/internal/order.go
Original file line number Diff line number Diff line change
Expand Up @@ -3,6 +3,7 @@ package internal
import (
"time"

"github.com/quickfixgo/quickfix/enum"
"github.com/shopspring/decimal"
)

Expand All @@ -11,8 +12,8 @@ type Order struct {
Symbol string
SenderCompID string
TargetCompID string
Side string
OrdType string
Side enum.Side
OrdType enum.OrdType
Price decimal.Decimal
Quantity decimal.Decimal
ExecutedQuantity decimal.Decimal
Expand Down
8 changes: 6 additions & 2 deletions cmd/ordermatch/internal/ordermatcher.go
Original file line number Diff line number Diff line change
@@ -1,6 +1,10 @@
package internal

import "fmt"
import (
"fmt"

"github.com/quickfixgo/quickfix/enum"
)

type OrderMatcher struct {
markets map[string]*Market
Expand Down Expand Up @@ -34,7 +38,7 @@ func (m *OrderMatcher) Insert(order Order) {
market.Insert(order)
}

func (m *OrderMatcher) Cancel(clordID, symbol, side string) *Order {
func (m *OrderMatcher) Cancel(clordID, symbol string, side enum.Side) *Order {
market, ok := m.markets[symbol]
if !ok {
return nil
Expand Down
22 changes: 11 additions & 11 deletions cmd/ordermatch/ordermatch.go
Original file line number Diff line number Diff line change
Expand Up @@ -107,14 +107,14 @@ func (a *Application) onNewOrderSingle(msg newordersingle.NewOrderSingle, sessio
}

order := internal.Order{
ClOrdID: clOrdID.String(),
Symbol: symbol.String(),
SenderCompID: senderCompID.String(),
TargetCompID: targetCompID.String(),
Side: side.String(),
OrdType: ordType.String(),
Price: price.Decimal,
Quantity: orderQty.Decimal,
ClOrdID: clOrdID,
Symbol: symbol,
SenderCompID: senderCompID,
TargetCompID: targetCompID,
Side: side,
OrdType: ordType,
Price: price,
Quantity: orderQty,
}

a.Insert(order)
Expand Down Expand Up @@ -146,7 +146,7 @@ func (a *Application) onOrderCancelRequest(msg ordercancelrequest.OrderCancelReq
return err
}

order := a.Cancel(origClOrdID.String(), symbol.String(), side.String())
order := a.Cancel(origClOrdID, symbol, side)
if order != nil {
a.cancelOrder(*order)
}
Expand Down Expand Up @@ -180,12 +180,12 @@ func (a *Application) genExecID() string {
return strconv.Itoa(a.execID)
}

func (a *Application) updateOrder(order internal.Order, status string) {
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(status),
field.NewExecType(enum.ExecType(status)),
field.NewOrdStatus(status),
field.NewSymbol(order.Symbol),
field.NewSide(order.Side),
Expand Down
58 changes: 29 additions & 29 deletions cmd/tradeclient/internal/console.go
Original file line number Diff line number Diff line change
Expand Up @@ -140,16 +140,16 @@ func querySide() field.SideField {
}

values := []string{
enum.Side_BUY,
enum.Side_SELL,
enum.Side_SELL_SHORT,
enum.Side_SELL_SHORT_EXEMPT,
enum.Side_CROSS,
enum.Side_CROSS_SHORT,
string(enum.Side_BUY),
string(enum.Side_SELL),
string(enum.Side_SELL_SHORT),
string(enum.Side_SELL_SHORT_EXEMPT),
string(enum.Side_CROSS),
string(enum.Side_CROSS_SHORT),
"A",
}

return field.NewSide(queryFieldChoices("Side", choices, values))
return field.NewSide(enum.Side(queryFieldChoices("Side", choices, values)))
}

func queryOrdType(f *field.OrdTypeField) field.OrdTypeField {
Expand All @@ -161,10 +161,10 @@ func queryOrdType(f *field.OrdTypeField) field.OrdTypeField {
}

values := []string{
enum.OrdType_MARKET,
enum.OrdType_LIMIT,
enum.OrdType_STOP,
enum.OrdType_STOP_LIMIT,
string(enum.OrdType_MARKET),
string(enum.OrdType_LIMIT),
string(enum.OrdType_STOP),
string(enum.OrdType_STOP_LIMIT),
}

f.FIXString = quickfix.FIXString(queryFieldChoices("OrdType", choices, values))
Expand All @@ -180,14 +180,14 @@ func queryTimeInForce() field.TimeInForceField {
"GTX",
}
values := []string{
enum.TimeInForce_DAY,
enum.TimeInForce_IMMEDIATE_OR_CANCEL,
enum.TimeInForce_AT_THE_OPENING,
enum.TimeInForce_GOOD_TILL_CANCEL,
enum.TimeInForce_GOOD_TILL_CROSSING,
string(enum.TimeInForce_DAY),
string(enum.TimeInForce_IMMEDIATE_OR_CANCEL),
string(enum.TimeInForce_AT_THE_OPENING),
string(enum.TimeInForce_GOOD_TILL_CANCEL),
string(enum.TimeInForce_GOOD_TILL_CROSSING),
}

return field.NewTimeInForce(queryFieldChoices("TimeInForce", choices, values))
return field.NewTimeInForce(enum.TimeInForce(queryFieldChoices("TimeInForce", choices, values)))
}

func queryOrderQty() field.OrderQtyField {
Expand Down Expand Up @@ -242,12 +242,12 @@ func queryNewOrderSingle40() fix40nos.NewOrderSingle {
var ordType field.OrdTypeField
order := fix40nos.New(queryClOrdID(), field.NewHandlInst("1"), querySymbol(), querySide(), queryOrderQty(), queryOrdType(&ordType))

switch ordType.FIXString {
switch ordType.Value() {
case enum.OrdType_LIMIT, enum.OrdType_STOP_LIMIT:
order.Set(queryPrice())
}

switch ordType.FIXString {
switch ordType.Value() {
case enum.OrdType_STOP, enum.OrdType_STOP_LIMIT:
order.Set(queryStopPx())
}
Expand All @@ -263,12 +263,12 @@ func queryNewOrderSingle41() (msg quickfix.Message) {
order := fix41nos.New(queryClOrdID(), field.NewHandlInst("1"), querySymbol(), querySide(), queryOrdType(&ordType))
order.Set(queryOrderQty())

switch ordType.FIXString {
switch ordType.Value() {
case enum.OrdType_LIMIT, enum.OrdType_STOP_LIMIT:
order.Set(queryPrice())
}

switch ordType.FIXString {
switch ordType.Value() {
case enum.OrdType_STOP, enum.OrdType_STOP_LIMIT:
order.Set(queryStopPx())
}
Expand All @@ -285,12 +285,12 @@ func queryNewOrderSingle42() (msg quickfix.Message) {
order := fix42nos.New(queryClOrdID(), field.NewHandlInst("1"), querySymbol(), querySide(), field.NewTransactTime(time.Now()), queryOrdType(&ordType))
order.Set(queryOrderQty())

switch ordType.FIXString {
switch ordType.Value() {
case enum.OrdType_LIMIT, enum.OrdType_STOP_LIMIT:
order.Set(queryPrice())
}

switch ordType.FIXString {
switch ordType.Value() {
case enum.OrdType_STOP, enum.OrdType_STOP_LIMIT:
order.Set(queryStopPx())
}
Expand All @@ -307,12 +307,12 @@ func queryNewOrderSingle43() (msg quickfix.Message) {
order.Set(querySymbol())
order.Set(queryOrderQty())

switch ordType.FIXString {
switch ordType.Value() {
case enum.OrdType_LIMIT, enum.OrdType_STOP_LIMIT:
order.Set(queryPrice())
}

switch ordType.FIXString {
switch ordType.Value() {
case enum.OrdType_STOP, enum.OrdType_STOP_LIMIT:
order.Set(queryStopPx())
}
Expand All @@ -331,12 +331,12 @@ func queryNewOrderSingle44() (msg quickfix.Message) {
order.Set(querySymbol())
order.Set(queryOrderQty())

switch ordType.FIXString {
switch ordType.Value() {
case enum.OrdType_LIMIT, enum.OrdType_STOP_LIMIT:
order.Set(queryPrice())
}

switch ordType.FIXString {
switch ordType.Value() {
case enum.OrdType_STOP, enum.OrdType_STOP_LIMIT:
order.Set(queryStopPx())
}
Expand All @@ -356,12 +356,12 @@ func queryNewOrderSingle50() (msg quickfix.Message) {
order.Set(queryOrderQty())
order.Set(queryTimeInForce())

switch ordType.FIXString {
switch ordType.Value() {
case enum.OrdType_LIMIT, enum.OrdType_STOP_LIMIT:
order.Set(queryPrice())
}

switch ordType.FIXString {
switch ordType.Value() {
case enum.OrdType_STOP, enum.OrdType_STOP_LIMIT:
order.Set(queryStopPx())
}
Expand Down

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8 changes: 8 additions & 0 deletions vendor/github.com/quickfixgo/quickfix/config/doc.go

Some generated files are not rendered by default. Learn more about how customized files appear on GitHub.

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