add FIX over WS example for order entry and drop copy #11
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- wss://api.wss.dev.power.trade/v1/fix_order_entry - wss://api.wss.dev.power.trade/v1/fix_drop_copy using forked version of quickfix with websocket support added
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| go 1.22 | ||
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| replace github.com/quickfixgo/quickfix => github.com/Power-Trade/quickfix v0.9.6-powertrade.1 |
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Is it possible to use upstream quickfix but customise only some classes (e.g. Initiator)?
Experience with custom Initiator/Acceptor may be useful, because we want multiple connections (with same Sender&Target) and the easiest way to support it is to mark different connections' sessions with different SessionID.Qualifier.
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Is it possible to use upstream quickfix but customise only some classes (e.g. Initiator)?
Um.. don't think we can limit the changes to only Initiator/Acceptor. This is the changes I've made in quickfix.
The Dailer interface changes must be added given the current structure.
Experience with custom Initiator/Acceptor may be useful, because we want multiple connections (with same Sender&Target) and the easiest way to support it is to mark different connections' sessions with different SessionID.Qualifier.
Agree it would be good to gain the experience, but I think this can be treated as a separate problem to tackle.
| DataDictionary=spec/FIX44-PT.xml | ||
| SocketUseSSL=Y | ||
| WebsocketLocation=wss://api.wss.test.power.trade/v1/fix_drop_copy | ||
| WebsocketOrigin=http://localhost/ No newline at end of file |
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Do we need WebsocketOrigin (I ignore HTTP headers on server side)? If yes, what about optional generic WebsocketHTTPHeaders?
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This seems is a required field (golang.org/x/net/websocket) to start websocket connection. As a client library (quickfix), it's better to piggyback expose control over it to the user.
If yes, what about optional generic WebsocketHTTPHeaders?
yea, indeed we should expose those optional field as well, to allow user to have complete control over the ws connection
| ResetOnLogon=Y | ||
| DataDictionary=spec/FIX44-PT.xml | ||
| SocketUseSSL=Y | ||
| WebsocketLocation=wss://api.wss.test.power.trade/v1/fix_drop_copy |
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We have a duplication of api.wss.test.power.trade in SocketConnectHost and WebsocketLocation.
Let's either use only WebsocketLocation (remove SenderConnection*) or use SocketConnectionHost (i.e. if it has schema ws/wss, use WebSocket initiator)
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We have a duplication of api.wss.test.power.trade in SocketConnectHost and WebsocketLocation.
this can be fixed in quickfix layer indeed. I have to keep SocketConnectHost there because they are mandatory fields, but it should be optional if WebsocketLocation is provided.
(remove SenderConnection*)
sorry, not sure what you mean here?
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updated quickfix to allow SocketConnectHost to be optional
| switch *loggerCmd { | ||
| case "file": | ||
| logFactory = NewBeautyLogFactory(quickfix.NewScreenLogFactory()) | ||
| logFactory = NewBeautyLogFactory(screenlog.NewLogFactory()) |
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It is due to upstream refactoring, right?
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| go 1.22 | ||
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| replace github.com/quickfixgo/quickfix => github.com/Power-Trade/quickfix v0.9.6-powertrade.1 |
There was a problem hiding this comment.
Is it possible to use upstream quickfix but customise only some classes (e.g. Initiator)?
Um.. don't think we can limit the changes to only Initiator/Acceptor. This is the changes I've made in quickfix.
The Dailer interface changes must be added given the current structure.
Experience with custom Initiator/Acceptor may be useful, because we want multiple connections (with same Sender&Target) and the easiest way to support it is to mark different connections' sessions with different SessionID.Qualifier.
Agree it would be good to gain the experience, but I think this can be treated as a separate problem to tackle.
| ResetOnLogon=Y | ||
| DataDictionary=spec/FIX44-PT.xml | ||
| SocketUseSSL=Y | ||
| WebsocketLocation=wss://api.wss.test.power.trade/v1/fix_drop_copy |
There was a problem hiding this comment.
We have a duplication of api.wss.test.power.trade in SocketConnectHost and WebsocketLocation.
this can be fixed in quickfix layer indeed. I have to keep SocketConnectHost there because they are mandatory fields, but it should be optional if WebsocketLocation is provided.
(remove SenderConnection*)
sorry, not sure what you mean here?
| DataDictionary=spec/FIX44-PT.xml | ||
| SocketUseSSL=Y | ||
| WebsocketLocation=wss://api.wss.test.power.trade/v1/fix_drop_copy | ||
| WebsocketOrigin=http://localhost/ No newline at end of file |
There was a problem hiding this comment.
This seems is a required field (golang.org/x/net/websocket) to start websocket connection. As a client library (quickfix), it's better to piggyback expose control over it to the user.
If yes, what about optional generic WebsocketHTTPHeaders?
yea, indeed we should expose those optional field as well, to allow user to have complete control over the ws connection
Issue: https://github.com/Power-Trade/cplx-ops/issues/156
using forked version of quickfix with websocket support added