Merge pull request #5 from cbusbey/trade_client_md_requests

demo sending repeating groups with md requests in trade client

Author: cbusbey

tradeclient/console.go

@@ -21,6 +21,13 @@ import (
 	fix44nos "github.com/quickfixgo/quickfix/fix44/newordersingle"
 	fix50nos "github.com/quickfixgo/quickfix/fix50/newordersingle"
 
+	fix42mdr "github.com/quickfixgo/quickfix/fix42/marketdatarequest"
+	fix43mdr "github.com/quickfixgo/quickfix/fix43/marketdatarequest"
+	fix44mdr "github.com/quickfixgo/quickfix/fix44/marketdatarequest"
+	"github.com/quickfixgo/quickfix/fix50/instrmtmdreqgrp"
+	fix50mdr "github.com/quickfixgo/quickfix/fix50/marketdatarequest"
+	"github.com/quickfixgo/quickfix/fix50/mdreqgrp"
+
 	"os"
 	"strconv"
 	"strings"
@@ -31,6 +38,8 @@ func queryAction() (string, error) {
 	fmt.Println()
 	fmt.Println("1) Enter Order")
 	fmt.Println("2) Cancel Order")
+	fmt.Println("3) Request Market Test")
+	fmt.Println("4) Quit")
 	fmt.Print("Action: ")
 	scanner := bufio.NewScanner(os.Stdin)
 	scanner.Scan()
@@ -854,6 +863,74 @@ func queryOrderCancelRequest50() (msg quickfix.Message, err error) {
 	queryHeader(msg.Header)
 	return
 }
+func queryMarketDataRequest42() (msg quickfix.Message, err error) {
+	request := fix42mdr.Message{
+		MDReqID:                 "MARKETDATAID",
+		SubscriptionRequestType: enum.SubscriptionRequestType_SNAPSHOT,
+		MarketDepth:             0,
+		NoMDEntryTypes:          []fix42mdr.NoMDEntryTypes{fix42mdr.NoMDEntryTypes{MDEntryType: enum.MDEntryType_BID}},
+		NoRelatedSym:            []fix42mdr.NoRelatedSym{fix42mdr.NoRelatedSym{Symbol: "LNUX"}},
+	}
+
+	msg = request.Marshal()
+	queryHeader(msg.Header)
+	return
+}
+
+func queryMarketDataRequest43() (msg quickfix.Message, err error) {
+	request := fix43mdr.Message{
+		MDReqID:                 "MARKETDATAID",
+		SubscriptionRequestType: enum.SubscriptionRequestType_SNAPSHOT,
+		MarketDepth:             0,
+		NoMDEntryTypes:          []fix43mdr.NoMDEntryTypes{fix43mdr.NoMDEntryTypes{MDEntryType: enum.MDEntryType_BID}},
+	}
+
+	symbol := "LNUX"
+	var relatedSym fix43mdr.NoRelatedSym
+	relatedSym.Instrument.Symbol = &symbol
+	request.NoRelatedSym = []fix43mdr.NoRelatedSym{relatedSym}
+
+	msg = request.Marshal()
+	queryHeader(msg.Header)
+	return
+}
+
+func queryMarketDataRequest44() (msg quickfix.Message, err error) {
+	request := fix44mdr.Message{
+		MDReqID:                 "MARKETDATAID",
+		SubscriptionRequestType: enum.SubscriptionRequestType_SNAPSHOT,
+		MarketDepth:             0,
+		NoMDEntryTypes:          []fix44mdr.NoMDEntryTypes{fix44mdr.NoMDEntryTypes{MDEntryType: enum.MDEntryType_BID}},
+	}
+
+	symbol := "LNUX"
+	var relatedSym fix44mdr.NoRelatedSym
+	relatedSym.Instrument.Symbol = &symbol
+	request.NoRelatedSym = []fix44mdr.NoRelatedSym{relatedSym}
+
+	msg = request.Marshal()
+	queryHeader(msg.Header)
+	return
+}
+
+func queryMarketDataRequest50() (msg quickfix.Message, err error) {
+	request := fix50mdr.Message{
+		MDReqID:                 "MARKETDATAID",
+		SubscriptionRequestType: enum.SubscriptionRequestType_SNAPSHOT,
+		MarketDepth:             0,
+	}
+
+	request.MDReqGrp.NoMDEntryTypes = []mdreqgrp.NoMDEntryTypes{mdreqgrp.NoMDEntryTypes{enum.MDEntryType_BID}}
+
+	symbol := "LNUX"
+	var relatedSym instrmtmdreqgrp.NoRelatedSym
+	relatedSym.Instrument.Symbol = &symbol
+	request.InstrmtMDReqGrp.NoRelatedSym = []instrmtmdreqgrp.NoRelatedSym{relatedSym}
+
+	msg = request.Marshal()
+	queryHeader(msg.Header)
+	return
+}
 
 func queryEnterOrder() error {
 	beginString, err := queryVersion()
@@ -929,3 +1006,38 @@ func queryCancelOrder() error {
 
 	return nil
 }
+
+func queryMarketDataRequest() error {
+	beginString, err := queryVersion()
+	if err != nil {
+		return err
+	}
+
+	var req quickfix.Message
+	switch beginString {
+	case enum.BeginStringFIX42:
+		req, err = queryMarketDataRequest42()
+
+	case enum.BeginStringFIX43:
+		req, err = queryMarketDataRequest43()
+
+	case enum.BeginStringFIX44:
+		req, err = queryMarketDataRequest44()
+
+	case enum.BeginStringFIXT11:
+		req, err = queryMarketDataRequest50()
+
+	default:
+		return fmt.Errorf("No test for version %v", beginString)
+	}
+
+	if err != nil {
+		return err
+	}
+
+	if queryConfirm("Send MarketDataRequest") {
+		return quickfix.Send(req)
+	}
+
+	return nil
+}

tradeclient/tradeclient.go

@@ -7,33 +7,41 @@ import (
 	"os"
 )
 
+//TradeClient implements the quickfix.Application interface
 type TradeClient struct {
 }
 
+//OnCreate implemented as part of Application interface
 func (e TradeClient) OnCreate(sessionID quickfix.SessionID) {
 	return
 }
 
+//OnLogon implemented as part of Application interface
 func (e TradeClient) OnLogon(sessionID quickfix.SessionID) {
 	return
 }
 
+//OnLogout implemented as part of Application interface
 func (e TradeClient) OnLogout(sessionID quickfix.SessionID) {
 	return
 }
 
+//FromAdmin implemented as part of Application interface
 func (e TradeClient) FromAdmin(msg quickfix.Message, sessionID quickfix.SessionID) (reject quickfix.MessageRejectError) {
 	return
 }
 
+//ToAdmin implemented as part of Application interface
 func (e TradeClient) ToAdmin(msg quickfix.Message, sessionID quickfix.SessionID) {
 	return
 }
 
+//ToApp implemented as part of Application interface
 func (e TradeClient) ToApp(msg quickfix.Message, sessionID quickfix.SessionID) (err error) {
 	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, sessionID quickfix.SessionID) (reject quickfix.MessageRejectError) {
 	fmt.Printf("FromApp: %s\n", msg.String())
 	return
@@ -75,6 +83,7 @@ func main() {
 
 	initiator.Start()
 
+Loop:
 	for {
 		action, err := queryAction()
 		if err != nil {
@@ -88,13 +97,19 @@ func main() {
 		case "2":
 			err = queryCancelOrder()
 
+		case "3":
+			err = queryMarketDataRequest()
+
+		case "4":
+			//quit
+			break Loop
+
 		default:
 			err = fmt.Errorf("unknown action: '%v'", action)
 		}
 
 		if err != nil {
 			fmt.Printf("%v\n", err)
-			break
 		}
 	}