Standardize id field with new order

Signed-off-by: Sylvain Rabot <sylvain@abstraction.fr>
sylr · Nov 23, 2022 · 5059101 · 5059101
1 parent fc61159
commit 5059101
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Showing 3 changed files with 76 additions and 67 deletions.
diff --git a/cmd/cancel/mass/mass.go b/cmd/cancel/mass/mass.go
@@ -8,6 +8,7 @@ import (
 	"syscall"
 	"time"
 
+	"github.com/google/uuid"
 	"github.com/quickfixgo/enum"
 	"github.com/quickfixgo/field"
 	"github.com/quickfixgo/quickfix"
@@ -25,6 +26,7 @@ import (
 )
 
 var (
+	optionOrderID            string
 	optionOrderSide          string
 	optionOrderSymbol        string
 	optionExecReportsTimeout time.Duration
@@ -57,6 +59,7 @@ var MassCancelOrderCmd = &cobra.Command{
 }
 
 func init() {
+	MassCancelOrderCmd.Flags().StringVar(&optionOrderID, "id", "", "Order id (uuid autogenerated if not given)")
 	MassCancelOrderCmd.Flags().StringVar(&optionOrderSide, "side", "", "Order side (buy, sell ... etc)")
 	MassCancelOrderCmd.Flags().StringVar(&optionOrderSymbol, "symbol", "", "Order symbol")
 
@@ -75,6 +78,11 @@ func Validate(cmd *cobra.Command, args []string) error {
 		return errors.OptionOrderSideUnknown
 	}
 
+	if len(optionOrderID) == 0 {
+		uid := uuid.New()
+		optionOrderID = uid.String()
+	}
+
 	return nil
 }
 
@@ -191,7 +199,6 @@ LOOP:
 
 		case msg, ok := <-app.FromAppMessages:
 			if !ok {
-				logger.Error().Msg("Bad FIX application message received")
 				break LOOP
 			}
 
@@ -209,6 +216,35 @@ LOOP:
 	return nil
 }
 
+func buildMessage(session config.Session) (quickfix.Messagable, error) {
+	eside, err := dict.OrderSideStringToEnum(optionOrderSide)
+	if err != nil {
+		return nil, err
+	}
+
+	switch session.BeginString {
+	case quickfix.BeginStringFIXT11:
+		switch session.DefaultApplVerID {
+		case "FIX.5.0SP2":
+			message := quickfix.NewMessage()
+			message.Header.Set(field.NewMsgType(enum.MsgType_ORDER_MASS_CANCEL_REQUEST))
+			message.Body.Set(field.NewClOrdID(optionOrderID))
+			message.Body.Set(field.NewMassCancelRequestType(enum.MassCancelRequestType_CANCEL_ORDERS_FOR_A_SECURITY))
+			message.Body.Set(field.NewTransactTime(time.Now()))
+			message.Body.Set(field.NewSide(eside))
+			message.Body.Set(field.NewSymbol(optionOrderSymbol))
+
+			return message, nil
+
+		default:
+			return nil, errors.FixVersionNotImplemented
+		}
+
+	default:
+		return nil, errors.FixVersionNotImplemented
+	}
+}
+
 func processReponse(app *application.CancelOrder, msg *quickfix.Message) error {
 	msgType := field.MsgTypeField{}
 	text := field.TextField{}
@@ -237,6 +273,7 @@ func processReponse(app *application.CancelOrder, msg *quickfix.Message) error {
 	if msgType.Value() == enum.MsgType_REJECT || msgType.Value() == enum.MsgType_BUSINESS_MESSAGE_REJECT {
 		return makeError(errors.FixOrderRejected)
 	}
+
 	if msgType.Value() == enum.MsgType_ORDER_MASS_CANCEL_REPORT {
 		app.WriteMessageBodyAsTable(os.Stdout, msg)
 		resp := field.MassCancelResponseField{}
@@ -249,33 +286,6 @@ func processReponse(app *application.CancelOrder, msg *quickfix.Message) error {
 	} else {
 		return quickfix.InvalidMessageType()
 	}
-	return nil
-}
 
-func buildMessage(session config.Session) (quickfix.Messagable, error) {
-	eside, err := dict.OrderSideStringToEnum(optionOrderSide)
-	if err != nil {
-		return nil, err
-	}
-
-	switch session.BeginString {
-	case quickfix.BeginStringFIXT11:
-		switch session.DefaultApplVerID {
-		case "FIX.5.0SP2":
-			message := quickfix.NewMessage()
-			message.Header.Set(field.NewMsgType(enum.MsgType_ORDER_MASS_CANCEL_REQUEST))
-			message.Body.Set(field.NewClOrdID(optionOrderSymbol + "_CANCELREQ"))
-			message.Body.Set(field.NewMassCancelRequestType(enum.MassCancelRequestType_CANCEL_ORDERS_FOR_A_SECURITY))
-			message.Body.Set(field.NewTransactTime(time.Now()))
-			message.Body.Set(field.NewSide(eside))
-			message.Body.Set(field.NewSymbol(optionOrderSymbol))
-			return message, nil
-
-		default:
-			return nil, errors.FixVersionNotImplemented
-		}
-
-	default:
-		return nil, errors.FixVersionNotImplemented
-	}
+	return nil
 }
diff --git a/cmd/cancel/order/order.go b/cmd/cancel/order/order.go
@@ -4,7 +4,6 @@ import (
 	"fmt"
 	"os"
 	"os/signal"
-	"strconv"
 	"strings"
 	"syscall"
 	"time"
@@ -28,7 +27,7 @@ import (
 var (
 	optionOrderSide          string
 	optionOrderSymbol        string
-	optionOrderID            int
+	optionOrderID            string
 	optionExecReportsTimeout time.Duration
 )
 
@@ -59,15 +58,15 @@ var CancelOrderCmd = &cobra.Command{
 }
 
 func init() {
+	CancelOrderCmd.Flags().StringVar(&optionOrderID, "id", "", "Order id")
 	CancelOrderCmd.Flags().StringVar(&optionOrderSide, "side", "", "Order side (buy, sell ... etc)")
 	CancelOrderCmd.Flags().StringVar(&optionOrderSymbol, "symbol", "", "Order symbol")
-	CancelOrderCmd.Flags().IntVar(&optionOrderID, "id", -1, "Order id (returned in ExecutionReport.OrderID)")
 
 	CancelOrderCmd.Flags().DurationVar(&optionExecReportsTimeout, "exec-reports-timeout", 5*time.Second, "Log out if execution reports not received within timeout (0s wait indefinitely)")
 
+	CancelOrderCmd.MarkFlagRequired("id")
 	CancelOrderCmd.MarkFlagRequired("side")
 	CancelOrderCmd.MarkFlagRequired("symbol")
-	CancelOrderCmd.MarkFlagRequired("id")
 
 	CancelOrderCmd.RegisterFlagCompletionFunc("side", complete.OrderSide)
 }
@@ -195,7 +194,6 @@ LOOP:
 
 		case msg, ok := <-app.FromAppMessages:
 			if !ok {
-				logger.Error().Msg("Bad FIX application message received")
 				break LOOP
 			}
 
@@ -212,6 +210,37 @@ LOOP:
 	return nil
 }
 
+func buildMessage(session config.Session) (quickfix.Messagable, error) {
+	eside, err := dict.OrderSideStringToEnum(optionOrderSide)
+	if err != nil {
+		return nil, err
+	}
+
+	switch session.BeginString {
+	case quickfix.BeginStringFIXT11:
+		switch session.DefaultApplVerID {
+		case "FIX.5.0SP2":
+			message := quickfix.NewMessage()
+			message.Header.Set(field.NewMsgType(enum.MsgType_ORDER_CANCEL_REQUEST))
+			message.Body.Set(field.NewClOrdID(optionOrderID))
+			message.Body.Set(field.NewSide(eside))
+			message.Body.Set(field.NewTransactTime(time.Now()))
+			message.Body.Set(field.NewOrderID(optionOrderID))
+			message.Body.Set(field.NewOrigClOrdID(optionOrderID))
+			message.Body.Set(field.NewSymbol(optionOrderSymbol))
+
+			return message, nil
+
+		default:
+			return nil, errors.FixVersionNotImplemented
+		}
+
+	default:
+		return nil, errors.FixVersionNotImplemented
+	}
+
+}
+
 func processReponse(app *application.CancelOrder, msg *quickfix.Message) error {
 	msgType := field.MsgTypeField{}
 	text := field.TextField{}
@@ -240,10 +269,12 @@ func processReponse(app *application.CancelOrder, msg *quickfix.Message) error {
 	if msgType.Value() == enum.MsgType_REJECT || msgType.Value() == enum.MsgType_BUSINESS_MESSAGE_REJECT {
 		return makeError(errors.FixOrderRejected)
 	}
+
 	if msgType.Value() == enum.MsgType_ORDER_CANCEL_REJECT {
 		app.WriteMessageBodyAsTable(os.Stdout, msg)
 		return makeError(errors.FixOrderRejected)
 	}
+
 	if msgType.Value() == enum.MsgType_EXECUTION_REPORT {
 		app.WriteMessageBodyAsTable(os.Stdout, msg)
 		ordStatus := field.OrdStatusField{}
@@ -259,35 +290,3 @@ func processReponse(app *application.CancelOrder, msg *quickfix.Message) error {
 
 	return nil
 }
-
-func buildMessage(session config.Session) (quickfix.Messagable, error) {
-	eside, err := dict.OrderSideStringToEnum(optionOrderSide)
-	if err != nil {
-		return nil, err
-	}
-
-	orderId := strconv.Itoa(optionOrderID)
-
-	switch session.BeginString {
-	case quickfix.BeginStringFIXT11:
-		switch session.DefaultApplVerID {
-		case "FIX.5.0SP2":
-			message := quickfix.NewMessage()
-			message.Header.Set(field.NewMsgType(enum.MsgType_ORDER_CANCEL_REQUEST))
-			message.Body.Set(field.NewClOrdID(orderId + "_CANCEL"))
-			message.Body.Set(field.NewSide(eside))
-			message.Body.Set(field.NewTransactTime(time.Now()))
-			message.Body.Set(field.NewOrderID(orderId))
-			message.Body.Set(field.NewOrigClOrdID(orderId))
-			message.Body.Set(field.NewSymbol(optionOrderSymbol))
-			return message, nil
-
-		default:
-			return nil, errors.FixVersionNotImplemented
-		}
-
-	default:
-		return nil, errors.FixVersionNotImplemented
-	}
-
-}
diff --git a/cmd/new/order/order.go b/cmd/new/order/order.go
@@ -77,11 +77,11 @@ var NewOrderCmd = &cobra.Command{
 }
 
 func init() {
+	NewOrderCmd.Flags().StringVar(&optionOrderID, "id", "", "Order id (uuid autogenerated if not given)")
 	NewOrderCmd.Flags().StringVar(&optionOrderSide, "side", "", "Order side (buy, sell ... etc)")
 	NewOrderCmd.Flags().StringVar(&optionOrderType, "type", "", "Order type (market, limit, stop ... etc)")
 	NewOrderCmd.Flags().StringVar(&optionOrderSymbol, "symbol", "", "Order symbol")
 	NewOrderCmd.Flags().Int64Var(&optionOrderQuantity, "quantity", 1, "Order quantity")
-	NewOrderCmd.Flags().StringVar(&optionOrderID, "id", "", "Order id (uuid autogenerated if not given)")
 	NewOrderCmd.Flags().StringVar(&optionOrderExpiry, "expiry", "day", "Order expiry (day, good_till_cancel ... etc)")
 	NewOrderCmd.Flags().Float64Var(&optionOrderPrice, "price", 0.0, "Order price")
 	NewOrderCmd.Flags().StringVar(&optionOrderOrigination, "origination", "", "Order origination")