Writing a trading adapter

$ ./gradlew assemble -PconfigOnly

$ ./dfw deploy

$ ./dfw versions

@Override
public void receiveEvent(TradeEvent event) throws TradeException
{
    logger.log(Level.INFO, "receiveEvent");

    String transition = event.getType();
    if (transition.equals("Open")) {
        // Fields coming from the client
        Map<String, String> fields = event.getFields();
        String user = event.getTrade().getChannel().getUser();
        String requestID = fields.get("RequestID");
        String baseCurrency = fields.get("BaseCurrency");
        String termCurrency = fields.get("TermCurrency");
        String currencyPair = baseCurrency + "/" + termCurrency;
        double amount = Double.parseDouble(fields.get("Amount"));
        double price = Double.parseDouble(fields.get("Price"));
        String buySellString = fields.get("BuySell");
        System.out.println("Open message from user "
            + user + " to " + buySellString + " " + currencyPair);
    }
}

$ ./dfw start

@Override
public void receiveEvent(TradeEvent event) throws TradeException
{
    logger.log(Level.INFO, "receiveEvent");

    String transition = event.getType();
    if (transition.equals("Open")) {
        // Fields coming from the client
        Map<String, String> fields = event.getFields();
        String user = event.getTrade().getChannel().getUser();
        String requestID = fields.get("RequestID");
        String baseCurrency = fields.get("BaseCurrency");
        String termCurrency = fields.get("TermCurrency");
        String currencyPair = baseCurrency + "/" + termCurrency;
        double amount = Double.parseDouble(fields.get("Amount"));
        double price = Double.parseDouble(fields.get("Price"));
        String buySellString = fields.get("BuySell");
        System.out.println("Open message from user "
            + user + " to " + buySellString + " " + currencyPair);

        // Send a "Confirm" event to the client
        TradeEvent tradeEvent = event.getTrade().createEvent("Confirm");
        event.getTrade().sendEvent(tradeEvent);
    }
}

$ java -jar SimpleFXServer-<version>.jar

<timestamp> [main] INFO  quickfix.SocketAcceptor  - SessionTimer started
<timestamp> [main] INFO  quickfix.mina.NetworkingOptions  - Socket option: SocketTcpNoDelay=true
<timestamp> [main] INFO  quickfix.mina.NetworkingOptions  - Socket option: SocketSynchronousWrites=false
<timestamp> [main] INFO  quickfix.mina.NetworkingOptions  - Socket option: SocketSynchronousWriteTimeout=30000
<timestamp> [main] INFO  quickfix.SocketAcceptor  - Listening for connections at 0.0.0.0/0.0.0.0:14045

implementation (name: 'SimpleFXMessenger', version: '0+') { transitive = false }

import messenger.*;

public class ExampleTradingApplicationListener
        implements TradingApplicationListener, FXTradingListener
{
    private final Logger logger;
    private ExampleTradeChannelListener tradeChannelListener;

    // ...

    @Override
    public void onConnect() {
        // ...
    }

    @Override
    public void onDisconnect() {
        // ...
    }

    @Override
    public void onTradeReport(FXTradeReport report) {
        // ...
    }

    // ...
}

public class ExampleTradingApplicationListener
        implements TradingApplicationListener, FXTradingListener
{
    // ...

    private final FXTradingMessenger messenger;

    public ExampleTradingApplicationListener (DataSource dataSource)
            throws IllegalArgumentException, IOException
    {
        this.logger = dataSource.getLogger();

        new TradingProvider(this, dataSource);

        this.messenger = new FXTradingMessenger(this,
            FXTradingMessenger.DEFAULT_SESSION_ID_2,
            FXTradingMessenger.DEFAULT_PORT_2);
        this.messenger.connect();
    }

    // ...
}

public class ExampleTradingApplicationListener
        implements TradingApplicationListener, FXTradingListener
{
    // ...

    private final DataSource dataSource;

    private boolean dataSourceIsStarted = false;

    public ExampleTradingApplicationListener (DataSource dataSource)
            throws IllegalArgumentException, IOException
    {
        this.logger = dataSource.getLogger();

        this.dataSource = dataSource;

        new TradingProvider(this, dataSource);

        this.messenger = new FXTradingMessenger(this,
            FXTradingMessenger.DEFAULT_SESSION_ID_2,
            FXTradingMessenger.DEFAULT_PORT_2);
        this.messenger.connect();
    }

    // ...
}

@Override
public void onConnect() {
    if (this.dataSourceIsStarted) {
        this.dataSource.setStatusUp();
    } else {
        this.dataSource.start();
        this.dataSourceIsStarted = true;
    }
    System.out.println("Connected to mock server");
}

@Override
public void onDisconnect() {
    this.dataSource.setStatusDown();
}

Connected to mock server

$ ./dfw mon

$ ./dfw cmc

$ java -jar SimpleFXServer-<version>.jar

@Override
public void channelCreated(TradeChannel tradeChannel) throws TradeException
{
    logger.log(Level.INFO, "Trade channel created: " + tradeChannel.toString());
    this.tradeChannelListener =
        new ExampleTradeChannelListener(this.messenger, this.logger);
    tradeChannel.setTradeChannelListener(this.tradeChannelListener);
}

import messenger.*;

public class ExampleTradeChannelListener implements TradeChannelListener
{
    private final Logger logger;
    private TradeListener tradeListener;
    private final FXTradingMessenger messenger;

    // ...

    public ExampleTradeChannelListener(FXTradingMessenger messenger, Logger logger)
    {
        this.logger = logger;
        this.messenger = messenger;
    }

    // ...
}

@Override
public void tradeCreated(Trade trade) throws TradeException
{
    this.logger.log(Level.INFO, "Trade created");
    this.tradeListener = new ExampleTradeListener(this.messenger, this.logger);
    trade.setTradeListener(this.tradeListener);
}

import messenger.*;

public class ExampleTradeListener implements TradeListener
{
    private final Logger logger;
    private final FXTradingMessenger messenger;

    // ...

    public ExampleTradeListener (FXTradingMessenger messenger, Logger logger)
    {
        this.logger = logger;
        this.messenger = messenger;
    }

    // ...
}

public void receiveEvent(TradeEvent event) throws TradeException
{
    logger.log(Level.INFO, "receiveEvent");

    String transition = event.getType();
    if (transition.equals("Open")) {
        // Fields coming from the client
        Map<String, String> fields = event.getFields();
        String user = event.getTrade().getChannel().getUser();
        String requestID = fields.get("RequestID");
        String baseCurrency = fields.get("BaseCurrency");
        String termCurrency = fields.get("TermCurrency");
        String currencyPair = baseCurrency + "/" + termCurrency;
        double amount = Double.parseDouble(fields.get("Amount"));
        double price = Double.parseDouble(fields.get("Price"));
        String buySellString = fields.get("BuySell");

        System.out.println("Open message from user "
            + user + " to " + buySellString + " " + currencyPair);

        // Convert buySellString to an FXTradeReport constant
        char buySell;
        if (buySellString.equals("BUY")) {
            buySell = FXTradeReport.BUY;
        } else {
            buySell = FXTradeReport.SELL;
        }

        // Execute the trade
        messenger.executeTrade(user, requestID, currencyPair,
            amount, buySell, price);
    }
}

<timestamp> INFO  server.GradFIXApplication  - fromApp: [Message Type = Trade Request (OrderSingle)]

public class ExampleTradeListener implements TradeListener
{
    private Trade trade;

    // ...

    @Override
    public void receiveEvent(TradeEvent event) throws TradeException
    {
        logger.log(Level.INFO, "receiveEvent");
        this.trade = event.getTrade();

        // ...

    }

    // ...
}

public class ExampleTradeListener implements TradeListener
{
    // ...

    public void onTradeReport(FXTradeReport fxTradeReport)
    {
        try {
            TradeEvent event = trade.createEvent("Confirm");
            event.addField("Message", fxTradeReport.toString());
            this.trade.sendEvent(event);
        } catch (TradeException e) {
            logger.log(Level.SEVERE, e.getMessage());
        }
    }

    // ...
}

public class ExampleTradeChannelListener implements TradeChannelListener
{
    // ...

    private ExampleTradeListener tradeListener; (1)

    // ...

    public void onTradeReport(FXTradeReport fxTradeReport)
    {
        this.tradeListener.onTradeReport(fxTradeReport); (2)
    }

    // ...
}

@Override
public void onTradeReport(FXTradeReport fxTradeReport)
{
   this.tradeChannelListener.onTradeReport(fxTradeReport);
}