jspurefix
Version:
pure node js fix engine
56 lines • 2.33 kB
JavaScript
;
Object.defineProperty(exports, "__esModule", { value: true });
const ascii_1 = require("../../../transport/ascii");
const enum_1 = require("../../../types/enum");
const collections_1 = require("../../../collections");
const trade_factory_1 = require("./trade-factory");
class TradeCaptureClient extends ascii_1.AsciiSession {
constructor(config) {
super(config);
this.config = config;
this.logReceivedMsgs = true;
this.reports = new collections_1.Dictionary();
this.fixLog = config.logFactory.plain(`jsfix.${config.description.application.name}.txt`);
this.logger = config.logFactory.logger(`${this.me}:TradeCaptureClient`);
}
onApplicationMsg(msgType, view) {
this.logger.info(`${view.toJson()}`);
switch (msgType) {
case enum_1.MsgType.TradeCaptureReport: {
const tc = view.toObject();
this.reports.addUpdate(tc.TradeReportID, tc);
this.logger.info(`[reports: ${this.reports.count()}] received tc ExecID = ${tc.ExecID} TradeReportID = ${tc.TradeReportID} Symbol = ${tc.Instrument.Symbol} ${tc.LastQty} @ ${tc.LastPx}`);
break;
}
case enum_1.MsgType.TradeCaptureReportRequestAck: {
const tc = view.toObject();
this.logger.info(`received tcr ack ${tc.TradeRequestID} ${tc.TradeRequestStatus}`);
break;
}
}
}
onStopped() {
this.logger.info('stopped');
}
onDecoded(msgType, txt) {
this.fixLog.info(txt);
}
onEncoded(msgType, txt) {
this.fixLog.info(ascii_1.AsciiSession.asPiped(txt));
}
onReady(view) {
this.logger.info('ready');
const tcr = trade_factory_1.TradeFactory.tradeCaptureReportRequest('all-trades', new Date());
this.send(enum_1.MsgType.TradeCaptureReportRequest, tcr);
const logoutSeconds = 32;
this.logger.info(`will logout after ${logoutSeconds}`);
setTimeout(() => {
this.done();
}, logoutSeconds * 1000);
}
onLogon(view, user, password) {
return true;
}
}
exports.TradeCaptureClient = TradeCaptureClient;
//# sourceMappingURL=trade-capture-client.js.map