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matcher.go
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matcher.go
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package matcher
import (
"encoding/json"
"fmt"
"log"
"time"
"github.com/nsqio/go-nsq"
"github.com/quickfixgo/enum"
"github.com/rudeigerc/broker-gateway/model"
"github.com/rudeigerc/broker-gateway/service"
"github.com/spf13/viper"
)
type MatchHandler struct {
*Matcher
}
func (h *MatchHandler) HandleMessage(m *nsq.Message) error {
order := model.Order{}
json.Unmarshal(m.Body, &order)
if _, ok := h.MarketDataMap[order.FuturesID]; !ok {
h.MarketDataMap[order.FuturesID] = NewMarketData(order.FuturesID)
}
data := h.MarketDataMap[order.FuturesID]
switch enum.OrdType(order.OrderType) {
case enum.OrdType_MARKET:
service.Order{}.NewOrder(&order)
data.NewMarketOrder(order)
case enum.OrdType_LIMIT:
service.Order{}.NewOrder(&order)
data.NewLimitOrder(order)
case enum.OrdType_STOP, enum.OrdType_STOP_LIMIT:
service.Order{}.NewOrder(&order)
data.NewStopOrder(order)
case enum.OrdType_COUNTER_ORDER_SELECTION:
data.NewCancelOrder(order)
default:
return fmt.Errorf("[matcher.matcher.HandleMessage] [ERROR] Invalid order type: %s", enum.OrdType(order.OrderType))
}
return nil
}
type Matcher struct {
*nsq.Consumer
MarketDataMap map[string]*MarketData
}
func NewMatcher() *Matcher {
config := nsq.NewConfig()
config.LookupdPollInterval = time.Second
consumer, err := nsq.NewConsumer(viper.GetString("nsq.topic"), "order", config)
if err != nil {
log.Fatalf("[matcher.matcher.NewMatcher] [FETAL] %s", err)
}
m := &Matcher{
Consumer: consumer,
MarketDataMap: make(map[string]*MarketData),
}
consumer.AddHandler(&MatchHandler{m})
addr := viper.GetString("nsq.host") + ":" + viper.GetString("nsq.nsqlookupd.port")
if err := consumer.ConnectToNSQLookupd(addr); err != nil {
log.Fatalf("[matcher.matcher.NewMatcher] [FETAL] %s", err)
}
return m
}