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gateway.go
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gateway.go
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// Binary bfxfixgw is a gateway between bitfinex' websocket API and clients that
// speak the FIX protocol.
package main
import (
"flag"
"github.com/bitfinexcom/bfxfixgw/service/symbol"
"net/http"
_ "net/http/pprof"
"os"
"path"
"time"
"github.com/bitfinexcom/bitfinex-api-go/v2/rest"
"github.com/bitfinexcom/bitfinex-api-go/v2/websocket"
"github.com/bitfinexcom/bfxfixgw/log"
"github.com/bitfinexcom/bfxfixgw/service"
"github.com/bitfinexcom/bfxfixgw/service/fix"
"github.com/bitfinexcom/bfxfixgw/service/peer"
"fmt"
"github.com/quickfixgo/quickfix"
"go.uber.org/zap"
)
var (
mdcfg = flag.String("mdcfg", "demo_fix_marketdata.cfg", "Market data FIX configuration file name")
ordcfg = flag.String("ordcfg", "demo_fix_orders.cfg", "Order flow FIX configuration file name")
orders = flag.Bool("orders", false, "enable order routing FIX endpoint")
md = flag.Bool("md", false, "enable market data FIX endpoint")
ws = flag.String("ws", "wss://api.bitfinex.com/ws/2", "v2 Websocket API URL")
rst = flag.String("rest", "https://api.bitfinex.com/v2/", "v2 REST API URL")
sym = flag.String("symbology", "", "symbol master, omit for passthrough symbology or provide a symbology master file")
verbose = flag.Bool("v", false, "verbose logging")
reconnectInterval = flag.Duration("reconnectInterval", 60*time.Second, "websocket reconnect interval")
reconnectAttempts = flag.Int("reconnectAttempts", 100, "websocket reconnect attempts")
//flag.StringVar(&logfile, "logfile", "logs/debug.log", "path to the log file")
//flag.StringVar(&configfile, "configfile", "config/server.cfg", "path to the config file")
)
var (
//FIXConfigDirectory is the configuration directory for selecting order flow or market data options
FIXConfigDirectory = configDirectory()
)
func configDirectory() string {
d := os.Getenv("FIX_SETTINGS_DIRECTORY")
if d == "" {
return "./config"
}
return d
}
// Gateway is a tunnel that enables a FIX client to talk to the bitfinex websocket API
// and vice versa.
type Gateway struct {
logger *zap.Logger
MarketData *service.Service
OrderRouting *service.Service
factory peer.ClientFactory
}
// Start begins gateway operation
func (g *Gateway) Start() error {
var err error
if g.MarketData != nil {
err = g.MarketData.Start()
if err != nil {
return err
}
}
if g.OrderRouting != nil {
err = g.OrderRouting.Start()
if err != nil {
return err
}
}
return err
}
// Stop ceases gateway operation
func (g *Gateway) Stop() {
if g.OrderRouting != nil {
g.OrderRouting.Stop()
}
if g.MarketData != nil {
g.MarketData.Stop()
}
}
// New creates a gateway given the supplied settings
func New(mdSettings, orderSettings *quickfix.Settings, factory peer.ClientFactory, symbology symbol.Symbology) (*Gateway, error) {
g := &Gateway{
logger: log.Logger,
factory: factory,
}
var err error
if mdSettings != nil {
g.MarketData, err = service.New(factory, mdSettings, fix.MarketDataService, symbology)
if err != nil {
log.Logger.Fatal("create market data FIX", zap.Error(err))
return nil, err
}
}
if orderSettings != nil {
g.OrderRouting, err = service.New(factory, orderSettings, fix.OrderRoutingService, symbology)
if err != nil {
log.Logger.Fatal("create order routing FIX", zap.Error(err))
return nil, err
}
}
return g, nil
}
// NonceFactory provides a simple interface for generating nonces
type NonceFactory interface {
Create()
}
type defaultClientFactory struct {
*websocket.Parameters
RestURL string
NonceFactory
}
func (d *defaultClientFactory) NewWs() *websocket.Client {
if d.Parameters == nil {
d.Parameters = websocket.NewDefaultParameters()
d.Parameters.ReconnectAttempts = *reconnectAttempts
d.Parameters.ReconnectInterval = *reconnectInterval
}
return websocket.NewWithParamsNonce(d.Parameters, peer.NewMultikeyNonceGenerator())
}
func (d *defaultClientFactory) NewRest() *rest.Client {
if d.RestURL == "" {
return rest.NewClient()
}
return rest.NewClientWithURLNonce(d.RestURL, peer.NewMultikeyNonceGenerator())
}
func main() {
flag.Parse()
var err error
var mds, ords *quickfix.Settings
var symbology symbol.Symbology
if *sym == "" {
log.Logger.Info("Symbology: passthrough")
symbology = symbol.NewPassthroughSymbology()
} else {
log.Logger.Info(fmt.Sprintf("Symbology: %s", *sym))
symbology, err = symbol.NewFileSymbology(*sym)
if err != nil {
log.Logger.Fatal("could not create file symbology", zap.Error(err))
}
}
if *md {
mdf, err := os.Open(path.Join(FIXConfigDirectory, *mdcfg))
if err != nil {
log.Logger.Fatal("FIX market data config", zap.Error(err))
}
mds, err = quickfix.ParseSettings(mdf)
if err != nil {
log.Logger.Fatal("parse FIX market data settings", zap.Error(err))
}
}
if *orders {
ordf, err := os.Open(path.Join(FIXConfigDirectory, *ordcfg))
if err != nil {
log.Logger.Fatal("FIX order flow config", zap.Error(err))
}
ords, err = quickfix.ParseSettings(ordf)
if err != nil {
log.Logger.Fatal("parse FIX order flow settings", zap.Error(err))
}
}
params := websocket.NewDefaultParameters()
params.URL = *ws
params.ReconnectAttempts = *reconnectAttempts
params.ReconnectInterval = *reconnectInterval
params.LogTransport = *verbose
factory := &defaultClientFactory{
Parameters: params,
RestURL: *rst,
}
g, err := New(mds, ords, factory, symbology)
if err != nil {
log.Logger.Fatal("could not create gateway", zap.Error(err))
}
err = g.Start()
if err != nil {
log.Logger.Fatal("start FIX", zap.Error(err))
}
g.logger.Info("starting stat server")
// TODO remove profiling below for deployments
g.logger.Error("stat server", zap.Error(http.ListenAndServe(":8080", nil)))
}