philadelphia.clj

(require '[clojure.core.async :as a
             :refer [<! >! alt! alts! chan go go-loop poll! <!! >!!]])
(import
           com.paritytrading.philadelphia.FIXConfig
           com.paritytrading.philadelphia.FIXConnection
           com.paritytrading.philadelphia.FIXConfig$Builder
           com.paritytrading.philadelphia.FIXConnection
           com.paritytrading.philadelphia.FIXConnectionStatusListener
           com.paritytrading.philadelphia.FIXMessage
           com.paritytrading.philadelphia.FIXMessageListener
           com.paritytrading.philadelphia.FIXValue
           com.paritytrading.philadelphia.FIXVersion
           com.paritytrading.philadelphia.FIXMessageListener
           java.io.Closeable
           java.io.IOException
           [java.net SocketAddress InetSocketAddress]
           java.net.StandardSocketOptions
           java.nio.channels.SocketChannel
           com.paritytrading.philadelphia.coinbase.Coinbase

           [com.paritytrading.philadelphia.coinbase CoinbaseTags]
           
           com.paritytrading.philadelphia.fix42.FIX42MsgTypes
           com.paritytrading.philadelphia.fix42.FIX42Tags
           [com.paritytrading.philadelphia.fix42
            FIX42Enumerations
            FIX42Enumerations$EncryptMethodValues])

(def msg-listener
  (reify FIXMessageListener
    (message [this message]
      (println "new msg:" message))))

(def status-listener
  (reify FIXConnectionStatusListener
    (close [this connection message]
      (println "close" connection message)) 
    (sequenceReset [this connection]
      (println "sequenceReset" connection)) 
    (tooLowMsgSeqNum [this connection receivedMsgSeqNum expectedMsgSeqNum]
      (println "tooLowMsgSeqNum" connection receivedMsgSeqNum expectedMsgSeqNum)) 
    (heartbeatTimeout [this connection]
      (println "heartbeatTimeout" connection)) 
    (reject [this connection message]
      (println "reject" connection message))
    (logon [this connection message]
      (println "logon" connection message)) 
    (logout [this connection message]
      (println "logout" connection message)))) 


(do 
  (def sch (SocketChannel/open))
  (.connect sch (InetSocketAddress. #_host #_ port "localhost" local-port))

  (def b
    (doto (FIXConfig$Builder.)
      (.setVersion FIXVersion/FIX_4_2)
      (.setSenderCompID (:key cb-creds))
      (.setTargetCompID "Coinbase")
      (.setHeartBtInt 30)))

  (def conn (FIXConnection. sch (.build b) msg-listener status-listener))
  (do 
    (def msg (.create conn))
    (.prepare conn msg FIX42MsgTypes/Logon)
    (-> msg
        (.addField FIX42Tags/EncryptMethod)
        (.setInt FIX42Enumerations$EncryptMethodValues/None))

    (-> msg
        (.addField FIX42Tags/HeartBtInt)
        (.setInt 30))

    (-> msg
        (.addField CoinbaseTags/Password)
        (.setString (:passphrase cb-creds)))

    (Coinbase/sign msg (:secret cb-creds))

    (.send conn msg))

  (def pill (chan 1))
  (a/thread
    (loop []
      (if (poll! pill)
        (println "stopping")
        (do (when-some [r (.receive conn)]
              (if (neg? r)
                (println "stopping2")
                (do (println "new line:" r)
                    (recur))))
            )))))


(def omsg (.create conn))
(.prepare conn omsg FIX42MsgTypes/OrderSingle)
(do 
  (-> omsg
      (.addField FIX42Tags/Symbol)
      (.setString "BTC-USD"))

  (-> omsg
      (.addField FIX42Tags/ClOrdID)
      ;;(.set (m/random-uuid))
      (.setString (str (m/random-uuid)))
      )

  (-> omsg
      (.addField FIX42Tags/Price)
      (.setInt 40000))

  (-> omsg
      (.addField FIX42Tags/Side)
      (.setInt 1))

  (-> omsg
      (.addField FIX42Tags/OrdType)
      (.setInt 2))

  (-> omsg
      (.addField FIX42Tags/OrderQty)
      (.setString "0.001")))


(.send conn omsg)