client_app.hpp

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#pragma once
 
#include "fix/application.hpp"
#include "fix/fix_codec.hpp"
#include "fix/session.hpp"
#include "client_state.hpp"
#include <memory>
#include <atomic>
#include <string>
#include <cstdint>
 
namespace fix40::client {
 
class ClientApp : public Application {
public:
    ClientApp(std::shared_ptr<ClientState> state, const std::string& userId);
 
    ~ClientApp() override = default;
 
    // =========================================================================
    // Application 接口实现
    // =========================================================================
 
    void onLogon(const SessionID& sessionID) override;
    void onLogout(const SessionID& sessionID) override;
    void fromApp(const FixMessage& msg, const SessionID& sessionID) override;
    void toApp(FixMessage& msg, const SessionID& sessionID) override;
 
    // =========================================================================
    // 业务操作
    // =========================================================================
 
    void setSession(std::shared_ptr<Session> session);
 
    std::string sendNewOrder(const std::string& symbol, const std::string& side,
                             int64_t qty, double price, const std::string& ordType = "2");
 
    void sendCancelOrder(const std::string& origClOrdID, 
                         const std::string& symbol, const std::string& side);
 
    void queryBalance();
 
    void queryPositions();
 
    void queryOrderHistory();
 
    void searchInstruments(const std::string& pattern, int maxResults = 10);
 
    const std::string& getUserId() const { return userId_; }
 
private:
    // 消息处理函数
    void handleExecutionReport(const FixMessage& msg);
    void handleBalanceResponse(const FixMessage& msg);
    void handlePositionResponse(const FixMessage& msg);
    void handleAccountUpdate(const FixMessage& msg);
    void handlePositionUpdate(const FixMessage& msg);
    void handleInstrumentSearchResponse(const FixMessage& msg);
    void handleOrderHistoryResponse(const FixMessage& msg);
 
    // 生成客户端订单ID
    std::string generateClOrdID();
 
    std::shared_ptr<ClientState> state_;
    std::weak_ptr<Session> session_;
    std::string userId_;
    int64_t clOrdIdPrefixMs_ = 0; 
    std::atomic<uint64_t> orderIdCounter_{1};
    std::atomic<uint64_t> requestIdCounter_{1};
};
 
} // namespace fix40::client