Merge pull request #224 from cbusbey/fix_decimal

FIX decimal

Author: cbusbey

cmd/generate-fix/internal/generate.go

@@ -1,6 +1,7 @@
 package internal
 
 import (
+	"flag"
 	"fmt"
 	"go/ast"
 	"go/parser"
@@ -11,6 +12,7 @@ import (
 )
 
 var (
+	useFloat    = flag.Bool("use-float", false, "By default, FIX float fields are represented as arbitrary-precision fixed-point decimal numbers.  Set to 'true' to instead generate FIX float fields as float64 values.")
 	tabWidth    = 8
 	printerMode = printer.UseSpaces | printer.TabIndent
 )

cmd/generate-fix/internal/template_helpers.go

@@ -6,6 +6,31 @@ import (
 	"github.com/quickfixgo/quickfix/datadictionary"
 )
 
+func checkFieldDecimalRequired(f *datadictionary.FieldDef) (required bool, err error) {
+	var globalType *datadictionary.FieldType
+	if globalType, err = getGlobalFieldType(f); err != nil {
+		return
+	}
+
+	var t string
+	if t, err = quickfixType(globalType); err != nil {
+		return
+	}
+
+	if t == "FIXDecimal" {
+		required = true
+		return
+	}
+
+	for _, groupField := range f.Fields {
+		if required, err = checkFieldDecimalRequired(groupField); required || err != nil {
+			return
+		}
+	}
+
+	return
+}
+
 func checkFieldTimeRequired(f *datadictionary.FieldDef) (required bool, err error) {
 	var globalType *datadictionary.FieldType
 	if globalType, err = getGlobalFieldType(f); err != nil {
@@ -37,20 +62,38 @@ func checkFieldTimeRequired(f *datadictionary.FieldDef) (required bool, err erro
 }
 
 func collectExtraImports(m *datadictionary.MessageDef) (imports []string, err error) {
-	//NOTE: the time package is the only extra import considered here
-	var timeRequired bool
+	var timeRequired, decimalRequired bool
 	for _, f := range m.Fields {
-		if timeRequired, err = checkFieldTimeRequired(f); timeRequired {
-			imports = []string{"time"}
+		if !timeRequired {
+			if timeRequired, err = checkFieldTimeRequired(f); err != nil {
+				return
+			}
+		}
+
+		if !decimalRequired {
+			if decimalRequired, err = checkFieldDecimalRequired(f); err != nil {
+				return
+			}
+		}
+
+		if decimalRequired && timeRequired {
 			break
-		} else if err != nil {
-			return
 		}
 	}
 
+	if timeRequired {
+		imports = append(imports, "time")
+	}
+
+	if decimalRequired {
+		imports = append(imports, "github.com/shopspring/decimal")
+	}
+
 	return
 }
 
+func useFloatType() bool { return *useFloat }
+
 func quickfixValueType(quickfixType string) (goType string, err error) {
 	switch quickfixType {
 	case "FIXString":
@@ -63,6 +106,8 @@ func quickfixValueType(quickfixType string) (goType string, err error) {
 		goType = "time.Time"
 	case "FIXFloat":
 		goType = "float64"
+	case "FIXDecimal":
+		goType = "decimal.Decimal"
 	default:
 		err = fmt.Errorf("Unknown QuickFIX Type: %v", quickfixType)
 	}
@@ -141,7 +186,11 @@ func quickfixType(field *datadictionary.FieldType) (quickfixType string, err err
 	case "PERCENTAGE":
 		fallthrough
 	case "FLOAT":
-		quickfixType = "FIXFloat"
+		if *useFloat {
+			quickfixType = "FIXFloat"
+		} else {
+			quickfixType = "FIXDecimal"
+		}
 
 	default:
 		err = fmt.Errorf("Unknown type '%v' for tag '%v'\n", field.Type, field.Tag())

cmd/generate-fix/internal/templates.go

@@ -25,6 +25,7 @@ func init() {
 		"quickfixValueType":   quickfixValueType,
 		"getGlobalFieldType":  getGlobalFieldType,
 		"collectExtraImports": collectExtraImports,
+		"useFloatType":        useFloatType,
 	}
 
 	baseTemplate := template.Must(template.New("Base").Funcs(tmplFuncs).Parse(`
@@ -33,10 +34,15 @@ func init() {
 {{ define "fieldsetter" -}}
 {{- $field_type := getGlobalFieldType . -}}
 {{- $qfix_type := quickfixType $field_type -}}
+{{- if eq $qfix_type "FIXDecimal" -}}
+Set{{ .Name }}(value decimal.Decimal, scale int32) {
+	{{ template "receiver" }}.Set(field.New{{ .Name }}(value, scale))
+}
+{{- else -}}
 Set{{ .Name }}(v {{ quickfixValueType $qfix_type }}) {
 	{{ template "receiver" }}.Set(field.New{{ .Name }}(v))
 }
-{{- end }}
+{{- end }}{{ end }}
 
 {{ define "groupsetter" -}}
 Set{{ .Name }}(f {{ .Name }}RepeatingGroup){
@@ -191,6 +197,9 @@ package {{ .Package }}
 
 import(
 	"time"
+	{{- range collectExtraImports .MessageDef }}
+	"{{ . }}"
+	{{- end }}
 
 	"github.com/quickfixgo/quickfix"
 	"{{ importRootPath }}/field"
@@ -275,7 +284,7 @@ package field
 import(
 	"github.com/quickfixgo/quickfix"
 	"{{ importRootPath }}/tag"
-
+{{ if eq useFloatType false}} "github.com/shopspring/decimal" {{ end }}
 	"time"
 )
 
@@ -298,6 +307,11 @@ func New{{ .Name }}NoMillis(val time.Time) {{ .Name }}Field {
 	return {{ .Name }}Field{ quickfix.FIXUTCTimestamp{ Time: val, NoMillis: true } } 
 }
 
+{{ else if eq $base_type "FIXDecimal" }}
+//New{{ .Name }} returns a new {{ .Name }}Field initialized with val and scale
+func New{{ .Name }}(val decimal.Decimal, scale int32) {{ .Name }}Field {
+	return {{ .Name }}Field{ quickfix.FIXDecimal{ Decimal: val, Scale: scale} }
+}
 {{ else }}
 //New{{ .Name }} returns a new {{ .Name }}Field initialized with val
 func New{{ .Name }}(val {{ quickfixValueType $base_type }}) {{ .Name }}Field {

doc.go

@@ -29,7 +29,7 @@ ToApp notifies you of application messages that you are being sent to a counterp
 
 	FromAdmin(message Message, sessionID SessionID) MessageRejectError
 
-FromAdmin notifies you when an administrative message is sent from a counterparty to your FIX engine. This can be usefull for doing extra validation on logon messages such as for checking passwords.
+FromAdmin notifies you when an administrative message is sent from a counterparty to your FIX engine. This can be useful for doing extra validation on logon messages such as for checking passwords.
 
 	FromApp(msg Message, sessionID SessionID) MessageRejectError