Data Cleanup

Added DataMapper, removed Doubles from code and replaced with Long for
Price and Quantity (decimal offset to be determined)

exchange/src/main/java/com/alignmentsystems/matching/DataMapper.java

@@ -0,0 +1,43 @@
+package com.alignmentsystems.matching;
+/******************************************************************************
+ * 
+ *	Author			:	John Greenan 
+ *	Contact			:	sales@alignment-systems.com
+ *	Date            :	13th September 2023
+ *	Copyright       :	Alignment Systems Ltd 2023
+ *	Project			:	Alignment Matching Toy
+ *	Artefact		:	DataMapper
+ *	Description		:
+ *****************************************************************************/
+import java.util.HashMap;
+
+/**
+ * @author <a href="mailto:sales@alignment-systems.com">John Greenan</a>
+ *
+ */
+public class DataMapper {
+	private HashMap<String, Long> memberFIXSenderCompIdToExchangeIdMap = new HashMap<String, Long>();
+	private HashMap<String, Long> memberInstrumentIdToExchangeInstrumentIdMap = new HashMap<String, Long>();
+
+	protected HashMap<String, Long> getMemberFIXSenderCompIdToExchangeIdMap() {
+		return memberFIXSenderCompIdToExchangeIdMap;
+	}
+
+	protected HashMap<String, Long> getMemberInstrumentIdToExchangeInstrumentIdMap() {
+		return memberInstrumentIdToExchangeInstrumentIdMap;
+	}
+
+	public DataMapper() {
+		Long added = Long.MIN_VALUE;
+		memberFIXSenderCompIdToExchangeIdMap.put("MEMBER_A", added);
+		added++;
+		memberFIXSenderCompIdToExchangeIdMap.put("MEMBER_B", added);
+		added++;
+		memberFIXSenderCompIdToExchangeIdMap.put("EXCHANGE", added);
+
+
+		memberInstrumentIdToExchangeInstrumentIdMap.put("Badger.W", Long.MAX_VALUE);
+
+	}
+
+}

exchange/src/main/java/com/alignmentsystems/matching/FIXEngineExchange.java

@@ -238,8 +238,7 @@ public void onMessage(com.alignmentsystems.fix44.NewOrderSingle message, Session
 
 		AlignmentOrder ao = new AlignmentOrder();
 
-		ao.setNewOrderSingle(message, sessionID, MessageDirection.RECEIVED, UUID.randomUUID().toString(),
-				orderBookSide);
+		ao.setNewOrderSingle(message, sessionID, UUID.randomUUID(), orderBookSide);
 
 		StringBuilder sb = new StringBuilder().append(" OrderID=(").append(ao.getOrderId()).append(" ClOrdID=(")
 				.append(ao.getClOrdID()).append(" Side=(").append(ao.getOrderBookSide().sideValue)

exchange/src/main/java/com/alignmentsystems/matching/FIXToBinaryProcessor.java

@@ -14,6 +14,7 @@
  *****************************************************************************/
 
 import java.nio.ByteBuffer;
+import java.util.HashMap;
 import java.util.Properties;
 import java.util.concurrent.ConcurrentLinkedQueue;
 import java.util.concurrent.atomic.AtomicBoolean;
@@ -24,6 +25,7 @@
 import com.alignmentsystems.library.LibraryFunctions;
 import com.alignmentsystems.library.LogEncapsulation;
 import com.alignmentsystems.library.constants.Constants;
+import com.alignmentsystems.library.enumerations.Encodings;
 import com.alignmentsystems.library.enumerations.InstanceType;
 import com.alignmentsystems.library.interfaces.InterfaceFIXToBinaryProcessor;
 import com.alignmentsystems.library.interfaces.InterfaceOrder;
@@ -35,7 +37,13 @@ public class FIXToBinaryProcessor implements Runnable, InterfaceFIXToBinaryProce
 	private KafkaProducer<String, byte[]> kafkaProducerB = null;
 	private AtomicBoolean running = new AtomicBoolean(false);
 	private final static int MILLISLEEP = 200;
+	private DataMapper dataMapper = null;
+	private HashMap<String, Long> memberFIXSenderCompIdToExchangeIdMap;
+	private HashMap<String, Long> memberInstrumentIdToExchangeInstrumentIdMap;
 
+
+
+
 	public FIXToBinaryProcessor() {
 		// TODO Auto-generated constructor stub
 	}
@@ -45,12 +53,19 @@ public boolean initialise(ConcurrentLinkedQueue<InterfaceOrder> inQueue, LogEnca
 		this.inQueue = inQueue;
 		this.log = log;
 
+		dataMapper = new DataMapper();
+
+		memberFIXSenderCompIdToExchangeIdMap = dataMapper.getMemberFIXSenderCompIdToExchangeIdMap();
+		memberInstrumentIdToExchangeInstrumentIdMap = dataMapper.getMemberInstrumentIdToExchangeInstrumentIdMap();
+
+
+
 		if (this.kafkaProducerB == null) {
 			Properties props;
 			try {
 				props = LibraryFunctions.getProperties(FIXToBinaryProcessor.class.getClassLoader(), InstanceType.KAFKA.getProperties());
 			} catch (FileNotFoundException | NullPointerException e) {
-				log.error(e.getMessage() , e);
+				this.log.error(e.getMessage() , e);
 				throw e;
 			}
 			this.kafkaProducerB = new KafkaProducer<>(props);
@@ -60,21 +75,68 @@ public boolean initialise(ConcurrentLinkedQueue<InterfaceOrder> inQueue, LogEnca
 
 	}
 
+	private Sender getBufferFromOrder(InterfaceOrder inSeq) {
+
+		String symbol = inSeq.getSymbol();
+		String orderId = inSeq.getOrderId().toString();
+
+		Long exchangeIdMappedFromSenderCompID = memberFIXSenderCompIdToExchangeIdMap.get(inSeq.getSender());
+		Long exchangeIdMappedFromTargetCompID = memberFIXSenderCompIdToExchangeIdMap.get(inSeq.getTarget());
+		Long exchangeInstrumentIdMappedFromSymbol = memberInstrumentIdToExchangeInstrumentIdMap.get(inSeq.getSymbol());
+
+
+		final Encodings encoding = Encodings.FIXSBELITTLEENDIAN;
+		// TODO Auto-generated method stub
+		int bufferLength = 
+		Long.BYTES * 2 //ClOrdId 
+		+
+		Long.BYTES * 2 //OrderId
+		+
+		Long.BYTES //exchangeIdMappedFromSenderCompID.BYTES
+		+
+		Long.BYTES //exchangeIdMappedFromTargetCompID.BYTES
+		+
+		Long.BYTES //this.orderQty
+		+
+		Long.BYTES //this.limitPrice
+		+
+		Long.BYTES //exchangeInstrumentIdMappedFromSymbol.BYTES
+		+
+		Double.BYTES //this.ts 
+		;
+
+		ByteBuffer buf = ByteBuffer.allocate(bufferLength).order(encoding.getByteOrder());
+		buf.putLong(inSeq.getClOrdID().getLeastSignificantBits());
+		buf.putLong(inSeq.getClOrdID().getMostSignificantBits());
+		buf.putLong(inSeq.getOrderId().getLeastSignificantBits());
+		buf.putLong(inSeq.getOrderId().getMostSignificantBits());
+		buf.putLong(exchangeIdMappedFromSenderCompID);
+		buf.putLong(exchangeIdMappedFromTargetCompID);
+		buf.putLong(inSeq.getOrderQty());
+		buf.putLong(inSeq.getLimitPrice());
+		buf.putLong(exchangeInstrumentIdMappedFromSymbol);
+		buf.putLong(Double.doubleToLongBits(inSeq.getTimestamp().toInstant().toEpochMilli()));
+
+		Sender sender = new Sender(buf, symbol, orderId);
+
+
+		return sender;
+	}
+
+
+
+
 	@Override
 	public void run() {
 		running.set(true);
-		ByteBuffer bb = null;
-		String symbol = null;
-		String orderId = null;
+
 		while (running.get()) {
 
 			InterfaceOrder inSeq = inQueue.poll();
 
 			if (inSeq != null) {
-				bb = inSeq.getBinaryOrderData();
-				symbol = inSeq.getSymbol();
-				orderId = inSeq.getOrderId();
-				this.send(symbol, orderId, bb);
+				Sender sender = getBufferFromOrder(inSeq);
+				this.send(sender.getSymbol(), sender.getOrderId(), sender.getBb());
 			}
 			try {
 				Thread.currentThread();

exchange/src/main/java/com/alignmentsystems/matching/InstanceWrapper.java

@@ -47,6 +47,8 @@ public boolean initialise(InstanceType instanceType) {
 		sb.append(CLASSNAME).append(" Started instance=").append(this.instanceType.type).append(" Started version=")
 				.append(LibraryFunctions.getVersion(this.getClass()));
 
+
+		Boolean returnValue = Boolean.FALSE;
 		log.info(sb.toString());
 
 		// What do we do here?
@@ -58,12 +60,22 @@ public boolean initialise(InstanceType instanceType) {
 		switch (instanceType) {
 
 		case FIXMESSAGINGINFRA:
-			return initialiseFIXMessagingInfrastructure(instanceType);
+			returnValue = initialiseFIXMessagingInfrastructure(instanceType);
 		case ORDERBOOK:
-			return initialiseOrderBook(instanceType) ;
+			returnValue = initialiseOrderBook(instanceType) ;
 		default:
-			return false;
+			returnValue = false;
 		}
+		 while (returnValue) {
+	            try {
+	                this.wait(2000);
+	            } catch (InterruptedException e) {
+	                log.error(e.getMessage() , e );
+	            }
+	        }
+		 return returnValue;
+
+
 	}
 
 	private Boolean initialiseOrderBook(InstanceType instanceType)  {

exchange/src/main/java/com/alignmentsystems/matching/KafkaAbstractSimple.java

@@ -11,7 +11,8 @@
  *****************************************************************************/
 
 /**
- * The type Abstract class SimpleKafka
+ * @author <a href="mailto:sales@alignment-systems.com">John Greenan</a>
+ *
  */
 public abstract class KafkaAbstractSimple {
 	/**

exchange/src/main/java/com/alignmentsystems/matching/KafkaLibrary.java

@@ -18,6 +18,11 @@
 import com.alignmentsystems.library.enumerations.ConfigurationProperties;
 import com.alignmentsystems.library.enumerations.InstanceType;
 
+
+/**
+ * @author <a href="mailto:sales@alignment-systems.com">John Greenan</a>
+ *
+ */
 public class KafkaLibrary {
 
 	public static JsonObject getMessageLogEntryJSON(String source, String topic, String key, String message)

exchange/src/main/java/com/alignmentsystems/matching/KafkaMessageHandler.java

@@ -14,6 +14,7 @@
 import org.apache.kafka.clients.consumer.ConsumerRecord;
 
 /**
+ * @author <a href="mailto:sales@alignment-systems.com">John Greenan</a>
  * The interface KafkaMessageHandler.
  *
  * This interface is the template callback functions that can be passed to an

exchange/src/main/java/com/alignmentsystems/matching/OrderBook.java

@@ -15,6 +15,7 @@
 import java.util.ArrayList;
 import java.util.List;
 import java.util.PriorityQueue;
+import java.util.UUID;
 import java.util.concurrent.atomic.AtomicBoolean;
 
 import org.apache.kafka.clients.consumer.ConsumerRecord;
@@ -147,10 +148,10 @@ private void runMatch() {
 			return;
 		}
 
-		final Double topOfBuyBookPrice = topOfBuyBook.getLimitPrice().getValue();
-		final Double topOfSellBookPrice = topOfSellBook.getLimitPrice().getValue();
-		Double tradedQuantity = 0d;
-		Double tradedPrice = 0d;
+		final Long topOfBuyBookPrice = topOfBuyBook.getLimitPrice();
+		final Long topOfSellBookPrice = topOfSellBook.getLimitPrice();
+		Long tradedQuantity = null;
+		Long tradedPrice = null;
 		// If buy top of book price is greater than or equal to the sell top of book
 		// then we have got a buyer
 		// who has crossed the spread. So we have a trade, yay!
@@ -178,25 +179,25 @@ private void runMatch() {
 				aggressor = new Side(Side.BUY);
 			}
 
-			Double topOfBuyBookQty = topOfBuyBook.getOrderQty().getValue();
-			Double topOfSellBookQty = topOfBuyBook.getOrderQty().getValue();
+			Long topOfBuyBookQty = topOfBuyBook.getOrderQty();
+			Long topOfSellBookQty = topOfBuyBook.getOrderQty();
 
 			tradedQuantity = Math.min(topOfBuyBookQty, topOfSellBookQty);
 
 			switch (aggressor.getValue()) {
 			case Side.SELL:
-				tradedPrice = Math.max(topOfBuyBookPrice, topOfSellBookPrice);
+				tradedPrice = Math. max(topOfBuyBookPrice, topOfSellBookPrice);
 				break;
 			case Side.BUY:
 				tradedPrice = Math.min(topOfBuyBookPrice, topOfSellBookPrice);
 				break;
 			}
 			OffsetDateTime executionTimestamp = OffsetDateTime.now(Constants.HERE);
 
-			String buyClOrdID = topOfBuyBook.getClOrdID();
-			String sellClOrdID = topOfSellBook.getClOrdID();
-			String buyOrderID = topOfBuyBook.getOrderId();
-			String sellOrderID = topOfSellBook.getOrderId();
+			UUID  buyClOrdID = topOfBuyBook.getClOrdID();
+			UUID  sellClOrdID = topOfSellBook.getClOrdID();
+			UUID buyOrderID = topOfBuyBook.getOrderId();
+			UUID sellOrderID = topOfSellBook.getOrderId();
 			final boolean isEligibleForMarketData = true;
 
 			Match match = new Match(tradedQuantity, tradedPrice, topOfBuyBook, topOfSellBook, aggressor,

exchange/src/main/java/com/alignmentsystems/matching/OrderBookWrapper.java

@@ -133,7 +133,7 @@ private void sendExecutionReportAcknowledgementForReceivedOrder(InterfaceOrder n
 	}
 
 	private static ExecutionReport getExecutionReportAcknowledgementForOrder(InterfaceOrder nos) throws FieldNotFound {
-		OrderID orderId = new OrderID(nos.getOrderId());
+		OrderID orderId = new OrderID(nos.getOrderId().toString());
 		ExecID execID = new ExecID(UUID.randomUUID().toString());
 		ExecType execType = new ExecType(ExecType.NEW);
 		OrdStatus ordStatus = new OrdStatus(OrdStatus.NEW);

exchange/src/main/java/com/alignmentsystems/matching/Sender.java

@@ -0,0 +1,38 @@
+package com.alignmentsystems.matching;
+/******************************************************************************
+ * 
+ *	Author			:	John Greenan 
+ *	Contact			:	sales@alignment-systems.com
+ *	Date            :	13th September 2023
+ *	Copyright       :	Alignment Systems Ltd 2023
+ *	Project			:	Alignment Matching Toy
+ *	Artefact		:	Sender
+ *	Description		:
+ *****************************************************************************/
+import java.nio.ByteBuffer;
+
+/**
+ * @author <a href="mailto:sales@alignment-systems.com">John Greenan</a>
+ *
+ */
+public class Sender {
+	public Sender(ByteBuffer bb, String symbol, String orderId) {
+		super();
+		this.bb = bb;
+		this.symbol = symbol;
+		this.orderId = orderId;
+	}
+	ByteBuffer bb = null;
+	String symbol = null;
+	String orderId = null;
+
+	public ByteBuffer getBb() {
+		return bb;
+	}
+	public String getSymbol() {
+		return symbol;
+	}
+	public String getOrderId() {
+		return orderId;
+	}
+}

exchange/version.properties

@@ -1,2 +1,2 @@
-#Wed Sep 13 19:44:30 AEST 2023
-VERSION_BUILD=574
+#Thu Sep 14 00:32:04 AEST 2023
+VERSION_BUILD=589

fixclient/src/main/java/com/alignmentsystems/matching/ClientInstanceWrapper.java

@@ -47,7 +47,7 @@ public class ClientInstanceWrapper implements InterfaceInstanceWrapper{
 	public boolean initialise(InstanceType instanceType) {
 
 		this.instanceType = instanceType;
-
+Boolean returnValue = Boolean.FALSE;
 		StringBuilder sb = new StringBuilder();
 
 		sb
@@ -72,11 +72,18 @@ public boolean initialise(InstanceType instanceType) {
 		switch(instanceType){
 		case MEMBERA:
 		case MEMBERB:
-			return initialiseMember(instanceType);			
+			returnValue = initialiseMember(instanceType);			
 		default:
-			return false;	
+			returnValue = false;	
 		}
-
+		 while (returnValue) {
+	            try {
+	                this.wait(2000);
+	            } catch (InterruptedException e) {
+	                log.error(e.getMessage() , e );
+	            }
+	        }
+		 return returnValue;
 
 
 

fixclient/src/main/java/com/alignmentsystems/matching/FIXEngineMember.java

@@ -56,8 +56,7 @@ public FIXEngineMember(LogEncapsulation log, InstanceType instanceType) {
 	public void onCreate(SessionID sessionId) {
 		// TODO Auto-generated method stub
 		final String METHODNAME = "onCreate".intern();
-
-
+
 		StringBuilder sb = new StringBuilder()
 				.append(sessionId.toString())
 				;