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feat(broker_gateway_service): wire cTrader client for live order routing

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Add optional cTrader broker integration behind `icmarkets` feature flag.
When CTRADER_ENABLED=true with credentials, orders are routed to cTrader
after DB persistence. Handlers for account state, positions, execution
streaming, and cancellation all proxy through the live broker when
connected.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
This commit is contained in:
jgrusewski
2026-02-22 16:18:04 +01:00
parent e136abeb32
commit afee3489cd
3 changed files with 355 additions and 26 deletions
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6
services/broker_gateway_service/Cargo.toml
View File

@@ -62,6 +62,12 @@ bigdecimal.workspace = true
# Internal workspace crates
common = { workspace = true, features = ["database"] }
config = { workspace = true, features = ["postgres"] }
ctrader-openapi = { workspace = true, optional = true }
trading_engine = { workspace = true, optional = true }
[features]
default = []
icmarkets = ["ctrader-openapi", "trading_engine"]
[build-dependencies]
tonic-prost-build.workspace = true

66
services/broker_gateway_service/src/main.rs
View File

@@ -49,7 +49,66 @@ async fn main() -> Result<()> {
let service = BrokerGatewayService::new(db_pool.clone(), &redis_url)
.context("Failed to initialize Broker Gateway Service")?;
info!("✓ Broker Gateway Service initialized (MVP mode - no FIX)");
// Optionally connect cTrader broker
#[cfg(feature = "icmarkets")]
{
let broker_enabled = std::env::var("CTRADER_ENABLED")
.map(|v| v == "true" || v == "1")
.unwrap_or(false);
if broker_enabled {
info!("cTrader broker connection enabled — connecting...");
let ct_config = ctrader_openapi::CTraderConfig {
client_id: std::env::var("CTRADER_CLIENT_ID")
.context("CTRADER_CLIENT_ID required when CTRADER_ENABLED=true")?,
client_secret: std::env::var("CTRADER_CLIENT_SECRET")
.context("CTRADER_CLIENT_SECRET required when CTRADER_ENABLED=true")?,
access_token: std::env::var("CTRADER_ACCESS_TOKEN")
.context("CTRADER_ACCESS_TOKEN required when CTRADER_ENABLED=true")?,
account_id: std::env::var("CTRADER_ACCOUNT_ID")
.context("CTRADER_ACCOUNT_ID required")?
.parse()
.context("CTRADER_ACCOUNT_ID must be a number")?,
environment: if std::env::var("CTRADER_LIVE")
.map(|v| v == "true")
.unwrap_or(false)
{
ctrader_openapi::CTraderEnvironment::Live
} else {
ctrader_openapi::CTraderEnvironment::Demo
},
heartbeat_interval_secs: std::env::var("CTRADER_HEARTBEAT_SECS")
.ok()
.and_then(|v| v.parse().ok())
.unwrap_or(10),
request_timeout_ms: std::env::var("CTRADER_TIMEOUT_MS")
.ok()
.and_then(|v| v.parse().ok())
.unwrap_or(5000),
max_reconnect_attempts: std::env::var("CTRADER_MAX_RECONNECT")
.ok()
.and_then(|v| v.parse().ok())
.unwrap_or(5),
};
match ctrader_openapi::CTraderClient::connect(ct_config).await {
Ok(ct_client) => {
service.set_broker_client(ct_client);
info!("✓ cTrader broker connected");
}
Err(e) => {
error!(
"Failed to connect cTrader broker: {} — running without live broker",
e
);
}
}
} else {
info!("cTrader broker disabled (set CTRADER_ENABLED=true to enable)");
}
}
info!("✓ Broker Gateway Service initialized");
// Create health service
let (health_reporter, health_service) = tonic_health::server::health_reporter();
@@ -85,10 +144,7 @@ async fn main() -> Result<()> {
info!(" - Health: http://0.0.0.0:{}/health", DEFAULT_HEALTH_PORT);
info!(" - Metrics: http://0.0.0.0:{}/metrics", DEFAULT_METRICS_PORT);
info!("");
info!("⚠️ MVP MODE: FIX protocol not implemented");
info!(" - Orders saved to database only");
info!(" - No actual broker communication");
info!(" - Full FIX implementation in Phase 2");
info!(" Set CTRADER_ENABLED=true with credentials for live broker routing");
// Start background tasks
tokio::select! {

309
services/broker_gateway_service/src/service.rs
View File

@@ -1,7 +1,7 @@
//! Broker Gateway Service Implementation
//!
//! gRPC service for routing orders to AMP Futures broker via FIX protocol.
//! MVP implementation with placeholder FIX (database persistence only).
//! gRPC service for routing orders to brokers via cTrader Open API.
//! Persists orders to PostgreSQL and optionally routes to a live broker.
use sqlx::PgPool;
use std::sync::Arc;
@@ -13,12 +13,17 @@ use crate::metrics;
use crate::proto::broker_gateway::*;
use crate::tracing as bg_tracing;
#[cfg(feature = "icmarkets")]
use ctrader_openapi::CTraderClient;
/// Broker Gateway Service state
pub struct BrokerGatewayService {
db_pool: PgPool,
#[allow(dead_code)]
redis_client: Arc<redis::Client>,
session_state: Arc<RwLock<SessionState>>,
#[cfg(feature = "icmarkets")]
broker_client: Arc<RwLock<Option<CTraderClient>>>,
}
impl BrokerGatewayService {
@@ -29,9 +34,21 @@ impl BrokerGatewayService {
db_pool,
redis_client: Arc::new(redis_client),
session_state: Arc::new(RwLock::new(SessionState::Active)),
#[cfg(feature = "icmarkets")]
broker_client: Arc::new(RwLock::new(None)),
})
}
/// Set the cTrader broker client (call after connecting).
#[cfg(feature = "icmarkets")]
pub fn set_broker_client(&self, client: CTraderClient) {
// Use try_write to avoid blocking — if locked, log and skip
match self.broker_client.try_write() {
Ok(mut guard) => *guard = Some(client),
Err(_) => warn!("could not set broker client — lock contended"),
}
}
/// Generate client order ID (UUID v4)
fn generate_client_order_id() -> String {
uuid::Uuid::new_v4().to_string()
@@ -180,14 +197,91 @@ impl broker_gateway_service_server::BrokerGatewayService for BrokerGatewayServic
bg_tracing::record_order_submitted(&client_order_id, "PENDING_SUBMIT");
bg_tracing::record_latency(start);
// MVP: Return success immediately (no FIX communication)
// Attempt to route through live broker if available
#[cfg(feature = "icmarkets")]
{
let guard = self.broker_client.read().await;
if let Some(ct) = guard.as_ref() {
let side = match OrderSide::try_from(req.side) {
Ok(OrderSide::Buy) => ctrader_openapi::proto::ProtoOaTradeSide::Buy,
Ok(OrderSide::Sell) => ctrader_openapi::proto::ProtoOaTradeSide::Sell,
_ => {
return Err(Status::invalid_argument("Invalid side"));
}
};
let ot = match OrderType::try_from(req.order_type) {
Ok(OrderType::Market) => ctrader_openapi::proto::ProtoOaOrderType::Market,
Ok(OrderType::Limit) => ctrader_openapi::proto::ProtoOaOrderType::Limit,
Ok(OrderType::Stop) => ctrader_openapi::proto::ProtoOaOrderType::Stop,
Ok(OrderType::StopLimit) => {
ctrader_openapi::proto::ProtoOaOrderType::StopLimit
}
_ => ctrader_openapi::proto::ProtoOaOrderType::Market,
};
let volume = (req.quantity * 100_000.0) as i64; // lots → cTrader volume
let limit_price = req.price;
let stop_price_val = req.stop_price;
let comment = req.metadata.get("comment").cloned();
match ct
.submit_order(
&req.symbol,
side,
volume,
ot,
limit_price,
stop_price_val,
None,
None,
comment,
)
.await
{
Ok(resp_msg) => {
let broker_order_id = resp_msg
.client_msg_id
.unwrap_or_else(|| format!("ct-{}", resp_msg.payload_type));
// Update DB status to SUBMITTED
let _ = sqlx::query(
"UPDATE broker_orders SET status = 'SUBMITTED', broker_order_id = $1, updated_at = NOW() WHERE client_order_id = $2",
)
.bind(&broker_order_id)
.bind(&client_order_id)
.execute(&self.db_pool)
.await;
info!(
broker_order_id = %broker_order_id,
client_order_id = %client_order_id,
"order routed to cTrader"
);
return Ok(Response::new(RouteOrderResponse {
broker_order_id,
client_order_id,
status: OrderStatus::Submitted as i32,
submitted_at: submitted_at.timestamp_nanos_opt().unwrap_or(0),
message: "Order submitted to cTrader".to_string(),
}));
}
Err(e) => {
warn!(error = %e, "cTrader order submission failed — order remains PENDING_SUBMIT");
// Fall through to return PENDING_SUBMIT status
}
}
}
}
// No broker connected or submission failed — return pending status
Ok(Response::new(RouteOrderResponse {
broker_order_id: String::new(), // Will be filled by FIX ExecutionReport
broker_order_id: String::new(),
client_order_id: client_order_id.clone(),
status: OrderStatus::PendingSubmit as i32,
submitted_at: submitted_at.timestamp_nanos_opt().unwrap_or(0),
message: format!(
"Order queued for submission (MVP: no FIX send). ClOrdID: {}",
"Order queued (no live broker connected). ClOrdID: {}",
client_order_id
),
}))
@@ -238,7 +332,7 @@ impl broker_gateway_service_server::BrokerGatewayService for BrokerGatewayServic
)));
}
// MVP: Update status to CANCEL_PENDING (no actual FIX send)
// Update status to CANCEL_PENDING
sqlx::query(
r#"
UPDATE broker_orders
@@ -254,6 +348,52 @@ impl broker_gateway_service_server::BrokerGatewayService for BrokerGatewayServic
Status::internal(format!("Database error: {}", e))
})?;
// Attempt live broker cancellation if available
#[cfg(feature = "icmarkets")]
{
// Try to get the broker_order_id from DB for cTrader cancellation
let broker_id_row: Option<(Option<String>,)> = sqlx::query_as(
"SELECT broker_order_id FROM broker_orders WHERE client_order_id = $1",
)
.bind(&req.client_order_id)
.fetch_optional(&self.db_pool)
.await
.ok()
.flatten();
if let Some((Some(broker_order_id),)) = broker_id_row {
if let Ok(order_id) = broker_order_id.parse::<i64>() {
let guard = self.broker_client.read().await;
if let Some(ct) = guard.as_ref() {
match ct.cancel_order(order_id).await {
Ok(_) => {
let _ = sqlx::query(
"UPDATE broker_orders SET status = 'CANCELLED', updated_at = NOW() WHERE client_order_id = $1",
)
.bind(&req.client_order_id)
.execute(&self.db_pool)
.await;
info!(
client_order_id = %req.client_order_id,
"order cancelled via cTrader"
);
return Ok(Response::new(CancelOrderResponse {
success: true,
message: "Order cancelled via cTrader".to_string(),
new_status: OrderStatus::Cancelled as i32,
}));
}
Err(e) => {
warn!(error = %e, "cTrader cancel failed — order remains CANCEL_PENDING");
}
}
}
}
}
}
info!(
"Order cancel request processed: client_order_id={}, new_status=CANCEL_PENDING",
req.client_order_id
@@ -262,7 +402,7 @@ impl broker_gateway_service_server::BrokerGatewayService for BrokerGatewayServic
Ok(Response::new(CancelOrderResponse {
success: true,
message: format!(
"Cancel request queued (MVP: no FIX send). Order: {}",
"Cancel request queued. Order: {}",
req.client_order_id
),
new_status: OrderStatus::CancelPending as i32,
@@ -277,14 +417,39 @@ impl broker_gateway_service_server::BrokerGatewayService for BrokerGatewayServic
let req = request.into_inner();
info!("GetAccountState called: account_id={}", req.account_id);
// Broker account query not yet implemented — return explicit error
// rather than silently returning hardcoded fake data
// Query live broker if available
#[cfg(feature = "icmarkets")]
{
let guard = self.broker_client.read().await;
if let Some(ct) = guard.as_ref() {
match ct.get_account_info().await {
Ok(info) => {
let balance = info.balance as f64 / 100.0; // cents → currency
return Ok(Response::new(GetAccountStateResponse {
account_id: ct.account_id().to_string(),
cash_balance: balance,
equity: balance,
margin_used: 0.0,
margin_available: balance,
buying_power: balance,
unrealized_pnl: 0.0,
realized_pnl: 0.0,
last_updated: chrono::Utc::now().timestamp_nanos_opt().unwrap_or(0),
}));
}
Err(e) => {
warn!(error = %e, "cTrader account info query failed");
}
}
}
}
warn!(
account_id = %req.account_id,
"get_account_state called but broker query is not implemented — returning error"
"no live broker connected — cannot query account state"
);
Err(Status::failed_precondition(
"Account state query not yet implemented — broker connection MVP does not support live account queries",
"No live broker connected — account state unavailable",
))
}
@@ -299,15 +464,54 @@ impl broker_gateway_service_server::BrokerGatewayService for BrokerGatewayServic
req.account_id, req.symbol
);
// Broker position query not yet implemented — return explicit error
// rather than silently returning empty positions with fake equity
// Query live broker if available
#[cfg(feature = "icmarkets")]
{
let guard = self.broker_client.read().await;
if let Some(ct) = guard.as_ref() {
match ct.get_positions().await {
Ok(reconcile) => {
let positions: Vec<Position> = reconcile
.positions
.iter()
.map(|p| {
let td = &p.trade_data;
let qty = td.volume as f64 / 100.0;
let price = p.price.unwrap_or(0.0);
// Negative quantity for sell-side positions
let signed_qty = if td.trade_side == 2 { -qty } else { qty };
Position {
symbol: td.symbol_id.to_string(),
quantity: signed_qty,
average_price: price,
market_value: qty * price,
unrealized_pnl: 0.0,
}
})
.collect();
return Ok(Response::new(GetPositionsResponse {
positions,
total_equity: 0.0,
total_exposure: 0.0,
leverage_ratio: 0.0,
timestamp: chrono::Utc::now().timestamp_nanos_opt().unwrap_or(0),
}));
}
Err(e) => {
warn!(error = %e, "cTrader position query failed");
}
}
}
}
warn!(
account_id = %req.account_id,
symbol = ?req.symbol,
"get_positions called but broker query is not implemented — returning error"
"no live broker connected — cannot query positions"
);
Err(Status::failed_precondition(
"Position query not yet implemented — broker connection MVP does not support live position queries",
"No live broker connected — position query unavailable",
))
}
@@ -357,9 +561,63 @@ impl broker_gateway_service_server::BrokerGatewayService for BrokerGatewayServic
let (tx, rx) = tokio::sync::mpsc::channel(16);
// MVP: Close stream immediately (no executions)
// Stream live execution events if broker is connected
#[cfg(feature = "icmarkets")]
{
let guard = self.broker_client.read().await;
if let Some(ct) = guard.as_ref() {
let mut broadcast_rx = ct.subscribe_executions();
let tx_clone = tx.clone();
tokio::spawn(async move {
loop {
match broadcast_rx.recv().await {
Ok(msg) => {
let event = ExecutionEvent {
execution_id: msg
.client_msg_id
.clone()
.unwrap_or_else(|| uuid::Uuid::new_v4().to_string()),
broker_order_id: String::new(),
client_order_id: msg
.client_msg_id
.unwrap_or_default(),
symbol: String::new(),
side: OrderSide::Buy as i32,
exec_type: ExecutionType::Trade as i32,
order_status: OrderStatus::Filled as i32,
last_qty: 0.0,
last_price: 0.0,
cum_qty: 0.0,
avg_price: 0.0,
transact_time: chrono::Utc::now()
.timestamp_nanos_opt()
.unwrap_or(0),
text: None,
};
if tx_clone.send(Ok(event)).await.is_err() {
break;
}
}
Err(tokio::sync::broadcast::error::RecvError::Closed) => break,
Err(tokio::sync::broadcast::error::RecvError::Lagged(n)) => {
warn!(skipped = n, "execution broadcast lagged");
}
}
}
});
// Don't drop tx yet — the spawned task holds tx_clone
drop(tx);
return Ok(Response::new(tokio_stream::wrappers::ReceiverStream::new(
rx,
)));
}
}
// No broker connected — close stream immediately
tokio::spawn(async move {
warn!("StreamExecutions: MVP mode - no executions streamed");
warn!("StreamExecutions: no live broker connected");
drop(tx);
});
@@ -381,17 +639,26 @@ impl broker_gateway_service_server::BrokerGatewayService for BrokerGatewayServic
.await
.is_ok();
#[cfg(feature = "icmarkets")]
let broker_connected = {
let guard = self.broker_client.read().await;
guard.is_some()
};
#[cfg(not(feature = "icmarkets"))]
let broker_connected = false;
let healthy = db_healthy;
let message = if healthy {
"Broker Gateway Service is healthy (MVP mode)".to_string()
let message = if healthy && broker_connected {
"Broker Gateway Service is healthy (cTrader connected)".to_string()
} else if healthy {
"Broker Gateway Service is healthy (no live broker)".to_string()
} else {
"Service degraded: database connection failed".to_string()
};
let details = vec![
("database".to_string(), db_healthy.to_string()),
("mvp_mode".to_string(), "true".to_string()),
("fix_session".to_string(), "not_implemented".to_string()),
("broker_connected".to_string(), broker_connected.to_string()),
]
.into_iter()
.collect();