feat: added source and dest fields for orders and data requests

src/netcap_api/prisma/schema.prisma

@@ -35,6 +35,8 @@ model PingPong {
 
 model OrderRequests {
     order_id         String @id @unique @db.VarChar(50)
+    source           String @db.VarChar(50)
+    destination      String @db.VarChar(50)
     ack_tstamp_sec   BigInt @db.BigInt
     ack_tstamp_nano  BigInt @db.BigInt
     gateway_in_sec   BigInt @db.BigInt
@@ -51,6 +53,8 @@ model OrderRequests {
 
 model DataRequests {
     order_id         String @id @unique @db.VarChar(50)
+    source           String @db.VarChar(50)
+    destination      String @db.VarChar(50)
     ack_tstamp_sec   BigInt @db.BigInt
     ack_tstamp_nano  BigInt @db.BigInt
     gateway_in_sec   BigInt @db.BigInt

src/netcap_api/src/rawpcap.service.ts

@@ -61,7 +61,11 @@ export class RawPCAPService {
                       'tstamp_sec', 
                       timestamp_sec, 
                       'tstamp_nano', 
-                      timestamp_nano, 
+                      timestamp_nano,
+                      'sender', 
+                      \`raw_data\` ->> '$.fix_sender_comp_id',
+                      'target', 
+                      \`raw_data\` ->> '$.fix_target_comp_id',
                       'fix_type', 
                       CASE \`raw_data\` ->> '$.fix_msg_type' WHEN 'D' THEN 'ORDER' WHEN 'V' THEN 'MKT_REQ' WHEN '8' THEN 'EXEC_ORD' WHEN 'W' THEN 'MKT_RES' END, 
                       'msg_state', 
@@ -126,6 +130,8 @@ export class RawPCAPService {
             .map((packets): Prisma.OrderRequestsCreateInput => {
                 let order: Prisma.OrderRequestsCreateInput = {
                     order_id: '',
+                    source: '',
+                    destination: '',
                     gateway_in_sec: 0,
                     gateway_in_nano: 0,
                     ack_tstamp_sec: 0,
@@ -141,8 +147,23 @@ export class RawPCAPService {
                 };
 
                 order.order_id = packets.order_id;
+                const traderRegex = /TRADER\d+/;
+                const exchangeRegex = /EXCHANGE\d+/;
 
                 for (const packet of packets.order_packets) {
+                    if (!order.source) {
+                        if (traderRegex.test(packet.sender))
+                            order.source = packet.sender;
+                        if (traderRegex.test(packet.target))
+                            order.source = packet.target;
+                    }
+                    if (!order.destination) {
+                        if (exchangeRegex.test(packet.target))
+                            order.destination = packet.target;
+                        if (exchangeRegex.test(packet.sender))
+                            order.destination = packet.sender;
+                    }
+
                     switch (packet.msg_state) {
                         case 'GW_IN':
                             order.gateway_in_sec = packet.tstamp_sec;
@@ -174,7 +195,7 @@ export class RawPCAPService {
             })
             .filter((order) => {
                 for (const key in order) {
-                    if (!key) {
+                    if (!order[key]) {
                         console.log('INCOMPLETE ORDER SKIPPING...');
                         return false;
                     }
@@ -187,6 +208,8 @@ export class RawPCAPService {
             .map((packets): Prisma.DataRequestsCreateInput => {
                 let dataReq: Prisma.DataRequestsCreateInput = {
                     order_id: '',
+                    source: '',
+                    destination: '',
                     gateway_in_sec: 0,
                     gateway_in_nano: 0,
                     ack_tstamp_sec: 0,
@@ -198,8 +221,23 @@ export class RawPCAPService {
                 };
 
                 dataReq.order_id = packets.order_id;
+                const traderRegex = /TRADER\d+/;
+                const exchangeRegex = /EXCHANGE\d+/;
 
                 for (const packet of packets.order_packets) {
+                    if (!dataReq.source) {
+                        if (traderRegex.test(packet.sender))
+                            dataReq.source = packet.sender;
+                        if (traderRegex.test(packet.target))
+                            dataReq.source = packet.target;
+                    }
+                    if (!dataReq.destination) {
+                        if (exchangeRegex.test(packet.target))
+                            dataReq.destination = packet.target;
+                        if (exchangeRegex.test(packet.sender))
+                            dataReq.destination = packet.sender;
+                    }
+
                     switch (packet.msg_state) {
                         case 'GW_IN':
                             dataReq.gateway_in_sec = packet.tstamp_sec;
@@ -223,7 +261,7 @@ export class RawPCAPService {
             })
             .filter((dataReq) => {
                 for (const key in dataReq) {
-                    if (!key) {
+                    if (!dataReq[key]) {
                         console.log(
                             'INCOMPLETE MARKET DATA REQUEST SKIPPING...',
                         );
@@ -252,7 +290,7 @@ export class RawPCAPService {
                 dataRequestChanges: dataReqChanges.count,
             };
         } catch (error) {
-            console.log('Error updating records: skipping...');
+            console.log('Error occurred when creating records, skipping...');
         }
         return ret;
     }

src/netcap_api/src/types/RawPCAP.ts

@@ -61,6 +61,8 @@ export type SingleOrderPacket = {
     id: number;
     fix_type: FixType;
     msg_state: MsgState;
+    sender: string;
+    target: string;
     tstamp_sec: number;
     tstamp_nano: number;
 };