dontknowtrade

package
v0.2.0 Latest Latest
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Published: Apr 19, 2016 License: Apache-1.1 Imports: 7 Imported by: 0

Documentation

Overview

Package dontknowtrade msg type = Q.

Index

Constants

This section is empty.

Variables

This section is empty.

Functions

func Route

func Route(router RouteOut) (string, string, quickfix.MessageRoute)

Route returns the beginstring, message type, and MessageRoute for this Message type

Types

type Message

type Message struct {
	FIXMsgType string `fix:"Q"`
	fix44.Header
	//OrderID is a required field for DontKnowTrade.
	OrderID string `fix:"37"`
	//SecondaryOrderID is a non-required field for DontKnowTrade.
	SecondaryOrderID *string `fix:"198"`
	//ExecID is a required field for DontKnowTrade.
	ExecID string `fix:"17"`
	//DKReason is a required field for DontKnowTrade.
	DKReason string `fix:"127"`
	//Instrument is a required component for DontKnowTrade.
	instrument.Instrument
	//NoUnderlyings is a non-required field for DontKnowTrade.
	NoUnderlyings []NoUnderlyings `fix:"711,omitempty"`
	//NoLegs is a non-required field for DontKnowTrade.
	NoLegs []NoLegs `fix:"555,omitempty"`
	//Side is a required field for DontKnowTrade.
	Side string `fix:"54"`
	//OrderQtyData is a required component for DontKnowTrade.
	orderqtydata.OrderQtyData
	//LastQty is a non-required field for DontKnowTrade.
	LastQty *float64 `fix:"32"`
	//LastPx is a non-required field for DontKnowTrade.
	LastPx *float64 `fix:"31"`
	//Text is a non-required field for DontKnowTrade.
	Text *string `fix:"58"`
	//EncodedTextLen is a non-required field for DontKnowTrade.
	EncodedTextLen *int `fix:"354"`
	//EncodedText is a non-required field for DontKnowTrade.
	EncodedText *string `fix:"355"`
	fix44.Trailer
}

Message is a DontKnowTrade FIX Message

func New added in v0.2.0

func New(orderid string, execid string, dkreason string, instrument instrument.Instrument, side string, orderqtydata orderqtydata.OrderQtyData) *Message

New returns an initialized DontKnowTrade instance

func (Message) Marshal

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

func (*Message) SetDKReason added in v0.2.0

func (m *Message) SetDKReason(v string)

func (*Message) SetEncodedText added in v0.2.0

func (m *Message) SetEncodedText(v string)

func (*Message) SetEncodedTextLen added in v0.2.0

func (m *Message) SetEncodedTextLen(v int)

func (*Message) SetExecID added in v0.2.0

func (m *Message) SetExecID(v string)

func (*Message) SetInstrument added in v0.2.0

func (m *Message) SetInstrument(v instrument.Instrument)

func (*Message) SetLastPx added in v0.2.0

func (m *Message) SetLastPx(v float64)

func (*Message) SetLastQty added in v0.2.0

func (m *Message) SetLastQty(v float64)

func (*Message) SetNoLegs added in v0.2.0

func (m *Message) SetNoLegs(v []NoLegs)

func (*Message) SetNoUnderlyings added in v0.2.0

func (m *Message) SetNoUnderlyings(v []NoUnderlyings)

func (*Message) SetOrderID added in v0.2.0

func (m *Message) SetOrderID(v string)

func (*Message) SetOrderQtyData added in v0.2.0

func (m *Message) SetOrderQtyData(v orderqtydata.OrderQtyData)

func (*Message) SetSecondaryOrderID added in v0.2.0

func (m *Message) SetSecondaryOrderID(v string)

func (*Message) SetSide added in v0.2.0

func (m *Message) SetSide(v string)

func (*Message) SetText added in v0.2.0

func (m *Message) SetText(v string)

type NoLegs

type NoLegs struct {
	//InstrumentLeg is a non-required component for NoLegs.
	InstrumentLeg *instrumentleg.InstrumentLeg
}

NoLegs is a repeating group in DontKnowTrade

func NewNoLegs added in v0.2.0

func NewNoLegs() *NoLegs

NewNoLegs returns an initialized NoLegs instance

func (*NoLegs) SetInstrumentLeg added in v0.2.0

func (m *NoLegs) SetInstrumentLeg(v instrumentleg.InstrumentLeg)

type NoUnderlyings

type NoUnderlyings struct {
	//UnderlyingInstrument is a non-required component for NoUnderlyings.
	UnderlyingInstrument *underlyinginstrument.UnderlyingInstrument
}

NoUnderlyings is a repeating group in DontKnowTrade

func NewNoUnderlyings added in v0.2.0

func NewNoUnderlyings() *NoUnderlyings

NewNoUnderlyings returns an initialized NoUnderlyings instance

func (*NoUnderlyings) SetUnderlyingInstrument added in v0.2.0

func (m *NoUnderlyings) SetUnderlyingInstrument(v underlyinginstrument.UnderlyingInstrument)

type RouteOut

type RouteOut func(msg Message, sessionID quickfix.SessionID) quickfix.MessageRejectError

A RouteOut is the callback type that should be implemented for routing Message

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