liststatus

package
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Published: Feb 21, 2016 License: Apache-1.1 Imports: 3 Imported by: 0

Documentation

Overview

Package liststatus msg type = N.

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 Mesage type

Types

type Message

type Message struct {
	FIXMsgType string `fix:"N"`
	Header     fix40.Header
	//ListID is a required field for ListStatus.
	ListID string `fix:"66"`
	//WaveNo is a non-required field for ListStatus.
	WaveNo *string `fix:"105"`
	//NoRpts is a required field for ListStatus.
	NoRpts int `fix:"82"`
	//RptSeq is a required field for ListStatus.
	RptSeq int `fix:"83"`
	//NoOrders is a required field for ListStatus.
	NoOrders []NoOrders `fix:"73"`
	Trailer  fix40.Trailer
}

Message is a ListStatus FIX Message

func (Message) Marshal

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

type NoOrders

type NoOrders struct {
	//ClOrdID is a required field for NoOrders.
	ClOrdID string `fix:"11"`
	//CumQty is a required field for NoOrders.
	CumQty int `fix:"14"`
	//CxlQty is a required field for NoOrders.
	CxlQty int `fix:"84"`
	//AvgPx is a required field for NoOrders.
	AvgPx float64 `fix:"6"`
}

NoOrders is a repeating group in ListStatus

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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