fix

Documentation

Index

• Constants
• func NewBeautyLogFactory(parent quickfix.LogFactory) quickfix.LogFactory
• func PrintStat()
• func ReadConfig(cfgFilename string, apiKey string) (*quickfix.Settings, error)
• func RunCancelAll(cfgFilenameOE string, cfgFilenameDC string, apiKeyName string) error
• func RunDropCopy(cfgFileName string, apiKeyName string) error
• func RunGeneratePassword(cfgFilename string, apiKeyName string, dur time.Duration) error
• func RunOrderEntry(cfgFileName string, apiKeyName string) error
• func RunOrderEntryManual(cfgFileName string, apiKeyName string) error
• func RunOrderEntryPerf(cfgFileName string, apiKeyName string) error
• func RunSecurityList(cfgFileName string, apiKeyName string) error
• func StartConnection(app ApplicationWithWait, settings *quickfix.Settings) error
• type ApplicationWithWait
• type BeautyLog
  • func (b BeautyLog) BeautifyFIX(raw []byte) []byte
  • func (b BeautyLog) BeautifyFIXString(event string) string
  • func (b BeautyLog) BeautifyField(tag quickfix.Tag, name string, value quickfix.FIXBytes, desc string, ...) string
  • func (b BeautyLog) BeautifyFieldMap(fm quickfix.FieldMap, fieldDefs FieldDefs, messagePart int, prefix int, ...) string
  • func (b BeautyLog) OnIncoming(raw []byte)
  • func (b BeautyLog) OnOutgoing(raw []byte)
• type BeautyLogFactory
  • func (b BeautyLogFactory) Create() (quickfix.Log, error)
  • func (b BeautyLogFactory) CreateSessionLog(sessionID quickfix.SessionID) (quickfix.Log, error)
• type Canceller
  • func (e *Canceller) FromApp(msg *quickfix.Message, sessionID quickfix.SessionID) (reject quickfix.MessageRejectError)
• type FIXExampleAction
• type FieldDefs
  • func NewFieldDefs(Parts []datadictionary.MessagePart, MapFields map[int]*datadictionary.FieldDef) FieldDefs
  • func NewFieldDefsFromArr(MapFields []*datadictionary.FieldDef) FieldDefs
  • func (t FieldDefs) Find(tag quickfix.Tag) *datadictionary.FieldDef
• type OrderInfo
• type OrderState
• type PerfTradeClient
  • func (e PerfTradeClient) FromApp(msg *quickfix.Message, sessionID quickfix.SessionID) (err quickfix.MessageRejectError)
  • func (e PerfTradeClient) ToApp(msg *quickfix.Message, sessionID quickfix.SessionID) (err error)
• type TradeClient
  • func NewTradeClient(cfgFilename string, keyFilename string) (*TradeClient, error)
  • func (e *TradeClient) FromAdmin(msg *quickfix.Message, sessionID quickfix.SessionID) (reject quickfix.MessageRejectError)
  • func (e *TradeClient) FromApp(msg *quickfix.Message, sessionID quickfix.SessionID) (reject quickfix.MessageRejectError)
  • func (e *TradeClient) OnCreate(sessionID quickfix.SessionID)
  • func (e *TradeClient) OnLogon(sessionID quickfix.SessionID)
  • func (e *TradeClient) OnLogout(sessionID quickfix.SessionID)
  • func (e *TradeClient) ToAdmin(msg *quickfix.Message, sessionID quickfix.SessionID)
  • func (e *TradeClient) ToApp(msg *quickfix.Message, sessionID quickfix.SessionID) (err error)
  • func (e *TradeClient) WaitConnect() bool

Constants

const (
	FIX_XML_PATH = "spec/FIX44-PT.xml"
)

Functions

func NewBeautyLogFactory

func NewBeautyLogFactory(parent quickfix.LogFactory) quickfix.LogFactory

NewScreenLogFactory creates an instance of LogFactory that writes messages and events to stdout.

func PrintStat

func PrintStat()

func ReadConfig

func ReadConfig(cfgFilename string, apiKey string) (*quickfix.Settings, error)

func RunCancelAll

func RunCancelAll(cfgFilenameOE string, cfgFilenameDC string, apiKeyName string) error

func RunDropCopy

func RunDropCopy(cfgFileName string, apiKeyName string) error

func RunGeneratePassword

func RunGeneratePassword(cfgFilename string, apiKeyName string, dur time.Duration) error

func RunOrderEntry

func RunOrderEntry(cfgFileName string, apiKeyName string) error

func RunOrderEntryManual

func RunOrderEntryManual(cfgFileName string, apiKeyName string) error

func RunOrderEntryPerf

func RunOrderEntryPerf(cfgFileName string, apiKeyName string) error

func RunSecurityList

func RunSecurityList(cfgFileName string, apiKeyName string) error

func StartConnection

func StartConnection(app ApplicationWithWait, settings *quickfix.Settings) error

Types

type ApplicationWithWait

type ApplicationWithWait interface {
	quickfix.Application
	WaitConnect() bool
}

type BeautyLog

type BeautyLog struct {
	quickfix.Log
	// contains filtered or unexported fields
}

func (BeautyLog) BeautifyFIX

func (b BeautyLog) BeautifyFIX(raw []byte) []byte

func (BeautyLog) BeautifyFIXString

func (b BeautyLog) BeautifyFIXString(event string) string

func (BeautyLog) BeautifyField

func (b BeautyLog) BeautifyField(tag quickfix.Tag, name string, value quickfix.FIXBytes, desc string, prefix int, index int) string

func (BeautyLog) BeautifyFieldMap

func (b BeautyLog) BeautifyFieldMap(fm quickfix.FieldMap, fieldDefs FieldDefs, messagePart int, prefix int, index int) string

func (BeautyLog) OnIncoming

func (b BeautyLog) OnIncoming(raw []byte)

log incoming fix message

func (BeautyLog) OnOutgoing

func (b BeautyLog) OnOutgoing(raw []byte)

log outgoing fix message

type BeautyLogFactory

type BeautyLogFactory struct {
	// contains filtered or unexported fields
}

func (BeautyLogFactory) Create

func (b BeautyLogFactory) Create() (quickfix.Log, error)

func (BeautyLogFactory) CreateSessionLog

func (b BeautyLogFactory) CreateSessionLog(sessionID quickfix.SessionID) (quickfix.Log, error)

type Canceller

type Canceller struct {
	*TradeClient
	// contains filtered or unexported fields
}

func (*Canceller) FromApp

func (e *Canceller) FromApp(msg *quickfix.Message, sessionID quickfix.SessionID) (reject quickfix.MessageRejectError)

type FIXExampleAction

type FIXExampleAction = func() *quickfix.Message

type FieldDefs

type FieldDefs []*datadictionary.FieldDef

func NewFieldDefs

func NewFieldDefs(Parts []datadictionary.MessagePart, MapFields map[int]*datadictionary.FieldDef) FieldDefs

func NewFieldDefsFromArr

func NewFieldDefsFromArr(MapFields []*datadictionary.FieldDef) FieldDefs

func (FieldDefs) Find

func (t FieldDefs) Find(tag quickfix.Tag) *datadictionary.FieldDef

type OrderInfo

type OrderInfo struct {
	State  OrderState
	SentAt time.Time
}

type OrderState

type OrderState int

const (
	OrderState_UNKNOWN   OrderState = 0
	OrderState_SENT      OrderState = 1
	OrderState_CREATED   OrderState = 2
	OrderState_CANCELLED OrderState = 3
)

type PerfTradeClient

type PerfTradeClient struct {
	*TradeClient
}

func (PerfTradeClient) FromApp

func (e PerfTradeClient) FromApp(msg *quickfix.Message, sessionID quickfix.SessionID) (err quickfix.MessageRejectError)

func (PerfTradeClient) ToApp

func (e PerfTradeClient) ToApp(msg *quickfix.Message, sessionID quickfix.SessionID) (err error)

type TradeClient

type TradeClient struct {
	SenderCompID string
	PrivateKey   []byte
	Settings     *quickfix.Settings
	// contains filtered or unexported fields
}

TradeClient implements the quickfix.Application interface

func NewTradeClient

func NewTradeClient(cfgFilename string, keyFilename string) (*TradeClient, error)

func (*TradeClient) FromAdmin

func (e *TradeClient) FromAdmin(msg *quickfix.Message, sessionID quickfix.SessionID) (reject quickfix.MessageRejectError)

FromAdmin implemented as part of Application interface

func (*TradeClient) FromApp

func (e *TradeClient) FromApp(msg *quickfix.Message, sessionID quickfix.SessionID) (reject quickfix.MessageRejectError)

FromApp implemented as part of Application interface. This is the callback for all Application level messages from the counter party.

func (*TradeClient) OnCreate

func (e *TradeClient) OnCreate(sessionID quickfix.SessionID)

OnCreate implemented as part of Application interface

func (*TradeClient) OnLogon

func (e *TradeClient) OnLogon(sessionID quickfix.SessionID)

OnLogon implemented as part of Application interface

func (*TradeClient) OnLogout

func (e *TradeClient) OnLogout(sessionID quickfix.SessionID)

OnLogout implemented as part of Application interface

func (*TradeClient) ToAdmin

func (e *TradeClient) ToAdmin(msg *quickfix.Message, sessionID quickfix.SessionID)

ToAdmin implemented as part of Application interface

func (*TradeClient) ToApp

func (e *TradeClient) ToApp(msg *quickfix.Message, sessionID quickfix.SessionID) (err error)

ToApp implemented as part of Application interface

func (*TradeClient) WaitConnect

func (e *TradeClient) WaitConnect() bool