massquote

Documentation

Overview

Package massquote msg type = i.

Index

• func Route(router RouteOut) (string, string, quickfix.MessageRoute)
• type Message
  • func (m Message) Marshal() quickfix.Message
• type RouteOut

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:"i"`
	Header     fixt11.Header
	//QuoteReqID is a non-required field for MassQuote.
	QuoteReqID *string `fix:"131"`
	//QuoteID is a required field for MassQuote.
	QuoteID string `fix:"117"`
	//QuoteType is a non-required field for MassQuote.
	QuoteType *int `fix:"537"`
	//QuoteResponseLevel is a non-required field for MassQuote.
	QuoteResponseLevel *int `fix:"301"`
	//Parties Component
	Parties parties.Component
	//Account is a non-required field for MassQuote.
	Account *string `fix:"1"`
	//AcctIDSource is a non-required field for MassQuote.
	AcctIDSource *int `fix:"660"`
	//AccountType is a non-required field for MassQuote.
	AccountType *int `fix:"581"`
	//DefBidSize is a non-required field for MassQuote.
	DefBidSize *float64 `fix:"293"`
	//DefOfferSize is a non-required field for MassQuote.
	DefOfferSize *float64 `fix:"294"`
	//QuotSetGrp Component
	QuotSetGrp quotsetgrp.Component
	Trailer    fixt11.Trailer
}

Message is a MassQuote FIX Message

func (Message) Marshal

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

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