basic

Documentation

Index

• type ClOrdIDGenerator
  • func (f *ClOrdIDGenerator) Next() string
• type FIXApplication
  • func (a *FIXApplication) FromAdmin(msg *quickfix.Message, sessionID quickfix.SessionID) (reject quickfix.MessageRejectError)
  • func (a *FIXApplication) FromApp(msg *quickfix.Message, sessionID quickfix.SessionID) quickfix.MessageRejectError
  • func (a *FIXApplication) OnCreate(sessionID quickfix.SessionID)
  • func (a *FIXApplication) OnLogon(sessionID quickfix.SessionID)
  • func (a *FIXApplication) OnLogout(sessionID quickfix.SessionID)
  • func (a *FIXApplication) ToAdmin(msg *quickfix.Message, sessionID quickfix.SessionID)
  • func (a *FIXApplication) ToApp(msg *quickfix.Message, sessionID quickfix.SessionID) (err error)
• type FIXFactory
  • func (FIXFactory) NewOrderSingle(order oms.Order) (msg quickfix.Messagable, err error)
  • func (FIXFactory) OrderCancelRequest(order oms.Order, clOrdID string) (msg quickfix.Messagable, err error)
  • func (FIXFactory) SecurityDefinitionRequest(req secmaster.SecurityDefinitionRequest) (msg quickfix.Messagable, err error)

Types

type ClOrdIDGenerator

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

func (*ClOrdIDGenerator) Next

func (f *ClOrdIDGenerator) Next() string

type FIXApplication

type FIXApplication struct {
	SessionIDs map[string]quickfix.SessionID
	*oms.OrderManager
}

FIXApplication implements a basic quickfix.Application

func (*FIXApplication) FromAdmin

func (a *FIXApplication) FromAdmin(msg *quickfix.Message, sessionID quickfix.SessionID) (reject quickfix.MessageRejectError)

FromAdmin is ignored

func (*FIXApplication) FromApp

func (a *FIXApplication) FromApp(msg *quickfix.Message, sessionID quickfix.SessionID) quickfix.MessageRejectError

FromApp listens for just execution reports

func (*FIXApplication) OnCreate

func (a *FIXApplication) OnCreate(sessionID quickfix.SessionID)

OnCreate initialized SessionIDs

func (*FIXApplication) OnLogon

func (a *FIXApplication) OnLogon(sessionID quickfix.SessionID)

OnLogon is ignored

func (*FIXApplication) OnLogout

func (a *FIXApplication) OnLogout(sessionID quickfix.SessionID)

OnLogout is ignored

func (*FIXApplication) ToAdmin

func (a *FIXApplication) ToAdmin(msg *quickfix.Message, sessionID quickfix.SessionID)

ToAdmin is ignored

func (*FIXApplication) ToApp

func (a *FIXApplication) ToApp(msg *quickfix.Message, sessionID quickfix.SessionID) (err error)

ToApp is ignored

type FIXFactory

type FIXFactory struct{}

FIXFactory builds vanilla fix messages, implements traderui.fixFactory

func (FIXFactory) NewOrderSingle

func (FIXFactory) NewOrderSingle(order oms.Order) (msg quickfix.Messagable, err error)

func (FIXFactory) OrderCancelRequest

func (FIXFactory) OrderCancelRequest(order oms.Order, clOrdID string) (msg quickfix.Messagable, err error)

func (FIXFactory) SecurityDefinitionRequest

func (FIXFactory) SecurityDefinitionRequest(req secmaster.SecurityDefinitionRequest) (msg quickfix.Messagable, err error)