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 NoQuoteEntries
• type NoQuoteSets
• 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     fix43.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"`
	//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"`
	//NoQuoteSets is a required field for MassQuote.
	NoQuoteSets []NoQuoteSets `fix:"296"`
	Trailer     fix43.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 NoQuoteEntries

type NoQuoteEntries struct {
	//QuoteEntryID is a required field for NoQuoteEntries.
	QuoteEntryID string `fix:"299"`
	//Instrument Component
	Instrument instrument.Component
	//BidPx is a non-required field for NoQuoteEntries.
	BidPx *float64 `fix:"132"`
	//OfferPx is a non-required field for NoQuoteEntries.
	OfferPx *float64 `fix:"133"`
	//BidSize is a non-required field for NoQuoteEntries.
	BidSize *float64 `fix:"134"`
	//OfferSize is a non-required field for NoQuoteEntries.
	OfferSize *float64 `fix:"135"`
	//ValidUntilTime is a non-required field for NoQuoteEntries.
	ValidUntilTime *time.Time `fix:"62"`
	//BidSpotRate is a non-required field for NoQuoteEntries.
	BidSpotRate *float64 `fix:"188"`
	//OfferSpotRate is a non-required field for NoQuoteEntries.
	OfferSpotRate *float64 `fix:"190"`
	//BidForwardPoints is a non-required field for NoQuoteEntries.
	BidForwardPoints *float64 `fix:"189"`
	//OfferForwardPoints is a non-required field for NoQuoteEntries.
	OfferForwardPoints *float64 `fix:"191"`
	//MidPx is a non-required field for NoQuoteEntries.
	MidPx *float64 `fix:"631"`
	//BidYield is a non-required field for NoQuoteEntries.
	BidYield *float64 `fix:"632"`
	//MidYield is a non-required field for NoQuoteEntries.
	MidYield *float64 `fix:"633"`
	//OfferYield is a non-required field for NoQuoteEntries.
	OfferYield *float64 `fix:"634"`
	//TransactTime is a non-required field for NoQuoteEntries.
	TransactTime *time.Time `fix:"60"`
	//TradingSessionID is a non-required field for NoQuoteEntries.
	TradingSessionID *string `fix:"336"`
	//TradingSessionSubID is a non-required field for NoQuoteEntries.
	TradingSessionSubID *string `fix:"625"`
	//FutSettDate is a non-required field for NoQuoteEntries.
	FutSettDate *string `fix:"64"`
	//OrdType is a non-required field for NoQuoteEntries.
	OrdType *string `fix:"40"`
	//FutSettDate2 is a non-required field for NoQuoteEntries.
	FutSettDate2 *string `fix:"193"`
	//OrderQty2 is a non-required field for NoQuoteEntries.
	OrderQty2 *float64 `fix:"192"`
	//BidForwardPoints2 is a non-required field for NoQuoteEntries.
	BidForwardPoints2 *float64 `fix:"642"`
	//OfferForwardPoints2 is a non-required field for NoQuoteEntries.
	OfferForwardPoints2 *float64 `fix:"643"`
	//Currency is a non-required field for NoQuoteEntries.
	Currency *string `fix:"15"`
}

NoQuoteEntries is a repeating group in NoQuoteSets

type NoQuoteSets

type NoQuoteSets struct {
	//QuoteSetID is a required field for NoQuoteSets.
	QuoteSetID string `fix:"302"`
	//UnderlyingInstrument Component
	UnderlyingInstrument underlyinginstrument.Component
	//QuoteSetValidUntilTime is a non-required field for NoQuoteSets.
	QuoteSetValidUntilTime *time.Time `fix:"367"`
	//TotQuoteEntries is a required field for NoQuoteSets.
	TotQuoteEntries int `fix:"304"`
	//NoQuoteEntries is a required field for NoQuoteSets.
	NoQuoteEntries []NoQuoteEntries `fix:"295"`
}

NoQuoteSets is a repeating group in MassQuote

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