quickfix

README

QuickFIX/Go

• Website: http://www.quickfixgo.org
• Mailing list: Google Groups

Open Source FIX Protocol library implemented in Go

Getting Started and Documentation

• User Manual
• API Documentation

Installation

To install QuickFIX/Go, use go get:

$ go get github.com/Boklazhenko/quickfix

Staying up to date

To update QuickFIX/Go to the latest version, use go get -u github.com/Boklazhenko/quickfix.

Example Apps

See examples for some simple examples of using QuickFIX/Go.

FIX Message Generation

QuickFIX/Go includes separate packages for tags, fields, enums, messages, and message components generated from the FIX 4.0 - FIX5.0SP2 specs. See:

• github.com/quickfixgo/tag
• github.com/quickfixgo/field
• github.com/quickfixgo/enum
• github.com/quickfixgo/fix40
• github.com/quickfixgo/fix41
• github.com/quickfixgo/fix42
• github.com/quickfixgo/fix43
• github.com/quickfixgo/fix44
• github.com/quickfixgo/fix50
• github.com/quickfixgo/fix50sp1
• github.com/quickfixgo/fix50sp2
• github.com/quickfixgo/fixt11

For most FIX applications, these generated resources are sufficient. Custom FIX applications may generate source specific to the FIX spec of that application using the generate-fix tool included with QuickFIX/Go.

Following installation, generate-fix is installed to $GOPATH/bin/generate-fix. Run $GOPATH/bin/generate-fix --help for usage instructions.

Developing QuickFIX/Go

If you wish to work on QuickFIX/Go itself, you will first need Go installed and configured on your machine (version 1.13+ is preferred, but the minimum required version is 1.6).

Next, using Git, clone the repository via git clone git@github.com:quickfixgo/quickfix.git

Installing Dependencies

As of Go version 1.13, QuickFIX/Go uses modules to manage dependencies. You may require GO111MODULE=on. To install dependencies, run

go mod download

Note: No vendored dependencies are included in the QuickFIX/Go source.

Build and Test

The default make target runs go vet and unit tests.

$ make

If this exits with exit status 0, then everything is working!

Generated Code

Generated code from the FIX40-FIX50SP2 specs are available as separate repos under the QuickFIX/Go organization. The source specifications for this generated code is located in spec/. Generated code can be identified by the .generated.go suffix. Any changes to generated code must be captured by changes to source in cmd/generate-fix. After making changes to the code generator source, run the following to re-generate the source

$ make generate-dist

If you are making changes to the generated code, please create Pull Requests for these changes for the affected repos.

Acceptance Tests

QuickFIX/Go has a comprehensive acceptance test suite covering the FIX protocol. These are the same tests used across all QuickFIX implementations.

QuickFIX/Go acceptance tests depend on ruby in path.

To run acceptance tests,

    # generate code locally
    make generate

	# build acceptance test rig
	make build_accept

	# run acceptance tests
	make accept

Dependencies

If you are developing QuickFIX/Go, there are a few tasks you might need to perform related to dependencies.

Adding/updating a dependency

If you are adding or updating a dependency, you will need to update the go.mod and go.sum in the same Pull Request as the code that depends on it. You should do this in a separate commit from your code, as this makes PR review easier and Git history simpler to read in the future.

1. Add or update the dependency like usual:

go get -u github.com/foo/bar

1. Update the module-related files:

go mod tidy

1. Review the changes in git and commit them.

Note that to specify a specific revision, you can manually edit the go.mod file and run go mod tidy

Licensing

This software is available under the QuickFIX Software License. Please see the LICENSE.txt for the terms specified by the QuickFIX Software License.

Documentation

Overview

Package quickfix is a full featured messaging engine for the FIX protocol. It is a 100% Go open source implementation of the popular C++ QuickFIX engine (http://quickfixengine.org).

User manual and additional information available at http://quickfixgo.org

Index

• Constants
• Variables
• func ParseMessage(msg *Message, rawMessage *bytes.Buffer) (err error)
• func ParseMessageWithDataDictionary(msg *Message, rawMessage *bytes.Buffer, ...) (err error)
• func Send(m Messagable) (err error)
• func SendToTarget(m Messagable, sessionID SessionID) error
• func UnregisterSession(sessionID SessionID) error
• type Acceptor
  • func NewAcceptor(app Application, storeFactory MessageStoreFactory, settings *Settings, ...) (a *Acceptor, err error)
  • func (a *Acceptor) RemoteAddr(sessionID SessionID) (net.Addr, bool)
  • func (a *Acceptor) SetConnectionValidator(validator ConnectionValidator)
  • func (a *Acceptor) Start() (err error)
  • func (a *Acceptor) Stop()
• type Application
• type Body
  • func (b *Body) Init()
  • func (t Body) Len() int
  • func (t Body) Less(i, j int) bool
  • func (t Body) Swap(i, j int)
• type ConditionallyRequiredSetting
  • func (e ConditionallyRequiredSetting) Error() string
• type ConnectionValidator
• type FIXBoolean
  • func (f FIXBoolean) Bool() bool
  • func (f *FIXBoolean) Read(bytes []byte) error
  • func (f FIXBoolean) Write() []byte
• type FIXBytes
  • func (f *FIXBytes) Read(bytes []byte) (err error)
  • func (f FIXBytes) Write() []byte
• type FIXDecimal
  • func (d *FIXDecimal) Read(bytes []byte) (err error)
  • func (d FIXDecimal) Write() []byte
• type FIXFloat
  • func (f FIXFloat) Float64() float64
  • func (f *FIXFloat) Read(bytes []byte) error
  • func (f FIXFloat) Write() []byte
• type FIXInt
  • func (f FIXInt) Int() int
  • func (f *FIXInt) Read(bytes []byte) error
  • func (f FIXInt) Write() []byte
• type FIXString
  • func (f *FIXString) Read(bytes []byte) (err error)
  • func (f FIXString) String() string
  • func (f FIXString) Write() []byte
• type FIXUTCTimestamp
  • func (f *FIXUTCTimestamp) Read(bytes []byte) (err error)
  • func (f FIXUTCTimestamp) Write() []byte
• type Field
• type FieldGroup
• type FieldGroupReader
• type FieldGroupWriter
• type FieldMap
  • func (m *FieldMap) Clear()
  • func (m *FieldMap) CopyInto(to *FieldMap)
  • func (m FieldMap) Get(parser Field) MessageRejectError
  • func (m FieldMap) GetBool(tag Tag) (bool, MessageRejectError)
  • func (m FieldMap) GetBytes(tag Tag) ([]byte, MessageRejectError)
  • func (m FieldMap) GetField(tag Tag, parser FieldValueReader) MessageRejectError
  • func (m FieldMap) GetGroup(parser FieldGroupReader) MessageRejectError
  • func (m FieldMap) GetInt(tag Tag) (int, MessageRejectError)
  • func (m FieldMap) GetString(tag Tag) (string, MessageRejectError)
  • func (m FieldMap) GetTime(tag Tag) (t time.Time, err MessageRejectError)
  • func (m FieldMap) Has(tag Tag) bool
  • func (t FieldMap) Len() int
  • func (t FieldMap) Less(i, j int) bool
  • func (m *FieldMap) Set(field FieldWriter) *FieldMap
  • func (m *FieldMap) SetBool(tag Tag, value bool) *FieldMap
  • func (m *FieldMap) SetBytes(tag Tag, value []byte) *FieldMap
  • func (m *FieldMap) SetField(tag Tag, field FieldValueWriter) *FieldMap
  • func (m *FieldMap) SetGroup(field FieldGroupWriter) *FieldMap
  • func (m *FieldMap) SetInt(tag Tag, value int) *FieldMap
  • func (m *FieldMap) SetString(tag Tag, value string) *FieldMap
  • func (t FieldMap) Swap(i, j int)
  • func (m FieldMap) Tags() []Tag
• type FieldValue
• type FieldValueReader
• type FieldValueWriter
• type FieldWriter
• type Group
  • func (t Group) Len() int
  • func (t Group) Less(i, j int) bool
  • func (t Group) Swap(i, j int)
• type GroupItem
  • func GroupElement(tag Tag) GroupItem
• type GroupTemplate
  • func (gt GroupTemplate) Clone() GroupTemplate
• type Header
  • func (h *Header) Init()
  • func (t Header) Len() int
  • func (t Header) Less(i, j int) bool
  • func (t Header) Swap(i, j int)
• type IncorrectFormatForSetting
  • func (e IncorrectFormatForSetting) Error() string
• type Initiator
  • func NewInitiator(app Application, storeFactory MessageStoreFactory, appSettings *Settings, ...) (*Initiator, error)
  • func (i *Initiator) Start() (err error)
  • func (i *Initiator) Stop()
• type Log
• type LogFactory
  • func NewFileLogFactory(settings *Settings) (LogFactory, error)
  • func NewNullLogFactory() LogFactory
  • func NewScreenLogFactory() LogFactory
• type Messagable
• type Message
  • func NewMessage() *Message
  • func (m *Message) CopyInto(to *Message)
  • func (m *Message) IsMsgTypeOf(msgType string) bool
  • func (m *Message) MsgType() (string, MessageRejectError)
  • func (m *Message) String() string
  • func (m *Message) ToMessage() *Message
• type MessageRejectError
  • func ConditionallyRequiredFieldMissing(tag Tag) MessageRejectError
  • func IncorrectDataFormatForValue(tag Tag) MessageRejectError
  • func InvalidMessageType() MessageRejectError
  • func InvalidTagNumber(tag Tag) MessageRejectError
  • func NewBusinessMessageRejectError(err string, rejectReason int, refTagID *Tag) MessageRejectError
  • func NewBusinessMessageRejectErrorWithRefID(err string, rejectReason int, businessRejectRefID string, refTagID *Tag) MessageRejectError
  • func NewMessageRejectError(err string, rejectReason int, refTagID *Tag) MessageRejectError
  • func RequiredTagMissing(tag Tag) MessageRejectError
  • func TagNotDefinedForThisMessageType(tag Tag) MessageRejectError
  • func TagSpecifiedWithoutAValue(tag Tag) MessageRejectError
  • func UnsupportedMessageType() MessageRejectError
  • func ValueIsIncorrect(tag Tag) MessageRejectError
• type MessageRoute
• type MessageRouter
  • func NewMessageRouter() *MessageRouter
  • func (c MessageRouter) AddRoute(beginString string, msgType string, router MessageRoute)
  • func (c MessageRouter) Route(msg *Message, sessionID SessionID) MessageRejectError
• type MessageStore
• type MessageStoreFactory
  • func NewMemoryStoreFactory() MessageStoreFactory
• type RejectLogon
  • func (RejectLogon) BusinessRejectRefID() string
  • func (e RejectLogon) Error() string
  • func (RejectLogon) IsBusinessReject() bool
  • func (RejectLogon) RefTagID() *Tag
  • func (RejectLogon) RejectReason() int
• type RepeatingGroup
  • func NewRepeatingGroup(tag Tag, template GroupTemplate) *RepeatingGroup
  • func (f *RepeatingGroup) Add() *Group
  • func (f RepeatingGroup) Clone() GroupItem
  • func (f RepeatingGroup) Get(i int) *Group
  • func (f RepeatingGroup) Len() int
  • func (f *RepeatingGroup) Read(tv []TagValue) ([]TagValue, error)
  • func (f RepeatingGroup) Tag() Tag
  • func (f RepeatingGroup) Write() []TagValue
• type SessionID
  • func (s SessionID) IsFIXT() bool
  • func (s SessionID) String() string
• type SessionSettings
  • func NewSessionSettings() *SessionSettings
  • func (s SessionSettings) BoolSetting(setting string) (bool, error)
  • func (s *SessionSettings) DurationSetting(setting string) (val time.Duration, err error)
  • func (s *SessionSettings) HasSetting(setting string) bool
  • func (s *SessionSettings) Init()
  • func (s *SessionSettings) IntSetting(setting string) (val int, err error)
  • func (s *SessionSettings) Set(setting string, val string)
  • func (s *SessionSettings) Setting(setting string) (string, error)
• type Settings
  • func NewSettings() *Settings
  • func ParseSettings(reader io.Reader) (*Settings, error)
  • func (s *Settings) AddSession(sessionSettings *SessionSettings) (SessionID, error)
  • func (s *Settings) GlobalSettings() *SessionSettings
  • func (s *Settings) Init()
  • func (s *Settings) SessionSettings() map[SessionID]*SessionSettings
• type Tag
  • func (t Tag) IsHeader() bool
  • func (t Tag) IsTrailer() bool
• type TagValue
  • func (tv TagValue) String() string
• type TimestampPrecision
• type Trailer
  • func (t *Trailer) Init()
  • func (t Trailer) Len() int
  • func (t Trailer) Less(i, j int) bool
  • func (t Trailer) Swap(i, j int)
• type Validator
  • func NewValidator(settings ValidatorSettings, ...) Validator
• type ValidatorSettings

Constants

const (
	BeginStringFIX40  = "FIX.4.0"
	BeginStringFIX41  = "FIX.4.1"
	BeginStringFIX42  = "FIX.4.2"
	BeginStringFIX43  = "FIX.4.3"
	BeginStringFIX44  = "FIX.4.4"
	BeginStringFIXT11 = "FIXT.1.1"
)

FIX BeginString string values

const (
	ApplVerIDFIX27    = "0"
	ApplVerIDFIX30    = "1"
	ApplVerIDFIX40    = "2"
	ApplVerIDFIX41    = "3"
	ApplVerIDFIX42    = "4"
	ApplVerIDFIX43    = "5"
	ApplVerIDFIX44    = "6"
	ApplVerIDFIX50    = "7"
	ApplVerIDFIX50SP1 = "8"
	ApplVerIDFIX50SP2 = "9"
)

FIX ApplVerID string values

Variables

var ErrDoNotSend = errors.New("Do Not Send")

ErrDoNotSend is a convenience error to indicate a DoNotSend in ToApp

Functions

func ParseMessage

func ParseMessage(msg *Message, rawMessage *bytes.Buffer) (err error)

ParseMessage constructs a Message from a byte slice wrapping a FIX message.

func ParseMessageWithDataDictionary

func ParseMessageWithDataDictionary(
	msg *Message,
	rawMessage *bytes.Buffer,
	transportDataDictionary *datadictionary.DataDictionary,
	applicationDataDictionary *datadictionary.DataDictionary,
	decoder *encoding.Decoder,
) (err error)

ParseMessageWithDataDictionary constructs a Message from a byte slice wrapping a FIX message using an optional session and application DataDictionary for reference.

func Send

func Send(m Messagable) (err error)

Send determines the session to send Messagable using header fields BeginString, TargetCompID, SenderCompID

func SendToTarget

func SendToTarget(m Messagable, sessionID SessionID) error

SendToTarget sends a message based on the sessionID. Convenient for use in FromApp since it provides a session ID for incoming messages

func UnregisterSession

func UnregisterSession(sessionID SessionID) error

UnregisterSession removes a session from the set of known sessions

Types

type Acceptor

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

Acceptor accepts connections from FIX clients and manages the associated sessions.

func NewAcceptor

func NewAcceptor(app Application, storeFactory MessageStoreFactory, settings *Settings, logFactory LogFactory) (a *Acceptor, err error)

NewAcceptor creates and initializes a new Acceptor.

func (*Acceptor) RemoteAddr

func (a *Acceptor) RemoteAddr(sessionID SessionID) (net.Addr, bool)

Get remote IP address for a given session.

func (*Acceptor) SetConnectionValidator

func (a *Acceptor) SetConnectionValidator(validator ConnectionValidator)

SetConnectionValidator sets an optional connection validator. Use it when you need a custom authentication logic that includes lower level interactions, like mTLS auth or IP whitelistening. To remove a previously set validator call it with a nil value:

a.SetConnectionValidator(nil)

func (*Acceptor) Start

func (a *Acceptor) Start() (err error)

Start accepting connections.

func (*Acceptor) Stop

func (a *Acceptor) Stop()

Stop logs out existing sessions, close their connections, and stop accepting new connections.

type Application

type Application interface {
	//Notification of a session begin created.
	OnCreate(sessionID SessionID)

	//Notification of a session successfully logging on.
	OnLogon(sessionID SessionID)

	//Notification of a session logging off or disconnecting.
	OnLogout(sessionID SessionID)

	//Notification of admin message being sent to target.
	ToAdmin(message *Message, sessionID SessionID)

	//Notification of app message being sent to target.
	ToApp(message *Message, sessionID SessionID) error

	//Notification of admin message being received from target.
	FromAdmin(message *Message, sessionID SessionID) MessageRejectError

	//Notification of app message being received from target.
	FromApp(message *Message, sessionID SessionID) MessageRejectError
}

The Application interface should be implemented by FIX Applications. This is the primary interface for processing messages from a FIX Session.

type Body

type Body struct{ FieldMap }

Body is the primary application section of a FIX message

func (*Body) Init

func (b *Body) Init()

Init initializes the FIX message

func (Body) Len

func (t Body) Len() int

func (Body) Less

func (t Body) Less(i, j int) bool

func (Body) Swap

func (t Body) Swap(i, j int)

type ConditionallyRequiredSetting

type ConditionallyRequiredSetting struct {
	Setting string
}

ConditionallyRequiredSetting indicates a missing setting

func (ConditionallyRequiredSetting) Error

func (e ConditionallyRequiredSetting) Error() string

type ConnectionValidator

type ConnectionValidator interface {
	// Validate the connection for validity. This can be a part of authentication process.
	// For example, you may tie up a SenderCompID to an IP range, or to a specific TLS certificate as a part of mTLS.
	Validate(netConn net.Conn, session SessionID) error
}

ConnectionValidator is an interface allowing to implement a custom authentication logic.

type FIXBoolean

type FIXBoolean bool

FIXBoolean is a FIX Boolean value, implements FieldValue.

func (FIXBoolean) Bool

func (f FIXBoolean) Bool() bool

Bool converts the FIXBoolean value to bool

func (*FIXBoolean) Read

func (f *FIXBoolean) Read(bytes []byte) error

func (FIXBoolean) Write

func (f FIXBoolean) Write() []byte

type FIXBytes

type FIXBytes []byte

FIXBytes is a generic FIX field value, implements FieldValue. Enables zero copy read from a FieldMap

func (*FIXBytes) Read

func (f *FIXBytes) Read(bytes []byte) (err error)

func (FIXBytes) Write

func (f FIXBytes) Write() []byte

type FIXDecimal

type FIXDecimal struct {
	decimal.Decimal

	//Scale is the number of digits after the decimal point when Writing the field value as a FIX value
	Scale int32
}

FIXDecimal is a FIX Float Value that implements an arbitrary precision fixed-point decimal. Implements FieldValue

func (*FIXDecimal) Read

func (d *FIXDecimal) Read(bytes []byte) (err error)

func (FIXDecimal) Write

func (d FIXDecimal) Write() []byte

type FIXFloat

type FIXFloat float64

FIXFloat is a FIX Float Value, implements FieldValue

func (FIXFloat) Float64

func (f FIXFloat) Float64() float64

Float64 converts the FIXFloat value to float64

func (*FIXFloat) Read

func (f *FIXFloat) Read(bytes []byte) error

func (FIXFloat) Write

func (f FIXFloat) Write() []byte

type FIXInt

type FIXInt int

FIXInt is a FIX Int Value, implements FieldValue

func (FIXInt) Int

func (f FIXInt) Int() int

Int converts the FIXInt value to int

func (*FIXInt) Read

func (f *FIXInt) Read(bytes []byte) error

func (FIXInt) Write

func (f FIXInt) Write() []byte

type FIXString

type FIXString string

FIXString is a FIX String Value, implements FieldValue

func (*FIXString) Read

func (f *FIXString) Read(bytes []byte) (err error)

func (FIXString) String

func (f FIXString) String() string

func (FIXString) Write

func (f FIXString) Write() []byte

type FIXUTCTimestamp

type FIXUTCTimestamp struct {
	time.Time
	Precision TimestampPrecision
}

FIXUTCTimestamp is a FIX UTC Timestamp value, implements FieldValue

func (*FIXUTCTimestamp) Read

func (f *FIXUTCTimestamp) Read(bytes []byte) (err error)

func (FIXUTCTimestamp) Write

func (f FIXUTCTimestamp) Write() []byte

type Field

type Field interface {
	FieldWriter
	FieldValueReader
}

Field is the interface implemented by all typed Fields in a Message

type FieldGroup

type FieldGroup interface {
	Tag() Tag
	Write() []TagValue
	Read([]TagValue) ([]TagValue, error)
}

FieldGroup is the interface implemented by all typed Groups in a Message

type FieldGroupReader

type FieldGroupReader interface {
	Tag() Tag
	Read([]TagValue) ([]TagValue, error)
}

FieldGroupReader is an interface for reading a FieldGroup

type FieldGroupWriter

type FieldGroupWriter interface {
	Tag() Tag
	Write() []TagValue
}

FieldGroupWriter is an interface for writing a FieldGroup

type FieldMap

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

FieldMap is a collection of fix fields that make up a fix message.

func (*FieldMap) Clear

func (m *FieldMap) Clear()

Clear purges all fields from field map

func (*FieldMap) CopyInto

func (m *FieldMap) CopyInto(to *FieldMap)

CopyInto overwrites the given FieldMap with this one

func (FieldMap) Get

func (m FieldMap) Get(parser Field) MessageRejectError

Get parses out a field in this FieldMap. Returned reject may indicate the field is not present, or the field value is invalid.

func (FieldMap) GetBool

func (m FieldMap) GetBool(tag Tag) (bool, MessageRejectError)

GetBool is a GetField wrapper for bool fields

func (FieldMap) GetBytes

func (m FieldMap) GetBytes(tag Tag) ([]byte, MessageRejectError)

GetBytes is a zero-copy GetField wrapper for []bytes fields

func (FieldMap) GetField

func (m FieldMap) GetField(tag Tag, parser FieldValueReader) MessageRejectError

GetField parses of a field with Tag tag. Returned reject may indicate the field is not present, or the field value is invalid.

func (FieldMap) GetGroup

func (m FieldMap) GetGroup(parser FieldGroupReader) MessageRejectError

GetGroup is a Get function specific to Group Fields.

func (FieldMap) GetInt

func (m FieldMap) GetInt(tag Tag) (int, MessageRejectError)

GetInt is a GetField wrapper for int fields

func (FieldMap) GetString

func (m FieldMap) GetString(tag Tag) (string, MessageRejectError)

GetString is a GetField wrapper for string fields

func (FieldMap) GetTime

func (m FieldMap) GetTime(tag Tag) (t time.Time, err MessageRejectError)

GetTime is a GetField wrapper for utc timestamp fields

func (FieldMap) Has

func (m FieldMap) Has(tag Tag) bool

Has returns true if the Tag is present in this FieldMap

func (FieldMap) Len

func (t FieldMap) Len() int

func (FieldMap) Less

func (t FieldMap) Less(i, j int) bool

func (*FieldMap) Set

func (m *FieldMap) Set(field FieldWriter) *FieldMap

Set is a setter for fields

func (*FieldMap) SetBool

func (m *FieldMap) SetBool(tag Tag, value bool) *FieldMap

SetBool is a SetField wrapper for bool fields

func (*FieldMap) SetBytes

func (m *FieldMap) SetBytes(tag Tag, value []byte) *FieldMap

SetBytes sets bytes

func (*FieldMap) SetField

func (m *FieldMap) SetField(tag Tag, field FieldValueWriter) *FieldMap

SetField sets the field with Tag tag

func (*FieldMap) SetGroup

func (m *FieldMap) SetGroup(field FieldGroupWriter) *FieldMap

SetGroup is a setter specific to group fields

func (*FieldMap) SetInt

func (m *FieldMap) SetInt(tag Tag, value int) *FieldMap

SetInt is a SetField wrapper for int fields

func (*FieldMap) SetString

func (m *FieldMap) SetString(tag Tag, value string) *FieldMap

SetString is a SetField wrapper for string fields

func (FieldMap) Swap

func (t FieldMap) Swap(i, j int)

func (FieldMap) Tags

func (m FieldMap) Tags() []Tag

Tags returns all of the Field Tags in this FieldMap

type FieldValue

type FieldValue interface {
	FieldValueWriter
	FieldValueReader
}

The FieldValue interface is used to write/extract typed field values to/from raw bytes

type FieldValueReader

type FieldValueReader interface {
	//Reads the contents of the []byte into FieldValue.  Returns an error if there are issues in the data processing
	Read([]byte) error
}

FieldValueReader is an interface for reading field values

type FieldValueWriter

type FieldValueWriter interface {
	//Writes out the contents of the FieldValue to a []byte
	Write() []byte
}

FieldValueWriter is an interface for writing field values

type FieldWriter

type FieldWriter interface {
	Tag() Tag
	FieldValueWriter
}

FieldWriter is an interface for a writing a field

type Group

type Group struct{ FieldMap }

Group is a group of fields occurring in a repeating group

func (Group) Len

func (t Group) Len() int

func (Group) Less

func (t Group) Less(i, j int) bool

func (Group) Swap

func (t Group) Swap(i, j int)

type GroupItem

type GroupItem interface {
	//Tag returns the tag identifying this GroupItem
	Tag() Tag

	//Parameter to Read is tagValues.  For most fields, only the first tagValue will be required.
	//The length of the slice extends from the tagValue mapped to the field to be read through the
	//following fields. This can be useful for GroupItems made up of repeating groups.
	//
	//The Read function returns the remaining tagValues not processed by the GroupItem. If there was a
	//problem reading the field, an error may be returned
	Read([]TagValue) ([]TagValue, error)

	//Clone makes a copy of this GroupItem
	Clone() GroupItem
}

GroupItem interface is used to construct repeating group templates

func GroupElement

func GroupElement(tag Tag) GroupItem

GroupElement returns a GroupItem made up of a single field

type GroupTemplate

type GroupTemplate []GroupItem

GroupTemplate specifies the group item order for a RepeatingGroup

func (GroupTemplate) Clone

func (gt GroupTemplate) Clone() GroupTemplate

Clone makes a copy of this GroupTemplate

type Header

type Header struct{ FieldMap }

Header is first section of a FIX Message

func (*Header) Init

func (h *Header) Init()

Init initializes the Header instance

func (Header) Len

func (t Header) Len() int

func (Header) Less

func (t Header) Less(i, j int) bool

func (Header) Swap

func (t Header) Swap(i, j int)

type IncorrectFormatForSetting

type IncorrectFormatForSetting struct {
	Setting, Value string
	Err            error
}

IncorrectFormatForSetting indicates a setting that is incorrectly formatted

func (IncorrectFormatForSetting) Error

func (e IncorrectFormatForSetting) Error() string

type Initiator

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

Initiator initiates connections and processes messages for all sessions.

func NewInitiator

func NewInitiator(app Application, storeFactory MessageStoreFactory, appSettings *Settings, logFactory LogFactory) (*Initiator, error)

NewInitiator creates and initializes a new Initiator.

func (*Initiator) Start

func (i *Initiator) Start() (err error)

Start Initiator.

func (*Initiator) Stop

func (i *Initiator) Stop()

Stop Initiator.

type Log

type Log interface {
	//log incoming fix message
	OnIncoming([]byte)

	//log outgoing fix message
	OnOutgoing([]byte)

	//log fix event
	OnEvent(string)

	//log fix event according to format specifier
	OnEventf(string, ...interface{})
}

Log is a generic interface for logging FIX messages and events.

type LogFactory

type LogFactory interface {
	//global log
	Create() (Log, error)

	//session specific log
	CreateSessionLog(sessionID SessionID) (Log, error)
}

The LogFactory interface creates global and session specific Log instances

func NewFileLogFactory

func NewFileLogFactory(settings *Settings) (LogFactory, error)

NewFileLogFactory creates an instance of LogFactory that writes messages and events to file. The location of global and session log files is configured via FileLogPath.

func NewNullLogFactory

func NewNullLogFactory() LogFactory

NewNullLogFactory creates an instance of LogFactory that returns no-op loggers.

func NewScreenLogFactory

func NewScreenLogFactory() LogFactory

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

type Messagable

type Messagable interface {
	ToMessage() *Message
}

Messagable is a Message or something that can be converted to a Message

type Message

type Message struct {
	Header  Header
	Trailer Trailer
	Body    Body

	//ReceiveTime is the time that this message was read from the socket connection
	ReceiveTime time.Time
	// contains filtered or unexported fields
}

Message is a FIX Message abstraction.

func NewMessage

func NewMessage() *Message

NewMessage returns a newly initialized Message instance

func (*Message) CopyInto

func (m *Message) CopyInto(to *Message)

CopyInto erases the dest messages and copies the curreny message content into it.

func (*Message) IsMsgTypeOf

func (m *Message) IsMsgTypeOf(msgType string) bool

IsMsgTypeOf returns true if the Header contains MsgType (tag 35) field and its value is the specified one.

func (*Message) MsgType

func (m *Message) MsgType() (string, MessageRejectError)

MsgType returns MsgType (tag 35) field's value

func (*Message) String

func (m *Message) String() string

func (*Message) ToMessage

func (m *Message) ToMessage() *Message

ToMessage returns the message itself

type MessageRejectError

type MessageRejectError interface {
	error

	//RejectReason, tag 373 for session rejects, tag 380 for business rejects.
	RejectReason() int
	BusinessRejectRefID() string
	RefTagID() *Tag
	IsBusinessReject() bool
}

MessageRejectError is a type of error that can correlate to a message reject.

func ConditionallyRequiredFieldMissing

func ConditionallyRequiredFieldMissing(tag Tag) MessageRejectError

ConditionallyRequiredFieldMissing indicates that the requested field could not be found in the FIX message.

func IncorrectDataFormatForValue

func IncorrectDataFormatForValue(tag Tag) MessageRejectError

IncorrectDataFormatForValue returns an error indicating a field that cannot be parsed as the type required.

func InvalidMessageType

func InvalidMessageType() MessageRejectError

InvalidMessageType returns an error to indicate an invalid message type

func InvalidTagNumber

func InvalidTagNumber(tag Tag) MessageRejectError

InvalidTagNumber returns a validation error for messages with invalid tags.

func NewBusinessMessageRejectError

func NewBusinessMessageRejectError(err string, rejectReason int, refTagID *Tag) MessageRejectError

NewBusinessMessageRejectError returns a MessageRejectError with the given error mesage, reject reason, and optional reftagid. Reject is treated as a business level reject

func NewBusinessMessageRejectErrorWithRefID

func NewBusinessMessageRejectErrorWithRefID(err string, rejectReason int, businessRejectRefID string, refTagID *Tag) MessageRejectError

NewBusinessMessageRejectErrorWithRefID returns a MessageRejectError with the given error mesage, reject reason, refID, and optional reftagid. Reject is treated as a business level reject

func NewMessageRejectError

func NewMessageRejectError(err string, rejectReason int, refTagID *Tag) MessageRejectError

NewMessageRejectError returns a MessageRejectError with the given error message, reject reason, and optional reftagid

func RequiredTagMissing

func RequiredTagMissing(tag Tag) MessageRejectError

RequiredTagMissing returns a validation error when a required field cannot be found in a message.

func TagNotDefinedForThisMessageType

func TagNotDefinedForThisMessageType(tag Tag) MessageRejectError

TagNotDefinedForThisMessageType returns an error for an invalid tag appearing in a message.

func TagSpecifiedWithoutAValue

func TagSpecifiedWithoutAValue(tag Tag) MessageRejectError

TagSpecifiedWithoutAValue returns a validation error for when a field has no value.

func UnsupportedMessageType

func UnsupportedMessageType() MessageRejectError

UnsupportedMessageType returns an error to indicate an unhandled message.

func ValueIsIncorrect

func ValueIsIncorrect(tag Tag) MessageRejectError

ValueIsIncorrect returns an error indicating a field with value that is not valid.

type MessageRoute

type MessageRoute func(msg *Message, sessionID SessionID) MessageRejectError

A MessageRoute is a function that can process a fromApp/fromAdmin callback

type MessageRouter

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

A MessageRouter is a mutex for MessageRoutes

func NewMessageRouter

func NewMessageRouter() *MessageRouter

NewMessageRouter returns an initialized MessageRouter instance

func (MessageRouter) AddRoute

func (c MessageRouter) AddRoute(beginString string, msgType string, router MessageRoute)

AddRoute adds a route to the MessageRouter instance keyed to begin string and msgType.

func (MessageRouter) Route

func (c MessageRouter) Route(msg *Message, sessionID SessionID) MessageRejectError

Route may be called from the fromApp/fromAdmin callbacks. Messages that cannot be routed will be rejected with UnsupportedMessageType.

type MessageStore

type MessageStore interface {
	NextSenderMsgSeqNum() int
	NextTargetMsgSeqNum() int

	IncrNextSenderMsgSeqNum() error
	IncrNextTargetMsgSeqNum() error

	SetNextSenderMsgSeqNum(next int) error
	SetNextTargetMsgSeqNum(next int) error

	CreationTime() time.Time

	SaveMessage(seqNum int, msg []byte) error
	GetMessages(beginSeqNum, endSeqNum int) ([][]byte, error)

	Refresh() error
	Save() error
	Reset() error

	Close() error
}

The MessageStore interface provides methods to record and retrieve messages for resend purposes

type MessageStoreFactory

type MessageStoreFactory interface {
	Create(sessionID SessionID) (MessageStore, error)
}

The MessageStoreFactory interface is used by session to create a session specific message store

func NewMemoryStoreFactory

func NewMemoryStoreFactory() MessageStoreFactory

NewMemoryStoreFactory returns a MessageStoreFactory instance that created in-memory MessageStores

type RejectLogon

type RejectLogon struct {
	Text string
}

RejectLogon indicates the application is rejecting permission to logon. Implements MessageRejectError

func (RejectLogon) BusinessRejectRefID

func (RejectLogon) BusinessRejectRefID() string

BusinessRejectRefID implements MessageRejectError

func (RejectLogon) Error

func (e RejectLogon) Error() string

func (RejectLogon) IsBusinessReject

func (RejectLogon) IsBusinessReject() bool

IsBusinessReject implements MessageRejectError

func (RejectLogon) RefTagID

func (RejectLogon) RefTagID() *Tag

RefTagID implements MessageRejectError

func (RejectLogon) RejectReason

func (RejectLogon) RejectReason() int

RejectReason implements MessageRejectError

type RepeatingGroup

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

RepeatingGroup is a FIX Repeating Group type

func NewRepeatingGroup

func NewRepeatingGroup(tag Tag, template GroupTemplate) *RepeatingGroup

NewRepeatingGroup returns an initilized RepeatingGroup instance

func (*RepeatingGroup) Add

func (f *RepeatingGroup) Add() *Group

Add appends a new group to the RepeatingGroup and returns the new Group

func (RepeatingGroup) Clone

func (f RepeatingGroup) Clone() GroupItem

Clone makes a copy of this RepeatingGroup (tag, template)

func (RepeatingGroup) Get

func (f RepeatingGroup) Get(i int) *Group

Get returns the ith group in this RepeatingGroup

func (RepeatingGroup) Len

func (f RepeatingGroup) Len() int

Len returns the number of Groups in this RepeatingGroup

func (*RepeatingGroup) Read

func (f *RepeatingGroup) Read(tv []TagValue) ([]TagValue, error)

func (RepeatingGroup) Tag

func (f RepeatingGroup) Tag() Tag

Tag returns the Tag for this repeating Group

func (RepeatingGroup) Write

func (f RepeatingGroup) Write() []TagValue

Write returns tagValues for all Items in the repeating group ordered by Group sequence and Group template order

type SessionID

type SessionID struct {
	BeginString, TargetCompID, TargetSubID, OnBehalfOfCompID, TargetLocationID, SenderCompID, SenderSubID, SenderLocationID, Qualifier string
}

SessionID is a unique identifer of a Session

func (SessionID) IsFIXT

func (s SessionID) IsFIXT() bool

IsFIXT returns true if the SessionID has a FIXT BeginString

func (SessionID) String

func (s SessionID) String() string

type SessionSettings

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

SessionSettings maps session settings to values with typed accessors.

func NewSessionSettings

func NewSessionSettings() *SessionSettings

NewSessionSettings returns a newly initialized SessionSettings instance

func (SessionSettings) BoolSetting

func (s SessionSettings) BoolSetting(setting string) (bool, error)

BoolSetting returns the requested setting parsed as a boolean. Returns an errror if the setting is not set or cannot be parsed as a bool.

func (*SessionSettings) DurationSetting

func (s *SessionSettings) DurationSetting(setting string) (val time.Duration, err error)

DurationSetting returns the requested setting parsed as a time.Duration. Returns an error if the setting is not set or cannot be parsed as a time.Duration.

func (*SessionSettings) HasSetting

func (s *SessionSettings) HasSetting(setting string) bool

HasSetting returns true if a setting is set, false if not

func (*SessionSettings) Init

func (s *SessionSettings) Init()

Init initializes or resets SessionSettings

func (*SessionSettings) IntSetting

func (s *SessionSettings) IntSetting(setting string) (val int, err error)

IntSetting returns the requested setting parsed as an int. Returns an errror if the setting is not set or cannot be parsed as an int.

func (*SessionSettings) Set

func (s *SessionSettings) Set(setting string, val string)

Set assigns a value to a setting on SessionSettings.

func (*SessionSettings) Setting

func (s *SessionSettings) Setting(setting string) (string, error)

Setting is a settings string accessor. Returns an error if the setting is missing.

type Settings

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

The Settings type represents a collection of global and session settings.

func NewSettings

func NewSettings() *Settings

NewSettings creates a Settings instance

func ParseSettings

func ParseSettings(reader io.Reader) (*Settings, error)

ParseSettings creates and initializes a Settings instance with config parsed from a Reader. Returns error if the config is has parse errors

func (*Settings) AddSession

func (s *Settings) AddSession(sessionSettings *SessionSettings) (SessionID, error)

AddSession adds Session Settings to Settings instance. Returns an error if session settings with duplicate sessionID has already been added

func (*Settings) GlobalSettings

func (s *Settings) GlobalSettings() *SessionSettings

GlobalSettings are default setting inherited by all session settings.

func (*Settings) Init

func (s *Settings) Init()

Init initializes or resets a Settings instance

func (*Settings) SessionSettings

func (s *Settings) SessionSettings() map[SessionID]*SessionSettings

SessionSettings return all session settings overlaying globalsettings.

type Tag

type Tag int

Tag is a typed int representing a FIX tag

func (Tag) IsHeader

func (t Tag) IsHeader() bool

IsHeader returns true if tag belongs in the message header

func (Tag) IsTrailer

func (t Tag) IsTrailer() bool

IsTrailer returns true if tag belongs in the message trailer

type TagValue

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

TagValue is a low-level FIX field abstraction

func (TagValue) String

func (tv TagValue) String() string

type TimestampPrecision

type TimestampPrecision int

TimestampPrecision defines the precision used by FIXUTCTimestamp

const (
	Millis TimestampPrecision = iota
	Seconds
	Micros
	Nanos
)

All TimestampPrecisions supported by FIX

type Trailer

type Trailer struct{ FieldMap }

Trailer is the last section of a FIX message

func (*Trailer) Init

func (t *Trailer) Init()

Init initializes the FIX message

func (Trailer) Len

func (t Trailer) Len() int

func (Trailer) Less

func (t Trailer) Less(i, j int) bool

func (Trailer) Swap

func (t Trailer) Swap(i, j int)

type Validator

type Validator interface {
	Validate(*Message) MessageRejectError
}

Validator validates a FIX message

func NewValidator

func NewValidator(settings ValidatorSettings, appDataDictionary, transportDataDictionary *datadictionary.DataDictionary) Validator

NewValidator creates a FIX message validator from the given data dictionaries

type ValidatorSettings

type ValidatorSettings struct {
	CheckFieldsOutOfOrder bool
	RejectInvalidMessage  bool
}

ValidatorSettings describe validation behavior