liststrikeprice

Documentation

Overview

Package liststrikeprice msg type = m.

Index

• func Route(router RouteOut) (string, string, quickfix.MessageRoute)
• type Message
  • func New(listid string, totnostrikes int, nostrikes []NoStrikes) *Message
  • func (m Message) Marshal() quickfix.Message
  • func (m *Message) SetLastFragment(v bool)
  • func (m *Message) SetListID(v string)
  • func (m *Message) SetNoStrikes(v []NoStrikes)
  • func (m *Message) SetNoUnderlyings(v []NoUnderlyings)
  • func (m *Message) SetTotNoStrikes(v int)
• type NoStrikes
  • func NewNoStrikes(instrument instrument.Instrument) *NoStrikes
  • func (m *NoStrikes) SetInstrument(v instrument.Instrument)
• type NoUnderlyings
  • func NewNoUnderlyings(price float64) *NoUnderlyings
  • func (m *NoUnderlyings) SetClOrdID(v string)
  • func (m *NoUnderlyings) SetCurrency(v string)
  • func (m *NoUnderlyings) SetEncodedText(v string)
  • func (m *NoUnderlyings) SetEncodedTextLen(v int)
  • func (m *NoUnderlyings) SetPrevClosePx(v float64)
  • func (m *NoUnderlyings) SetPrice(v float64)
  • func (m *NoUnderlyings) SetSecondaryClOrdID(v string)
  • func (m *NoUnderlyings) SetSide(v string)
  • func (m *NoUnderlyings) SetText(v string)
  • func (m *NoUnderlyings) SetUnderlyingInstrument(v underlyinginstrument.UnderlyingInstrument)
• type RouteOut

Functions

func Route

func Route(router RouteOut) (string, string, quickfix.MessageRoute)

Route returns the beginstring, message type, and MessageRoute for this Message type

Types

type Message

type Message struct {
	FIXMsgType string `fix:"m"`
	fix44.Header
	//ListID is a required field for ListStrikePrice.
	ListID string `fix:"66"`
	//TotNoStrikes is a required field for ListStrikePrice.
	TotNoStrikes int `fix:"422"`
	//LastFragment is a non-required field for ListStrikePrice.
	LastFragment *bool `fix:"893"`
	//NoStrikes is a required field for ListStrikePrice.
	NoStrikes []NoStrikes `fix:"428"`
	//NoUnderlyings is a non-required field for ListStrikePrice.
	NoUnderlyings []NoUnderlyings `fix:"711,omitempty"`
	fix44.Trailer
}

Message is a ListStrikePrice FIX Message

func New

func New(listid string, totnostrikes int, nostrikes []NoStrikes) *Message

New returns an initialized ListStrikePrice instance

func (Message) Marshal

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

func (*Message) SetLastFragment

func (m *Message) SetLastFragment(v bool)

func (*Message) SetListID

func (m *Message) SetListID(v string)

func (*Message) SetNoStrikes

func (m *Message) SetNoStrikes(v []NoStrikes)

func (*Message) SetNoUnderlyings

func (m *Message) SetNoUnderlyings(v []NoUnderlyings)

func (*Message) SetTotNoStrikes

func (m *Message) SetTotNoStrikes(v int)

type NoStrikes

type NoStrikes struct {
	//Instrument is a required component for NoStrikes.
	instrument.Instrument
}

NoStrikes is a repeating group in ListStrikePrice

func NewNoStrikes

func NewNoStrikes(instrument instrument.Instrument) *NoStrikes

NewNoStrikes returns an initialized NoStrikes instance

func (*NoStrikes) SetInstrument

func (m *NoStrikes) SetInstrument(v instrument.Instrument)

type NoUnderlyings

type NoUnderlyings struct {
	//UnderlyingInstrument is a non-required component for NoUnderlyings.
	UnderlyingInstrument *underlyinginstrument.UnderlyingInstrument
	//PrevClosePx is a non-required field for NoUnderlyings.
	PrevClosePx *float64 `fix:"140"`
	//ClOrdID is a non-required field for NoUnderlyings.
	ClOrdID *string `fix:"11"`
	//SecondaryClOrdID is a non-required field for NoUnderlyings.
	SecondaryClOrdID *string `fix:"526"`
	//Side is a non-required field for NoUnderlyings.
	Side *string `fix:"54"`
	//Price is a required field for NoUnderlyings.
	Price float64 `fix:"44"`
	//Currency is a non-required field for NoUnderlyings.
	Currency *string `fix:"15"`
	//Text is a non-required field for NoUnderlyings.
	Text *string `fix:"58"`
	//EncodedTextLen is a non-required field for NoUnderlyings.
	EncodedTextLen *int `fix:"354"`
	//EncodedText is a non-required field for NoUnderlyings.
	EncodedText *string `fix:"355"`
}

NoUnderlyings is a repeating group in ListStrikePrice

func NewNoUnderlyings

func NewNoUnderlyings(price float64) *NoUnderlyings

NewNoUnderlyings returns an initialized NoUnderlyings instance

func (*NoUnderlyings) SetClOrdID

func (m *NoUnderlyings) SetClOrdID(v string)

func (*NoUnderlyings) SetCurrency

func (m *NoUnderlyings) SetCurrency(v string)

func (*NoUnderlyings) SetEncodedText

func (m *NoUnderlyings) SetEncodedText(v string)

func (*NoUnderlyings) SetEncodedTextLen

func (m *NoUnderlyings) SetEncodedTextLen(v int)

func (*NoUnderlyings) SetPrevClosePx

func (m *NoUnderlyings) SetPrevClosePx(v float64)

func (*NoUnderlyings) SetPrice

func (m *NoUnderlyings) SetPrice(v float64)

func (*NoUnderlyings) SetSecondaryClOrdID

func (m *NoUnderlyings) SetSecondaryClOrdID(v string)

func (*NoUnderlyings) SetSide

func (m *NoUnderlyings) SetSide(v string)

func (*NoUnderlyings) SetText

func (m *NoUnderlyings) SetText(v string)

func (*NoUnderlyings) SetUnderlyingInstrument

func (m *NoUnderlyings) SetUnderlyingInstrument(v underlyinginstrument.UnderlyingInstrument)

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