dontknowtrade

Documentation

Overview

Package dontknowtrade msg type = Q.

Index

• func Route(router RouteOut) (string, string, quickfix.MessageRoute)
• type Message
  • func (m Message) Marshal() quickfix.Message
• type NoLegs
• type NoUnderlyings
• 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:"Q"`
	Header     fix44.Header
	//OrderID is a required field for DontKnowTrade.
	OrderID string `fix:"37"`
	//SecondaryOrderID is a non-required field for DontKnowTrade.
	SecondaryOrderID *string `fix:"198"`
	//ExecID is a required field for DontKnowTrade.
	ExecID string `fix:"17"`
	//DKReason is a required field for DontKnowTrade.
	DKReason string `fix:"127"`
	//Instrument Component
	Instrument instrument.Component
	//NoUnderlyings is a non-required field for DontKnowTrade.
	NoUnderlyings []NoUnderlyings `fix:"711,omitempty"`
	//NoLegs is a non-required field for DontKnowTrade.
	NoLegs []NoLegs `fix:"555,omitempty"`
	//Side is a required field for DontKnowTrade.
	Side string `fix:"54"`
	//OrderQtyData Component
	OrderQtyData orderqtydata.Component
	//LastQty is a non-required field for DontKnowTrade.
	LastQty *float64 `fix:"32"`
	//LastPx is a non-required field for DontKnowTrade.
	LastPx *float64 `fix:"31"`
	//Text is a non-required field for DontKnowTrade.
	Text *string `fix:"58"`
	//EncodedTextLen is a non-required field for DontKnowTrade.
	EncodedTextLen *int `fix:"354"`
	//EncodedText is a non-required field for DontKnowTrade.
	EncodedText *string `fix:"355"`
	Trailer     fix44.Trailer
}

Message is a DontKnowTrade FIX Message

func (Message) Marshal

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

type NoLegs

type NoLegs struct {
	//InstrumentLeg Component
	InstrumentLeg instrumentleg.Component
}

NoLegs is a repeating group in DontKnowTrade

type NoUnderlyings

type NoUnderlyings struct {
	//UnderlyingInstrument Component
	UnderlyingInstrument underlyinginstrument.Component
}

NoUnderlyings is a repeating group in DontKnowTrade

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