rfqrequest

Documentation

Overview

Package rfqrequest msg type = AH.

Index

• func Route(router RouteOut) (string, string, quickfix.MessageRoute)
• type Message
  • func New(rfqreqid string, norelatedsym []NoRelatedSym) *Message
  • func (m Message) Marshal() quickfix.Message
  • func (m *Message) SetNoRelatedSym(v []NoRelatedSym)
  • func (m *Message) SetRFQReqID(v string)
  • func (m *Message) SetSubscriptionRequestType(v string)
• type NoLegs
  • func NewNoLegs() *NoLegs
  • func (m *NoLegs) SetInstrumentLeg(v instrumentleg.InstrumentLeg)
• type NoRelatedSym
  • func NewNoRelatedSym(instrument instrument.Instrument) *NoRelatedSym
  • func (m *NoRelatedSym) SetInstrument(v instrument.Instrument)
  • func (m *NoRelatedSym) SetNoLegs(v []NoLegs)
  • func (m *NoRelatedSym) SetNoUnderlyings(v []NoUnderlyings)
  • func (m *NoRelatedSym) SetPrevClosePx(v float64)
  • func (m *NoRelatedSym) SetQuoteRequestType(v int)
  • func (m *NoRelatedSym) SetQuoteType(v int)
  • func (m *NoRelatedSym) SetTradingSessionID(v string)
  • func (m *NoRelatedSym) SetTradingSessionSubID(v string)
• type NoUnderlyings
  • func NewNoUnderlyings() *NoUnderlyings
  • 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:"AH"`
	fix44.Header
	//RFQReqID is a required field for RFQRequest.
	RFQReqID string `fix:"644"`
	//NoRelatedSym is a required field for RFQRequest.
	NoRelatedSym []NoRelatedSym `fix:"146"`
	//SubscriptionRequestType is a non-required field for RFQRequest.
	SubscriptionRequestType *string `fix:"263"`
	fix44.Trailer
}

Message is a RFQRequest FIX Message

func New

func New(rfqreqid string, norelatedsym []NoRelatedSym) *Message

New returns an initialized RFQRequest instance

func (Message) Marshal

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

func (*Message) SetNoRelatedSym

func (m *Message) SetNoRelatedSym(v []NoRelatedSym)

func (*Message) SetRFQReqID

func (m *Message) SetRFQReqID(v string)

func (*Message) SetSubscriptionRequestType

func (m *Message) SetSubscriptionRequestType(v string)

type NoLegs

type NoLegs struct {
	//InstrumentLeg is a non-required component for NoLegs.
	InstrumentLeg *instrumentleg.InstrumentLeg
}

NoLegs is a repeating group in NoRelatedSym

func NewNoLegs

func NewNoLegs() *NoLegs

NewNoLegs returns an initialized NoLegs instance

func (*NoLegs) SetInstrumentLeg

func (m *NoLegs) SetInstrumentLeg(v instrumentleg.InstrumentLeg)

type NoRelatedSym

type NoRelatedSym struct {
	//Instrument is a required component for NoRelatedSym.
	instrument.Instrument
	//NoUnderlyings is a non-required field for NoRelatedSym.
	NoUnderlyings []NoUnderlyings `fix:"711,omitempty"`
	//NoLegs is a non-required field for NoRelatedSym.
	NoLegs []NoLegs `fix:"555,omitempty"`
	//PrevClosePx is a non-required field for NoRelatedSym.
	PrevClosePx *float64 `fix:"140"`
	//QuoteRequestType is a non-required field for NoRelatedSym.
	QuoteRequestType *int `fix:"303"`
	//QuoteType is a non-required field for NoRelatedSym.
	QuoteType *int `fix:"537"`
	//TradingSessionID is a non-required field for NoRelatedSym.
	TradingSessionID *string `fix:"336"`
	//TradingSessionSubID is a non-required field for NoRelatedSym.
	TradingSessionSubID *string `fix:"625"`
}

NoRelatedSym is a repeating group in RFQRequest

func NewNoRelatedSym

func NewNoRelatedSym(instrument instrument.Instrument) *NoRelatedSym

NewNoRelatedSym returns an initialized NoRelatedSym instance

func (*NoRelatedSym) SetInstrument

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

func (*NoRelatedSym) SetNoLegs

func (m *NoRelatedSym) SetNoLegs(v []NoLegs)

func (*NoRelatedSym) SetNoUnderlyings

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

func (*NoRelatedSym) SetPrevClosePx

func (m *NoRelatedSym) SetPrevClosePx(v float64)

func (*NoRelatedSym) SetQuoteRequestType

func (m *NoRelatedSym) SetQuoteRequestType(v int)

func (*NoRelatedSym) SetQuoteType

func (m *NoRelatedSym) SetQuoteType(v int)

func (*NoRelatedSym) SetTradingSessionID

func (m *NoRelatedSym) SetTradingSessionID(v string)

func (*NoRelatedSym) SetTradingSessionSubID

func (m *NoRelatedSym) SetTradingSessionSubID(v string)

type NoUnderlyings

type NoUnderlyings struct {
	//UnderlyingInstrument is a non-required component for NoUnderlyings.
	UnderlyingInstrument *underlyinginstrument.UnderlyingInstrument
}

NoUnderlyings is a repeating group in NoRelatedSym

func NewNoUnderlyings

func NewNoUnderlyings() *NoUnderlyings

NewNoUnderlyings returns an initialized NoUnderlyings instance

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