datadictionary

Documentation

Overview

Package datadictionary provides support for parsing and organizing FIX Data Dictionaries

Index

• type Component
• type DataDictionary
  • func Parse(path string) (*DataDictionary, error)
• type Enum
• type FieldDef
  • func (f FieldDef) IsComponent() bool
  • func (f FieldDef) IsGroup() bool
• type FieldType
• type MessageDef
• type TagSet
  • func (t TagSet) Add(tag int)
• type XMLComponent
• type XMLComponentMember
• type XMLDoc
• type XMLField
• type XMLValue

Types

type Component

type Component struct {
	Name   string
	Fields []*FieldDef
}

Component is a grouping of fields.

type DataDictionary

type DataDictionary struct {
	FIXType         string
	Major           int
	Minor           int
	ServicePack     int
	FieldTypeByTag  map[int]*FieldType
	FieldTypeByName map[string]*FieldType
	Messages        map[string]*MessageDef
	Components      map[string]*Component
	Header          *MessageDef
	Trailer         *MessageDef
}

DataDictionary models FIX messages, components, and fields.

func Parse

func Parse(path string) (*DataDictionary, error)

Parse loads and and build a datadictionary instance from an xml file.

type Enum

type Enum struct {
	Value       string
	Description string
}

Enum is a container for value and description.

type FieldDef

type FieldDef struct {
	*FieldType
	Component   *Component
	Required    bool
	ChildFields []*FieldDef
}

FieldDef models a field or component belonging to a message.

func (FieldDef) IsComponent

func (f FieldDef) IsComponent() bool

func (FieldDef) IsGroup

func (f FieldDef) IsGroup() bool

IsGroup is true if the field is a repeating group.

type FieldType

type FieldType struct {
	Name  string
	Tag   int
	Type  string
	Enums map[string]Enum
}

FieldType holds information relating to a field. Includes Tag, type, and enums, if defined.

type MessageDef

type MessageDef struct {
	Name                     string
	MsgType                  string
	Fields                   map[int]*FieldDef
	FieldsInDeclarationOrder []*FieldDef

	RequiredTags TagSet
	Tags         TagSet
}

MessageDef can apply to header, trailer, or body of a FIX Message.

type TagSet

type TagSet map[int]struct{}

TagSet is set for tags.

func (TagSet) Add

func (t TagSet) Add(tag int)

Add adds a tag to the tagset.

type XMLComponent

type XMLComponent struct {
	Name    string `xml:"name,attr"`
	MsgCat  string `xml:"msgcat,attr"`
	MsgType string `xml:"msgtype,attr"`

	Members []*XMLComponentMember `xml:",any"`
}

XMLComponent can represent header, trailer, messages/message, or components/component xml elements.

type XMLComponentMember

type XMLComponentMember struct {
	XMLName  xml.Name
	Name     string `xml:"name,attr"`
	Required string `xml:"required,attr"`

	Members []*XMLComponentMember `xml:",any"`
}

XMLComponentMember represents child elements of header, trailer, messages/message, and components/component elements

type XMLDoc

type XMLDoc struct {
	Type        string `xml:"type,attr"`
	Major       int    `xml:"major,attr"`
	Minor       int    `xml:"minor,attr"`
	ServicePack int    `xml:"servicepack,attr"`

	Header     *XMLComponent   `xml:"header"`
	Trailer    *XMLComponent   `xml:"trailer"`
	Messages   []*XMLComponent `xml:"messages>message"`
	Components []*XMLComponent `xml:"components>component"`
	Fields     []*XMLField     `xml:"fields>field"`
}

XMLDoc is the unmarshalled root of a FIX Dictionary.

type XMLField

type XMLField struct {
	Number int         `xml:"number,attr"`
	Name   string      `xml:"name,attr"`
	Type   string      `xml:"type,attr"`
	Values []*XMLValue `xml:"value"`
}

XMLField represents the fields/field xml element.

type XMLValue

type XMLValue struct {
	Enum        string `xml:"enum,attr"`
	Description string `xml:"description,attr"`
}

XMLValue represents the fields/field/value xml element.