dontknowtrade

package
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Published: Feb 21, 2016 License: Apache-1.1 Imports: 5 Imported by: 0

Documentation

Overview

Package dontknowtrade msg type = Q.

Index

Constants

This section is empty.

Variables

This section is empty.

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     fix43.Header
	//OrderID is a required field for DontKnowTrade.
	OrderID string `fix:"37"`
	//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
	//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     fix43.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 RouteOut

type RouteOut func(msg Message, sessionID quickfix.SessionID) quickfix.MessageRejectError

A RouteOut is the callback type that should be implemented for routing Message

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