dontknowtrade

package
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Published: Feb 21, 2016 License: Apache-1.1 Imports: 7 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     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

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