massquote

package
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Published: Feb 21, 2016 License: Apache-1.1 Imports: 8 Imported by: 0

Documentation

Overview

Package massquote msg type = i.

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:"i"`
	Header     fix44.Header
	//QuoteReqID is a non-required field for MassQuote.
	QuoteReqID *string `fix:"131"`
	//QuoteID is a required field for MassQuote.
	QuoteID string `fix:"117"`
	//QuoteType is a non-required field for MassQuote.
	QuoteType *int `fix:"537"`
	//QuoteResponseLevel is a non-required field for MassQuote.
	QuoteResponseLevel *int `fix:"301"`
	//Parties Component
	Parties parties.Component
	//Account is a non-required field for MassQuote.
	Account *string `fix:"1"`
	//AcctIDSource is a non-required field for MassQuote.
	AcctIDSource *int `fix:"660"`
	//AccountType is a non-required field for MassQuote.
	AccountType *int `fix:"581"`
	//DefBidSize is a non-required field for MassQuote.
	DefBidSize *float64 `fix:"293"`
	//DefOfferSize is a non-required field for MassQuote.
	DefOfferSize *float64 `fix:"294"`
	//NoQuoteSets is a required field for MassQuote.
	NoQuoteSets []NoQuoteSets `fix:"296"`
	Trailer     fix44.Trailer
}

Message is a MassQuote 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 NoQuoteEntries

type NoQuoteEntries

type NoQuoteEntries struct {
	//QuoteEntryID is a required field for NoQuoteEntries.
	QuoteEntryID string `fix:"299"`
	//Instrument Component
	Instrument instrument.Component
	//NoLegs is a non-required field for NoQuoteEntries.
	NoLegs []NoLegs `fix:"555,omitempty"`
	//BidPx is a non-required field for NoQuoteEntries.
	BidPx *float64 `fix:"132"`
	//OfferPx is a non-required field for NoQuoteEntries.
	OfferPx *float64 `fix:"133"`
	//BidSize is a non-required field for NoQuoteEntries.
	BidSize *float64 `fix:"134"`
	//OfferSize is a non-required field for NoQuoteEntries.
	OfferSize *float64 `fix:"135"`
	//ValidUntilTime is a non-required field for NoQuoteEntries.
	ValidUntilTime *time.Time `fix:"62"`
	//BidSpotRate is a non-required field for NoQuoteEntries.
	BidSpotRate *float64 `fix:"188"`
	//OfferSpotRate is a non-required field for NoQuoteEntries.
	OfferSpotRate *float64 `fix:"190"`
	//BidForwardPoints is a non-required field for NoQuoteEntries.
	BidForwardPoints *float64 `fix:"189"`
	//OfferForwardPoints is a non-required field for NoQuoteEntries.
	OfferForwardPoints *float64 `fix:"191"`
	//MidPx is a non-required field for NoQuoteEntries.
	MidPx *float64 `fix:"631"`
	//BidYield is a non-required field for NoQuoteEntries.
	BidYield *float64 `fix:"632"`
	//MidYield is a non-required field for NoQuoteEntries.
	MidYield *float64 `fix:"633"`
	//OfferYield is a non-required field for NoQuoteEntries.
	OfferYield *float64 `fix:"634"`
	//TransactTime is a non-required field for NoQuoteEntries.
	TransactTime *time.Time `fix:"60"`
	//TradingSessionID is a non-required field for NoQuoteEntries.
	TradingSessionID *string `fix:"336"`
	//TradingSessionSubID is a non-required field for NoQuoteEntries.
	TradingSessionSubID *string `fix:"625"`
	//SettlDate is a non-required field for NoQuoteEntries.
	SettlDate *string `fix:"64"`
	//OrdType is a non-required field for NoQuoteEntries.
	OrdType *string `fix:"40"`
	//SettlDate2 is a non-required field for NoQuoteEntries.
	SettlDate2 *string `fix:"193"`
	//OrderQty2 is a non-required field for NoQuoteEntries.
	OrderQty2 *float64 `fix:"192"`
	//BidForwardPoints2 is a non-required field for NoQuoteEntries.
	BidForwardPoints2 *float64 `fix:"642"`
	//OfferForwardPoints2 is a non-required field for NoQuoteEntries.
	OfferForwardPoints2 *float64 `fix:"643"`
	//Currency is a non-required field for NoQuoteEntries.
	Currency *string `fix:"15"`
}

NoQuoteEntries is a repeating group in NoQuoteSets

type NoQuoteSets

type NoQuoteSets struct {
	//QuoteSetID is a required field for NoQuoteSets.
	QuoteSetID string `fix:"302"`
	//UnderlyingInstrument Component
	UnderlyingInstrument underlyinginstrument.Component
	//QuoteSetValidUntilTime is a non-required field for NoQuoteSets.
	QuoteSetValidUntilTime *time.Time `fix:"367"`
	//TotNoQuoteEntries is a required field for NoQuoteSets.
	TotNoQuoteEntries int `fix:"304"`
	//LastFragment is a non-required field for NoQuoteSets.
	LastFragment *bool `fix:"893"`
	//NoQuoteEntries is a required field for NoQuoteSets.
	NoQuoteEntries []NoQuoteEntries `fix:"295"`
}

NoQuoteSets is a repeating group in MassQuote

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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