massquote

package
v0.3.0 Latest Latest
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 Go to latest Published: Jun 3, 2016 License: Apache-1.1 Imports: 7 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 Message type

Types

type Message 

type Message struct {
	FIXMsgType string `fix:"i"`
	fix43.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 is a non-required component for MassQuote.
	Parties *parties.Parties
	//Account is a non-required field for MassQuote.
	Account *string `fix:"1"`
	//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"`
	fix43.Trailer
}

Message is a MassQuote FIX Message

func New 

func New(quoteid string, noquotesets []NoQuoteSets) *Message

New returns an initialized MassQuote instance

func (Message) Marshal 

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

func (*Message) SetAccount 

func (m *Message) SetAccount(v string)

func (*Message) SetAccountType 

func (m *Message) SetAccountType(v int)

func (*Message) SetDefBidSize 

func (m *Message) SetDefBidSize(v float64)

func (*Message) SetDefOfferSize 

func (m *Message) SetDefOfferSize(v float64)

func (*Message) SetNoQuoteSets 

func (m *Message) SetNoQuoteSets(v []NoQuoteSets)

func (*Message) SetParties 

func (m *Message) SetParties(v parties.Parties)

func (*Message) SetQuoteID 

func (m *Message) SetQuoteID(v string)

func (*Message) SetQuoteReqID 

func (m *Message) SetQuoteReqID(v string)

func (*Message) SetQuoteResponseLevel 

func (m *Message) SetQuoteResponseLevel(v int)

func (*Message) SetQuoteType 

func (m *Message) SetQuoteType(v int)

type NoQuoteEntries 

type NoQuoteEntries struct {
	//QuoteEntryID is a required field for NoQuoteEntries.
	QuoteEntryID string `fix:"299"`
	//Instrument is a non-required component for NoQuoteEntries.
	Instrument *instrument.Instrument
	//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"`
	//FutSettDate is a non-required field for NoQuoteEntries.
	FutSettDate *string `fix:"64"`
	//OrdType is a non-required field for NoQuoteEntries.
	OrdType *string `fix:"40"`
	//FutSettDate2 is a non-required field for NoQuoteEntries.
	FutSettDate2 *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

func NewNoQuoteEntries 

func NewNoQuoteEntries(quoteentryid string) *NoQuoteEntries

NewNoQuoteEntries returns an initialized NoQuoteEntries instance

func (*NoQuoteEntries) SetBidForwardPoints 

func (m *NoQuoteEntries) SetBidForwardPoints(v float64)

func (*NoQuoteEntries) SetBidForwardPoints2 

func (m *NoQuoteEntries) SetBidForwardPoints2(v float64)

func (*NoQuoteEntries) SetBidPx 

func (m *NoQuoteEntries) SetBidPx(v float64)

func (*NoQuoteEntries) SetBidSize 

func (m *NoQuoteEntries) SetBidSize(v float64)

func (*NoQuoteEntries) SetBidSpotRate 

func (m *NoQuoteEntries) SetBidSpotRate(v float64)

func (*NoQuoteEntries) SetBidYield 

func (m *NoQuoteEntries) SetBidYield(v float64)

func (*NoQuoteEntries) SetCurrency 

func (m *NoQuoteEntries) SetCurrency(v string)

func (*NoQuoteEntries) SetFutSettDate 

func (m *NoQuoteEntries) SetFutSettDate(v string)

func (*NoQuoteEntries) SetFutSettDate2 

func (m *NoQuoteEntries) SetFutSettDate2(v string)

func (*NoQuoteEntries) SetInstrument 

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

func (*NoQuoteEntries) SetMidPx 

func (m *NoQuoteEntries) SetMidPx(v float64)

func (*NoQuoteEntries) SetMidYield 

func (m *NoQuoteEntries) SetMidYield(v float64)

func (*NoQuoteEntries) SetOfferForwardPoints 

func (m *NoQuoteEntries) SetOfferForwardPoints(v float64)

func (*NoQuoteEntries) SetOfferForwardPoints2 

func (m *NoQuoteEntries) SetOfferForwardPoints2(v float64)

func (*NoQuoteEntries) SetOfferPx 

func (m *NoQuoteEntries) SetOfferPx(v float64)

func (*NoQuoteEntries) SetOfferSize 

func (m *NoQuoteEntries) SetOfferSize(v float64)

func (*NoQuoteEntries) SetOfferSpotRate 

func (m *NoQuoteEntries) SetOfferSpotRate(v float64)

func (*NoQuoteEntries) SetOfferYield 

func (m *NoQuoteEntries) SetOfferYield(v float64)

func (*NoQuoteEntries) SetOrdType 

func (m *NoQuoteEntries) SetOrdType(v string)

func (*NoQuoteEntries) SetOrderQty2 

func (m *NoQuoteEntries) SetOrderQty2(v float64)

func (*NoQuoteEntries) SetQuoteEntryID 

func (m *NoQuoteEntries) SetQuoteEntryID(v string)

func (*NoQuoteEntries) SetTradingSessionID 

func (m *NoQuoteEntries) SetTradingSessionID(v string)

func (*NoQuoteEntries) SetTradingSessionSubID 

func (m *NoQuoteEntries) SetTradingSessionSubID(v string)

func (*NoQuoteEntries) SetTransactTime 

func (m *NoQuoteEntries) SetTransactTime(v time.Time)

func (*NoQuoteEntries) SetValidUntilTime 

func (m *NoQuoteEntries) SetValidUntilTime(v time.Time)

type NoQuoteSets 

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

NoQuoteSets is a repeating group in MassQuote

func NewNoQuoteSets 

func NewNoQuoteSets(quotesetid string, totquoteentries int, noquoteentries []NoQuoteEntries) *NoQuoteSets

NewNoQuoteSets returns an initialized NoQuoteSets instance

func (*NoQuoteSets) SetNoQuoteEntries 

func (m *NoQuoteSets) SetNoQuoteEntries(v []NoQuoteEntries)

func (*NoQuoteSets) SetQuoteSetID 

func (m *NoQuoteSets) SetQuoteSetID(v string)

func (*NoQuoteSets) SetQuoteSetValidUntilTime 

func (m *NoQuoteSets) SetQuoteSetValidUntilTime(v time.Time)

func (*NoQuoteSets) SetTotQuoteEntries 

func (m *NoQuoteSets) SetTotQuoteEntries(v int)

func (*NoQuoteSets) SetUnderlyingInstrument 

func (m *NoQuoteSets) 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

Source Files

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