dontknowtrade

Documentation

Overview

Package dontknowtrade msg type = Q.

Index

• func Route(router RouteOut) (string, string, quickfix.MessageRoute)
• type Message
  • func New(orderid string, execid string, dkreason string, ...) *Message
  • func (m Message) Marshal() quickfix.Message
  • func (m *Message) SetDKReason(v string)
  • func (m *Message) SetEncodedText(v string)
  • func (m *Message) SetEncodedTextLen(v int)
  • func (m *Message) SetExecID(v string)
  • func (m *Message) SetInstrument(v instrument.Instrument)
  • func (m *Message) SetLastPx(v float64)
  • func (m *Message) SetLastQty(v float64)
  • func (m *Message) SetNoLegs(v []NoLegs)
  • func (m *Message) SetNoUnderlyings(v []NoUnderlyings)
  • func (m *Message) SetOrderID(v string)
  • func (m *Message) SetOrderQtyData(v orderqtydata.OrderQtyData)
  • func (m *Message) SetSecondaryOrderID(v string)
  • func (m *Message) SetSide(v string)
  • func (m *Message) SetText(v string)
• type NoLegs
  • func NewNoLegs() *NoLegs
  • func (m *NoLegs) SetInstrumentLeg(v instrumentleg.InstrumentLeg)
• type NoUnderlyings
  • func NewNoUnderlyings() *NoUnderlyings
  • func (m *NoUnderlyings) SetUnderlyingInstrument(v underlyinginstrument.UnderlyingInstrument)
• type RouteOut

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:"Q"`
	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 is a required component for DontKnowTrade.
	instrument.Instrument
	//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 is a required component for DontKnowTrade.
	orderqtydata.OrderQtyData
	//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"`
	fix44.Trailer
}

Message is a DontKnowTrade FIX Message

func New

func New(orderid string, execid string, dkreason string, instrument instrument.Instrument, side string, orderqtydata orderqtydata.OrderQtyData) *Message

New returns an initialized DontKnowTrade instance

func (Message) Marshal

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

func (*Message) SetDKReason

func (m *Message) SetDKReason(v string)

func (*Message) SetEncodedText

func (m *Message) SetEncodedText(v string)

func (*Message) SetEncodedTextLen

func (m *Message) SetEncodedTextLen(v int)

func (*Message) SetExecID

func (m *Message) SetExecID(v string)

func (*Message) SetInstrument

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

func (*Message) SetLastPx

func (m *Message) SetLastPx(v float64)

func (*Message) SetLastQty

func (m *Message) SetLastQty(v float64)

func (*Message) SetNoLegs

func (m *Message) SetNoLegs(v []NoLegs)

func (*Message) SetNoUnderlyings

func (m *Message) SetNoUnderlyings(v []NoUnderlyings)

func (*Message) SetOrderID

func (m *Message) SetOrderID(v string)

func (*Message) SetOrderQtyData

func (m *Message) SetOrderQtyData(v orderqtydata.OrderQtyData)

func (*Message) SetSecondaryOrderID

func (m *Message) SetSecondaryOrderID(v string)

func (*Message) SetSide

func (m *Message) SetSide(v string)

func (*Message) SetText

func (m *Message) SetText(v string)

type NoLegs

type NoLegs struct {
	//InstrumentLeg is a non-required component for NoLegs.
	InstrumentLeg *instrumentleg.InstrumentLeg
}

NoLegs is a repeating group in DontKnowTrade

func NewNoLegs

func NewNoLegs() *NoLegs

NewNoLegs returns an initialized NoLegs instance

func (*NoLegs) SetInstrumentLeg

func (m *NoLegs) SetInstrumentLeg(v instrumentleg.InstrumentLeg)

type NoUnderlyings

type NoUnderlyings struct {
	//UnderlyingInstrument is a non-required component for NoUnderlyings.
	UnderlyingInstrument *underlyinginstrument.UnderlyingInstrument
}

NoUnderlyings is a repeating group in DontKnowTrade

func NewNoUnderlyings

func NewNoUnderlyings() *NoUnderlyings

NewNoUnderlyings returns an initialized NoUnderlyings instance

func (*NoUnderlyings) SetUnderlyingInstrument

func (m *NoUnderlyings) 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