liststatus

Documentation

Overview

Package liststatus msg type = N.

Index

• func Route(router RouteOut) (string, string, quickfix.MessageRoute)
• type Message
  • func (m Message) Marshal() quickfix.Message
• type NoOrders
• type RouteOut

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:"N"`
	Header     fix40.Header
	//ListID is a required field for ListStatus.
	ListID string `fix:"66"`
	//WaveNo is a non-required field for ListStatus.
	WaveNo *string `fix:"105"`
	//NoRpts is a required field for ListStatus.
	NoRpts int `fix:"82"`
	//RptSeq is a required field for ListStatus.
	RptSeq int `fix:"83"`
	//NoOrders is a required field for ListStatus.
	NoOrders []NoOrders `fix:"73"`
	Trailer  fix40.Trailer
}

Message is a ListStatus FIX Message

func (Message) Marshal

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

type NoOrders

type NoOrders struct {
	//ClOrdID is a required field for NoOrders.
	ClOrdID string `fix:"11"`
	//CumQty is a required field for NoOrders.
	CumQty int `fix:"14"`
	//CxlQty is a required field for NoOrders.
	CxlQty int `fix:"84"`
	//AvgPx is a required field for NoOrders.
	AvgPx float64 `fix:"6"`
}

NoOrders is a repeating group in ListStatus

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