Documentation ¶
Overview ¶
Package config declares application and session settings for QuickFIX/Go
BeginString ¶
Version of FIX this session should use. Valid values:
FIXT.1.1 FIX.4.4 FIX.4.3 FIX.4.2 FIX.4.1 FIX.4.0
SenderCompID ¶
Your ID as associated with this FIX session. Value is case-sensitive alpha-numeric string.
SenderSubID ¶
(Optional) Your subID as associated with this FIX session. Value is case-sensitive alpha-numeric string.
SenderLocationID ¶
(Optional) Your locationID as associated with this FIX session. Value is case-sensitive alpha-numeric string.
TargetCompID ¶
Counter parties ID as associated with this FIX session. Value is case-sensitive alpha-numeric string.
TargetSubID ¶
(Optional) Counterparty's subID as associated with this FIX session. Value is case-sensitive alpha-numeric string.
TargetLocationID ¶
(Optional) Counterparty's locationID as associated with this FIX session. Value is case-sensitive alpha-numeric string.
SessionQualifier ¶
Additional qualifier to disambiguate otherwise identical sessions. Value is case-sensitive alpha-numeric string.
DefaultApplVerID ¶
Required only for FIXT 1.1 (and newer). Ignored for earlier transport versions. Specifies the default application version ID for the session. This can either be the ApplVerID enum (see the ApplVerID field) or the BeginString for the default version. Valid Values:
FIX.5.0SP2 FIX.5.0SP1 FIX.5.0 FIX.4.4 FIX.4.3 FIX.4.2 FIX.4.1 FIX.4.0 9 8 7 6 5 4 3 2
TimeZone ¶
Time zone for this session; if specified, the session start and end will be converted from this zone to UTC. Valid Values:
IANA Time zone ID (America/New_York, Asia/Tokyo, Europe/London, etc.) Local (The Zone on host)
Defaults to UTC.
StartTime ¶
Time of day that this FIX session becomes activated. Valid Values:
time in the format of HH:MM:SS, time is represented in time zone configured by TimeZone
EndTime ¶
Time of day that this FIX session becomes deactivated. Valid Values:
time in the format of HH:MM:SS, time is represented in time zone configured by TimeZone
StartDay ¶
For week long sessions, the starting day of week for the session. Use in combination with StartTime. Valid Values:
Full day of week in English, or 3 letter abbreviation (i.e. Monday and Mon are valid)
EndDay ¶
For week long sessions, the ending day of week for the session. Use in combination with EndTime. Valid Values:
Full day of week in English, or 3 letter abbreviation (i.e. Monday and Mon are valid)
EnableLastMsgSeqNumProcessed ¶
Add the last message sequence number processed in the header (optional tag 369). Valid Values:
Y N
Defaults to N.
ResendRequestChunkSize ¶
Setting to limit the size of a resend request in case of missing messages. This is useful when the remote FIX engine does not allow to ask for more than n message for a ResendRequest. E.g. if the ResendRequestChunkSize is set to 5 and a gap of 7 messages is detected, a first resend request will be sent for 5 messages. When this gap has been filled, another resend request for 2 messages will be sent. If the ResendRequestChunkSize is set to 0, only one ResendRequest for all the missing messages will be sent. Value must be positive integer. Defaults to 0 (disables splitting).
ResetOnLogon ¶
Determines if sequence numbers should be reset when receiving a logon request. Acceptors only. Valid Values:
Y N
Defaults to N.
ResetOnLogout ¶
Determines if sequence numbers should be reset to 1 after a normal logout termination. Valid Values:
Y N
Defaults to N.
ResetOnDisconnect ¶
Determines if sequence numbers should be reset to 1 after an abnormal termination. Valid Values:
Y N
Defaults to N.
RefreshOnLogon ¶
Determines if session state should be restored from persistence layer when logging on. Useful for creating hot failover sessions. Valid Values:
Y N
Defaults to N.
TimeStampPrecision ¶
Determines precision for timestamps in (Orig)SendingTime fields that are sent out. Only available for FIX.4.2 and greater, FIX versions earlier than FIX.4.2 will use timestamp resolution in seconds. Valid Values:
SECONDS MILLIS MICROS NANOS
Defaults to MILLIS.
Validation ¶
The following settings are specific to message validation.
DataDictionary ¶
XML definition file for validating incoming FIX messages. If no DataDictionary is supplied, only basic message validation will be done.
This setting should only be used with FIX transport versions older than FIXT.1.1. See TransportDataDictionary and AppDataDictionary for FIXT.1.1 settings. Value must be a valid XML data dictionary file. QuickFIX/Go comes with the following defaults in the spec directory
FIX44.xml FIX43.xml FIX42.xml FIX41.xml FIX40.xml
TransportDataDictionary ¶
XML definition file for validating admin (transport) messages. This setting is only valid for FIXT.1.1 (or newer) sessions. See DataDictionary for older transport versions (FIX.4.0 - FIX.4.4) for additional information. Value must be a valid XML data dictionary file, QuickFIX/Go comes with the following defaults in the spec directory
FIXT1.1.xml
AppDataDictionary ¶
XML definition file for validating application messages. This setting is only valid for FIXT.1.1 (or newer) sessions. See DataDictionary for older transport versions (FIX.4.0 - FIX.4.4) for additional information.
This setting supports the possibility of a custom application data dictionary for each session. This setting would only be used with FIXT 1.1 and new transport protocols. This setting can be used as a prefix to specify multiple application dictionaries for the FIXT transport. For example:
DefaultApplVerID=FIX.4.2 # For default application version ID AppDataDictionary=FIX42.xml # For nondefault application version ID # Use BeginString suffix for app version AppDataDictionary.FIX.4.4=FIX44.xml
Value must be a valid XML data dictionary file. QuickFIX/Go comes with the following defaults in the spec directory
FIX50SP2.xml FIX50SP1.xml FIX50.xml FIX44.xml FIX43.xml FIX42.xml FIX41.xml FIX40.xml
ValidateFieldsOutOfOrder ¶
If set to N, fields that are out of order (i.e. body fields in the header, or header fields in the body) will not be rejected. Useful for connecting to systems which do not properly order fields. Valid Values:
Y N
Defaults to Y.
RejectInvalidMessage ¶
If RejectInvalidMessage is set to N, zero errors will be thrown on reception of message that fails data dictionary validation. Valid Values:
Y N
Defaults to Y.
CheckLatency ¶
If set to Y, messages must be received from the counterparty within a defined number of seconds. It is useful to turn this off if a system uses localtime for it's timestamps instead of GMT. Valid Values:
Y N
Defaults to Y.
MaxLatency ¶
If CheckLatency is set to Y, this defines the number of seconds latency allowed for a message to be processed. Value must be positive integer.
Defaults to 120.
ReconnectInterval ¶
Time between reconnection attempts in seconds. Only used for initiators. Value must be positive integer.
Defaults to 30 ¶
LogoutTimeout ¶
Session setting for logout timeout in seconds. Only used for initiators. Value must be positive integer.
Defaults to 2 ¶
LogonTimeout ¶
Session setting for logon timeout in seconds. Only used for initiators. Value must be positive integer.
Defaults to 10 ¶
HeartBtInt ¶
Heartbeat interval in seconds. Only used for initiators. Value must be positive integer.
SocketConnectPort ¶
Socket port for connecting to a session. Only used for initiators. Must be positive integer
SocketConnectHost ¶
Host to connect to. Only used for initiators. Value must be a valid IPv4 or IPv6 address or a domain name
SocketConnectPort<n>
Alternate socket ports for connecting to a session for failover, where n is a positive integer. (i.e.) SocketConnectPort1, SocketConnectPort2... must be consecutive and have a matching SocketConnectHost[n]. Value must be a positive integer.
SocketConnectHost<n>
Alternate socket hosts for connecting to a session for failover, where n is a positive integer. (i.e.) SocketConnectHost1, SocketConnectHost2... must be consecutive and have a matching SocketConnectPort[n]. Value must be a valid IPv4 or IPv6 address or a domain name
SocketTimeout ¶
Duration of timeout for TLS handshake. Only used for initiators.
Example Values:
SocketTimeout=30s # 30 seconds SocketTimeout=60m # 60 minutes
Defaults to 0(means nothing timeout).
SocketAcceptHost ¶
Socket host address for listening on incoming connections, only used for acceptors. By default acceptors listen on all available interfaces.
SocketAcceptPort ¶
Socket port for listening to incoming connections, only used for acceptors. Value must be a positive integer, valid open socket port.
SocketPrivateKeyFile ¶
Private key to use for secure TLS connections. Must be used with SocketCertificateFile.
SocketCertificateFile ¶
Certificate to use for secure TLS connections. Must be used with SocketPrivateKeyFile.
SocketCAFile ¶
Optional root CA to use for secure TLS connections. For acceptors, client certificates will be verified against this CA. For initiators, clients will use the CA to verify the server certificate. If not configurated, initiators will verify the server certificate using the host's root CA set.
SocketServerName ¶
The expected server name on a returned certificate, unless SocketInsecureSkipVerify is true. This is for the TLS Server Name Indication extension. Initiator only.
SocketMinimumTLSVersion ¶
Specify the Minimum TLS version to use when creating a secure connection. The valid choices are SSL30, TLS10, TLS11, TLS12. Defaults to TLS12.
SocketUseSSL ¶
Use SSL for initiators even if client certificates are not present. If set to N or omitted, TLS will not be used if SocketPrivateKeyFile or SocketCertificateFile are not supplied.
ProxyType ¶
Proxy type. Valid Values:
socks
ProxyHost ¶
Proxy server IP address in the format of x.x.x.x or a domain name ¶
ProxyPort ¶
Proxy server port ¶
ProxyUser ¶
Proxy user ¶
ProxyPassword ¶
Proxy password ¶
UseTCPProxy ¶
Use TCP proxy for servers listening behind HAProxy of Amazon ELB load balancers. The server can then receive the address of the client instead of the load balancer's. Valid Values:
Y N
PersistMessages ¶
If set to N, no messages will be persisted. This will force QuickFIX/Go to always send GapFills instead of resending messages. Use this if you know you never want to resend a message. Useful for market data streams. Valid Values:
Y N
Defaults to Y.
FileLogPath ¶
Directory to store logs. Value must be valid directory for storing files, application must have write access.
FileStorePath ¶
Directory to store sequence number and message files. Only used with FileStoreFactory.
MongoStoreConnection ¶
The MongoDB connection URL to use (see https://godoc.org/github.com/globalsign/mgo#Dial for the URL Format). Only used with MongoStoreFactory.
MongoStoreDatabase ¶
The MongoDB-specific name of the database to use. Only used with MongoStoreFactory.
SQLStoreDriver ¶
The name of the database driver to use (see https://github.com/golang/go/wiki/SQLDrivers for the list of available drivers). Only used with SqlStoreFactory.
SQLStoreDataSourceName ¶
The driver-specific data source name of the database to use. Only used with SqlStoreFactory.
SQLStoreConnMaxLifetime ¶
SetConnMaxLifetime sets the maximum duration of time that a database connection may be reused (see https://golang.org/pkg/database/sql/#DB.SetConnMaxLifetime). Defaults to zero, which causes connections to be reused forever. Only used with SqlStoreFactory.
If your database server has a config option to close inactive connections after some duration (e.g. MySQL "wait_timeout"), set SQLConnMaxLifetime to a value less than that duration.
Example Values:
SQLConnMaxLifetime=14400s # 14400 seconds SQLConnMaxLifetime=2h45m # 2 hours and 45 minutes
SQLStoreConnMaxIdle Sets the maximum number of connections in the idle connection pool.
SQLStoreConnMaxOpen SetMaxOpenConns sets the maximum number of open connections to the database.
Index ¶
Constants ¶
const ( BeginString string = "BeginString" SenderCompID string = "SenderCompID" SenderSubID string = "SenderSubID" SenderLocationID string = "SenderLocationID" TargetCompID string = "TargetCompID" TargetSubID string = "TargetSubID" TargetLocationID string = "TargetLocationID" SessionQualifier string = "SessionQualifier" SocketAcceptHost string = "SocketAcceptHost" SocketAcceptPort string = "SocketAcceptPort" SocketConnectHost string = "SocketConnectHost" SocketConnectPort string = "SocketConnectPort" SocketPrivateKeyFile string = "SocketPrivateKeyFile" SocketCertificateFile string = "SocketCertificateFile" SocketCAFile string = "SocketCAFile" SocketInsecureSkipVerify string = "SocketInsecureSkipVerify" SocketServerName string = "SocketServerName" SocketMinimumTLSVersion string = "SocketMinimumTLSVersion" SocketTimeout string = "SocketTimeout" SocketUseSSL string = "SocketUseSSL" ProxyType string = "ProxyType" ProxyHost string = "ProxyHost" ProxyPort string = "ProxyPort" ProxyUser string = "ProxyUser" ProxyPassword string = "ProxyPassword" UseTCPProxy string = "UseTCPProxy" DefaultApplVerID string = "DefaultApplVerID" StartTime string = "StartTime" EndTime string = "EndTime" StartDay string = "StartDay" EndDay string = "EndDay" TimeZone string = "TimeZone" DataDictionary string = "DataDictionary" TransportDataDictionary string = "TransportDataDictionary" AppDataDictionary string = "AppDataDictionary" ResetOnLogon string = "ResetOnLogon" RefreshOnLogon string = "RefreshOnLogon" ResetOnLogout string = "ResetOnLogout" ResetOnDisconnect string = "ResetOnDisconnect" ReconnectInterval string = "ReconnectInterval" LogoutTimeout string = "LogoutTimeout" LogonTimeout string = "LogonTimeout" HeartBtInt string = "HeartBtInt" FileLogPath string = "FileLogPath" FileStorePath string = "FileStorePath" SQLStoreDriver string = "SQLStoreDriver" SQLStoreDataSourceName string = "SQLStoreDataSourceName" SQLStoreConnMaxLifetime string = "SQLStoreConnMaxLifetime" SQLStoreConnMaxIdle string = "SQLStoreConnMaxIdle" SQLStoreConnMaxOpen string = "SQLStoreConnMaxOpen" MongoStoreConnection string = "MongoStoreConnection" MongoStoreDatabase string = "MongoStoreDatabase" ValidateFieldsOutOfOrder string = "ValidateFieldsOutOfOrder" ResendRequestChunkSize string = "ResendRequestChunkSize" EnableLastMsgSeqNumProcessed string = "EnableLastMsgSeqNumProcessed" CheckLatency string = "CheckLatency" TimeStampPrecision string = "TimeStampPrecision" MaxLatency string = "MaxLatency" PersistMessages string = "PersistMessages" RejectInvalidMessage string = "RejectInvalidMessage" DynamicSessions string = "DynamicSessions" DynamicQualifier string = "DynamicQualifier" )
Const configuration settings
Variables ¶
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Functions ¶
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Types ¶
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