protocol

package
v0.0.0-...-7e8c8c6 Latest Latest
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This package is not in the latest version of its module.

 Go to latest Published: Jun 9, 2023 License: GPL-3.0 Imports: 7 Imported by: 0

Documentation

Index

Constants

View Source 
const MaxMsgSize = 1024

MaxMsgSize is the maximum length of a multicast message

Variables

View Source 
var CreateOrderRequest_OrderSide_name = map[int32]string{
	0: "Buy",
	1: "Sell",
}
View Source 
var CreateOrderRequest_OrderSide_value = map[string]int32{
	"Buy":  0,
	"Sell": 1,
}
View Source 
var CreateOrderRequest_OrderType_name = map[int32]string{
	0: "Market",
	1: "Limit",
}
View Source 
var CreateOrderRequest_OrderType_value = map[string]int32{
	"Market": 0,
	"Limit":  1,
}
View Source 
var ExecutionReport_OrderState_name = map[int32]string{
	0: "Booked",
	1: "Rejected",
	2: "Partial",
	3: "Filled",
	4: "Cancelled",
}
View Source 
var ExecutionReport_OrderState_value = map[string]int32{
	"Booked":    0,
	"Rejected":  1,
	"Partial":   2,
	"Filled":    3,
	"Cancelled": 4,
}
View Source 
var ExecutionReport_ReportType_name = map[int32]string{
	0: "Status",
	1: "Fill",
}
View Source 
var ExecutionReport_ReportType_value = map[string]int32{
	"Status": 0,
	"Fill":   1,
}

Functions

func DecodeMarketEvent 

func DecodeMarketEvent(r *bytes.Buffer) (*Book, []Trade)

func EncodeMarketEvent 

func EncodeMarketEvent(w *bytes.Buffer, book *Book, trades []Trade)

func RegisterExchangeServer 

func RegisterExchangeServer(s *grpc.Server, srv ExchangeServer)

Types

type CancelOrderRequest 

type CancelOrderRequest struct {
	ClOrdId              int32    `protobuf:"varint,1,opt,name=clOrdId,proto3" json:"clOrdId,omitempty"`
	XXX_NoUnkeyedLiteral struct{} `json:"-"`
	XXX_unrecognized     []byte   `json:"-"`
	XXX_sizecache        int32    `json:"-"`
}

func (*CancelOrderRequest) Descriptor 

func (*CancelOrderRequest) Descriptor() ([]byte, []int)

func (*CancelOrderRequest) GetClOrdId 

func (m *CancelOrderRequest) GetClOrdId() int32

func (*CancelOrderRequest) ProtoMessage 

func (*CancelOrderRequest) ProtoMessage()

func (*CancelOrderRequest) Reset 

func (m *CancelOrderRequest) Reset()

func (*CancelOrderRequest) String 

func (m *CancelOrderRequest) String() string

func (*CancelOrderRequest) XXX_DiscardUnknown 

func (m *CancelOrderRequest) XXX_DiscardUnknown()

func (*CancelOrderRequest) XXX_Marshal 

func (m *CancelOrderRequest) XXX_Marshal(b []byte, deterministic bool) ([]byte, error)

func (*CancelOrderRequest) XXX_Merge 

func (dst *CancelOrderRequest) XXX_Merge(src proto.Message)

func (*CancelOrderRequest) XXX_Size 

func (m *CancelOrderRequest) XXX_Size() int

func (*CancelOrderRequest) XXX_Unmarshal 

func (m *CancelOrderRequest) XXX_Unmarshal(b []byte) error

type CreateOrderRequest 

type CreateOrderRequest struct {
	ClOrdId              int32                        `protobuf:"varint,1,opt,name=clOrdId,proto3" json:"clOrdId,omitempty"`
	Symbol               string                       `protobuf:"bytes,2,opt,name=symbol,proto3" json:"symbol,omitempty"`
	Price                float64                      `protobuf:"fixed64,3,opt,name=price,proto3" json:"price,omitempty"`
	Quantity             float64                      `protobuf:"fixed64,4,opt,name=quantity,proto3" json:"quantity,omitempty"`
	OrderType            CreateOrderRequest_OrderType `protobuf:"varint,5,opt,name=orderType,proto3,enum=protocol.CreateOrderRequest_OrderType" json:"orderType,omitempty"`
	OrderSide            CreateOrderRequest_OrderSide `protobuf:"varint,6,opt,name=orderSide,proto3,enum=protocol.CreateOrderRequest_OrderSide" json:"orderSide,omitempty"`
	XXX_NoUnkeyedLiteral struct{}                     `json:"-"`
	XXX_unrecognized     []byte                       `json:"-"`
	XXX_sizecache        int32                        `json:"-"`
}

func (*CreateOrderRequest) Descriptor 

func (*CreateOrderRequest) Descriptor() ([]byte, []int)

func (*CreateOrderRequest) GetClOrdId 

func (m *CreateOrderRequest) GetClOrdId() int32

func (*CreateOrderRequest) GetOrderSide 

func (m *CreateOrderRequest) GetOrderSide() CreateOrderRequest_OrderSide

func (*CreateOrderRequest) GetOrderType 

func (m *CreateOrderRequest) GetOrderType() CreateOrderRequest_OrderType

func (*CreateOrderRequest) GetPrice 

func (m *CreateOrderRequest) GetPrice() float64

func (*CreateOrderRequest) GetQuantity 

func (m *CreateOrderRequest) GetQuantity() float64

func (*CreateOrderRequest) GetSymbol 

func (m *CreateOrderRequest) GetSymbol() string

func (*CreateOrderRequest) ProtoMessage 

func (*CreateOrderRequest) ProtoMessage()

func (*CreateOrderRequest) Reset 

func (m *CreateOrderRequest) Reset()

func (*CreateOrderRequest) String 

func (m *CreateOrderRequest) String() string

func (*CreateOrderRequest) XXX_DiscardUnknown 

func (m *CreateOrderRequest) XXX_DiscardUnknown()

func (*CreateOrderRequest) XXX_Marshal 

func (m *CreateOrderRequest) XXX_Marshal(b []byte, deterministic bool) ([]byte, error)

func (*CreateOrderRequest) XXX_Merge 

func (dst *CreateOrderRequest) XXX_Merge(src proto.Message)

func (*CreateOrderRequest) XXX_Size 

func (m *CreateOrderRequest) XXX_Size() int

func (*CreateOrderRequest) XXX_Unmarshal 

func (m *CreateOrderRequest) XXX_Unmarshal(b []byte) error

type CreateOrderRequest_OrderSide 

type CreateOrderRequest_OrderSide int32
const (
	CreateOrderRequest_Buy  CreateOrderRequest_OrderSide = 0
	CreateOrderRequest_Sell CreateOrderRequest_OrderSide = 1
)

func (CreateOrderRequest_OrderSide) EnumDescriptor 

func (CreateOrderRequest_OrderSide) EnumDescriptor() ([]byte, []int)

func (CreateOrderRequest_OrderSide) String 

func (x CreateOrderRequest_OrderSide) String() string

type CreateOrderRequest_OrderType 

type CreateOrderRequest_OrderType int32
const (
	CreateOrderRequest_Market CreateOrderRequest_OrderType = 0
	CreateOrderRequest_Limit  CreateOrderRequest_OrderType = 1
)

func (CreateOrderRequest_OrderType) EnumDescriptor 

func (CreateOrderRequest_OrderType) EnumDescriptor() ([]byte, []int)

func (CreateOrderRequest_OrderType) String 

func (x CreateOrderRequest_OrderType) String() string

type DownloadRequest 

type DownloadRequest struct {
	XXX_NoUnkeyedLiteral struct{} `json:"-"`
	XXX_unrecognized     []byte   `json:"-"`
	XXX_sizecache        int32    `json:"-"`
}

func (*DownloadRequest) Descriptor 

func (*DownloadRequest) Descriptor() ([]byte, []int)

func (*DownloadRequest) ProtoMessage 

func (*DownloadRequest) ProtoMessage()

func (*DownloadRequest) Reset 

func (m *DownloadRequest) Reset()

func (*DownloadRequest) String 

func (m *DownloadRequest) String() string

func (*DownloadRequest) XXX_DiscardUnknown 

func (m *DownloadRequest) XXX_DiscardUnknown()

func (*DownloadRequest) XXX_Marshal 

func (m *DownloadRequest) XXX_Marshal(b []byte, deterministic bool) ([]byte, error)

func (*DownloadRequest) XXX_Merge 

func (dst *DownloadRequest) XXX_Merge(src proto.Message)

func (*DownloadRequest) XXX_Size 

func (m *DownloadRequest) XXX_Size() int

func (*DownloadRequest) XXX_Unmarshal 

func (m *DownloadRequest) XXX_Unmarshal(b []byte) error

type ExchangeClient 

type ExchangeClient interface {
	Connection(ctx context.Context, opts ...grpc.CallOption) (Exchange_ConnectionClient, error)
}

ExchangeClient is the client API for Exchange service.

For semantics around ctx use and closing/ending streaming RPCs, please refer to https://godoc.org/google.golang.org/grpc#ClientConn.NewStream.

func NewExchangeClient 

func NewExchangeClient(cc *grpc.ClientConn) ExchangeClient

type ExchangeServer 

type ExchangeServer interface {
	Connection(Exchange_ConnectionServer) error
}

ExchangeServer is the server API for Exchange service.

type Exchange_ConnectionClient 

type Exchange_ConnectionClient interface {
	Send(*InMessage) error
	Recv() (*OutMessage, error)
	grpc.ClientStream
}

type Exchange_ConnectionServer 

type Exchange_ConnectionServer interface {
	Send(*OutMessage) error
	Recv() (*InMessage, error)
	grpc.ServerStream
}

type ExecutionReport 

type ExecutionReport struct {
	Symbol               string                       `protobuf:"bytes,1,opt,name=Symbol,proto3" json:"Symbol,omitempty"`
	ClOrdId              int32                        `protobuf:"varint,2,opt,name=clOrdId,proto3" json:"clOrdId,omitempty"`
	ExOrdId              string                       `protobuf:"bytes,3,opt,name=exOrdId,proto3" json:"exOrdId,omitempty"`
	OrderState           ExecutionReport_OrderState   `protobuf:"varint,4,opt,name=orderState,proto3,enum=protocol.ExecutionReport_OrderState" json:"orderState,omitempty"`
	ReportType           ExecutionReport_ReportType   `protobuf:"varint,5,opt,name=reportType,proto3,enum=protocol.ExecutionReport_ReportType" json:"reportType,omitempty"`
	Price                float64                      `protobuf:"fixed64,6,opt,name=price,proto3" json:"price,omitempty"`
	Quantity             float64                      `protobuf:"fixed64,7,opt,name=quantity,proto3" json:"quantity,omitempty"`
	Remaining            float64                      `protobuf:"fixed64,8,opt,name=remaining,proto3" json:"remaining,omitempty"`
	LastPrice            float64                      `protobuf:"fixed64,9,opt,name=lastPrice,proto3" json:"lastPrice,omitempty"`
	LastQuantity         float64                      `protobuf:"fixed64,10,opt,name=lastQuantity,proto3" json:"lastQuantity,omitempty"`
	Side                 CreateOrderRequest_OrderSide `protobuf:"varint,11,opt,name=side,proto3,enum=protocol.CreateOrderRequest_OrderSide" json:"side,omitempty"`
	RejectReason         string                       `protobuf:"bytes,12,opt,name=rejectReason,proto3" json:"rejectReason,omitempty"`
	XXX_NoUnkeyedLiteral struct{}                     `json:"-"`
	XXX_unrecognized     []byte                       `json:"-"`
	XXX_sizecache        int32                        `json:"-"`
}

func (*ExecutionReport) Descriptor 

func (*ExecutionReport) Descriptor() ([]byte, []int)

func (*ExecutionReport) GetClOrdId 

func (m *ExecutionReport) GetClOrdId() int32

func (*ExecutionReport) GetExOrdId 

func (m *ExecutionReport) GetExOrdId() string

func (*ExecutionReport) GetLastPrice 

func (m *ExecutionReport) GetLastPrice() float64

func (*ExecutionReport) GetLastQuantity 

func (m *ExecutionReport) GetLastQuantity() float64

func (*ExecutionReport) GetOrderState 

func (m *ExecutionReport) GetOrderState() ExecutionReport_OrderState

func (*ExecutionReport) GetPrice 

func (m *ExecutionReport) GetPrice() float64

func (*ExecutionReport) GetQuantity 

func (m *ExecutionReport) GetQuantity() float64

func (*ExecutionReport) GetRejectReason 

func (m *ExecutionReport) GetRejectReason() string

func (*ExecutionReport) GetRemaining 

func (m *ExecutionReport) GetRemaining() float64

func (*ExecutionReport) GetReportType 

func (m *ExecutionReport) GetReportType() ExecutionReport_ReportType

func (*ExecutionReport) GetSide 

func (m *ExecutionReport) GetSide() CreateOrderRequest_OrderSide

func (*ExecutionReport) GetSymbol 

func (m *ExecutionReport) GetSymbol() string

func (*ExecutionReport) ProtoMessage 

func (*ExecutionReport) ProtoMessage()

func (*ExecutionReport) Reset 

func (m *ExecutionReport) Reset()

func (*ExecutionReport) String 

func (m *ExecutionReport) String() string

func (*ExecutionReport) XXX_DiscardUnknown 

func (m *ExecutionReport) XXX_DiscardUnknown()

func (*ExecutionReport) XXX_Marshal 

func (m *ExecutionReport) XXX_Marshal(b []byte, deterministic bool) ([]byte, error)

func (*ExecutionReport) XXX_Merge 

func (dst *ExecutionReport) XXX_Merge(src proto.Message)

func (*ExecutionReport) XXX_Size 

func (m *ExecutionReport) XXX_Size() int

func (*ExecutionReport) XXX_Unmarshal 

func (m *ExecutionReport) XXX_Unmarshal(b []byte) error

type ExecutionReport_OrderState 

type ExecutionReport_OrderState int32
const (
	ExecutionReport_Booked    ExecutionReport_OrderState = 0
	ExecutionReport_Rejected  ExecutionReport_OrderState = 1
	ExecutionReport_Partial   ExecutionReport_OrderState = 2
	ExecutionReport_Filled    ExecutionReport_OrderState = 3
	ExecutionReport_Cancelled ExecutionReport_OrderState = 4
)

func (ExecutionReport_OrderState) EnumDescriptor 

func (ExecutionReport_OrderState) EnumDescriptor() ([]byte, []int)

func (ExecutionReport_OrderState) String 

func (x ExecutionReport_OrderState) String() string

type ExecutionReport_ReportType 

type ExecutionReport_ReportType int32
const (
	ExecutionReport_Status ExecutionReport_ReportType = 0
	ExecutionReport_Fill   ExecutionReport_ReportType = 1
)

func (ExecutionReport_ReportType) EnumDescriptor 

func (ExecutionReport_ReportType) EnumDescriptor() ([]byte, []int)

func (ExecutionReport_ReportType) String 

func (x ExecutionReport_ReportType) String() string

type InMessage 

type InMessage struct {
	// Types that are valid to be assigned to Request:
	//	*InMessage_Login
	//	*InMessage_Create
	//	*InMessage_Modify
	//	*InMessage_Cancel
	//	*InMessage_Massquote
	//	*InMessage_Secdefreq
	//	*InMessage_Download
	Request              isInMessage_Request `protobuf_oneof:"request"`
	XXX_NoUnkeyedLiteral struct{}            `json:"-"`
	XXX_unrecognized     []byte              `json:"-"`
	XXX_sizecache        int32               `json:"-"`
}

func (*InMessage) Descriptor 

func (*InMessage) Descriptor() ([]byte, []int)

func (*InMessage) GetCancel 

func (m *InMessage) GetCancel() *CancelOrderRequest

func (*InMessage) GetCreate 

func (m *InMessage) GetCreate() *CreateOrderRequest

func (*InMessage) GetDownload 

func (m *InMessage) GetDownload() *DownloadRequest

func (*InMessage) GetLogin 

func (m *InMessage) GetLogin() *LoginRequest

func (*InMessage) GetMassquote 

func (m *InMessage) GetMassquote() *MassQuoteRequest

func (*InMessage) GetModify 

func (m *InMessage) GetModify() *ModifyOrderRequest

func (*InMessage) GetRequest 

func (m *InMessage) GetRequest() isInMessage_Request

func (*InMessage) GetSecdefreq 

func (m *InMessage) GetSecdefreq() *SecurityDefinitionRequest

func (*InMessage) ProtoMessage 

func (*InMessage) ProtoMessage()

func (*InMessage) Reset 

func (m *InMessage) Reset()

func (*InMessage) String 

func (m *InMessage) String() string

func (*InMessage) XXX_DiscardUnknown 

func (m *InMessage) XXX_DiscardUnknown()

func (*InMessage) XXX_Marshal 

func (m *InMessage) XXX_Marshal(b []byte, deterministic bool) ([]byte, error)

func (*InMessage) XXX_Merge 

func (dst *InMessage) XXX_Merge(src proto.Message)

func (*InMessage) XXX_OneofFuncs 

func (*InMessage) XXX_OneofFuncs() (func(msg proto.Message, b *proto.Buffer) error, func(msg proto.Message, tag, wire int, b *proto.Buffer) (bool, error), func(msg proto.Message) (n int), []interface{})

XXX_OneofFuncs is for the internal use of the proto package.

func (*InMessage) XXX_Size 

func (m *InMessage) XXX_Size() int

func (*InMessage) XXX_Unmarshal 

func (m *InMessage) XXX_Unmarshal(b []byte) error

type InMessage_Cancel 

type InMessage_Cancel struct {
	Cancel *CancelOrderRequest `protobuf:"bytes,4,opt,name=cancel,proto3,oneof"`
}

type InMessage_Create 

type InMessage_Create struct {
	Create *CreateOrderRequest `protobuf:"bytes,2,opt,name=create,proto3,oneof"`
}

type InMessage_Download 

type InMessage_Download struct {
	Download *DownloadRequest `protobuf:"bytes,7,opt,name=download,proto3,oneof"`
}

type InMessage_Login 

type InMessage_Login struct {
	Login *LoginRequest `protobuf:"bytes,1,opt,name=login,proto3,oneof"`
}

type InMessage_Massquote 

type InMessage_Massquote struct {
	Massquote *MassQuoteRequest `protobuf:"bytes,5,opt,name=massquote,proto3,oneof"`
}

type InMessage_Modify 

type InMessage_Modify struct {
	Modify *ModifyOrderRequest `protobuf:"bytes,3,opt,name=modify,proto3,oneof"`
}

type InMessage_Secdefreq 

type InMessage_Secdefreq struct {
	Secdefreq *SecurityDefinitionRequest `protobuf:"bytes,6,opt,name=secdefreq,proto3,oneof"`
}

type LoginReply 

type LoginReply struct {
	Error                string   `protobuf:"bytes,2,opt,name=error,proto3" json:"error,omitempty"`
	XXX_NoUnkeyedLiteral struct{} `json:"-"`
	XXX_unrecognized     []byte   `json:"-"`
	XXX_sizecache        int32    `json:"-"`
}

func (*LoginReply) Descriptor 

func (*LoginReply) Descriptor() ([]byte, []int)

func (*LoginReply) GetError 

func (m *LoginReply) GetError() string

func (*LoginReply) ProtoMessage 

func (*LoginReply) ProtoMessage()

func (*LoginReply) Reset 

func (m *LoginReply) Reset()

func (*LoginReply) String 

func (m *LoginReply) String() string

func (*LoginReply) XXX_DiscardUnknown 

func (m *LoginReply) XXX_DiscardUnknown()

func (*LoginReply) XXX_Marshal 

func (m *LoginReply) XXX_Marshal(b []byte, deterministic bool) ([]byte, error)

func (*LoginReply) XXX_Merge 

func (dst *LoginReply) XXX_Merge(src proto.Message)

func (*LoginReply) XXX_Size 

func (m *LoginReply) XXX_Size() int

func (*LoginReply) XXX_Unmarshal 

func (m *LoginReply) XXX_Unmarshal(b []byte) error

type LoginRequest 

type LoginRequest struct {
	Username             string   `protobuf:"bytes,1,opt,name=username,proto3" json:"username,omitempty"`
	Password             string   `protobuf:"bytes,2,opt,name=password,proto3" json:"password,omitempty"`
	XXX_NoUnkeyedLiteral struct{} `json:"-"`
	XXX_unrecognized     []byte   `json:"-"`
	XXX_sizecache        int32    `json:"-"`
}

func (*LoginRequest) Descriptor 

func (*LoginRequest) Descriptor() ([]byte, []int)

func (*LoginRequest) GetPassword 

func (m *LoginRequest) GetPassword() string

func (*LoginRequest) GetUsername 

func (m *LoginRequest) GetUsername() string

func (*LoginRequest) ProtoMessage 

func (*LoginRequest) ProtoMessage()

func (*LoginRequest) Reset 

func (m *LoginRequest) Reset()

func (*LoginRequest) String 

func (m *LoginRequest) String() string

func (*LoginRequest) XXX_DiscardUnknown 

func (m *LoginRequest) XXX_DiscardUnknown()

func (*LoginRequest) XXX_Marshal 

func (m *LoginRequest) XXX_Marshal(b []byte, deterministic bool) ([]byte, error)

func (*LoginRequest) XXX_Merge 

func (dst *LoginRequest) XXX_Merge(src proto.Message)

func (*LoginRequest) XXX_Size 

func (m *LoginRequest) XXX_Size() int

func (*LoginRequest) XXX_Unmarshal 

func (m *LoginRequest) XXX_Unmarshal(b []byte) error

type MassQuoteRequest 

type MassQuoteRequest struct {
	Symbol               string   `protobuf:"bytes,1,opt,name=symbol,proto3" json:"symbol,omitempty"`
	BidPrice             float64  `protobuf:"fixed64,2,opt,name=bidPrice,proto3" json:"bidPrice,omitempty"`
	BidQuantity          float64  `protobuf:"fixed64,3,opt,name=bidQuantity,proto3" json:"bidQuantity,omitempty"`
	AskPrice             float64  `protobuf:"fixed64,4,opt,name=askPrice,proto3" json:"askPrice,omitempty"`
	AskQuantity          float64  `protobuf:"fixed64,5,opt,name=askQuantity,proto3" json:"askQuantity,omitempty"`
	XXX_NoUnkeyedLiteral struct{} `json:"-"`
	XXX_unrecognized     []byte   `json:"-"`
	XXX_sizecache        int32    `json:"-"`
}

func (*MassQuoteRequest) Descriptor 

func (*MassQuoteRequest) Descriptor() ([]byte, []int)

func (*MassQuoteRequest) GetAskPrice 

func (m *MassQuoteRequest) GetAskPrice() float64

func (*MassQuoteRequest) GetAskQuantity 

func (m *MassQuoteRequest) GetAskQuantity() float64

func (*MassQuoteRequest) GetBidPrice 

func (m *MassQuoteRequest) GetBidPrice() float64

func (*MassQuoteRequest) GetBidQuantity 

func (m *MassQuoteRequest) GetBidQuantity() float64

func (*MassQuoteRequest) GetSymbol 

func (m *MassQuoteRequest) GetSymbol() string

func (*MassQuoteRequest) ProtoMessage 

func (*MassQuoteRequest) ProtoMessage()

func (*MassQuoteRequest) Reset 

func (m *MassQuoteRequest) Reset()

func (*MassQuoteRequest) String 

func (m *MassQuoteRequest) String() string

func (*MassQuoteRequest) XXX_DiscardUnknown 

func (m *MassQuoteRequest) XXX_DiscardUnknown()

func (*MassQuoteRequest) XXX_Marshal 

func (m *MassQuoteRequest) XXX_Marshal(b []byte, deterministic bool) ([]byte, error)

func (*MassQuoteRequest) XXX_Merge 

func (dst *MassQuoteRequest) XXX_Merge(src proto.Message)

func (*MassQuoteRequest) XXX_Size 

func (m *MassQuoteRequest) XXX_Size() int

func (*MassQuoteRequest) XXX_Unmarshal 

func (m *MassQuoteRequest) XXX_Unmarshal(b []byte) error

type ModifyOrderRequest 

type ModifyOrderRequest struct {
	ClOrdId              int32    `protobuf:"varint,1,opt,name=clOrdId,proto3" json:"clOrdId,omitempty"`
	Price                float64  `protobuf:"fixed64,2,opt,name=price,proto3" json:"price,omitempty"`
	Quantity             float64  `protobuf:"fixed64,3,opt,name=quantity,proto3" json:"quantity,omitempty"`
	XXX_NoUnkeyedLiteral struct{} `json:"-"`
	XXX_unrecognized     []byte   `json:"-"`
	XXX_sizecache        int32    `json:"-"`
}

func (*ModifyOrderRequest) Descriptor 

func (*ModifyOrderRequest) Descriptor() ([]byte, []int)

func (*ModifyOrderRequest) GetClOrdId 

func (m *ModifyOrderRequest) GetClOrdId() int32

func (*ModifyOrderRequest) GetPrice 

func (m *ModifyOrderRequest) GetPrice() float64

func (*ModifyOrderRequest) GetQuantity 

func (m *ModifyOrderRequest) GetQuantity() float64

func (*ModifyOrderRequest) ProtoMessage 

func (*ModifyOrderRequest) ProtoMessage()

func (*ModifyOrderRequest) Reset 

func (m *ModifyOrderRequest) Reset()

func (*ModifyOrderRequest) String 

func (m *ModifyOrderRequest) String() string

func (*ModifyOrderRequest) XXX_DiscardUnknown 

func (m *ModifyOrderRequest) XXX_DiscardUnknown()

func (*ModifyOrderRequest) XXX_Marshal 

func (m *ModifyOrderRequest) XXX_Marshal(b []byte, deterministic bool) ([]byte, error)

func (*ModifyOrderRequest) XXX_Merge 

func (dst *ModifyOrderRequest) XXX_Merge(src proto.Message)

func (*ModifyOrderRequest) XXX_Size 

func (m *ModifyOrderRequest) XXX_Size() int

func (*ModifyOrderRequest) XXX_Unmarshal 

func (m *ModifyOrderRequest) XXX_Unmarshal(b []byte) error

type OutMessage 

type OutMessage struct {
	// Types that are valid to be assigned to Reply:
	//	*OutMessage_Login
	//	*OutMessage_Execrpt
	//	*OutMessage_Secdef
	//	*OutMessage_Reject
	Reply                isOutMessage_Reply `protobuf_oneof:"reply"`
	XXX_NoUnkeyedLiteral struct{}           `json:"-"`
	XXX_unrecognized     []byte             `json:"-"`
	XXX_sizecache        int32              `json:"-"`
}

func (*OutMessage) Descriptor 

func (*OutMessage) Descriptor() ([]byte, []int)

func (*OutMessage) GetExecrpt 

func (m *OutMessage) GetExecrpt() *ExecutionReport

func (*OutMessage) GetLogin 

func (m *OutMessage) GetLogin() *LoginReply

func (*OutMessage) GetReject 

func (m *OutMessage) GetReject() *SessionReject

func (*OutMessage) GetReply 

func (m *OutMessage) GetReply() isOutMessage_Reply

func (*OutMessage) GetSecdef 

func (m *OutMessage) GetSecdef() *SecurityDefinition

func (*OutMessage) ProtoMessage 

func (*OutMessage) ProtoMessage()

func (*OutMessage) Reset 

func (m *OutMessage) Reset()

func (*OutMessage) String 

func (m *OutMessage) String() string

func (*OutMessage) XXX_DiscardUnknown 

func (m *OutMessage) XXX_DiscardUnknown()

func (*OutMessage) XXX_Marshal 

func (m *OutMessage) XXX_Marshal(b []byte, deterministic bool) ([]byte, error)

func (*OutMessage) XXX_Merge 

func (dst *OutMessage) XXX_Merge(src proto.Message)

func (*OutMessage) XXX_OneofFuncs 

func (*OutMessage) XXX_OneofFuncs() (func(msg proto.Message, b *proto.Buffer) error, func(msg proto.Message, tag, wire int, b *proto.Buffer) (bool, error), func(msg proto.Message) (n int), []interface{})

XXX_OneofFuncs is for the internal use of the proto package.

func (*OutMessage) XXX_Size 

func (m *OutMessage) XXX_Size() int

func (*OutMessage) XXX_Unmarshal 

func (m *OutMessage) XXX_Unmarshal(b []byte) error

type OutMessage_Execrpt 

type OutMessage_Execrpt struct {
	Execrpt *ExecutionReport `protobuf:"bytes,2,opt,name=execrpt,proto3,oneof"`
}

type OutMessage_Login 

type OutMessage_Login struct {
	Login *LoginReply `protobuf:"bytes,1,opt,name=login,proto3,oneof"`
}

type OutMessage_Reject 

type OutMessage_Reject struct {
	Reject *SessionReject `protobuf:"bytes,4,opt,name=reject,proto3,oneof"`
}

type OutMessage_Secdef 

type OutMessage_Secdef struct {
	Secdef *SecurityDefinition `protobuf:"bytes,3,opt,name=secdef,proto3,oneof"`
}

type ReplayRequest 

type ReplayRequest struct {
	// Start is inclusive, and End is exclusive
	Start, End uint64
}

type SecurityDefinition 

type SecurityDefinition struct {
	Symbol               string   `protobuf:"bytes,1,opt,name=symbol,proto3" json:"symbol,omitempty"`
	InstrumentID         int64    `protobuf:"varint,2,opt,name=instrumentID,proto3" json:"instrumentID,omitempty"`
	XXX_NoUnkeyedLiteral struct{} `json:"-"`
	XXX_unrecognized     []byte   `json:"-"`
	XXX_sizecache        int32    `json:"-"`
}

func (*SecurityDefinition) Descriptor 

func (*SecurityDefinition) Descriptor() ([]byte, []int)

func (*SecurityDefinition) GetInstrumentID 

func (m *SecurityDefinition) GetInstrumentID() int64

func (*SecurityDefinition) GetSymbol 

func (m *SecurityDefinition) GetSymbol() string

func (*SecurityDefinition) ProtoMessage 

func (*SecurityDefinition) ProtoMessage()

func (*SecurityDefinition) Reset 

func (m *SecurityDefinition) Reset()

func (*SecurityDefinition) String 

func (m *SecurityDefinition) String() string

func (*SecurityDefinition) XXX_DiscardUnknown 

func (m *SecurityDefinition) XXX_DiscardUnknown()

func (*SecurityDefinition) XXX_Marshal 

func (m *SecurityDefinition) XXX_Marshal(b []byte, deterministic bool) ([]byte, error)

func (*SecurityDefinition) XXX_Merge 

func (dst *SecurityDefinition) XXX_Merge(src proto.Message)

func (*SecurityDefinition) XXX_Size 

func (m *SecurityDefinition) XXX_Size() int

func (*SecurityDefinition) XXX_Unmarshal 

func (m *SecurityDefinition) XXX_Unmarshal(b []byte) error

type SecurityDefinitionRequest 

type SecurityDefinitionRequest struct {
	Symbol               string   `protobuf:"bytes,1,opt,name=symbol,proto3" json:"symbol,omitempty"`
	XXX_NoUnkeyedLiteral struct{} `json:"-"`
	XXX_unrecognized     []byte   `json:"-"`
	XXX_sizecache        int32    `json:"-"`
}

func (*SecurityDefinitionRequest) Descriptor 

func (*SecurityDefinitionRequest) Descriptor() ([]byte, []int)

func (*SecurityDefinitionRequest) GetSymbol 

func (m *SecurityDefinitionRequest) GetSymbol() string

func (*SecurityDefinitionRequest) ProtoMessage 

func (*SecurityDefinitionRequest) ProtoMessage()

func (*SecurityDefinitionRequest) Reset 

func (m *SecurityDefinitionRequest) Reset()

func (*SecurityDefinitionRequest) String 

func (m *SecurityDefinitionRequest) String() string

func (*SecurityDefinitionRequest) XXX_DiscardUnknown 

func (m *SecurityDefinitionRequest) XXX_DiscardUnknown()

func (*SecurityDefinitionRequest) XXX_Marshal 

func (m *SecurityDefinitionRequest) XXX_Marshal(b []byte, deterministic bool) ([]byte, error)

func (*SecurityDefinitionRequest) XXX_Merge 

func (dst *SecurityDefinitionRequest) XXX_Merge(src proto.Message)

func (*SecurityDefinitionRequest) XXX_Size 

func (m *SecurityDefinitionRequest) XXX_Size() int

func (*SecurityDefinitionRequest) XXX_Unmarshal 

func (m *SecurityDefinitionRequest) XXX_Unmarshal(b []byte) error

type SessionReject 

type SessionReject struct {
	Error                string   `protobuf:"bytes,1,opt,name=error,proto3" json:"error,omitempty"`
	XXX_NoUnkeyedLiteral struct{} `json:"-"`
	XXX_unrecognized     []byte   `json:"-"`
	XXX_sizecache        int32    `json:"-"`
}

func (*SessionReject) Descriptor 

func (*SessionReject) Descriptor() ([]byte, []int)

func (*SessionReject) GetError 

func (m *SessionReject) GetError() string

func (*SessionReject) ProtoMessage 

func (*SessionReject) ProtoMessage()

func (*SessionReject) Reset 

func (m *SessionReject) Reset()

func (*SessionReject) String 

func (m *SessionReject) String() string

func (*SessionReject) XXX_DiscardUnknown 

func (m *SessionReject) XXX_DiscardUnknown()

func (*SessionReject) XXX_Marshal 

func (m *SessionReject) XXX_Marshal(b []byte, deterministic bool) ([]byte, error)

func (*SessionReject) XXX_Merge 

func (dst *SessionReject) XXX_Merge(src proto.Message)

func (*SessionReject) XXX_Size 

func (m *SessionReject) XXX_Size() int

func (*SessionReject) XXX_Unmarshal 

func (m *SessionReject) XXX_Unmarshal(b []byte) error

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