README ¶
QuickFIX/Go
- Website: http://www.quickfixgo.org
- Mailing list: Google Groups
Open Source FIX Protocol library implemented in Go
Getting Started and Documentation
Installation
To install QuickFIX/Go, use go get
:
$ go get github.com/quickfixgo/quickfix
Staying up to date
To update QuickFIX/Go to the latest version, use go get -u github.com/quickfixgo/quickfix
.
Example Apps
See examples for some simple examples of using QuickFIX/Go.
FIX Message Generation
QuickFIX/Go includes separate packages for tags, fields, enums, messages, and message components generated from the FIX 4.0 - FIX5.0SP2 specs. See:
- github.com/quickfixgo/tag
- github.com/quickfixgo/field
- github.com/quickfixgo/enum
- github.com/quickfixgo/fix40
- github.com/quickfixgo/fix41
- github.com/quickfixgo/fix42
- github.com/quickfixgo/fix43
- github.com/quickfixgo/fix44
- github.com/quickfixgo/fix50
- github.com/quickfixgo/fix50sp1
- github.com/quickfixgo/fix50sp2
- github.com/quickfixgo/fixt11
For most FIX applications, these generated resources are sufficient. Custom FIX applications may generate source specific to the FIX spec of that application using the generate-fix
tool included with QuickFIX/Go.
Following installation, generate-fix
is installed to $GOPATH/bin/generate-fix
. Run $GOPATH/bin/generate-fix --help
for usage instructions.
Developing QuickFIX/Go
If you wish to work on QuickFIX/Go itself, you will first need Go installed on your machine (version 1.6+ is required).
For local dev first make sure Go is properly installed, including setting up a GOPATH.
Next, using Git, clone this repository into $GOPATH/src/github.com/quickfixgo/quickfix
.
Installing Dependencies
QuickFIX/Go uses dep to manage the vendored dependencies. Install dep with go get
:
$ go get -u github.com/golang/dep/cmd/dep
Run dep ensure
to install the correct versioned dependencies into vendor/
, which Go 1.6+ automatically recognizes and loads.
$ $GOPATH/bin/dep ensure
Note: No vendored dependencies are included in the QuickFIX/Go source.
Build and Test
The default make target runs go vet and unit tests.
$ make
If this exits with exit status 0, then everything is working!
Generated Code
Generated code from the FIX40-FIX50SP2 specs are available as separate repos under the QuickFIX/Go organization. The source specifications for this generated code is located in spec/
. Generated code can be identified by the .generated.go
suffix. Any changes to generated code must be captured by changes to source in cmd/generate-fix
. After making changes to the code generator source, run the following to re-generate the source
$ make generate-dist
If you are making changes to the generated code, please create Pull Requests for these changes for the affected repos.
Acceptance Tests
QuickFIX/Go has a comprehensive acceptance test suite covering the FIX protocol. These are the same tests used across all QuickFIX implementations.
QuickFIX/Go acceptance tests depend on ruby in path.
To run acceptance tests,
# generate code locally
make generate
# build acceptance test rig
make build_accept
# run acceptance tests
make accept
Dependencies
If you are developing QuickFIX/Go, there are a few tasks you might need to perform related to dependencies.
Adding a dependency
If you are adding a dependency, you will need to update the dep manifest in the same Pull Request as the code that depends on it. You should do this in a separate commit from your code, as this makes PR review easier and Git history simpler to read in the future.
To add a dependency:
- Add the dependency using
dep
:
$ dep ensure -add github.com/foo/bar
- Review the changes in git and commit them.
Updating a dependency
To update a dependency to the latest version allowed by constraints in Gopkg.toml
:
- Run:
$ dep ensure -update github.com/foo/bar
- Review the changes in git and commit them.
To change the allowed version/branch/revision of a dependency:
- Manually edit
Gopkg.toml
- Run:
$ dep ensure
- Review the changes in git and commit them.
Licensing
This software is available under the QuickFIX Software License. Please see the LICENSE.txt for the terms specified by the QuickFIX Software License.
Documentation ¶
Overview ¶
Package quickfix is a full featured messaging engine for the FIX protocol. It is a 100% Go open source implementation of the popular C++ QuickFIX engine (http://quickfixengine.org).
User manual and additional information available at http://quickfixgo.org
Index ¶
- Constants
- Variables
- func ParseMessage(msg *Message, rawMessage *bytes.Buffer) (err error)
- func ParseMessageWithDataDictionary(msg *Message, rawMessage *bytes.Buffer, ...) (err error)
- func Send(m Messagable) (err error)
- func SendToTarget(m Messagable, sessionID SessionID) error
- func UnregisterSession(sessionID SessionID) error
- type Acceptor
- type Application
- type Body
- type ConditionallyRequiredSetting
- type FIXBoolean
- type FIXBytes
- type FIXDecimal
- type FIXFloat
- type FIXInt
- type FIXString
- type FIXUTCTimestamp
- type Field
- type FieldGroup
- type FieldGroupReader
- type FieldGroupWriter
- type FieldMap
- func (m *FieldMap) Clear()
- func (m *FieldMap) CopyInto(to *FieldMap)
- func (m FieldMap) Get(parser Field) MessageRejectError
- func (m FieldMap) GetBool(tag Tag) (bool, MessageRejectError)
- func (m FieldMap) GetBytes(tag Tag) ([]byte, MessageRejectError)
- func (m FieldMap) GetField(tag Tag, parser FieldValueReader) MessageRejectError
- func (m FieldMap) GetGroup(parser FieldGroupReader) MessageRejectError
- func (m FieldMap) GetInt(tag Tag) (int, MessageRejectError)
- func (m FieldMap) GetString(tag Tag) (string, MessageRejectError)
- func (m FieldMap) GetTime(tag Tag) (t time.Time, err MessageRejectError)
- func (m FieldMap) Has(tag Tag) bool
- func (t FieldMap) Len() int
- func (t FieldMap) Less(i, j int) bool
- func (m *FieldMap) Set(field FieldWriter) *FieldMap
- func (m *FieldMap) SetBool(tag Tag, value bool) *FieldMap
- func (m *FieldMap) SetBytes(tag Tag, value []byte) *FieldMap
- func (m *FieldMap) SetField(tag Tag, field FieldValueWriter) *FieldMap
- func (m *FieldMap) SetGroup(field FieldGroupWriter) *FieldMap
- func (m *FieldMap) SetInt(tag Tag, value int) *FieldMap
- func (m *FieldMap) SetString(tag Tag, value string) *FieldMap
- func (t FieldMap) Swap(i, j int)
- func (m FieldMap) Tags() []Tag
- type FieldValue
- type FieldValueReader
- type FieldValueWriter
- type FieldWriter
- type Group
- type GroupItem
- type GroupTemplate
- type Header
- type IncorrectFormatForSetting
- type Initiator
- type Log
- type LogFactory
- type Messagable
- type Message
- type MessageRejectError
- func ConditionallyRequiredFieldMissing(tag Tag) MessageRejectError
- func IncorrectDataFormatForValue(tag Tag) MessageRejectError
- func InvalidMessageType() MessageRejectError
- func InvalidTagNumber(tag Tag) MessageRejectError
- func NewBusinessMessageRejectError(err string, rejectReason int, refTagID *Tag) MessageRejectError
- func NewMessageRejectError(err string, rejectReason int, refTagID *Tag) MessageRejectError
- func RequiredTagMissing(tag Tag) MessageRejectError
- func TagNotDefinedForThisMessageType(tag Tag) MessageRejectError
- func TagSpecifiedWithoutAValue(tag Tag) MessageRejectError
- func UnsupportedMessageType() MessageRejectError
- func ValueIsIncorrect(tag Tag) MessageRejectError
- type MessageRoute
- type MessageRouter
- type MessageStore
- type MessageStoreFactory
- func NewFileStoreFactory(settings *Settings) MessageStoreFactory
- func NewMemoryStoreFactory() MessageStoreFactory
- func NewMongoStoreFactory(settings *Settings) MessageStoreFactory
- func NewMongoStoreFactoryPrefixed(settings *Settings, collectionsPrefix string) MessageStoreFactory
- func NewSQLStoreFactory(settings *Settings) MessageStoreFactory
- type RejectLogon
- type RepeatingGroup
- type SessionID
- type SessionSettings
- func (s SessionSettings) BoolSetting(setting string) (bool, error)
- func (s *SessionSettings) DurationSetting(setting string) (val time.Duration, err error)
- func (s *SessionSettings) HasSetting(setting string) bool
- func (s *SessionSettings) Init()
- func (s *SessionSettings) IntSetting(setting string) (val int, err error)
- func (s *SessionSettings) Set(setting string, val string)
- func (s *SessionSettings) Setting(setting string) (string, error)
- type Settings
- type Tag
- type TagValue
- type TimestampPrecision
- type Trailer
Constants ¶
const ( BeginStringFIX40 = "FIX.4.0" BeginStringFIX41 = "FIX.4.1" BeginStringFIX42 = "FIX.4.2" BeginStringFIX43 = "FIX.4.3" BeginStringFIX44 = "FIX.4.4" BeginStringFIXT11 = "FIXT.1.1" )
FIX BeginString string values
const ( ApplVerIDFIX27 = "0" ApplVerIDFIX30 = "1" ApplVerIDFIX40 = "2" ApplVerIDFIX41 = "3" ApplVerIDFIX42 = "4" ApplVerIDFIX43 = "5" ApplVerIDFIX44 = "6" ApplVerIDFIX50 = "7" ApplVerIDFIX50SP1 = "8" ApplVerIDFIX50SP2 = "9" )
FIX ApplVerID string values
Variables ¶
var ErrDoNotSend = errors.New("Do Not Send")
ErrDoNotSend is a convenience error to indicate a DoNotSend in ToApp
Functions ¶
func ParseMessage ¶
ParseMessage constructs a Message from a byte slice wrapping a FIX message.
func ParseMessageWithDataDictionary ¶
func ParseMessageWithDataDictionary( msg *Message, rawMessage *bytes.Buffer, transportDataDictionary *datadictionary.DataDictionary, applicationDataDictionary *datadictionary.DataDictionary, ) (err error)
ParseMessageWithDataDictionary constructs a Message from a byte slice wrapping a FIX message using an optional session and application DataDictionary for reference.
func Send ¶
func Send(m Messagable) (err error)
Send determines the session to send Messagable using header fields BeginString, TargetCompID, SenderCompID
func SendToTarget ¶
func SendToTarget(m Messagable, sessionID SessionID) error
SendToTarget sends a message based on the sessionID. Convenient for use in FromApp since it provides a session ID for incoming messages
func UnregisterSession ¶
UnregisterSession removes a session from the set of known sessions
Types ¶
type Acceptor ¶
type Acceptor struct {
// contains filtered or unexported fields
}
Acceptor accepts connections from FIX clients and manages the associated sessions.
func NewAcceptor ¶
func NewAcceptor(app Application, storeFactory MessageStoreFactory, settings *Settings, logFactory LogFactory) (a *Acceptor, err error)
NewAcceptor creates and initializes a new Acceptor.
type Application ¶
type Application interface { //Notification of a session begin created. OnCreate(sessionID SessionID) //Notification of a session successfully logging on. OnLogon(sessionID SessionID) //Notification of a session logging off or disconnecting. OnLogout(sessionID SessionID) //Notification of admin message being sent to target. ToAdmin(message *Message, sessionID SessionID) //Notification of app message being sent to target. ToApp(message *Message, sessionID SessionID) error //Notification of admin message being received from target. FromAdmin(message *Message, sessionID SessionID) MessageRejectError //Notification of app message being received from target. FromApp(message *Message, sessionID SessionID) MessageRejectError }
The Application interface should be implemented by FIX Applications. This is the primary interface for processing messages from a FIX Session.
type ConditionallyRequiredSetting ¶
type ConditionallyRequiredSetting struct {
Setting string
}
ConditionallyRequiredSetting indicates a missing setting
func (ConditionallyRequiredSetting) Error ¶
func (e ConditionallyRequiredSetting) Error() string
type FIXBoolean ¶
type FIXBoolean bool
FIXBoolean is a FIX Boolean value, implements FieldValue.
func (*FIXBoolean) Read ¶
func (f *FIXBoolean) Read(bytes []byte) error
func (FIXBoolean) Write ¶
func (f FIXBoolean) Write() []byte
type FIXBytes ¶
type FIXBytes []byte
FIXBytes is a generic FIX field value, implements FieldValue. Enables zero copy read from a FieldMap
type FIXDecimal ¶
type FIXDecimal struct { decimal.Decimal //Scale is the number of digits after the decimal point when Writing the field value as a FIX value Scale int32 }
FIXDecimal is a FIX Float Value that implements an arbitrary precision fixed-point decimal. Implements FieldValue
func (*FIXDecimal) Read ¶
func (d *FIXDecimal) Read(bytes []byte) (err error)
func (FIXDecimal) Write ¶
func (d FIXDecimal) Write() []byte
type FIXFloat ¶
type FIXFloat float64
FIXFloat is a FIX Float Value, implements FieldValue
type FIXUTCTimestamp ¶
type FIXUTCTimestamp struct { time.Time Precision TimestampPrecision }
FIXUTCTimestamp is a FIX UTC Timestamp value, implements FieldValue
func (*FIXUTCTimestamp) Read ¶
func (f *FIXUTCTimestamp) Read(bytes []byte) (err error)
func (FIXUTCTimestamp) Write ¶
func (f FIXUTCTimestamp) Write() []byte
type Field ¶
type Field interface { FieldWriter FieldValueReader }
Field is the interface implemented by all typed Fields in a Message
type FieldGroup ¶
FieldGroup is the interface implemented by all typed Groups in a Message
type FieldGroupReader ¶
FieldGroupReader is an interface for reading a FieldGroup
type FieldGroupWriter ¶
FieldGroupWriter is an interface for writing a FieldGroup
type FieldMap ¶
type FieldMap struct {
// contains filtered or unexported fields
}
FieldMap is a collection of fix fields that make up a fix message.
func (FieldMap) Get ¶
func (m FieldMap) Get(parser Field) MessageRejectError
Get parses out a field in this FieldMap. Returned reject may indicate the field is not present, or the field value is invalid.
func (FieldMap) GetBool ¶
func (m FieldMap) GetBool(tag Tag) (bool, MessageRejectError)
GetBool is a GetField wrapper for bool fields
func (FieldMap) GetBytes ¶
func (m FieldMap) GetBytes(tag Tag) ([]byte, MessageRejectError)
GetBytes is a zero-copy GetField wrapper for []bytes fields
func (FieldMap) GetField ¶
func (m FieldMap) GetField(tag Tag, parser FieldValueReader) MessageRejectError
GetField parses of a field with Tag tag. Returned reject may indicate the field is not present, or the field value is invalid.
func (FieldMap) GetGroup ¶
func (m FieldMap) GetGroup(parser FieldGroupReader) MessageRejectError
GetGroup is a Get function specific to Group Fields.
func (FieldMap) GetInt ¶
func (m FieldMap) GetInt(tag Tag) (int, MessageRejectError)
GetInt is a GetField wrapper for int fields
func (FieldMap) GetString ¶
func (m FieldMap) GetString(tag Tag) (string, MessageRejectError)
GetString is a GetField wrapper for string fields
func (FieldMap) GetTime ¶
func (m FieldMap) GetTime(tag Tag) (t time.Time, err MessageRejectError)
GetTime is a GetField wrapper for utc timestamp fields
func (*FieldMap) Set ¶
func (m *FieldMap) Set(field FieldWriter) *FieldMap
Set is a setter for fields
func (*FieldMap) SetField ¶
func (m *FieldMap) SetField(tag Tag, field FieldValueWriter) *FieldMap
SetField sets the field with Tag tag
func (*FieldMap) SetGroup ¶
func (m *FieldMap) SetGroup(field FieldGroupWriter) *FieldMap
SetGroup is a setter specific to group fields
type FieldValue ¶
type FieldValue interface { FieldValueWriter FieldValueReader }
The FieldValue interface is used to write/extract typed field values to/from raw bytes
type FieldValueReader ¶
type FieldValueReader interface { //Reads the contents of the []byte into FieldValue. Returns an error if there are issues in the data processing Read([]byte) error }
FieldValueReader is an interface for reading field values
type FieldValueWriter ¶
type FieldValueWriter interface { //Writes out the contents of the FieldValue to a []byte Write() []byte }
FieldValueWriter is an interface for writing field values
type FieldWriter ¶
type FieldWriter interface { Tag() Tag FieldValueWriter }
FieldWriter is an interface for a writing a field
type Group ¶
type Group struct{ FieldMap }
Group is a group of fields occurring in a repeating group
type GroupItem ¶
type GroupItem interface { //Tag returns the tag identifying this GroupItem Tag() Tag //Parameter to Read is tagValues. For most fields, only the first tagValue will be required. //The length of the slice extends from the tagValue mapped to the field to be read through the //following fields. This can be useful for GroupItems made up of repeating groups. // //The Read function returns the remaining tagValues not processed by the GroupItem. If there was a //problem reading the field, an error may be returned Read([]TagValue) ([]TagValue, error) //Clone makes a copy of this GroupItem Clone() GroupItem }
GroupItem interface is used to construct repeating group templates
func GroupElement ¶
GroupElement returns a GroupItem made up of a single field
type GroupTemplate ¶
type GroupTemplate []GroupItem
GroupTemplate specifies the group item order for a RepeatingGroup
func (GroupTemplate) Clone ¶
func (gt GroupTemplate) Clone() GroupTemplate
Clone makes a copy of this GroupTemplate
type IncorrectFormatForSetting ¶
IncorrectFormatForSetting indicates a setting that is incorrectly formatted
func (IncorrectFormatForSetting) Error ¶
func (e IncorrectFormatForSetting) Error() string
type Initiator ¶
type Initiator struct {
// contains filtered or unexported fields
}
Initiator initiates connections and processes messages for all sessions.
func NewInitiator ¶
func NewInitiator(app Application, storeFactory MessageStoreFactory, appSettings *Settings, logFactory LogFactory) (*Initiator, error)
NewInitiator creates and initializes a new Initiator.
type Log ¶
type Log interface { //log incoming fix message OnIncoming([]byte) //log outgoing fix message OnOutgoing([]byte) //log fix event OnEvent(string) //log fix event according to format specifier OnEventf(string, ...interface{}) }
Log is a generic interface for logging FIX messages and events.
type LogFactory ¶
type LogFactory interface { //global log Create() (Log, error) //session specific log CreateSessionLog(sessionID SessionID) (Log, error) }
The LogFactory interface creates global and session specific Log instances
func NewFileLogFactory ¶
func NewFileLogFactory(settings *Settings) (LogFactory, error)
NewFileLogFactory creates an instance of LogFactory that writes messages and events to file. The location of global and session log files is configured via FileLogPath.
func NewNullLogFactory ¶
func NewNullLogFactory() LogFactory
NewNullLogFactory creates an instance of LogFactory that returns no-op loggers.
func NewScreenLogFactory ¶
func NewScreenLogFactory() LogFactory
NewScreenLogFactory creates an instance of LogFactory that writes messages and events to stdout.
type Messagable ¶
type Messagable interface {
ToMessage() *Message
}
Messagable is a Message or something that can be converted to a Message
type Message ¶
type Message struct { Header Header Trailer Trailer Body Body //ReceiveTime is the time that this message was read from the socket connection ReceiveTime time.Time // contains filtered or unexported fields }
Message is a FIX Message abstraction.
func NewMessage ¶
func NewMessage() *Message
NewMessage returns a newly initialized Message instance
func (*Message) CopyInto ¶
CopyInto erases the dest messages and copies the curreny message content into it.
func (*Message) IsMsgTypeOf ¶
IsMsgTypeOf returns true if the Header contains MsgType (tag 35) field and its value is the specified one.
func (*Message) MsgType ¶
func (m *Message) MsgType() (string, MessageRejectError)
MsgType returns MsgType (tag 35) field's value
type MessageRejectError ¶
type MessageRejectError interface { error //RejectReason, tag 373 for session rejects, tag 380 for business rejects. RejectReason() int RefTagID() *Tag IsBusinessReject() bool }
MessageRejectError is a type of error that can correlate to a message reject.
func ConditionallyRequiredFieldMissing ¶
func ConditionallyRequiredFieldMissing(tag Tag) MessageRejectError
ConditionallyRequiredFieldMissing indicates that the requested field could not be found in the FIX message.
func IncorrectDataFormatForValue ¶
func IncorrectDataFormatForValue(tag Tag) MessageRejectError
IncorrectDataFormatForValue returns an error indicating a field that cannot be parsed as the type required.
func InvalidMessageType ¶
func InvalidMessageType() MessageRejectError
InvalidMessageType returns an error to indicate an invalid message type
func InvalidTagNumber ¶
func InvalidTagNumber(tag Tag) MessageRejectError
InvalidTagNumber returns a validation error for messages with invalid tags.
func NewBusinessMessageRejectError ¶
func NewBusinessMessageRejectError(err string, rejectReason int, refTagID *Tag) MessageRejectError
NewBusinessMessageRejectError returns a MessageRejectError with the given error mesage, reject reason, and optional reftagid. Reject is treated as a business level reject
func NewMessageRejectError ¶
func NewMessageRejectError(err string, rejectReason int, refTagID *Tag) MessageRejectError
NewMessageRejectError returns a MessageRejectError with the given error message, reject reason, and optional reftagid
func RequiredTagMissing ¶
func RequiredTagMissing(tag Tag) MessageRejectError
RequiredTagMissing returns a validation error when a required field cannot be found in a message.
func TagNotDefinedForThisMessageType ¶
func TagNotDefinedForThisMessageType(tag Tag) MessageRejectError
TagNotDefinedForThisMessageType returns an error for an invalid tag appearing in a message.
func TagSpecifiedWithoutAValue ¶
func TagSpecifiedWithoutAValue(tag Tag) MessageRejectError
TagSpecifiedWithoutAValue returns a validation error for when a field has no value.
func UnsupportedMessageType ¶
func UnsupportedMessageType() MessageRejectError
UnsupportedMessageType returns an error to indicate an unhandled message.
func ValueIsIncorrect ¶
func ValueIsIncorrect(tag Tag) MessageRejectError
ValueIsIncorrect returns an error indicating a field with value that is not valid.
type MessageRoute ¶
type MessageRoute func(msg *Message, sessionID SessionID) MessageRejectError
A MessageRoute is a function that can process a fromApp/fromAdmin callback
type MessageRouter ¶
type MessageRouter struct {
// contains filtered or unexported fields
}
A MessageRouter is a mutex for MessageRoutes
func NewMessageRouter ¶
func NewMessageRouter() *MessageRouter
NewMessageRouter returns an initialized MessageRouter instance
func (MessageRouter) AddRoute ¶
func (c MessageRouter) AddRoute(beginString string, msgType string, router MessageRoute)
AddRoute adds a route to the MessageRouter instance keyed to begin string and msgType.
func (MessageRouter) Route ¶
func (c MessageRouter) Route(msg *Message, sessionID SessionID) MessageRejectError
Route may be called from the fromApp/fromAdmin callbacks. Messages that cannot be routed will be rejected with UnsupportedMessageType.
type MessageStore ¶
type MessageStore interface { NextSenderMsgSeqNum() int NextTargetMsgSeqNum() int IncrNextSenderMsgSeqNum() error IncrNextTargetMsgSeqNum() error SetNextSenderMsgSeqNum(next int) error SetNextTargetMsgSeqNum(next int) error CreationTime() time.Time SaveMessage(seqNum int, msg []byte) error GetMessages(beginSeqNum, endSeqNum int) ([][]byte, error) Refresh() error Reset() error Close() error }
The MessageStore interface provides methods to record and retrieve messages for resend purposes
type MessageStoreFactory ¶
type MessageStoreFactory interface {
Create(sessionID SessionID) (MessageStore, error)
}
The MessageStoreFactory interface is used by session to create a session specific message store
func NewFileStoreFactory ¶
func NewFileStoreFactory(settings *Settings) MessageStoreFactory
NewFileStoreFactory returns a file-based implementation of MessageStoreFactory
func NewMemoryStoreFactory ¶
func NewMemoryStoreFactory() MessageStoreFactory
NewMemoryStoreFactory returns a MessageStoreFactory instance that created in-memory MessageStores
func NewMongoStoreFactory ¶
func NewMongoStoreFactory(settings *Settings) MessageStoreFactory
NewMongoStoreFactory returns a mongo-based implementation of MessageStoreFactory
func NewMongoStoreFactoryPrefixed ¶
func NewMongoStoreFactoryPrefixed(settings *Settings, collectionsPrefix string) MessageStoreFactory
NewMongoStoreFactoryPrefixed returns a mongo-based implementation of MessageStoreFactory, with prefix on collections
func NewSQLStoreFactory ¶
func NewSQLStoreFactory(settings *Settings) MessageStoreFactory
NewSQLStoreFactory returns a sql-based implementation of MessageStoreFactory
type RejectLogon ¶
type RejectLogon struct {
Text string
}
RejectLogon indicates the application is rejecting permission to logon. Implements MessageRejectError
func (RejectLogon) Error ¶
func (e RejectLogon) Error() string
func (RejectLogon) IsBusinessReject ¶
func (RejectLogon) IsBusinessReject() bool
IsBusinessReject implements MessageRejectError
func (RejectLogon) RefTagID ¶
func (RejectLogon) RefTagID() *Tag
RefTagID implements MessageRejectError
func (RejectLogon) RejectReason ¶
func (RejectLogon) RejectReason() int
RejectReason implements MessageRejectError
type RepeatingGroup ¶
type RepeatingGroup struct {
// contains filtered or unexported fields
}
RepeatingGroup is a FIX Repeating Group type
func NewRepeatingGroup ¶
func NewRepeatingGroup(tag Tag, template GroupTemplate) *RepeatingGroup
NewRepeatingGroup returns an initilized RepeatingGroup instance
func (*RepeatingGroup) Add ¶
func (f *RepeatingGroup) Add() *Group
Add appends a new group to the RepeatingGroup and returns the new Group
func (RepeatingGroup) Clone ¶
func (f RepeatingGroup) Clone() GroupItem
Clone makes a copy of this RepeatingGroup (tag, template)
func (RepeatingGroup) Get ¶
func (f RepeatingGroup) Get(i int) *Group
Get returns the ith group in this RepeatingGroup
func (RepeatingGroup) Len ¶
func (f RepeatingGroup) Len() int
Len returns the number of Groups in this RepeatingGroup
func (RepeatingGroup) Tag ¶
func (f RepeatingGroup) Tag() Tag
Tag returns the Tag for this repeating Group
func (RepeatingGroup) Write ¶
func (f RepeatingGroup) Write() []TagValue
Write returns tagValues for all Items in the repeating group ordered by Group sequence and Group template order
type SessionID ¶
type SessionID struct {
BeginString, TargetCompID, TargetSubID, TargetLocationID, SenderCompID, SenderSubID, SenderLocationID, Qualifier string
}
SessionID is a unique identifer of a Session
type SessionSettings ¶
type SessionSettings struct {
// contains filtered or unexported fields
}
SessionSettings maps session settings to values with typed accessors.
func NewSessionSettings ¶
func NewSessionSettings() *SessionSettings
NewSessionSettings returns a newly initialized SessionSettings instance
func (SessionSettings) BoolSetting ¶
func (s SessionSettings) BoolSetting(setting string) (bool, error)
BoolSetting returns the requested setting parsed as a boolean. Returns an errror if the setting is not set or cannot be parsed as a bool.
func (*SessionSettings) DurationSetting ¶
func (s *SessionSettings) DurationSetting(setting string) (val time.Duration, err error)
DurationSetting returns the requested setting parsed as a time.Duration. Returns an error if the setting is not set or cannot be parsed as a time.Duration.
func (*SessionSettings) HasSetting ¶
func (s *SessionSettings) HasSetting(setting string) bool
HasSetting returns true if a setting is set, false if not
func (*SessionSettings) Init ¶
func (s *SessionSettings) Init()
Init initializes or resets SessionSettings
func (*SessionSettings) IntSetting ¶
func (s *SessionSettings) IntSetting(setting string) (val int, err error)
IntSetting returns the requested setting parsed as an int. Returns an errror if the setting is not set or cannot be parsed as an int.
func (*SessionSettings) Set ¶
func (s *SessionSettings) Set(setting string, val string)
Set assigns a value to a setting on SessionSettings.
type Settings ¶
type Settings struct {
// contains filtered or unexported fields
}
The Settings type represents a collection of global and session settings.
func ParseSettings ¶
ParseSettings creates and initializes a Settings instance with config parsed from a Reader. Returns error if the config is has parse errors
func (*Settings) AddSession ¶
func (s *Settings) AddSession(sessionSettings *SessionSettings) (SessionID, error)
AddSession adds Session Settings to Settings instance. Returns an error if session settings with duplicate sessionID has already been added
func (*Settings) GlobalSettings ¶
func (s *Settings) GlobalSettings() *SessionSettings
GlobalSettings are default setting inherited by all session settings.
func (*Settings) SessionSettings ¶
func (s *Settings) SessionSettings() map[SessionID]*SessionSettings
SessionSettings return all session settings overlaying globalsettings.
type Tag ¶
type Tag int
Tag is a typed int representing a FIX tag
type TagValue ¶
type TagValue struct {
// contains filtered or unexported fields
}
TagValue is a low-level FIX field abstraction
type TimestampPrecision ¶
type TimestampPrecision int
TimestampPrecision defines the precision used by FIXUTCTimestamp
const ( Millis TimestampPrecision = iota Seconds Micros Nanos )
All TimestampPrecisions supported by FIX
Source Files ¶
- acceptor.go
- application.go
- begin_string.go
- connection.go
- dialer.go
- doc.go
- errors.go
- field.go
- field_map.go
- file_log.go
- filestore.go
- fileutil.go
- fix_boolean.go
- fix_bytes.go
- fix_decimal.go
- fix_float.go
- fix_int.go
- fix_string.go
- fix_utc_timestamp.go
- in_session.go
- initiator.go
- latent_state.go
- log.go
- logon_state.go
- logout_state.go
- message.go
- message_pool.go
- message_router.go
- mongostore.go
- msg_type.go
- not_session_time.go
- null_log.go
- parser.go
- pending_timeout.go
- registry.go
- repeating_group.go
- resend_state.go
- screen_log.go
- session.go
- session_factory.go
- session_id.go
- session_rejects.go
- session_settings.go
- session_state.go
- settings.go
- sqlstore.go
- store.go
- tag.go
- tag_value.go
- tls.go
- validation.go
Directories ¶
Path | Synopsis |
---|---|
cmd
|
|
Package config declares application and session settings for QuickFIX/Go BeginString Version of FIX this session should use.
|
Package config declares application and session settings for QuickFIX/Go BeginString Version of FIX this session should use. |
Package datadictionary provides support for parsing and organizing FIX Data Dictionaries
|
Package datadictionary provides support for parsing and organizing FIX Data Dictionaries |