order

Documentation

Overview

A common FIX Client required by QuickFIX, should work for most of market connectors.

If a market connector has special tags etc for incoming message, only need its own NewFIXClient() to

replace common calls to its own callback routes.

If a market connector has complete different behaviour, it will need to implements its own FIXClient

Index

• type FIXClient
  • func NewFIXClient(c common.Config) *FIXClient
  • func (app FIXClient) FromAdmin(msg quickfix.Message, sessionID quickfix.SessionID) (reject quickfix.MessageRejectError)
  • func (app FIXClient) FromApp(msg quickfix.Message, sessionID quickfix.SessionID) (reject quickfix.MessageRejectError)
  • func (app FIXClient) OnCreate(sessionID quickfix.SessionID)
  • func (app FIXClient) OnLogon(sessionID quickfix.SessionID)
  • func (app FIXClient) OnLogout(sessionID quickfix.SessionID)
  • func (app FIXClient) Start() error
  • func (app FIXClient) ToAdmin(msg quickfix.Message, sessionID quickfix.SessionID)
  • func (app FIXClient) ToApp(msg quickfix.Message, sessionID quickfix.SessionID) (err error)

Types

type FIXClient

type FIXClient struct {
	*quickfix.Initiator
	*quickfix.MessageRouter

	Session    quickfix.SessionID
	MessageBus *messagebus.Conn
	OrderStore database.OrderStore
	// contains filtered or unexported fields
}

func NewFIXClient

func NewFIXClient(c common.Config) *FIXClient

Create a FIXClient with common routes for market connectors

func (FIXClient) FromAdmin

func (app FIXClient) FromAdmin(msg quickfix.Message, sessionID quickfix.SessionID) (reject quickfix.MessageRejectError)

func (FIXClient) FromApp

func (app FIXClient) FromApp(msg quickfix.Message, sessionID quickfix.SessionID) (reject quickfix.MessageRejectError)

func (FIXClient) OnCreate

func (app FIXClient) OnCreate(sessionID quickfix.SessionID)

func (FIXClient) OnLogon

func (app FIXClient) OnLogon(sessionID quickfix.SessionID)

func (FIXClient) OnLogout

func (app FIXClient) OnLogout(sessionID quickfix.SessionID)

func (FIXClient) Start

func (app FIXClient) Start() error

Common Order FIX client routines serving requests from order router

if a market connector has special case it will need to implement its own start routine like below

func (FIXClient) ToAdmin

func (app FIXClient) ToAdmin(msg quickfix.Message, sessionID quickfix.SessionID)

func (FIXClient) ToApp

func (app FIXClient) ToApp(msg quickfix.Message, sessionID quickfix.SessionID) (err error)