quickfix

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README

QuickFIX/Go

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Open Source FIX Protocol library implemented in Go

Getting Started and Documentation

Installation

To install QuickFIX/Go, use go get:

$ go get github.com/rome314/quickfix
Staying up to date

To update QuickFIX/Go to the latest version, use go get -u github.com/rome314/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:

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 and configured on your machine (version 1.13+ is preferred, but the minimum required version is 1.6).

Next, using Git, clone the repository via git clone git@github.com:quickfixgo/quickfix.git

Installing Dependencies

As of Go version 1.13, QuickFIX/Go uses modules to manage dependencies. You may require GO111MODULE=on. To install dependencies, run

go mod download

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/updating a dependency

If you are adding or updating a dependency, you will need to update the go.mod and go.sum 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.

  1. Add or update the dependency like usual:
go get -u github.com/foo/bar
  1. Update the module-related files:
go mod tidy
  1. Review the changes in git and commit them.

Note that to specify a specific revision, you can manually edit the go.mod file and run go mod tidy

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

View Source 
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

View Source 
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

View Source 
var ErrDoNotSend = errors.New("Do Not Send")

ErrDoNotSend is a convenience error to indicate a DoNotSend in ToApp

Functions

func ParseMessage added in v0.3.0 

func ParseMessage(msg *Message, rawMessage *bytes.Buffer) (err error)

ParseMessage constructs a Message from a byte slice wrapping a FIX message.

func ParseMessageWithDataDictionary added in v0.6.0 

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 added in v1.0.0 

func UnregisterSession(sessionID SessionID) error

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.

func (*Acceptor) RemoteAddr added in v1.0.0 

func (a *Acceptor) RemoteAddr(sessionID SessionID) (net.Addr, bool)

Get remote IP address for a given session.

func (*Acceptor) SetConnectionValidator added in v1.0.0 

func (a *Acceptor) SetConnectionValidator(validator ConnectionValidator)

SetConnectionValidator sets an optional connection validator. Use it when you need a custom authentication logic that includes lower level interactions, like mTLS auth or IP whitelistening. To remove a previously set validator call it with a nil value: 

a.SetConnectionValidator(nil)

func (*Acceptor) Start 

func (a *Acceptor) Start() (err error)

Start accepting connections.

func (*Acceptor) Stop 

func (a *Acceptor) Stop()

Stop logs out existing sessions, close their connections, and stop accepting new connections.

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 Body added in v0.3.0 

type Body struct{ FieldMap }

Body is the primary application section of a FIX message

func (*Body) Init added in v0.3.0 

func (b *Body) Init()

Init initializes the FIX message

func (Body) Len added in v0.6.0 

func (t Body) Len() int

func (Body) Less added in v0.6.0 

func (t Body) Less(i, j int) bool

func (Body) Swap added in v0.6.0 

func (t Body) Swap(i, j int)

type ConditionallyRequiredSetting added in v0.5.0 

type ConditionallyRequiredSetting struct {
	Setting string
}

ConditionallyRequiredSetting indicates a missing setting

func (ConditionallyRequiredSetting) Error added in v0.5.0 

func (e ConditionallyRequiredSetting) Error() string

type ConnectionValidator added in v1.0.0 

type ConnectionValidator interface {
	// Validate the connection for validity. This can be a part of authentication process.
	// For example, you may tie up a SenderCompID to an IP range, or to a specific TLS certificate as a part of mTLS.
	Validate(netConn net.Conn, session SessionID) error
}

ConnectionValidator is an interface allowing to implement a custom authentication logic.

type FIXBoolean 

type FIXBoolean bool

FIXBoolean is a FIX Boolean value, implements FieldValue.

func (FIXBoolean) Bool added in v0.4.0 

func (f FIXBoolean) Bool() bool

Bool converts the FIXBoolean value to bool

func (*FIXBoolean) Read 

func (f *FIXBoolean) Read(bytes []byte) error

func (FIXBoolean) Write 

func (f FIXBoolean) Write() []byte

type FIXBytes added in v0.6.0 

type FIXBytes []byte

FIXBytes is a generic FIX field value, implements FieldValue. Enables zero copy read from a FieldMap

func (*FIXBytes) Read added in v0.6.0 

func (f *FIXBytes) Read(bytes []byte) (err error)

func (FIXBytes) Write added in v0.6.0 

func (f FIXBytes) Write() []byte

type FIXDecimal added in v0.5.0 

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 added in v0.5.0 

func (d *FIXDecimal) Read(bytes []byte) (err error)

func (FIXDecimal) Write added in v0.5.0 

func (d FIXDecimal) Write() []byte

type FIXFloat 

type FIXFloat float64

FIXFloat is a FIX Float Value, implements FieldValue

func (FIXFloat) Float64 added in v0.4.0 

func (f FIXFloat) Float64() float64

Float64 converts the FIXFloat value to float64

func (*FIXFloat) Read 

func (f *FIXFloat) Read(bytes []byte) error

func (FIXFloat) Write 

func (f FIXFloat) Write() []byte

type FIXInt 

type FIXInt int

FIXInt is a FIX Int Value, implements FieldValue

func (FIXInt) Int added in v0.4.0 

func (f FIXInt) Int() int

Int converts the FIXInt value to int

func (*FIXInt) Read 

func (f *FIXInt) Read(bytes []byte) error

func (FIXInt) Write 

func (f FIXInt) Write() []byte

type FIXString 

type FIXString string

FIXString is a FIX String Value, implements FieldValue

func (*FIXString) Read 

func (f *FIXString) Read(bytes []byte) (err error)

func (FIXString) String 

func (f FIXString) String() string

func (FIXString) Write 

func (f FIXString) Write() []byte

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 added in v0.3.0 

type FieldGroup interface {
	Tag() Tag
	Write() []TagValue
	Read([]TagValue) ([]TagValue, error)
}

FieldGroup is the interface implemented by all typed Groups in a Message

type FieldGroupReader added in v0.3.0 

type FieldGroupReader interface {
	Tag() Tag
	Read([]TagValue) ([]TagValue, error)
}

FieldGroupReader is an interface for reading a FieldGroup

type FieldGroupWriter added in v0.3.0 

type FieldGroupWriter interface {
	Tag() Tag
	Write() []TagValue
}

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) Clear 

func (m *FieldMap) Clear()

Clear purges all fields from field map

func (*FieldMap) CopyInto added in v1.0.0 

func (m *FieldMap) CopyInto(to *FieldMap)

CopyInto overwrites the given FieldMap with this one

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 added in v0.6.0 

func (m FieldMap) GetBool(tag Tag) (bool, MessageRejectError)

GetBool is a GetField wrapper for bool fields

func (FieldMap) GetBytes added in v0.6.0 

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 added in v0.2.0 

func (m FieldMap) GetInt(tag Tag) (int, MessageRejectError)

GetInt is a GetField wrapper for int fields

func (FieldMap) GetString added in v0.2.0 

func (m FieldMap) GetString(tag Tag) (string, MessageRejectError)

GetString is a GetField wrapper for string fields

func (FieldMap) GetTime added in v0.6.0 

func (m FieldMap) GetTime(tag Tag) (t time.Time, err MessageRejectError)

GetTime is a GetField wrapper for utc timestamp fields

func (FieldMap) Has 

func (m FieldMap) Has(tag Tag) bool

Has returns true if the Tag is present in this FieldMap

func (FieldMap) Len added in v0.6.0 

func (t FieldMap) Len() int

func (FieldMap) Less added in v0.6.0 

func (t FieldMap) Less(i, j int) bool

func (*FieldMap) Set 

func (m *FieldMap) Set(field FieldWriter) *FieldMap

Set is a setter for fields

func (*FieldMap) SetBool added in v0.6.0 

func (m *FieldMap) SetBool(tag Tag, value bool) *FieldMap

SetBool is a SetField wrapper for bool fields

func (*FieldMap) SetBytes added in v0.6.0 

func (m *FieldMap) SetBytes(tag Tag, value []byte) *FieldMap

SetBytes sets bytes

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

func (*FieldMap) SetInt added in v0.5.0 

func (m *FieldMap) SetInt(tag Tag, value int) *FieldMap

SetInt is a SetField wrapper for int fields

func (*FieldMap) SetString added in v0.5.0 

func (m *FieldMap) SetString(tag Tag, value string) *FieldMap

SetString is a SetField wrapper for string fields

func (FieldMap) Swap added in v0.6.0 

func (t FieldMap) Swap(i, j int)

func (FieldMap) Tags 

func (m FieldMap) Tags() []Tag

Tags returns all of the Field Tags in this FieldMap

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

func (Group) Len added in v0.6.0 

func (t Group) Len() int

func (Group) Less added in v0.6.0 

func (t Group) Less(i, j int) bool

func (Group) Swap added in v0.6.0 

func (t Group) Swap(i, j int)

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 

func GroupElement(tag Tag) GroupItem

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 added in v0.4.0 

func (gt GroupTemplate) Clone() GroupTemplate

Clone makes a copy of this GroupTemplate 

type Header struct{ FieldMap }

Header is first section of a FIX Message

func (*Header) Init added in v0.3.0 

func (h *Header) Init()

Init initializes the Header instance

func (Header) Len added in v0.6.0 

func (t Header) Len() int

func (Header) Less added in v0.6.0 

func (t Header) Less(i, j int) bool

func (Header) Swap added in v0.6.0 

func (t Header) Swap(i, j int)

type IncorrectFormatForSetting added in v0.5.0 

type IncorrectFormatForSetting struct {
	Setting, Value string
	Err            error
}

IncorrectFormatForSetting indicates a setting that is incorrectly formatted

func (IncorrectFormatForSetting) Error added in v0.5.0 

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.

func (*Initiator) Start 

func (i *Initiator) Start() (err error)

Start Initiator.

func (*Initiator) Stop 

func (i *Initiator) Stop()

Stop 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 added in v0.4.0 

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 added in v1.0.0 

func (m *Message) CopyInto(to *Message)

CopyInto erases the dest messages and copies the curreny message content into it.

func (*Message) IsMsgTypeOf added in v0.6.0 

func (m *Message) IsMsgTypeOf(msgType string) bool

IsMsgTypeOf returns true if the Header contains MsgType (tag 35) field and its value is the specified one.

func (*Message) MsgType added in v0.6.0 

func (m *Message) MsgType() (string, MessageRejectError)

MsgType returns MsgType (tag 35) field's value

func (*Message) String 

func (m *Message) String() string

func (*Message) ToMessage added in v0.4.0 

func (m *Message) ToMessage() *Message

ToMessage returns the message itself

type MessageRejectError 

type MessageRejectError interface {
	error

	//RejectReason, tag 373 for session rejects, tag 380 for business rejects.
	RejectReason() int
	BusinessRejectRefID() string
	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 added in v0.3.0 

func IncorrectDataFormatForValue(tag Tag) MessageRejectError

IncorrectDataFormatForValue returns an error indicating a field that cannot be parsed as the type required.

func InvalidMessageType added in v0.3.0 

func InvalidMessageType() MessageRejectError

InvalidMessageType returns an error to indicate an invalid message type

func InvalidTagNumber added in v0.3.0 

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 NewBusinessMessageRejectErrorWithRefID added in v1.0.0 

func NewBusinessMessageRejectErrorWithRefID(err string, rejectReason int, businessRejectRefID string, refTagID *Tag) MessageRejectError

NewBusinessMessageRejectErrorWithRefID returns a MessageRejectError with the given error mesage, reject reason, refID, 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 added in v0.3.0 

func RequiredTagMissing(tag Tag) MessageRejectError

RequiredTagMissing returns a validation error when a required field cannot be found in a message.

func TagNotDefinedForThisMessageType added in v0.3.0 

func TagNotDefinedForThisMessageType(tag Tag) MessageRejectError

TagNotDefinedForThisMessageType returns an error for an invalid tag appearing in a message.

func TagSpecifiedWithoutAValue added in v0.3.0 

func TagSpecifiedWithoutAValue(tag Tag) MessageRejectError

TagSpecifiedWithoutAValue returns a validation error for when a field has no value.

func UnsupportedMessageType added in v0.3.0 

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 added in v0.2.0 

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 added in v1.0.0 

func NewMongoStoreFactory(settings *Settings) MessageStoreFactory

NewMongoStoreFactory returns a mongo-based implementation of MessageStoreFactory

func NewMongoStoreFactoryPrefixed added in v1.0.0 

func NewMongoStoreFactoryPrefixed(settings *Settings, collectionsPrefix string) MessageStoreFactory

NewMongoStoreFactoryPrefixed returns a mongo-based implementation of MessageStoreFactory, with prefix on collections

func NewSQLStoreFactory added in v0.2.0 

func NewSQLStoreFactory(settings *Settings) MessageStoreFactory

NewSQLStoreFactory returns a sql-based implementation of MessageStoreFactory

type RejectLogon added in v0.5.0 

type RejectLogon struct {
	Text string
}

RejectLogon indicates the application is rejecting permission to logon. Implements MessageRejectError

func (RejectLogon) BusinessRejectRefID added in v1.0.0 

func (RejectLogon) BusinessRejectRefID() string

BusinessRejectRefID implements MessageRejectError

func (RejectLogon) Error added in v0.5.0 

func (e RejectLogon) Error() string

func (RejectLogon) IsBusinessReject added in v0.5.0 

func (RejectLogon) IsBusinessReject() bool

IsBusinessReject implements MessageRejectError

func (RejectLogon) RefTagID added in v0.5.0 

func (RejectLogon) RefTagID() *Tag

RefTagID implements MessageRejectError

func (RejectLogon) RejectReason added in v0.5.0 

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 added in v0.3.0 

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 added in v0.4.0 

func (f RepeatingGroup) Clone() GroupItem

Clone makes a copy of this RepeatingGroup (tag, template)

func (RepeatingGroup) Get added in v0.3.0 

func (f RepeatingGroup) Get(i int) *Group

Get returns the ith group in this RepeatingGroup

func (RepeatingGroup) Len added in v0.3.0 

func (f RepeatingGroup) Len() int

Len returns the number of Groups in this RepeatingGroup

func (*RepeatingGroup) Read added in v0.3.0 

func (f *RepeatingGroup) Read(tv []TagValue) ([]TagValue, error)

func (RepeatingGroup) Tag added in v0.3.0 

func (f RepeatingGroup) Tag() Tag

Tag returns the Tag for this repeating Group

func (RepeatingGroup) Write added in v0.3.0 

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

func (SessionID) IsFIXT added in v0.3.0 

func (s SessionID) IsFIXT() bool

IsFIXT returns true if the SessionID has a FIXT BeginString

func (SessionID) String 

func (s SessionID) String() string

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 added in v0.3.0 

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.

func (*SessionSettings) Setting 

func (s *SessionSettings) Setting(setting string) (string, error)

Setting is a settings string accessor. Returns an error if the setting is missing.

type Settings 

type Settings struct {
	// contains filtered or unexported fields
}

The Settings type represents a collection of global and session settings.

func NewSettings 

func NewSettings() *Settings

NewSettings creates a Settings instance

func ParseSettings 

func ParseSettings(reader io.Reader) (*Settings, error)

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) Init 

func (s *Settings) Init()

Init initializes or resets a Settings instance

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

func (Tag) IsHeader 

func (t Tag) IsHeader() bool

IsHeader returns true if tag belongs in the message header

func (Tag) IsTrailer 

func (t Tag) IsTrailer() bool

IsTrailer returns true if tag belongs in the message trailer

type TagValue added in v0.3.0 

type TagValue struct {
	// contains filtered or unexported fields
}

TagValue is a low-level FIX field abstraction

func (TagValue) String added in v0.3.0 

func (tv TagValue) String() string

type TimestampPrecision added in v1.0.0 

type TimestampPrecision int

TimestampPrecision defines the precision used by FIXUTCTimestamp 

const (
	Millis TimestampPrecision = iota
	Seconds
	Micros
	Nanos
)

All TimestampPrecisions supported by FIX

type Trailer added in v0.3.0 

type Trailer struct{ FieldMap }

Trailer is the last section of a FIX message

func (*Trailer) Init added in v0.3.0 

func (t *Trailer) Init()

Init initializes the FIX message

func (Trailer) Len added in v0.6.0 

func (t Trailer) Len() int

func (Trailer) Less added in v0.6.0 

func (t Trailer) Less(i, j int) bool

func (Trailer) Swap added in v0.6.0 

func (t Trailer) Swap(i, j int)

type Validator added in v1.0.0 

type Validator interface {
	Validate(*Message) MessageRejectError
}

Validator validates a FIX message

func NewValidator added in v1.0.0 

func NewValidator(settings ValidatorSettings, appDataDictionary, transportDataDictionary *datadictionary.DataDictionary) Validator

NewValidator creates a FIX message validator from the given data dictionaries

type ValidatorSettings added in v1.0.0 

type ValidatorSettings struct {
	CheckFieldsOutOfOrder bool
	RejectInvalidMessage  bool
}

ValidatorSettings describe validation behavior

Source Files

View all Source files

Directories

Path Synopsis
cmd
generate-fix
generate-fix/internal
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

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