quickfix

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README

QuickFIX/Go

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Open Source FIX Protocol library implemented in Go

About

QuickFIX/Go is a FIX Protocol Community implementation for the Go programming language.

  • 100% free and open source with a liberal license
  • Supports FIX versions 4.0 - 5.0SP2
  • Runs on any hardware and operating system supported by Go (1.21+ required)
  • Spec driven run-time message validation
  • Spec driven code generation of type-safe FIX messages, fields, and repeating groups
  • Support for protocol customizations
  • Session state storage options: SQL, MongoDB, On-disk, or In-memory
  • Logging options: File, Screen
  • Failover and High Availability
  • Daily and weekly scheduling of session connections
  • Integrated support for SSL communicaitons
  • Automated unit and acceptance tests
  • Commercial Support available

Sponsored by Connamara

Installation

With Go module support, simply add the following import

import "github.com/terracefi/quickfix"

to your code, and then go [build|run|test] will automatically fetch the necessary dependencies.

Otherwise, run the following Go command to install the quickfix package:

go get -u github.com/terracefi/quickfix

Getting Started

FIX Messaging Model

To send and receive messages, your application will need a few additional packages.

QuickFIX/Go maintains separate packages for tags, fields, enums, messages, and message components auto-generated from the FIX 4.0 - FIX5.0SP2 XML specifications-

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.

General Support

Github Discussions

Our Github Discussions Board is free, public, and easily searchable. It’s the preferred method of user support from the QuickFIX/Go team.

Please provide as much detail as you can when asking a question, and include relevant configurations and code snippets.

FIX Protocol

More information about the FIX protocol can be found at the FIX Protocol website.

Bugs and Issues

Bugs and issues can be submitted by anyone through our GitHub repository issues list.

Note: Please do not submit questions or help requests to the issues list. It is for bugs and issues. If you need help, please use the Discussions board as described above and you’ll be able to send your question to the entire community.

GitHub Issues

Please provide sample code, logs, and a description of the problem when the issue is submitted.

We will try to address new issues as quickly as possible, and we welcome contributions for bug fixes and new features!

Commercial Support

Connamara Systems offers commercial support for developers who are integrating any of the QuickFIX implementations (Go, C++, Java, .NET). The support is offered in 10-hour bundles and grants developers access, via telephone or email, to the team that created QuickFIX/Go, QuickFIX/n, and are maintainers of QuickFIX.

In addition to offering QuickFIX support, Connamara delivers Made-To-Measure Trading Solutions by bridging the gap between buy and build. By using toolkitly developed trading platform components, Connamara delivers the best of off-the-shelf ISV solutions and custom application development. Coupled with Connamara’s unique licensing model, trading firms can get the best of both build and buy.

Contributing

If you wish to work on QuickFIX/Go itself, you will need Docker and VSCode on your machine.

  • Clone the repo and open it with VSCode with Docker running
  • This repo comes with vscode devcontainer configs in ./.devcontainer/
  • Click the pop-up to re-open the project in the Dev Container
  • This opens the project in a docker container pre-configured with everything you need
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

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, if you are using the dev container, it is already installed

To run acceptance tests,

# generate code locally
make generate

# build acceptance test rig
make build-test-srv

# run acceptance tests
make accept

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 https://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 

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

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 ResetSession 

func ResetSession(sessionID SessionID) error

ResetSession resets session's sequence numbers.

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 

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 

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

RemoteAddr gets remote IP address for a given session.

func (*Acceptor) SetConnectionValidator 

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 {
	// OnCreate notification of a session begin created.
	OnCreate(sessionID SessionID)

	// OnLogon notification of a session successfully logging on.
	OnLogon(sessionID SessionID)

	// OnLogout notification of a session logging off or disconnecting.
	OnLogout(sessionID SessionID)

	// ToAdmin notification of admin message being sent to target.
	ToAdmin(message *Message, sessionID SessionID)

	// ToApp notification of app message being sent to target.
	ToApp(message *Message, sessionID SessionID) error

	// FromAdmin notification of admin message being received from target.
	FromAdmin(message *Message, sessionID SessionID) MessageRejectError

	// FromApp notification of app message being received from target.
	FromApp(message *Message, sessionID SessionID) MessageRejectError
}

Application interface should be implemented by FIX Applications. This is the primary interface for processing messages from a FIX Session.

type Body 

type Body struct{ FieldMap }

Body is the primary application section of a FIX message.

func (*Body) Init 

func (b *Body) Init()

Init initializes the FIX message.

func (Body) Len 

func (t Body) Len() int

func (Body) Less 

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

func (Body) Swap 

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

type ConditionallyRequiredSetting 

type ConditionallyRequiredSetting struct {
	Setting string
}

ConditionallyRequiredSetting indicates a missing setting.

func (ConditionallyRequiredSetting) Error 

func (e ConditionallyRequiredSetting) Error() string

type ConnectionValidator 

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 Event added in v0.0.3 

type Event int

Event is an abstraction for session events. 

const (
	// PeerTimeout indicates the session peer has become unresponsive.
	PeerTimeout Event = iota
	// NeedHeartbeat indicates the session should send a heartbeat.
	NeedHeartbeat
	// LogonTimeout indicates the peer has not sent a logon request.
	LogonTimeout
	// LogoutTimeout indicates the peer has not sent a logout request.
	LogoutTimeout
)

type FIXBoolean 

type FIXBoolean bool

FIXBoolean is a FIX Boolean value, implements FieldValue.

func (FIXBoolean) Bool 

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 

type FIXBytes []byte

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

func (*FIXBytes) Read 

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

func (FIXBytes) Write 

func (f FIXBytes) Write() []byte

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.

func (FIXFloat) Float64 

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 

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 

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 

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

FieldGroupReader is an interface for reading a FieldGroup.

type FieldGroupWriter 

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 

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 

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) Has 

func (m FieldMap) Has(tag Tag) bool

Has returns true if the Tag is present in this FieldMap.

func (FieldMap) Len 

func (t FieldMap) Len() int

func (FieldMap) Less 

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

func (*FieldMap) Remove 

func (m *FieldMap) Remove(tag Tag)

Remove removes a tag from field map.

func (*FieldMap) Set 

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

Set is a setter for fields.

func (*FieldMap) SetBool 

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

SetBool is a SetField wrapper for bool fields.

func (*FieldMap) SetBytes 

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 

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

SetInt is a SetField wrapper for int fields.

func (*FieldMap) SetString 

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

SetString is a SetField wrapper for string fields.

func (FieldMap) Swap 

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 {
	// Read 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 {
	// Write 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 

func (t Group) Len() int

func (Group) Less 

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

func (Group) Swap 

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

type GroupItem 

type GroupItem interface {
	// Tag returns the tag identifying this GroupItem.
	Tag() Tag

	// Read 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 

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 

func (h *Header) Init()

Init initializes the Header instance.

func (Header) Len 

func (t Header) Len() int

func (Header) Less 

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

func (Header) Swap 

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

type IncorrectFormatForSetting 

type IncorrectFormatForSetting struct {
	Setting, Value string
	Err            error
}

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, localAddr *net.TCPAddr, bufferSize *int) (*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 {
	// OnIncoming log incoming fix message.
	OnIncoming([]byte)

	// OnOutgoing log outgoing fix message.
	OnOutgoing([]byte)

	// OnEvent log fix event.
	OnEvent(string)

	// OnEventf 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 {
	// Create global log.
	Create() (Log, error)

	// CreateSessionLog 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) Bytes 

func (m *Message) Bytes() []byte

func (*Message) CopyInto 

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

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

func (*Message) IsMsgTypeOf 

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 

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 

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 

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 NewBusinessMessageRejectErrorWithRefID 

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 

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
	SaveMessageAndIncrNextSenderMsgSeqNum(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) BusinessRejectRefID 

func (RejectLogon) BusinessRejectRefID() string

BusinessRejectRefID 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) Read 

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

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 identifier of a Session.

func (SessionID) IsFIXT 

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 error 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.

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 

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

TagValue is a low-level FIX field abstraction.

func (TagValue) String 

func (tv TagValue) String() string

type TimestampPrecision 

type TimestampPrecision int

TimestampPrecision defines the precision used by FIXUTCTimestamp. 

const (
	Millis TimestampPrecision = iota
	Seconds
	Micros
	Nanos
)

All TimestampPrecisions supported by FIX.

type Trailer 

type Trailer struct{ FieldMap }

Trailer is the last section of a FIX message.

func (*Trailer) Init 

func (t *Trailer) Init()

Init initializes the FIX message.

func (Trailer) Len 

func (t Trailer) Len() int

func (Trailer) Less 

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

func (Trailer) Swap 

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

type Validator 

type Validator interface {
	Validate(*Message) MessageRejectError
}

Validator validates a FIX message.

func NewValidator 

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

NewValidator creates a FIX message validator from the given data dictionaries.

type ValidatorSettings 

type ValidatorSettings struct {
	CheckFieldsOutOfOrder bool
	RejectInvalidMessage  bool
}

ValidatorSettings describe validation behavior.

Source Files

View all Source files

Directories

Path Synopsis
_test
test-server
cmd
generate-fix
generate-fix/toolkit
Package config declares application and session settings for QuickFIX/Go
 Package config declares application and session settings for QuickFIX/Go
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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