massquote

package
v0.3.0 Latest Latest
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This package is not in the latest version of its module.

 Go to latest Published: Jun 3, 2016 License: Apache-1.1 Imports: 8 Imported by: 0

Documentation

Overview

Package massquote msg type = i.

Index

Constants

This section is empty.

Variables

This section is empty.

Functions

func Route 

func Route(router RouteOut) (string, string, quickfix.MessageRoute)

Route returns the beginstring, message type, and MessageRoute for this Message type

Types

type Message 

type Message struct {
	FIXMsgType string `fix:"i"`
	fix44.Header
	//QuoteReqID is a non-required field for MassQuote.
	QuoteReqID *string `fix:"131"`
	//QuoteID is a required field for MassQuote.
	QuoteID string `fix:"117"`
	//QuoteType is a non-required field for MassQuote.
	QuoteType *int `fix:"537"`
	//QuoteResponseLevel is a non-required field for MassQuote.
	QuoteResponseLevel *int `fix:"301"`
	//Parties is a non-required component for MassQuote.
	Parties *parties.Parties
	//Account is a non-required field for MassQuote.
	Account *string `fix:"1"`
	//AcctIDSource is a non-required field for MassQuote.
	AcctIDSource *int `fix:"660"`
	//AccountType is a non-required field for MassQuote.
	AccountType *int `fix:"581"`
	//DefBidSize is a non-required field for MassQuote.
	DefBidSize *float64 `fix:"293"`
	//DefOfferSize is a non-required field for MassQuote.
	DefOfferSize *float64 `fix:"294"`
	//NoQuoteSets is a required field for MassQuote.
	NoQuoteSets []NoQuoteSets `fix:"296"`
	fix44.Trailer
}

Message is a MassQuote FIX Message

func New added in v0.2.0 

func New(quoteid string, noquotesets []NoQuoteSets) *Message

New returns an initialized MassQuote instance

func (Message) Marshal 

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

func (*Message) SetAccount added in v0.2.0 

func (m *Message) SetAccount(v string)

func (*Message) SetAccountType added in v0.2.0 

func (m *Message) SetAccountType(v int)

func (*Message) SetAcctIDSource added in v0.2.0 

func (m *Message) SetAcctIDSource(v int)

func (*Message) SetDefBidSize added in v0.2.0 

func (m *Message) SetDefBidSize(v float64)

func (*Message) SetDefOfferSize added in v0.2.0 

func (m *Message) SetDefOfferSize(v float64)

func (*Message) SetNoQuoteSets added in v0.2.0 

func (m *Message) SetNoQuoteSets(v []NoQuoteSets)

func (*Message) SetParties added in v0.2.0 

func (m *Message) SetParties(v parties.Parties)

func (*Message) SetQuoteID added in v0.2.0 

func (m *Message) SetQuoteID(v string)

func (*Message) SetQuoteReqID added in v0.2.0 

func (m *Message) SetQuoteReqID(v string)

func (*Message) SetQuoteResponseLevel added in v0.2.0 

func (m *Message) SetQuoteResponseLevel(v int)

func (*Message) SetQuoteType added in v0.2.0 

func (m *Message) SetQuoteType(v int)

type NoLegs 

type NoLegs struct {
	//InstrumentLeg is a non-required component for NoLegs.
	InstrumentLeg *instrumentleg.InstrumentLeg
}

NoLegs is a repeating group in NoQuoteEntries

func NewNoLegs added in v0.2.0 

func NewNoLegs() *NoLegs

NewNoLegs returns an initialized NoLegs instance

func (*NoLegs) SetInstrumentLeg added in v0.2.0 

func (m *NoLegs) SetInstrumentLeg(v instrumentleg.InstrumentLeg)

type NoQuoteEntries 

type NoQuoteEntries struct {
	//QuoteEntryID is a required field for NoQuoteEntries.
	QuoteEntryID string `fix:"299"`
	//Instrument is a non-required component for NoQuoteEntries.
	Instrument *instrument.Instrument
	//NoLegs is a non-required field for NoQuoteEntries.
	NoLegs []NoLegs `fix:"555,omitempty"`
	//BidPx is a non-required field for NoQuoteEntries.
	BidPx *float64 `fix:"132"`
	//OfferPx is a non-required field for NoQuoteEntries.
	OfferPx *float64 `fix:"133"`
	//BidSize is a non-required field for NoQuoteEntries.
	BidSize *float64 `fix:"134"`
	//OfferSize is a non-required field for NoQuoteEntries.
	OfferSize *float64 `fix:"135"`
	//ValidUntilTime is a non-required field for NoQuoteEntries.
	ValidUntilTime *time.Time `fix:"62"`
	//BidSpotRate is a non-required field for NoQuoteEntries.
	BidSpotRate *float64 `fix:"188"`
	//OfferSpotRate is a non-required field for NoQuoteEntries.
	OfferSpotRate *float64 `fix:"190"`
	//BidForwardPoints is a non-required field for NoQuoteEntries.
	BidForwardPoints *float64 `fix:"189"`
	//OfferForwardPoints is a non-required field for NoQuoteEntries.
	OfferForwardPoints *float64 `fix:"191"`
	//MidPx is a non-required field for NoQuoteEntries.
	MidPx *float64 `fix:"631"`
	//BidYield is a non-required field for NoQuoteEntries.
	BidYield *float64 `fix:"632"`
	//MidYield is a non-required field for NoQuoteEntries.
	MidYield *float64 `fix:"633"`
	//OfferYield is a non-required field for NoQuoteEntries.
	OfferYield *float64 `fix:"634"`
	//TransactTime is a non-required field for NoQuoteEntries.
	TransactTime *time.Time `fix:"60"`
	//TradingSessionID is a non-required field for NoQuoteEntries.
	TradingSessionID *string `fix:"336"`
	//TradingSessionSubID is a non-required field for NoQuoteEntries.
	TradingSessionSubID *string `fix:"625"`
	//SettlDate is a non-required field for NoQuoteEntries.
	SettlDate *string `fix:"64"`
	//OrdType is a non-required field for NoQuoteEntries.
	OrdType *string `fix:"40"`
	//SettlDate2 is a non-required field for NoQuoteEntries.
	SettlDate2 *string `fix:"193"`
	//OrderQty2 is a non-required field for NoQuoteEntries.
	OrderQty2 *float64 `fix:"192"`
	//BidForwardPoints2 is a non-required field for NoQuoteEntries.
	BidForwardPoints2 *float64 `fix:"642"`
	//OfferForwardPoints2 is a non-required field for NoQuoteEntries.
	OfferForwardPoints2 *float64 `fix:"643"`
	//Currency is a non-required field for NoQuoteEntries.
	Currency *string `fix:"15"`
}

NoQuoteEntries is a repeating group in NoQuoteSets

func NewNoQuoteEntries added in v0.2.0 

func NewNoQuoteEntries(quoteentryid string) *NoQuoteEntries

NewNoQuoteEntries returns an initialized NoQuoteEntries instance

func (*NoQuoteEntries) SetBidForwardPoints added in v0.2.0 

func (m *NoQuoteEntries) SetBidForwardPoints(v float64)

func (*NoQuoteEntries) SetBidForwardPoints2 added in v0.2.0 

func (m *NoQuoteEntries) SetBidForwardPoints2(v float64)

func (*NoQuoteEntries) SetBidPx added in v0.2.0 

func (m *NoQuoteEntries) SetBidPx(v float64)

func (*NoQuoteEntries) SetBidSize added in v0.2.0 

func (m *NoQuoteEntries) SetBidSize(v float64)

func (*NoQuoteEntries) SetBidSpotRate added in v0.2.0 

func (m *NoQuoteEntries) SetBidSpotRate(v float64)

func (*NoQuoteEntries) SetBidYield added in v0.2.0 

func (m *NoQuoteEntries) SetBidYield(v float64)

func (*NoQuoteEntries) SetCurrency added in v0.2.0 

func (m *NoQuoteEntries) SetCurrency(v string)

func (*NoQuoteEntries) SetInstrument added in v0.2.0 

func (m *NoQuoteEntries) SetInstrument(v instrument.Instrument)

func (*NoQuoteEntries) SetMidPx added in v0.2.0 

func (m *NoQuoteEntries) SetMidPx(v float64)

func (*NoQuoteEntries) SetMidYield added in v0.2.0 

func (m *NoQuoteEntries) SetMidYield(v float64)

func (*NoQuoteEntries) SetNoLegs added in v0.2.0 

func (m *NoQuoteEntries) SetNoLegs(v []NoLegs)

func (*NoQuoteEntries) SetOfferForwardPoints added in v0.2.0 

func (m *NoQuoteEntries) SetOfferForwardPoints(v float64)

func (*NoQuoteEntries) SetOfferForwardPoints2 added in v0.2.0 

func (m *NoQuoteEntries) SetOfferForwardPoints2(v float64)

func (*NoQuoteEntries) SetOfferPx added in v0.2.0 

func (m *NoQuoteEntries) SetOfferPx(v float64)

func (*NoQuoteEntries) SetOfferSize added in v0.2.0 

func (m *NoQuoteEntries) SetOfferSize(v float64)

func (*NoQuoteEntries) SetOfferSpotRate added in v0.2.0 

func (m *NoQuoteEntries) SetOfferSpotRate(v float64)

func (*NoQuoteEntries) SetOfferYield added in v0.2.0 

func (m *NoQuoteEntries) SetOfferYield(v float64)

func (*NoQuoteEntries) SetOrdType added in v0.2.0 

func (m *NoQuoteEntries) SetOrdType(v string)

func (*NoQuoteEntries) SetOrderQty2 added in v0.2.0 

func (m *NoQuoteEntries) SetOrderQty2(v float64)

func (*NoQuoteEntries) SetQuoteEntryID added in v0.2.0 

func (m *NoQuoteEntries) SetQuoteEntryID(v string)

func (*NoQuoteEntries) SetSettlDate added in v0.2.0 

func (m *NoQuoteEntries) SetSettlDate(v string)

func (*NoQuoteEntries) SetSettlDate2 added in v0.2.0 

func (m *NoQuoteEntries) SetSettlDate2(v string)

func (*NoQuoteEntries) SetTradingSessionID added in v0.2.0 

func (m *NoQuoteEntries) SetTradingSessionID(v string)

func (*NoQuoteEntries) SetTradingSessionSubID added in v0.2.0 

func (m *NoQuoteEntries) SetTradingSessionSubID(v string)

func (*NoQuoteEntries) SetTransactTime added in v0.2.0 

func (m *NoQuoteEntries) SetTransactTime(v time.Time)

func (*NoQuoteEntries) SetValidUntilTime added in v0.2.0 

func (m *NoQuoteEntries) SetValidUntilTime(v time.Time)

type NoQuoteSets 

type NoQuoteSets struct {
	//QuoteSetID is a required field for NoQuoteSets.
	QuoteSetID string `fix:"302"`
	//UnderlyingInstrument is a non-required component for NoQuoteSets.
	UnderlyingInstrument *underlyinginstrument.UnderlyingInstrument
	//QuoteSetValidUntilTime is a non-required field for NoQuoteSets.
	QuoteSetValidUntilTime *time.Time `fix:"367"`
	//TotNoQuoteEntries is a required field for NoQuoteSets.
	TotNoQuoteEntries int `fix:"304"`
	//LastFragment is a non-required field for NoQuoteSets.
	LastFragment *bool `fix:"893"`
	//NoQuoteEntries is a required field for NoQuoteSets.
	NoQuoteEntries []NoQuoteEntries `fix:"295"`
}

NoQuoteSets is a repeating group in MassQuote

func NewNoQuoteSets added in v0.2.0 

func NewNoQuoteSets(quotesetid string, totnoquoteentries int, noquoteentries []NoQuoteEntries) *NoQuoteSets

NewNoQuoteSets returns an initialized NoQuoteSets instance

func (*NoQuoteSets) SetLastFragment added in v0.2.0 

func (m *NoQuoteSets) SetLastFragment(v bool)

func (*NoQuoteSets) SetNoQuoteEntries added in v0.2.0 

func (m *NoQuoteSets) SetNoQuoteEntries(v []NoQuoteEntries)

func (*NoQuoteSets) SetQuoteSetID added in v0.2.0 

func (m *NoQuoteSets) SetQuoteSetID(v string)

func (*NoQuoteSets) SetQuoteSetValidUntilTime added in v0.2.0 

func (m *NoQuoteSets) SetQuoteSetValidUntilTime(v time.Time)

func (*NoQuoteSets) SetTotNoQuoteEntries added in v0.2.0 

func (m *NoQuoteSets) SetTotNoQuoteEntries(v int)

func (*NoQuoteSets) SetUnderlyingInstrument added in v0.2.0 

func (m *NoQuoteSets) SetUnderlyingInstrument(v underlyinginstrument.UnderlyingInstrument)

type RouteOut 

type RouteOut func(msg Message, sessionID quickfix.SessionID) quickfix.MessageRejectError

A RouteOut is the callback type that should be implemented for routing Message

Source Files

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