client

type CancelReject struct {
	ClOrdID     string `json:"cl_ord_id"`
	OrigClOrdID string `json:"orig_cl_ord_id"`
	Reason      string `json:"reason"`
	Text        string `json:"text"`
}

type Config struct {
	SenderCompID string
	// Addr is the exchange's (or a tap's) host:port.
	Addr string
	// HeartBtInt is the heartbeat interval in seconds sent in the Logon.
	HeartBtInt int
	// ReconnectInterval is how long the engine waits before dialing again
	// after a disconnect. The lab stops a session that disconnects, so this
	// only matters to a long-running client.
	ReconnectInterval time.Duration
	// Log is the engine's log; nil is no log.
	Log quickfix.LogFactory
}

type Event struct {
	Logon        bool
	Logout       bool
	Exec         *Exec
	CancelReject *CancelReject
	// At is when the engine handed the client the event.
	At time.Time
}

type Exec struct {
	OrderID     string `json:"order_id"`
	ClOrdID     string `json:"cl_ord_id"`
	OrigClOrdID string `json:"orig_cl_ord_id,omitempty"`
	ExecID      string `json:"exec_id"`
	ExecType    string `json:"exec_type"`
	OrdStatus   string `json:"ord_status"`
	Symbol      string `json:"symbol"`
	Side        string `json:"side"`
	OrderQty    string `json:"order_qty"`
	Price       string `json:"price"`
	LeavesQty   string `json:"leaves_qty"`
	CumQty      string `json:"cum_qty"`
	AvgPx       string `json:"avg_px"`
	LastQty     string `json:"last_qty,omitempty"`
	LastPx      string `json:"last_px,omitempty"`
	MatchID     string `json:"match_id,omitempty"`
	Text        string `json:"text,omitempty"`
}

type Order struct {
	ClOrdID string `json:"cl_ord_id"`
	OrderID string `json:"order_id"`
	Symbol  string `json:"symbol"`
	Side    string `json:"side"`
	Price   string `json:"price"`
	Qty     string `json:"qty"`
	Leaves  string `json:"leaves"`
	Cum     string `json:"cum"`
	AvgPx   string `json:"avg_px"`
	Status  string `json:"status"`
	Text    string `json:"text,omitempty"`
	// contains filtered or unexported fields
}

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