Documentation
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Index ¶
- type ClOrdIDGenerator
- type Execution
- type Order
- type OrderManager
- func (om *OrderManager) AssignNextClOrdID(order *Order) string
- func (om *OrderManager) Get(id int) (*Order, error)
- func (om *OrderManager) GetAll() []*Order
- func (om *OrderManager) GetAllExecutions() []*Execution
- func (om *OrderManager) GetByClOrdID(clOrdID string) (*Order, error)
- func (om *OrderManager) GetExecution(id int) (*Execution, error)
- func (om *OrderManager) Save(order *Order) error
- func (om *OrderManager) SaveExecution(exec *Execution) error
Constants ¶
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Variables ¶
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Functions ¶
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Types ¶
type ClOrdIDGenerator ¶
type ClOrdIDGenerator interface {
Next() string
}
type Execution ¶
type Execution struct {
ID int `json:"id"`
Symbol string `json:"symbol"`
Quantity string `json:"quantity"`
Side enum.Side `json:"side"`
Price string `json:"price"`
Session string `json:"session_id"`
}
Execution is the execution type
type Order ¶
type Order struct {
ID int `json:"id"`
SessionID quickfix.SessionID `json:"-"`
ClOrdID string `json:"clord_id"`
OrderID string `json:"order_id"`
Symbol string `json:"symbol"`
QuantityDecimal decimal.Decimal `json:"-"`
Quantity string `json:"quantity"`
Account string `json:"account"`
Session string `json:"session_id"`
Side enum.Side `json:"side"`
OrdType enum.OrdType `json:"ord_type"`
PriceDecimal decimal.Decimal `json:"-"`
Price string `json:"price"`
StopPriceDecimal decimal.Decimal `json:"-"`
StopPrice string `json:"stop_price"`
Closed string `json:"closed"`
Open string `json:"open"`
AvgPx string `json:"avg_px"`
SecurityType enum.SecurityType `json:"security_type"`
SecurityDesc string `json:"security_desc"`
MaturityMonthYear string `json:"maturity_month_year"`
MaturityDay int `json:"maturity_day"`
PutOrCall enum.PutOrCall `json:"put_or_call"`
StrikePrice string `json:"strike_price"`
StrikePriceDecimal decimal.Decimal `json:"-"`
}
Order is the order type
type OrderManager ¶
func NewOrderManager ¶
func NewOrderManager(idGen ClOrdIDGenerator) *OrderManager
func (*OrderManager) AssignNextClOrdID ¶
func (om *OrderManager) AssignNextClOrdID(order *Order) string
func (*OrderManager) GetAll ¶
func (om *OrderManager) GetAll() []*Order
func (*OrderManager) GetAllExecutions ¶
func (om *OrderManager) GetAllExecutions() []*Execution
func (*OrderManager) GetByClOrdID ¶
func (om *OrderManager) GetByClOrdID(clOrdID string) (*Order, error)
func (*OrderManager) GetExecution ¶
func (om *OrderManager) GetExecution(id int) (*Execution, error)
func (*OrderManager) Save ¶
func (om *OrderManager) Save(order *Order) error
func (*OrderManager) SaveExecution ¶
func (om *OrderManager) SaveExecution(exec *Execution) error
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