forked from quickfixgo/quickfix
-
Notifications
You must be signed in to change notification settings - Fork 0
/
MarketDataSnapshotFullRefresh.go
116 lines (109 loc) · 6.02 KB
/
MarketDataSnapshotFullRefresh.go
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
//Package marketdatasnapshotfullrefresh msg type = W.
package marketdatasnapshotfullrefresh
import (
"github.com/quickfixgo/quickfix"
"github.com/quickfixgo/quickfix/enum"
"github.com/quickfixgo/quickfix/fix50sp2/applicationsequencecontrol"
"github.com/quickfixgo/quickfix/fix50sp2/instrmtleggrp"
"github.com/quickfixgo/quickfix/fix50sp2/instrument"
"github.com/quickfixgo/quickfix/fix50sp2/mdfullgrp"
"github.com/quickfixgo/quickfix/fix50sp2/routinggrp"
"github.com/quickfixgo/quickfix/fix50sp2/undinstrmtgrp"
"github.com/quickfixgo/quickfix/fixt11"
)
//Message is a MarketDataSnapshotFullRefresh FIX Message
type Message struct {
FIXMsgType string `fix:"W"`
fixt11.Header
//MDReqID is a non-required field for MarketDataSnapshotFullRefresh.
MDReqID *string `fix:"262"`
//Instrument is a required component for MarketDataSnapshotFullRefresh.
instrument.Instrument
//UndInstrmtGrp is a non-required component for MarketDataSnapshotFullRefresh.
UndInstrmtGrp *undinstrmtgrp.UndInstrmtGrp
//InstrmtLegGrp is a non-required component for MarketDataSnapshotFullRefresh.
InstrmtLegGrp *instrmtleggrp.InstrmtLegGrp
//FinancialStatus is a non-required field for MarketDataSnapshotFullRefresh.
FinancialStatus *string `fix:"291"`
//CorporateAction is a non-required field for MarketDataSnapshotFullRefresh.
CorporateAction *string `fix:"292"`
//NetChgPrevDay is a non-required field for MarketDataSnapshotFullRefresh.
NetChgPrevDay *float64 `fix:"451"`
//MDFullGrp is a required component for MarketDataSnapshotFullRefresh.
mdfullgrp.MDFullGrp
//ApplQueueDepth is a non-required field for MarketDataSnapshotFullRefresh.
ApplQueueDepth *int `fix:"813"`
//ApplQueueResolution is a non-required field for MarketDataSnapshotFullRefresh.
ApplQueueResolution *int `fix:"814"`
//MDReportID is a non-required field for MarketDataSnapshotFullRefresh.
MDReportID *int `fix:"963"`
//ClearingBusinessDate is a non-required field for MarketDataSnapshotFullRefresh.
ClearingBusinessDate *string `fix:"715"`
//MDBookType is a non-required field for MarketDataSnapshotFullRefresh.
MDBookType *int `fix:"1021"`
//MDFeedType is a non-required field for MarketDataSnapshotFullRefresh.
MDFeedType *string `fix:"1022"`
//TradeDate is a non-required field for MarketDataSnapshotFullRefresh.
TradeDate *string `fix:"75"`
//RoutingGrp is a non-required component for MarketDataSnapshotFullRefresh.
RoutingGrp *routinggrp.RoutingGrp
//MDSubBookType is a non-required field for MarketDataSnapshotFullRefresh.
MDSubBookType *int `fix:"1173"`
//MarketDepth is a non-required field for MarketDataSnapshotFullRefresh.
MarketDepth *int `fix:"264"`
//TotNumReports is a non-required field for MarketDataSnapshotFullRefresh.
TotNumReports *int `fix:"911"`
//RefreshIndicator is a non-required field for MarketDataSnapshotFullRefresh.
RefreshIndicator *bool `fix:"1187"`
//ApplicationSequenceControl is a non-required component for MarketDataSnapshotFullRefresh.
ApplicationSequenceControl *applicationsequencecontrol.ApplicationSequenceControl
//MDStreamID is a non-required field for MarketDataSnapshotFullRefresh.
MDStreamID *string `fix:"1500"`
fixt11.Trailer
}
//Marshal converts Message to a quickfix.Message instance
func (m Message) Marshal() quickfix.Message { return quickfix.Marshal(m) }
//New returns an initialized MarketDataSnapshotFullRefresh instance
func New(instrument instrument.Instrument, mdfullgrp mdfullgrp.MDFullGrp) *Message {
var m Message
m.SetInstrument(instrument)
m.SetMDFullGrp(mdfullgrp)
return &m
}
func (m *Message) SetMDReqID(v string) { m.MDReqID = &v }
func (m *Message) SetInstrument(v instrument.Instrument) { m.Instrument = v }
func (m *Message) SetUndInstrmtGrp(v undinstrmtgrp.UndInstrmtGrp) { m.UndInstrmtGrp = &v }
func (m *Message) SetInstrmtLegGrp(v instrmtleggrp.InstrmtLegGrp) { m.InstrmtLegGrp = &v }
func (m *Message) SetFinancialStatus(v string) { m.FinancialStatus = &v }
func (m *Message) SetCorporateAction(v string) { m.CorporateAction = &v }
func (m *Message) SetNetChgPrevDay(v float64) { m.NetChgPrevDay = &v }
func (m *Message) SetMDFullGrp(v mdfullgrp.MDFullGrp) { m.MDFullGrp = v }
func (m *Message) SetApplQueueDepth(v int) { m.ApplQueueDepth = &v }
func (m *Message) SetApplQueueResolution(v int) { m.ApplQueueResolution = &v }
func (m *Message) SetMDReportID(v int) { m.MDReportID = &v }
func (m *Message) SetClearingBusinessDate(v string) { m.ClearingBusinessDate = &v }
func (m *Message) SetMDBookType(v int) { m.MDBookType = &v }
func (m *Message) SetMDFeedType(v string) { m.MDFeedType = &v }
func (m *Message) SetTradeDate(v string) { m.TradeDate = &v }
func (m *Message) SetRoutingGrp(v routinggrp.RoutingGrp) { m.RoutingGrp = &v }
func (m *Message) SetMDSubBookType(v int) { m.MDSubBookType = &v }
func (m *Message) SetMarketDepth(v int) { m.MarketDepth = &v }
func (m *Message) SetTotNumReports(v int) { m.TotNumReports = &v }
func (m *Message) SetRefreshIndicator(v bool) { m.RefreshIndicator = &v }
func (m *Message) SetApplicationSequenceControl(v applicationsequencecontrol.ApplicationSequenceControl) {
m.ApplicationSequenceControl = &v
}
func (m *Message) SetMDStreamID(v string) { m.MDStreamID = &v }
//A RouteOut is the callback type that should be implemented for routing Message
type RouteOut func(msg Message, sessionID quickfix.SessionID) quickfix.MessageRejectError
//Route returns the beginstring, message type, and MessageRoute for this Message type
func Route(router RouteOut) (string, string, quickfix.MessageRoute) {
r := func(msg quickfix.Message, sessionID quickfix.SessionID) quickfix.MessageRejectError {
m := new(Message)
if err := quickfix.Unmarshal(msg, m); err != nil {
return err
}
return router(*m, sessionID)
}
return enum.ApplVerID_FIX50SP2, "W", r
}