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CrossOrderCancelRequest.go
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/
CrossOrderCancelRequest.go
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//Package crossordercancelrequest msg type = u.
package crossordercancelrequest
import (
"github.com/quickfixgo/quickfix"
"github.com/quickfixgo/quickfix/enum"
"github.com/quickfixgo/quickfix/fix50sp1/instrmtleggrp"
"github.com/quickfixgo/quickfix/fix50sp1/instrument"
"github.com/quickfixgo/quickfix/fix50sp1/rootparties"
"github.com/quickfixgo/quickfix/fix50sp1/sidecrossordcxlgrp"
"github.com/quickfixgo/quickfix/fix50sp1/undinstrmtgrp"
"github.com/quickfixgo/quickfix/fixt11"
"time"
)
//Message is a CrossOrderCancelRequest FIX Message
type Message struct {
FIXMsgType string `fix:"u"`
Header fixt11.Header
//OrderID is a non-required field for CrossOrderCancelRequest.
OrderID *string `fix:"37"`
//CrossID is a required field for CrossOrderCancelRequest.
CrossID string `fix:"548"`
//OrigCrossID is a required field for CrossOrderCancelRequest.
OrigCrossID string `fix:"551"`
//CrossType is a required field for CrossOrderCancelRequest.
CrossType int `fix:"549"`
//CrossPrioritization is a required field for CrossOrderCancelRequest.
CrossPrioritization int `fix:"550"`
//SideCrossOrdCxlGrp Component
SideCrossOrdCxlGrp sidecrossordcxlgrp.Component
//Instrument Component
Instrument instrument.Component
//UndInstrmtGrp Component
UndInstrmtGrp undinstrmtgrp.Component
//InstrmtLegGrp Component
InstrmtLegGrp instrmtleggrp.Component
//TransactTime is a required field for CrossOrderCancelRequest.
TransactTime time.Time `fix:"60"`
//HostCrossID is a non-required field for CrossOrderCancelRequest.
HostCrossID *string `fix:"961"`
//RootParties Component
RootParties rootparties.Component
Trailer fixt11.Trailer
}
//Marshal converts Message to a quickfix.Message instance
func (m Message) Marshal() quickfix.Message { return quickfix.Marshal(m) }
//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 Mesage 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_FIX50SP1, "u", r
}