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BidRequest.go
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BidRequest.go
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//Package bidrequest msg type = k.
package bidrequest
import (
"github.com/quickfixgo/quickfix"
"github.com/quickfixgo/quickfix/enum"
"github.com/quickfixgo/quickfix/fix42"
"time"
)
//NoBidDescriptors is a repeating group in BidRequest
type NoBidDescriptors struct {
//BidDescriptorType is a non-required field for NoBidDescriptors.
BidDescriptorType *int `fix:"399"`
//BidDescriptor is a non-required field for NoBidDescriptors.
BidDescriptor *string `fix:"400"`
//SideValueInd is a non-required field for NoBidDescriptors.
SideValueInd *int `fix:"401"`
//LiquidityValue is a non-required field for NoBidDescriptors.
LiquidityValue *float64 `fix:"404"`
//LiquidityNumSecurities is a non-required field for NoBidDescriptors.
LiquidityNumSecurities *int `fix:"441"`
//LiquidityPctLow is a non-required field for NoBidDescriptors.
LiquidityPctLow *float64 `fix:"402"`
//LiquidityPctHigh is a non-required field for NoBidDescriptors.
LiquidityPctHigh *float64 `fix:"403"`
//EFPTrackingError is a non-required field for NoBidDescriptors.
EFPTrackingError *float64 `fix:"405"`
//FairValue is a non-required field for NoBidDescriptors.
FairValue *float64 `fix:"406"`
//OutsideIndexPct is a non-required field for NoBidDescriptors.
OutsideIndexPct *float64 `fix:"407"`
//ValueOfFutures is a non-required field for NoBidDescriptors.
ValueOfFutures *float64 `fix:"408"`
}
//NoBidComponents is a repeating group in BidRequest
type NoBidComponents struct {
//ListID is a non-required field for NoBidComponents.
ListID *string `fix:"66"`
//Side is a non-required field for NoBidComponents.
Side *string `fix:"54"`
//TradingSessionID is a non-required field for NoBidComponents.
TradingSessionID *string `fix:"336"`
//NetGrossInd is a non-required field for NoBidComponents.
NetGrossInd *int `fix:"430"`
//SettlmntTyp is a non-required field for NoBidComponents.
SettlmntTyp *string `fix:"63"`
//FutSettDate is a non-required field for NoBidComponents.
FutSettDate *string `fix:"64"`
//Account is a non-required field for NoBidComponents.
Account *string `fix:"1"`
}
//Message is a BidRequest FIX Message
type Message struct {
FIXMsgType string `fix:"k"`
Header fix42.Header
//BidID is a non-required field for BidRequest.
BidID *string `fix:"390"`
//ClientBidID is a required field for BidRequest.
ClientBidID string `fix:"391"`
//BidRequestTransType is a required field for BidRequest.
BidRequestTransType string `fix:"374"`
//ListName is a non-required field for BidRequest.
ListName *string `fix:"392"`
//TotalNumSecurities is a required field for BidRequest.
TotalNumSecurities int `fix:"393"`
//BidType is a required field for BidRequest.
BidType int `fix:"394"`
//NumTickets is a non-required field for BidRequest.
NumTickets *int `fix:"395"`
//Currency is a non-required field for BidRequest.
Currency *string `fix:"15"`
//SideValue1 is a non-required field for BidRequest.
SideValue1 *float64 `fix:"396"`
//SideValue2 is a non-required field for BidRequest.
SideValue2 *float64 `fix:"397"`
//NoBidDescriptors is a non-required field for BidRequest.
NoBidDescriptors []NoBidDescriptors `fix:"398,omitempty"`
//NoBidComponents is a non-required field for BidRequest.
NoBidComponents []NoBidComponents `fix:"420,omitempty"`
//LiquidityIndType is a non-required field for BidRequest.
LiquidityIndType *int `fix:"409"`
//WtAverageLiquidity is a non-required field for BidRequest.
WtAverageLiquidity *float64 `fix:"410"`
//ExchangeForPhysical is a non-required field for BidRequest.
ExchangeForPhysical *bool `fix:"411"`
//OutMainCntryUIndex is a non-required field for BidRequest.
OutMainCntryUIndex *float64 `fix:"412"`
//CrossPercent is a non-required field for BidRequest.
CrossPercent *float64 `fix:"413"`
//ProgRptReqs is a non-required field for BidRequest.
ProgRptReqs *int `fix:"414"`
//ProgPeriodInterval is a non-required field for BidRequest.
ProgPeriodInterval *int `fix:"415"`
//IncTaxInd is a non-required field for BidRequest.
IncTaxInd *int `fix:"416"`
//ForexReq is a non-required field for BidRequest.
ForexReq *bool `fix:"121"`
//NumBidders is a non-required field for BidRequest.
NumBidders *int `fix:"417"`
//TradeDate is a non-required field for BidRequest.
TradeDate *string `fix:"75"`
//TradeType is a required field for BidRequest.
TradeType string `fix:"418"`
//BasisPxType is a required field for BidRequest.
BasisPxType string `fix:"419"`
//StrikeTime is a non-required field for BidRequest.
StrikeTime *time.Time `fix:"443"`
//Text is a non-required field for BidRequest.
Text *string `fix:"58"`
//EncodedTextLen is a non-required field for BidRequest.
EncodedTextLen *int `fix:"354"`
//EncodedText is a non-required field for BidRequest.
EncodedText *string `fix:"355"`
Trailer fix42.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.BeginStringFIX42, "k", r
}