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SecurityDefinition.go
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SecurityDefinition.go
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//Package securitydefinition msg type = d.
package securitydefinition
import (
"github.com/quickfixgo/quickfix"
"github.com/quickfixgo/quickfix/enum"
"github.com/quickfixgo/quickfix/fix50/instrmtleggrp"
"github.com/quickfixgo/quickfix/fix50/instrument"
"github.com/quickfixgo/quickfix/fix50/instrumentextension"
"github.com/quickfixgo/quickfix/fix50/undinstrmtgrp"
"github.com/quickfixgo/quickfix/fixt11"
)
//ClearingBusinessDate is a repeating group in SecurityDefinition
type ClearingBusinessDate struct {
//LegOptionRatio is a non-required field for ClearingBusinessDate.
LegOptionRatio *float64 `fix:"1017"`
//LegPrice is a non-required field for ClearingBusinessDate.
LegPrice *float64 `fix:"566"`
}
//Message is a SecurityDefinition FIX Message
type Message struct {
FIXMsgType string `fix:"d"`
Header fixt11.Header
//SecurityReqID is a non-required field for SecurityDefinition.
SecurityReqID *string `fix:"320"`
//SecurityResponseID is a non-required field for SecurityDefinition.
SecurityResponseID *string `fix:"322"`
//SecurityResponseType is a non-required field for SecurityDefinition.
SecurityResponseType *int `fix:"323"`
//Instrument Component
Instrument instrument.Component
//InstrumentExtension Component
InstrumentExtension instrumentextension.Component
//UndInstrmtGrp Component
UndInstrmtGrp undinstrmtgrp.Component
//Currency is a non-required field for SecurityDefinition.
Currency *string `fix:"15"`
//TradingSessionID is a non-required field for SecurityDefinition.
TradingSessionID *string `fix:"336"`
//TradingSessionSubID is a non-required field for SecurityDefinition.
TradingSessionSubID *string `fix:"625"`
//Text is a non-required field for SecurityDefinition.
Text *string `fix:"58"`
//EncodedTextLen is a non-required field for SecurityDefinition.
EncodedTextLen *int `fix:"354"`
//EncodedText is a non-required field for SecurityDefinition.
EncodedText *string `fix:"355"`
//InstrmtLegGrp Component
InstrmtLegGrp instrmtleggrp.Component
//ExpirationCycle is a non-required field for SecurityDefinition.
ExpirationCycle *int `fix:"827"`
//RoundLot is a non-required field for SecurityDefinition.
RoundLot *float64 `fix:"561"`
//MinTradeVol is a non-required field for SecurityDefinition.
MinTradeVol *float64 `fix:"562"`
//SecurityReportID is a non-required field for SecurityDefinition.
SecurityReportID *int `fix:"964"`
//ClearingBusinessDate is a non-required field for SecurityDefinition.
ClearingBusinessDate []ClearingBusinessDate `fix:"715,omitempty"`
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.BeginStringFIX50, "d", r
}