forked from quickfixgo/quickfix
/
ExecutionReport.go
350 lines (340 loc) · 18 KB
/
ExecutionReport.go
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//Package executionreport msg type = 8.
package executionreport
import (
"github.com/quickfixgo/quickfix"
"github.com/quickfixgo/quickfix/enum"
"github.com/quickfixgo/quickfix/fix42"
"time"
)
//NoContraBrokers is a repeating group in ExecutionReport
type NoContraBrokers struct {
//ContraBroker is a non-required field for NoContraBrokers.
ContraBroker *string `fix:"375"`
//ContraTrader is a non-required field for NoContraBrokers.
ContraTrader *string `fix:"337"`
//ContraTradeQty is a non-required field for NoContraBrokers.
ContraTradeQty *float64 `fix:"437"`
//ContraTradeTime is a non-required field for NoContraBrokers.
ContraTradeTime *time.Time `fix:"438"`
}
//NewNoContraBrokers returns an initialized NoContraBrokers instance
func NewNoContraBrokers() *NoContraBrokers {
var m NoContraBrokers
return &m
}
func (m *NoContraBrokers) SetContraBroker(v string) { m.ContraBroker = &v }
func (m *NoContraBrokers) SetContraTrader(v string) { m.ContraTrader = &v }
func (m *NoContraBrokers) SetContraTradeQty(v float64) { m.ContraTradeQty = &v }
func (m *NoContraBrokers) SetContraTradeTime(v time.Time) { m.ContraTradeTime = &v }
//Message is a ExecutionReport FIX Message
type Message struct {
FIXMsgType string `fix:"8"`
fix42.Header
//OrderID is a required field for ExecutionReport.
OrderID string `fix:"37"`
//SecondaryOrderID is a non-required field for ExecutionReport.
SecondaryOrderID *string `fix:"198"`
//ClOrdID is a non-required field for ExecutionReport.
ClOrdID *string `fix:"11"`
//OrigClOrdID is a non-required field for ExecutionReport.
OrigClOrdID *string `fix:"41"`
//ClientID is a non-required field for ExecutionReport.
ClientID *string `fix:"109"`
//ExecBroker is a non-required field for ExecutionReport.
ExecBroker *string `fix:"76"`
//NoContraBrokers is a non-required field for ExecutionReport.
NoContraBrokers []NoContraBrokers `fix:"382,omitempty"`
//ListID is a non-required field for ExecutionReport.
ListID *string `fix:"66"`
//ExecID is a required field for ExecutionReport.
ExecID string `fix:"17"`
//ExecTransType is a required field for ExecutionReport.
ExecTransType string `fix:"20"`
//ExecRefID is a non-required field for ExecutionReport.
ExecRefID *string `fix:"19"`
//ExecType is a required field for ExecutionReport.
ExecType string `fix:"150"`
//OrdStatus is a required field for ExecutionReport.
OrdStatus string `fix:"39"`
//OrdRejReason is a non-required field for ExecutionReport.
OrdRejReason *int `fix:"103"`
//ExecRestatementReason is a non-required field for ExecutionReport.
ExecRestatementReason *int `fix:"378"`
//Account is a non-required field for ExecutionReport.
Account *string `fix:"1"`
//SettlmntTyp is a non-required field for ExecutionReport.
SettlmntTyp *string `fix:"63"`
//FutSettDate is a non-required field for ExecutionReport.
FutSettDate *string `fix:"64"`
//Symbol is a required field for ExecutionReport.
Symbol string `fix:"55"`
//SymbolSfx is a non-required field for ExecutionReport.
SymbolSfx *string `fix:"65"`
//SecurityID is a non-required field for ExecutionReport.
SecurityID *string `fix:"48"`
//IDSource is a non-required field for ExecutionReport.
IDSource *string `fix:"22"`
//SecurityType is a non-required field for ExecutionReport.
SecurityType *string `fix:"167"`
//MaturityMonthYear is a non-required field for ExecutionReport.
MaturityMonthYear *string `fix:"200"`
//MaturityDay is a non-required field for ExecutionReport.
MaturityDay *int `fix:"205"`
//PutOrCall is a non-required field for ExecutionReport.
PutOrCall *int `fix:"201"`
//StrikePrice is a non-required field for ExecutionReport.
StrikePrice *float64 `fix:"202"`
//OptAttribute is a non-required field for ExecutionReport.
OptAttribute *string `fix:"206"`
//ContractMultiplier is a non-required field for ExecutionReport.
ContractMultiplier *float64 `fix:"231"`
//CouponRate is a non-required field for ExecutionReport.
CouponRate *float64 `fix:"223"`
//SecurityExchange is a non-required field for ExecutionReport.
SecurityExchange *string `fix:"207"`
//Issuer is a non-required field for ExecutionReport.
Issuer *string `fix:"106"`
//EncodedIssuerLen is a non-required field for ExecutionReport.
EncodedIssuerLen *int `fix:"348"`
//EncodedIssuer is a non-required field for ExecutionReport.
EncodedIssuer *string `fix:"349"`
//SecurityDesc is a non-required field for ExecutionReport.
SecurityDesc *string `fix:"107"`
//EncodedSecurityDescLen is a non-required field for ExecutionReport.
EncodedSecurityDescLen *int `fix:"350"`
//EncodedSecurityDesc is a non-required field for ExecutionReport.
EncodedSecurityDesc *string `fix:"351"`
//Side is a required field for ExecutionReport.
Side string `fix:"54"`
//OrderQty is a non-required field for ExecutionReport.
OrderQty *float64 `fix:"38"`
//CashOrderQty is a non-required field for ExecutionReport.
CashOrderQty *float64 `fix:"152"`
//OrdType is a non-required field for ExecutionReport.
OrdType *string `fix:"40"`
//Price is a non-required field for ExecutionReport.
Price *float64 `fix:"44"`
//StopPx is a non-required field for ExecutionReport.
StopPx *float64 `fix:"99"`
//PegDifference is a non-required field for ExecutionReport.
PegDifference *float64 `fix:"211"`
//DiscretionInst is a non-required field for ExecutionReport.
DiscretionInst *string `fix:"388"`
//DiscretionOffset is a non-required field for ExecutionReport.
DiscretionOffset *float64 `fix:"389"`
//Currency is a non-required field for ExecutionReport.
Currency *string `fix:"15"`
//ComplianceID is a non-required field for ExecutionReport.
ComplianceID *string `fix:"376"`
//SolicitedFlag is a non-required field for ExecutionReport.
SolicitedFlag *bool `fix:"377"`
//TimeInForce is a non-required field for ExecutionReport.
TimeInForce *string `fix:"59"`
//EffectiveTime is a non-required field for ExecutionReport.
EffectiveTime *time.Time `fix:"168"`
//ExpireDate is a non-required field for ExecutionReport.
ExpireDate *string `fix:"432"`
//ExpireTime is a non-required field for ExecutionReport.
ExpireTime *time.Time `fix:"126"`
//ExecInst is a non-required field for ExecutionReport.
ExecInst *string `fix:"18"`
//Rule80A is a non-required field for ExecutionReport.
Rule80A *string `fix:"47"`
//LastShares is a non-required field for ExecutionReport.
LastShares *float64 `fix:"32"`
//LastPx is a non-required field for ExecutionReport.
LastPx *float64 `fix:"31"`
//LastSpotRate is a non-required field for ExecutionReport.
LastSpotRate *float64 `fix:"194"`
//LastForwardPoints is a non-required field for ExecutionReport.
LastForwardPoints *float64 `fix:"195"`
//LastMkt is a non-required field for ExecutionReport.
LastMkt *string `fix:"30"`
//TradingSessionID is a non-required field for ExecutionReport.
TradingSessionID *string `fix:"336"`
//LastCapacity is a non-required field for ExecutionReport.
LastCapacity *string `fix:"29"`
//LeavesQty is a required field for ExecutionReport.
LeavesQty float64 `fix:"151"`
//CumQty is a required field for ExecutionReport.
CumQty float64 `fix:"14"`
//AvgPx is a required field for ExecutionReport.
AvgPx float64 `fix:"6"`
//DayOrderQty is a non-required field for ExecutionReport.
DayOrderQty *float64 `fix:"424"`
//DayCumQty is a non-required field for ExecutionReport.
DayCumQty *float64 `fix:"425"`
//DayAvgPx is a non-required field for ExecutionReport.
DayAvgPx *float64 `fix:"426"`
//GTBookingInst is a non-required field for ExecutionReport.
GTBookingInst *int `fix:"427"`
//TradeDate is a non-required field for ExecutionReport.
TradeDate *string `fix:"75"`
//TransactTime is a non-required field for ExecutionReport.
TransactTime *time.Time `fix:"60"`
//ReportToExch is a non-required field for ExecutionReport.
ReportToExch *bool `fix:"113"`
//Commission is a non-required field for ExecutionReport.
Commission *float64 `fix:"12"`
//CommType is a non-required field for ExecutionReport.
CommType *string `fix:"13"`
//GrossTradeAmt is a non-required field for ExecutionReport.
GrossTradeAmt *float64 `fix:"381"`
//SettlCurrAmt is a non-required field for ExecutionReport.
SettlCurrAmt *float64 `fix:"119"`
//SettlCurrency is a non-required field for ExecutionReport.
SettlCurrency *string `fix:"120"`
//SettlCurrFxRate is a non-required field for ExecutionReport.
SettlCurrFxRate *float64 `fix:"155"`
//SettlCurrFxRateCalc is a non-required field for ExecutionReport.
SettlCurrFxRateCalc *string `fix:"156"`
//HandlInst is a non-required field for ExecutionReport.
HandlInst *string `fix:"21"`
//MinQty is a non-required field for ExecutionReport.
MinQty *float64 `fix:"110"`
//MaxFloor is a non-required field for ExecutionReport.
MaxFloor *float64 `fix:"111"`
//OpenClose is a non-required field for ExecutionReport.
OpenClose *string `fix:"77"`
//MaxShow is a non-required field for ExecutionReport.
MaxShow *float64 `fix:"210"`
//Text is a non-required field for ExecutionReport.
Text *string `fix:"58"`
//EncodedTextLen is a non-required field for ExecutionReport.
EncodedTextLen *int `fix:"354"`
//EncodedText is a non-required field for ExecutionReport.
EncodedText *string `fix:"355"`
//FutSettDate2 is a non-required field for ExecutionReport.
FutSettDate2 *string `fix:"193"`
//OrderQty2 is a non-required field for ExecutionReport.
OrderQty2 *float64 `fix:"192"`
//ClearingFirm is a non-required field for ExecutionReport.
ClearingFirm *string `fix:"439"`
//ClearingAccount is a non-required field for ExecutionReport.
ClearingAccount *string `fix:"440"`
//MultiLegReportingType is a non-required field for ExecutionReport.
MultiLegReportingType *string `fix:"442"`
fix42.Trailer
}
//Marshal converts Message to a quickfix.Message instance
func (m Message) Marshal() quickfix.Message { return quickfix.Marshal(m) }
//New returns an initialized ExecutionReport instance
func New(orderid string, execid string, exectranstype string, exectype string, ordstatus string, symbol string, side string, leavesqty float64, cumqty float64, avgpx float64) *Message {
var m Message
m.SetOrderID(orderid)
m.SetExecID(execid)
m.SetExecTransType(exectranstype)
m.SetExecType(exectype)
m.SetOrdStatus(ordstatus)
m.SetSymbol(symbol)
m.SetSide(side)
m.SetLeavesQty(leavesqty)
m.SetCumQty(cumqty)
m.SetAvgPx(avgpx)
return &m
}
func (m *Message) SetOrderID(v string) { m.OrderID = v }
func (m *Message) SetSecondaryOrderID(v string) { m.SecondaryOrderID = &v }
func (m *Message) SetClOrdID(v string) { m.ClOrdID = &v }
func (m *Message) SetOrigClOrdID(v string) { m.OrigClOrdID = &v }
func (m *Message) SetClientID(v string) { m.ClientID = &v }
func (m *Message) SetExecBroker(v string) { m.ExecBroker = &v }
func (m *Message) SetNoContraBrokers(v []NoContraBrokers) { m.NoContraBrokers = v }
func (m *Message) SetListID(v string) { m.ListID = &v }
func (m *Message) SetExecID(v string) { m.ExecID = v }
func (m *Message) SetExecTransType(v string) { m.ExecTransType = v }
func (m *Message) SetExecRefID(v string) { m.ExecRefID = &v }
func (m *Message) SetExecType(v string) { m.ExecType = v }
func (m *Message) SetOrdStatus(v string) { m.OrdStatus = v }
func (m *Message) SetOrdRejReason(v int) { m.OrdRejReason = &v }
func (m *Message) SetExecRestatementReason(v int) { m.ExecRestatementReason = &v }
func (m *Message) SetAccount(v string) { m.Account = &v }
func (m *Message) SetSettlmntTyp(v string) { m.SettlmntTyp = &v }
func (m *Message) SetFutSettDate(v string) { m.FutSettDate = &v }
func (m *Message) SetSymbol(v string) { m.Symbol = v }
func (m *Message) SetSymbolSfx(v string) { m.SymbolSfx = &v }
func (m *Message) SetSecurityID(v string) { m.SecurityID = &v }
func (m *Message) SetIDSource(v string) { m.IDSource = &v }
func (m *Message) SetSecurityType(v string) { m.SecurityType = &v }
func (m *Message) SetMaturityMonthYear(v string) { m.MaturityMonthYear = &v }
func (m *Message) SetMaturityDay(v int) { m.MaturityDay = &v }
func (m *Message) SetPutOrCall(v int) { m.PutOrCall = &v }
func (m *Message) SetStrikePrice(v float64) { m.StrikePrice = &v }
func (m *Message) SetOptAttribute(v string) { m.OptAttribute = &v }
func (m *Message) SetContractMultiplier(v float64) { m.ContractMultiplier = &v }
func (m *Message) SetCouponRate(v float64) { m.CouponRate = &v }
func (m *Message) SetSecurityExchange(v string) { m.SecurityExchange = &v }
func (m *Message) SetIssuer(v string) { m.Issuer = &v }
func (m *Message) SetEncodedIssuerLen(v int) { m.EncodedIssuerLen = &v }
func (m *Message) SetEncodedIssuer(v string) { m.EncodedIssuer = &v }
func (m *Message) SetSecurityDesc(v string) { m.SecurityDesc = &v }
func (m *Message) SetEncodedSecurityDescLen(v int) { m.EncodedSecurityDescLen = &v }
func (m *Message) SetEncodedSecurityDesc(v string) { m.EncodedSecurityDesc = &v }
func (m *Message) SetSide(v string) { m.Side = v }
func (m *Message) SetOrderQty(v float64) { m.OrderQty = &v }
func (m *Message) SetCashOrderQty(v float64) { m.CashOrderQty = &v }
func (m *Message) SetOrdType(v string) { m.OrdType = &v }
func (m *Message) SetPrice(v float64) { m.Price = &v }
func (m *Message) SetStopPx(v float64) { m.StopPx = &v }
func (m *Message) SetPegDifference(v float64) { m.PegDifference = &v }
func (m *Message) SetDiscretionInst(v string) { m.DiscretionInst = &v }
func (m *Message) SetDiscretionOffset(v float64) { m.DiscretionOffset = &v }
func (m *Message) SetCurrency(v string) { m.Currency = &v }
func (m *Message) SetComplianceID(v string) { m.ComplianceID = &v }
func (m *Message) SetSolicitedFlag(v bool) { m.SolicitedFlag = &v }
func (m *Message) SetTimeInForce(v string) { m.TimeInForce = &v }
func (m *Message) SetEffectiveTime(v time.Time) { m.EffectiveTime = &v }
func (m *Message) SetExpireDate(v string) { m.ExpireDate = &v }
func (m *Message) SetExpireTime(v time.Time) { m.ExpireTime = &v }
func (m *Message) SetExecInst(v string) { m.ExecInst = &v }
func (m *Message) SetRule80A(v string) { m.Rule80A = &v }
func (m *Message) SetLastShares(v float64) { m.LastShares = &v }
func (m *Message) SetLastPx(v float64) { m.LastPx = &v }
func (m *Message) SetLastSpotRate(v float64) { m.LastSpotRate = &v }
func (m *Message) SetLastForwardPoints(v float64) { m.LastForwardPoints = &v }
func (m *Message) SetLastMkt(v string) { m.LastMkt = &v }
func (m *Message) SetTradingSessionID(v string) { m.TradingSessionID = &v }
func (m *Message) SetLastCapacity(v string) { m.LastCapacity = &v }
func (m *Message) SetLeavesQty(v float64) { m.LeavesQty = v }
func (m *Message) SetCumQty(v float64) { m.CumQty = v }
func (m *Message) SetAvgPx(v float64) { m.AvgPx = v }
func (m *Message) SetDayOrderQty(v float64) { m.DayOrderQty = &v }
func (m *Message) SetDayCumQty(v float64) { m.DayCumQty = &v }
func (m *Message) SetDayAvgPx(v float64) { m.DayAvgPx = &v }
func (m *Message) SetGTBookingInst(v int) { m.GTBookingInst = &v }
func (m *Message) SetTradeDate(v string) { m.TradeDate = &v }
func (m *Message) SetTransactTime(v time.Time) { m.TransactTime = &v }
func (m *Message) SetReportToExch(v bool) { m.ReportToExch = &v }
func (m *Message) SetCommission(v float64) { m.Commission = &v }
func (m *Message) SetCommType(v string) { m.CommType = &v }
func (m *Message) SetGrossTradeAmt(v float64) { m.GrossTradeAmt = &v }
func (m *Message) SetSettlCurrAmt(v float64) { m.SettlCurrAmt = &v }
func (m *Message) SetSettlCurrency(v string) { m.SettlCurrency = &v }
func (m *Message) SetSettlCurrFxRate(v float64) { m.SettlCurrFxRate = &v }
func (m *Message) SetSettlCurrFxRateCalc(v string) { m.SettlCurrFxRateCalc = &v }
func (m *Message) SetHandlInst(v string) { m.HandlInst = &v }
func (m *Message) SetMinQty(v float64) { m.MinQty = &v }
func (m *Message) SetMaxFloor(v float64) { m.MaxFloor = &v }
func (m *Message) SetOpenClose(v string) { m.OpenClose = &v }
func (m *Message) SetMaxShow(v float64) { m.MaxShow = &v }
func (m *Message) SetText(v string) { m.Text = &v }
func (m *Message) SetEncodedTextLen(v int) { m.EncodedTextLen = &v }
func (m *Message) SetEncodedText(v string) { m.EncodedText = &v }
func (m *Message) SetFutSettDate2(v string) { m.FutSettDate2 = &v }
func (m *Message) SetOrderQty2(v float64) { m.OrderQty2 = &v }
func (m *Message) SetClearingFirm(v string) { m.ClearingFirm = &v }
func (m *Message) SetClearingAccount(v string) { m.ClearingAccount = &v }
func (m *Message) SetMultiLegReportingType(v string) { m.MultiLegReportingType = &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.BeginStringFIX42, "8", r
}