forked from quickfixgo/quickfix
/
TradeCaptureReport.go
316 lines (297 loc) · 15.6 KB
/
TradeCaptureReport.go
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//Package tradecapturereport msg type = AE.
package tradecapturereport
import (
"github.com/quickfixgo/quickfix"
"github.com/quickfixgo/quickfix/enum"
"github.com/quickfixgo/quickfix/fix43"
"github.com/quickfixgo/quickfix/fix43/commissiondata"
"github.com/quickfixgo/quickfix/fix43/instrument"
"github.com/quickfixgo/quickfix/fix43/orderqtydata"
"github.com/quickfixgo/quickfix/fix43/parties"
"time"
)
//NoSides is a repeating group in TradeCaptureReport
type NoSides struct {
//Side is a required field for NoSides.
Side string `fix:"54"`
//OrderID is a required field for NoSides.
OrderID string `fix:"37"`
//SecondaryOrderID is a non-required field for NoSides.
SecondaryOrderID *string `fix:"198"`
//ClOrdID is a non-required field for NoSides.
ClOrdID *string `fix:"11"`
//Parties is a non-required component for NoSides.
Parties *parties.Parties
//Account is a non-required field for NoSides.
Account *string `fix:"1"`
//AccountType is a non-required field for NoSides.
AccountType *int `fix:"581"`
//ProcessCode is a non-required field for NoSides.
ProcessCode *string `fix:"81"`
//OddLot is a non-required field for NoSides.
OddLot *bool `fix:"575"`
//NoClearingInstructions is a non-required field for NoSides.
NoClearingInstructions []NoClearingInstructions `fix:"576,omitempty"`
//ClearingFeeIndicator is a non-required field for NoSides.
ClearingFeeIndicator *string `fix:"635"`
//TradeInputSource is a non-required field for NoSides.
TradeInputSource *string `fix:"578"`
//TradeInputDevice is a non-required field for NoSides.
TradeInputDevice *string `fix:"579"`
//Currency is a non-required field for NoSides.
Currency *string `fix:"15"`
//ComplianceID is a non-required field for NoSides.
ComplianceID *string `fix:"376"`
//SolicitedFlag is a non-required field for NoSides.
SolicitedFlag *bool `fix:"377"`
//OrderCapacity is a non-required field for NoSides.
OrderCapacity *string `fix:"528"`
//OrderRestrictions is a non-required field for NoSides.
OrderRestrictions *string `fix:"529"`
//CustOrderCapacity is a non-required field for NoSides.
CustOrderCapacity *int `fix:"582"`
//TransBkdTime is a non-required field for NoSides.
TransBkdTime *time.Time `fix:"483"`
//TradingSessionID is a non-required field for NoSides.
TradingSessionID *string `fix:"336"`
//TradingSessionSubID is a non-required field for NoSides.
TradingSessionSubID *string `fix:"625"`
//CommissionData is a non-required component for NoSides.
CommissionData *commissiondata.CommissionData
//GrossTradeAmt is a non-required field for NoSides.
GrossTradeAmt *float64 `fix:"381"`
//NumDaysInterest is a non-required field for NoSides.
NumDaysInterest *int `fix:"157"`
//ExDate is a non-required field for NoSides.
ExDate *string `fix:"230"`
//AccruedInterestRate is a non-required field for NoSides.
AccruedInterestRate *float64 `fix:"158"`
//AccruedInterestAmt is a non-required field for NoSides.
AccruedInterestAmt *float64 `fix:"159"`
//Concession is a non-required field for NoSides.
Concession *float64 `fix:"238"`
//TotalTakedown is a non-required field for NoSides.
TotalTakedown *float64 `fix:"237"`
//NetMoney is a non-required field for NoSides.
NetMoney *float64 `fix:"118"`
//SettlCurrAmt is a non-required field for NoSides.
SettlCurrAmt *float64 `fix:"119"`
//SettlCurrency is a non-required field for NoSides.
SettlCurrency *string `fix:"120"`
//SettlCurrFxRate is a non-required field for NoSides.
SettlCurrFxRate *float64 `fix:"155"`
//SettlCurrFxRateCalc is a non-required field for NoSides.
SettlCurrFxRateCalc *string `fix:"156"`
//PositionEffect is a non-required field for NoSides.
PositionEffect *string `fix:"77"`
//Text is a non-required field for NoSides.
Text *string `fix:"58"`
//EncodedTextLen is a non-required field for NoSides.
EncodedTextLen *int `fix:"354"`
//EncodedText is a non-required field for NoSides.
EncodedText *string `fix:"355"`
//MultiLegReportingType is a non-required field for NoSides.
MultiLegReportingType *string `fix:"442"`
//NoContAmts is a non-required field for NoSides.
NoContAmts []NoContAmts `fix:"518,omitempty"`
//NoMiscFees is a non-required field for NoSides.
NoMiscFees []NoMiscFees `fix:"136,omitempty"`
}
//NewNoSides returns an initialized NoSides instance
func NewNoSides(side string, orderid string) *NoSides {
var m NoSides
m.SetSide(side)
m.SetOrderID(orderid)
return &m
}
func (m *NoSides) SetSide(v string) { m.Side = v }
func (m *NoSides) SetOrderID(v string) { m.OrderID = v }
func (m *NoSides) SetSecondaryOrderID(v string) { m.SecondaryOrderID = &v }
func (m *NoSides) SetClOrdID(v string) { m.ClOrdID = &v }
func (m *NoSides) SetParties(v parties.Parties) { m.Parties = &v }
func (m *NoSides) SetAccount(v string) { m.Account = &v }
func (m *NoSides) SetAccountType(v int) { m.AccountType = &v }
func (m *NoSides) SetProcessCode(v string) { m.ProcessCode = &v }
func (m *NoSides) SetOddLot(v bool) { m.OddLot = &v }
func (m *NoSides) SetNoClearingInstructions(v []NoClearingInstructions) { m.NoClearingInstructions = v }
func (m *NoSides) SetClearingFeeIndicator(v string) { m.ClearingFeeIndicator = &v }
func (m *NoSides) SetTradeInputSource(v string) { m.TradeInputSource = &v }
func (m *NoSides) SetTradeInputDevice(v string) { m.TradeInputDevice = &v }
func (m *NoSides) SetCurrency(v string) { m.Currency = &v }
func (m *NoSides) SetComplianceID(v string) { m.ComplianceID = &v }
func (m *NoSides) SetSolicitedFlag(v bool) { m.SolicitedFlag = &v }
func (m *NoSides) SetOrderCapacity(v string) { m.OrderCapacity = &v }
func (m *NoSides) SetOrderRestrictions(v string) { m.OrderRestrictions = &v }
func (m *NoSides) SetCustOrderCapacity(v int) { m.CustOrderCapacity = &v }
func (m *NoSides) SetTransBkdTime(v time.Time) { m.TransBkdTime = &v }
func (m *NoSides) SetTradingSessionID(v string) { m.TradingSessionID = &v }
func (m *NoSides) SetTradingSessionSubID(v string) { m.TradingSessionSubID = &v }
func (m *NoSides) SetCommissionData(v commissiondata.CommissionData) { m.CommissionData = &v }
func (m *NoSides) SetGrossTradeAmt(v float64) { m.GrossTradeAmt = &v }
func (m *NoSides) SetNumDaysInterest(v int) { m.NumDaysInterest = &v }
func (m *NoSides) SetExDate(v string) { m.ExDate = &v }
func (m *NoSides) SetAccruedInterestRate(v float64) { m.AccruedInterestRate = &v }
func (m *NoSides) SetAccruedInterestAmt(v float64) { m.AccruedInterestAmt = &v }
func (m *NoSides) SetConcession(v float64) { m.Concession = &v }
func (m *NoSides) SetTotalTakedown(v float64) { m.TotalTakedown = &v }
func (m *NoSides) SetNetMoney(v float64) { m.NetMoney = &v }
func (m *NoSides) SetSettlCurrAmt(v float64) { m.SettlCurrAmt = &v }
func (m *NoSides) SetSettlCurrency(v string) { m.SettlCurrency = &v }
func (m *NoSides) SetSettlCurrFxRate(v float64) { m.SettlCurrFxRate = &v }
func (m *NoSides) SetSettlCurrFxRateCalc(v string) { m.SettlCurrFxRateCalc = &v }
func (m *NoSides) SetPositionEffect(v string) { m.PositionEffect = &v }
func (m *NoSides) SetText(v string) { m.Text = &v }
func (m *NoSides) SetEncodedTextLen(v int) { m.EncodedTextLen = &v }
func (m *NoSides) SetEncodedText(v string) { m.EncodedText = &v }
func (m *NoSides) SetMultiLegReportingType(v string) { m.MultiLegReportingType = &v }
func (m *NoSides) SetNoContAmts(v []NoContAmts) { m.NoContAmts = v }
func (m *NoSides) SetNoMiscFees(v []NoMiscFees) { m.NoMiscFees = v }
//NoClearingInstructions is a repeating group in NoSides
type NoClearingInstructions struct {
//ClearingInstruction is a non-required field for NoClearingInstructions.
ClearingInstruction *int `fix:"577"`
}
//NewNoClearingInstructions returns an initialized NoClearingInstructions instance
func NewNoClearingInstructions() *NoClearingInstructions {
var m NoClearingInstructions
return &m
}
func (m *NoClearingInstructions) SetClearingInstruction(v int) { m.ClearingInstruction = &v }
//NoContAmts is a repeating group in NoSides
type NoContAmts struct {
//ContAmtType is a non-required field for NoContAmts.
ContAmtType *int `fix:"519"`
//ContAmtValue is a non-required field for NoContAmts.
ContAmtValue *float64 `fix:"520"`
//ContAmtCurr is a non-required field for NoContAmts.
ContAmtCurr *string `fix:"521"`
}
//NewNoContAmts returns an initialized NoContAmts instance
func NewNoContAmts() *NoContAmts {
var m NoContAmts
return &m
}
func (m *NoContAmts) SetContAmtType(v int) { m.ContAmtType = &v }
func (m *NoContAmts) SetContAmtValue(v float64) { m.ContAmtValue = &v }
func (m *NoContAmts) SetContAmtCurr(v string) { m.ContAmtCurr = &v }
//NoMiscFees is a repeating group in NoSides
type NoMiscFees struct {
//MiscFeeAmt is a non-required field for NoMiscFees.
MiscFeeAmt *float64 `fix:"137"`
//MiscFeeCurr is a non-required field for NoMiscFees.
MiscFeeCurr *string `fix:"138"`
//MiscFeeType is a non-required field for NoMiscFees.
MiscFeeType *string `fix:"139"`
}
//NewNoMiscFees returns an initialized NoMiscFees instance
func NewNoMiscFees() *NoMiscFees {
var m NoMiscFees
return &m
}
func (m *NoMiscFees) SetMiscFeeAmt(v float64) { m.MiscFeeAmt = &v }
func (m *NoMiscFees) SetMiscFeeCurr(v string) { m.MiscFeeCurr = &v }
func (m *NoMiscFees) SetMiscFeeType(v string) { m.MiscFeeType = &v }
//Message is a TradeCaptureReport FIX Message
type Message struct {
FIXMsgType string `fix:"AE"`
fix43.Header
//TradeReportID is a required field for TradeCaptureReport.
TradeReportID string `fix:"571"`
//TradeReportTransType is a non-required field for TradeCaptureReport.
TradeReportTransType *string `fix:"487"`
//TradeRequestID is a non-required field for TradeCaptureReport.
TradeRequestID *string `fix:"568"`
//ExecType is a required field for TradeCaptureReport.
ExecType string `fix:"150"`
//TradeReportRefID is a non-required field for TradeCaptureReport.
TradeReportRefID *string `fix:"572"`
//ExecID is a non-required field for TradeCaptureReport.
ExecID *string `fix:"17"`
//SecondaryExecID is a non-required field for TradeCaptureReport.
SecondaryExecID *string `fix:"527"`
//ExecRestatementReason is a non-required field for TradeCaptureReport.
ExecRestatementReason *int `fix:"378"`
//PreviouslyReported is a required field for TradeCaptureReport.
PreviouslyReported bool `fix:"570"`
//Instrument is a required component for TradeCaptureReport.
instrument.Instrument
//OrderQtyData is a non-required component for TradeCaptureReport.
OrderQtyData *orderqtydata.OrderQtyData
//LastQty is a required field for TradeCaptureReport.
LastQty float64 `fix:"32"`
//LastPx is a required field for TradeCaptureReport.
LastPx float64 `fix:"31"`
//LastSpotRate is a non-required field for TradeCaptureReport.
LastSpotRate *float64 `fix:"194"`
//LastForwardPoints is a non-required field for TradeCaptureReport.
LastForwardPoints *float64 `fix:"195"`
//LastMkt is a non-required field for TradeCaptureReport.
LastMkt *string `fix:"30"`
//TradeDate is a required field for TradeCaptureReport.
TradeDate string `fix:"75"`
//TransactTime is a required field for TradeCaptureReport.
TransactTime time.Time `fix:"60"`
//SettlmntTyp is a non-required field for TradeCaptureReport.
SettlmntTyp *string `fix:"63"`
//FutSettDate is a non-required field for TradeCaptureReport.
FutSettDate *string `fix:"64"`
//MatchStatus is a non-required field for TradeCaptureReport.
MatchStatus *string `fix:"573"`
//MatchType is a non-required field for TradeCaptureReport.
MatchType *string `fix:"574"`
//NoSides is a required field for TradeCaptureReport.
NoSides []NoSides `fix:"552"`
fix43.Trailer
}
//Marshal converts Message to a quickfix.Message instance
func (m Message) Marshal() quickfix.Message { return quickfix.Marshal(m) }
//New returns an initialized TradeCaptureReport instance
func New(tradereportid string, exectype string, previouslyreported bool, instrument instrument.Instrument, lastqty float64, lastpx float64, tradedate string, transacttime time.Time, nosides []NoSides) *Message {
var m Message
m.SetTradeReportID(tradereportid)
m.SetExecType(exectype)
m.SetPreviouslyReported(previouslyreported)
m.SetInstrument(instrument)
m.SetLastQty(lastqty)
m.SetLastPx(lastpx)
m.SetTradeDate(tradedate)
m.SetTransactTime(transacttime)
m.SetNoSides(nosides)
return &m
}
func (m *Message) SetTradeReportID(v string) { m.TradeReportID = v }
func (m *Message) SetTradeReportTransType(v string) { m.TradeReportTransType = &v }
func (m *Message) SetTradeRequestID(v string) { m.TradeRequestID = &v }
func (m *Message) SetExecType(v string) { m.ExecType = v }
func (m *Message) SetTradeReportRefID(v string) { m.TradeReportRefID = &v }
func (m *Message) SetExecID(v string) { m.ExecID = &v }
func (m *Message) SetSecondaryExecID(v string) { m.SecondaryExecID = &v }
func (m *Message) SetExecRestatementReason(v int) { m.ExecRestatementReason = &v }
func (m *Message) SetPreviouslyReported(v bool) { m.PreviouslyReported = v }
func (m *Message) SetInstrument(v instrument.Instrument) { m.Instrument = v }
func (m *Message) SetOrderQtyData(v orderqtydata.OrderQtyData) { m.OrderQtyData = &v }
func (m *Message) SetLastQty(v float64) { m.LastQty = 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) SetTradeDate(v string) { m.TradeDate = v }
func (m *Message) SetTransactTime(v time.Time) { m.TransactTime = v }
func (m *Message) SetSettlmntTyp(v string) { m.SettlmntTyp = &v }
func (m *Message) SetFutSettDate(v string) { m.FutSettDate = &v }
func (m *Message) SetMatchStatus(v string) { m.MatchStatus = &v }
func (m *Message) SetMatchType(v string) { m.MatchType = &v }
func (m *Message) SetNoSides(v []NoSides) { m.NoSides = 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.BeginStringFIX43, "AE", r
}