MarketDataSnapshotFullRefresh.go

//Package marketdatasnapshotfullrefresh msg type = W.
package marketdatasnapshotfullrefresh

import (
	"github.com/quickfixgo/quickfix"
	"github.com/quickfixgo/quickfix/enum"
	"github.com/quickfixgo/quickfix/fix44"
	"github.com/quickfixgo/quickfix/fix44/instrument"
	"github.com/quickfixgo/quickfix/fix44/instrumentleg"
	"github.com/quickfixgo/quickfix/fix44/underlyinginstrument"
	"time"
)

//NoUnderlyings is a repeating group in MarketDataSnapshotFullRefresh
type NoUnderlyings struct {
	//UnderlyingInstrument is a non-required component for NoUnderlyings.
	UnderlyingInstrument *underlyinginstrument.UnderlyingInstrument
}

//NewNoUnderlyings returns an initialized NoUnderlyings instance
func NewNoUnderlyings() *NoUnderlyings {
	var m NoUnderlyings
	return &m
}

func (m *NoUnderlyings) SetUnderlyingInstrument(v underlyinginstrument.UnderlyingInstrument) {
	m.UnderlyingInstrument = &v
}

//NoLegs is a repeating group in MarketDataSnapshotFullRefresh
type NoLegs struct {
	//InstrumentLeg is a non-required component for NoLegs.
	InstrumentLeg *instrumentleg.InstrumentLeg
}

//NewNoLegs returns an initialized NoLegs instance
func NewNoLegs() *NoLegs {
	var m NoLegs
	return &m
}

func (m *NoLegs) SetInstrumentLeg(v instrumentleg.InstrumentLeg) { m.InstrumentLeg = &v }

//NoMDEntries is a repeating group in MarketDataSnapshotFullRefresh
type NoMDEntries struct {
	//MDEntryType is a required field for NoMDEntries.
	MDEntryType string `fix:"269"`
	//MDEntryPx is a non-required field for NoMDEntries.
	MDEntryPx *float64 `fix:"270"`
	//Currency is a non-required field for NoMDEntries.
	Currency *string `fix:"15"`
	//MDEntrySize is a non-required field for NoMDEntries.
	MDEntrySize *float64 `fix:"271"`
	//MDEntryDate is a non-required field for NoMDEntries.
	MDEntryDate *string `fix:"272"`
	//MDEntryTime is a non-required field for NoMDEntries.
	MDEntryTime *string `fix:"273"`
	//TickDirection is a non-required field for NoMDEntries.
	TickDirection *string `fix:"274"`
	//MDMkt is a non-required field for NoMDEntries.
	MDMkt *string `fix:"275"`
	//TradingSessionID is a non-required field for NoMDEntries.
	TradingSessionID *string `fix:"336"`
	//TradingSessionSubID is a non-required field for NoMDEntries.
	TradingSessionSubID *string `fix:"625"`
	//QuoteCondition is a non-required field for NoMDEntries.
	QuoteCondition *string `fix:"276"`
	//TradeCondition is a non-required field for NoMDEntries.
	TradeCondition *string `fix:"277"`
	//MDEntryOriginator is a non-required field for NoMDEntries.
	MDEntryOriginator *string `fix:"282"`
	//LocationID is a non-required field for NoMDEntries.
	LocationID *string `fix:"283"`
	//DeskID is a non-required field for NoMDEntries.
	DeskID *string `fix:"284"`
	//OpenCloseSettlFlag is a non-required field for NoMDEntries.
	OpenCloseSettlFlag *string `fix:"286"`
	//TimeInForce is a non-required field for NoMDEntries.
	TimeInForce *string `fix:"59"`
	//ExpireDate is a non-required field for NoMDEntries.
	ExpireDate *string `fix:"432"`
	//ExpireTime is a non-required field for NoMDEntries.
	ExpireTime *time.Time `fix:"126"`
	//MinQty is a non-required field for NoMDEntries.
	MinQty *float64 `fix:"110"`
	//ExecInst is a non-required field for NoMDEntries.
	ExecInst *string `fix:"18"`
	//SellerDays is a non-required field for NoMDEntries.
	SellerDays *int `fix:"287"`
	//OrderID is a non-required field for NoMDEntries.
	OrderID *string `fix:"37"`
	//QuoteEntryID is a non-required field for NoMDEntries.
	QuoteEntryID *string `fix:"299"`
	//MDEntryBuyer is a non-required field for NoMDEntries.
	MDEntryBuyer *string `fix:"288"`
	//MDEntrySeller is a non-required field for NoMDEntries.
	MDEntrySeller *string `fix:"289"`
	//NumberOfOrders is a non-required field for NoMDEntries.
	NumberOfOrders *int `fix:"346"`
	//MDEntryPositionNo is a non-required field for NoMDEntries.
	MDEntryPositionNo *int `fix:"290"`
	//Scope is a non-required field for NoMDEntries.
	Scope *string `fix:"546"`
	//PriceDelta is a non-required field for NoMDEntries.
	PriceDelta *float64 `fix:"811"`
	//Text is a non-required field for NoMDEntries.
	Text *string `fix:"58"`
	//EncodedTextLen is a non-required field for NoMDEntries.
	EncodedTextLen *int `fix:"354"`
	//EncodedText is a non-required field for NoMDEntries.
	EncodedText *string `fix:"355"`
}

//NewNoMDEntries returns an initialized NoMDEntries instance
func NewNoMDEntries(mdentrytype string) *NoMDEntries {
	var m NoMDEntries
	m.SetMDEntryType(mdentrytype)
	return &m
}

func (m *NoMDEntries) SetMDEntryType(v string)         { m.MDEntryType = v }
func (m *NoMDEntries) SetMDEntryPx(v float64)          { m.MDEntryPx = &v }
func (m *NoMDEntries) SetCurrency(v string)            { m.Currency = &v }
func (m *NoMDEntries) SetMDEntrySize(v float64)        { m.MDEntrySize = &v }
func (m *NoMDEntries) SetMDEntryDate(v string)         { m.MDEntryDate = &v }
func (m *NoMDEntries) SetMDEntryTime(v string)         { m.MDEntryTime = &v }
func (m *NoMDEntries) SetTickDirection(v string)       { m.TickDirection = &v }
func (m *NoMDEntries) SetMDMkt(v string)               { m.MDMkt = &v }
func (m *NoMDEntries) SetTradingSessionID(v string)    { m.TradingSessionID = &v }
func (m *NoMDEntries) SetTradingSessionSubID(v string) { m.TradingSessionSubID = &v }
func (m *NoMDEntries) SetQuoteCondition(v string)      { m.QuoteCondition = &v }
func (m *NoMDEntries) SetTradeCondition(v string)      { m.TradeCondition = &v }
func (m *NoMDEntries) SetMDEntryOriginator(v string)   { m.MDEntryOriginator = &v }
func (m *NoMDEntries) SetLocationID(v string)          { m.LocationID = &v }
func (m *NoMDEntries) SetDeskID(v string)              { m.DeskID = &v }
func (m *NoMDEntries) SetOpenCloseSettlFlag(v string)  { m.OpenCloseSettlFlag = &v }
func (m *NoMDEntries) SetTimeInForce(v string)         { m.TimeInForce = &v }
func (m *NoMDEntries) SetExpireDate(v string)          { m.ExpireDate = &v }
func (m *NoMDEntries) SetExpireTime(v time.Time)       { m.ExpireTime = &v }
func (m *NoMDEntries) SetMinQty(v float64)             { m.MinQty = &v }
func (m *NoMDEntries) SetExecInst(v string)            { m.ExecInst = &v }
func (m *NoMDEntries) SetSellerDays(v int)             { m.SellerDays = &v }
func (m *NoMDEntries) SetOrderID(v string)             { m.OrderID = &v }
func (m *NoMDEntries) SetQuoteEntryID(v string)        { m.QuoteEntryID = &v }
func (m *NoMDEntries) SetMDEntryBuyer(v string)        { m.MDEntryBuyer = &v }
func (m *NoMDEntries) SetMDEntrySeller(v string)       { m.MDEntrySeller = &v }
func (m *NoMDEntries) SetNumberOfOrders(v int)         { m.NumberOfOrders = &v }
func (m *NoMDEntries) SetMDEntryPositionNo(v int)      { m.MDEntryPositionNo = &v }
func (m *NoMDEntries) SetScope(v string)               { m.Scope = &v }
func (m *NoMDEntries) SetPriceDelta(v float64)         { m.PriceDelta = &v }
func (m *NoMDEntries) SetText(v string)                { m.Text = &v }
func (m *NoMDEntries) SetEncodedTextLen(v int)         { m.EncodedTextLen = &v }
func (m *NoMDEntries) SetEncodedText(v string)         { m.EncodedText = &v }

//Message is a MarketDataSnapshotFullRefresh FIX Message
type Message struct {
	FIXMsgType string `fix:"W"`
	fix44.Header
	//MDReqID is a non-required field for MarketDataSnapshotFullRefresh.
	MDReqID *string `fix:"262"`
	//Instrument is a required component for MarketDataSnapshotFullRefresh.
	instrument.Instrument
	//NoUnderlyings is a non-required field for MarketDataSnapshotFullRefresh.
	NoUnderlyings []NoUnderlyings `fix:"711,omitempty"`
	//NoLegs is a non-required field for MarketDataSnapshotFullRefresh.
	NoLegs []NoLegs `fix:"555,omitempty"`
	//FinancialStatus is a non-required field for MarketDataSnapshotFullRefresh.
	FinancialStatus *string `fix:"291"`
	//CorporateAction is a non-required field for MarketDataSnapshotFullRefresh.
	CorporateAction *string `fix:"292"`
	//NetChgPrevDay is a non-required field for MarketDataSnapshotFullRefresh.
	NetChgPrevDay *float64 `fix:"451"`
	//NoMDEntries is a required field for MarketDataSnapshotFullRefresh.
	NoMDEntries []NoMDEntries `fix:"268"`
	//ApplQueueDepth is a non-required field for MarketDataSnapshotFullRefresh.
	ApplQueueDepth *int `fix:"813"`
	//ApplQueueResolution is a non-required field for MarketDataSnapshotFullRefresh.
	ApplQueueResolution *int `fix:"814"`
	fix44.Trailer
}

//Marshal converts Message to a quickfix.Message instance
func (m Message) Marshal() quickfix.Message { return quickfix.Marshal(m) }

//New returns an initialized MarketDataSnapshotFullRefresh instance
func New(instrument instrument.Instrument, nomdentries []NoMDEntries) *Message {
	var m Message
	m.SetInstrument(instrument)
	m.SetNoMDEntries(nomdentries)
	return &m
}

func (m *Message) SetMDReqID(v string)                   { m.MDReqID = &v }
func (m *Message) SetInstrument(v instrument.Instrument) { m.Instrument = v }
func (m *Message) SetNoUnderlyings(v []NoUnderlyings)    { m.NoUnderlyings = v }
func (m *Message) SetNoLegs(v []NoLegs)                  { m.NoLegs = v }
func (m *Message) SetFinancialStatus(v string)           { m.FinancialStatus = &v }
func (m *Message) SetCorporateAction(v string)           { m.CorporateAction = &v }
func (m *Message) SetNetChgPrevDay(v float64)            { m.NetChgPrevDay = &v }
func (m *Message) SetNoMDEntries(v []NoMDEntries)        { m.NoMDEntries = v }
func (m *Message) SetApplQueueDepth(v int)               { m.ApplQueueDepth = &v }
func (m *Message) SetApplQueueResolution(v int)          { m.ApplQueueResolution = &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.BeginStringFIX44, "W", r
}