forked from quickfixgo/quickfix
/
Quote.go
194 lines (163 loc) · 5.64 KB
/
Quote.go
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//Package quote msg type = S.
package quote
import (
"github.com/quickfixgo/quickfix"
"github.com/quickfixgo/quickfix/enum"
"github.com/quickfixgo/quickfix/field"
)
//Message is a Quote wrapper for the generic Message type
type Message struct {
quickfix.Message
}
//QuoteReqID is a non-required field for Quote.
func (m Message) QuoteReqID() (*field.QuoteReqIDField, quickfix.MessageRejectError) {
f := &field.QuoteReqIDField{}
err := m.Body.Get(f)
return f, err
}
//GetQuoteReqID reads a QuoteReqID from Quote.
func (m Message) GetQuoteReqID(f *field.QuoteReqIDField) quickfix.MessageRejectError {
return m.Body.Get(f)
}
//QuoteID is a required field for Quote.
func (m Message) QuoteID() (*field.QuoteIDField, quickfix.MessageRejectError) {
f := &field.QuoteIDField{}
err := m.Body.Get(f)
return f, err
}
//GetQuoteID reads a QuoteID from Quote.
func (m Message) GetQuoteID(f *field.QuoteIDField) quickfix.MessageRejectError {
return m.Body.Get(f)
}
//Symbol is a required field for Quote.
func (m Message) Symbol() (*field.SymbolField, quickfix.MessageRejectError) {
f := &field.SymbolField{}
err := m.Body.Get(f)
return f, err
}
//GetSymbol reads a Symbol from Quote.
func (m Message) GetSymbol(f *field.SymbolField) quickfix.MessageRejectError {
return m.Body.Get(f)
}
//SymbolSfx is a non-required field for Quote.
func (m Message) SymbolSfx() (*field.SymbolSfxField, quickfix.MessageRejectError) {
f := &field.SymbolSfxField{}
err := m.Body.Get(f)
return f, err
}
//GetSymbolSfx reads a SymbolSfx from Quote.
func (m Message) GetSymbolSfx(f *field.SymbolSfxField) quickfix.MessageRejectError {
return m.Body.Get(f)
}
//SecurityID is a non-required field for Quote.
func (m Message) SecurityID() (*field.SecurityIDField, quickfix.MessageRejectError) {
f := &field.SecurityIDField{}
err := m.Body.Get(f)
return f, err
}
//GetSecurityID reads a SecurityID from Quote.
func (m Message) GetSecurityID(f *field.SecurityIDField) quickfix.MessageRejectError {
return m.Body.Get(f)
}
//IDSource is a non-required field for Quote.
func (m Message) IDSource() (*field.IDSourceField, quickfix.MessageRejectError) {
f := &field.IDSourceField{}
err := m.Body.Get(f)
return f, err
}
//GetIDSource reads a IDSource from Quote.
func (m Message) GetIDSource(f *field.IDSourceField) quickfix.MessageRejectError {
return m.Body.Get(f)
}
//Issuer is a non-required field for Quote.
func (m Message) Issuer() (*field.IssuerField, quickfix.MessageRejectError) {
f := &field.IssuerField{}
err := m.Body.Get(f)
return f, err
}
//GetIssuer reads a Issuer from Quote.
func (m Message) GetIssuer(f *field.IssuerField) quickfix.MessageRejectError {
return m.Body.Get(f)
}
//SecurityDesc is a non-required field for Quote.
func (m Message) SecurityDesc() (*field.SecurityDescField, quickfix.MessageRejectError) {
f := &field.SecurityDescField{}
err := m.Body.Get(f)
return f, err
}
//GetSecurityDesc reads a SecurityDesc from Quote.
func (m Message) GetSecurityDesc(f *field.SecurityDescField) quickfix.MessageRejectError {
return m.Body.Get(f)
}
//BidPx is a required field for Quote.
func (m Message) BidPx() (*field.BidPxField, quickfix.MessageRejectError) {
f := &field.BidPxField{}
err := m.Body.Get(f)
return f, err
}
//GetBidPx reads a BidPx from Quote.
func (m Message) GetBidPx(f *field.BidPxField) quickfix.MessageRejectError {
return m.Body.Get(f)
}
//OfferPx is a non-required field for Quote.
func (m Message) OfferPx() (*field.OfferPxField, quickfix.MessageRejectError) {
f := &field.OfferPxField{}
err := m.Body.Get(f)
return f, err
}
//GetOfferPx reads a OfferPx from Quote.
func (m Message) GetOfferPx(f *field.OfferPxField) quickfix.MessageRejectError {
return m.Body.Get(f)
}
//BidSize is a non-required field for Quote.
func (m Message) BidSize() (*field.BidSizeField, quickfix.MessageRejectError) {
f := &field.BidSizeField{}
err := m.Body.Get(f)
return f, err
}
//GetBidSize reads a BidSize from Quote.
func (m Message) GetBidSize(f *field.BidSizeField) quickfix.MessageRejectError {
return m.Body.Get(f)
}
//OfferSize is a non-required field for Quote.
func (m Message) OfferSize() (*field.OfferSizeField, quickfix.MessageRejectError) {
f := &field.OfferSizeField{}
err := m.Body.Get(f)
return f, err
}
//GetOfferSize reads a OfferSize from Quote.
func (m Message) GetOfferSize(f *field.OfferSizeField) quickfix.MessageRejectError {
return m.Body.Get(f)
}
//ValidUntilTime is a non-required field for Quote.
func (m Message) ValidUntilTime() (*field.ValidUntilTimeField, quickfix.MessageRejectError) {
f := &field.ValidUntilTimeField{}
err := m.Body.Get(f)
return f, err
}
//GetValidUntilTime reads a ValidUntilTime from Quote.
func (m Message) GetValidUntilTime(f *field.ValidUntilTimeField) quickfix.MessageRejectError {
return m.Body.Get(f)
}
//New returns an initialized Message with specified required fields for Quote.
func New(
quoteid *field.QuoteIDField,
symbol *field.SymbolField,
bidpx *field.BidPxField) Message {
builder := Message{Message: quickfix.NewMessage()}
builder.Header.Set(field.NewBeginString(enum.BeginStringFIX40))
builder.Header.Set(field.NewMsgType("S"))
builder.Body.Set(quoteid)
builder.Body.Set(symbol)
builder.Body.Set(bidpx)
return builder
}
//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 {
return router(Message{msg}, sessionID)
}
return enum.BeginStringFIX40, "S", r
}