forked from quickfixgo/quickfix
/
MarketDataRequest.go
174 lines (147 loc) · 5.91 KB
/
MarketDataRequest.go
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//Package marketdatarequest msg type = V.
package marketdatarequest
import (
"github.com/quickfixgo/quickfix"
"github.com/quickfixgo/quickfix/enum"
"github.com/quickfixgo/quickfix/field"
)
//Message is a MarketDataRequest wrapper for the generic Message type
type Message struct {
quickfix.Message
}
//MDReqID is a required field for MarketDataRequest.
func (m Message) MDReqID() (*field.MDReqIDField, quickfix.MessageRejectError) {
f := &field.MDReqIDField{}
err := m.Body.Get(f)
return f, err
}
//GetMDReqID reads a MDReqID from MarketDataRequest.
func (m Message) GetMDReqID(f *field.MDReqIDField) quickfix.MessageRejectError {
return m.Body.Get(f)
}
//SubscriptionRequestType is a required field for MarketDataRequest.
func (m Message) SubscriptionRequestType() (*field.SubscriptionRequestTypeField, quickfix.MessageRejectError) {
f := &field.SubscriptionRequestTypeField{}
err := m.Body.Get(f)
return f, err
}
//GetSubscriptionRequestType reads a SubscriptionRequestType from MarketDataRequest.
func (m Message) GetSubscriptionRequestType(f *field.SubscriptionRequestTypeField) quickfix.MessageRejectError {
return m.Body.Get(f)
}
//MarketDepth is a required field for MarketDataRequest.
func (m Message) MarketDepth() (*field.MarketDepthField, quickfix.MessageRejectError) {
f := &field.MarketDepthField{}
err := m.Body.Get(f)
return f, err
}
//GetMarketDepth reads a MarketDepth from MarketDataRequest.
func (m Message) GetMarketDepth(f *field.MarketDepthField) quickfix.MessageRejectError {
return m.Body.Get(f)
}
//MDUpdateType is a non-required field for MarketDataRequest.
func (m Message) MDUpdateType() (*field.MDUpdateTypeField, quickfix.MessageRejectError) {
f := &field.MDUpdateTypeField{}
err := m.Body.Get(f)
return f, err
}
//GetMDUpdateType reads a MDUpdateType from MarketDataRequest.
func (m Message) GetMDUpdateType(f *field.MDUpdateTypeField) quickfix.MessageRejectError {
return m.Body.Get(f)
}
//AggregatedBook is a non-required field for MarketDataRequest.
func (m Message) AggregatedBook() (*field.AggregatedBookField, quickfix.MessageRejectError) {
f := &field.AggregatedBookField{}
err := m.Body.Get(f)
return f, err
}
//GetAggregatedBook reads a AggregatedBook from MarketDataRequest.
func (m Message) GetAggregatedBook(f *field.AggregatedBookField) quickfix.MessageRejectError {
return m.Body.Get(f)
}
//OpenCloseSettleFlag is a non-required field for MarketDataRequest.
func (m Message) OpenCloseSettleFlag() (*field.OpenCloseSettleFlagField, quickfix.MessageRejectError) {
f := &field.OpenCloseSettleFlagField{}
err := m.Body.Get(f)
return f, err
}
//GetOpenCloseSettleFlag reads a OpenCloseSettleFlag from MarketDataRequest.
func (m Message) GetOpenCloseSettleFlag(f *field.OpenCloseSettleFlagField) quickfix.MessageRejectError {
return m.Body.Get(f)
}
//Scope is a non-required field for MarketDataRequest.
func (m Message) Scope() (*field.ScopeField, quickfix.MessageRejectError) {
f := &field.ScopeField{}
err := m.Body.Get(f)
return f, err
}
//GetScope reads a Scope from MarketDataRequest.
func (m Message) GetScope(f *field.ScopeField) quickfix.MessageRejectError {
return m.Body.Get(f)
}
//MDImplicitDelete is a non-required field for MarketDataRequest.
func (m Message) MDImplicitDelete() (*field.MDImplicitDeleteField, quickfix.MessageRejectError) {
f := &field.MDImplicitDeleteField{}
err := m.Body.Get(f)
return f, err
}
//GetMDImplicitDelete reads a MDImplicitDelete from MarketDataRequest.
func (m Message) GetMDImplicitDelete(f *field.MDImplicitDeleteField) quickfix.MessageRejectError {
return m.Body.Get(f)
}
//NoMDEntryTypes is a required field for MarketDataRequest.
func (m Message) NoMDEntryTypes() (*field.NoMDEntryTypesField, quickfix.MessageRejectError) {
f := &field.NoMDEntryTypesField{}
err := m.Body.Get(f)
return f, err
}
//GetNoMDEntryTypes reads a NoMDEntryTypes from MarketDataRequest.
func (m Message) GetNoMDEntryTypes(f *field.NoMDEntryTypesField) quickfix.MessageRejectError {
return m.Body.Get(f)
}
//NoRelatedSym is a required field for MarketDataRequest.
func (m Message) NoRelatedSym() (*field.NoRelatedSymField, quickfix.MessageRejectError) {
f := &field.NoRelatedSymField{}
err := m.Body.Get(f)
return f, err
}
//GetNoRelatedSym reads a NoRelatedSym from MarketDataRequest.
func (m Message) GetNoRelatedSym(f *field.NoRelatedSymField) quickfix.MessageRejectError {
return m.Body.Get(f)
}
//NoTradingSessions is a non-required field for MarketDataRequest.
func (m Message) NoTradingSessions() (*field.NoTradingSessionsField, quickfix.MessageRejectError) {
f := &field.NoTradingSessionsField{}
err := m.Body.Get(f)
return f, err
}
//GetNoTradingSessions reads a NoTradingSessions from MarketDataRequest.
func (m Message) GetNoTradingSessions(f *field.NoTradingSessionsField) quickfix.MessageRejectError {
return m.Body.Get(f)
}
//New returns an initialized Message with specified required fields for MarketDataRequest.
func New(
mdreqid *field.MDReqIDField,
subscriptionrequesttype *field.SubscriptionRequestTypeField,
marketdepth *field.MarketDepthField,
nomdentrytypes *field.NoMDEntryTypesField,
norelatedsym *field.NoRelatedSymField) Message {
builder := Message{Message: quickfix.NewMessage()}
builder.Header.Set(field.NewBeginString(enum.BeginStringFIX43))
builder.Header.Set(field.NewMsgType("V"))
builder.Body.Set(mdreqid)
builder.Body.Set(subscriptionrequesttype)
builder.Body.Set(marketdepth)
builder.Body.Set(nomdentrytypes)
builder.Body.Set(norelatedsym)
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.BeginStringFIX43, "V", r
}