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MultilegOrderCancelReplace.go
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MultilegOrderCancelReplace.go
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//Package multilegordercancelreplace msg type = AC.
package multilegordercancelreplace
import (
"github.com/quickfixgo/quickfix"
"github.com/quickfixgo/quickfix/enum"
"github.com/quickfixgo/quickfix/fix50sp2/commissiondata"
"github.com/quickfixgo/quickfix/fix50sp2/discretioninstructions"
"github.com/quickfixgo/quickfix/fix50sp2/displayinstruction"
"github.com/quickfixgo/quickfix/fix50sp2/instrument"
"github.com/quickfixgo/quickfix/fix50sp2/legordgrp"
"github.com/quickfixgo/quickfix/fix50sp2/orderqtydata"
"github.com/quickfixgo/quickfix/fix50sp2/parties"
"github.com/quickfixgo/quickfix/fix50sp2/peginstructions"
"github.com/quickfixgo/quickfix/fix50sp2/preallocmleggrp"
"github.com/quickfixgo/quickfix/fix50sp2/strategyparametersgrp"
"github.com/quickfixgo/quickfix/fix50sp2/trdgsesgrp"
"github.com/quickfixgo/quickfix/fix50sp2/triggeringinstruction"
"github.com/quickfixgo/quickfix/fix50sp2/undinstrmtgrp"
"github.com/quickfixgo/quickfix/fixt11"
"time"
)
//Message is a MultilegOrderCancelReplace FIX Message
type Message struct {
FIXMsgType string `fix:"AC"`
Header fixt11.Header
//OrderID is a non-required field for MultilegOrderCancelReplace.
OrderID *string `fix:"37"`
//OrigClOrdID is a non-required field for MultilegOrderCancelReplace.
OrigClOrdID *string `fix:"41"`
//ClOrdID is a non-required field for MultilegOrderCancelReplace.
ClOrdID *string `fix:"11"`
//SecondaryClOrdID is a non-required field for MultilegOrderCancelReplace.
SecondaryClOrdID *string `fix:"526"`
//ClOrdLinkID is a non-required field for MultilegOrderCancelReplace.
ClOrdLinkID *string `fix:"583"`
//OrigOrdModTime is a non-required field for MultilegOrderCancelReplace.
OrigOrdModTime *time.Time `fix:"586"`
//Parties Component
Parties parties.Component
//TradeOriginationDate is a non-required field for MultilegOrderCancelReplace.
TradeOriginationDate *string `fix:"229"`
//TradeDate is a non-required field for MultilegOrderCancelReplace.
TradeDate *string `fix:"75"`
//Account is a non-required field for MultilegOrderCancelReplace.
Account *string `fix:"1"`
//AcctIDSource is a non-required field for MultilegOrderCancelReplace.
AcctIDSource *int `fix:"660"`
//AccountType is a non-required field for MultilegOrderCancelReplace.
AccountType *int `fix:"581"`
//DayBookingInst is a non-required field for MultilegOrderCancelReplace.
DayBookingInst *string `fix:"589"`
//BookingUnit is a non-required field for MultilegOrderCancelReplace.
BookingUnit *string `fix:"590"`
//PreallocMethod is a non-required field for MultilegOrderCancelReplace.
PreallocMethod *string `fix:"591"`
//AllocID is a non-required field for MultilegOrderCancelReplace.
AllocID *string `fix:"70"`
//PreAllocMlegGrp Component
PreAllocMlegGrp preallocmleggrp.Component
//SettlType is a non-required field for MultilegOrderCancelReplace.
SettlType *string `fix:"63"`
//SettlDate is a non-required field for MultilegOrderCancelReplace.
SettlDate *string `fix:"64"`
//CashMargin is a non-required field for MultilegOrderCancelReplace.
CashMargin *string `fix:"544"`
//ClearingFeeIndicator is a non-required field for MultilegOrderCancelReplace.
ClearingFeeIndicator *string `fix:"635"`
//HandlInst is a non-required field for MultilegOrderCancelReplace.
HandlInst *string `fix:"21"`
//ExecInst is a non-required field for MultilegOrderCancelReplace.
ExecInst *string `fix:"18"`
//MinQty is a non-required field for MultilegOrderCancelReplace.
MinQty *float64 `fix:"110"`
//MaxFloor is a non-required field for MultilegOrderCancelReplace.
MaxFloor *float64 `fix:"111"`
//ExDestination is a non-required field for MultilegOrderCancelReplace.
ExDestination *string `fix:"100"`
//TrdgSesGrp Component
TrdgSesGrp trdgsesgrp.Component
//ProcessCode is a non-required field for MultilegOrderCancelReplace.
ProcessCode *string `fix:"81"`
//Side is a required field for MultilegOrderCancelReplace.
Side string `fix:"54"`
//Instrument Component
Instrument instrument.Component
//UndInstrmtGrp Component
UndInstrmtGrp undinstrmtgrp.Component
//PrevClosePx is a non-required field for MultilegOrderCancelReplace.
PrevClosePx *float64 `fix:"140"`
//LegOrdGrp Component
LegOrdGrp legordgrp.Component
//LocateReqd is a non-required field for MultilegOrderCancelReplace.
LocateReqd *bool `fix:"114"`
//TransactTime is a required field for MultilegOrderCancelReplace.
TransactTime time.Time `fix:"60"`
//QtyType is a non-required field for MultilegOrderCancelReplace.
QtyType *int `fix:"854"`
//OrderQtyData Component
OrderQtyData orderqtydata.Component
//OrdType is a required field for MultilegOrderCancelReplace.
OrdType string `fix:"40"`
//PriceType is a non-required field for MultilegOrderCancelReplace.
PriceType *int `fix:"423"`
//Price is a non-required field for MultilegOrderCancelReplace.
Price *float64 `fix:"44"`
//StopPx is a non-required field for MultilegOrderCancelReplace.
StopPx *float64 `fix:"99"`
//Currency is a non-required field for MultilegOrderCancelReplace.
Currency *string `fix:"15"`
//ComplianceID is a non-required field for MultilegOrderCancelReplace.
ComplianceID *string `fix:"376"`
//SolicitedFlag is a non-required field for MultilegOrderCancelReplace.
SolicitedFlag *bool `fix:"377"`
//IOIID is a non-required field for MultilegOrderCancelReplace.
IOIID *string `fix:"23"`
//QuoteID is a non-required field for MultilegOrderCancelReplace.
QuoteID *string `fix:"117"`
//TimeInForce is a non-required field for MultilegOrderCancelReplace.
TimeInForce *string `fix:"59"`
//EffectiveTime is a non-required field for MultilegOrderCancelReplace.
EffectiveTime *time.Time `fix:"168"`
//ExpireDate is a non-required field for MultilegOrderCancelReplace.
ExpireDate *string `fix:"432"`
//ExpireTime is a non-required field for MultilegOrderCancelReplace.
ExpireTime *time.Time `fix:"126"`
//GTBookingInst is a non-required field for MultilegOrderCancelReplace.
GTBookingInst *int `fix:"427"`
//CommissionData Component
CommissionData commissiondata.Component
//OrderCapacity is a non-required field for MultilegOrderCancelReplace.
OrderCapacity *string `fix:"528"`
//OrderRestrictions is a non-required field for MultilegOrderCancelReplace.
OrderRestrictions *string `fix:"529"`
//CustOrderCapacity is a non-required field for MultilegOrderCancelReplace.
CustOrderCapacity *int `fix:"582"`
//ForexReq is a non-required field for MultilegOrderCancelReplace.
ForexReq *bool `fix:"121"`
//SettlCurrency is a non-required field for MultilegOrderCancelReplace.
SettlCurrency *string `fix:"120"`
//BookingType is a non-required field for MultilegOrderCancelReplace.
BookingType *int `fix:"775"`
//Text is a non-required field for MultilegOrderCancelReplace.
Text *string `fix:"58"`
//EncodedTextLen is a non-required field for MultilegOrderCancelReplace.
EncodedTextLen *int `fix:"354"`
//EncodedText is a non-required field for MultilegOrderCancelReplace.
EncodedText *string `fix:"355"`
//PositionEffect is a non-required field for MultilegOrderCancelReplace.
PositionEffect *string `fix:"77"`
//CoveredOrUncovered is a non-required field for MultilegOrderCancelReplace.
CoveredOrUncovered *int `fix:"203"`
//MaxShow is a non-required field for MultilegOrderCancelReplace.
MaxShow *float64 `fix:"210"`
//PegInstructions Component
PegInstructions peginstructions.Component
//DiscretionInstructions Component
DiscretionInstructions discretioninstructions.Component
//TargetStrategy is a non-required field for MultilegOrderCancelReplace.
TargetStrategy *int `fix:"847"`
//TargetStrategyParameters is a non-required field for MultilegOrderCancelReplace.
TargetStrategyParameters *string `fix:"848"`
//ParticipationRate is a non-required field for MultilegOrderCancelReplace.
ParticipationRate *float64 `fix:"849"`
//CancellationRights is a non-required field for MultilegOrderCancelReplace.
CancellationRights *string `fix:"480"`
//MoneyLaunderingStatus is a non-required field for MultilegOrderCancelReplace.
MoneyLaunderingStatus *string `fix:"481"`
//RegistID is a non-required field for MultilegOrderCancelReplace.
RegistID *string `fix:"513"`
//Designation is a non-required field for MultilegOrderCancelReplace.
Designation *string `fix:"494"`
//MultiLegRptTypeReq is a non-required field for MultilegOrderCancelReplace.
MultiLegRptTypeReq *int `fix:"563"`
//StrategyParametersGrp Component
StrategyParametersGrp strategyparametersgrp.Component
//MatchIncrement is a non-required field for MultilegOrderCancelReplace.
MatchIncrement *float64 `fix:"1089"`
//MaxPriceLevels is a non-required field for MultilegOrderCancelReplace.
MaxPriceLevels *int `fix:"1090"`
//DisplayInstruction Component
DisplayInstruction displayinstruction.Component
//PriceProtectionScope is a non-required field for MultilegOrderCancelReplace.
PriceProtectionScope *string `fix:"1092"`
//TriggeringInstruction Component
TriggeringInstruction triggeringinstruction.Component
//PreTradeAnonymity is a non-required field for MultilegOrderCancelReplace.
PreTradeAnonymity *bool `fix:"1091"`
//ExDestinationIDSource is a non-required field for MultilegOrderCancelReplace.
ExDestinationIDSource *string `fix:"1133"`
//SwapPoints is a non-required field for MultilegOrderCancelReplace.
SwapPoints *float64 `fix:"1069"`
//MultilegModel is a non-required field for MultilegOrderCancelReplace.
MultilegModel *int `fix:"1377"`
//MultilegPriceMethod is a non-required field for MultilegOrderCancelReplace.
MultilegPriceMethod *int `fix:"1378"`
//RiskFreeRate is a non-required field for MultilegOrderCancelReplace.
RiskFreeRate *float64 `fix:"1190"`
Trailer fixt11.Trailer
}
//Marshal converts Message to a quickfix.Message instance
func (m Message) Marshal() quickfix.Message { return quickfix.Marshal(m) }
//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 {
m := new(Message)
if err := quickfix.Unmarshal(msg, m); err != nil {
return err
}
return router(*m, sessionID)
}
return enum.ApplVerID_FIX50SP2, "AC", r
}