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CrossOrderCancelReplaceRequest.go
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CrossOrderCancelReplaceRequest.go
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//Package crossordercancelreplacerequest msg type = t.
package crossordercancelreplacerequest
import (
"github.com/quickfixgo/quickfix"
"github.com/quickfixgo/quickfix/enum"
"github.com/quickfixgo/quickfix/fix50sp2/discretioninstructions"
"github.com/quickfixgo/quickfix/fix50sp2/displayinstruction"
"github.com/quickfixgo/quickfix/fix50sp2/instrmtleggrp"
"github.com/quickfixgo/quickfix/fix50sp2/instrument"
"github.com/quickfixgo/quickfix/fix50sp2/peginstructions"
"github.com/quickfixgo/quickfix/fix50sp2/rootparties"
"github.com/quickfixgo/quickfix/fix50sp2/sidecrossordmodgrp"
"github.com/quickfixgo/quickfix/fix50sp2/spreadorbenchmarkcurvedata"
"github.com/quickfixgo/quickfix/fix50sp2/stipulations"
"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/fix50sp2/yielddata"
"github.com/quickfixgo/quickfix/fixt11"
"time"
)
//Message is a CrossOrderCancelReplaceRequest FIX Message
type Message struct {
FIXMsgType string `fix:"t"`
fixt11.Header
//OrderID is a non-required field for CrossOrderCancelReplaceRequest.
OrderID *string `fix:"37"`
//CrossID is a required field for CrossOrderCancelReplaceRequest.
CrossID string `fix:"548"`
//OrigCrossID is a required field for CrossOrderCancelReplaceRequest.
OrigCrossID string `fix:"551"`
//CrossType is a required field for CrossOrderCancelReplaceRequest.
CrossType int `fix:"549"`
//CrossPrioritization is a required field for CrossOrderCancelReplaceRequest.
CrossPrioritization int `fix:"550"`
//SideCrossOrdModGrp is a required component for CrossOrderCancelReplaceRequest.
sidecrossordmodgrp.SideCrossOrdModGrp
//Instrument is a required component for CrossOrderCancelReplaceRequest.
instrument.Instrument
//UndInstrmtGrp is a non-required component for CrossOrderCancelReplaceRequest.
UndInstrmtGrp *undinstrmtgrp.UndInstrmtGrp
//InstrmtLegGrp is a non-required component for CrossOrderCancelReplaceRequest.
InstrmtLegGrp *instrmtleggrp.InstrmtLegGrp
//SettlType is a non-required field for CrossOrderCancelReplaceRequest.
SettlType *string `fix:"63"`
//SettlDate is a non-required field for CrossOrderCancelReplaceRequest.
SettlDate *string `fix:"64"`
//HandlInst is a non-required field for CrossOrderCancelReplaceRequest.
HandlInst *string `fix:"21"`
//ExecInst is a non-required field for CrossOrderCancelReplaceRequest.
ExecInst *string `fix:"18"`
//MinQty is a non-required field for CrossOrderCancelReplaceRequest.
MinQty *float64 `fix:"110"`
//MaxFloor is a non-required field for CrossOrderCancelReplaceRequest.
MaxFloor *float64 `fix:"111"`
//ExDestination is a non-required field for CrossOrderCancelReplaceRequest.
ExDestination *string `fix:"100"`
//TrdgSesGrp is a non-required component for CrossOrderCancelReplaceRequest.
TrdgSesGrp *trdgsesgrp.TrdgSesGrp
//ProcessCode is a non-required field for CrossOrderCancelReplaceRequest.
ProcessCode *string `fix:"81"`
//PrevClosePx is a non-required field for CrossOrderCancelReplaceRequest.
PrevClosePx *float64 `fix:"140"`
//LocateReqd is a non-required field for CrossOrderCancelReplaceRequest.
LocateReqd *bool `fix:"114"`
//TransactTime is a required field for CrossOrderCancelReplaceRequest.
TransactTime time.Time `fix:"60"`
//Stipulations is a non-required component for CrossOrderCancelReplaceRequest.
Stipulations *stipulations.Stipulations
//OrdType is a required field for CrossOrderCancelReplaceRequest.
OrdType string `fix:"40"`
//PriceType is a non-required field for CrossOrderCancelReplaceRequest.
PriceType *int `fix:"423"`
//Price is a non-required field for CrossOrderCancelReplaceRequest.
Price *float64 `fix:"44"`
//StopPx is a non-required field for CrossOrderCancelReplaceRequest.
StopPx *float64 `fix:"99"`
//SpreadOrBenchmarkCurveData is a non-required component for CrossOrderCancelReplaceRequest.
SpreadOrBenchmarkCurveData *spreadorbenchmarkcurvedata.SpreadOrBenchmarkCurveData
//YieldData is a non-required component for CrossOrderCancelReplaceRequest.
YieldData *yielddata.YieldData
//Currency is a non-required field for CrossOrderCancelReplaceRequest.
Currency *string `fix:"15"`
//ComplianceID is a non-required field for CrossOrderCancelReplaceRequest.
ComplianceID *string `fix:"376"`
//IOIID is a non-required field for CrossOrderCancelReplaceRequest.
IOIID *string `fix:"23"`
//QuoteID is a non-required field for CrossOrderCancelReplaceRequest.
QuoteID *string `fix:"117"`
//TimeInForce is a non-required field for CrossOrderCancelReplaceRequest.
TimeInForce *string `fix:"59"`
//EffectiveTime is a non-required field for CrossOrderCancelReplaceRequest.
EffectiveTime *time.Time `fix:"168"`
//ExpireDate is a non-required field for CrossOrderCancelReplaceRequest.
ExpireDate *string `fix:"432"`
//ExpireTime is a non-required field for CrossOrderCancelReplaceRequest.
ExpireTime *time.Time `fix:"126"`
//GTBookingInst is a non-required field for CrossOrderCancelReplaceRequest.
GTBookingInst *int `fix:"427"`
//MaxShow is a non-required field for CrossOrderCancelReplaceRequest.
MaxShow *float64 `fix:"210"`
//PegInstructions is a non-required component for CrossOrderCancelReplaceRequest.
PegInstructions *peginstructions.PegInstructions
//DiscretionInstructions is a non-required component for CrossOrderCancelReplaceRequest.
DiscretionInstructions *discretioninstructions.DiscretionInstructions
//TargetStrategy is a non-required field for CrossOrderCancelReplaceRequest.
TargetStrategy *int `fix:"847"`
//TargetStrategyParameters is a non-required field for CrossOrderCancelReplaceRequest.
TargetStrategyParameters *string `fix:"848"`
//ParticipationRate is a non-required field for CrossOrderCancelReplaceRequest.
ParticipationRate *float64 `fix:"849"`
//CancellationRights is a non-required field for CrossOrderCancelReplaceRequest.
CancellationRights *string `fix:"480"`
//MoneyLaunderingStatus is a non-required field for CrossOrderCancelReplaceRequest.
MoneyLaunderingStatus *string `fix:"481"`
//RegistID is a non-required field for CrossOrderCancelReplaceRequest.
RegistID *string `fix:"513"`
//Designation is a non-required field for CrossOrderCancelReplaceRequest.
Designation *string `fix:"494"`
//StrategyParametersGrp is a non-required component for CrossOrderCancelReplaceRequest.
StrategyParametersGrp *strategyparametersgrp.StrategyParametersGrp
//HostCrossID is a non-required field for CrossOrderCancelReplaceRequest.
HostCrossID *string `fix:"961"`
//TransBkdTime is a non-required field for CrossOrderCancelReplaceRequest.
TransBkdTime *time.Time `fix:"483"`
//RootParties is a non-required component for CrossOrderCancelReplaceRequest.
RootParties *rootparties.RootParties
//MatchIncrement is a non-required field for CrossOrderCancelReplaceRequest.
MatchIncrement *float64 `fix:"1089"`
//MaxPriceLevels is a non-required field for CrossOrderCancelReplaceRequest.
MaxPriceLevels *int `fix:"1090"`
//DisplayInstruction is a non-required component for CrossOrderCancelReplaceRequest.
DisplayInstruction *displayinstruction.DisplayInstruction
//PriceProtectionScope is a non-required field for CrossOrderCancelReplaceRequest.
PriceProtectionScope *string `fix:"1092"`
//TriggeringInstruction is a non-required component for CrossOrderCancelReplaceRequest.
TriggeringInstruction *triggeringinstruction.TriggeringInstruction
//ExDestinationIDSource is a non-required field for CrossOrderCancelReplaceRequest.
ExDestinationIDSource *string `fix:"1133"`
fixt11.Trailer
}
//Marshal converts Message to a quickfix.Message instance
func (m Message) Marshal() quickfix.Message { return quickfix.Marshal(m) }
//New returns an initialized CrossOrderCancelReplaceRequest instance
func New(crossid string, origcrossid string, crosstype int, crossprioritization int, sidecrossordmodgrp sidecrossordmodgrp.SideCrossOrdModGrp, instrument instrument.Instrument, transacttime time.Time, ordtype string) *Message {
var m Message
m.SetCrossID(crossid)
m.SetOrigCrossID(origcrossid)
m.SetCrossType(crosstype)
m.SetCrossPrioritization(crossprioritization)
m.SetSideCrossOrdModGrp(sidecrossordmodgrp)
m.SetInstrument(instrument)
m.SetTransactTime(transacttime)
m.SetOrdType(ordtype)
return &m
}
func (m *Message) SetOrderID(v string) { m.OrderID = &v }
func (m *Message) SetCrossID(v string) { m.CrossID = v }
func (m *Message) SetOrigCrossID(v string) { m.OrigCrossID = v }
func (m *Message) SetCrossType(v int) { m.CrossType = v }
func (m *Message) SetCrossPrioritization(v int) { m.CrossPrioritization = v }
func (m *Message) SetSideCrossOrdModGrp(v sidecrossordmodgrp.SideCrossOrdModGrp) {
m.SideCrossOrdModGrp = v
}
func (m *Message) SetInstrument(v instrument.Instrument) { m.Instrument = v }
func (m *Message) SetUndInstrmtGrp(v undinstrmtgrp.UndInstrmtGrp) { m.UndInstrmtGrp = &v }
func (m *Message) SetInstrmtLegGrp(v instrmtleggrp.InstrmtLegGrp) { m.InstrmtLegGrp = &v }
func (m *Message) SetSettlType(v string) { m.SettlType = &v }
func (m *Message) SetSettlDate(v string) { m.SettlDate = &v }
func (m *Message) SetHandlInst(v string) { m.HandlInst = &v }
func (m *Message) SetExecInst(v string) { m.ExecInst = &v }
func (m *Message) SetMinQty(v float64) { m.MinQty = &v }
func (m *Message) SetMaxFloor(v float64) { m.MaxFloor = &v }
func (m *Message) SetExDestination(v string) { m.ExDestination = &v }
func (m *Message) SetTrdgSesGrp(v trdgsesgrp.TrdgSesGrp) { m.TrdgSesGrp = &v }
func (m *Message) SetProcessCode(v string) { m.ProcessCode = &v }
func (m *Message) SetPrevClosePx(v float64) { m.PrevClosePx = &v }
func (m *Message) SetLocateReqd(v bool) { m.LocateReqd = &v }
func (m *Message) SetTransactTime(v time.Time) { m.TransactTime = v }
func (m *Message) SetStipulations(v stipulations.Stipulations) { m.Stipulations = &v }
func (m *Message) SetOrdType(v string) { m.OrdType = v }
func (m *Message) SetPriceType(v int) { m.PriceType = &v }
func (m *Message) SetPrice(v float64) { m.Price = &v }
func (m *Message) SetStopPx(v float64) { m.StopPx = &v }
func (m *Message) SetSpreadOrBenchmarkCurveData(v spreadorbenchmarkcurvedata.SpreadOrBenchmarkCurveData) {
m.SpreadOrBenchmarkCurveData = &v
}
func (m *Message) SetYieldData(v yielddata.YieldData) { m.YieldData = &v }
func (m *Message) SetCurrency(v string) { m.Currency = &v }
func (m *Message) SetComplianceID(v string) { m.ComplianceID = &v }
func (m *Message) SetIOIID(v string) { m.IOIID = &v }
func (m *Message) SetQuoteID(v string) { m.QuoteID = &v }
func (m *Message) SetTimeInForce(v string) { m.TimeInForce = &v }
func (m *Message) SetEffectiveTime(v time.Time) { m.EffectiveTime = &v }
func (m *Message) SetExpireDate(v string) { m.ExpireDate = &v }
func (m *Message) SetExpireTime(v time.Time) { m.ExpireTime = &v }
func (m *Message) SetGTBookingInst(v int) { m.GTBookingInst = &v }
func (m *Message) SetMaxShow(v float64) { m.MaxShow = &v }
func (m *Message) SetPegInstructions(v peginstructions.PegInstructions) { m.PegInstructions = &v }
func (m *Message) SetDiscretionInstructions(v discretioninstructions.DiscretionInstructions) {
m.DiscretionInstructions = &v
}
func (m *Message) SetTargetStrategy(v int) { m.TargetStrategy = &v }
func (m *Message) SetTargetStrategyParameters(v string) { m.TargetStrategyParameters = &v }
func (m *Message) SetParticipationRate(v float64) { m.ParticipationRate = &v }
func (m *Message) SetCancellationRights(v string) { m.CancellationRights = &v }
func (m *Message) SetMoneyLaunderingStatus(v string) { m.MoneyLaunderingStatus = &v }
func (m *Message) SetRegistID(v string) { m.RegistID = &v }
func (m *Message) SetDesignation(v string) { m.Designation = &v }
func (m *Message) SetStrategyParametersGrp(v strategyparametersgrp.StrategyParametersGrp) {
m.StrategyParametersGrp = &v
}
func (m *Message) SetHostCrossID(v string) { m.HostCrossID = &v }
func (m *Message) SetTransBkdTime(v time.Time) { m.TransBkdTime = &v }
func (m *Message) SetRootParties(v rootparties.RootParties) { m.RootParties = &v }
func (m *Message) SetMatchIncrement(v float64) { m.MatchIncrement = &v }
func (m *Message) SetMaxPriceLevels(v int) { m.MaxPriceLevels = &v }
func (m *Message) SetDisplayInstruction(v displayinstruction.DisplayInstruction) {
m.DisplayInstruction = &v
}
func (m *Message) SetPriceProtectionScope(v string) { m.PriceProtectionScope = &v }
func (m *Message) SetTriggeringInstruction(v triggeringinstruction.TriggeringInstruction) {
m.TriggeringInstruction = &v
}
func (m *Message) SetExDestinationIDSource(v string) { m.ExDestinationIDSource = &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.ApplVerID_FIX50SP2, "t", r
}