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MassQuoteAcknowledgement.scala
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MassQuoteAcknowledgement.scala
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/*
* Copyright 2010 the original author or authors.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
package fixengine.messages.fix44.burgundy
import fixengine.messages.{
RepeatingGroupInstance,
RepeatingGroup,
AbstractMessage,
MassQuoteAcknowledgement => MassQuoteAcknowledgementTrait,
MessageHeader,
MessageVisitor,
Required
}
import fixengine.tags.fix43.SecurityIDSource
import fixengine.tags.fix42.{
OfferSize,
BidSize,
OfferPx,
BidPx,
SecurityID,
QuoteEntryID,
Currency,
NoQuoteEntries,
TotQuoteEntries,
QuoteSetID,
NoQuoteSets,
Symbol,
Text,
QuoteID
}
import fixengine.tags.fix44.{
QuoteEntryRejectReason,
QuoteRejectReason,
QuoteAckStatus
}
class MassQuoteAcknowledgement(header: MessageHeader) extends AbstractMessage(header) with MassQuoteAcknowledgementTrait with Groups {
field(QuoteID.Tag)
field(QuoteAckStatus.Tag)
field(QuoteRejectReason.Tag, Required.NO)
field(Text.Tag, Required.NO)
def quoteSetAckGrp() {
group(new RepeatingGroup(NoQuoteSets.Tag) {
override def newInstance(): RepeatingGroupInstance =
new RepeatingGroupInstance(QuoteSetID.Tag) {
field(TotQuoteEntries.Tag, Required.NO)
def quoteEntryAckGrp() {
group(new RepeatingGroup(NoQuoteEntries.Tag) {
override def newInstance(): RepeatingGroupInstance =
new RepeatingGroupInstance(QuoteEntryID.Tag) {
field(Symbol.Tag)
field(SecurityIDSource.Tag, Required.NO)
field(SecurityID.Tag, Required.NO)
field(BidPx.Tag, Required.NO)
field(OfferPx.Tag, Required.NO)
field(BidSize.Tag, Required.NO)
field(OfferSize.Tag, Required.NO)
field(Currency.Tag)
field(QuoteEntryRejectReason.Tag, Required.NO)
}
})
}
quoteEntryAckGrp()
}
})
}
quoteSetAckGrp()
override def apply(visitor: MessageVisitor) = visitor.visit(this)
}