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MassQuote.go
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MassQuote.go
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//Package massquote msg type = i.
package massquote
import (
"github.com/quickfixgo/quickfix"
"github.com/quickfixgo/quickfix/enum"
"github.com/quickfixgo/quickfix/fix50/parties"
"github.com/quickfixgo/quickfix/fix50/quotsetgrp"
"github.com/quickfixgo/quickfix/fixt11"
)
//Message is a MassQuote FIX Message
type Message struct {
FIXMsgType string `fix:"i"`
Header fixt11.Header
//QuoteReqID is a non-required field for MassQuote.
QuoteReqID *string `fix:"131"`
//QuoteID is a required field for MassQuote.
QuoteID string `fix:"117"`
//QuoteType is a non-required field for MassQuote.
QuoteType *int `fix:"537"`
//QuoteResponseLevel is a non-required field for MassQuote.
QuoteResponseLevel *int `fix:"301"`
//Parties Component
Parties parties.Component
//Account is a non-required field for MassQuote.
Account *string `fix:"1"`
//AcctIDSource is a non-required field for MassQuote.
AcctIDSource *int `fix:"660"`
//AccountType is a non-required field for MassQuote.
AccountType *int `fix:"581"`
//DefBidSize is a non-required field for MassQuote.
DefBidSize *float64 `fix:"293"`
//DefOfferSize is a non-required field for MassQuote.
DefOfferSize *float64 `fix:"294"`
//QuotSetGrp Component
QuotSetGrp quotsetgrp.Component
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.BeginStringFIX50, "i", r
}