forked from quickfixgo/quickfix
/
ExecutionAcknowledgement.go
110 lines (103 loc) · 5.24 KB
/
ExecutionAcknowledgement.go
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//Package executionacknowledgement msg type = BN.
package executionacknowledgement
import (
"github.com/quickfixgo/quickfix"
"github.com/quickfixgo/quickfix/enum"
"github.com/quickfixgo/quickfix/fix50/instrmtleggrp"
"github.com/quickfixgo/quickfix/fix50/instrument"
"github.com/quickfixgo/quickfix/fix50/orderqtydata"
"github.com/quickfixgo/quickfix/fix50/undinstrmtgrp"
"github.com/quickfixgo/quickfix/fixt11"
)
//Message is a ExecutionAcknowledgement FIX Message
type Message struct {
FIXMsgType string `fix:"BN"`
fixt11.Header
//OrderID is a required field for ExecutionAcknowledgement.
OrderID string `fix:"37"`
//SecondaryOrderID is a non-required field for ExecutionAcknowledgement.
SecondaryOrderID *string `fix:"198"`
//ClOrdID is a non-required field for ExecutionAcknowledgement.
ClOrdID *string `fix:"11"`
//ExecAckStatus is a required field for ExecutionAcknowledgement.
ExecAckStatus string `fix:"1036"`
//ExecID is a required field for ExecutionAcknowledgement.
ExecID string `fix:"17"`
//DKReason is a non-required field for ExecutionAcknowledgement.
DKReason *string `fix:"127"`
//Instrument is a required component for ExecutionAcknowledgement.
instrument.Instrument
//UndInstrmtGrp is a non-required component for ExecutionAcknowledgement.
UndInstrmtGrp *undinstrmtgrp.UndInstrmtGrp
//InstrmtLegGrp is a non-required component for ExecutionAcknowledgement.
InstrmtLegGrp *instrmtleggrp.InstrmtLegGrp
//Side is a required field for ExecutionAcknowledgement.
Side string `fix:"54"`
//OrderQtyData is a required component for ExecutionAcknowledgement.
orderqtydata.OrderQtyData
//LastQty is a non-required field for ExecutionAcknowledgement.
LastQty *float64 `fix:"32"`
//LastPx is a non-required field for ExecutionAcknowledgement.
LastPx *float64 `fix:"31"`
//PriceType is a non-required field for ExecutionAcknowledgement.
PriceType *int `fix:"423"`
//LastParPx is a non-required field for ExecutionAcknowledgement.
LastParPx *float64 `fix:"669"`
//CumQty is a non-required field for ExecutionAcknowledgement.
CumQty *float64 `fix:"14"`
//AvgPx is a non-required field for ExecutionAcknowledgement.
AvgPx *float64 `fix:"6"`
//Text is a non-required field for ExecutionAcknowledgement.
Text *string `fix:"58"`
//EncodedTextLen is a non-required field for ExecutionAcknowledgement.
EncodedTextLen *int `fix:"354"`
//EncodedText is a non-required field for ExecutionAcknowledgement.
EncodedText *string `fix:"355"`
fixt11.Trailer
}
//Marshal converts Message to a quickfix.Message instance
func (m Message) Marshal() quickfix.Message { return quickfix.Marshal(m) }
//New returns an initialized ExecutionAcknowledgement instance
func New(orderid string, execackstatus string, execid string, instrument instrument.Instrument, side string, orderqtydata orderqtydata.OrderQtyData) *Message {
var m Message
m.SetOrderID(orderid)
m.SetExecAckStatus(execackstatus)
m.SetExecID(execid)
m.SetInstrument(instrument)
m.SetSide(side)
m.SetOrderQtyData(orderqtydata)
return &m
}
func (m *Message) SetOrderID(v string) { m.OrderID = v }
func (m *Message) SetSecondaryOrderID(v string) { m.SecondaryOrderID = &v }
func (m *Message) SetClOrdID(v string) { m.ClOrdID = &v }
func (m *Message) SetExecAckStatus(v string) { m.ExecAckStatus = v }
func (m *Message) SetExecID(v string) { m.ExecID = v }
func (m *Message) SetDKReason(v string) { m.DKReason = &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) SetSide(v string) { m.Side = v }
func (m *Message) SetOrderQtyData(v orderqtydata.OrderQtyData) { m.OrderQtyData = v }
func (m *Message) SetLastQty(v float64) { m.LastQty = &v }
func (m *Message) SetLastPx(v float64) { m.LastPx = &v }
func (m *Message) SetPriceType(v int) { m.PriceType = &v }
func (m *Message) SetLastParPx(v float64) { m.LastParPx = &v }
func (m *Message) SetCumQty(v float64) { m.CumQty = &v }
func (m *Message) SetAvgPx(v float64) { m.AvgPx = &v }
func (m *Message) SetText(v string) { m.Text = &v }
func (m *Message) SetEncodedTextLen(v int) { m.EncodedTextLen = &v }
func (m *Message) SetEncodedText(v string) { m.EncodedText = &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.BeginStringFIX50, "BN", r
}