forked from quickfixgo/quickfix
/
TradeCaptureReport.go
307 lines (300 loc) · 18.4 KB
/
TradeCaptureReport.go
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
//Package tradecapturereport msg type = AE.
package tradecapturereport
import (
"github.com/quickfixgo/quickfix"
"github.com/quickfixgo/quickfix/enum"
"github.com/quickfixgo/quickfix/fix50/financingdetails"
"github.com/quickfixgo/quickfix/fix50/instrument"
"github.com/quickfixgo/quickfix/fix50/orderqtydata"
"github.com/quickfixgo/quickfix/fix50/positionamountdata"
"github.com/quickfixgo/quickfix/fix50/rootparties"
"github.com/quickfixgo/quickfix/fix50/spreadorbenchmarkcurvedata"
"github.com/quickfixgo/quickfix/fix50/trdcaprptsidegrp"
"github.com/quickfixgo/quickfix/fix50/trdinstrmtleggrp"
"github.com/quickfixgo/quickfix/fix50/trdregtimestamps"
"github.com/quickfixgo/quickfix/fix50/undinstrmtgrp"
"github.com/quickfixgo/quickfix/fix50/yielddata"
"github.com/quickfixgo/quickfix/fixt11"
"time"
)
//Message is a TradeCaptureReport FIX Message
type Message struct {
FIXMsgType string `fix:"AE"`
fixt11.Header
//TradeReportID is a non-required field for TradeCaptureReport.
TradeReportID *string `fix:"571"`
//TradeReportTransType is a non-required field for TradeCaptureReport.
TradeReportTransType *int `fix:"487"`
//TradeReportType is a non-required field for TradeCaptureReport.
TradeReportType *int `fix:"856"`
//TradeRequestID is a non-required field for TradeCaptureReport.
TradeRequestID *string `fix:"568"`
//TrdType is a non-required field for TradeCaptureReport.
TrdType *int `fix:"828"`
//TrdSubType is a non-required field for TradeCaptureReport.
TrdSubType *int `fix:"829"`
//SecondaryTrdType is a non-required field for TradeCaptureReport.
SecondaryTrdType *int `fix:"855"`
//TransferReason is a non-required field for TradeCaptureReport.
TransferReason *string `fix:"830"`
//ExecType is a non-required field for TradeCaptureReport.
ExecType *string `fix:"150"`
//TotNumTradeReports is a non-required field for TradeCaptureReport.
TotNumTradeReports *int `fix:"748"`
//LastRptRequested is a non-required field for TradeCaptureReport.
LastRptRequested *bool `fix:"912"`
//UnsolicitedIndicator is a non-required field for TradeCaptureReport.
UnsolicitedIndicator *bool `fix:"325"`
//SubscriptionRequestType is a non-required field for TradeCaptureReport.
SubscriptionRequestType *string `fix:"263"`
//TradeReportRefID is a non-required field for TradeCaptureReport.
TradeReportRefID *string `fix:"572"`
//SecondaryTradeReportRefID is a non-required field for TradeCaptureReport.
SecondaryTradeReportRefID *string `fix:"881"`
//SecondaryTradeReportID is a non-required field for TradeCaptureReport.
SecondaryTradeReportID *string `fix:"818"`
//TradeLinkID is a non-required field for TradeCaptureReport.
TradeLinkID *string `fix:"820"`
//TrdMatchID is a non-required field for TradeCaptureReport.
TrdMatchID *string `fix:"880"`
//ExecID is a non-required field for TradeCaptureReport.
ExecID *string `fix:"17"`
//OrdStatus is a non-required field for TradeCaptureReport.
OrdStatus *string `fix:"39"`
//SecondaryExecID is a non-required field for TradeCaptureReport.
SecondaryExecID *string `fix:"527"`
//ExecRestatementReason is a non-required field for TradeCaptureReport.
ExecRestatementReason *int `fix:"378"`
//PreviouslyReported is a non-required field for TradeCaptureReport.
PreviouslyReported *bool `fix:"570"`
//PriceType is a non-required field for TradeCaptureReport.
PriceType *int `fix:"423"`
//Instrument is a required component for TradeCaptureReport.
instrument.Instrument
//FinancingDetails is a non-required component for TradeCaptureReport.
FinancingDetails *financingdetails.FinancingDetails
//OrderQtyData is a non-required component for TradeCaptureReport.
OrderQtyData *orderqtydata.OrderQtyData
//QtyType is a non-required field for TradeCaptureReport.
QtyType *int `fix:"854"`
//YieldData is a non-required component for TradeCaptureReport.
YieldData *yielddata.YieldData
//UndInstrmtGrp is a non-required component for TradeCaptureReport.
UndInstrmtGrp *undinstrmtgrp.UndInstrmtGrp
//UnderlyingTradingSessionID is a non-required field for TradeCaptureReport.
UnderlyingTradingSessionID *string `fix:"822"`
//UnderlyingTradingSessionSubID is a non-required field for TradeCaptureReport.
UnderlyingTradingSessionSubID *string `fix:"823"`
//LastQty is a required field for TradeCaptureReport.
LastQty float64 `fix:"32"`
//LastPx is a required field for TradeCaptureReport.
LastPx float64 `fix:"31"`
//LastParPx is a non-required field for TradeCaptureReport.
LastParPx *float64 `fix:"669"`
//LastSpotRate is a non-required field for TradeCaptureReport.
LastSpotRate *float64 `fix:"194"`
//LastForwardPoints is a non-required field for TradeCaptureReport.
LastForwardPoints *float64 `fix:"195"`
//LastMkt is a non-required field for TradeCaptureReport.
LastMkt *string `fix:"30"`
//TradeDate is a required field for TradeCaptureReport.
TradeDate string `fix:"75"`
//ClearingBusinessDate is a non-required field for TradeCaptureReport.
ClearingBusinessDate *string `fix:"715"`
//AvgPx is a non-required field for TradeCaptureReport.
AvgPx *float64 `fix:"6"`
//SpreadOrBenchmarkCurveData is a non-required component for TradeCaptureReport.
SpreadOrBenchmarkCurveData *spreadorbenchmarkcurvedata.SpreadOrBenchmarkCurveData
//AvgPxIndicator is a non-required field for TradeCaptureReport.
AvgPxIndicator *int `fix:"819"`
//PositionAmountData is a non-required component for TradeCaptureReport.
PositionAmountData *positionamountdata.PositionAmountData
//MultiLegReportingType is a non-required field for TradeCaptureReport.
MultiLegReportingType *string `fix:"442"`
//TradeLegRefID is a non-required field for TradeCaptureReport.
TradeLegRefID *string `fix:"824"`
//TrdInstrmtLegGrp is a non-required component for TradeCaptureReport.
TrdInstrmtLegGrp *trdinstrmtleggrp.TrdInstrmtLegGrp
//TransactTime is a non-required field for TradeCaptureReport.
TransactTime *time.Time `fix:"60"`
//TrdRegTimestamps is a non-required component for TradeCaptureReport.
TrdRegTimestamps *trdregtimestamps.TrdRegTimestamps
//SettlType is a non-required field for TradeCaptureReport.
SettlType *string `fix:"63"`
//SettlDate is a non-required field for TradeCaptureReport.
SettlDate *string `fix:"64"`
//MatchStatus is a non-required field for TradeCaptureReport.
MatchStatus *string `fix:"573"`
//MatchType is a non-required field for TradeCaptureReport.
MatchType *string `fix:"574"`
//TrdCapRptSideGrp is a required component for TradeCaptureReport.
trdcaprptsidegrp.TrdCapRptSideGrp
//CopyMsgIndicator is a non-required field for TradeCaptureReport.
CopyMsgIndicator *bool `fix:"797"`
//PublishTrdIndicator is a non-required field for TradeCaptureReport.
PublishTrdIndicator *bool `fix:"852"`
//ShortSaleReason is a non-required field for TradeCaptureReport.
ShortSaleReason *int `fix:"853"`
//TrdRptStatus is a non-required field for TradeCaptureReport.
TrdRptStatus *int `fix:"939"`
//AsOfIndicator is a non-required field for TradeCaptureReport.
AsOfIndicator *string `fix:"1015"`
//SettlSessID is a non-required field for TradeCaptureReport.
SettlSessID *string `fix:"716"`
//SettlSessSubID is a non-required field for TradeCaptureReport.
SettlSessSubID *string `fix:"717"`
//TierCode is a non-required field for TradeCaptureReport.
TierCode *string `fix:"994"`
//MessageEventSource is a non-required field for TradeCaptureReport.
MessageEventSource *string `fix:"1011"`
//LastUpdateTime is a non-required field for TradeCaptureReport.
LastUpdateTime *time.Time `fix:"779"`
//RndPx is a non-required field for TradeCaptureReport.
RndPx *float64 `fix:"991"`
//TradeID is a non-required field for TradeCaptureReport.
TradeID *string `fix:"1003"`
//SecondaryTradeID is a non-required field for TradeCaptureReport.
SecondaryTradeID *string `fix:"1040"`
//FirmTradeID is a non-required field for TradeCaptureReport.
FirmTradeID *string `fix:"1041"`
//SecondaryFirmTradeID is a non-required field for TradeCaptureReport.
SecondaryFirmTradeID *string `fix:"1042"`
//CalculatedCcyLastQty is a non-required field for TradeCaptureReport.
CalculatedCcyLastQty *float64 `fix:"1056"`
//LastSwapPoints is a non-required field for TradeCaptureReport.
LastSwapPoints *float64 `fix:"1071"`
//UnderlyingSettlementDate is a non-required field for TradeCaptureReport.
UnderlyingSettlementDate *string `fix:"987"`
//GrossTradeAmt is a non-required field for TradeCaptureReport.
GrossTradeAmt *float64 `fix:"381"`
//RootParties is a non-required component for TradeCaptureReport.
RootParties *rootparties.RootParties
//OrderCategory is a non-required field for TradeCaptureReport.
OrderCategory *string `fix:"1115"`
//TradeHandlingInstr is a non-required field for TradeCaptureReport.
TradeHandlingInstr *string `fix:"1123"`
//OrigTradeHandlingInstr is a non-required field for TradeCaptureReport.
OrigTradeHandlingInstr *string `fix:"1124"`
//OrigTradeDate is a non-required field for TradeCaptureReport.
OrigTradeDate *string `fix:"1125"`
//OrigTradeID is a non-required field for TradeCaptureReport.
OrigTradeID *string `fix:"1126"`
//OrigSecondaryTradeID is a non-required field for TradeCaptureReport.
OrigSecondaryTradeID *string `fix:"1127"`
//TZTransactTime is a non-required field for TradeCaptureReport.
TZTransactTime *string `fix:"1132"`
//ReportedPxDiff is a non-required field for TradeCaptureReport.
ReportedPxDiff *bool `fix:"1134"`
fixt11.Trailer
}
//Marshal converts Message to a quickfix.Message instance
func (m Message) Marshal() quickfix.Message { return quickfix.Marshal(m) }
//New returns an initialized TradeCaptureReport instance
func New(instrument instrument.Instrument, lastqty float64, lastpx float64, tradedate string, trdcaprptsidegrp trdcaprptsidegrp.TrdCapRptSideGrp) *Message {
var m Message
m.SetInstrument(instrument)
m.SetLastQty(lastqty)
m.SetLastPx(lastpx)
m.SetTradeDate(tradedate)
m.SetTrdCapRptSideGrp(trdcaprptsidegrp)
return &m
}
func (m *Message) SetTradeReportID(v string) { m.TradeReportID = &v }
func (m *Message) SetTradeReportTransType(v int) { m.TradeReportTransType = &v }
func (m *Message) SetTradeReportType(v int) { m.TradeReportType = &v }
func (m *Message) SetTradeRequestID(v string) { m.TradeRequestID = &v }
func (m *Message) SetTrdType(v int) { m.TrdType = &v }
func (m *Message) SetTrdSubType(v int) { m.TrdSubType = &v }
func (m *Message) SetSecondaryTrdType(v int) { m.SecondaryTrdType = &v }
func (m *Message) SetTransferReason(v string) { m.TransferReason = &v }
func (m *Message) SetExecType(v string) { m.ExecType = &v }
func (m *Message) SetTotNumTradeReports(v int) { m.TotNumTradeReports = &v }
func (m *Message) SetLastRptRequested(v bool) { m.LastRptRequested = &v }
func (m *Message) SetUnsolicitedIndicator(v bool) { m.UnsolicitedIndicator = &v }
func (m *Message) SetSubscriptionRequestType(v string) { m.SubscriptionRequestType = &v }
func (m *Message) SetTradeReportRefID(v string) { m.TradeReportRefID = &v }
func (m *Message) SetSecondaryTradeReportRefID(v string) { m.SecondaryTradeReportRefID = &v }
func (m *Message) SetSecondaryTradeReportID(v string) { m.SecondaryTradeReportID = &v }
func (m *Message) SetTradeLinkID(v string) { m.TradeLinkID = &v }
func (m *Message) SetTrdMatchID(v string) { m.TrdMatchID = &v }
func (m *Message) SetExecID(v string) { m.ExecID = &v }
func (m *Message) SetOrdStatus(v string) { m.OrdStatus = &v }
func (m *Message) SetSecondaryExecID(v string) { m.SecondaryExecID = &v }
func (m *Message) SetExecRestatementReason(v int) { m.ExecRestatementReason = &v }
func (m *Message) SetPreviouslyReported(v bool) { m.PreviouslyReported = &v }
func (m *Message) SetPriceType(v int) { m.PriceType = &v }
func (m *Message) SetInstrument(v instrument.Instrument) { m.Instrument = v }
func (m *Message) SetFinancingDetails(v financingdetails.FinancingDetails) { m.FinancingDetails = &v }
func (m *Message) SetOrderQtyData(v orderqtydata.OrderQtyData) { m.OrderQtyData = &v }
func (m *Message) SetQtyType(v int) { m.QtyType = &v }
func (m *Message) SetYieldData(v yielddata.YieldData) { m.YieldData = &v }
func (m *Message) SetUndInstrmtGrp(v undinstrmtgrp.UndInstrmtGrp) { m.UndInstrmtGrp = &v }
func (m *Message) SetUnderlyingTradingSessionID(v string) { m.UnderlyingTradingSessionID = &v }
func (m *Message) SetUnderlyingTradingSessionSubID(v string) { m.UnderlyingTradingSessionSubID = &v }
func (m *Message) SetLastQty(v float64) { m.LastQty = v }
func (m *Message) SetLastPx(v float64) { m.LastPx = v }
func (m *Message) SetLastParPx(v float64) { m.LastParPx = &v }
func (m *Message) SetLastSpotRate(v float64) { m.LastSpotRate = &v }
func (m *Message) SetLastForwardPoints(v float64) { m.LastForwardPoints = &v }
func (m *Message) SetLastMkt(v string) { m.LastMkt = &v }
func (m *Message) SetTradeDate(v string) { m.TradeDate = v }
func (m *Message) SetClearingBusinessDate(v string) { m.ClearingBusinessDate = &v }
func (m *Message) SetAvgPx(v float64) { m.AvgPx = &v }
func (m *Message) SetSpreadOrBenchmarkCurveData(v spreadorbenchmarkcurvedata.SpreadOrBenchmarkCurveData) {
m.SpreadOrBenchmarkCurveData = &v
}
func (m *Message) SetAvgPxIndicator(v int) { m.AvgPxIndicator = &v }
func (m *Message) SetPositionAmountData(v positionamountdata.PositionAmountData) {
m.PositionAmountData = &v
}
func (m *Message) SetMultiLegReportingType(v string) { m.MultiLegReportingType = &v }
func (m *Message) SetTradeLegRefID(v string) { m.TradeLegRefID = &v }
func (m *Message) SetTrdInstrmtLegGrp(v trdinstrmtleggrp.TrdInstrmtLegGrp) { m.TrdInstrmtLegGrp = &v }
func (m *Message) SetTransactTime(v time.Time) { m.TransactTime = &v }
func (m *Message) SetTrdRegTimestamps(v trdregtimestamps.TrdRegTimestamps) { m.TrdRegTimestamps = &v }
func (m *Message) SetSettlType(v string) { m.SettlType = &v }
func (m *Message) SetSettlDate(v string) { m.SettlDate = &v }
func (m *Message) SetMatchStatus(v string) { m.MatchStatus = &v }
func (m *Message) SetMatchType(v string) { m.MatchType = &v }
func (m *Message) SetTrdCapRptSideGrp(v trdcaprptsidegrp.TrdCapRptSideGrp) { m.TrdCapRptSideGrp = v }
func (m *Message) SetCopyMsgIndicator(v bool) { m.CopyMsgIndicator = &v }
func (m *Message) SetPublishTrdIndicator(v bool) { m.PublishTrdIndicator = &v }
func (m *Message) SetShortSaleReason(v int) { m.ShortSaleReason = &v }
func (m *Message) SetTrdRptStatus(v int) { m.TrdRptStatus = &v }
func (m *Message) SetAsOfIndicator(v string) { m.AsOfIndicator = &v }
func (m *Message) SetSettlSessID(v string) { m.SettlSessID = &v }
func (m *Message) SetSettlSessSubID(v string) { m.SettlSessSubID = &v }
func (m *Message) SetTierCode(v string) { m.TierCode = &v }
func (m *Message) SetMessageEventSource(v string) { m.MessageEventSource = &v }
func (m *Message) SetLastUpdateTime(v time.Time) { m.LastUpdateTime = &v }
func (m *Message) SetRndPx(v float64) { m.RndPx = &v }
func (m *Message) SetTradeID(v string) { m.TradeID = &v }
func (m *Message) SetSecondaryTradeID(v string) { m.SecondaryTradeID = &v }
func (m *Message) SetFirmTradeID(v string) { m.FirmTradeID = &v }
func (m *Message) SetSecondaryFirmTradeID(v string) { m.SecondaryFirmTradeID = &v }
func (m *Message) SetCalculatedCcyLastQty(v float64) { m.CalculatedCcyLastQty = &v }
func (m *Message) SetLastSwapPoints(v float64) { m.LastSwapPoints = &v }
func (m *Message) SetUnderlyingSettlementDate(v string) { m.UnderlyingSettlementDate = &v }
func (m *Message) SetGrossTradeAmt(v float64) { m.GrossTradeAmt = &v }
func (m *Message) SetRootParties(v rootparties.RootParties) { m.RootParties = &v }
func (m *Message) SetOrderCategory(v string) { m.OrderCategory = &v }
func (m *Message) SetTradeHandlingInstr(v string) { m.TradeHandlingInstr = &v }
func (m *Message) SetOrigTradeHandlingInstr(v string) { m.OrigTradeHandlingInstr = &v }
func (m *Message) SetOrigTradeDate(v string) { m.OrigTradeDate = &v }
func (m *Message) SetOrigTradeID(v string) { m.OrigTradeID = &v }
func (m *Message) SetOrigSecondaryTradeID(v string) { m.OrigSecondaryTradeID = &v }
func (m *Message) SetTZTransactTime(v string) { m.TZTransactTime = &v }
func (m *Message) SetReportedPxDiff(v bool) { m.ReportedPxDiff = &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, "AE", r
}