forked from quickfixgo/quickfix
/
IOI.go
149 lines (142 loc) · 7.17 KB
/
IOI.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
//Package ioi msg type = 6.
package ioi
import (
"github.com/quickfixgo/quickfix"
"github.com/quickfixgo/quickfix/enum"
"github.com/quickfixgo/quickfix/fix50sp1/applicationsequencecontrol"
"github.com/quickfixgo/quickfix/fix50sp1/financingdetails"
"github.com/quickfixgo/quickfix/fix50sp1/instrmtlegioigrp"
"github.com/quickfixgo/quickfix/fix50sp1/instrument"
"github.com/quickfixgo/quickfix/fix50sp1/ioiqualgrp"
"github.com/quickfixgo/quickfix/fix50sp1/orderqtydata"
"github.com/quickfixgo/quickfix/fix50sp1/parties"
"github.com/quickfixgo/quickfix/fix50sp1/routinggrp"
"github.com/quickfixgo/quickfix/fix50sp1/spreadorbenchmarkcurvedata"
"github.com/quickfixgo/quickfix/fix50sp1/stipulations"
"github.com/quickfixgo/quickfix/fix50sp1/undinstrmtgrp"
"github.com/quickfixgo/quickfix/fix50sp1/yielddata"
"github.com/quickfixgo/quickfix/fixt11"
"time"
)
//Message is a IOI FIX Message
type Message struct {
FIXMsgType string `fix:"6"`
fixt11.Header
//IOIID is a required field for IOI.
IOIID string `fix:"23"`
//IOITransType is a required field for IOI.
IOITransType string `fix:"28"`
//IOIRefID is a non-required field for IOI.
IOIRefID *string `fix:"26"`
//Instrument is a required component for IOI.
instrument.Instrument
//FinancingDetails is a non-required component for IOI.
FinancingDetails *financingdetails.FinancingDetails
//UndInstrmtGrp is a non-required component for IOI.
UndInstrmtGrp *undinstrmtgrp.UndInstrmtGrp
//Side is a required field for IOI.
Side string `fix:"54"`
//QtyType is a non-required field for IOI.
QtyType *int `fix:"854"`
//OrderQtyData is a non-required component for IOI.
OrderQtyData *orderqtydata.OrderQtyData
//IOIQty is a required field for IOI.
IOIQty string `fix:"27"`
//Currency is a non-required field for IOI.
Currency *string `fix:"15"`
//Stipulations is a non-required component for IOI.
Stipulations *stipulations.Stipulations
//InstrmtLegIOIGrp is a non-required component for IOI.
InstrmtLegIOIGrp *instrmtlegioigrp.InstrmtLegIOIGrp
//PriceType is a non-required field for IOI.
PriceType *int `fix:"423"`
//Price is a non-required field for IOI.
Price *float64 `fix:"44"`
//ValidUntilTime is a non-required field for IOI.
ValidUntilTime *time.Time `fix:"62"`
//IOIQltyInd is a non-required field for IOI.
IOIQltyInd *string `fix:"25"`
//IOINaturalFlag is a non-required field for IOI.
IOINaturalFlag *bool `fix:"130"`
//IOIQualGrp is a non-required component for IOI.
IOIQualGrp *ioiqualgrp.IOIQualGrp
//Text is a non-required field for IOI.
Text *string `fix:"58"`
//EncodedTextLen is a non-required field for IOI.
EncodedTextLen *int `fix:"354"`
//EncodedText is a non-required field for IOI.
EncodedText *string `fix:"355"`
//TransactTime is a non-required field for IOI.
TransactTime *time.Time `fix:"60"`
//URLLink is a non-required field for IOI.
URLLink *string `fix:"149"`
//RoutingGrp is a non-required component for IOI.
RoutingGrp *routinggrp.RoutingGrp
//SpreadOrBenchmarkCurveData is a non-required component for IOI.
SpreadOrBenchmarkCurveData *spreadorbenchmarkcurvedata.SpreadOrBenchmarkCurveData
//YieldData is a non-required component for IOI.
YieldData *yielddata.YieldData
//Parties is a non-required component for IOI.
Parties *parties.Parties
//ApplicationSequenceControl is a non-required component for IOI.
ApplicationSequenceControl *applicationsequencecontrol.ApplicationSequenceControl
fixt11.Trailer
}
//Marshal converts Message to a quickfix.Message instance
func (m Message) Marshal() quickfix.Message { return quickfix.Marshal(m) }
//New returns an initialized IOI instance
func New(ioiid string, ioitranstype string, instrument instrument.Instrument, side string, ioiqty string) *Message {
var m Message
m.SetIOIID(ioiid)
m.SetIOITransType(ioitranstype)
m.SetInstrument(instrument)
m.SetSide(side)
m.SetIOIQty(ioiqty)
return &m
}
func (m *Message) SetIOIID(v string) { m.IOIID = v }
func (m *Message) SetIOITransType(v string) { m.IOITransType = v }
func (m *Message) SetIOIRefID(v string) { m.IOIRefID = &v }
func (m *Message) SetInstrument(v instrument.Instrument) { m.Instrument = v }
func (m *Message) SetFinancingDetails(v financingdetails.FinancingDetails) { m.FinancingDetails = &v }
func (m *Message) SetUndInstrmtGrp(v undinstrmtgrp.UndInstrmtGrp) { m.UndInstrmtGrp = &v }
func (m *Message) SetSide(v string) { m.Side = v }
func (m *Message) SetQtyType(v int) { m.QtyType = &v }
func (m *Message) SetOrderQtyData(v orderqtydata.OrderQtyData) { m.OrderQtyData = &v }
func (m *Message) SetIOIQty(v string) { m.IOIQty = v }
func (m *Message) SetCurrency(v string) { m.Currency = &v }
func (m *Message) SetStipulations(v stipulations.Stipulations) { m.Stipulations = &v }
func (m *Message) SetInstrmtLegIOIGrp(v instrmtlegioigrp.InstrmtLegIOIGrp) { m.InstrmtLegIOIGrp = &v }
func (m *Message) SetPriceType(v int) { m.PriceType = &v }
func (m *Message) SetPrice(v float64) { m.Price = &v }
func (m *Message) SetValidUntilTime(v time.Time) { m.ValidUntilTime = &v }
func (m *Message) SetIOIQltyInd(v string) { m.IOIQltyInd = &v }
func (m *Message) SetIOINaturalFlag(v bool) { m.IOINaturalFlag = &v }
func (m *Message) SetIOIQualGrp(v ioiqualgrp.IOIQualGrp) { m.IOIQualGrp = &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 }
func (m *Message) SetTransactTime(v time.Time) { m.TransactTime = &v }
func (m *Message) SetURLLink(v string) { m.URLLink = &v }
func (m *Message) SetRoutingGrp(v routinggrp.RoutingGrp) { m.RoutingGrp = &v }
func (m *Message) SetSpreadOrBenchmarkCurveData(v spreadorbenchmarkcurvedata.SpreadOrBenchmarkCurveData) {
m.SpreadOrBenchmarkCurveData = &v
}
func (m *Message) SetYieldData(v yielddata.YieldData) { m.YieldData = &v }
func (m *Message) SetParties(v parties.Parties) { m.Parties = &v }
func (m *Message) SetApplicationSequenceControl(v applicationsequencecontrol.ApplicationSequenceControl) {
m.ApplicationSequenceControl = &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_FIX50SP1, "6", r
}