forked from quickfixgo/quickfix
/
Quote.go
263 lines (256 loc) · 14 KB
/
Quote.go
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//Package quote msg type = S.
package quote
import (
"github.com/quickfixgo/quickfix"
"github.com/quickfixgo/quickfix/enum"
"github.com/quickfixgo/quickfix/fix50sp2/financingdetails"
"github.com/quickfixgo/quickfix/fix50sp2/instrument"
"github.com/quickfixgo/quickfix/fix50sp2/legquotgrp"
"github.com/quickfixgo/quickfix/fix50sp2/orderqtydata"
"github.com/quickfixgo/quickfix/fix50sp2/parties"
"github.com/quickfixgo/quickfix/fix50sp2/quotqualgrp"
"github.com/quickfixgo/quickfix/fix50sp2/ratesource"
"github.com/quickfixgo/quickfix/fix50sp2/spreadorbenchmarkcurvedata"
"github.com/quickfixgo/quickfix/fix50sp2/stipulations"
"github.com/quickfixgo/quickfix/fix50sp2/undinstrmtgrp"
"github.com/quickfixgo/quickfix/fix50sp2/yielddata"
"github.com/quickfixgo/quickfix/fixt11"
"time"
)
//Message is a Quote FIX Message
type Message struct {
FIXMsgType string `fix:"S"`
fixt11.Header
//QuoteReqID is a non-required field for Quote.
QuoteReqID *string `fix:"131"`
//QuoteID is a required field for Quote.
QuoteID string `fix:"117"`
//QuoteRespID is a non-required field for Quote.
QuoteRespID *string `fix:"693"`
//QuoteType is a non-required field for Quote.
QuoteType *int `fix:"537"`
//QuotQualGrp is a non-required component for Quote.
QuotQualGrp *quotqualgrp.QuotQualGrp
//QuoteResponseLevel is a non-required field for Quote.
QuoteResponseLevel *int `fix:"301"`
//Parties is a non-required component for Quote.
Parties *parties.Parties
//TradingSessionID is a non-required field for Quote.
TradingSessionID *string `fix:"336"`
//TradingSessionSubID is a non-required field for Quote.
TradingSessionSubID *string `fix:"625"`
//Instrument is a required component for Quote.
instrument.Instrument
//FinancingDetails is a non-required component for Quote.
FinancingDetails *financingdetails.FinancingDetails
//UndInstrmtGrp is a non-required component for Quote.
UndInstrmtGrp *undinstrmtgrp.UndInstrmtGrp
//Side is a non-required field for Quote.
Side *string `fix:"54"`
//OrderQtyData is a non-required component for Quote.
OrderQtyData *orderqtydata.OrderQtyData
//SettlType is a non-required field for Quote.
SettlType *string `fix:"63"`
//SettlDate is a non-required field for Quote.
SettlDate *string `fix:"64"`
//SettlDate2 is a non-required field for Quote.
SettlDate2 *string `fix:"193"`
//OrderQty2 is a non-required field for Quote.
OrderQty2 *float64 `fix:"192"`
//Currency is a non-required field for Quote.
Currency *string `fix:"15"`
//Stipulations is a non-required component for Quote.
Stipulations *stipulations.Stipulations
//Account is a non-required field for Quote.
Account *string `fix:"1"`
//AcctIDSource is a non-required field for Quote.
AcctIDSource *int `fix:"660"`
//AccountType is a non-required field for Quote.
AccountType *int `fix:"581"`
//LegQuotGrp is a non-required component for Quote.
LegQuotGrp *legquotgrp.LegQuotGrp
//BidPx is a non-required field for Quote.
BidPx *float64 `fix:"132"`
//OfferPx is a non-required field for Quote.
OfferPx *float64 `fix:"133"`
//MktBidPx is a non-required field for Quote.
MktBidPx *float64 `fix:"645"`
//MktOfferPx is a non-required field for Quote.
MktOfferPx *float64 `fix:"646"`
//MinBidSize is a non-required field for Quote.
MinBidSize *float64 `fix:"647"`
//BidSize is a non-required field for Quote.
BidSize *float64 `fix:"134"`
//MinOfferSize is a non-required field for Quote.
MinOfferSize *float64 `fix:"648"`
//OfferSize is a non-required field for Quote.
OfferSize *float64 `fix:"135"`
//ValidUntilTime is a non-required field for Quote.
ValidUntilTime *time.Time `fix:"62"`
//BidSpotRate is a non-required field for Quote.
BidSpotRate *float64 `fix:"188"`
//OfferSpotRate is a non-required field for Quote.
OfferSpotRate *float64 `fix:"190"`
//BidForwardPoints is a non-required field for Quote.
BidForwardPoints *float64 `fix:"189"`
//OfferForwardPoints is a non-required field for Quote.
OfferForwardPoints *float64 `fix:"191"`
//MidPx is a non-required field for Quote.
MidPx *float64 `fix:"631"`
//BidYield is a non-required field for Quote.
BidYield *float64 `fix:"632"`
//MidYield is a non-required field for Quote.
MidYield *float64 `fix:"633"`
//OfferYield is a non-required field for Quote.
OfferYield *float64 `fix:"634"`
//TransactTime is a non-required field for Quote.
TransactTime *time.Time `fix:"60"`
//OrdType is a non-required field for Quote.
OrdType *string `fix:"40"`
//BidForwardPoints2 is a non-required field for Quote.
BidForwardPoints2 *float64 `fix:"642"`
//OfferForwardPoints2 is a non-required field for Quote.
OfferForwardPoints2 *float64 `fix:"643"`
//SettlCurrBidFxRate is a non-required field for Quote.
SettlCurrBidFxRate *float64 `fix:"656"`
//SettlCurrOfferFxRate is a non-required field for Quote.
SettlCurrOfferFxRate *float64 `fix:"657"`
//SettlCurrFxRateCalc is a non-required field for Quote.
SettlCurrFxRateCalc *string `fix:"156"`
//CommType is a non-required field for Quote.
CommType *string `fix:"13"`
//Commission is a non-required field for Quote.
Commission *float64 `fix:"12"`
//CustOrderCapacity is a non-required field for Quote.
CustOrderCapacity *int `fix:"582"`
//ExDestination is a non-required field for Quote.
ExDestination *string `fix:"100"`
//OrderCapacity is a non-required field for Quote.
OrderCapacity *string `fix:"528"`
//PriceType is a non-required field for Quote.
PriceType *int `fix:"423"`
//SpreadOrBenchmarkCurveData is a non-required component for Quote.
SpreadOrBenchmarkCurveData *spreadorbenchmarkcurvedata.SpreadOrBenchmarkCurveData
//YieldData is a non-required component for Quote.
YieldData *yielddata.YieldData
//Text is a non-required field for Quote.
Text *string `fix:"58"`
//EncodedTextLen is a non-required field for Quote.
EncodedTextLen *int `fix:"354"`
//EncodedText is a non-required field for Quote.
EncodedText *string `fix:"355"`
//BidSwapPoints is a non-required field for Quote.
BidSwapPoints *float64 `fix:"1065"`
//OfferSwapPoints is a non-required field for Quote.
OfferSwapPoints *float64 `fix:"1066"`
//ExDestinationIDSource is a non-required field for Quote.
ExDestinationIDSource *string `fix:"1133"`
//QuoteMsgID is a non-required field for Quote.
QuoteMsgID *string `fix:"1166"`
//PrivateQuote is a non-required field for Quote.
PrivateQuote *bool `fix:"1171"`
//MinQty is a non-required field for Quote.
MinQty *float64 `fix:"110"`
//BookingType is a non-required field for Quote.
BookingType *int `fix:"775"`
//OrderRestrictions is a non-required field for Quote.
OrderRestrictions *string `fix:"529"`
//SettlCurrency is a non-required field for Quote.
SettlCurrency *string `fix:"120"`
//RateSource is a non-required component for Quote.
RateSource *ratesource.RateSource
fixt11.Trailer
}
//Marshal converts Message to a quickfix.Message instance
func (m Message) Marshal() quickfix.Message { return quickfix.Marshal(m) }
//New returns an initialized Quote instance
func New(quoteid string, instrument instrument.Instrument) *Message {
var m Message
m.SetQuoteID(quoteid)
m.SetInstrument(instrument)
return &m
}
func (m *Message) SetQuoteReqID(v string) { m.QuoteReqID = &v }
func (m *Message) SetQuoteID(v string) { m.QuoteID = v }
func (m *Message) SetQuoteRespID(v string) { m.QuoteRespID = &v }
func (m *Message) SetQuoteType(v int) { m.QuoteType = &v }
func (m *Message) SetQuotQualGrp(v quotqualgrp.QuotQualGrp) { m.QuotQualGrp = &v }
func (m *Message) SetQuoteResponseLevel(v int) { m.QuoteResponseLevel = &v }
func (m *Message) SetParties(v parties.Parties) { m.Parties = &v }
func (m *Message) SetTradingSessionID(v string) { m.TradingSessionID = &v }
func (m *Message) SetTradingSessionSubID(v string) { m.TradingSessionSubID = &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) SetOrderQtyData(v orderqtydata.OrderQtyData) { m.OrderQtyData = &v }
func (m *Message) SetSettlType(v string) { m.SettlType = &v }
func (m *Message) SetSettlDate(v string) { m.SettlDate = &v }
func (m *Message) SetSettlDate2(v string) { m.SettlDate2 = &v }
func (m *Message) SetOrderQty2(v float64) { m.OrderQty2 = &v }
func (m *Message) SetCurrency(v string) { m.Currency = &v }
func (m *Message) SetStipulations(v stipulations.Stipulations) { m.Stipulations = &v }
func (m *Message) SetAccount(v string) { m.Account = &v }
func (m *Message) SetAcctIDSource(v int) { m.AcctIDSource = &v }
func (m *Message) SetAccountType(v int) { m.AccountType = &v }
func (m *Message) SetLegQuotGrp(v legquotgrp.LegQuotGrp) { m.LegQuotGrp = &v }
func (m *Message) SetBidPx(v float64) { m.BidPx = &v }
func (m *Message) SetOfferPx(v float64) { m.OfferPx = &v }
func (m *Message) SetMktBidPx(v float64) { m.MktBidPx = &v }
func (m *Message) SetMktOfferPx(v float64) { m.MktOfferPx = &v }
func (m *Message) SetMinBidSize(v float64) { m.MinBidSize = &v }
func (m *Message) SetBidSize(v float64) { m.BidSize = &v }
func (m *Message) SetMinOfferSize(v float64) { m.MinOfferSize = &v }
func (m *Message) SetOfferSize(v float64) { m.OfferSize = &v }
func (m *Message) SetValidUntilTime(v time.Time) { m.ValidUntilTime = &v }
func (m *Message) SetBidSpotRate(v float64) { m.BidSpotRate = &v }
func (m *Message) SetOfferSpotRate(v float64) { m.OfferSpotRate = &v }
func (m *Message) SetBidForwardPoints(v float64) { m.BidForwardPoints = &v }
func (m *Message) SetOfferForwardPoints(v float64) { m.OfferForwardPoints = &v }
func (m *Message) SetMidPx(v float64) { m.MidPx = &v }
func (m *Message) SetBidYield(v float64) { m.BidYield = &v }
func (m *Message) SetMidYield(v float64) { m.MidYield = &v }
func (m *Message) SetOfferYield(v float64) { m.OfferYield = &v }
func (m *Message) SetTransactTime(v time.Time) { m.TransactTime = &v }
func (m *Message) SetOrdType(v string) { m.OrdType = &v }
func (m *Message) SetBidForwardPoints2(v float64) { m.BidForwardPoints2 = &v }
func (m *Message) SetOfferForwardPoints2(v float64) { m.OfferForwardPoints2 = &v }
func (m *Message) SetSettlCurrBidFxRate(v float64) { m.SettlCurrBidFxRate = &v }
func (m *Message) SetSettlCurrOfferFxRate(v float64) { m.SettlCurrOfferFxRate = &v }
func (m *Message) SetSettlCurrFxRateCalc(v string) { m.SettlCurrFxRateCalc = &v }
func (m *Message) SetCommType(v string) { m.CommType = &v }
func (m *Message) SetCommission(v float64) { m.Commission = &v }
func (m *Message) SetCustOrderCapacity(v int) { m.CustOrderCapacity = &v }
func (m *Message) SetExDestination(v string) { m.ExDestination = &v }
func (m *Message) SetOrderCapacity(v string) { m.OrderCapacity = &v }
func (m *Message) SetPriceType(v int) { m.PriceType = &v }
func (m *Message) SetSpreadOrBenchmarkCurveData(v spreadorbenchmarkcurvedata.SpreadOrBenchmarkCurveData) {
m.SpreadOrBenchmarkCurveData = &v
}
func (m *Message) SetYieldData(v yielddata.YieldData) { m.YieldData = &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) SetBidSwapPoints(v float64) { m.BidSwapPoints = &v }
func (m *Message) SetOfferSwapPoints(v float64) { m.OfferSwapPoints = &v }
func (m *Message) SetExDestinationIDSource(v string) { m.ExDestinationIDSource = &v }
func (m *Message) SetQuoteMsgID(v string) { m.QuoteMsgID = &v }
func (m *Message) SetPrivateQuote(v bool) { m.PrivateQuote = &v }
func (m *Message) SetMinQty(v float64) { m.MinQty = &v }
func (m *Message) SetBookingType(v int) { m.BookingType = &v }
func (m *Message) SetOrderRestrictions(v string) { m.OrderRestrictions = &v }
func (m *Message) SetSettlCurrency(v string) { m.SettlCurrency = &v }
func (m *Message) SetRateSource(v ratesource.RateSource) { m.RateSource = &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_FIX50SP2, "S", r
}