Golang NewOrderQty Examples

Example #1

File: executor.go Project: quickfixgo/examples

func (e *executor) OnFIX41NewOrderSingle(msg fix41nos.NewOrderSingle, sessionID quickfix.SessionID) (err quickfix.MessageRejectError) {
	ordType, err := msg.GetOrdType()
	if err != nil {
		return
	}
	if ordType != enum.OrdType_LIMIT {
		return quickfix.ValueIsIncorrect(tag.OrdType)
	}

	symbol, err := msg.GetSymbol()
	if err != nil {
		return
	}

	side, err := msg.GetSide()
	if err != nil {
		return
	}

	orderQty, err := msg.GetOrderQty()
	if err != nil {
		return
	}

	price, err := msg.GetPrice()
	if err != nil {
		return
	}

	execReport := fix41er.New(
		e.genOrderID(),
		e.genExecID(),
		field.NewExecTransType(enum.ExecTransType_NEW),
		field.NewExecType(enum.ExecType_FILL),
		field.NewOrdStatus(enum.OrdStatus_FILLED),
		field.NewSymbol(symbol),
		field.NewSide(side),
		field.NewOrderQty(orderQty, 2),
		field.NewLastShares(orderQty, 2),
		field.NewLastPx(price, 2),
		field.NewLeavesQty(decimal.Zero, 2),
		field.NewCumQty(orderQty, 2),
		field.NewAvgPx(price, 2),
	)

	clOrdID, err := msg.GetClOrdID()
	if err != nil {
		return
	}
	execReport.SetClOrdID(clOrdID)

	quickfix.SendToTarget(execReport, sessionID)

	return
}

Example #2

File: NewOrderSingle.generated.go Project: cbusbey/quickfix

//SetOrderQty sets OrderQty, Tag 38
func (m NewOrderSingle) SetOrderQty(v float64) {
	m.Set(field.NewOrderQty(v))
}

Example #3

File: OrderCancelRequest.generated.go Project: cbusbey/quickfix

//SetOrderQty sets OrderQty, Tag 38
func (m OrderCancelRequest) SetOrderQty(v float64) {
	m.Set(field.NewOrderQty(v))
}

Example #4

File: DontKnowTrade.generated.go Project: quickfixgo/quickfix

//SetOrderQty sets OrderQty, Tag 38
func (m DontKnowTrade) SetOrderQty(value decimal.Decimal, scale int32) {
	m.Set(field.NewOrderQty(value, scale))
}

Example #5

File: DontKnowTrade.generated.go Project: cbusbey/quickfix

//SetOrderQty sets OrderQty, Tag 38
func (m DontKnowTrade) SetOrderQty(v float64) {
	m.Set(field.NewOrderQty(v))
}

Example #6

File: ConfirmationRequest.generated.go Project: cbusbey/quickfix

//SetOrderQty sets OrderQty, Tag 38
func (m NoOrders) SetOrderQty(v float64) {
	m.Set(field.NewOrderQty(v))
}

Example #7

File: QuoteRequest.generated.go Project: quickfixgo/quickfix

//SetOrderQty sets OrderQty, Tag 38
func (m NoRelatedSym) SetOrderQty(value decimal.Decimal, scale int32) {
	m.Set(field.NewOrderQty(value, scale))
}

Example #8

File: main.go Project: cbusbey/quickfix

func main() {
	fmt.Println("hello world")

	msg := quickfix.NewMessage()

	group := NewNoOrdersRepeatingGroup()
	order1 := group.Add()
	order1.SetClOrdID(field.ClOrdIDField{FIXString: "1"})

	order2 := group.Add()
	order2.SetClOrdID(field.ClOrdIDField{FIXString: "2"})

	msg.Header.Set(field.NewBeginString(enum.BeginStringFIX42))
	msg.Header.Set(field.NewMsgType(enum.MsgType_NEW_ORDER_CROSS))
	msg.Body.SetGroup(group)

	b, _ := msg.Build()
	fmt.Println(string(b))

	m, err := quickfix.ParseMessage(b)
	if err != nil {
		panic(err)
	}

	g := NewNoOrdersRepeatingGroup()
	m.Body.GetGroup(g)

	fmt.Println(g.Len())

	clordid1, _ := g.Get(0).GetClOrdID()
	clordid2, _ := g.Get(1).GetClOrdID()

	fmt.Println(clordid1)
	fmt.Println(clordid2)

	m, err = quickfix.ParseMessage([]byte("8=FIX.4.2
9=108
35=D
34=2
49=TW
52=20160421-14:43:50
56=ISLD
11=ID
21=4
40=1
54=1
38=002000.00
55=INTC
60=20160421-14:43:50
10=004
"))
	//	m, err = quickfix.ParseMessage([]byte("8=FIX.4.2
9=108
35=D
34=2
49=TW
52=20160421-14:43:50
56=ISLD
11=ID
21=4
38=002000.00
40=1
54=2
55=INTC
60=20160421-14:43:50
10=005
"))
	//	m, err = quickfix.ParseMessage([]byte("8=FIX.4.2
9=118
35=D
34=2
49=TW
52=20160421-14:43:50
56=ISLD
11=ID
21=4
38=002000.00
40=1
54=2
55=INTC
58=oh hai
60=20160421-14:43:50
10=218"))

	if err != nil {
		panic(err)
	}

	nos := newordersingle.FromMessage(m)
	if side, err := nos.GetSide(); err != nil {
		panic(err)
	} else {
		fmt.Printf("Side is %v\n", side)
	}
	nos.SetSide(enum.Side_SELL)
	nos.Set(field.NewText("oh hai"))

	m = nos.ToMessage()
	b, err = m.Build()
	if err != nil {
		panic(err)
	}
	fmt.Println(string(b))

	newNos := newordersingle.New(
		field.NewClOrdID("1234"),
		field.NewHandlInst("1"),
		field.NewSymbol("TSLA"),
		field.NewSide(enum.Side_BUY),
		field.NewOrderQty(100.0),
		field.NewOrdType(enum.OrdType_MARKET),
	)

	//newNos.Set(field.NewTransactTime(time.Now()))
	newNos.Set(field.NewTransactTimeNoMillis(time.Now()))

	m = newNos.ToMessage()
	b, err = m.Build()
	if err != nil {
		panic(err)
	}
	fmt.Println(string(b))
}

Example #9

File: OrderCancelRequest.generated.go Project: quickfixgo/quickfix

//SetOrderQty sets OrderQty, Tag 38
func (m OrderCancelRequest) SetOrderQty(value decimal.Decimal, scale int32) {
	m.Set(field.NewOrderQty(value, scale))
}

Example #10

File: console.go Project: quickfixgo/examples

func queryOrderQty() field.OrderQtyField {
	return field.NewOrderQty(queryDecimal("OrderQty"), 2)
}

Example #11

File: NewOrderList.generated.go Project: cbusbey/quickfix

//SetOrderQty sets OrderQty, Tag 38
func (m NewOrderList) SetOrderQty(v float64) {
	m.Set(field.NewOrderQty(v))
}

Example #12

File: ExecutionReport.generated.go Project: cbusbey/quickfix

//SetOrderQty sets OrderQty, Tag 38
func (m ExecutionReport) SetOrderQty(v float64) {
	m.Set(field.NewOrderQty(v))
}

Example #13

File: console.go Project: cbusbey/examples

func queryOrderQty() field.OrderQtyField {
	return field.NewOrderQty(queryFloat("OrderQty"))
}

Example #14

File: QuoteRequest.generated.go Project: cbusbey/quickfix

//SetOrderQty sets OrderQty, Tag 38
func (m NoRelatedSym) SetOrderQty(v float64) {
	m.Set(field.NewOrderQty(v))
}

Example #15

File: ExecutionReport.generated.go Project: quickfixgo/examples

//SetOrderQty sets OrderQty, Tag 38
func (m ExecutionReport) SetOrderQty(value decimal.Decimal, scale int32) {
	m.Set(field.NewOrderQty(value, scale))
}

Example #16

File: NewOrderSingle.generated.go Project: quickfixgo/examples

//SetOrderQty sets OrderQty, Tag 38
func (m NewOrderSingle) SetOrderQty(value decimal.Decimal, scale int32) {
	m.Set(field.NewOrderQty(value, scale))
}

Example #17

File: QuoteRequest.generated.go Project: cbusbey/quickfix

//SetOrderQty sets OrderQty, Tag 38
func (m QuoteRequest) SetOrderQty(v float64) {
	m.Set(field.NewOrderQty(v))
}