//Builder returns an initialized MessageBuilder with specified required fields for ExecutionReport.
func Builder(
orderid *field.OrderIDField,
execid *field.ExecIDField,
exectranstype *field.ExecTransTypeField,
ordstatus *field.OrdStatusField,
symbol *field.SymbolField,
side *field.SideField,
orderqty *field.OrderQtyField,
lastshares *field.LastSharesField,
lastpx *field.LastPxField,
cumqty *field.CumQtyField,
avgpx *field.AvgPxField) MessageBuilder {
var builder MessageBuilder
builder.MessageBuilder = quickfix.NewMessageBuilder()
builder.Header().Set(field.NewBeginString(fix.BeginString_FIX40))
builder.Header().Set(field.NewMsgType("8"))
builder.Body().Set(orderid)
builder.Body().Set(execid)
builder.Body().Set(exectranstype)
builder.Body().Set(ordstatus)
builder.Body().Set(symbol)
builder.Body().Set(side)
builder.Body().Set(orderqty)
builder.Body().Set(lastshares)
builder.Body().Set(lastpx)
builder.Body().Set(cumqty)
builder.Body().Set(avgpx)
return builder
}
//Builder returns an initialized MessageBuilder with specified required fields for NewOrderList.
func Builder(
listid *field.ListIDField,
listseqno *field.ListSeqNoField,
listnoords *field.ListNoOrdsField,
clordid *field.ClOrdIDField,
handlinst *field.HandlInstField,
symbol *field.SymbolField,
side *field.SideField,
orderqty *field.OrderQtyField,
ordtype *field.OrdTypeField) MessageBuilder {
var builder MessageBuilder
builder.MessageBuilder = quickfix.NewMessageBuilder()
builder.Header().Set(field.NewBeginString(fix.BeginString_FIX40))
builder.Header().Set(field.NewMsgType("E"))
builder.Body().Set(listid)
builder.Body().Set(listseqno)
builder.Body().Set(listnoords)
builder.Body().Set(clordid)
builder.Body().Set(handlinst)
builder.Body().Set(symbol)
builder.Body().Set(side)
builder.Body().Set(orderqty)
builder.Body().Set(ordtype)
return builder
}
//Builder returns an initialized MessageBuilder with specified required fields for Allocation.
func Builder(
allocid *field.AllocIDField,
alloctranstype *field.AllocTransTypeField,
noorders *field.NoOrdersField,
side *field.SideField,
symbol *field.SymbolField,
shares *field.SharesField,
avgpx *field.AvgPxField,
tradedate *field.TradeDateField,
noallocs *field.NoAllocsField) MessageBuilder {
var builder MessageBuilder
builder.MessageBuilder = quickfix.NewMessageBuilder()
builder.Header().Set(field.NewBeginString(fix.BeginString_FIX40))
builder.Header().Set(field.NewMsgType("J"))
builder.Body().Set(allocid)
builder.Body().Set(alloctranstype)
builder.Body().Set(noorders)
builder.Body().Set(side)
builder.Body().Set(symbol)
builder.Body().Set(shares)
builder.Body().Set(avgpx)
builder.Body().Set(tradedate)
builder.Body().Set(noallocs)
return builder
}
//Builder returns an initialized MessageBuilder with specified required fields for AssignmentReport.
func Builder(
asgnrptid *field.AsgnRptIDField,
accounttype *field.AccountTypeField,
settlprice *field.SettlPriceField,
settlpricetype *field.SettlPriceTypeField,
underlyingsettlprice *field.UnderlyingSettlPriceField,
assignmentmethod *field.AssignmentMethodField,
openinterest *field.OpenInterestField,
exercisemethod *field.ExerciseMethodField,
settlsessid *field.SettlSessIDField,
settlsesssubid *field.SettlSessSubIDField,
clearingbusinessdate *field.ClearingBusinessDateField) MessageBuilder {
var builder MessageBuilder
builder.MessageBuilder = quickfix.NewMessageBuilder()
builder.Header().Set(field.NewBeginString(fix.BeginString_FIX44))
builder.Header().Set(field.NewMsgType("AW"))
builder.Body().Set(asgnrptid)
builder.Body().Set(accounttype)
builder.Body().Set(settlprice)
builder.Body().Set(settlpricetype)
builder.Body().Set(underlyingsettlprice)
builder.Body().Set(assignmentmethod)
builder.Body().Set(openinterest)
builder.Body().Set(exercisemethod)
builder.Body().Set(settlsessid)
builder.Body().Set(settlsesssubid)
builder.Body().Set(clearingbusinessdate)
return builder
}
//Builder returns an initialized MessageBuilder with specified required fields for Heartbeat.
func Builder() MessageBuilder {
var builder MessageBuilder
builder.MessageBuilder = quickfix.NewMessageBuilder()
builder.Header().Set(field.NewBeginString(fix.BeginString_FIX40))
builder.Header().Set(field.NewMsgType("0"))
return builder
}
func (state inSession) Timeout(session *Session, event event) (nextState sessionState) {
switch event {
case needHeartbeat:
heartBt := NewMessageBuilder()
heartBt.Header().Set(field.NewMsgType("0"))
session.send(heartBt)
case peerTimeout:
testReq := NewMessageBuilder()
testReq.Header().Set(field.NewMsgType("1"))
testReq.Body().Set(field.NewTestReqID("TEST"))
session.send(testReq)
session.peerTimer.Reset(time.Duration(int64(1.2 * float64(session.heartBeatTimeout))))
return pendingTimeout{}
}
return state
}
//Builder returns an initialized MessageBuilder with specified required fields for PositionMaintenanceReport.
func Builder(
posmaintrptid *field.PosMaintRptIDField,
postranstype *field.PosTransTypeField,
posmaintaction *field.PosMaintActionField,
origposreqrefid *field.OrigPosReqRefIDField,
posmaintstatus *field.PosMaintStatusField,
clearingbusinessdate *field.ClearingBusinessDateField,
account *field.AccountField,
accounttype *field.AccountTypeField,
transacttime *field.TransactTimeField) MessageBuilder {
var builder MessageBuilder
builder.MessageBuilder = quickfix.NewMessageBuilder()
builder.Header().Set(field.NewBeginString(fix.BeginString_FIX44))
builder.Header().Set(field.NewMsgType("AM"))
builder.Body().Set(posmaintrptid)
builder.Body().Set(postranstype)
builder.Body().Set(posmaintaction)
builder.Body().Set(origposreqrefid)
builder.Body().Set(posmaintstatus)
builder.Body().Set(clearingbusinessdate)
builder.Body().Set(account)
builder.Body().Set(accounttype)
builder.Body().Set(transacttime)
return builder
}
//Builder returns an initialized MessageBuilder with specified required fields for SecurityList.
func Builder() MessageBuilder {
var builder MessageBuilder
builder.MessageBuilder = quickfix.NewMessageBuilder()
builder.Header().Set(field.NewBeginString(fix.BeginString_FIXT11))
builder.Header().Set(field.NewDefaultApplVerID(enum.ApplVerID_FIX50SP2))
builder.Header().Set(field.NewMsgType("y"))
return builder
}
func (s *Session) doReject(msg Message, rej MessageRejectError) {
reply := msg.reverseRoute()
if s.sessionID.BeginString >= fix.BeginString_FIX42 {
if rej.IsBusinessReject() {
reply.Header().Set(field.NewMsgType("j"))
reply.Body().Set(field.NewBusinessRejectReason(int(rej.RejectReason())))
} else {
reply.Header().Set(field.NewMsgType("3"))
switch {
default:
reply.Body().Set(field.NewSessionRejectReason(int(rej.RejectReason())))
case rej.RejectReason() > rejectReasonInvalidMsgType && s.sessionID.BeginString == fix.BeginString_FIX42:
//fix42 knows up to invalid msg type
}
}
reply.Body().Set(field.NewText(rej.Error()))
var msgType field.MsgTypeField
if err := msg.Header.Get(&msgType); err == nil {
reply.Body().Set(field.NewRefMsgType(msgType.Value))
}
if refTagID := rej.RefTagID(); refTagID != nil {
reply.Body().Set(field.NewRefTagID(int(*refTagID)))
}
} else {
reply.Header().Set(field.NewMsgType("3"))
if refTagID := rej.RefTagID(); refTagID != nil {
reply.Body().Set(field.NewText(fmt.Sprintf("%s (%d)", rej.Error(), *refTagID)))
} else {
reply.Body().Set(field.NewText(rej.Error()))
}
}
var seqNum field.MsgSeqNumField
if err := msg.Header.Get(&seqNum); err == nil {
reply.Body().Set(field.NewRefSeqNum(seqNum.Value))
}
s.send(reply)
s.log.OnEventf("Message Rejected: %v", rej.Error())
}
//Builder returns an initialized MessageBuilder with specified required fields for QuoteAcknowledgement.
func Builder(
quoteackstatus *field.QuoteAckStatusField) MessageBuilder {
var builder MessageBuilder
builder.MessageBuilder = quickfix.NewMessageBuilder()
builder.Header().Set(field.NewBeginString(fix.BeginString_FIX42))
builder.Header().Set(field.NewMsgType("b"))
builder.Body().Set(quoteackstatus)
return builder
}
//Builder returns an initialized MessageBuilder with specified required fields for SecurityStatus.
func Builder(
symbol *field.SymbolField) MessageBuilder {
var builder MessageBuilder
builder.MessageBuilder = quickfix.NewMessageBuilder()
builder.Header().Set(field.NewBeginString(fix.BeginString_FIX42))
builder.Header().Set(field.NewMsgType("f"))
builder.Body().Set(symbol)
return builder
}
//Builder returns an initialized MessageBuilder with specified required fields for BidResponse.
func Builder(
nobidcomponents *field.NoBidComponentsField) MessageBuilder {
var builder MessageBuilder
builder.MessageBuilder = quickfix.NewMessageBuilder()
builder.Header().Set(field.NewBeginString(fix.BeginString_FIX44))
builder.Header().Set(field.NewMsgType("l"))
builder.Body().Set(nobidcomponents)
return builder
}
//Builder returns an initialized MessageBuilder with specified required fields for Quote.
func Builder(
quoteid *field.QuoteIDField) MessageBuilder {
var builder MessageBuilder
builder.MessageBuilder = quickfix.NewMessageBuilder()
builder.Header().Set(field.NewBeginString(fix.BeginString_FIX43))
builder.Header().Set(field.NewMsgType("S"))
builder.Body().Set(quoteid)
return builder
}
//Builder returns an initialized MessageBuilder with specified required fields for ListStatusRequest.
func Builder(
listid *field.ListIDField) MessageBuilder {
var builder MessageBuilder
builder.MessageBuilder = quickfix.NewMessageBuilder()
builder.Header().Set(field.NewBeginString(fix.BeginString_FIX41))
builder.Header().Set(field.NewMsgType("M"))
builder.Body().Set(listid)
return builder
}
//Builder returns an initialized MessageBuilder with specified required fields for SequenceReset.
func Builder(
newseqno *field.NewSeqNoField) MessageBuilder {
var builder MessageBuilder
builder.MessageBuilder = quickfix.NewMessageBuilder()
builder.Header().Set(field.NewBeginString(fix.BeginString_FIX43))
builder.Header().Set(field.NewMsgType("4"))
builder.Body().Set(newseqno)
return builder
}
//Builder returns an initialized MessageBuilder with specified required fields for MarketDataRequestReject.
func Builder(
mdreqid *field.MDReqIDField) MessageBuilder {
var builder MessageBuilder
builder.MessageBuilder = quickfix.NewMessageBuilder()
builder.Header().Set(field.NewBeginString(fix.BeginString_FIX44))
builder.Header().Set(field.NewMsgType("Y"))
builder.Body().Set(mdreqid)
return builder
}
//Builder returns an initialized MessageBuilder with specified required fields for Reject.
func Builder(
refseqnum *field.RefSeqNumField) MessageBuilder {
var builder MessageBuilder
builder.MessageBuilder = quickfix.NewMessageBuilder()
builder.Header().Set(field.NewBeginString(fix.BeginString_FIX42))
builder.Header().Set(field.NewMsgType("3"))
builder.Body().Set(refseqnum)
return builder
}
//Builder returns an initialized MessageBuilder with specified required fields for TestRequest.
func Builder(
testreqid *field.TestReqIDField) MessageBuilder {
var builder MessageBuilder
builder.MessageBuilder = quickfix.NewMessageBuilder()
builder.Header().Set(field.NewBeginString(fix.BeginString_FIXT11))
builder.Header().Set(field.NewMsgType("1"))
builder.Body().Set(testreqid)
return builder
}
//Builder returns an initialized MessageBuilder with specified required fields for MarketDataIncrementalRefresh.
func Builder(
nomdentries *field.NoMDEntriesField) MessageBuilder {
var builder MessageBuilder
builder.MessageBuilder = quickfix.NewMessageBuilder()
builder.Header().Set(field.NewBeginString(fix.BeginString_FIX43))
builder.Header().Set(field.NewMsgType("X"))
builder.Body().Set(nomdentries)
return builder
}
//Builder returns an initialized MessageBuilder with specified required fields for SecurityTypeRequest.
func Builder(
securityreqid *field.SecurityReqIDField) MessageBuilder {
var builder MessageBuilder
builder.MessageBuilder = quickfix.NewMessageBuilder()
builder.Header().Set(field.NewBeginString(fix.BeginString_FIX43))
builder.Header().Set(field.NewMsgType("v"))
builder.Body().Set(securityreqid)
return builder
}
//Builder returns an initialized MessageBuilder with specified required fields for OrderStatusRequest.
func Builder(
side *field.SideField) MessageBuilder {
var builder MessageBuilder
builder.MessageBuilder = quickfix.NewMessageBuilder()
builder.Header().Set(field.NewBeginString(fix.BeginString_FIXT11))
builder.Header().Set(field.NewDefaultApplVerID(enum.ApplVerID_FIX50SP1))
builder.Header().Set(field.NewMsgType("H"))
builder.Body().Set(side)
return builder
}
//Builder returns an initialized MessageBuilder with specified required fields for QuoteCancel.
func Builder(
quotecanceltype *field.QuoteCancelTypeField) MessageBuilder {
var builder MessageBuilder
builder.MessageBuilder = quickfix.NewMessageBuilder()
builder.Header().Set(field.NewBeginString(fix.BeginString_FIXT11))
builder.Header().Set(field.NewDefaultApplVerID(enum.ApplVerID_FIX50SP1))
builder.Header().Set(field.NewMsgType("Z"))
builder.Body().Set(quotecanceltype)
return builder
}
//Builder returns an initialized MessageBuilder with specified required fields for MassQuoteAcknowledgement.
func Builder(
quotestatus *field.QuoteStatusField) MessageBuilder {
var builder MessageBuilder
builder.MessageBuilder = quickfix.NewMessageBuilder()
builder.Header().Set(field.NewBeginString(fix.BeginString_FIXT11))
builder.Header().Set(field.NewDefaultApplVerID(enum.ApplVerID_FIX50))
builder.Header().Set(field.NewMsgType("b"))
builder.Body().Set(quotestatus)
return builder
}
//Builder returns an initialized MessageBuilder with specified required fields for MarketDataSnapshotFullRefresh.
func Builder(
nomdentries *field.NoMDEntriesField) MessageBuilder {
var builder MessageBuilder
builder.MessageBuilder = quickfix.NewMessageBuilder()
builder.Header().Set(field.NewBeginString(fix.BeginString_FIXT11))
builder.Header().Set(field.NewDefaultApplVerID(enum.ApplVerID_FIX50))
builder.Header().Set(field.NewMsgType("W"))
builder.Body().Set(nomdentries)
return builder
}
//Builder returns an initialized MessageBuilder with specified required fields for BidResponse.
func Builder(
nobidcomponents *field.NoBidComponentsField) MessageBuilder {
var builder MessageBuilder
builder.MessageBuilder = quickfix.NewMessageBuilder()
builder.Header().Set(field.NewBeginString(fix.BeginString_FIXT11))
builder.Header().Set(field.NewDefaultApplVerID(enum.ApplVerID_FIX50))
builder.Header().Set(field.NewMsgType("l"))
builder.Body().Set(nobidcomponents)
return builder
}
//Builder returns an initialized MessageBuilder with specified required fields for ListStatusRequest.
func Builder(
listid *field.ListIDField) MessageBuilder {
var builder MessageBuilder
builder.MessageBuilder = quickfix.NewMessageBuilder()
builder.Header().Set(field.NewBeginString(fix.BeginString_FIXT11))
builder.Header().Set(field.NewDefaultApplVerID(enum.ApplVerID_FIX50SP2))
builder.Header().Set(field.NewMsgType("M"))
builder.Body().Set(listid)
return builder
}
//Builder returns an initialized MessageBuilder with specified required fields for ApplicationMessageRequestAck.
func Builder(
applresponseid *field.ApplResponseIDField) MessageBuilder {
var builder MessageBuilder
builder.MessageBuilder = quickfix.NewMessageBuilder()
builder.Header().Set(field.NewBeginString(fix.BeginString_FIXT11))
builder.Header().Set(field.NewDefaultApplVerID(enum.ApplVerID_FIX50SP1))
builder.Header().Set(field.NewMsgType("BX"))
builder.Body().Set(applresponseid)
return builder
}
//Builder returns an initialized MessageBuilder with specified required fields for StreamAssignmentReport.
func Builder(
streamasgnrptid *field.StreamAsgnRptIDField) MessageBuilder {
var builder MessageBuilder
builder.MessageBuilder = quickfix.NewMessageBuilder()
builder.Header().Set(field.NewBeginString(fix.BeginString_FIXT11))
builder.Header().Set(field.NewDefaultApplVerID(enum.ApplVerID_FIX50SP2))
builder.Header().Set(field.NewMsgType("CD"))
builder.Body().Set(streamasgnrptid)
return builder
}
//Builder returns an initialized MessageBuilder with specified required fields for TradingSessionList.
func Builder(
notradingsessions *field.NoTradingSessionsField) MessageBuilder {
var builder MessageBuilder
builder.MessageBuilder = quickfix.NewMessageBuilder()
builder.Header().Set(field.NewBeginString(fix.BeginString_FIXT11))
builder.Header().Set(field.NewDefaultApplVerID(enum.ApplVerID_FIX50SP2))
builder.Header().Set(field.NewMsgType("BJ"))
builder.Body().Set(notradingsessions)
return builder
}
//Builder returns an initialized MessageBuilder with specified required fields for MarketDataRequestReject.
func Builder(
mdreqid *field.MDReqIDField) MessageBuilder {
var builder MessageBuilder
builder.MessageBuilder = quickfix.NewMessageBuilder()
builder.Header().Set(field.NewBeginString(fix.BeginString_FIXT11))
builder.Header().Set(field.NewDefaultApplVerID(enum.ApplVerID_FIX50))
builder.Header().Set(field.NewMsgType("Y"))
builder.Body().Set(mdreqid)
return builder
}