Golang Message.ClOrdID Examples

Example #1

File: executor.go Project: jmptrader/examples

func (e *Executor) OnFIX44NewOrderSingle(msg fix44nos.Message, sessionID quickfix.SessionID) (err quickfix.MessageRejectError) {
	symbol, err := msg.Symbol()
	if err != nil {
		return
	}

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

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

	ordType, err := msg.OrdType()
	if err != nil {
		return
	}

	if ordType.Value != enum.OrdType_LIMIT {
		err = quickfix.ValueIsIncorrect(ordType.Tag())
		return
	}

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

	clOrdID, err := msg.ClOrdID()
	if err != nil {
		return
	}

	execReport := fix44er.Builder(
		field.NewOrderID(e.genOrderID()),
		field.NewExecID(e.genExecID()),
		field.NewExecType(enum.ExecType_FILL),
		field.NewOrdStatus(enum.OrdStatus_FILLED),
		side,
		field.NewLeavesQty(0),
		field.NewCumQty(orderQty.Value),
		field.NewAvgPx(price.Value))

	execReport.Body().Set(clOrdID)
	execReport.Body().Set(symbol)
	execReport.Body().Set(orderQty)
	execReport.Body().Set(field.NewLastQty(orderQty.Value))
	execReport.Body().Set(field.NewLastPx(price.Value))

	if acct, err := msg.Account(); err != nil {
		execReport.Body().Set(acct)
	}

	quickfix.SendToTarget(execReport.MessageBuilder, sessionID)

	return
}