コード例 #1
0
ファイル: Allocation.go プロジェクト: jarlwolfganger/quickfix
//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
}
コード例 #2
0
//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
}
コード例 #3
0
ファイル: session.go プロジェクト: jarlwolfganger/quickfix
func (s *Session) fillDefaultHeader(builder MessageBuilder) {
	builder.Header().Set(field.NewBeginString(s.sessionID.BeginString))
	builder.Header().Set(field.NewSenderCompID(s.sessionID.SenderCompID))
	builder.Header().Set(field.NewTargetCompID(s.sessionID.TargetCompID))

	s.insertSendingTime(builder.Header())
}
コード例 #4
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//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
}
コード例 #5
0
//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
}
コード例 #6
0
ファイル: Heartbeat.go プロジェクト: jarlwolfganger/quickfix
//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
}
コード例 #7
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//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
}
コード例 #8
0
//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
}
コード例 #9
0
ファイル: console.go プロジェクト: jmptrader/examples
func queryVersion() (*field.BeginStringField, error) {
	fmt.Println()
	fmt.Println("1) FIX.4.0")
	fmt.Println("2) FIX.4.1")
	fmt.Println("3) FIX.4.2")
	fmt.Println("4) FIX.4.3")
	fmt.Println("5) FIX.4.4")
	fmt.Println("6) FIXT.1.1 (FIX.5.0)")
	fmt.Print("BeginString: ")

	scanner := bufio.NewScanner(os.Stdin)
	if !scanner.Scan() {
		return nil, scanner.Err()
	}

	switch scanner.Text() {
	case "1":
		return field.NewBeginString(fix.BeginString_FIX40), nil
	case "2":
		return field.NewBeginString(fix.BeginString_FIX41), nil
	case "3":
		return field.NewBeginString(fix.BeginString_FIX42), nil
	case "4":
		return field.NewBeginString(fix.BeginString_FIX43), nil
	case "5":
		return field.NewBeginString(fix.BeginString_FIX44), nil
	case "6":
		return field.NewBeginString(fix.BeginString_FIXT11), nil
	case "7":
		return field.NewBeginString("A"), nil
	}

	return nil, fmt.Errorf("unknown BeginString choice: %v", scanner.Text())
}
コード例 #10
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//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
}
コード例 #11
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//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
}
コード例 #12
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//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
}
コード例 #13
0
ファイル: Quote.go プロジェクト: jarlwolfganger/quickfix
//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
}
コード例 #14
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//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
}
コード例 #15
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//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
}
コード例 #16
0
ファイル: Reject.go プロジェクト: jarlwolfganger/quickfix
//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
}
コード例 #17
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//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
}
コード例 #18
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//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
}
コード例 #19
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//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
}
コード例 #20
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//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
}
コード例 #21
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//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
}
コード例 #22
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//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
}
コード例 #23
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//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
}
コード例 #24
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//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
}
コード例 #25
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//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
}
コード例 #26
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//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
}
コード例 #27
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//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
}
コード例 #28
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//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
}
コード例 #29
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//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
}
コード例 #30
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//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
}