//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 }