//GetOrdType gets OrdType, Tag 40
func (m ExecutionReport) GetOrdType() (v enum.OrdType, err quickfix.MessageRejectError) {
var f field.OrdTypeField
if err = m.Get(&f); err == nil {
v = f.Value()
}
return
}
//GetOrdType gets OrdType, Tag 40
func (m NewOrderSingle) GetOrdType() (v enum.OrdType, err quickfix.MessageRejectError) {
var f field.OrdTypeField
if err = m.Get(&f); err == nil {
v = f.Value()
}
return
}
//GetOrdType gets OrdType, Tag 40
func (m OrderCancelReplaceRequest) GetOrdType() (v enum.OrdType, err quickfix.MessageRejectError) {
var f field.OrdTypeField
if err = m.Get(&f); err == nil {
v = f.Value()
}
return
}
//GetOrdType gets OrdType, Tag 40
func (m NoQuoteEntries) GetOrdType() (v enum.OrdType, err quickfix.MessageRejectError) {
var f field.OrdTypeField
if err = m.Get(&f); err == nil {
v = f.Value()
}
return
}
func (e *executor) OnFIX41NewOrderSingle(msg fix41nos.NewOrderSingle, sessionID quickfix.SessionID) (err quickfix.MessageRejectError) {
var ordType field.OrdTypeField
if ordType, err = msg.GetOrdType(); err != nil {
return err
}
if ordType.String() != enum.OrdType_LIMIT {
return quickfix.ValueIsIncorrect(tag.OrdType)
}
var symbol field.SymbolField
if symbol, err = msg.GetSymbol(); err != nil {
return
}
var side field.SideField
if side, err = msg.GetSide(); err != nil {
return
}
var orderQty field.OrderQtyField
if orderQty, err = msg.GetOrderQty(); err != nil {
return
}
var price field.PriceField
if price, err = msg.GetPrice(); 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),
symbol,
side,
orderQty,
field.NewLastShares(orderQty.Float64()),
field.NewLastPx(price.Float64()),
field.NewLeavesQty(0),
field.NewCumQty(orderQty.Float64()),
field.NewAvgPx(price.Float64()),
)
quickfix.SendToTarget(execReport, sessionID)
return
}
func queryNewOrderSingle40() fix40nos.NewOrderSingle {
var ordType field.OrdTypeField
order := fix40nos.New(queryClOrdID(), field.NewHandlInst("1"), querySymbol(), querySide(), queryOrderQty(), queryOrdType(&ordType))
switch ordType.Value() {
case enum.OrdType_LIMIT, enum.OrdType_STOP_LIMIT:
order.Set(queryPrice())
}
switch ordType.Value() {
case enum.OrdType_STOP, enum.OrdType_STOP_LIMIT:
order.Set(queryStopPx())
}
order.Set(queryTimeInForce())
queryHeader(order.Header.Header)
return order
}
func queryNewOrderSingle42() (msg quickfix.Message) {
var ordType field.OrdTypeField
order := fix42nos.New(queryClOrdID(), field.NewHandlInst("1"), querySymbol(), querySide(), field.NewTransactTime(time.Now()), queryOrdType(&ordType))
order.Set(queryOrderQty())
switch ordType.Value() {
case enum.OrdType_LIMIT, enum.OrdType_STOP_LIMIT:
order.Set(queryPrice())
}
switch ordType.Value() {
case enum.OrdType_STOP, enum.OrdType_STOP_LIMIT:
order.Set(queryStopPx())
}
order.Set(queryTimeInForce())
msg = order.ToMessage()
queryHeader(msg.Header)
return
}
func queryOrdType(f *field.OrdTypeField) field.OrdTypeField {
choices := []string{
"Market",
"Limit",
"Stop",
"Stop Limit",
}
values := []string{
string(enum.OrdType_MARKET),
string(enum.OrdType_LIMIT),
string(enum.OrdType_STOP),
string(enum.OrdType_STOP_LIMIT),
}
f.FIXString = quickfix.FIXString(queryFieldChoices("OrdType", choices, values))
return *f
}
func (e *executor) OnFIX50NewOrderSingle(msg fix50nos.NewOrderSingle, sessionID quickfix.SessionID) (err quickfix.MessageRejectError) {
var ordType field.OrdTypeField
if ordType, err = msg.GetOrdType(); err != nil {
return err
}
if ordType.String() != enum.OrdType_LIMIT {
return quickfix.ValueIsIncorrect(tag.OrdType)
}
var symbol field.SymbolField
if symbol, err = msg.GetSymbol(); err != nil {
return
}
var side field.SideField
if side, err = msg.GetSide(); err != nil {
return
}
var orderQty field.OrderQtyField
if orderQty, err = msg.GetOrderQty(); err != nil {
return
}
var price field.PriceField
if price, err = msg.GetPrice(); err != nil {
return
}
var clOrdID field.ClOrdIDField
if clOrdID, err = msg.GetClOrdID(); err != nil {
return
}
execReport := fix50er.New(
e.genOrderID(),
e.genExecID(),
field.NewExecType(enum.ExecType_FILL),
field.NewOrdStatus(enum.OrdStatus_FILLED),
side,
field.NewLeavesQty(0),
field.NewCumQty(orderQty.Float64()),
)
execReport.Set(clOrdID)
execReport.Set(symbol)
execReport.Set(orderQty)
execReport.SetLastQty(orderQty.Float64())
execReport.SetLastPx(price.Float64())
execReport.SetAvgPx(price.Float64())
if msg.HasAccount() {
var acct field.AccountField
if acct, err = msg.GetAccount(); err != nil {
return err
}
execReport.Set(acct)
}
quickfix.SendToTarget(execReport, sessionID)
return
}