func QueryMarketDataRequest() error {
beginString, err := queryVersion()
if err != nil {
return err
}
var req quickfix.Messagable
switch beginString {
case enum.BeginStringFIX42:
req = queryMarketDataRequest42()
case enum.BeginStringFIX43:
req = queryMarketDataRequest43()
case enum.BeginStringFIX44:
req = queryMarketDataRequest44()
case enum.BeginStringFIXT11:
req = queryMarketDataRequest50()
default:
return fmt.Errorf("No test for version %v", beginString)
}
if queryConfirm("Send MarketDataRequest") {
return quickfix.Send(req)
}
return nil
}
func (a *Application) updateOrder(order internal.Order, status enum.OrdStatus) {
execReport := executionreport.New(
field.NewOrderID(order.ClOrdID),
field.NewExecID(a.genExecID()),
field.NewExecTransType(enum.ExecTransType_NEW),
field.NewExecType(enum.ExecType(status)),
field.NewOrdStatus(status),
field.NewSymbol(order.Symbol),
field.NewSide(order.Side),
field.NewLeavesQty(order.OpenQuantity(), 2),
field.NewCumQty(order.ExecutedQuantity, 2),
field.NewAvgPx(order.AvgPx, 2),
)
execReport.SetOrderQty(order.Quantity, 2)
execReport.SetClOrdID(order.ClOrdID)
switch status {
case enum.OrdStatus_FILLED, enum.OrdStatus_PARTIALLY_FILLED:
execReport.SetLastShares(order.LastExecutedQuantity, 2)
execReport.SetLastPx(order.LastExecutedPrice, 2)
}
execReport.Header.SetTargetCompID(order.SenderCompID)
execReport.Header.SetSenderCompID(order.TargetCompID)
quickfix.Send(execReport)
}
func queryEnterOrder() error {
beginString, err := queryVersion()
if err != nil {
return err
}
var order *quickfix.MessageBuilder
switch beginString.Value {
case fix.BeginString_FIX40:
fix40Order, err := queryNewOrderSingle40()
if err != nil {
return err
}
order = &(fix40Order.MessageBuilder)
case fix.BeginString_FIX41:
fix41Order, err := queryNewOrderSingle41()
if err != nil {
return err
}
order = &(fix41Order.MessageBuilder)
case fix.BeginString_FIX42:
fix42Order, err := queryNewOrderSingle42()
if err != nil {
return err
}
order = &(fix42Order.MessageBuilder)
case fix.BeginString_FIX43:
fix43Order, err := queryNewOrderSingle43()
if err != nil {
return err
}
order = &(fix43Order.MessageBuilder)
case fix.BeginString_FIX44:
fix44Order, err := queryNewOrderSingle44()
if err != nil {
return err
}
order = &(fix44Order.MessageBuilder)
case fix.BeginString_FIXT11:
fix50Order, err := queryNewOrderSingle50()
if err != nil {
return err
}
order = &(fix50Order.MessageBuilder)
}
return quickfix.Send(*order)
}
func (a *Application) updateOrder(order Order, status string) {
execReport := executionreport.New(
field.NewOrderID(order.ClOrdID),
field.NewExecID(a.genExecID()),
field.NewExecTransType(enum.ExecTransType_NEW),
field.NewExecType(status),
field.NewOrdStatus(status),
field.NewSymbol(order.Symbol),
field.NewSide(order.Side),
field.NewLeavesQty(order.OpenQuantity()),
field.NewCumQty(order.ExecutedQuantity),
field.NewAvgPx(order.AvgPx),
)
execReport.SetOrderQty(order.Quantity)
execReport.SetClOrdID(order.ClOrdID)
execReport.Header.SetTargetCompID(order.SenderCompID)
execReport.Header.SetSenderCompID(order.TargetCompID)
quickfix.Send(execReport)
}
func QueryCancelOrder() (err error) {
defer func() {
if e := recover(); e != nil {
err = e.(error)
}
}()
var beginString string
beginString, err = queryVersion()
if err != nil {
return err
}
var cxl quickfix.Message
switch beginString {
case enum.BeginStringFIX40:
cxl = queryOrderCancelRequest40()
case enum.BeginStringFIX41:
cxl = queryOrderCancelRequest41()
case enum.BeginStringFIX42:
cxl = queryOrderCancelRequest42()
case enum.BeginStringFIX43:
cxl = queryOrderCancelRequest43()
case enum.BeginStringFIX44:
cxl = queryOrderCancelRequest44()
case enum.BeginStringFIXT11:
cxl = queryOrderCancelRequest50()
}
if queryConfirm("Send Cancel") {
return quickfix.Send(cxl)
}
return
}
func QueryEnterOrder() (err error) {
defer func() {
if e := recover(); e != nil {
err = e.(error)
}
}()
var beginString string
beginString, err = queryVersion()
if err != nil {
return err
}
var order quickfix.Messagable
switch beginString {
case enum.BeginStringFIX40:
order = queryNewOrderSingle40()
case enum.BeginStringFIX41:
order = queryNewOrderSingle41()
case enum.BeginStringFIX42:
order = queryNewOrderSingle42()
case enum.BeginStringFIX43:
order = queryNewOrderSingle43()
case enum.BeginStringFIX44:
order = queryNewOrderSingle44()
case enum.BeginStringFIXT11:
order = queryNewOrderSingle50()
}
return quickfix.Send(order)
}