fixlib

package module

v0.0.0-...-ee9e7aa Latest Latest Go to latest Published: May 26, 2023 License: GPL-3.0 Imports: 17 Imported by: 0

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Repository

github.com/abdukhashimov/golang-fix-api

Links

Open Source Insights

README ¶

golang-fix-api

Golang FIX API library for XNT Ltd

Building and installation

To install golang-fix-api library, use go get:

$ go get github.com/xntltd/golang-fix-api

Staying up to date

To update to the latest version, use

$ go get -u github.com/xntltd/golang-fix-api

Developing golang-fix-api

If you wish to work on golang-fix-api itself, you will first need Go installed and configured on your machine (version 1.14+ is preferred, but the minimum required version is 1.8).

Next, using Git, clone the repository via git clone command

git clone https://github.com/xntltd/golang-fix-api.git

Basic usage

func main() {
	f, _ := NewFixAPI("cfg/session.conf", 100)
	if err := f.Run(); err != nil {
		panic("Cant start initiator")
	}
	err := f.SecurityList("WWB1220_TRADE_UAT", "EXANTE_TRADE_UAT")
	print(err)
	for {
		print(<- f.RespChan)
	}
}

License

Released under the GNU GPL License

Documentation ¶

Index ¶

func ModifyMsg(msg *quickfix.Message)
type FixAPI
- func NewFixAPI(sessionCfgPath string, respChanMaxSize int) (FixAPI, error)
type TradeClient

Constants ¶

This section is empty.

Variables ¶

This section is empty.

Functions ¶

func ModifyMsg ¶

func ModifyMsg(msg *quickfix.Message)

ModifyMsg ...

Types ¶

type FixAPI ¶

type FixAPI struct {
	RespChan chan string
	// contains filtered or unexported fields
}

FixAPI struct provide communication with xnt services

func NewFixAPI ¶

func NewFixAPI(sessionCfgPath string, respChanMaxSize int) (FixAPI, error)

NewFixAPI constructor

func (FixAPI) AccountSummary ¶

func (f FixAPI) AccountSummary(senderCompID, targetCompID string) error

AccountSummary request FIX44

func (FixAPI) CancelOrder ¶

func (f FixAPI) CancelOrder(cloID, symbol, orderQty string, side enum.Side) error

CancelOrder request FIX44

func (FixAPI) MarketData ¶

func (f FixAPI) MarketData(marketDepth int, symbol, sendercompID, targetCompID string) error

MarketData ...

func (FixAPI) NewOrder ¶

func (f FixAPI) NewOrder(symbol, orderQty, account, price, stopPx,
	sendercompID, targetCompID string, ordType enum.OrdType) error

NewOrder request FIX44

func (FixAPI) OrderMassStatus ¶

func (f FixAPI) OrderMassStatus(sendercompID, targetCompID string,
	reqType enum.MassStatusReqType) error

OrderMassStatus request FIX44

func (FixAPI) OrderStatus ¶

func (f FixAPI) OrderStatus(senderCompID, targetCompID, symbol string) error

OrderStatus request FIX44

func (FixAPI) ReplaceOrder ¶

func (f FixAPI) ReplaceOrder(origClo, cloID string,
	side enum.Side, ordType enum.OrdType) error

ReplaceOrder request FIX44

func (FixAPI) Run ¶

func (f FixAPI) Run() (err error)

Run FixAPI initiator

func (FixAPI) SecurityList ¶

func (f FixAPI) SecurityList(sendercompID, targetCompID string) error

SecurityList request FIX44

func (FixAPI) SecurityListCFI ¶

func (f FixAPI) SecurityListCFI(cfi, sendercompID, targetCompID string,
	secList enum.SecurityListRequestType) error

SecurityListCFI request FIX44

func (FixAPI) SecurityListSymbol ¶

func (f FixAPI) SecurityListSymbol(sym, sendercompID, targetCompID string) error

SecurityListSymbol request FIX44

func (FixAPI) Stop ¶

func (f FixAPI) Stop()

Stop FixAPI initiator

func (FixAPI) TestRequest ¶

func (f FixAPI) TestRequest(requestID string) error

TestRequest ...

func (FixAPI) TradesCapture ¶

func (f FixAPI) TradesCapture(sendercompID, targetCompID string,
	startTime, stopTime time.Time) error

TradesCapture request 44

func (FixAPI) TradesCaptureStopDate ¶

func (f FixAPI) TradesCaptureStopDate(
	targetCompID, sendercompID, stopDate string) error

TradesCaptureStopDate request 44

func (FixAPI) TradesMargin ¶

func (f FixAPI) TradesMargin(symbol, account, currency, sendercompID,
	targetCompID string,
	quantity, price decimal.Decimal) error

TradesMargin ...

type TradeClient ¶

type TradeClient struct {
	// contains filtered or unexported fields
}

TradeClient implements the quickfix.Application interface

func (TradeClient) FromAdmin ¶

func (t TradeClient) FromAdmin(
	msg *quickfix.Message,
	sessionID quickfix.SessionID) (reject quickfix.MessageRejectError)

FromAdmin implemented as part of Application interface

func (TradeClient) FromApp ¶

func (t TradeClient) FromApp(msg *quickfix.Message,
	sessionID quickfix.SessionID) (reject quickfix.MessageRejectError)

FromApp implemented as part of Application interface. This is the callback for all Application level messages from the counter party.

func (TradeClient) OnCreate ¶

func (t TradeClient) OnCreate(sessionID quickfix.SessionID)

OnCreate implemented as part of Application interface

func (TradeClient) OnLogon ¶

func (t TradeClient) OnLogon(sessionID quickfix.SessionID)

OnLogon implemented ƒas part of Application interface

func (TradeClient) OnLogout ¶

func (t TradeClient) OnLogout(sessionID quickfix.SessionID)

OnLogout implemented as part of Application interface

func (TradeClient) ToAdmin ¶

func (t TradeClient) ToAdmin(msg *quickfix.Message, sessionID quickfix.SessionID)

ToAdmin implemented as part of Application interface

func (TradeClient) ToApp ¶

func (t TradeClient) ToApp(
	msg *quickfix.Message, sessionID quickfix.SessionID) (err error)

ToApp implemented as part of Application interface

Source Files ¶

View all Source files

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