Documentation
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Overview ¶
A common FIX Client required by QuickFIX, should work for most of market connectors.
If a market connector has special tags etc for incoming message, only need its own NewFIXClient() to
replace common calls to its own callback routes.
If a market connector has complete different behaviour, it will need to implements its own FIXClient
Index ¶
- type FIXClient
- func (app FIXClient) FromAdmin(msg quickfix.Message, sessionID quickfix.SessionID) (reject quickfix.MessageRejectError)
- func (app FIXClient) FromApp(msg quickfix.Message, sessionID quickfix.SessionID) (reject quickfix.MessageRejectError)
- func (app FIXClient) OnCreate(sessionID quickfix.SessionID)
- func (app FIXClient) OnLogon(sessionID quickfix.SessionID)
- func (app FIXClient) OnLogout(sessionID quickfix.SessionID)
- func (app FIXClient) Start() error
- func (app FIXClient) ToAdmin(msg quickfix.Message, sessionID quickfix.SessionID)
- func (app FIXClient) ToApp(msg quickfix.Message, sessionID quickfix.SessionID) (err error)
Constants ¶
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Variables ¶
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Functions ¶
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Types ¶
type FIXClient ¶
type FIXClient struct {
*quickfix.Initiator
*quickfix.MessageRouter
Session quickfix.SessionID
MessageBus *messagebus.Conn
OrderStore database.OrderStore
// contains filtered or unexported fields
}
func NewFIXClient ¶
Create a FIXClient with common routes for market connectors
func (FIXClient) Start ¶
Common Order FIX client routines serving requests from order router
if a market connector has special case it will need to implement its own start routine like below
Source Files
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