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package sellsidesim

import ""


Package Files

config.go executor.go sellsidesim.go

type Executor Uses

type Executor struct {
    // contains filtered or unexported fields

func NewExecutor Uses

func NewExecutor() *Executor

func (Executor) FromAdmin Uses

func (e Executor) FromAdmin(msg quickfix.Message, sessionID quickfix.SessionID) quickfix.MessageRejectError

func (*Executor) FromApp Uses

func (e *Executor) FromApp(msg quickfix.Message, sessionID quickfix.SessionID) (reject quickfix.MessageRejectError)

Use Message Cracker on Incoming Application Messages

func (Executor) OnCreate Uses

func (e Executor) OnCreate(sessionID quickfix.SessionID)

quickfix.Application interface

func (*Executor) OnFIX44NewOrderSingle Uses

func (e *Executor) OnFIX44NewOrderSingle(msg fix44nos.Message, sessionID quickfix.SessionID) (err quickfix.MessageRejectError)

func (Executor) OnLogon Uses

func (e Executor) OnLogon(sessionID quickfix.SessionID)

func (Executor) OnLogout Uses

func (e Executor) OnLogout(sessionID quickfix.SessionID)

func (Executor) ToAdmin Uses

func (e Executor) ToAdmin(msg quickfix.Message, sessionID quickfix.SessionID)

func (Executor) ToApp Uses

func (e Executor) ToApp(msg quickfix.Message, sessionID quickfix.SessionID) error

type SellSideSimulator Uses

type SellSideSimulator struct {
    // contains filtered or unexported fields

func NewSellSideSimulator Uses

func NewSellSideSimulator(logger string) *SellSideSimulator

func (*SellSideSimulator) Close Uses

func (m *SellSideSimulator) Close()

func (*SellSideSimulator) Start Uses

func (m *SellSideSimulator) Start()


orderbookA simulated order book bid offer matching by bloomberg pricefeed quotes this is to give our sell side FIX engine simulate a false feel of reality, so as to support MARKET or LIMIT orders

Package sellsidesim imports 8 packages (graph). Updated 2016-07-20. Refresh now. Tools for package owners. This is an inactive package (no imports and no commits in at least two years).