sellsidesim

package

v0.0.0-...-f2cd14d Latest Latest Go to latest Published: Apr 22, 2016 License: GPL-3.0 Imports: 8 Imported by: 1

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type Executor struct {
	*quickfix.MessageRouter
	// contains filtered or unexported fields
}

func NewExecutor() *Executor

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

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

Use Message Cracker on Incoming Application Messages

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

quickfix.Application interface

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

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

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

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

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

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

func NewSellSideSimulator(logger string) *SellSideSimulator

func (m *SellSideSimulator) Close()

func (m *SellSideSimulator) Start()

Path	Synopsis
orderbook A 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	A 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