quickfix

package module

v0.0.0-...-a3b167a Latest Latest Go to latest Published: Feb 8, 2016 License: Apache-1.1 Imports: 19 Imported by: 0

Details

Valid go.mod file

The Go module system was introduced in Go 1.11 and is the official dependency management solution for Go.
Redistributable license

Redistributable licenses place minimal restrictions on how software can be used, modified, and redistributed.
Tagged version

Modules with tagged versions give importers more predictable builds.
Stable version

When a project reaches major version v1 it is considered stable.
Learn more about best practices

Repository

github.com/dbudworth/quickfix

Links

Open Source Insights

README ¶

QuickFIX/Go

Open Source FIX Protocol library implemented in Go

FIX versions 4.0-5.0

Example Apps

See examples for some simple examples of using QuickFIX/Go.

Build and Test

QuickFIX/Go has build dependencies for testing. To fetch Go dependencies, run make get. Acceptance tests depend on ruby in path.

The default make target runs go vet and unit tests.

To run acceptance tests,

	# build acceptance test rig
	make build_accept

	# run acceptance tests
	make accept

Documentation ¶

Index ¶

func Send(msg Message) (err error)
func SendToTarget(msg Message, sessionID SessionID) error
type Acceptor
- func NewAcceptor(app Application, storeFactory MessageStoreFactory, settings *Settings, ...) (*Acceptor, error)
- func (a *Acceptor) Start() (e error)
- func (a *Acceptor) Stop()
type Application
type FIXBoolean
- func NewFIXBoolean(val bool) *FIXBoolean
- func (f *FIXBoolean) Read(bytes []byte) error
- func (f FIXBoolean) Write() []byte
type FIXFloat
- func NewFIXFloat(val float64) *FIXFloat
- func (f *FIXFloat) Read(bytes []byte) error
- func (f FIXFloat) Write() []byte
type FIXInt
- func NewFIXInt(val int) *FIXInt
- func (f *FIXInt) Read(bytes []byte) error
- func (f FIXInt) Write() []byte
type FIXString
- func NewFIXString(val string) *FIXString
- func (f *FIXString) Read(bytes []byte) (err error)
- func (f FIXString) String() string
- func (f FIXString) Write() []byte
type FIXUTCTimestamp
- func (f *FIXUTCTimestamp) Read(bytes []byte) error
- func (f FIXUTCTimestamp) Write() []byte
type Field
type FieldMap
- func (m FieldMap) Get(parser Field) MessageRejectError
- func (m FieldMap) GetField(tag Tag, parser FieldValueReader) MessageRejectError
- func (m FieldMap) GetGroup(parser *RepeatingGroup) MessageRejectError
- func (m FieldMap) Has(tag Tag) bool
- func (m FieldMap) Set(field FieldWriter) FieldMap
- func (m FieldMap) SetField(tag Tag, field FieldValueWriter) FieldMap
- func (m FieldMap) SetGroup(field RepeatingGroup) FieldMap
- func (m FieldMap) Tags() []Tag
type FieldValue
type FieldValueReader
type FieldValueWriter
type FieldWriter
type Group
type GroupItem
- func GroupElement(tag Tag) GroupItem
type GroupTemplate
type Initiator
- func NewInitiator(app Application, storeFactory MessageStoreFactory, appSettings *Settings, ...) (*Initiator, error)
- func (i *Initiator) Start() error
- func (i *Initiator) Stop()
type Log
type LogFactory
- func NewFileLogFactory(settings *Settings) (LogFactory, error)
- func NewNullLogFactory() LogFactory
- func NewScreenLogFactory() LogFactory
type Message
- func Marshal(v interface{}) Message
- func NewMessage() (m Message)
- func (m *Message) Build() ([]byte, error)
- func (m *Message) Init()
- func (m *Message) String() string
type MessageRejectError
- func NewBusinessMessageRejectError(err string, rejectReason int, refTagID *Tag) MessageRejectError
- func NewMessageRejectError(err string, rejectReason int, refTagID *Tag) MessageRejectError
- func Unmarshal(m Message, v interface{}) MessageRejectError
- func ValueIsIncorrect(tag Tag) MessageRejectError
type MessageRoute
type MessageRouter
- func NewMessageRouter() *MessageRouter
- func (c MessageRouter) AddRoute(beginString string, msgType string, router MessageRoute)
- func (c MessageRouter) Route(msg Message, sessionID SessionID) MessageRejectError
type MessageStore
type MessageStoreFactory
- func NewMemoryStoreFactory() MessageStoreFactory
type RepeatingGroup
- func (f *RepeatingGroup) Add() Group
- func (f *RepeatingGroup) Read(tv TagValues) (TagValues, error)
- func (f RepeatingGroup) TagValues() TagValues
type Session
- func LookupSession(sessionID SessionID) (*Session, error)
- func (s *Session) TargetDefaultApplicationVersionID() string
type SessionID
- func (s SessionID) String() string
type SessionSettings
- func NewSessionSettings() *SessionSettings
- func (s SessionSettings) BoolSetting(setting string) (bool, error)
- func (s *SessionSettings) HasSetting(setting string) bool
- func (s *SessionSettings) Init()
- func (s *SessionSettings) IntSetting(setting string) (int, error)
- func (s *SessionSettings) Set(setting string, val string)
- func (s *SessionSettings) Setting(setting string) (string, error)
type Settings
- func NewSettings() *Settings
- func ParseSettings(reader io.Reader) (*Settings, error)
- func (s *Settings) AddSession(sessionSettings *SessionSettings) (SessionID, error)
- func (s *Settings) GlobalSettings() *SessionSettings
- func (s *Settings) Init()
- func (s *Settings) SessionSettings() map[SessionID]*SessionSettings
type Tag
- func (t Tag) IsHeader() bool
- func (t Tag) IsTrailer() bool
type TagValue
- func (tv TagValue) String() string
type TagValues

Constants ¶

This section is empty.

Variables ¶

This section is empty.

Functions ¶

func Send ¶

func Send(msg Message) (err error)

Send determines the session to send msgBuilder using header fields BeginString, TargetCompID, SenderCompID

func SendToTarget ¶

func SendToTarget(msg Message, sessionID SessionID) error

Types ¶

type Acceptor ¶

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

Acceptor accepts connections from FIX clients and manages the associated sessions.

func NewAcceptor ¶

func NewAcceptor(app Application, storeFactory MessageStoreFactory, settings *Settings, logFactory LogFactory) (*Acceptor, error)

NewAcceptor creates and initializes a new Acceptor.

func (*Acceptor) Start ¶

func (a *Acceptor) Start() (e error)

Start accepting connections.

func (*Acceptor) Stop ¶

func (a *Acceptor) Stop()

Stop logs out existing sessions, close their connections, and stop accepting new connections.

type Application ¶

type Application interface {
	//Notification of a session begin created.
	OnCreate(sessionID SessionID)

	//Notification of a session successfully logging on.
	OnLogon(sessionID SessionID)

	//Notification of a session logging off or disconnecting.
	OnLogout(sessionID SessionID)

	//Notification of admin message being sent to target.
	ToAdmin(msgBuilder Message, sessionID SessionID)

	//Notification of app message being sent to target.
	ToApp(msgBuilder Message, sessionID SessionID) error

	//Notification of admin message being received from target.
	FromAdmin(msg Message, sessionID SessionID) MessageRejectError

	//Notification of app message being received from target.
	FromApp(msg Message, sessionID SessionID) MessageRejectError
}

The Application interface should be implemented by FIX Applications. This is the primary interface for processing messages from a FIX Session.

type FIXBoolean ¶

type FIXBoolean bool

FIXBoolean is a FIX Boolean value, implements FieldValue.

func NewFIXBoolean ¶

func NewFIXBoolean(val bool) *FIXBoolean

NewFIXBoolean returns an initialized FIXBoolean

func (*FIXBoolean) Read ¶

func (f *FIXBoolean) Read(bytes []byte) error

func (FIXBoolean) Write ¶

func (f FIXBoolean) Write() []byte

type FIXFloat ¶

type FIXFloat float64

FIXFloat is a FIX Float Value, implements FieldValue

func NewFIXFloat ¶

func NewFIXFloat(val float64) *FIXFloat

NewFIXFloat returns an initialized FIXFloat

func (*FIXFloat) Read ¶

func (f *FIXFloat) Read(bytes []byte) error

func (FIXFloat) Write ¶

func (f FIXFloat) Write() []byte

type FIXInt ¶

type FIXInt int

FIXInt is a FIX Int Value, implements FieldValue

func NewFIXInt ¶

func NewFIXInt(val int) *FIXInt

NewFIXInt returns an initialized FIXInt

func (*FIXInt) Read ¶

func (f *FIXInt) Read(bytes []byte) error

func (FIXInt) Write ¶

func (f FIXInt) Write() []byte

type FIXString ¶

type FIXString string

FIXString is a FIX String Value, implements FieldValue

func NewFIXString ¶

func NewFIXString(val string) *FIXString

NewFIXString returns an initialized FIXString

func (*FIXString) Read ¶

func (f *FIXString) Read(bytes []byte) (err error)

func (FIXString) String ¶

func (f FIXString) String() string

func (FIXString) Write ¶

func (f FIXString) Write() []byte

type FIXUTCTimestamp ¶

type FIXUTCTimestamp struct {
	Value    time.Time
	NoMillis bool
}

FIXUTCTimestamp is a FIX UTC Timestamp value, implements FieldValue

func (*FIXUTCTimestamp) Read ¶

func (f *FIXUTCTimestamp) Read(bytes []byte) error

func (FIXUTCTimestamp) Write ¶

func (f FIXUTCTimestamp) Write() []byte

type Field ¶

type Field interface {
	FieldWriter
	FieldValueReader
}

Field is the interface implemented by all typed Fields in a Message

type FieldMap ¶

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

FieldMap is a collection of fix fields that make up a fix message.

func (FieldMap) Get ¶

func (m FieldMap) Get(parser Field) MessageRejectError

func (FieldMap) GetField ¶

func (m FieldMap) GetField(tag Tag, parser FieldValueReader) MessageRejectError

func (FieldMap) GetGroup ¶

func (m FieldMap) GetGroup(parser *RepeatingGroup) MessageRejectError

func (FieldMap) Has ¶

func (m FieldMap) Has(tag Tag) bool

func (FieldMap) Set ¶

func (m FieldMap) Set(field FieldWriter) FieldMap

func (FieldMap) SetField ¶

func (m FieldMap) SetField(tag Tag, field FieldValueWriter) FieldMap

func (FieldMap) SetGroup ¶

func (m FieldMap) SetGroup(field RepeatingGroup) FieldMap

func (FieldMap) Tags ¶

func (m FieldMap) Tags() []Tag

type FieldValue ¶

type FieldValue interface {
	FieldValueWriter
	FieldValueReader
}

The FieldValue interface is used to write/extract typed field values to/from raw bytes

type FieldValueReader ¶

type FieldValueReader interface {
	//Reads the contents of the []byte into FieldValue.  Returns an error if there are issues in the data processing
	Read([]byte) error
}

FieldValueReader is an interface for reading field values

type FieldValueWriter ¶

type FieldValueWriter interface {
	//Writes out the contents of the FieldValue to a []byte
	Write() []byte
}

FieldValueWriter is an interface for writing field values

type FieldWriter ¶

type FieldWriter interface {
	Tag() Tag
	FieldValueWriter
}

FieldWriter is an interface for a writing a field

type Group ¶

type Group struct{ FieldMap }

type GroupItem ¶

type GroupItem interface {
	//Tag returns the tag identifying this GroupItem
	Tag() Tag

	//Parameter to Read is TagValues.  For most fields, only the first TagValue will be required.
	//The length of the slice extends from the TagValue mapped to the field to be read through the
	//following fields. This can be useful for GroupItems made up of repeating groups.
	//
	//The Read function returns the remaining TagValues not processed by the GroupItem. If there was a
	//problem reading the field, an error may be returned
	Read(TagValues) (TagValues, error)
}

GroupItem interface is used to construct repeating group templates

func GroupElement ¶

func GroupElement(tag Tag) GroupItem

GroupElement returns a GroupItem made up of a single field

type GroupTemplate ¶

type GroupTemplate []GroupItem

GroupTemplate specifies the group item order for a RepeatingGroup

type Initiator ¶

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

Initiator initiates connections and processes messages for all sessions.

func NewInitiator ¶

func NewInitiator(app Application, storeFactory MessageStoreFactory, appSettings *Settings, logFactory LogFactory) (*Initiator, error)

NewInitiator creates and initializes a new Initiator.

func (*Initiator) Start ¶

func (i *Initiator) Start() error

Start Initiator.

func (*Initiator) Stop ¶

func (i *Initiator) Stop()

Stop Initiator.

type Log ¶

type Log interface {
	//log incoming fix message
	OnIncoming(string)

	//log outgoing fix message
	OnOutgoing(string)

	//log fix event
	OnEvent(string)

	//log fix event according to format specifier
	OnEventf(string, ...interface{})
}

Log is a generic interface for logging FIX messages and events.

type LogFactory ¶

type LogFactory interface {
	//global log
	Create() (Log, error)

	//session specific log
	CreateSessionLog(sessionID SessionID) (Log, error)
}

The LogFactory interface creates global and session specific Log instances

func NewFileLogFactory ¶

func NewFileLogFactory(settings *Settings) (LogFactory, error)

NewFileLogFactory creates an instance of LogFactory that writes messages and events to file. The location of global and session log files is configured via FileLogPath.

func NewNullLogFactory ¶

func NewNullLogFactory() LogFactory

NewNullLogFactory creates an instance of LogFactory that returns no-op loggers.

func NewScreenLogFactory ¶

func NewScreenLogFactory() LogFactory

NewScreenLogFactory creates an instance of LogFactory that writes messages and events to stdout.

type Message ¶

type Message struct {
	Header  FieldMap
	Trailer FieldMap
	Body    FieldMap

	//ReceiveTime is the time that this message was read from the socket connection
	ReceiveTime time.Time
	// contains filtered or unexported fields
}

Message is a FIX Message abstraction.

func Marshal ¶

func Marshal(v interface{}) Message

Marshal returns the Message encoding of v

func NewMessage ¶

func NewMessage() (m Message)

NewMessage returns a newly initialized Message instance

func (*Message) Build ¶

func (m *Message) Build() ([]byte, error)

Build constructs a []byte from a Message instance

func (*Message) Init ¶

func (m *Message) Init()

Init initializes the Message instance

func (*Message) String ¶

func (m *Message) String() string

type MessageRejectError ¶

type MessageRejectError interface {
	error

	//RejectReason, tag 373 for session rejects, tag 380 for business rejects.
	RejectReason() int
	RefTagID() *Tag
	IsBusinessReject() bool
}

MessageRejectError is a type of error that can correlate to a message reject.

func NewBusinessMessageRejectError ¶

func NewBusinessMessageRejectError(err string, rejectReason int, refTagID *Tag) MessageRejectError

NewBusinessMessageRejectError returns a MessageRejectError with the given error mesage, reject reason, and optional reftagid. Reject is treated as a business level reject

func NewMessageRejectError ¶

func NewMessageRejectError(err string, rejectReason int, refTagID *Tag) MessageRejectError

NewMessageRejectError returns a MessageRejectError with the given error message, reject reason, and optional reftagid

func Unmarshal ¶

func Unmarshal(m Message, v interface{}) MessageRejectError

Unmarshal populates v from a Message

func ValueIsIncorrect ¶

func ValueIsIncorrect(tag Tag) MessageRejectError

ValueIsIncorrect returns an error indicating a field with value that is not valid.

type MessageRoute ¶

type MessageRoute func(msg Message, sessionID SessionID) MessageRejectError

A MessageRoute is a function can process a fromApp/fromAdmin callback

type MessageRouter ¶

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

A MessageRouter is a mutex for MessageRoutes

func NewMessageRouter ¶

func NewMessageRouter() *MessageRouter

NewMessageRouter returns an initialized MessageRouter instance

func (MessageRouter) AddRoute ¶

func (c MessageRouter) AddRoute(beginString string, msgType string, router MessageRoute)

AddRoute adds a route to the MessageRouter instance keyed to begin string and msgType.

func (MessageRouter) Route ¶

func (c MessageRouter) Route(msg Message, sessionID SessionID) MessageRejectError

Route may be called from the fromApp/fromAdmin callbacks. Messages that cannot be routed will be rejected with UnsupportedMessageType.

type MessageStore ¶

type MessageStore interface {
	NextSenderMsgSeqNum() int
	NextTargetMsgSeqNum() int

	IncrNextSenderMsgSeqNum()
	IncrNextTargetMsgSeqNum()

	SetNextSenderMsgSeqNum(next int)
	SetNextTargetMsgSeqNum(next int)

	CreationTime() time.Time

	SaveMessage(seqNum int, msg []byte)
	GetMessages(beginSeqNum, endSeqNum int) chan []byte

	Refresh()
	Reset()
}

The MessageStore interface provides methods to record and retrieve messages for resend purposes

type MessageStoreFactory ¶

type MessageStoreFactory interface {
	Create(sessionID SessionID) (MessageStore, error)
}

The MessageStoreFactory interface is used by session to create a session specific message store

func NewMemoryStoreFactory ¶

func NewMemoryStoreFactory() MessageStoreFactory

NewMemoryStoreFactory returns a MessageStoreFactory instance that created in-memory MessageStores

type RepeatingGroup ¶

type RepeatingGroup struct {
	Tag
	GroupTemplate
	Groups []Group
}

RepeatingGroup is a FIX Repeating Group type

func (*RepeatingGroup) Add ¶

func (f *RepeatingGroup) Add() Group

Add appends a new group to the RepeatingGroup and returns the new Group

func (*RepeatingGroup) Read ¶

func (f *RepeatingGroup) Read(tv TagValues) (TagValues, error)

func (RepeatingGroup) TagValues ¶

func (f RepeatingGroup) TagValues() TagValues

TagValues returns TagValues for all Items in the repeating group ordered by Group sequence and Group template order

type Session ¶

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

The Session is the primary FIX abstraction for message communication

func LookupSession ¶

func LookupSession(sessionID SessionID) (*Session, error)

LookupSession returns the Session associated with the sessionID.

func (*Session) TargetDefaultApplicationVersionID ¶

func (s *Session) TargetDefaultApplicationVersionID() string

TargetDefaultApplicationVersionID returns the default application version ID for messages received by this version. Applicable for For FIX.T.1 sessions.

type SessionID ¶

type SessionID struct {
	BeginString, TargetCompID, SenderCompID, Qualifier string
}

SessionID is a unique identifer of a Session

func (SessionID) String ¶

func (s SessionID) String() string

type SessionSettings ¶

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

SessionSettings maps session settings to values with typed accessors.

func NewSessionSettings ¶

func NewSessionSettings() *SessionSettings

NewSessionSettings returns a newly initialized SessionSettings instance

func (SessionSettings) BoolSetting ¶

func (s SessionSettings) BoolSetting(setting string) (bool, error)

BoolSetting returns the requested setting parsed as a boolean. Returns an errror if the setting is not set or cannot be parsed as a bool.

func (*SessionSettings) HasSetting ¶

func (s *SessionSettings) HasSetting(setting string) bool

HasSetting returns true if a setting is set, false if not

func (*SessionSettings) Init ¶

func (s *SessionSettings) Init()

Init initializes or resets SessionSettings

func (*SessionSettings) IntSetting ¶

func (s *SessionSettings) IntSetting(setting string) (int, error)

IntSetting returns the requested setting parsed as an int. Returns an errror if the setting is not set or cannot be parsed as an int.

func (*SessionSettings) Set ¶

func (s *SessionSettings) Set(setting string, val string)

Set assigns a value to a setting on SessionSettings.

func (*SessionSettings) Setting ¶

func (s *SessionSettings) Setting(setting string) (string, error)

Setting is a settings string accessor. Returns an error if the setting is missing.

type Settings ¶

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

The Settings type represents a collection of global and session settings.

func NewSettings ¶

func NewSettings() *Settings

NewSettings creates a Settings instance

func ParseSettings ¶

func ParseSettings(reader io.Reader) (*Settings, error)

ParseSettings creates and initializes a Settings instance with config parsed from a Reader. Returns error if the config is has parse errors

func (*Settings) AddSession ¶

func (s *Settings) AddSession(sessionSettings *SessionSettings) (SessionID, error)

AddSession adds Session Settings to Settings instance. Returns an error if session settings with duplicate sessionID has already been added

func (*Settings) GlobalSettings ¶

func (s *Settings) GlobalSettings() *SessionSettings

GlobalSettings are default setting inherited by all session settings.

func (*Settings) Init ¶

func (s *Settings) Init()

Init initializes or resets a Settings instance

func (*Settings) SessionSettings ¶

func (s *Settings) SessionSettings() map[SessionID]*SessionSettings

SessionSettings return all session settings overlaying globalsettings.

type Tag ¶

type Tag int

Tag is a typed int representing a FIX tag

func (Tag) IsHeader ¶

func (t Tag) IsHeader() bool

IsHeader returns true if tag belongs in the message header

func (Tag) IsTrailer ¶

func (t Tag) IsTrailer() bool

IsTrailer returns true if tag belongs in the message trailer

type TagValue ¶

type TagValue struct {
	Tag
	Value []byte
	// contains filtered or unexported fields
}

TagValue is a low-level FIX field abstraction

func (TagValue) String ¶

func (tv TagValue) String() string

type TagValues ¶

type TagValues []TagValue

TagValues is a slice of TagValue

Source Files ¶

View all Source files

Directories ¶

?	: This menu
/	: Search site
f or F	: Jump to
y or Y	: Canonical URL

Path	Synopsis
_gen
generate-fields
generate-messages
_test
config Package config declares application and session settings for QuickFIX/Go	Package config declares application and session settings for QuickFIX/Go
datadictionary Package datadictionary provides support for parsing and organizing FIX Data Dictionaries	Package datadictionary provides support for parsing and organizing FIX Data Dictionaries
enum Package enum declares standard FIX enum values.	Package enum declares standard FIX enum values.
field Package field declares standard FIX fields.	Package field declares standard FIX fields.
fix40
advertisement Package advertisement msg type = 7.	Package advertisement msg type = 7.
allocation Package allocation msg type = J.	Package allocation msg type = J.
allocationack Package allocationack msg type = P.	Package allocationack msg type = P.
dontknowtrade Package dontknowtrade msg type = Q.	Package dontknowtrade msg type = Q.
email Package email msg type = C.	Package email msg type = C.
executionreport Package executionreport msg type = 8.	Package executionreport msg type = 8.
heartbeat Package heartbeat msg type = 0.	Package heartbeat msg type = 0.
indicationofinterest Package indicationofinterest msg type = 6.	Package indicationofinterest msg type = 6.
listcancelrequest Package listcancelrequest msg type = K.	Package listcancelrequest msg type = K.
listexecute Package listexecute msg type = L.	Package listexecute msg type = L.
liststatus Package liststatus msg type = N.	Package liststatus msg type = N.
liststatusrequest Package liststatusrequest msg type = M.	Package liststatusrequest msg type = M.
logon Package logon msg type = A.	Package logon msg type = A.
logout Package logout msg type = 5.	Package logout msg type = 5.
neworderlist Package neworderlist msg type = E.	Package neworderlist msg type = E.
newordersingle Package newordersingle msg type = D.	Package newordersingle msg type = D.
news Package news msg type = B.	Package news msg type = B.
ordercancelreject Package ordercancelreject msg type = 9.	Package ordercancelreject msg type = 9.
ordercancelreplacerequest Package ordercancelreplacerequest msg type = G.	Package ordercancelreplacerequest msg type = G.
ordercancelrequest Package ordercancelrequest msg type = F.	Package ordercancelrequest msg type = F.
orderstatusrequest Package orderstatusrequest msg type = H.	Package orderstatusrequest msg type = H.
quote Package quote msg type = S.	Package quote msg type = S.
quoterequest Package quoterequest msg type = R.	Package quoterequest msg type = R.
reject Package reject msg type = 3.	Package reject msg type = 3.
resendrequest Package resendrequest msg type = 2.	Package resendrequest msg type = 2.
sequencereset Package sequencereset msg type = 4.	Package sequencereset msg type = 4.
testrequest Package testrequest msg type = 1.	Package testrequest msg type = 1.
fix41
advertisement Package advertisement msg type = 7.	Package advertisement msg type = 7.
allocation Package allocation msg type = J.	Package allocation msg type = J.
allocationack Package allocationack msg type = P.	Package allocationack msg type = P.