Documentation ¶
Index ¶
- type 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)
- func (e Executor) OnCreate(sessionID quickfix.SessionID)
- 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
Constants ¶
This section is empty.
Variables ¶
This section is empty.
Functions ¶
This section is empty.
Types ¶
type Executor ¶
type Executor struct { *quickfix.MessageRouter // contains filtered or unexported fields }
func NewExecutor ¶
func NewExecutor() *Executor
func (*Executor) FromApp ¶
func (e *Executor) FromApp(msg quickfix.Message, sessionID quickfix.SessionID) (reject quickfix.MessageRejectError)
Use Message Cracker on Incoming Application Messages
func (*Executor) OnFIX44NewOrderSingle ¶
type SellSideSimulator ¶
type SellSideSimulator struct {
// contains filtered or unexported fields
}
func NewSellSideSimulator ¶
func NewSellSideSimulator(logger string) *SellSideSimulator
func (*SellSideSimulator) Close ¶
func (m *SellSideSimulator) Close()
func (*SellSideSimulator) Start ¶
func (m *SellSideSimulator) Start()
Directories ¶
Path | Synopsis |
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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
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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 |
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