Repository navigation
Expand file tree
/
Copy pathquickfix41.rb
More file actions
351 lines (313 loc) · 5.91 KB
/
Copy pathquickfix41.rb
File metadata and controls
351 lines (313 loc) · 5.91 KB
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
require 'quickfix'
module Quickfix41
class Message < Quickfix::Message
def initialize
super
getHeader().setField( Quickfix::BeginString.new("FIX.4.1") )
end
end
class Heartbeat < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("0") )
end
end
class TestRequest < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("1") )
end
end
class ResendRequest < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("2") )
end
end
class Reject < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("3") )
end
end
class SequenceReset < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("4") )
end
end
class Logout < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("5") )
end
end
class IOI < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("6") )
end
class NoIOIQualifiers < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(2)
order[0] = 104
order[1] = 0
super(199, 104, order)
end
end
end
class Advertisement < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("7") )
end
end
class ExecutionReport < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("8") )
end
end
class OrderCancelReject < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("9") )
end
end
class Logon < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("A") )
end
end
class News < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("B") )
end
class NoRelatedSym < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(14)
order[0] = 46
order[1] = 65
order[2] = 48
order[3] = 22
order[4] = 167
order[5] = 200
order[6] = 205
order[7] = 201
order[8] = 202
order[9] = 206
order[10] = 207
order[11] = 106
order[12] = 107
order[13] = 0
super(146, 46, order)
end
end
class LinesOfText < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(2)
order[0] = 58
order[1] = 0
super(33, 58, order)
end
end
end
class Email < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("C") )
end
class NoRelatedSym < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(14)
order[0] = 46
order[1] = 65
order[2] = 48
order[3] = 22
order[4] = 167
order[5] = 200
order[6] = 205
order[7] = 201
order[8] = 202
order[9] = 206
order[10] = 207
order[11] = 106
order[12] = 107
order[13] = 0
super(146, 46, order)
end
end
class LinesOfText < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(2)
order[0] = 58
order[1] = 0
super(33, 58, order)
end
end
end
class NewOrderSingle < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("D") )
end
end
class NewOrderList < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("E") )
end
end
class OrderCancelRequest < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("F") )
end
end
class OrderCancelReplaceRequest < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("G") )
end
end
class OrderStatusRequest < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("H") )
end
end
class Allocation < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("J") )
end
class NoOrders < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(6)
order[0] = 11
order[1] = 37
order[2] = 198
order[3] = 66
order[4] = 105
order[5] = 0
super(73, 11, order)
end
end
class NoExecs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(5)
order[0] = 32
order[1] = 17
order[2] = 31
order[3] = 29
order[4] = 0
super(124, 32, order)
end
end
class NoAllocs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(21)
order[0] = 79
order[1] = 80
order[2] = 81
order[3] = 92
order[4] = 208
order[5] = 209
order[6] = 161
order[7] = 76
order[8] = 109
order[9] = 12
order[10] = 13
order[11] = 153
order[12] = 154
order[13] = 119
order[14] = 120
order[15] = 155
order[16] = 156
order[17] = 159
order[18] = 160
order[19] = 136
order[20] = 0
super(78, 79, order)
end
class NoMiscFees < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(4)
order[0] = 137
order[1] = 138
order[2] = 139
order[3] = 0
super(136, 137, order)
end
end
end
end
class ListCancelRequest < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("K") )
end
end
class ListExecute < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("L") )
end
end
class ListStatusRequest < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("M") )
end
end
class ListStatus < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("N") )
end
class NoOrders < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(6)
order[0] = 11
order[1] = 14
order[2] = 151
order[3] = 84
order[4] = 6
order[5] = 0
super(73, 11, order)
end
end
end
class AllocationInstructionAck < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("P") )
end
end
class DontKnowTrade < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("Q") )
end
end
class QuoteRequest < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("R") )
end
end
class Quote < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("S") )
end
end
class SettlementInstructions < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("T") )
end
end
end