Skip to content

Commit 8f11074

Browse files
cbusbeycbusbey
authored
Merge pull request #9 from cbusbey/qfix_bump
QuickFIX Version bump
2 parents 686cf99 + 7ec66ed commit 8f11074

File tree

52 files changed

+24646
-11595
lines changed

Some content is hidden

Large Commits have some content hidden by default. Use the searchbox below for content that may be hidden.

52 files changed

+24646
-11595
lines changed

‎cmd/executor/executor.go‎

Lines changed: 148 additions & 146 deletions
Large diffs are not rendered by default.

‎cmd/ordermatch/internal/market.go‎

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -102,7 +102,7 @@ func (m *Market) Insert(order Order) {
102102
m.Offers.Insert(&order)
103103
}
104104
}
105-
func (m *Market) Cancel(clordID, side string) (order *Order) {
105+
func (m *Market) Cancel(clordID string, side enum.Side) (order *Order) {
106106
if side == enum.Side_BUY {
107107
order = m.Bids.Remove(clordID)
108108
} else {

‎cmd/ordermatch/internal/order.go‎

Lines changed: 3 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -3,6 +3,7 @@ package internal
33
import (
44
"time"
55

6+
"github.com/quickfixgo/quickfix/enum"
67
"github.com/shopspring/decimal"
78
)
89

@@ -11,8 +12,8 @@ type Order struct {
1112
Symbol string
1213
SenderCompID string
1314
TargetCompID string
14-
Side string
15-
OrdType string
15+
Side enum.Side
16+
OrdType enum.OrdType
1617
Price decimal.Decimal
1718
Quantity decimal.Decimal
1819
ExecutedQuantity decimal.Decimal

‎cmd/ordermatch/internal/ordermatcher.go‎

Lines changed: 6 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -1,6 +1,10 @@
11
package internal
22

3-
import "fmt"
3+
import (
4+
"fmt"
5+
6+
"github.com/quickfixgo/quickfix/enum"
7+
)
48

59
type OrderMatcher struct {
610
markets map[string]*Market
@@ -34,7 +38,7 @@ func (m *OrderMatcher) Insert(order Order) {
3438
market.Insert(order)
3539
}
3640

37-
func (m *OrderMatcher) Cancel(clordID, symbol, side string) *Order {
41+
func (m *OrderMatcher) Cancel(clordID, symbol string, side enum.Side) *Order {
3842
market, ok := m.markets[symbol]
3943
if !ok {
4044
return nil

‎cmd/ordermatch/ordermatch.go‎

Lines changed: 11 additions & 11 deletions
Original file line numberDiff line numberDiff line change
@@ -107,14 +107,14 @@ func (a *Application) onNewOrderSingle(msg newordersingle.NewOrderSingle, sessio
107107
}
108108

109109
order := internal.Order{
110-
ClOrdID: clOrdID.String(),
111-
Symbol: symbol.String(),
112-
SenderCompID: senderCompID.String(),
113-
TargetCompID: targetCompID.String(),
114-
Side: side.String(),
115-
OrdType: ordType.String(),
116-
Price: price.Decimal,
117-
Quantity: orderQty.Decimal,
110+
ClOrdID: clOrdID,
111+
Symbol: symbol,
112+
SenderCompID: senderCompID,
113+
TargetCompID: targetCompID,
114+
Side: side,
115+
OrdType: ordType,
116+
Price: price,
117+
Quantity: orderQty,
118118
}
119119

120120
a.Insert(order)
@@ -146,7 +146,7 @@ func (a *Application) onOrderCancelRequest(msg ordercancelrequest.OrderCancelReq
146146
return err
147147
}
148148

149-
order := a.Cancel(origClOrdID.String(), symbol.String(), side.String())
149+
order := a.Cancel(origClOrdID, symbol, side)
150150
if order != nil {
151151
a.cancelOrder(*order)
152152
}
@@ -180,12 +180,12 @@ func (a *Application) genExecID() string {
180180
return strconv.Itoa(a.execID)
181181
}
182182

183-
func (a *Application) updateOrder(order internal.Order, status string) {
183+
func (a *Application) updateOrder(order internal.Order, status enum.OrdStatus) {
184184
execReport := executionreport.New(
185185
field.NewOrderID(order.ClOrdID),
186186
field.NewExecID(a.genExecID()),
187187
field.NewExecTransType(enum.ExecTransType_NEW),
188-
field.NewExecType(status),
188+
field.NewExecType(enum.ExecType(status)),
189189
field.NewOrdStatus(status),
190190
field.NewSymbol(order.Symbol),
191191
field.NewSide(order.Side),

‎cmd/tradeclient/internal/console.go‎

Lines changed: 29 additions & 29 deletions
Original file line numberDiff line numberDiff line change
@@ -140,16 +140,16 @@ func querySide() field.SideField {
140140
}
141141

142142
values := []string{
143-
enum.Side_BUY,
144-
enum.Side_SELL,
145-
enum.Side_SELL_SHORT,
146-
enum.Side_SELL_SHORT_EXEMPT,
147-
enum.Side_CROSS,
148-
enum.Side_CROSS_SHORT,
143+
string(enum.Side_BUY),
144+
string(enum.Side_SELL),
145+
string(enum.Side_SELL_SHORT),
146+
string(enum.Side_SELL_SHORT_EXEMPT),
147+
string(enum.Side_CROSS),
148+
string(enum.Side_CROSS_SHORT),
149149
"A",
150150
}
151151

152-
return field.NewSide(queryFieldChoices("Side", choices, values))
152+
return field.NewSide(enum.Side(queryFieldChoices("Side", choices, values)))
153153
}
154154

155155
func queryOrdType(f *field.OrdTypeField) field.OrdTypeField {
@@ -161,10 +161,10 @@ func queryOrdType(f *field.OrdTypeField) field.OrdTypeField {
161161
}
162162

163163
values := []string{
164-
enum.OrdType_MARKET,
165-
enum.OrdType_LIMIT,
166-
enum.OrdType_STOP,
167-
enum.OrdType_STOP_LIMIT,
164+
string(enum.OrdType_MARKET),
165+
string(enum.OrdType_LIMIT),
166+
string(enum.OrdType_STOP),
167+
string(enum.OrdType_STOP_LIMIT),
168168
}
169169

170170
f.FIXString = quickfix.FIXString(queryFieldChoices("OrdType", choices, values))
@@ -180,14 +180,14 @@ func queryTimeInForce() field.TimeInForceField {
180180
"GTX",
181181
}
182182
values := []string{
183-
enum.TimeInForce_DAY,
184-
enum.TimeInForce_IMMEDIATE_OR_CANCEL,
185-
enum.TimeInForce_AT_THE_OPENING,
186-
enum.TimeInForce_GOOD_TILL_CANCEL,
187-
enum.TimeInForce_GOOD_TILL_CROSSING,
183+
string(enum.TimeInForce_DAY),
184+
string(enum.TimeInForce_IMMEDIATE_OR_CANCEL),
185+
string(enum.TimeInForce_AT_THE_OPENING),
186+
string(enum.TimeInForce_GOOD_TILL_CANCEL),
187+
string(enum.TimeInForce_GOOD_TILL_CROSSING),
188188
}
189189

190-
return field.NewTimeInForce(queryFieldChoices("TimeInForce", choices, values))
190+
return field.NewTimeInForce(enum.TimeInForce(queryFieldChoices("TimeInForce", choices, values)))
191191
}
192192

193193
func queryOrderQty() field.OrderQtyField {
@@ -242,12 +242,12 @@ func queryNewOrderSingle40() fix40nos.NewOrderSingle {
242242
var ordType field.OrdTypeField
243243
order := fix40nos.New(queryClOrdID(), field.NewHandlInst("1"), querySymbol(), querySide(), queryOrderQty(), queryOrdType(&ordType))
244244

245-
switch ordType.FIXString {
245+
switch ordType.Value() {
246246
case enum.OrdType_LIMIT, enum.OrdType_STOP_LIMIT:
247247
order.Set(queryPrice())
248248
}
249249

250-
switch ordType.FIXString {
250+
switch ordType.Value() {
251251
case enum.OrdType_STOP, enum.OrdType_STOP_LIMIT:
252252
order.Set(queryStopPx())
253253
}
@@ -263,12 +263,12 @@ func queryNewOrderSingle41() (msg quickfix.Message) {
263263
order := fix41nos.New(queryClOrdID(), field.NewHandlInst("1"), querySymbol(), querySide(), queryOrdType(&ordType))
264264
order.Set(queryOrderQty())
265265

266-
switch ordType.FIXString {
266+
switch ordType.Value() {
267267
case enum.OrdType_LIMIT, enum.OrdType_STOP_LIMIT:
268268
order.Set(queryPrice())
269269
}
270270

271-
switch ordType.FIXString {
271+
switch ordType.Value() {
272272
case enum.OrdType_STOP, enum.OrdType_STOP_LIMIT:
273273
order.Set(queryStopPx())
274274
}
@@ -285,12 +285,12 @@ func queryNewOrderSingle42() (msg quickfix.Message) {
285285
order := fix42nos.New(queryClOrdID(), field.NewHandlInst("1"), querySymbol(), querySide(), field.NewTransactTime(time.Now()), queryOrdType(&ordType))
286286
order.Set(queryOrderQty())
287287

288-
switch ordType.FIXString {
288+
switch ordType.Value() {
289289
case enum.OrdType_LIMIT, enum.OrdType_STOP_LIMIT:
290290
order.Set(queryPrice())
291291
}
292292

293-
switch ordType.FIXString {
293+
switch ordType.Value() {
294294
case enum.OrdType_STOP, enum.OrdType_STOP_LIMIT:
295295
order.Set(queryStopPx())
296296
}
@@ -307,12 +307,12 @@ func queryNewOrderSingle43() (msg quickfix.Message) {
307307
order.Set(querySymbol())
308308
order.Set(queryOrderQty())
309309

310-
switch ordType.FIXString {
310+
switch ordType.Value() {
311311
case enum.OrdType_LIMIT, enum.OrdType_STOP_LIMIT:
312312
order.Set(queryPrice())
313313
}
314314

315-
switch ordType.FIXString {
315+
switch ordType.Value() {
316316
case enum.OrdType_STOP, enum.OrdType_STOP_LIMIT:
317317
order.Set(queryStopPx())
318318
}
@@ -331,12 +331,12 @@ func queryNewOrderSingle44() (msg quickfix.Message) {
331331
order.Set(querySymbol())
332332
order.Set(queryOrderQty())
333333

334-
switch ordType.FIXString {
334+
switch ordType.Value() {
335335
case enum.OrdType_LIMIT, enum.OrdType_STOP_LIMIT:
336336
order.Set(queryPrice())
337337
}
338338

339-
switch ordType.FIXString {
339+
switch ordType.Value() {
340340
case enum.OrdType_STOP, enum.OrdType_STOP_LIMIT:
341341
order.Set(queryStopPx())
342342
}
@@ -356,12 +356,12 @@ func queryNewOrderSingle50() (msg quickfix.Message) {
356356
order.Set(queryOrderQty())
357357
order.Set(queryTimeInForce())
358358

359-
switch ordType.FIXString {
359+
switch ordType.Value() {
360360
case enum.OrdType_LIMIT, enum.OrdType_STOP_LIMIT:
361361
order.Set(queryPrice())
362362
}
363363

364-
switch ordType.FIXString {
364+
switch ordType.Value() {
365365
case enum.OrdType_STOP, enum.OrdType_STOP_LIMIT:
366366
order.Set(queryStopPx())
367367
}

‎vendor/github.com/quickfixgo/quickfix/config/configuration.go‎

Lines changed: 34 additions & 33 deletions
Some generated files are not rendered by default. Learn more about customizing how changed files appear on GitHub.

‎vendor/github.com/quickfixgo/quickfix/config/doc.go‎

Lines changed: 8 additions & 0 deletions
Some generated files are not rendered by default. Learn more about customizing how changed files appear on GitHub.

0 commit comments

Comments
 (0)