Golang field.NewAvgPx函数代码示例

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本文整理汇总了Golang中github.com/quickfixgo/quickfix/field.NewAvgPx函数的典型用法代码示例。如果您正苦于以下问题：Golang NewAvgPx函数的具体用法？Golang NewAvgPx怎么用？Golang NewAvgPx使用的例子？那么恭喜您, 这里精选的函数代码示例或许可以为您提供帮助。

在下文中一共展示了NewAvgPx函数的11个代码示例，这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞，您的评价将有助于我们的系统推荐出更棒的Golang代码示例。

示例1: updateOrder

func (a *Application) updateOrder(order internal.Order, status enum.OrdStatus) {
	execReport := executionreport.New(
		field.NewOrderID(order.ClOrdID),
		field.NewExecID(a.genExecID()),
		field.NewExecTransType(enum.ExecTransType_NEW),
		field.NewExecType(enum.ExecType(status)),
		field.NewOrdStatus(status),
		field.NewSymbol(order.Symbol),
		field.NewSide(order.Side),
		field.NewLeavesQty(order.OpenQuantity(), 2),
		field.NewCumQty(order.ExecutedQuantity, 2),
		field.NewAvgPx(order.AvgPx, 2),
	)
	execReport.SetOrderQty(order.Quantity, 2)
	execReport.SetClOrdID(order.ClOrdID)

	switch status {
	case enum.OrdStatus_FILLED, enum.OrdStatus_PARTIALLY_FILLED:
		execReport.SetLastShares(order.LastExecutedQuantity, 2)
		execReport.SetLastPx(order.LastExecutedPrice, 2)
	}

	execReport.Header.SetTargetCompID(order.SenderCompID)
	execReport.Header.SetSenderCompID(order.TargetCompID)

	quickfix.Send(execReport)
}

开发者ID:quickfixgo，项目名称:examples，代码行数:27，代码来源:ordermatch.go

示例2: OnFIX41NewOrderSingle

func (e *executor) OnFIX41NewOrderSingle(msg fix41nos.NewOrderSingle, sessionID quickfix.SessionID) (err quickfix.MessageRejectError) {
	ordType, err := msg.GetOrdType()
	if err != nil {
		return
	}
	if ordType != enum.OrdType_LIMIT {
		return quickfix.ValueIsIncorrect(tag.OrdType)
	}

	symbol, err := msg.GetSymbol()
	if err != nil {
		return
	}

	side, err := msg.GetSide()
	if err != nil {
		return
	}

	orderQty, err := msg.GetOrderQty()
	if err != nil {
		return
	}

	price, err := msg.GetPrice()
	if err != nil {
		return
	}

	execReport := fix41er.New(
		e.genOrderID(),
		e.genExecID(),
		field.NewExecTransType(enum.ExecTransType_NEW),
		field.NewExecType(enum.ExecType_FILL),
		field.NewOrdStatus(enum.OrdStatus_FILLED),
		field.NewSymbol(symbol),
		field.NewSide(side),
		field.NewOrderQty(orderQty, 2),
		field.NewLastShares(orderQty, 2),
		field.NewLastPx(price, 2),
		field.NewLeavesQty(decimal.Zero, 2),
		field.NewCumQty(orderQty, 2),
		field.NewAvgPx(price, 2),
	)

	clOrdID, err := msg.GetClOrdID()
	if err != nil {
		return
	}
	execReport.SetClOrdID(clOrdID)

	quickfix.SendToTarget(execReport, sessionID)

	return
}

开发者ID:quickfixgo，项目名称:examples，代码行数:55，代码来源:executor.go

示例3: OnFIX41NewOrderSingle

func (e *executor) OnFIX41NewOrderSingle(msg fix41nos.NewOrderSingle, sessionID quickfix.SessionID) (err quickfix.MessageRejectError) {
	var ordType field.OrdTypeField
	if ordType, err = msg.GetOrdType(); err != nil {
		return err
	}
	if ordType.String() != enum.OrdType_LIMIT {
		return quickfix.ValueIsIncorrect(tag.OrdType)
	}

	var symbol field.SymbolField
	if symbol, err = msg.GetSymbol(); err != nil {
		return
	}

	var side field.SideField
	if side, err = msg.GetSide(); err != nil {
		return
	}

	var orderQty field.OrderQtyField
	if orderQty, err = msg.GetOrderQty(); err != nil {
		return
	}

	var price field.PriceField
	if price, err = msg.GetPrice(); err != nil {
		return
	}

	execReport := fix41er.New(
		e.genOrderID(),
		e.genExecID(),
		field.NewExecTransType(enum.ExecTransType_NEW),
		field.NewExecType(enum.ExecType_FILL),
		field.NewOrdStatus(enum.OrdStatus_FILLED),
		symbol,
		side,
		orderQty,
		field.NewLastShares(orderQty.Float64()),
		field.NewLastPx(price.Float64()),
		field.NewLeavesQty(0),
		field.NewCumQty(orderQty.Float64()),
		field.NewAvgPx(price.Float64()),
	)

	quickfix.SendToTarget(execReport, sessionID)

	return
}

开发者ID:cbusbey，项目名称:examples，代码行数:49，代码来源:executor.go

示例4: updateOrder

func (a *Application) updateOrder(order Order, status string) {
	execReport := executionreport.New(
		field.NewOrderID(order.ClOrdID),
		field.NewExecID(a.genExecID()),
		field.NewExecTransType(enum.ExecTransType_NEW),
		field.NewExecType(status),
		field.NewOrdStatus(status),
		field.NewSymbol(order.Symbol),
		field.NewSide(order.Side),
		field.NewLeavesQty(order.OpenQuantity()),
		field.NewCumQty(order.ExecutedQuantity),
		field.NewAvgPx(order.AvgPx),
	)

	execReport.SetOrderQty(order.Quantity)
	execReport.SetClOrdID(order.ClOrdID)
	execReport.Header.SetTargetCompID(order.SenderCompID)
	execReport.Header.SetSenderCompID(order.TargetCompID)

	quickfix.Send(execReport)
}

开发者ID:cbusbey，项目名称:examples，代码行数:21，代码来源:ordermatch.go

示例5: SetAvgPx

//SetAvgPx sets AvgPx, Tag 6
func (m NoOrders) SetAvgPx(value decimal.Decimal, scale int32) {
	m.Set(field.NewAvgPx(value, scale))
}

开发者ID:quickfixgo，项目名称:quickfix，代码行数:4，代码来源:ListStatus.generated.go

示例6: SetAvgPx

//SetAvgPx sets AvgPx, Tag 6
func (m Allocation) SetAvgPx(value decimal.Decimal, scale int32) {
	m.Set(field.NewAvgPx(value, scale))
}

开发者ID:quickfixgo，项目名称:quickfix，代码行数:4，代码来源:Allocation.generated.go

示例7: SetAvgPx

//SetAvgPx sets AvgPx, Tag 6
func (m NoOrders) SetAvgPx(v float64) {
	m.Set(field.NewAvgPx(v))
}

开发者ID:cbusbey，项目名称:quickfix，代码行数:4，代码来源:ListStatus.generated.go

示例8: SetAvgPx

//SetAvgPx sets AvgPx, Tag 6
func (m ExecutionReport) SetAvgPx(value decimal.Decimal, scale int32) {
	m.Set(field.NewAvgPx(value, scale))
}

开发者ID:quickfixgo，项目名称:examples，代码行数:4，代码来源:ExecutionReport.generated.go

示例9: SetAvgPx

//SetAvgPx sets AvgPx, Tag 6
func (m Allocation) SetAvgPx(v float64) {
	m.Set(field.NewAvgPx(v))
}

开发者ID:cbusbey，项目名称:quickfix，代码行数:4，代码来源:Allocation.generated.go

示例10: SetAvgPx

//SetAvgPx sets AvgPx, Tag 6
func (m ExecutionReport) SetAvgPx(v float64) {
	m.Set(field.NewAvgPx(v))
}

开发者ID:cbusbey，项目名称:quickfix，代码行数:4，代码来源:ExecutionReport.generated.go

示例11: OnFIX44NewOrderSingle

func (e *executor) OnFIX44NewOrderSingle(msg fix44nos.NewOrderSingle, sessionID quickfix.SessionID) (err quickfix.MessageRejectError) {
	var ordType field.OrdTypeField
	if ordType, err = msg.GetOrdType(); err != nil {
		return err
	}

	if ordType.String() != enum.OrdType_LIMIT {
		return quickfix.ValueIsIncorrect(tag.OrdType)
	}

	var symbol field.SymbolField
	if symbol, err = msg.GetSymbol(); err != nil {
		return
	}

	var side field.SideField
	if side, err = msg.GetSide(); err != nil {
		return
	}

	var orderQty field.OrderQtyField
	if orderQty, err = msg.GetOrderQty(); err != nil {
		return
	}

	var price field.PriceField
	if price, err = msg.GetPrice(); err != nil {
		return
	}

	var clOrdID field.ClOrdIDField
	if clOrdID, err = msg.GetClOrdID(); err != nil {
		return
	}

	execReport := fix44er.New(
		e.genOrderID(),
		e.genExecID(),
		field.NewExecType(enum.ExecType_FILL),
		field.NewOrdStatus(enum.OrdStatus_FILLED),
		side,
		field.NewLeavesQty(0),
		field.NewCumQty(orderQty.Float64()),
		field.NewAvgPx(price.Float64()),
	)

	execReport.Set(clOrdID)
	execReport.Set(symbol)
	execReport.Set(orderQty)
	execReport.SetLastQty(orderQty.Float64())
	execReport.SetLastPx(price.Float64())

	if msg.HasAccount() {
		var acct field.AccountField
		if acct, err = msg.GetAccount(); err != nil {
			return err
		}
		execReport.Set(acct)
	}

	quickfix.SendToTarget(execReport, sessionID)

	return
}

开发者ID:cbusbey，项目名称:examples，代码行数:64，代码来源:executor.go

注：本文中的github.com/quickfixgo/quickfix/field.NewAvgPx函数示例由纯净天空整理自Github/MSDocs等源码及文档管理平台，相关代码片段筛选自各路编程大神贡献的开源项目，源码版权归原作者所有，传播和使用请参考对应项目的License；未经允许，请勿转载。