Repository URL to install this package:
|
Version:
1.15.1 ▾
|
require 'quickfix'
module Quickfix40
class Message < Quickfix::Message
def initialize
super
getHeader().setField( Quickfix::BeginString.new("FIX.4.0") )
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
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
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
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
end
class Email < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("C") )
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(5)
order[0] = 11
order[1] = 37
order[2] = 66
order[3] = 105
order[4] = 0
super(73, 11, order)
end
end
class NoExecs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(5)
order[0] = 17
order[1] = 32
order[2] = 31
order[3] = 30
order[4] = 0
super(124, 17, order)
end
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
class NoAllocs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(11)
order[0] = 79
order[1] = 80
order[2] = 81
order[3] = 76
order[4] = 109
order[5] = 12
order[6] = 13
order[7] = 85
order[8] = 92
order[9] = 86
order[10] = 0
super(78, 79, order)
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(5)
order[0] = 11
order[1] = 14
order[2] = 84
order[3] = 6
order[4] = 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
end