quickfix_ruby 1.14.3

data/ext/quickfix/strptime.h

@@ -0,0 +1,7 @@
+#ifdef _MSC_VER
+
+extern "C"
+  char *
+  strptime( const char *buf, const char *fmt, struct tm *tm );
+
+#endif

data/lib/quickfix40.rb

@@ -0,0 +1,274 @@
+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

data/lib/quickfix41.rb

@@ -0,0 +1,351 @@
+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