Struct FixMessage 

pub struct FixMessage {
    pub message_type: MessageType,
    pub fields: HashMap<u32, FieldValue>,
    pub seq_num: Option<u32>,
    pub sender_comp_id: Option<String>,
    pub target_comp_id: Option<String>,
    pub sending_time: Option<u64>,
}

FIX message representation optimized for Protocol Buffers encoding.

Fields

message_type: MessageType

Message type

fields: HashMap<u32, FieldValue>

FIX fields as tag-value pairs

seq_num: Option<u32>

Sequence number

sender_comp_id: Option<String>

Sender CompID

target_comp_id: Option<String>

Target CompID

sending_time: Option<u64>

Sending timestamp (nanoseconds since epoch)

Implementations

impl FixMessage

pub fn new(message_type: MessageType) -> Self

Create a new FIX message.

pub fn new_order_single( symbol: String, price: f64, quantity: f64, side: String, ) -> Self

Create a New Order Single message (MessageType D).

pub fn execution_report( order_id: String, exec_id: String, exec_type: String, ord_status: String, symbol: String, side: String, exec_qty: f64, exec_price: f64, ) -> Self

Create an Execution Report message.

pub fn market_data_request( md_req_id: String, subscription_type: String, market_depth: u32, symbols: Vec<String>, ) -> Self

Create a Market Data Request message.

pub fn set_field(&mut self, tag: u32, value: FieldValue)

Set a field value.

pub fn get_field(&self, tag: u32) -> Option<&FieldValue>

Get a field value.

pub fn remove_field(&mut self, tag: u32) -> Option<FieldValue>

Remove a field.

pub fn has_field(&self, tag: u32) -> bool

Check if field exists.

pub fn field_tags(&self) -> impl Iterator<Item = u32> + '_

Get all field tags.

pub fn with_seq_num(self, seq_num: u32) -> Self

Set sequence number.

pub fn with_sender_comp_id(self, sender_comp_id: String) -> Self

Set sender CompID.

pub fn with_target_comp_id(self, target_comp_id: String) -> Self

Set target CompID.

pub fn with_sending_time(self, sending_time: u64) -> Self

Set sending time.

pub fn validate(&self) -> Result<(), EncodeError>

Validate required fields for the message type.

pub fn estimated_size(&self) -> usize

Calculate approximate message size for buffer pre-allocation.

Trait Implementations

impl Clone for FixMessage

fn clone(&self) -> FixMessage

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for FixMessage

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl PartialEq for FixMessage

fn eq(&self, other: &FixMessage) -> bool

Tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl StructuralPartialEq for FixMessage