1import quickfix as fix 2 3class Message(fix.Message): 4 def __init__(self): 5 fix.Message.__init__(self) 6 self.getHeader().setField( fix.BeginString("FIX.4.0") ) 7 8class Heartbeat(Message): 9 def __init__(self): 10 Message.__init__(self) 11 self.getHeader().setField( fix.MsgType("0") ) 12 13class TestRequest(Message): 14 def __init__(self): 15 Message.__init__(self) 16 self.getHeader().setField( fix.MsgType("1") ) 17 18class ResendRequest(Message): 19 def __init__(self): 20 Message.__init__(self) 21 self.getHeader().setField( fix.MsgType("2") ) 22 23class Reject(Message): 24 def __init__(self): 25 Message.__init__(self) 26 self.getHeader().setField( fix.MsgType("3") ) 27 28class SequenceReset(Message): 29 def __init__(self): 30 Message.__init__(self) 31 self.getHeader().setField( fix.MsgType("4") ) 32 33class Logout(Message): 34 def __init__(self): 35 Message.__init__(self) 36 self.getHeader().setField( fix.MsgType("5") ) 37 38class IOI(Message): 39 def __init__(self): 40 Message.__init__(self) 41 self.getHeader().setField( fix.MsgType("6") ) 42 43class Advertisement(Message): 44 def __init__(self): 45 Message.__init__(self) 46 self.getHeader().setField( fix.MsgType("7") ) 47 48class ExecutionReport(Message): 49 def __init__(self): 50 Message.__init__(self) 51 self.getHeader().setField( fix.MsgType("8") ) 52 53 class NoMiscFees(fix.Group): 54 def __init__(self): 55 order = fix.IntArray(4) 56 order[0] = 137 57 order[1] = 138 58 order[2] = 139 59 order[3] = 0 60 fix.Group.__init__(self, 136, 137, order) 61 62class OrderCancelReject(Message): 63 def __init__(self): 64 Message.__init__(self) 65 self.getHeader().setField( fix.MsgType("9") ) 66 67class Logon(Message): 68 def __init__(self): 69 Message.__init__(self) 70 self.getHeader().setField( fix.MsgType("A") ) 71 72class News(Message): 73 def __init__(self): 74 Message.__init__(self) 75 self.getHeader().setField( fix.MsgType("B") ) 76 77class Email(Message): 78 def __init__(self): 79 Message.__init__(self) 80 self.getHeader().setField( fix.MsgType("C") ) 81 82class NewOrderSingle(Message): 83 def __init__(self): 84 Message.__init__(self) 85 self.getHeader().setField( fix.MsgType("D") ) 86 87class NewOrderList(Message): 88 def __init__(self): 89 Message.__init__(self) 90 self.getHeader().setField( fix.MsgType("E") ) 91 92class OrderCancelRequest(Message): 93 def __init__(self): 94 Message.__init__(self) 95 self.getHeader().setField( fix.MsgType("F") ) 96 97class OrderCancelReplaceRequest(Message): 98 def __init__(self): 99 Message.__init__(self) 100 self.getHeader().setField( fix.MsgType("G") ) 101 102class OrderStatusRequest(Message): 103 def __init__(self): 104 Message.__init__(self) 105 self.getHeader().setField( fix.MsgType("H") ) 106 107class Allocation(Message): 108 def __init__(self): 109 Message.__init__(self) 110 self.getHeader().setField( fix.MsgType("J") ) 111 112 class NoOrders(fix.Group): 113 def __init__(self): 114 order = fix.IntArray(5) 115 order[0] = 11 116 order[1] = 37 117 order[2] = 66 118 order[3] = 105 119 order[4] = 0 120 fix.Group.__init__(self, 73, 11, order) 121 122 class NoExecs(fix.Group): 123 def __init__(self): 124 order = fix.IntArray(5) 125 order[0] = 17 126 order[1] = 32 127 order[2] = 31 128 order[3] = 30 129 order[4] = 0 130 fix.Group.__init__(self, 124, 17, order) 131 132 class NoMiscFees(fix.Group): 133 def __init__(self): 134 order = fix.IntArray(4) 135 order[0] = 137 136 order[1] = 138 137 order[2] = 139 138 order[3] = 0 139 fix.Group.__init__(self, 136, 137, order) 140 141 class NoAllocs(fix.Group): 142 def __init__(self): 143 order = fix.IntArray(11) 144 order[0] = 79 145 order[1] = 80 146 order[2] = 81 147 order[3] = 76 148 order[4] = 109 149 order[5] = 12 150 order[6] = 13 151 order[7] = 85 152 order[8] = 92 153 order[9] = 86 154 order[10] = 0 155 fix.Group.__init__(self, 78, 79, order) 156 157class ListCancelRequest(Message): 158 def __init__(self): 159 Message.__init__(self) 160 self.getHeader().setField( fix.MsgType("K") ) 161 162class ListExecute(Message): 163 def __init__(self): 164 Message.__init__(self) 165 self.getHeader().setField( fix.MsgType("L") ) 166 167class ListStatusRequest(Message): 168 def __init__(self): 169 Message.__init__(self) 170 self.getHeader().setField( fix.MsgType("M") ) 171 172class ListStatus(Message): 173 def __init__(self): 174 Message.__init__(self) 175 self.getHeader().setField( fix.MsgType("N") ) 176 177 class NoOrders(fix.Group): 178 def __init__(self): 179 order = fix.IntArray(5) 180 order[0] = 11 181 order[1] = 14 182 order[2] = 84 183 order[3] = 6 184 order[4] = 0 185 fix.Group.__init__(self, 73, 11, order) 186 187class AllocationInstructionAck(Message): 188 def __init__(self): 189 Message.__init__(self) 190 self.getHeader().setField( fix.MsgType("P") ) 191 192class DontKnowTrade(Message): 193 def __init__(self): 194 Message.__init__(self) 195 self.getHeader().setField( fix.MsgType("Q") ) 196 197class QuoteRequest(Message): 198 def __init__(self): 199 Message.__init__(self) 200 self.getHeader().setField( fix.MsgType("R") ) 201 202class Quote(Message): 203 def __init__(self): 204 Message.__init__(self) 205 self.getHeader().setField( fix.MsgType("S") ) 206