adding endpoints
This commit is contained in:
Ramiro Paz
@ -4,12 +4,14 @@ import (
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"fmt"
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"log/slog"
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"net/http"
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"strings"
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"time"
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"github.com/gin-gonic/gin"
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"github.com/gomodule/redigo/redis"
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"github.com/sasha-s/go-deadlock"
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uuid "github.com/satori/go.uuid"
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"github.com/shopspring/decimal"
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"quantex.com/qfixdpl/src/app"
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"quantex.com/qfixdpl/src/app/version"
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@ -316,7 +318,8 @@ func (cont *Controller) GetLogs(ctx *gin.Context) {
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logs, err := cont.store.GetLogsByQuoteReqID(quoteReqID)
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if err != nil {
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slog.Error("GetLogs: error fetching logs", "quoteReqID", quoteReqID, "error", err)
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err = tracerr.Errorf("GetLogs: error fetching logs (quoteReqID=%s): %w", quoteReqID, err)
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slog.Error(err.Error())
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ctx.JSON(http.StatusInternalServerError, HTTPError{Error: "error fetching logs"})
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return
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@ -325,3 +328,57 @@ func (cont *Controller) GetLogs(ctx *gin.Context) {
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ctx.JSON(http.StatusOK, logs)
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}
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// GetPendingQuoteRequests godoc
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// @Summary List pending QuoteRequests
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// @Description Returns all QuoteRequests received from TW that have not been quoted yet by the dealer
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// @Tags fix
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// @Produce json
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// @Success 200 {array} domain.ListTrade
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// @Router /qfixdpl/v1/quote-requests [get]
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func (cont *Controller) GetPendingQuoteRequests(ctx *gin.Context) {
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pending := cont.tradeProvider.GetPendingQuoteRequests()
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ctx.JSON(http.StatusOK, pending)
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}
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// SendQuote godoc
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// @Summary Send a Quote for a pending QuoteRequest
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// @Description Builds and sends a Quote (35=S) to TW for an existing QuoteRequest at the given price
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// @Tags fix
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// @Accept json
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// @Produce json
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// @Param body body SendQuoteRequest true "Quote to send"
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// @Success 200 {object} Msg
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// @Failure 400 {object} HTTPError
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// @Failure 404 {object} HTTPError
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// @Failure 409 {object} HTTPError
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// @Failure 500 {object} HTTPError
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// @Router /qfixdpl/v1/quotes [post]
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func (cont *Controller) SendQuote(ctx *gin.Context) {
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var req SendQuoteRequest
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if err := ctx.ShouldBindJSON(&req); err != nil {
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ctx.JSON(http.StatusBadRequest, HTTPError{Error: err.Error()})
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return
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}
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price, err := decimal.NewFromString(req.Price)
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if err != nil {
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ctx.JSON(http.StatusBadRequest, HTTPError{Error: "invalid price: " + err.Error()})
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return
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}
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if err := cont.tradeProvider.SendQuote(req.QuoteReqID, price); err != nil {
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msg := err.Error()
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switch {
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case strings.Contains(msg, "not found"):
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ctx.JSON(http.StatusNotFound, HTTPError{Error: "quoteReqID not found"})
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case strings.Contains(msg, "already sent"):
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ctx.JSON(http.StatusConflict, HTTPError{Error: "quote already sent for this quoteReqID"})
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default:
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ctx.JSON(http.StatusInternalServerError, HTTPError{Error: "failed to send quote"})
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}
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return
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}
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ctx.JSON(http.StatusOK, Msg{Text: "Quote sent"})
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}
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@ -18,3 +18,8 @@ type Session struct {
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Email string
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}
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type SendQuoteRequest struct {
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QuoteReqID string `json:"quote_req_id" binding:"required"`
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Price string `json:"price" binding:"required" example:"99.6"`
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}
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@ -23,6 +23,8 @@ func SetRoutes(api *API) {
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qfixdpl.GET("/health", cont.HealthCheck)
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qfixdpl.GET("/trades", cont.GetTrades)
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qfixdpl.GET("/trades/:quoteReqID/logs", cont.GetLogs)
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qfixdpl.GET("/quote-requests", cont.GetPendingQuoteRequests)
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qfixdpl.POST("/quotes", cont.SendQuote)
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backoffice := qfixdpl.Group("/backoffice")
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backoffice.Use(cont.BackOfficeUser)
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@ -7,6 +7,7 @@ import (
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"github.com/gin-gonic/gin"
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"github.com/gomodule/redigo/redis"
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"github.com/shopspring/decimal"
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"quantex.com/qfixdpl/src/app"
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"quantex.com/qfixdpl/src/app/version"
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@ -19,6 +20,8 @@ import (
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// TradeProvider exposes trade data from the FIX manager.
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type TradeProvider interface {
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GetTrades() []domain.ListTrade
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GetPendingQuoteRequests() []domain.ListTrade
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SendQuote(quoteReqID string, price decimal.Decimal) error
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}
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const RedisMaxIdle = 3000 // In ms
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@ -38,6 +38,7 @@ type listTrade struct {
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Price decimal.Decimal
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OwnerTraderID string
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SessionID quickfix.SessionID
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Quoted bool
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}
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// Manager wraps the QuickFIX initiator and implements domain.FIXSender.
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@ -237,7 +238,7 @@ func (m *Manager) handleQuoteRequest(msg quoterequest.QuoteRequest, sessionID qu
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return
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}
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// Step 1: Send QuoteStatusReport (35=AI) to acknowledge the inquiry.
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// Send QuoteStatusReport (35=AI) to acknowledge the inquiry.
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if ackErr := m.sendQuoteStatusReport(quoteReqID, ownerTraderID, sessionID); ackErr != nil {
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ackErr = tracerr.Errorf("handleQuoteRequest: failed to send QuoteStatusReport (quoteReqID=%s): %w", quoteReqID, ackErr)
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slog.Error(ackErr.Error())
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@ -245,63 +246,12 @@ func (m *Manager) handleQuoteRequest(msg quoterequest.QuoteRequest, sessionID qu
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}
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slog.Info("QuoteStatusReport sent", "quoteReqID", quoteReqID)
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// Step 2: Build and send Quote (35=S) with price.
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price := decimal.NewFromFloat(99.6)
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sIDSource := enum.SecurityIDSource_ISIN_NUMBER
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if secIDSource == enum.SecurityIDSource_CUSIP {
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sIDSource = enum.SecurityIDSource_CUSIP
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}
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quoteID := quoteReqID
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q := quote.New(
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field.NewQuoteID(quoteID),
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field.NewQuoteType(enum.QuoteType_SEND_QUOTE),
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field.NewTransactTime(time.Now()),
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)
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q.SetSymbol("[N/A]")
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q.SetSecurityID(symbol)
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q.SetSecurityIDSource(sIDSource)
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q.SetQuoteReqID(quoteReqID)
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if currency != "" {
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q.SetCurrency(currency)
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}
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if !orderQty.IsZero() {
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q.SetOrderQty(orderQty, 0)
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}
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if settlDate != "" {
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q.SetSettlDate(settlDate)
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}
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q.SetPrice(price, 8)
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if side == enum.Side_BUY {
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q.SetOfferPx(price, 8)
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q.SetSide(enum.Side_BUY)
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} else {
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q.SetBidPx(price, 8)
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q.SetSide(enum.Side_SELL)
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}
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q.SetPriceType(enum.PriceType_PERCENTAGE)
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if ownerTraderID != "" {
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q.SetOwnerTraderID(ownerTraderID)
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}
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if sendErr := quickfix.SendToTarget(q, sessionID); sendErr != nil {
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sendErr = tracerr.Errorf("handleQuoteRequest: failed to send quote (quoteReqID=%s): %w", quoteReqID, sendErr)
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slog.Error(sendErr.Error())
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return
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}
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slog.Info("Quote sent", "quoteReqID", quoteReqID, "quoteID", quoteID, "symbol", symbol)
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// Store trade state for subsequent steps.
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// Store trade state as pending; Quote (35=S) is sent later via REST endpoint.
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m.tradesMu.Lock()
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m.trades[quoteReqID] = &listTrade{
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QuoteReqID: quoteReqID,
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@ -312,9 +262,9 @@ func (m *Manager) handleQuoteRequest(msg quoterequest.QuoteRequest, sessionID qu
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Side: side,
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OrderQty: orderQty,
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SettlDate: settlDate,
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Price: price,
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OwnerTraderID: ownerTraderID,
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SessionID: sessionID,
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Quoted: false,
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}
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m.tradesMu.Unlock()
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@ -327,18 +277,6 @@ func (m *Manager) handleQuoteRequest(msg quoterequest.QuoteRequest, sessionID qu
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"QuoteStatus": string(enum.QuoteStatus_ACCEPTED),
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"OwnerTraderID": ownerTraderID,
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}))
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// Persist outgoing Quote.
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m.persistMessage(quoteReqID, buildOutgoingMessageJSON("S", quoteReqID, map[string]interface{}{
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"QuoteReqID": quoteReqID,
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"QuoteID": quoteID,
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"Symbol": symbol,
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"Side": string(side),
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"Price": price.String(),
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"OrderQty": orderQty.String(),
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"Currency": currency,
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"SettlDate": settlDate,
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}))
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}
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// handleQuoteAck handles an incoming QuoteAck (35=CW).
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@ -479,7 +417,29 @@ func (m *Manager) GetTrades() []domain.ListTrade {
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trades := make([]domain.ListTrade, 0, len(m.trades))
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for _, t := range m.trades {
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trades = append(trades, domain.ListTrade{
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trades = append(trades, toDomainListTrade(t))
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}
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return trades
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}
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// GetPendingQuoteRequests returns trades that have received a QuoteRequest but not yet been quoted by the dealer.
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func (m *Manager) GetPendingQuoteRequests() []domain.ListTrade {
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m.tradesMu.RLock()
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defer m.tradesMu.RUnlock()
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pending := make([]domain.ListTrade, 0)
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for _, t := range m.trades {
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if !t.Quoted {
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pending = append(pending, toDomainListTrade(t))
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}
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}
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return pending
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}
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func toDomainListTrade(t *listTrade) domain.ListTrade {
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return domain.ListTrade{
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QuoteReqID: t.QuoteReqID,
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ListID: t.ListID,
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Symbol: t.Symbol,
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@ -490,10 +450,122 @@ func (m *Manager) GetTrades() []domain.ListTrade {
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SettlDate: t.SettlDate,
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Price: t.Price.String(),
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OwnerTraderID: t.OwnerTraderID,
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})
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}
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}
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// SendQuote builds and sends a Quote (35=S) for an existing pending QuoteRequest at the given price.
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func (m *Manager) SendQuote(quoteReqID string, price decimal.Decimal) error {
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m.tradesMu.Lock()
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t, ok := m.trades[quoteReqID]
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if !ok {
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m.tradesMu.Unlock()
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err := tracerr.Errorf("SendQuote: quoteReqID %s not found", quoteReqID)
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slog.Error(err.Error())
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return err
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}
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if t.Quoted {
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m.tradesMu.Unlock()
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err := tracerr.Errorf("SendQuote: quote already sent for quoteReqID %s", quoteReqID)
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slog.Error(err.Error())
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return err
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}
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return trades
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sessionID := t.SessionID
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if sessionID == (quickfix.SessionID{}) {
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sessionID = m.anyActiveSessionID()
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if sessionID == (quickfix.SessionID{}) {
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m.tradesMu.Unlock()
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err := tracerr.Errorf("SendQuote: no active FIX session for quoteReqID %s", quoteReqID)
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slog.Error(err.Error())
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return err
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}
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}
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symbol := t.Symbol
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sIDSource := t.SecurityIDSrc
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currency := t.Currency
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side := t.Side
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orderQty := t.OrderQty
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settlDate := t.SettlDate
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ownerTraderID := t.OwnerTraderID
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m.tradesMu.Unlock()
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quoteID := quoteReqID
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q := quote.New(
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field.NewQuoteID(quoteID),
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field.NewQuoteType(enum.QuoteType_SEND_QUOTE),
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field.NewTransactTime(time.Now()),
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)
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q.SetSymbol("[N/A]")
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q.SetSecurityID(symbol)
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q.SetSecurityIDSource(sIDSource)
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q.SetQuoteReqID(quoteReqID)
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if currency != "" {
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q.SetCurrency(currency)
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}
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if !orderQty.IsZero() {
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q.SetOrderQty(orderQty, 0)
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}
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if settlDate != "" {
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q.SetSettlDate(settlDate)
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}
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q.SetPrice(price, 8)
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if side == enum.Side_BUY {
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q.SetOfferPx(price, 8)
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q.SetSide(enum.Side_BUY)
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} else {
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q.SetBidPx(price, 8)
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q.SetSide(enum.Side_SELL)
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}
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q.SetPriceType(enum.PriceType_PERCENTAGE)
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if ownerTraderID != "" {
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q.SetOwnerTraderID(ownerTraderID)
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}
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if sendErr := quickfix.SendToTarget(q, sessionID); sendErr != nil {
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sendErr = tracerr.Errorf("SendQuote: failed to send quote (quoteReqID=%s): %w", quoteReqID, sendErr)
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slog.Error(sendErr.Error())
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return sendErr
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}
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m.tradesMu.Lock()
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if t, ok := m.trades[quoteReqID]; ok {
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t.Price = price
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t.Quoted = true
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}
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m.tradesMu.Unlock()
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slog.Info("Quote sent", "quoteReqID", quoteReqID, "quoteID", quoteID, "symbol", symbol, "price", price.String())
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m.persistMessage(quoteReqID, buildOutgoingMessageJSON("S", quoteReqID, map[string]interface{}{
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"QuoteReqID": quoteReqID,
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"QuoteID": quoteID,
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"Symbol": symbol,
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"Side": string(side),
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"Price": price.String(),
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"OrderQty": orderQty.String(),
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"Currency": currency,
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"SettlDate": settlDate,
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}))
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return nil
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}
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func (m *Manager) anyActiveSessionID() quickfix.SessionID {
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m.sessionsMu.RLock()
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defer m.sessionsMu.RUnlock()
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for _, s := range m.sessions {
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return s
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}
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return quickfix.SessionID{}
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}
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// handleRawMessage persists raw FIX message strings to the logs table.
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@ -557,6 +629,10 @@ func (m *Manager) loadActiveTrades() error {
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trade.Symbol = v
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}
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if v, ok := body["SecurityIDSource"].(string); ok {
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trade.SecurityIDSrc = enum.SecurityIDSource(v)
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}
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if v, ok := body["Currency"].(string); ok {
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trade.Currency = v
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}
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@ -579,6 +655,14 @@ func (m *Manager) loadActiveTrades() error {
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activeTrades[msg.QuoteReqID] = trade
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case "S": // Outgoing Quote — dealer has already quoted this trade
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if t, ok := activeTrades[msg.QuoteReqID]; ok {
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t.Quoted = true
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if v, ok := msg.JMessage.Body["Price"].(string); ok {
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t.Price, _ = decimal.NewFromString(v)
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}
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}
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case "CW": // QuoteAck — if rejected, trade is dead
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body := msg.JMessage.Body
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quoteAckStatus, _ := body["QuoteAckStatus"].(string)
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104
src/client/fix/protocol.txt
Normal file
104
src/client/fix/protocol.txt
Normal file
@ -0,0 +1,104 @@
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Step 1
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Direction: ← QuoteRequest (R)
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Comentary: Tradeweb sends trade information to dealer.
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FIX Message: 8=FIXT.1.1 9=869 35=R 34=2 49=TRADEWEB 52=20160401-16:53:19.992 56=TW1_CORI_TEST_12345_DLRDPL 131=LST_20160401_TW1_CORI_NY302485.18_1 146=1 55=AMXLMM 2.375 09/08/16 48=02364WBC8 22=1 460=12 167=CORP 762=REGCORIPRC 541=20160908 225=20110908 470=MX 223=2.375 106=AMERICA MOVIL SAB DE CV 54=2 38=1000000 64=20160406 15=USD 6110=Comms 60=20160401-16:53:19 662=99.98046875 22570=0.76 663=1 699=912828UR9 761=1 423=6 44=-999999 5023=0.001000 66=NY302485.18 6847=1 75=20160401 464=Y 20086=1 20074=Y 20075=Y 20077=LatAm Comms 20078=pddealer 20079=60 20081=60 20090=60 20072=60 20098=60 5745=1 20073=RFQ 20076=Y 20156=N 20130=2000000000 20138=JPM,MER 20175=20120308 2115=0 22630=0 20265=LatAm 453=3 448=emack 447=C 452=3 802=3 523=Dev Test 803=2 523=NY 803=25 523=USA 803=4000 448=Tradeweb 447=C 452=1 802=1 523=Tradeweb0001 803=4002 448=DTCC 447=C 452=4 5114=2 5113=1 20169=A2 5113=0 20169=A- 10=121
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|
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Step 2
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Direction: QuoteStatusReport (AI) →
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Comentary: Dealer acknowledges trade.
|
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FIX Message: 8=FIXT.1.1 9=198 35=AI 49=TW1_CORI_TEST_12345_DLRDPL 56=TRADEWEB 34=2 52=20160401-16:53:19.988 131=LST_20160401_TW1_CORI_NY302485.18_1 117=LST_20160401_TW1_CORI_NY302485.18_1 55=[N/A] 60=20160401-16:53:19.988 297=0 10=106
|
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Step 3
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Direction: Quote (S) →
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Comentary: Dealer sends quote.
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FIX Message: 8=FIXT.1.1 9=231 35=S 49=TW1_CORI_TEST_12345_DLRDPL 56=TRADEWEB 34=3 52=20160401-16:53:19.990 117=LST_20160401_TW1_CORI_NY302485.18_1 55=[N/A] 54=2 131=LST_20160401_TW1_CORI_NY302485.18_1 537=211 6153=emackdlr 44=.99 423=6 60=20160401-16:53:19.990 10=247
|
||||
|
||||
Step 4
|
||||
Direction: ← QuoteAck (CW)
|
||||
Comentary: Tradeweb acknowledges quote.
|
||||
FIX Message: 8=FIXT.1.1 9=186 35=CW 34=3 49=TRADEWEB 52=20160401-16:53:25.102 56=TW1_CORI_TEST_12345_DLRDPL 60=20160401-16:53:25 117=LST_20160401_TW1_CORI_NY302485.18_1 131=LST_20160401_TW1_CORI_NY302485.18_1 1865=1 10=154
|
||||
|
||||
Step 5
|
||||
Direction: Quote (S) →
|
||||
Comentary: Dealer sends quote.
|
||||
FIX Message: 8=FIXT.1.1 9=239 35=S 49=TW1_CORI_TEST_12345_DLRDPL 56=TRADEWEB 34=4 52=20160401-16:53:19.990 117=LST_20160401_TW1_CORI_NY302485.18_1 55=[N/A] 54=2 131=LST_20160401_TW1_CORI_NY302485.18_1 537=211 20087=5 6153=emackdlr 44=.97 423=6 60=20160401-16:53:19.990 10=114
|
||||
|
||||
Step 6
|
||||
Direction: ← QuoteAck (CW)
|
||||
Comentary: Tradeweb acknowledges quote.
|
||||
FIX Message: 8=FIXT.1.1 9=186 35=CW 34=4 49=TRADEWEB 52=20160401-16:53:30.055 56=TW1_CORI_TEST_12345_DLRDPL 60=20160401-16:53:30 117=LST_20160401_TW1_CORI_NY302485.18_1 131=LST_20160401_TW1_CORI_NY302485.18_1 1865=1 10=154
|
||||
|
||||
Step 7
|
||||
Direction: Quote (S) →
|
||||
Comentary: Dealer sends quote.
|
||||
FIX Message: 8=FIXT.1.1 9=239 35=S 49=TW1_CORI_TEST_12345_DLRDPL 56=TRADEWEB 34=6 52=20160401-16:53:19.990 117=LST_20160401_TW1_CORI_NY302485.18_1 55=[N/A] 54=2 131=LST_20160401_TW1_CORI_NY302485.18_1 537=211 20087=5 6153=emackdlr 44=.98 423=6 60=20160401-16:53:19.990 10=117
|
||||
|
||||
Step 8
|
||||
Direction: ← QuoteAck (CW)
|
||||
Commentary: Tradeweb acknowledges quote.
|
||||
FIX Message: 8=FIXT.1.1 9=186 35=CW 34=5 49=TRADEWEB 52=20160401-16:53:35.071 56=TW1_CORI_TEST_12345_DLRDPL 60=20160401-16:53:35 117=LST_20160401_TW1_CORI_NY302485.18_1 131=LST_20160401_TW1_CORI_NY302485.18_1 1865=1 10=163
|
||||
|
||||
Step 9
|
||||
Direction: ← ExecutionReport (8)
|
||||
Commentary: Tradeweb notifies dealer that the list trading (Due In time) has ended. ExecType=A
|
||||
FIX Message: 8=FIXT.1.1 9=289 35=8 34=7 49=TRADEWEB 52=20160401-16:54:19.463 56=TW1_CORI_TEST_12345_DLRDPL 6=0 11=LST_20160401_TW1_CORI_NY302485.18_1 14=0 17=LST_20160401_TW1_CORI_NY302485.18_1_LISTEND-125419.463 37=LST_20160401_TW1_CORI_NY302485.18_1 39=D 55=[N/A] 60=20160401-16:54:19 75=20160401 150=I 151=0 20086=1 10=073
|
||||
|
||||
Step 10
|
||||
Direction: ExecutionAck (BN) →
|
||||
Commentary: Dealer acknowledges ExecutionReport message.
|
||||
FIX Message: 8=FIXT.1.1 9=255 35=BN 49=TW1_CORI_TEST_12345_DLRDPL 56=TRADEWEB 34=8 52=20160401-16:54:19.448 1036=1 37=LST_20160401_TW1_CORI_NY302485.18_1 11=LST_20160401_TW1_CORI_NY302485.18_1 17=LST_20160401_TW1_CORI_NY302485.18_1_LISTEND-125419.448 55=[N/A] 60=20160401-16:54:19.448 10=119
|
||||
|
||||
Step 11
|
||||
Direction: ← QuoteResponse (AJ)
|
||||
Commentary: Customer lifts after good-for time expires. Tradeweb informs dealer customer lift.
|
||||
FIX Message: 8=FIXT.1.1 9=431 35=AJ 34=10 49=TRADEWEB 52=20160401-16:55:32.855 56=TW1_CORI_TEST_12345_DLRDPL 11=LST_20160401_TW1_CORI_NY302485.18_1 22=1 38=1000000 44=0.98 48=02364WBC8 54=2 55=[N/A] 60=20160401-16:55:32 117=LST_20160401_TW1_CORI_NY302485.18_1 131=LST_20160401_TW1_CORI_NY302485.18_1 423=6 662=99.98046875 693=LST_20160401_TW1_CORI_NY302485.18_1_TRDREQ 694=1 2115=1 20074=Y 20075=N 20076=N 20079=60 20082=60 20156=N 22570=0.760289080299 22630=0 10=183
|
||||
|
||||
Step 12
|
||||
Direction: QuoteStatusReport (AI) →
|
||||
Commentary: Dealer acknowledges customer’s trade acceptance.
|
||||
FIX Message: 8=FIXT.1.1 9=206 35=AI 49=TW1_CORI_TEST_12345_DLRDPL 56=TRADEWEB 34=12 52=20160401-16:55:32.849 693=LST_20160401_TW1_CORI_NY302485.18_1_TRDREQ 131=LST_20160401_TW1_CORI_NY302485.18_1 55=[N/A] 60=20160401-16:55:32.849 297=0 10=189
|
||||
|
||||
Step 13
|
||||
Direction: ← ExecutionReport (8)
|
||||
Commentary: Tradeweb notifies the dealer that list has ended
|
||||
FIX Message: incoming8=FIXT.1.1 9=290 35=8 34=11 49=TRADEWEB 52=20160401-16:55:32.855 56=TW1_CORI_TEST_12345_DLRDPL 6=0 11=LST_20160401_TW1_CORI_NY302485.18_1 14=0 17=LST_20160401_TW1_CORI_NY302485.18_1_LISTEND-125532.855 37=LST_20160401_TW1_CORI_NY302485.18_1 39=A 55=[N/A] 60=20160401-16:55:32 75=20160401 150=A 151=0 20086=1 10=095
|
||||
|
||||
Step 14
|
||||
Direction: ExecutionAck (BN) →
|
||||
Commentary: Dealer acknowledges ExecutionReport message.
|
||||
FIX Message: 8=FIXT.1.1 9=256 35=BN 49=TW1_CORI_TEST_12345_DLRDPL 56=TRADEWEB 34=13 52=20160401-16:55:32.852 1036=1 37=LST_20160401_TW1_CORI_NY302485.18_1 11=LST_20160401_TW1_CORI_NY302485.18_1 17=LST_20160401_TW1_CORI_NY302485.18_1_LISTEND-125532.852 55=[N/A] 60=20160401-16:55:32.852 10=155
|
||||
|
||||
Step 15
|
||||
Direction: ExecutionReport (8) →
|
||||
Commentary: Dealer accepts – re-quote is not allowed. ExecType=F, OrdStatus=Filled
|
||||
FIX Message: 8=FIXT.1.1 9=283 35=8 34=14 49=TW1_CORI_TEST_12345_DLRDPL 52=20160401-16:55:32.850 56=TRADEWEB 6=0 14=0 17=LST_20160401_TW1_CORI_NY302485.18_1 37=LST_20160401_TW1_CORI_NY302485.18_1 39=2 54=2 55=[N/A] 150=F 151=0 6153=LST_20160401_TW1_CORI_NY302485.18_1 22631=POSTTRADE_STRING 22632=POSTTRADE_STRING 10=155
|
||||
|
||||
Step 16
|
||||
Direction: ← ExecutionAck (BN)
|
||||
Commentary: Tradeweb acknowledges ExecutionReport
|
||||
FIX Message: 8=FIXT.1.1 9=233 35=BN 34=12 49=TRADEWEB 52=20160401-16:55:37.917 56=TW1_CORI_TEST_12345_DLRDPL 11=LST_20160401_TW1_CORI_NY302485.18_1 17=LST_20160401_TW1_CORI_NY302485.18_1 37=LST_20160401_TW1_CORI_NY302485.18_1 55=[N/A] 60=20160401-16:55:37 1036=1 10=051
|
||||
|
||||
Step 17
|
||||
Direction: ← ExecutionReport (8)
|
||||
Commentary: Tradeweb informs Dealer of outcome of a list trade item. OrdStatus=Filled, ExecType=Trade
|
||||
FIX Message: 8=FIXT.1.1 9=337 35=8 34=13 49=TRADEWEB 52=20160401-16:55:37.917 56=TW1_CORI_TEST_12345_DLRDPL 6=0 11=LST_20160401_TW1_CORI_NY302485.18_1 14=0 17=LST_20160401_TW1_CORI_NY302485.18_1_TRDEND-125537.917 37=LST_20160401_TW1_CORI_NY302485.18_1 39=2 44=0.98 54=2 55=[N/A] 60=20160401-16:55:37 75=20160401 150=F 151=0 423=6 662=99.98046875 22570=0.760289080299 10=067
|
||||
|
||||
Step 18
|
||||
Direction: ExecutionAck (BN) →
|
||||
Comentary: Dealer acknowledges ExecutionReport message.
|
||||
FIX Message: 8=FIXT.1.1 9=255 35=BN 49=TW1_CORI_TEST_12345_DLRDPL 56=TRADEWEB 34=15 52=20160401-16:55:37.910 1036=1 37=LST_20160401_TW1_CORI_NY302485.18_1 11=LST_20160401_TW1_CORI_NY302485.18_1 17=LST_20160401_TW1_CORI_NY302485.18_1_TRDEND-125537.917 55=[N/A] 60=20160401-16:55:37.910 10=078
|
||||
|
||||
Step 19
|
||||
Direction:
|
||||
Comentary: Autospot at Tradeweb Treasury composite.
|
||||
FIX Message:
|
||||
|
||||
Step 20
|
||||
Direction: ← ExecutionReport (8)
|
||||
Comentary: Tradeweb sends ExecutionReport message to confirm final outcome of list trade item including applicable cover quote, spot, settlement money information, etc. OrdStatus=Filled, ExecType=Order Status TradeSummary = Y
|
||||
FIX Message: 8=FIXT.1.1 9=733 35=8 34=14 49=TRADEWEB 52=20160401-16:55:40.292 56=TW1_CORI_TEST_12345_DLRDPL 6=0 11=LST_20160401_TW1_CORI_NY302485.18_1 14=0 17=LST_20160401_TW1_CORI_NY302485.18_1_TRDSUMM-125540.277 22=1 37=LST_20160401_TW1_CORI_NY302485.18_1 38=1000000 39=2 44=0.98 48=02364WBC8 54=2 55=[N/A] 60=20160401-16:55:40 64=20160406 75=20160401 150=F 151=0 167=CORP 236=1.74 423=6 453=2 448=emack 447=C 452=3 802=3 523=Dev Test 803=2 523=NY 803=25 523=USA 803=4000 448=Tradeweb 447=C 452=1 802=2 523=Tradeweb0001 803=4002 523=YES 803=4003 526=TRD_20160401_TW1_CORI_23 662=99.98046875 1003=20160401.TW1.CORI.23 6153=emackdlr 6731=20160401.TW1.CORI.23 20115=100.265 20250=225000 22570=0.76 22630=0 22631=POSTTRADE_STRING 22634=160401.DLRX.TRSY.120 22636=Y 10=239
|
||||
|
||||
Step 21
|
||||
Direction: ExecutionAck (BN) →
|
||||
Comentary: Dealer acknowledges ExecutionReport message.
|
||||
FIX Message: 8=FIXT.1.1 9=256 35=BN 49=TW1_CORI_TEST_12345_DLRDPL 56=TRADEWEB 34=16 52=20160401-16:55:40.287 1036=1 37=LST_20160401_TW1_CORI_NY302485.18_1 11=LST_20160401_TW1_CORI_NY302485.18_1 17=LST_20160401_TW1_CORI_NY302485.18_1_TRDSUMM-125540.277 55=[N/A] 60=20160401-16:55:40.287 10=182
|
||||
Reference in New Issue
Block a user