adding quickfix

quickfix/fix_decimal.go

@@ -0,0 +1,35 @@
+// Copyright (c) quickfixengine.org  All rights reserved.
+//
+// This file may be distributed under the terms of the quickfixengine.org
+// license as defined by quickfixengine.org and appearing in the file
+// LICENSE included in the packaging of this file.
+//
+// This file is provided AS IS with NO WARRANTY OF ANY KIND, INCLUDING
+// THE WARRANTY OF DESIGN, MERCHANTABILITY AND FITNESS FOR A
+// PARTICULAR PURPOSE.
+//
+// See http://www.quickfixengine.org/LICENSE for licensing information.
+//
+// Contact ask@quickfixengine.org if any conditions of this licensing
+// are not clear to you.
+
+package quickfix
+
+import "github.com/shopspring/decimal"
+
+// FIXDecimal is a FIX Float Value that implements an arbitrary precision fixed-point decimal.  Implements FieldValue.
+type FIXDecimal struct {
+	decimal.Decimal
+
+	// Scale is the number of digits after the decimal point when Writing the field value as a FIX value.
+	Scale int32
+}
+
+func (d FIXDecimal) Write() []byte {
+	return []byte(d.Decimal.StringFixed(d.Scale))
+}
+
+func (d *FIXDecimal) Read(bytes []byte) (err error) {
+	d.Decimal, err = decimal.NewFromString(string(bytes))
+	return
+}