adding quickfix library

quickfix/application.go

@@ -0,0 +1,41 @@
+// 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
+
+// Application interface should be implemented by FIX Applications.
+// This is the primary interface for processing messages from a FIX Session.
+type Application interface {
+	// OnCreate notification of a session begin created.
+	OnCreate(sessionID SessionID)
+
+	// OnLogon notification of a session successfully logging on.
+	OnLogon(sessionID SessionID)
+
+	// OnLogout notification of a session logging off or disconnecting.
+	OnLogout(sessionID SessionID)
+
+	// ToAdmin notification of admin message being sent to target.
+	ToAdmin(message *Message, sessionID SessionID)
+
+	// ToApp notification of app message being sent to target.
+	ToApp(message *Message, sessionID SessionID) error
+
+	// FromAdmin notification of admin message being received from target.
+	FromAdmin(message *Message, sessionID SessionID) MessageRejectError
+
+	// FromApp notification of app message being received from target.
+	FromApp(message *Message, sessionID SessionID) MessageRejectError
+}