adding quickfix library

quickfix/fix_float.go

@@ -0,0 +1,53 @@
+// 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 (
+	"fmt"
+	"strconv"
+)
+
+// FIXFloat is a FIX Float Value, implements FieldValue.
+type FIXFloat float64
+
+// Float64 converts the FIXFloat value to float64.
+func (f FIXFloat) Float64() float64 { return float64(f) }
+
+func (f *FIXFloat) Read(bytes []byte) error {
+	val, err := strconv.ParseFloat(string(bytes), 64)
+	if err != nil {
+		return err
+	}
+
+	// `strconv` allows values like "+100.00", which is not allowed for FIX float types.
+	for _, b := range bytes {
+		if b != '.' && b != '-' && !isDecimal(b) {
+			return fmt.Errorf("invalid value %v", string(bytes))
+		}
+	}
+
+	*f = FIXFloat(val)
+
+	return err
+}
+
+func (f FIXFloat) Write() []byte {
+	return []byte(strconv.FormatFloat(float64(f), 'f', -1, 64))
+}
+
+func isDecimal(b byte) bool {
+	return '0' <= b && b <= '9'
+}