adding quickfix library

quickfix/fix_utc_timestamp.go

@@ -0,0 +1,86 @@
+// 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 (
+	"errors"
+	"time"
+)
+
+// TimestampPrecision defines the precision used by FIXUTCTimestamp.
+type TimestampPrecision int
+
+// All TimestampPrecisions supported by FIX.
+const (
+	Millis TimestampPrecision = iota
+	Seconds
+	Micros
+	Nanos
+)
+
+// FIXUTCTimestamp is a FIX UTC Timestamp value, implements FieldValue.
+type FIXUTCTimestamp struct {
+	time.Time
+	Precision TimestampPrecision
+}
+
+const (
+	utcTimestampMillisFormat  = "20060102-15:04:05.000"
+	utcTimestampSecondsFormat = "20060102-15:04:05"
+	utcTimestampMicrosFormat  = "20060102-15:04:05.000000"
+	utcTimestampNanosFormat   = "20060102-15:04:05.000000000"
+)
+
+func (f *FIXUTCTimestamp) Read(bytes []byte) (err error) {
+	switch len(bytes) {
+	// Seconds.
+	case 17:
+		f.Time, err = time.Parse(utcTimestampSecondsFormat, string(bytes))
+		f.Precision = Seconds
+
+	// Millis.
+	case 21:
+		f.Time, err = time.Parse(utcTimestampMillisFormat, string(bytes))
+		f.Precision = Millis
+
+	// micros
+	case 24:
+		f.Time, err = time.Parse(utcTimestampMicrosFormat, string(bytes))
+		f.Precision = Micros
+
+	// nanos
+	case 27:
+		f.Time, err = time.Parse(utcTimestampNanosFormat, string(bytes))
+		f.Precision = Nanos
+
+	default:
+		err = errors.New("Invalid Value for Timestamp: " + string(bytes))
+	}
+
+	return
+}
+
+func (f FIXUTCTimestamp) Write() []byte {
+	switch f.Precision {
+	case Seconds:
+		return []byte(f.UTC().Format(utcTimestampSecondsFormat))
+	case Micros:
+		return []byte(f.UTC().Format(utcTimestampMicrosFormat))
+	case Nanos:
+		return []byte(f.UTC().Format(utcTimestampNanosFormat))
+	}
+	return []byte(f.UTC().Format(utcTimestampMillisFormat))
+}