org.sackfix.fix44.ExecutionReportMessage.scala Maven / Gradle / Ivy
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All Fix 4.4 strongly typed messages, purely generated code, do not edit.
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package org.sackfix.fix44
import org.sackfix.field._
import org.sackfix.common.validated.fields.{SfFixMessageBody, SfFixMessageDecoder, SfFixFieldsToAscii, SfFixRenderable}
import org.sackfix.common.message.SfRepeatingGroupCountException
import scala.annotation.tailrec
import scala.collection.immutable.HashSet
import scala.collection.mutable.ArrayBuffer
/**
* Generated by SackFix code generator on 20210314
* Source specification was read from:
* /quickfixj1.6.0/FIX44.xml
*/
case class ExecutionReportMessage(orderIDField:OrderIDField,
secondaryOrderIDField:Option[SecondaryOrderIDField]=None,
secondaryClOrdIDField:Option[SecondaryClOrdIDField]=None,
secondaryExecIDField:Option[SecondaryExecIDField]=None,
clOrdIDField:Option[ClOrdIDField]=None,
origClOrdIDField:Option[OrigClOrdIDField]=None,
clOrdLinkIDField:Option[ClOrdLinkIDField]=None,
quoteRespIDField:Option[QuoteRespIDField]=None,
ordStatusReqIDField:Option[OrdStatusReqIDField]=None,
massStatusReqIDField:Option[MassStatusReqIDField]=None,
totNumReportsField:Option[TotNumReportsField]=None,
lastRptRequestedField:Option[LastRptRequestedField]=None,
partiesComponent:Option[PartiesComponent]=None,
tradeOriginationDateField:Option[TradeOriginationDateField]=None,
noContraBrokersField:Option[NoContraBrokersField]=None,
contraBrokersGroups: Option[List[ContraBrokersGroup]]=None,
listIDField:Option[ListIDField]=None,
crossIDField:Option[CrossIDField]=None,
origCrossIDField:Option[OrigCrossIDField]=None,
crossTypeField:Option[CrossTypeField]=None,
execIDField:ExecIDField,
execRefIDField:Option[ExecRefIDField]=None,
execTypeField:ExecTypeField,
ordStatusField:OrdStatusField,
workingIndicatorField:Option[WorkingIndicatorField]=None,
ordRejReasonField:Option[OrdRejReasonField]=None,
execRestatementReasonField:Option[ExecRestatementReasonField]=None,
accountField:Option[AccountField]=None,
acctIDSourceField:Option[AcctIDSourceField]=None,
accountTypeField:Option[AccountTypeField]=None,
dayBookingInstField:Option[DayBookingInstField]=None,
bookingUnitField:Option[BookingUnitField]=None,
preallocMethodField:Option[PreallocMethodField]=None,
settlTypeField:Option[SettlTypeField]=None,
settlDateField:Option[SettlDateField]=None,
cashMarginField:Option[CashMarginField]=None,
clearingFeeIndicatorField:Option[ClearingFeeIndicatorField]=None,
instrumentComponent:InstrumentComponent,
financingDetailsComponent:Option[FinancingDetailsComponent]=None,
noUnderlyingsField:Option[NoUnderlyingsField]=None,
underlyingsGroups: Option[List[UnderlyingsGroup]]=None,
sideField:SideField,
stipulationsComponent:Option[StipulationsComponent]=None,
qtyTypeField:Option[QtyTypeField]=None,
orderQtyDataComponent:Option[OrderQtyDataComponent]=None,
ordTypeField:Option[OrdTypeField]=None,
priceTypeField:Option[PriceTypeField]=None,
priceField:Option[PriceField]=None,
stopPxField:Option[StopPxField]=None,
pegInstructionsComponent:Option[PegInstructionsComponent]=None,
discretionInstructionsComponent:Option[DiscretionInstructionsComponent]=None,
peggedPriceField:Option[PeggedPriceField]=None,
discretionPriceField:Option[DiscretionPriceField]=None,
targetStrategyField:Option[TargetStrategyField]=None,
targetStrategyParametersField:Option[TargetStrategyParametersField]=None,
participationRateField:Option[ParticipationRateField]=None,
targetStrategyPerformanceField:Option[TargetStrategyPerformanceField]=None,
currencyField:Option[CurrencyField]=None,
complianceIDField:Option[ComplianceIDField]=None,
solicitedFlagField:Option[SolicitedFlagField]=None,
timeInForceField:Option[TimeInForceField]=None,
effectiveTimeField:Option[EffectiveTimeField]=None,
expireDateField:Option[ExpireDateField]=None,
expireTimeField:Option[ExpireTimeField]=None,
execInstField:Option[ExecInstField]=None,
orderCapacityField:Option[OrderCapacityField]=None,
orderRestrictionsField:Option[OrderRestrictionsField]=None,
custOrderCapacityField:Option[CustOrderCapacityField]=None,
lastQtyField:Option[LastQtyField]=None,
underlyingLastQtyField:Option[UnderlyingLastQtyField]=None,
lastPxField:Option[LastPxField]=None,
underlyingLastPxField:Option[UnderlyingLastPxField]=None,
lastParPxField:Option[LastParPxField]=None,
lastSpotRateField:Option[LastSpotRateField]=None,
lastForwardPointsField:Option[LastForwardPointsField]=None,
lastMktField:Option[LastMktField]=None,
tradingSessionIDField:Option[TradingSessionIDField]=None,
tradingSessionSubIDField:Option[TradingSessionSubIDField]=None,
timeBracketField:Option[TimeBracketField]=None,
lastCapacityField:Option[LastCapacityField]=None,
leavesQtyField:LeavesQtyField,
cumQtyField:CumQtyField,
avgPxField:AvgPxField,
dayOrderQtyField:Option[DayOrderQtyField]=None,
dayCumQtyField:Option[DayCumQtyField]=None,
dayAvgPxField:Option[DayAvgPxField]=None,
gTBookingInstField:Option[GTBookingInstField]=None,
tradeDateField:Option[TradeDateField]=None,
transactTimeField:Option[TransactTimeField]=None,
reportToExchField:Option[ReportToExchField]=None,
commissionDataComponent:Option[CommissionDataComponent]=None,
spreadOrBenchmarkCurveDataComponent:Option[SpreadOrBenchmarkCurveDataComponent]=None,
yieldDataComponent:Option[YieldDataComponent]=None,
grossTradeAmtField:Option[GrossTradeAmtField]=None,
numDaysInterestField:Option[NumDaysInterestField]=None,
exDateField:Option[ExDateField]=None,
accruedInterestRateField:Option[AccruedInterestRateField]=None,
accruedInterestAmtField:Option[AccruedInterestAmtField]=None,
interestAtMaturityField:Option[InterestAtMaturityField]=None,
endAccruedInterestAmtField:Option[EndAccruedInterestAmtField]=None,
startCashField:Option[StartCashField]=None,
endCashField:Option[EndCashField]=None,
tradedFlatSwitchField:Option[TradedFlatSwitchField]=None,
basisFeatureDateField:Option[BasisFeatureDateField]=None,
basisFeaturePriceField:Option[BasisFeaturePriceField]=None,
concessionField:Option[ConcessionField]=None,
totalTakedownField:Option[TotalTakedownField]=None,
netMoneyField:Option[NetMoneyField]=None,
settlCurrAmtField:Option[SettlCurrAmtField]=None,
settlCurrencyField:Option[SettlCurrencyField]=None,
settlCurrFxRateField:Option[SettlCurrFxRateField]=None,
settlCurrFxRateCalcField:Option[SettlCurrFxRateCalcField]=None,
handlInstField:Option[HandlInstField]=None,
minQtyField:Option[MinQtyField]=None,
maxFloorField:Option[MaxFloorField]=None,
positionEffectField:Option[PositionEffectField]=None,
maxShowField:Option[MaxShowField]=None,
bookingTypeField:Option[BookingTypeField]=None,
textField:Option[TextField]=None,
encodedTextLenField:Option[EncodedTextLenField]=None,
encodedTextField:Option[EncodedTextField]=None,
settlDate2Field:Option[SettlDate2Field]=None,
orderQty2Field:Option[OrderQty2Field]=None,
lastForwardPoints2Field:Option[LastForwardPoints2Field]=None,
multiLegReportingTypeField:Option[MultiLegReportingTypeField]=None,
cancellationRightsField:Option[CancellationRightsField]=None,
moneyLaunderingStatusField:Option[MoneyLaunderingStatusField]=None,
registIDField:Option[RegistIDField]=None,
designationField:Option[DesignationField]=None,
transBkdTimeField:Option[TransBkdTimeField]=None,
execValuationPointField:Option[ExecValuationPointField]=None,
execPriceTypeField:Option[ExecPriceTypeField]=None,
execPriceAdjustmentField:Option[ExecPriceAdjustmentField]=None,
priorityIndicatorField:Option[PriorityIndicatorField]=None,
priceImprovementField:Option[PriceImprovementField]=None,
lastLiquidityIndField:Option[LastLiquidityIndField]=None,
noContAmtsField:Option[NoContAmtsField]=None,
contAmtsGroups: Option[List[ContAmtsGroup]]=None,
noLegsField:Option[NoLegsField]=None,
legsGroups: Option[List[LegsGroup]]=None,
copyMsgIndicatorField:Option[CopyMsgIndicatorField]=None,
noMiscFeesField:Option[NoMiscFeesField]=None,
miscFeesGroups: Option[List[MiscFeesGroup]]=None) extends SfFixMessageBody("8") with SfFixRenderable with SfFixFieldsToAscii {
if (noContraBrokersField.map(_.value).getOrElse(0) != contraBrokersGroups.map(_.size).getOrElse(0))
throw SfRepeatingGroupCountException(NoContraBrokersField.TagId,noContraBrokersField.map(_.value).getOrElse(0), contraBrokersGroups.map(_.size).getOrElse(0))
if (noUnderlyingsField.map(_.value).getOrElse(0) != underlyingsGroups.map(_.size).getOrElse(0))
throw SfRepeatingGroupCountException(NoUnderlyingsField.TagId,noUnderlyingsField.map(_.value).getOrElse(0), underlyingsGroups.map(_.size).getOrElse(0))
if (noContAmtsField.map(_.value).getOrElse(0) != contAmtsGroups.map(_.size).getOrElse(0))
throw SfRepeatingGroupCountException(NoContAmtsField.TagId,noContAmtsField.map(_.value).getOrElse(0), contAmtsGroups.map(_.size).getOrElse(0))
if (noLegsField.map(_.value).getOrElse(0) != legsGroups.map(_.size).getOrElse(0))
throw SfRepeatingGroupCountException(NoLegsField.TagId,noLegsField.map(_.value).getOrElse(0), legsGroups.map(_.size).getOrElse(0))
if (noMiscFeesField.map(_.value).getOrElse(0) != miscFeesGroups.map(_.size).getOrElse(0))
throw SfRepeatingGroupCountException(NoMiscFeesField.TagId,noMiscFeesField.map(_.value).getOrElse(0), miscFeesGroups.map(_.size).getOrElse(0))
override lazy val fixStr : String = appendFixStr().toString
override def appendFixStr(b:StringBuilder = new StringBuilder): StringBuilder = format(formatForFix, b)
override def toString():String = appendStringBuilder().toString()
def appendStringBuilder(b:StringBuilder = new StringBuilder) : StringBuilder = format(formatForToString, b)
def format( fmt: ((StringBuilder,SfFixRenderable)=>Unit), b:StringBuilder = new StringBuilder()): StringBuilder = {
fmt(b,orderIDField)
secondaryOrderIDField.foreach(fmt(b,_))
secondaryClOrdIDField.foreach(fmt(b,_))
secondaryExecIDField.foreach(fmt(b,_))
clOrdIDField.foreach(fmt(b,_))
origClOrdIDField.foreach(fmt(b,_))
clOrdLinkIDField.foreach(fmt(b,_))
quoteRespIDField.foreach(fmt(b,_))
ordStatusReqIDField.foreach(fmt(b,_))
massStatusReqIDField.foreach(fmt(b,_))
totNumReportsField.foreach(fmt(b,_))
lastRptRequestedField.foreach(fmt(b,_))
partiesComponent.foreach(fmt(b,_))
tradeOriginationDateField.foreach(fmt(b,_))
noContraBrokersField.foreach(fmt(b,_))
contraBrokersGroups.getOrElse(List.empty).foreach(fmt(b,_))
listIDField.foreach(fmt(b,_))
crossIDField.foreach(fmt(b,_))
origCrossIDField.foreach(fmt(b,_))
crossTypeField.foreach(fmt(b,_))
fmt(b,execIDField)
execRefIDField.foreach(fmt(b,_))
fmt(b,execTypeField)
fmt(b,ordStatusField)
workingIndicatorField.foreach(fmt(b,_))
ordRejReasonField.foreach(fmt(b,_))
execRestatementReasonField.foreach(fmt(b,_))
accountField.foreach(fmt(b,_))
acctIDSourceField.foreach(fmt(b,_))
accountTypeField.foreach(fmt(b,_))
dayBookingInstField.foreach(fmt(b,_))
bookingUnitField.foreach(fmt(b,_))
preallocMethodField.foreach(fmt(b,_))
settlTypeField.foreach(fmt(b,_))
settlDateField.foreach(fmt(b,_))
cashMarginField.foreach(fmt(b,_))
clearingFeeIndicatorField.foreach(fmt(b,_))
fmt(b,instrumentComponent)
financingDetailsComponent.foreach(fmt(b,_))
noUnderlyingsField.foreach(fmt(b,_))
underlyingsGroups.getOrElse(List.empty).foreach(fmt(b,_))
fmt(b,sideField)
stipulationsComponent.foreach(fmt(b,_))
qtyTypeField.foreach(fmt(b,_))
orderQtyDataComponent.foreach(fmt(b,_))
ordTypeField.foreach(fmt(b,_))
priceTypeField.foreach(fmt(b,_))
priceField.foreach(fmt(b,_))
stopPxField.foreach(fmt(b,_))
pegInstructionsComponent.foreach(fmt(b,_))
discretionInstructionsComponent.foreach(fmt(b,_))
peggedPriceField.foreach(fmt(b,_))
discretionPriceField.foreach(fmt(b,_))
targetStrategyField.foreach(fmt(b,_))
targetStrategyParametersField.foreach(fmt(b,_))
participationRateField.foreach(fmt(b,_))
targetStrategyPerformanceField.foreach(fmt(b,_))
currencyField.foreach(fmt(b,_))
complianceIDField.foreach(fmt(b,_))
solicitedFlagField.foreach(fmt(b,_))
timeInForceField.foreach(fmt(b,_))
effectiveTimeField.foreach(fmt(b,_))
expireDateField.foreach(fmt(b,_))
expireTimeField.foreach(fmt(b,_))
execInstField.foreach(fmt(b,_))
orderCapacityField.foreach(fmt(b,_))
orderRestrictionsField.foreach(fmt(b,_))
custOrderCapacityField.foreach(fmt(b,_))
lastQtyField.foreach(fmt(b,_))
underlyingLastQtyField.foreach(fmt(b,_))
lastPxField.foreach(fmt(b,_))
underlyingLastPxField.foreach(fmt(b,_))
lastParPxField.foreach(fmt(b,_))
lastSpotRateField.foreach(fmt(b,_))
lastForwardPointsField.foreach(fmt(b,_))
lastMktField.foreach(fmt(b,_))
tradingSessionIDField.foreach(fmt(b,_))
tradingSessionSubIDField.foreach(fmt(b,_))
timeBracketField.foreach(fmt(b,_))
lastCapacityField.foreach(fmt(b,_))
fmt(b,leavesQtyField)
fmt(b,cumQtyField)
fmt(b,avgPxField)
dayOrderQtyField.foreach(fmt(b,_))
dayCumQtyField.foreach(fmt(b,_))
dayAvgPxField.foreach(fmt(b,_))
gTBookingInstField.foreach(fmt(b,_))
tradeDateField.foreach(fmt(b,_))
transactTimeField.foreach(fmt(b,_))
reportToExchField.foreach(fmt(b,_))
commissionDataComponent.foreach(fmt(b,_))
spreadOrBenchmarkCurveDataComponent.foreach(fmt(b,_))
yieldDataComponent.foreach(fmt(b,_))
grossTradeAmtField.foreach(fmt(b,_))
numDaysInterestField.foreach(fmt(b,_))
exDateField.foreach(fmt(b,_))
accruedInterestRateField.foreach(fmt(b,_))
accruedInterestAmtField.foreach(fmt(b,_))
interestAtMaturityField.foreach(fmt(b,_))
endAccruedInterestAmtField.foreach(fmt(b,_))
startCashField.foreach(fmt(b,_))
endCashField.foreach(fmt(b,_))
tradedFlatSwitchField.foreach(fmt(b,_))
basisFeatureDateField.foreach(fmt(b,_))
basisFeaturePriceField.foreach(fmt(b,_))
concessionField.foreach(fmt(b,_))
totalTakedownField.foreach(fmt(b,_))
netMoneyField.foreach(fmt(b,_))
settlCurrAmtField.foreach(fmt(b,_))
settlCurrencyField.foreach(fmt(b,_))
settlCurrFxRateField.foreach(fmt(b,_))
settlCurrFxRateCalcField.foreach(fmt(b,_))
handlInstField.foreach(fmt(b,_))
minQtyField.foreach(fmt(b,_))
maxFloorField.foreach(fmt(b,_))
positionEffectField.foreach(fmt(b,_))
maxShowField.foreach(fmt(b,_))
bookingTypeField.foreach(fmt(b,_))
textField.foreach(fmt(b,_))
encodedTextLenField.foreach(fmt(b,_))
encodedTextField.foreach(fmt(b,_))
settlDate2Field.foreach(fmt(b,_))
orderQty2Field.foreach(fmt(b,_))
lastForwardPoints2Field.foreach(fmt(b,_))
multiLegReportingTypeField.foreach(fmt(b,_))
cancellationRightsField.foreach(fmt(b,_))
moneyLaunderingStatusField.foreach(fmt(b,_))
registIDField.foreach(fmt(b,_))
designationField.foreach(fmt(b,_))
transBkdTimeField.foreach(fmt(b,_))
execValuationPointField.foreach(fmt(b,_))
execPriceTypeField.foreach(fmt(b,_))
execPriceAdjustmentField.foreach(fmt(b,_))
priorityIndicatorField.foreach(fmt(b,_))
priceImprovementField.foreach(fmt(b,_))
lastLiquidityIndField.foreach(fmt(b,_))
noContAmtsField.foreach(fmt(b,_))
contAmtsGroups.getOrElse(List.empty).foreach(fmt(b,_))
noLegsField.foreach(fmt(b,_))
legsGroups.getOrElse(List.empty).foreach(fmt(b,_))
copyMsgIndicatorField.foreach(fmt(b,_))
noMiscFeesField.foreach(fmt(b,_))
miscFeesGroups.getOrElse(List.empty).foreach(fmt(b,_))
b
}
}
object ExecutionReportMessage extends SfFixMessageDecoder {
val MsgType="8"
val MsgName="ExecutionReport"
override val MandatoryFields = HashSet[Int](
OrderIDField.TagId, ExecIDField.TagId, ExecTypeField.TagId, OrdStatusField.TagId, SideField.TagId,
LeavesQtyField.TagId, CumQtyField.TagId, AvgPxField.TagId)
override def isMandatoryField(tagId:Int) : Boolean = {
MandatoryFields.contains(tagId) ||
PartiesComponent.isMandatoryField(tagId) || ContraBrokersGroup.isMandatoryField(tagId) || InstrumentComponent.isMandatoryField(tagId) || FinancingDetailsComponent.isMandatoryField(tagId) ||
UnderlyingsGroup.isMandatoryField(tagId) || StipulationsComponent.isMandatoryField(tagId) || OrderQtyDataComponent.isMandatoryField(tagId) || PegInstructionsComponent.isMandatoryField(tagId) ||
DiscretionInstructionsComponent.isMandatoryField(tagId) || CommissionDataComponent.isMandatoryField(tagId) || SpreadOrBenchmarkCurveDataComponent.isMandatoryField(tagId) || YieldDataComponent.isMandatoryField(tagId) ||
ContAmtsGroup.isMandatoryField(tagId) || LegsGroup.isMandatoryField(tagId) || MiscFeesGroup.isMandatoryField(tagId)
}
override val OptionalFields = HashSet[Int](
SecondaryOrderIDField.TagId, SecondaryClOrdIDField.TagId, SecondaryExecIDField.TagId, ClOrdIDField.TagId, OrigClOrdIDField.TagId,
ClOrdLinkIDField.TagId, QuoteRespIDField.TagId, OrdStatusReqIDField.TagId, MassStatusReqIDField.TagId, TotNumReportsField.TagId,
LastRptRequestedField.TagId, TradeOriginationDateField.TagId, NoContraBrokersField.TagId, ListIDField.TagId, CrossIDField.TagId,
OrigCrossIDField.TagId, CrossTypeField.TagId, ExecRefIDField.TagId, WorkingIndicatorField.TagId, OrdRejReasonField.TagId,
ExecRestatementReasonField.TagId, AccountField.TagId, AcctIDSourceField.TagId, AccountTypeField.TagId, DayBookingInstField.TagId,
BookingUnitField.TagId, PreallocMethodField.TagId, SettlTypeField.TagId, SettlDateField.TagId, CashMarginField.TagId,
ClearingFeeIndicatorField.TagId, NoUnderlyingsField.TagId, QtyTypeField.TagId, OrdTypeField.TagId, PriceTypeField.TagId,
PriceField.TagId, StopPxField.TagId, PeggedPriceField.TagId, DiscretionPriceField.TagId, TargetStrategyField.TagId,
TargetStrategyParametersField.TagId, ParticipationRateField.TagId, TargetStrategyPerformanceField.TagId, CurrencyField.TagId, ComplianceIDField.TagId,
SolicitedFlagField.TagId, TimeInForceField.TagId, EffectiveTimeField.TagId, ExpireDateField.TagId, ExpireTimeField.TagId,
ExecInstField.TagId, OrderCapacityField.TagId, OrderRestrictionsField.TagId, CustOrderCapacityField.TagId, LastQtyField.TagId,
UnderlyingLastQtyField.TagId, LastPxField.TagId, UnderlyingLastPxField.TagId, LastParPxField.TagId, LastSpotRateField.TagId,
LastForwardPointsField.TagId, LastMktField.TagId, TradingSessionIDField.TagId, TradingSessionSubIDField.TagId, TimeBracketField.TagId,
LastCapacityField.TagId, DayOrderQtyField.TagId, DayCumQtyField.TagId, DayAvgPxField.TagId, GTBookingInstField.TagId,
TradeDateField.TagId, TransactTimeField.TagId, ReportToExchField.TagId, GrossTradeAmtField.TagId, NumDaysInterestField.TagId,
ExDateField.TagId, AccruedInterestRateField.TagId, AccruedInterestAmtField.TagId, InterestAtMaturityField.TagId, EndAccruedInterestAmtField.TagId,
StartCashField.TagId, EndCashField.TagId, TradedFlatSwitchField.TagId, BasisFeatureDateField.TagId, BasisFeaturePriceField.TagId,
ConcessionField.TagId, TotalTakedownField.TagId, NetMoneyField.TagId, SettlCurrAmtField.TagId, SettlCurrencyField.TagId,
SettlCurrFxRateField.TagId, SettlCurrFxRateCalcField.TagId, HandlInstField.TagId, MinQtyField.TagId, MaxFloorField.TagId,
PositionEffectField.TagId, MaxShowField.TagId, BookingTypeField.TagId, TextField.TagId, EncodedTextLenField.TagId,
EncodedTextField.TagId, SettlDate2Field.TagId, OrderQty2Field.TagId, LastForwardPoints2Field.TagId, MultiLegReportingTypeField.TagId,
CancellationRightsField.TagId, MoneyLaunderingStatusField.TagId, RegistIDField.TagId, DesignationField.TagId, TransBkdTimeField.TagId,
ExecValuationPointField.TagId, ExecPriceTypeField.TagId, ExecPriceAdjustmentField.TagId, PriorityIndicatorField.TagId, PriceImprovementField.TagId,
LastLiquidityIndField.TagId, NoContAmtsField.TagId, NoLegsField.TagId, CopyMsgIndicatorField.TagId, NoMiscFeesField.TagId)
override def isOptionalField(tagId:Int) : Boolean = {
OptionalFields.contains(tagId) ||
PartiesComponent.isOptionalField(tagId) || ContraBrokersGroup.isOptionalField(tagId) || InstrumentComponent.isOptionalField(tagId) || FinancingDetailsComponent.isOptionalField(tagId) ||
UnderlyingsGroup.isOptionalField(tagId) || StipulationsComponent.isOptionalField(tagId) || OrderQtyDataComponent.isOptionalField(tagId) || PegInstructionsComponent.isOptionalField(tagId) ||
DiscretionInstructionsComponent.isOptionalField(tagId) || CommissionDataComponent.isOptionalField(tagId) || SpreadOrBenchmarkCurveDataComponent.isOptionalField(tagId) || YieldDataComponent.isOptionalField(tagId) ||
ContAmtsGroup.isOptionalField(tagId) || LegsGroup.isOptionalField(tagId) || MiscFeesGroup.isOptionalField(tagId)
}
override def isFieldOf(tagId:Int) : Boolean = isMandatoryField(tagId) || isOptionalField(tagId) ||
PartiesComponent.isFieldOf(tagId) || ContraBrokersGroup.isFieldOf(tagId) || InstrumentComponent.isFieldOf(tagId) ||
FinancingDetailsComponent.isFieldOf(tagId) || UnderlyingsGroup.isFieldOf(tagId) || StipulationsComponent.isFieldOf(tagId) ||
OrderQtyDataComponent.isFieldOf(tagId) || PegInstructionsComponent.isFieldOf(tagId) || DiscretionInstructionsComponent.isFieldOf(tagId) ||
CommissionDataComponent.isFieldOf(tagId) || SpreadOrBenchmarkCurveDataComponent.isFieldOf(tagId) || YieldDataComponent.isFieldOf(tagId) ||
ContAmtsGroup.isFieldOf(tagId) || LegsGroup.isFieldOf(tagId) || MiscFeesGroup.isFieldOf(tagId)
override lazy val RepeatingGroupsTags = HashSet[Int](
NoContraBrokersField.TagId, NoUnderlyingsField.TagId, NoContAmtsField.TagId, NoLegsField.TagId, NoMiscFeesField.TagId)
override def isFirstField(tagId:Int) : Boolean = tagId==OrderIDField.TagId
override def decode(flds: Seq[Tuple2[Int, Any]], startPos:Int = 0):Option[SfFixMessageBody] = {
val (pos, myFields, nextTagPosLookup) = extractMyFieldsAndPopulatePositions(false, flds, startPos)
validateMandatoryFieldsPresent(myFields)
if (MandatoryFields.isEmpty || myFields.nonEmpty) {
Some(ExecutionReportMessage(OrderIDField.decode(myFields.get(OrderIDField.TagId)).get,
myFields.get(SecondaryOrderIDField.TagId).flatMap(f=>SecondaryOrderIDField.decode(f)),
myFields.get(SecondaryClOrdIDField.TagId).flatMap(f=>SecondaryClOrdIDField.decode(f)),
myFields.get(SecondaryExecIDField.TagId).flatMap(f=>SecondaryExecIDField.decode(f)),
myFields.get(ClOrdIDField.TagId).flatMap(f=>ClOrdIDField.decode(f)),
myFields.get(OrigClOrdIDField.TagId).flatMap(f=>OrigClOrdIDField.decode(f)),
myFields.get(ClOrdLinkIDField.TagId).flatMap(f=>ClOrdLinkIDField.decode(f)),
myFields.get(QuoteRespIDField.TagId).flatMap(f=>QuoteRespIDField.decode(f)),
myFields.get(OrdStatusReqIDField.TagId).flatMap(f=>OrdStatusReqIDField.decode(f)),
myFields.get(MassStatusReqIDField.TagId).flatMap(f=>MassStatusReqIDField.decode(f)),
myFields.get(TotNumReportsField.TagId).flatMap(f=>TotNumReportsField.decode(f)),
myFields.get(LastRptRequestedField.TagId).flatMap(f=>LastRptRequestedField.decode(f)),
PartiesComponent.decode(flds, startPos),
myFields.get(TradeOriginationDateField.TagId).flatMap(f=>TradeOriginationDateField.decode(f)),
myFields.get(NoContraBrokersField.TagId).flatMap(f=>NoContraBrokersField.decode(f)),
if (nextTagPosLookup.contains(NoContraBrokersField.TagId)) ContraBrokersGroup.decode(flds, nextTagPosLookup(NoContraBrokersField.TagId)) else None,
myFields.get(ListIDField.TagId).flatMap(f=>ListIDField.decode(f)),
myFields.get(CrossIDField.TagId).flatMap(f=>CrossIDField.decode(f)),
myFields.get(OrigCrossIDField.TagId).flatMap(f=>OrigCrossIDField.decode(f)),
myFields.get(CrossTypeField.TagId).flatMap(f=>CrossTypeField.decode(f)),
ExecIDField.decode(myFields.get(ExecIDField.TagId)).get,
myFields.get(ExecRefIDField.TagId).flatMap(f=>ExecRefIDField.decode(f)),
ExecTypeField.decode(myFields.get(ExecTypeField.TagId)).get,
OrdStatusField.decode(myFields.get(OrdStatusField.TagId)).get,
myFields.get(WorkingIndicatorField.TagId).flatMap(f=>WorkingIndicatorField.decode(f)),
myFields.get(OrdRejReasonField.TagId).flatMap(f=>OrdRejReasonField.decode(f)),
myFields.get(ExecRestatementReasonField.TagId).flatMap(f=>ExecRestatementReasonField.decode(f)),
myFields.get(AccountField.TagId).flatMap(f=>AccountField.decode(f)),
myFields.get(AcctIDSourceField.TagId).flatMap(f=>AcctIDSourceField.decode(f)),
myFields.get(AccountTypeField.TagId).flatMap(f=>AccountTypeField.decode(f)),
myFields.get(DayBookingInstField.TagId).flatMap(f=>DayBookingInstField.decode(f)),
myFields.get(BookingUnitField.TagId).flatMap(f=>BookingUnitField.decode(f)),
myFields.get(PreallocMethodField.TagId).flatMap(f=>PreallocMethodField.decode(f)),
myFields.get(SettlTypeField.TagId).flatMap(f=>SettlTypeField.decode(f)),
myFields.get(SettlDateField.TagId).flatMap(f=>SettlDateField.decode(f)),
myFields.get(CashMarginField.TagId).flatMap(f=>CashMarginField.decode(f)),
myFields.get(ClearingFeeIndicatorField.TagId).flatMap(f=>ClearingFeeIndicatorField.decode(f)),
InstrumentComponent.decode(flds, startPos).get,
FinancingDetailsComponent.decode(flds, startPos),
myFields.get(NoUnderlyingsField.TagId).flatMap(f=>NoUnderlyingsField.decode(f)),
if (nextTagPosLookup.contains(NoUnderlyingsField.TagId)) UnderlyingsGroup.decode(flds, nextTagPosLookup(NoUnderlyingsField.TagId)) else None,
SideField.decode(myFields.get(SideField.TagId)).get,
StipulationsComponent.decode(flds, startPos),
myFields.get(QtyTypeField.TagId).flatMap(f=>QtyTypeField.decode(f)),
OrderQtyDataComponent.decode(flds, startPos),
myFields.get(OrdTypeField.TagId).flatMap(f=>OrdTypeField.decode(f)),
myFields.get(PriceTypeField.TagId).flatMap(f=>PriceTypeField.decode(f)),
myFields.get(PriceField.TagId).flatMap(f=>PriceField.decode(f)),
myFields.get(StopPxField.TagId).flatMap(f=>StopPxField.decode(f)),
PegInstructionsComponent.decode(flds, startPos),
DiscretionInstructionsComponent.decode(flds, startPos),
myFields.get(PeggedPriceField.TagId).flatMap(f=>PeggedPriceField.decode(f)),
myFields.get(DiscretionPriceField.TagId).flatMap(f=>DiscretionPriceField.decode(f)),
myFields.get(TargetStrategyField.TagId).flatMap(f=>TargetStrategyField.decode(f)),
myFields.get(TargetStrategyParametersField.TagId).flatMap(f=>TargetStrategyParametersField.decode(f)),
myFields.get(ParticipationRateField.TagId).flatMap(f=>ParticipationRateField.decode(f)),
myFields.get(TargetStrategyPerformanceField.TagId).flatMap(f=>TargetStrategyPerformanceField.decode(f)),
myFields.get(CurrencyField.TagId).flatMap(f=>CurrencyField.decode(f)),
myFields.get(ComplianceIDField.TagId).flatMap(f=>ComplianceIDField.decode(f)),
myFields.get(SolicitedFlagField.TagId).flatMap(f=>SolicitedFlagField.decode(f)),
myFields.get(TimeInForceField.TagId).flatMap(f=>TimeInForceField.decode(f)),
myFields.get(EffectiveTimeField.TagId).flatMap(f=>EffectiveTimeField.decode(f)),
myFields.get(ExpireDateField.TagId).flatMap(f=>ExpireDateField.decode(f)),
myFields.get(ExpireTimeField.TagId).flatMap(f=>ExpireTimeField.decode(f)),
myFields.get(ExecInstField.TagId).flatMap(f=>ExecInstField.decode(f)),
myFields.get(OrderCapacityField.TagId).flatMap(f=>OrderCapacityField.decode(f)),
myFields.get(OrderRestrictionsField.TagId).flatMap(f=>OrderRestrictionsField.decode(f)),
myFields.get(CustOrderCapacityField.TagId).flatMap(f=>CustOrderCapacityField.decode(f)),
myFields.get(LastQtyField.TagId).flatMap(f=>LastQtyField.decode(f)),
myFields.get(UnderlyingLastQtyField.TagId).flatMap(f=>UnderlyingLastQtyField.decode(f)),
myFields.get(LastPxField.TagId).flatMap(f=>LastPxField.decode(f)),
myFields.get(UnderlyingLastPxField.TagId).flatMap(f=>UnderlyingLastPxField.decode(f)),
myFields.get(LastParPxField.TagId).flatMap(f=>LastParPxField.decode(f)),
myFields.get(LastSpotRateField.TagId).flatMap(f=>LastSpotRateField.decode(f)),
myFields.get(LastForwardPointsField.TagId).flatMap(f=>LastForwardPointsField.decode(f)),
myFields.get(LastMktField.TagId).flatMap(f=>LastMktField.decode(f)),
myFields.get(TradingSessionIDField.TagId).flatMap(f=>TradingSessionIDField.decode(f)),
myFields.get(TradingSessionSubIDField.TagId).flatMap(f=>TradingSessionSubIDField.decode(f)),
myFields.get(TimeBracketField.TagId).flatMap(f=>TimeBracketField.decode(f)),
myFields.get(LastCapacityField.TagId).flatMap(f=>LastCapacityField.decode(f)),
LeavesQtyField.decode(myFields.get(LeavesQtyField.TagId)).get,
CumQtyField.decode(myFields.get(CumQtyField.TagId)).get,
AvgPxField.decode(myFields.get(AvgPxField.TagId)).get,
myFields.get(DayOrderQtyField.TagId).flatMap(f=>DayOrderQtyField.decode(f)),
myFields.get(DayCumQtyField.TagId).flatMap(f=>DayCumQtyField.decode(f)),
myFields.get(DayAvgPxField.TagId).flatMap(f=>DayAvgPxField.decode(f)),
myFields.get(GTBookingInstField.TagId).flatMap(f=>GTBookingInstField.decode(f)),
myFields.get(TradeDateField.TagId).flatMap(f=>TradeDateField.decode(f)),
myFields.get(TransactTimeField.TagId).flatMap(f=>TransactTimeField.decode(f)),
myFields.get(ReportToExchField.TagId).flatMap(f=>ReportToExchField.decode(f)),
CommissionDataComponent.decode(flds, startPos),
SpreadOrBenchmarkCurveDataComponent.decode(flds, startPos),
YieldDataComponent.decode(flds, startPos),
myFields.get(GrossTradeAmtField.TagId).flatMap(f=>GrossTradeAmtField.decode(f)),
myFields.get(NumDaysInterestField.TagId).flatMap(f=>NumDaysInterestField.decode(f)),
myFields.get(ExDateField.TagId).flatMap(f=>ExDateField.decode(f)),
myFields.get(AccruedInterestRateField.TagId).flatMap(f=>AccruedInterestRateField.decode(f)),
myFields.get(AccruedInterestAmtField.TagId).flatMap(f=>AccruedInterestAmtField.decode(f)),
myFields.get(InterestAtMaturityField.TagId).flatMap(f=>InterestAtMaturityField.decode(f)),
myFields.get(EndAccruedInterestAmtField.TagId).flatMap(f=>EndAccruedInterestAmtField.decode(f)),
myFields.get(StartCashField.TagId).flatMap(f=>StartCashField.decode(f)),
myFields.get(EndCashField.TagId).flatMap(f=>EndCashField.decode(f)),
myFields.get(TradedFlatSwitchField.TagId).flatMap(f=>TradedFlatSwitchField.decode(f)),
myFields.get(BasisFeatureDateField.TagId).flatMap(f=>BasisFeatureDateField.decode(f)),
myFields.get(BasisFeaturePriceField.TagId).flatMap(f=>BasisFeaturePriceField.decode(f)),
myFields.get(ConcessionField.TagId).flatMap(f=>ConcessionField.decode(f)),
myFields.get(TotalTakedownField.TagId).flatMap(f=>TotalTakedownField.decode(f)),
myFields.get(NetMoneyField.TagId).flatMap(f=>NetMoneyField.decode(f)),
myFields.get(SettlCurrAmtField.TagId).flatMap(f=>SettlCurrAmtField.decode(f)),
myFields.get(SettlCurrencyField.TagId).flatMap(f=>SettlCurrencyField.decode(f)),
myFields.get(SettlCurrFxRateField.TagId).flatMap(f=>SettlCurrFxRateField.decode(f)),
myFields.get(SettlCurrFxRateCalcField.TagId).flatMap(f=>SettlCurrFxRateCalcField.decode(f)),
myFields.get(HandlInstField.TagId).flatMap(f=>HandlInstField.decode(f)),
myFields.get(MinQtyField.TagId).flatMap(f=>MinQtyField.decode(f)),
myFields.get(MaxFloorField.TagId).flatMap(f=>MaxFloorField.decode(f)),
myFields.get(PositionEffectField.TagId).flatMap(f=>PositionEffectField.decode(f)),
myFields.get(MaxShowField.TagId).flatMap(f=>MaxShowField.decode(f)),
myFields.get(BookingTypeField.TagId).flatMap(f=>BookingTypeField.decode(f)),
myFields.get(TextField.TagId).flatMap(f=>TextField.decode(f)),
myFields.get(EncodedTextLenField.TagId).flatMap(f=>EncodedTextLenField.decode(f)),
myFields.get(EncodedTextField.TagId).flatMap(f=>EncodedTextField.decode(f)),
myFields.get(SettlDate2Field.TagId).flatMap(f=>SettlDate2Field.decode(f)),
myFields.get(OrderQty2Field.TagId).flatMap(f=>OrderQty2Field.decode(f)),
myFields.get(LastForwardPoints2Field.TagId).flatMap(f=>LastForwardPoints2Field.decode(f)),
myFields.get(MultiLegReportingTypeField.TagId).flatMap(f=>MultiLegReportingTypeField.decode(f)),
myFields.get(CancellationRightsField.TagId).flatMap(f=>CancellationRightsField.decode(f)),
myFields.get(MoneyLaunderingStatusField.TagId).flatMap(f=>MoneyLaunderingStatusField.decode(f)),
myFields.get(RegistIDField.TagId).flatMap(f=>RegistIDField.decode(f)),
myFields.get(DesignationField.TagId).flatMap(f=>DesignationField.decode(f)),
myFields.get(TransBkdTimeField.TagId).flatMap(f=>TransBkdTimeField.decode(f)),
myFields.get(ExecValuationPointField.TagId).flatMap(f=>ExecValuationPointField.decode(f)),
myFields.get(ExecPriceTypeField.TagId).flatMap(f=>ExecPriceTypeField.decode(f)),
myFields.get(ExecPriceAdjustmentField.TagId).flatMap(f=>ExecPriceAdjustmentField.decode(f)),
myFields.get(PriorityIndicatorField.TagId).flatMap(f=>PriorityIndicatorField.decode(f)),
myFields.get(PriceImprovementField.TagId).flatMap(f=>PriceImprovementField.decode(f)),
myFields.get(LastLiquidityIndField.TagId).flatMap(f=>LastLiquidityIndField.decode(f)),
myFields.get(NoContAmtsField.TagId).flatMap(f=>NoContAmtsField.decode(f)),
if (nextTagPosLookup.contains(NoContAmtsField.TagId)) ContAmtsGroup.decode(flds, nextTagPosLookup(NoContAmtsField.TagId)) else None,
myFields.get(NoLegsField.TagId).flatMap(f=>NoLegsField.decode(f)),
if (nextTagPosLookup.contains(NoLegsField.TagId)) LegsGroup.decode(flds, nextTagPosLookup(NoLegsField.TagId)) else None,
myFields.get(CopyMsgIndicatorField.TagId).flatMap(f=>CopyMsgIndicatorField.decode(f)),
myFields.get(NoMiscFeesField.TagId).flatMap(f=>NoMiscFeesField.decode(f)),
if (nextTagPosLookup.contains(NoMiscFeesField.TagId)) MiscFeesGroup.decode(flds, nextTagPosLookup(NoMiscFeesField.TagId)) else None))
} else None
}
}
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