FixAlchemy.Capabilities (FIXAlchemy v0.2.0)

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Trading capabilities derived from a venue's FIX specification.

A venue's tailored spec advertises what it supports: the message types it defines (order entry, cancels, amendments) and the enumerated values it accepts for OrdType (40) and TimeInForce (59). Deriving capabilities from the spec means the platform offers only what the venue claims to accept — with the caveat that a spec can advertise more than the venue honours.

Summary

Types

t()

Functions

from_spec(fields_module, messages_module)
order_type_code(order_type)
tif_code(tif)

Types

t()

@type t() :: %{
  order_types: [atom()],
  tifs: [atom()],
  order_entry: boolean(),
  order_cancel: boolean(),
  order_amend: boolean(),
  brackets: boolean(),
  protections: [atom()],
  contingencies: [atom()]
}

Functions

from_spec(fields_module, messages_module)

@spec from_spec(module(), module()) :: t()

order_type_code(order_type)

@spec order_type_code(atom()) :: String.t() | nil

tif_code(tif)

@spec tif_code(atom()) :: String.t() | nil