Module Model_messages

type mod_executionreport_data = {
mod_f_ExecutionReport_ClOrdID : Imandra_prelude.string;
mod_f_ExecutionReport_OrderID : Imandra_prelude.string;
mod_f_ExecutionReport_ExecID : Imandra_prelude.string;
mod_f_ExecutionReport_ExecType : Model_app_enums.model_fix_exectype;
mod_f_ExecutionReport_AvgPx : Numeric.fix_float_6;
mod_f_ExecutionReport_Side : Model_app_enums.model_fix_side;
mod_f_ExecutionReport_LeavesQty : Numeric.fix_float_6;
mod_f_ExecutionReport_CumQty : Numeric.fix_float_6;
mod_f_ExecutionReport_OrdStatus : Model_app_enums.model_fix_ordstatus;
mod_f_ExecutionReport_Instrument_Symbol : Imandra_prelude.string;
mod_f_ExecutionReport_Text : Imandra_prelude.string option;
}
type mod_newordersingle_data = {
mod_f_NewOrderSingle_ClOrdID : Imandra_prelude.string;
mod_f_NewOrderSingle_Side : Model_app_enums.model_fix_side;
mod_f_NewOrderSingle_TransactTime : TimeDefaults.fix_utctimestamp;
mod_f_NewOrderSingle_OrdType : Model_app_enums.model_fix_ordtype;
mod_f_NewOrderSingle_Instrument_Symbol : Imandra_prelude.string;
}
type model_msg =
| FIX_Msg_ExecutionReport of mod_executionreport_data
| FIX_Msg_NewOrderSingle of mod_newordersingle_data
val is_msg_inbound : model_msg -> bool
type field_missing_data = {
field_missing_data_field : Model_tags.m_field_tag;
field_missing_data_msg : Model_tags.m_msg_tag;
}
type model_top_level_msg =
| FIX_TL_Normal of model_msg
| FIX_TL_Req_Field_Missing of field_missing_data
| FIX_TL_PossibleResend of model_msg
| FIX_TL_None