chore: Add several FIX protocol field constants

Author: zhh2001

v42/enum.go

@@ -331,3 +331,90 @@ const (
 	EncryptMethodPGPDESMD5 = "5" // PGP/DES-MD5 (see app note on FIX website)
 	EncryptMethodPEMDESMD5 = "6" // PEM/DES-MD5 (see app note on FIX website)
 )
+
+// CxlRejReason
+const (
+	CxlRejReasonTooLate        = "0" // Too late to cancel
+	CxlRejReasonUnknownOrder   = "1" // Unknown order
+	CxlRejReasonBrokerOption   = "2" // Broker Option
+	CxlRejReasonAlreadyPending = "3" // Order already in Pending Cancel or Pending Replace status
+)
+
+// ReportToExch
+const (
+	ReportToExchNo  = "N" // Indicates that party sending message will report trade
+	ReportToExchYes = "Y" // Indicates that party receiving message must report trade
+)
+
+// LocateReqd
+const (
+	LocateReqdNo  = "N" // Indicates the broker is not required to locate
+	LocateReqdYes = "Y" // Indicates the broker is responsible for locating the stock
+)
+
+// ForexReq
+const (
+	ForexReqNo  = "N" // Do not execute Forex after security trade
+	ForexReqYes = "Y" // Execute Forex after security trade
+)
+
+// GapFillFlag
+const (
+	GapFillFlagNo  = "N" // Sequence Reset, ignore MsgSeqNum
+	GapFillFlagYes = "Y" // Gap Fill message, MsgSeqNum field valid
+)
+
+// IOINaturalFlag
+const (
+	IOINaturalFlagNo  = "N" // Not natural
+	IOINaturalFlagYes = "Y" // Natural
+)
+
+// MiscFeeType
+const (
+	MiscFeeTypeRegulatory      = "1" // Regulatory (e.g. SEC)
+	MiscFeeTypeTax             = "2" // Tax
+	MiscFeeTypeLocalCommission = "3" // Local Commission
+	MiscFeeTypeExchangeFees    = "4" // Exchange Fees
+	MiscFeeTypeStamp           = "5" // Stamp
+	MiscFeeTypeLevy            = "6" // Levy
+	MiscFeeTypeOther           = "7" // Other
+	MiscFeeTypeMarkup          = "8" // Markup
+	MiscFeeTypeConsumptionTax  = "9" // Consumption Tax
+)
+
+// ResetSeqNumFlag
+const (
+	ResetSeqNumFlagNo  = "N" // No
+	ResetSeqNumFlagYes = "Y" // Yes, reset sequence numbers
+)
+
+// SettlInstTransType
+const (
+	SettlInstTransTypeCancel  = "C" // Cancel
+	SettlInstTransTypeNew     = "N" // New
+	SettlInstTransTypeReplace = "R" // Replace
+)
+
+// SettlLocation
+const (
+	SettlLocationCEDEL                     = "CED"              // CEDEL
+	SettlLocationDepositoryTrustCompany    = "DTC"              // Depository Trust Company
+	SettlLocationEuroclear                 = "EUR"              // Euroclear
+	SettlLocationFederalBookEntry          = "FED"              // Federal Book Entry
+	SettlLocationLocalMarketSettleLocation = "ISO Country Code" // Local Market Settle Location
+	SettlLocationPhysical                  = "PNY"              // Physical
+	SettlLocationParticipantTrustCompany   = "PTC"              // Participant Trust Company
+)
+
+// SettlDeliveryType
+const (
+	SettlDeliveryTypeVersusPayment = "0" // 'Versus. Payment': Deliver (if Sell) or Receive (if Buy) vs. (Against) Payment
+	SettlDeliveryTypeFree          = "1" // 'Free': Deliver (if Sell) or Receive (if Buy) Free
+)
+
+// AllocLinkType
+const (
+	AllocLinkTypeNetting = "0" // F/X Netting
+	AllocLinkTypeSwap    = "1" // F/X Swap
+)

v42/enum_test.go

@@ -260,6 +260,57 @@ func TestSideEnumValues(t *testing.T) {
 		{"EncryptMethodPGPDES", EncryptMethodPGPDES, "4"},
 		{"EncryptMethodPGPDESMD5", EncryptMethodPGPDESMD5, "5"},
 		{"EncryptMethodPEMDESMD5", EncryptMethodPEMDESMD5, "6"},
+
+		{"CxlRejReasonTooLate", CxlRejReasonTooLate, "0"},
+		{"CxlRejReasonUnknownOrder", CxlRejReasonUnknownOrder, "1"},
+		{"CxlRejReasonBrokerOption", CxlRejReasonBrokerOption, "2"},
+		{"CxlRejReasonAlreadyPending", CxlRejReasonAlreadyPending, "3"},
+
+		{"ReportToExchNo", ReportToExchNo, "N"},
+		{"ReportToExchYes", ReportToExchYes, "Y"},
+
+		{"LocateReqdNo", LocateReqdNo, "N"},
+		{"LocateReqdYes", LocateReqdYes, "Y"},
+
+		{"ForexReqNo", ForexReqNo, "N"},
+		{"ForexReqYes", ForexReqYes, "Y"},
+
+		{"GapFillFlagNo", GapFillFlagNo, "N"},
+		{"GapFillFlagYes", GapFillFlagYes, "Y"},
+
+		{"IOINaturalFlagNo", IOINaturalFlagNo, "N"},
+		{"IOINaturalFlagYes", IOINaturalFlagYes, "Y"},
+
+		{"MiscFeeTypeRegulatory", MiscFeeTypeRegulatory, "1"},
+		{"MiscFeeTypeTax", MiscFeeTypeTax, "2"},
+		{"MiscFeeTypeLocalCommission", MiscFeeTypeLocalCommission, "3"},
+		{"MiscFeeTypeExchangeFees", MiscFeeTypeExchangeFees, "4"},
+		{"MiscFeeTypeStamp", MiscFeeTypeStamp, "5"},
+		{"MiscFeeTypeLevy", MiscFeeTypeLevy, "6"},
+		{"MiscFeeTypeOther", MiscFeeTypeOther, "7"},
+		{"MiscFeeTypeMarkup", MiscFeeTypeMarkup, "8"},
+		{"MiscFeeTypeConsumptionTax", MiscFeeTypeConsumptionTax, "9"},
+
+		{"ResetSeqNumFlagNo", ResetSeqNumFlagNo, "N"},
+		{"ResetSeqNumFlagYes", ResetSeqNumFlagYes, "Y"},
+
+		{"SettlInstTransTypeCancel", SettlInstTransTypeCancel, "C"},
+		{"SettlInstTransTypeNew", SettlInstTransTypeNew, "N"},
+		{"SettlInstTransTypeReplace", SettlInstTransTypeReplace, "R"},
+
+		{"SettlLocationCEDEL", SettlLocationCEDEL, "CED"},
+		{"SettlLocationDepositoryTrustCompany", SettlLocationDepositoryTrustCompany, "DTC"},
+		{"SettlLocationEuroclear", SettlLocationEuroclear, "EUR"},
+		{"SettlLocationFederalBookEntry", SettlLocationFederalBookEntry, "FED"},
+		{"SettlLocationLocalMarketSettleLocation", SettlLocationLocalMarketSettleLocation, "ISO Country Code"},
+		{"SettlLocationPhysical", SettlLocationPhysical, "PNY"},
+		{"SettlLocationParticipantTrustCompany", SettlLocationParticipantTrustCompany, "PTC"},
+
+		{"SettlDeliveryTypeVersusPayment", SettlDeliveryTypeVersusPayment, "0"},
+		{"SettlDeliveryTypeFree", SettlDeliveryTypeFree, "1"},
+
+		{"AllocLinkTypeNetting", AllocLinkTypeNetting, "0"},
+		{"AllocLinkTypeSwap", AllocLinkTypeSwap, "1"},
 	}
 
 	// Run each test case