More constants.

Author: da4089

simplefix/constants.py

@@ -38,6 +38,82 @@
     SOH_STR = b'\x01'
 
 
+# Tag 4
+ADVSIDE_BUY = b'B'
+ADVSIDE_CROSS = b'X'
+ADVSIDE_SELL = b'S'
+ADVSIDE_TRADE = b'T'
+
+# Tag 5
+ADVTRANSTYPE_CANCEL = b'C'
+ADVTRANSTYPE_NEW = b'N'
+ADVTRANSTYPE_REPLACE = b'R'
+
+# Tag 13
+COMMTYPE_PER_UNIT = b'1'
+COMMTYPE_PERCENT = b'2'
+COMMTYPE_ABSOLUTE = b'3'
+COMMTYPE_PERCENT_WAIVED_CASH = b'4'
+COMMTYPE_PERCENT_WAIVED_ENHANCED = b'5'
+COMMTYPE_POINTS = b'6'
+
+# Tag 15
+CURRENCY_AFGHANI = b'AFA'
+CURRENCY_ALGERIAN_DINAR = b'DZD'
+CURRENCY_ANDORRAN_PESETA = b'ADP'
+CURRENCY_ARGENTINE_PESO = b'ARS'
+CURRENCY_ARMENIAN_DRAM = b'AMD'
+CURRENCY_ARUBAN_GUILDER = b'AWG'
+CURRENCY_AUSTRALIAN_DOLLAR = b'AUD'
+CURRENCY_AZERBAIJANIAN_MANAT = b'AZM'
+CURRENCY_BAHAMIAN_DOLLAR = b'BSD'
+# FIXME: many, many, more.
+
+# Tag 18
+EXECINST_NOT_HELD = b'1'
+EXECINST_WORK = b'2'
+EXECINST_GO_ALONG = b'3'
+EXECINST_OVER_THE_DAY = b'4'
+EXECINST_HELD = b'5'
+EXECINST_PARTICIPATE_DONT_INITIATE = b'6'
+EXECINST_STRICT_SCALE = b'7'
+EXECINST_TRY_TO_SCALE = b'8'
+EXECINST_STAY_ON_BID_SIDE = b'9'
+EXECINST_STAY_ON_OFFER_SIDE = b'0'
+EXECINST_NO_CROSS = b'A'
+EXECINST_OK_TO_CROSS = b'B'
+EXECINST_CALL_FIRST = b'C'
+EXECINST_PERCENT_OF_VOLUME = b'D'
+EXECINST_DO_NOT_INCREASE = b'E'
+EXECINST_DO_NOT_REDUCE = b'F'
+EXECINST_ALL_OR_NONE = b'G'
+EXECINST_REINSTATE_ON_SYSTEM_FAILURE = b'H'
+EXECINST_INSTITUTIONS_ONLY = b'I'
+EXECINST_REINSTATE_ON_TRADING_HALT = b'J'
+EXECINST_CANCEL_ON_TRADING_HALT = b'K'
+EXECINST_LAST_PEG = b'L'
+EXECINST_MID_PRICE_PEG = b'M'
+EXECINST_NON_NEGOTIABLE = b'N'
+EXECINST_OPENING_PEG = b'O'
+EXECINST_MARKET_PEG = b'P'
+EXECINST_CANCEL_ON_SYSTEM_FAILURE = b'Q'
+EXECINST_PRIMARY_PEG = b'R'
+EXECINST_SUSPEND = b'S'
+EXECINST_CUSTOMER_DISPLAY_INSTRUCTION = b'U'
+EXECINST_NETTING = b'V'
+EXECINST_PEG_TO_VWAP = b'W'
+EXECINST_TRADE_ALONG = b'X'
+EXECINST_TRY_TO_STOP = b'Y'
+EXECINST_CANCEL_IF_NOT_BEST = b'Z'
+EXECINST_TRAILING_STOP_PEG = b'a'
+EXECINST_STRICT_LIMIT = b'b'
+EXECINST_IGNORE_PRICE_VALIDITY_CHECKS = b'c'
+EXECINST_PEG_TO_LIMIT_PRICE = b'd'
+EXECINST_WORK_TO_TARGET_STRATEGY = b'e'
+
+
+
+# Tag 35
 MSGTYPE_HEARTBEAT = b'0'
 MSGTYPE_TEST_REQUEST = b'1'
 MSGTYPE_RESEND_REQUEST = b'2'
@@ -129,5 +205,5 @@
 MSGTYPE_USER_REQUEST = b'BE'
 MSGTYPE_USER_RESPONSE = b'BF'
 MSGTYPE_COLLATERAL_INQUIRY_ACK = b'BG'
-MSGTYPE_CONFIRMATION_REQUEST = 'BH'
+MSGTYPE_CONFIRMATION_REQUEST = b'BH'