如何使用QuickFix验证订单的值 [英] How do you validate values for an order using QuickFix

问题描述

我是quickfix的初学者，我不确定我遇到的问题是否很简单.我想使用诸如symbol，price，quantity之类的quickfix来验证订单的值.quickfix是否在python中提供了一个函数来验证价格是否为PRICE类型，并且其值是有效(例如:4.23)?

I'm a beginner with quickfix and I'm not sure if the problem I'm having is trivial or not. I want to validate the values of an order using quickfix such as symbol, price, quantity, etc. Does quickfix provide a function in python that validates if a price is of type PRICE and that its value is valid (for example: 4.23)?

此处是参考: http://www.quickfixengine.org/FIX42.html# field_Price

推荐答案

正如DumbCoder在评论中所说，QuickFix不会验证消息的内容.例如，如果PRICE(FIX4.2标签44)字段定义为浮点类型，则它可以是 any 浮点值，可以是负数，零或正数.尽管有例外，但金融市场中的PRICE类型通常不是为负.

As DumbCoder says in the comment QuickFix does not validate the contents of a message. If the PRICE (FIX4.2 tag 44) field is defined to be a float type for example, it can be any float value be it negative, zero or positive. PRICE types in financial markets are not usually negative although there are exceptions.

因此，您可以根据要处理的消息类型来验证消息内容.对于简单的股票定单，填充消息(例如，您以123.45的价格购买了100股AAPL的股票)通常不会出现负价格值，但是由程序员自己决定是否要添加此上下文验证.

So it is up to you to validate the message contents for the type of message you are processing. A fill message (e.g. you bought 100 shares of AAPL for 123.45) for a simple stock order would generally never have a negative price value but it is left up to you the programmer to add this contextual validation.

作为一个例外的例子，考虑在期货市场上的价差指令的执行信息.这是一条指令，要求在某种程度上原子地将两个单独的工具交易在一起，并可能导致负价，从而使您获得退款并在合约中获得头寸.

As an example of an exception consider a fill message in a futures markets for a spread order. This in an instruction to trade two separate instruments together somewhat atomically and could result in a negative price so that you got money back and a position in a contract.

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