From 5f0483fb598865c4f0f5d622818a0f62bded64e3 Mon Sep 17 00:00:00 2001 From: Ewen Maclean Date: Fri, 12 Oct 2018 15:19:32 +0100 Subject: [PATCH 1/2] updating to dune and removing warnings etc --- Makefile | 54 ++-- src-core-pp/base_types_json.ml | 4 +- src-core-pp/encode_base_types.ml | 1 - src-core-pp/jbuild | 12 - src-core-pp/parse_datetime.ml | 1 - src-core-pp/parser_utils.ml | 22 +- src-core-printer/jbuild | 14 - src-core-time-defaults/jbuild | 13 - src-core-time-defaults/timeDefaults_json.ml | 1 - src-core-time-defaults/timeDefaults_pp.ml | 1 - .../core_utils.opam | 0 src-core-utils/dune | 5 + src-core-utils/dune-project | 1 + src-core-utils/fix_version.ml | 17 ++ src-core/datetime.ml | 12 +- src-core/jbuild | 8 - src-core/numeric.ml | 196 ++++++------- src-model/src-conversions/jbuild | 10 - .../repeating_groups_converter.ml | 1 - src-model/src-prelude/jbuild | 9 - src-model/src-string-factory/jbuild | 10 - src-model/src-types-pp/jbuild | 10 - src-model/src-types-pp/json_to_action.ml | 1 - src-model/src-types-pp/model_actions_json.ml | 1 - .../src-types-pp/model_internals_json.ml | 2 +- src-model/src-types-pp/model_messages_json.ml | 1 - src-model/src-types/actions.ml | 2 - src-model/src-types/jbuild | 10 - src-model/src-types/model_messages.ml | 1 - src-model/src-types/state.ml | 2 +- src-model/src/act_checks.ml | 4 +- src-model/src/act_process.ml | 2 +- src-model/src/jbuild | 10 - src-model/src/msg_check_fields.ml | 3 +- src-model/src/msg_check_validate.ml | 2 +- src-model/src/msg_process.ml | 2 +- .../encode_app_messages.ml | 2 +- src-protocol-exts-pp-vg/encode_app_tags.ml | 6 +- .../full_app_messages_json.ml | 2 +- src-protocol-exts-pp-vg/full_app_tags_json.ml | 1 - src-protocol-exts-pp-vg/jbuild | 9 - src-protocol-exts-pp-vg/parse_app_messages.ml | 270 +++++++++--------- src-protocol-exts-pp-vg/parse_app_records.ml | 22 +- .../protocol_exts_pp_vg.opam | 0 src-protocol-exts-pp/encode_app_enums.ml | 16 +- src-protocol-exts-pp/encode_utils.ml | 1 - src-protocol-exts-pp/full_app_records_json.ml | 212 +++++++------- src-protocol-exts-pp/jbuild | 10 - src-protocol-exts-vg/full_app_messages.ml | 2 +- src-protocol-exts-vg/full_app_records.ml | 2 - src-protocol-exts-vg/jbuild | 9 - src-protocol-exts-vg/protocol_exts_vg.opam | 0 src-protocol-exts/full_app_messages.ml | 4 +- src-protocol-exts/full_app_records.ml | 36 +-- src-protocol-exts/jbuild | 10 - src-protocol-pp/encode_admin_messages.ml | 1 - src-protocol-pp/encode_full_messages.ml | 11 +- src-protocol-pp/fix_engine_json.ml | 1 - src-protocol-pp/full_messages_json.ml | 1 - src-protocol-pp/jbuild | 9 - src-protocol-pp/parse_full_messages.ml | 10 +- src-protocol/full_messages.ml | 1 - src-protocol/jbuild | 9 - src-simulation/client.ml | 9 +- src-simulation/fix_connection.ml | 5 +- src-simulation/fix_global_state.ml | 10 +- src-simulation/jbuild | 54 ---- src-simulation/message_stream.ml | 4 +- src-simulation/server.ml | 3 +- src-tests/jbuild | 17 -- src-tests/test_cache.ml | 4 - src-tests/test_runner.ml | 10 +- src/fix_engine.ml | 22 +- src/fix_engine_state.ml | 1 - src/fix_engine_transitions.ml | 47 ++- src/fix_engine_utils.ml | 32 +-- src/jbuild | 10 - 77 files changed, 525 insertions(+), 805 deletions(-) delete mode 100644 src-core-pp/jbuild delete mode 100644 src-core-printer/jbuild delete mode 100644 src-core-time-defaults/jbuild rename src-protocol-exts-pp-vg/protocol_exts_pp.opam => src-core-utils/core_utils.opam (100%) create mode 100644 src-core-utils/dune create mode 100644 src-core-utils/dune-project create mode 100644 src-core-utils/fix_version.ml delete mode 100644 src-core/jbuild delete mode 100644 src-model/src-conversions/jbuild delete mode 100644 src-model/src-prelude/jbuild delete mode 100644 src-model/src-string-factory/jbuild delete mode 100644 src-model/src-types-pp/jbuild delete mode 100644 src-model/src-types/jbuild delete mode 100644 src-model/src/jbuild delete mode 100644 src-protocol-exts-pp-vg/jbuild rename src-protocol-exts-vg/protocol_exts.opam => src-protocol-exts-pp-vg/protocol_exts_pp_vg.opam (100%) delete mode 100644 src-protocol-exts-pp/jbuild delete mode 100644 src-protocol-exts-vg/jbuild create mode 100644 src-protocol-exts-vg/protocol_exts_vg.opam delete mode 100644 src-protocol-exts/jbuild delete mode 100644 src-protocol-pp/jbuild delete mode 100644 src-protocol/jbuild delete mode 100644 src-simulation/jbuild delete mode 100644 src-tests/jbuild delete mode 100644 src/jbuild diff --git a/Makefile b/Makefile index a4feceaf..d8118770 100644 --- a/Makefile +++ b/Makefile @@ -1,45 +1,45 @@ # Makefile # build: - @echo "src-protocol-exts-pp-vg" > jbuild-ignore - @echo "src-protocol-exts-vg" >> jbuild-ignore - jbuilder build @install - rm jbuild-ignore + @echo "src-protocol-exts-pp-vg" > dune-ignore + @echo "src-protocol-exts-vg" >> dune-ignore + dune build @install + rm dune-ignore build_vgs: - @echo "src-protocol-exts-pp" > jbuild-ignore - @echo "src-protocol-exts" >> jbuild-ignore - @echo "src-model" >> jbuild-ignore - @echo "src-simulation" >> jbuild-ignore - jbuilder build @install - rm jbuild-ignore + @echo "src-protocol-exts-pp" > dune-ignore + @echo "src-protocol-exts" >> dune-ignore + @echo "src-model" >> dune-ignore + @echo "src-simulation" >> dune-ignore + dune build @install + rm dune-ignore build_tests: - @echo "src-protocol-exts-pp-vg" > jbuild-ignore - @echo "src-protocol-exts-vg" >> jbuild-ignore - jbuilder build src-tests/test_runner.bc - rm jbuild-ignore + @echo "src-protocol-exts-pp-vg" > dune-ignore + @echo "src-protocol-exts-vg" >> dune-ignore + dune build src-tests/test_runner.bc + rm dune-ignore doc: - @echo "src-protocol-exts-pp-vg" > jbuild-ignore - @echo "src-protocol-exts-vg" >> jbuild-ignore - jbuilder build @doc - rm jbuild-ignore + @echo "src-protocol-exts-pp-vg" > dune-ignore + @echo "src-protocol-exts-vg" >> dune-ignore + dune build @doc + rm dune-ignore module_graph.svg: _build/doc/all_modules.docdir/all_modules.dot sed -e 's/rotate=90;//g' "$<" | dot -Tsvg -o $@ server: - @echo "src-protocol-exts-pp-vg" > jbuild-ignore - @echo "src-protocol-exts-vg" >> jbuild-ignore - jbuilder build src-simulation/server.bc - rm jbuild-ignore + @echo "src-protocol-exts-pp-vg" > dune-ignore + @echo "src-protocol-exts-vg" >> dune-ignore + dune build src-simulation/server.bc + rm dune-ignore client: - @echo "src-protocol-exts-pp-vg" > jbuild-ignore - @echo "src-protocol-exts-vg" >> jbuild-ignore - jbuilder build src-simulation/client.bc - rm jbuild-ignore + @echo "src-protocol-exts-pp-vg" > dune-ignore + @echo "src-protocol-exts-vg" >> dune-ignore + dune build src-simulation/client.bc + rm dune-ignore # opam1-setup - for running in Wercker. Assumes the correct switch is already installed and selected. opam1-setup: @@ -58,7 +58,7 @@ _opam: opam install -y ocaml-base-compiler.4.05.0 clean: - jbuilder clean + duneer clean .PHONY: build build_vgs run run_server clean doc diff --git a/src-core-pp/base_types_json.ml b/src-core-pp/base_types_json.ml index 71de8c1f..70bb0e0c 100644 --- a/src-core-pp/base_types_json.ml +++ b/src-core-pp/base_types_json.ml @@ -183,8 +183,8 @@ let float_opt_to_json x = float_6_opt_to_json x;; let json_to_float_opt = json_to_float_6_opt;; -(** - * FIX_String +(* + FIX_String *) let string_to_json x : json = diff --git a/src-core-pp/encode_base_types.ml b/src-core-pp/encode_base_types.ml index 8a9dd9dc..f91796a1 100644 --- a/src-core-pp/encode_base_types.ml +++ b/src-core-pp/encode_base_types.ml @@ -7,7 +7,6 @@ base_types_json.ml *) -open Yojson;; open Numeric;; diff --git a/src-core-pp/jbuild b/src-core-pp/jbuild deleted file mode 100644 index ffd185d0..00000000 --- a/src-core-pp/jbuild +++ /dev/null @@ -1,12 +0,0 @@ -(jbuild_version 1) - -(library - ( (name core_pp) - (public_name core_pp) - (wrapped false) - (libraries ( - core - yojson - )) - ) -) diff --git a/src-core-pp/parse_datetime.ml b/src-core-pp/parse_datetime.ml index 4fdc0da8..42408046 100644 --- a/src-core-pp/parse_datetime.ml +++ b/src-core-pp/parse_datetime.ml @@ -9,7 +9,6 @@ *) open Datetime;; -open Parse_base_types;; let parse_UTCDateOnly str = diff --git a/src-core-pp/parser_utils.ml b/src-core-pp/parser_utils.ml index 44a0b038..011e2d48 100644 --- a/src-core-pp/parser_utils.ml +++ b/src-core-pp/parser_utils.ml @@ -156,15 +156,15 @@ module Parser = struct let rev_collect (lst: 'a t list) : 'a list t = let rec flatten acc = function | ParseSuccess x :: tl -> flatten (x::acc) tl - | UnknownMessageTag x :: tl -> UnknownMessageTag x - | RequiredTagMissing x :: tl -> RequiredTagMissing x - | DuplicateTag x :: tl -> DuplicateTag x - | WrongValueFormat x :: tl -> WrongValueFormat x - | UndefinedTag x :: tl -> UndefinedTag x - | EmptyValue x :: tl -> EmptyValue x - | IncorrectNumInGroupCount x :: tl -> IncorrectNumInGroupCount x - | RepeatingGroupOutOfOrder x :: tl -> RepeatingGroupOutOfOrder x - | GarbledMessage :: tl -> GarbledMessage + | UnknownMessageTag x :: _tl -> UnknownMessageTag x + | RequiredTagMissing x :: _tl -> RequiredTagMissing x + | DuplicateTag x :: _tl -> DuplicateTag x + | WrongValueFormat x :: _tl -> WrongValueFormat x + | UndefinedTag x :: _tl -> UndefinedTag x + | EmptyValue x :: _tl -> EmptyValue x + | IncorrectNumInGroupCount x :: _tl -> IncorrectNumInGroupCount x + | RepeatingGroupOutOfOrder x :: _tl -> RepeatingGroupOutOfOrder x + | GarbledMessage :: _tl -> GarbledMessage | [] -> ParseSuccess acc in flatten [] lst @@ -246,7 +246,7 @@ module Parser = struct | [] -> [], [] | (v, following_msg)::tl -> ( (v,[])::tl, leading_msg @ following_msg ) in (* Check that every group have parsed cleanly *) let groups = groups |> List.map - ( function (v, []) -> v | ( _ , (k , _ )::tl ) -> RepeatingGroupOutOfOrder k ) in + ( function (v, []) -> v | ( _ , (k , _ )::_tl ) -> RepeatingGroupOutOfOrder k ) in (* "Monadic flatten" the list and pass into the continuation with the rest of the message *) rev_collect groups >|>= f msg @@ -267,7 +267,7 @@ module Parser = struct | ParseSuccess _ -> ( match msg with | [] -> result - | (tag,v)::tl -> UndefinedTag tag ) + | (tag,_v)::_tl -> UndefinedTag tag ) | _ -> result let rec get_top_and_last (l:'a list): ('a list * 'a option) = diff --git a/src-core-printer/jbuild b/src-core-printer/jbuild deleted file mode 100644 index 5a1c2499..00000000 --- a/src-core-printer/jbuild +++ /dev/null @@ -1,14 +0,0 @@ -(jbuild_version 1) - -(library - ( (name core_printer) - (public_name core_printer) - (wrapped false) - (libraries ( - core_pp - core_time_defaults - core - yojson - )) - ) -) diff --git a/src-core-time-defaults/jbuild b/src-core-time-defaults/jbuild deleted file mode 100644 index 1be7b8dd..00000000 --- a/src-core-time-defaults/jbuild +++ /dev/null @@ -1,13 +0,0 @@ -(jbuild_version 1) - -(library - ( (name core_time_defaults) - (public_name core_time_defaults) - (wrapped false) - (libraries ( - core_pp - core - yojson - )) - ) -) diff --git a/src-core-time-defaults/timeDefaults_json.ml b/src-core-time-defaults/timeDefaults_json.ml index 68ed4b4b..abbede5f 100644 --- a/src-core-time-defaults/timeDefaults_json.ml +++ b/src-core-time-defaults/timeDefaults_json.ml @@ -7,7 +7,6 @@ timeDefaults_json.ml *) -open Datetime;; open Datetime_json;; let utctimeonly_to_json = utctimeonly_milli_to_json diff --git a/src-core-time-defaults/timeDefaults_pp.ml b/src-core-time-defaults/timeDefaults_pp.ml index 351e7efa..dd522942 100644 --- a/src-core-time-defaults/timeDefaults_pp.ml +++ b/src-core-time-defaults/timeDefaults_pp.ml @@ -7,7 +7,6 @@ timeDefaults_pp.ml *) -open Datetime;; open Encode_datetime;; let encode_UTCTimeOnly = encode_UTCTimeOnly_milli diff --git a/src-protocol-exts-pp-vg/protocol_exts_pp.opam b/src-core-utils/core_utils.opam similarity index 100% rename from src-protocol-exts-pp-vg/protocol_exts_pp.opam rename to src-core-utils/core_utils.opam diff --git a/src-core-utils/dune b/src-core-utils/dune new file mode 100644 index 00000000..8bbe7b95 --- /dev/null +++ b/src-core-utils/dune @@ -0,0 +1,5 @@ +(library + (name core_utils) + (public_name core_utils) + (wrapped false) +) diff --git a/src-core-utils/dune-project b/src-core-utils/dune-project new file mode 100644 index 00000000..7655de07 --- /dev/null +++ b/src-core-utils/dune-project @@ -0,0 +1 @@ +(lang dune 1.1) diff --git a/src-core-utils/fix_version.ml b/src-core-utils/fix_version.ml new file mode 100644 index 00000000..9b8857b5 --- /dev/null +++ b/src-core-utils/fix_version.ml @@ -0,0 +1,17 @@ +(** Printers for core types appearing in messages *) +(*** + + Aesthetic Integration Limited + Copyright (c) 2014 - 2018 + + fiv_verion.ml + +*) + +type session_details = { + constant_begin_string : string +};; + +let default_session_details = { + constant_begin_string = "FIX.4.4" +};; diff --git a/src-core/datetime.ml b/src-core/datetime.ml index 46fc0792..031a42fc 100644 --- a/src-core/datetime.ml +++ b/src-core/datetime.ml @@ -520,7 +520,7 @@ let is_valid_monthyear ( my : fix_monthyear ) = | None -> true | Some d -> 0 <= d && d <= 31 ) && ( - (** You can only specify one of them, but not both. *) + (* You can only specify one of them, but not both. *) match my.monthyear_day, my.monthyear_week with | Some _, Some _ -> false | _, _ -> true @@ -535,8 +535,8 @@ let monthyear_GreaterThan ( myOne: fix_monthyear) (myTwo : fix_monthyear ) = if myOne.monthyear_month < myTwo.monthyear_month then false else match myOne.monthyear_day, myTwo.monthyear_day with | None, None -> false - | Some d, None -> true - | None, Some d -> false + | Some _d, None -> true + | None, Some _d -> false | Some d_one, Some d_two -> d_one > d_two ;; @@ -547,8 +547,8 @@ let monthyear_LessThan ( myOne: fix_monthyear) (myTwo : fix_monthyear ) = if myOne.monthyear_month > myTwo.monthyear_month then false else match myOne.monthyear_day, myTwo.monthyear_day with | None, None -> false - | Some d, None -> false - | None, Some d -> true + | Some _d, None -> false + | None, Some _d -> true | Some d_one, Some d_two -> d_one > d_two ;; @@ -1031,7 +1031,7 @@ let duration_LessThan dur1 dur2 = ;; let duration_LessThanEqual dur1 dur2 = - not (duration_GreaterThan dur2 dur2) + not (duration_GreaterThan dur1 dur2) ;; let convert_utctimestamp_milli_utctimeonly_milli (ts:fix_utctimestamp_milli) : (fix_utctimeonly_milli) = diff --git a/src-core/jbuild b/src-core/jbuild deleted file mode 100644 index a7f42302..00000000 --- a/src-core/jbuild +++ /dev/null @@ -1,8 +0,0 @@ -(jbuild_version 1) - -(library - ( (name core) - (public_name core) - (wrapped false) - ) -) diff --git a/src-core/numeric.ml b/src-core/numeric.ml index 2cefb4ee..e26dc1ed 100644 --- a/src-core/numeric.ml +++ b/src-core/numeric.ml @@ -2938,394 +2938,394 @@ let float_is_one_6 (f : fix_float_6) : bool = ) ;; -let float_higher_precision_0_0 (f : fix_float_0) (x : fix_float_0) : bool = +let float_higher_precision_0_0 (_f : fix_float_0) (_x : fix_float_0) : bool = false ;; -let float_higher_precision_0_1 (f : fix_float_0) (x : fix_float_1) : bool = +let float_higher_precision_0_1 (_f : fix_float_0) (_x : fix_float_1) : bool = false ;; -let float_higher_precision_0_2 (f : fix_float_0) (x : fix_float_2) : bool = +let float_higher_precision_0_2 (_f : fix_float_0) (_x : fix_float_2) : bool = false ;; -let float_higher_precision_0_3 (f : fix_float_0) (x : fix_float_3) : bool = +let float_higher_precision_0_3 (_f : fix_float_0) (_x : fix_float_3) : bool = false ;; -let float_higher_precision_0_4 (f : fix_float_0) (x : fix_float_4) : bool = +let float_higher_precision_0_4 (_f : fix_float_0) (_x : fix_float_4) : bool = false ;; -let float_higher_precision_0_5 (f : fix_float_0) (x : fix_float_5) : bool = +let float_higher_precision_0_5 (_f : fix_float_0) (_x : fix_float_5) : bool = false ;; -let float_higher_precision_0_6 (f : fix_float_0) (x : fix_float_6) : bool = +let float_higher_precision_0_6 (_f : fix_float_0) (_x : fix_float_6) : bool = false ;; -let float_higher_precision_1_0 (f : fix_float_1) (x : fix_float_0) : bool = +let float_higher_precision_1_0 (_f : fix_float_1) (_x : fix_float_0) : bool = true ;; -let float_higher_precision_1_1 (f : fix_float_1) (x : fix_float_1) : bool = +let float_higher_precision_1_1 (_f : fix_float_1) (_x : fix_float_1) : bool = false ;; -let float_higher_precision_1_2 (f : fix_float_1) (x : fix_float_2) : bool = +let float_higher_precision_1_2 (_f : fix_float_1) (_x : fix_float_2) : bool = false ;; -let float_higher_precision_1_3 (f : fix_float_1) (x : fix_float_3) : bool = +let float_higher_precision_1_3 (_f : fix_float_1) (_x : fix_float_3) : bool = false ;; -let float_higher_precision_1_4 (f : fix_float_1) (x : fix_float_4) : bool = +let float_higher_precision_1_4 (_f : fix_float_1) (_x : fix_float_4) : bool = false ;; -let float_higher_precision_1_5 (f : fix_float_1) (x : fix_float_5) : bool = +let float_higher_precision_1_5 (_f : fix_float_1) (_x : fix_float_5) : bool = false ;; -let float_higher_precision_1_6 (f : fix_float_1) (x : fix_float_6) : bool = +let float_higher_precision_1_6 (_f : fix_float_1) (_x : fix_float_6) : bool = false ;; -let float_higher_precision_2_0 (f : fix_float_2) (x : fix_float_0) : bool = +let float_higher_precision_2_0 (_f : fix_float_2) (_x : fix_float_0) : bool = true ;; -let float_higher_precision_2_1 (f : fix_float_2) (x : fix_float_1) : bool = +let float_higher_precision_2_1 (_f : fix_float_2) (_x : fix_float_1) : bool = true ;; -let float_higher_precision_2_2 (f : fix_float_2) (x : fix_float_2) : bool = +let float_higher_precision_2_2 (_f : fix_float_2) (_x : fix_float_2) : bool = false ;; -let float_higher_precision_2_3 (f : fix_float_2) (x : fix_float_3) : bool = +let float_higher_precision_2_3 (_f : fix_float_2) (_x : fix_float_3) : bool = false ;; -let float_higher_precision_2_4 (f : fix_float_2) (x : fix_float_4) : bool = +let float_higher_precision_2_4 (_f : fix_float_2) (_x : fix_float_4) : bool = false ;; -let float_higher_precision_2_5 (f : fix_float_2) (x : fix_float_5) : bool = +let float_higher_precision_2_5 (_f : fix_float_2) (_x : fix_float_5) : bool = false ;; -let float_higher_precision_2_6 (f : fix_float_2) (x : fix_float_6) : bool = +let float_higher_precision_2_6 (_f : fix_float_2) (_x : fix_float_6) : bool = false ;; -let float_higher_precision_3_0 (f : fix_float_3) (x : fix_float_0) : bool = +let float_higher_precision_3_0 (_f : fix_float_3) (_x : fix_float_0) : bool = true ;; -let float_higher_precision_3_1 (f : fix_float_3) (x : fix_float_1) : bool = +let float_higher_precision_3_1 (_f : fix_float_3) (_x : fix_float_1) : bool = true ;; -let float_higher_precision_3_2 (f : fix_float_3) (x : fix_float_2) : bool = +let float_higher_precision_3_2 (_f : fix_float_3) (_x : fix_float_2) : bool = true ;; -let float_higher_precision_3_3 (f : fix_float_3) (x : fix_float_3) : bool = +let float_higher_precision_3_3 (_f : fix_float_3) (_x : fix_float_3) : bool = false ;; -let float_higher_precision_3_4 (f : fix_float_3) (x : fix_float_4) : bool = +let float_higher_precision_3_4 (_f : fix_float_3) (_x : fix_float_4) : bool = false ;; -let float_higher_precision_3_5 (f : fix_float_3) (x : fix_float_5) : bool = +let float_higher_precision_3_5 (_f : fix_float_3) (_x : fix_float_5) : bool = false ;; -let float_higher_precision_3_6 (f : fix_float_3) (x : fix_float_6) : bool = +let float_higher_precision_3_6 (_f : fix_float_3) (_x : fix_float_6) : bool = false ;; -let float_higher_precision_4_0 (f : fix_float_4) (x : fix_float_0) : bool = +let float_higher_precision_4_0 (_f : fix_float_4) (_x : fix_float_0) : bool = true ;; -let float_higher_precision_4_1 (f : fix_float_4) (x : fix_float_1) : bool = +let float_higher_precision_4_1 (_f : fix_float_4) (_x : fix_float_1) : bool = true ;; -let float_higher_precision_4_2 (f : fix_float_4) (x : fix_float_2) : bool = +let float_higher_precision_4_2 (_f : fix_float_4) (_x : fix_float_2) : bool = true ;; -let float_higher_precision_4_3 (f : fix_float_4) (x : fix_float_3) : bool = +let float_higher_precision_4_3 (_f : fix_float_4) (_x : fix_float_3) : bool = true ;; -let float_higher_precision_4_4 (f : fix_float_4) (x : fix_float_4) : bool = +let float_higher_precision_4_4 (_f : fix_float_4) (_x : fix_float_4) : bool = false ;; -let float_higher_precision_4_5 (f : fix_float_4) (x : fix_float_5) : bool = +let float_higher_precision_4_5 (_f : fix_float_4) (_x : fix_float_5) : bool = false ;; -let float_higher_precision_4_6 (f : fix_float_4) (x : fix_float_6) : bool = +let float_higher_precision_4_6 (_f : fix_float_4) (_x : fix_float_6) : bool = false ;; -let float_higher_precision_5_0 (f : fix_float_5) (x : fix_float_0) : bool = +let float_higher_precision_5_0 (_f : fix_float_5) (_x : fix_float_0) : bool = true ;; -let float_higher_precision_5_1 (f : fix_float_5) (x : fix_float_1) : bool = +let float_higher_precision_5_1 (_f : fix_float_5) (_x : fix_float_1) : bool = true ;; -let float_higher_precision_5_2 (f : fix_float_5) (x : fix_float_2) : bool = +let float_higher_precision_5_2 (_f : fix_float_5) (_x : fix_float_2) : bool = true ;; -let float_higher_precision_5_3 (f : fix_float_5) (x : fix_float_3) : bool = +let float_higher_precision_5_3 (_f : fix_float_5) (_x : fix_float_3) : bool = true ;; -let float_higher_precision_5_4 (f : fix_float_5) (x : fix_float_4) : bool = +let float_higher_precision_5_4 (_f : fix_float_5) (_x : fix_float_4) : bool = true ;; -let float_higher_precision_5_5 (f : fix_float_5) (x : fix_float_5) : bool = +let float_higher_precision_5_5 (_f : fix_float_5) (_x : fix_float_5) : bool = false ;; -let float_higher_precision_5_6 (f : fix_float_5) (x : fix_float_6) : bool = +let float_higher_precision_5_6 (_f : fix_float_5) (_x : fix_float_6) : bool = false ;; -let float_higher_precision_6_0 (f : fix_float_6) (x : fix_float_0) : bool = +let float_higher_precision_6_0 (_f : fix_float_6) (_x : fix_float_0) : bool = true ;; -let float_higher_precision_6_1 (f : fix_float_6) (x : fix_float_1) : bool = +let float_higher_precision_6_1 (_f : fix_float_6) (_x : fix_float_1) : bool = true ;; -let float_higher_precision_6_2 (f : fix_float_6) (x : fix_float_2) : bool = +let float_higher_precision_6_2 (_f : fix_float_6) (_x : fix_float_2) : bool = true ;; -let float_higher_precision_6_3 (f : fix_float_6) (x : fix_float_3) : bool = +let float_higher_precision_6_3 (_f : fix_float_6) (_x : fix_float_3) : bool = true ;; -let float_higher_precision_6_4 (f : fix_float_6) (x : fix_float_4) : bool = +let float_higher_precision_6_4 (_f : fix_float_6) (_x : fix_float_4) : bool = true ;; -let float_higher_precision_6_5 (f : fix_float_6) (x : fix_float_5) : bool = +let float_higher_precision_6_5 (_f : fix_float_6) (_x : fix_float_5) : bool = true ;; -let float_higher_precision_6_6 (f : fix_float_6) (x : fix_float_6) : bool = +let float_higher_precision_6_6 (_f : fix_float_6) (_x : fix_float_6) : bool = false ;; -let float_equal_precision_0_0 (f : fix_float_0) (x : fix_float_0) : bool = +let float_equal_precision_0_0 (_f : fix_float_0) (_x : fix_float_0) : bool = true ;; -let float_equal_precision_0_1 (f : fix_float_0) (x : fix_float_1) : bool = +let float_equal_precision_0_1 (_f : fix_float_0) (_x : fix_float_1) : bool = false ;; -let float_equal_precision_0_2 (f : fix_float_0) (x : fix_float_2) : bool = +let float_equal_precision_0_2 (_f : fix_float_0) (_x : fix_float_2) : bool = false ;; -let float_equal_precision_0_3 (f : fix_float_0) (x : fix_float_3) : bool = +let float_equal_precision_0_3 (_f : fix_float_0) (_x : fix_float_3) : bool = false ;; -let float_equal_precision_0_4 (f : fix_float_0) (x : fix_float_4) : bool = +let float_equal_precision_0_4 (_f : fix_float_0) (_x : fix_float_4) : bool = false ;; -let float_equal_precision_0_5 (f : fix_float_0) (x : fix_float_5) : bool = +let float_equal_precision_0_5 (_f : fix_float_0) (_x : fix_float_5) : bool = false ;; -let float_equal_precision_0_6 (f : fix_float_0) (x : fix_float_6) : bool = +let float_equal_precision_0_6 (_f : fix_float_0) (_x : fix_float_6) : bool = false ;; -let float_equal_precision_1_0 (f : fix_float_1) (x : fix_float_0) : bool = +let float_equal_precision_1_0 (_f : fix_float_1) (_x : fix_float_0) : bool = false ;; -let float_equal_precision_1_1 (f : fix_float_1) (x : fix_float_1) : bool = +let float_equal_precision_1_1 (_f : fix_float_1) (_x : fix_float_1) : bool = true ;; -let float_equal_precision_1_2 (f : fix_float_1) (x : fix_float_2) : bool = +let float_equal_precision_1_2 (_f : fix_float_1) (_x : fix_float_2) : bool = false ;; -let float_equal_precision_1_3 (f : fix_float_1) (x : fix_float_3) : bool = +let float_equal_precision_1_3 (_f : fix_float_1) (_x : fix_float_3) : bool = false ;; -let float_equal_precision_1_4 (f : fix_float_1) (x : fix_float_4) : bool = +let float_equal_precision_1_4 (_f : fix_float_1) (_x : fix_float_4) : bool = false ;; -let float_equal_precision_1_5 (f : fix_float_1) (x : fix_float_5) : bool = +let float_equal_precision_1_5 (_f : fix_float_1) (_x : fix_float_5) : bool = false ;; -let float_equal_precision_1_6 (f : fix_float_1) (x : fix_float_6) : bool = +let float_equal_precision_1_6 (_f : fix_float_1) (_x : fix_float_6) : bool = false ;; -let float_equal_precision_2_0 (f : fix_float_2) (x : fix_float_0) : bool = +let float_equal_precision_2_0 (_f : fix_float_2) (_x : fix_float_0) : bool = false ;; -let float_equal_precision_2_1 (f : fix_float_2) (x : fix_float_1) : bool = +let float_equal_precision_2_1 (_f : fix_float_2) (_x : fix_float_1) : bool = false ;; -let float_equal_precision_2_2 (f : fix_float_2) (x : fix_float_2) : bool = +let float_equal_precision_2_2 (_f : fix_float_2) (_x : fix_float_2) : bool = true ;; -let float_equal_precision_2_3 (f : fix_float_2) (x : fix_float_3) : bool = +let float_equal_precision_2_3 (_f : fix_float_2) (_x : fix_float_3) : bool = false ;; -let float_equal_precision_2_4 (f : fix_float_2) (x : fix_float_4) : bool = +let float_equal_precision_2_4 (_f : fix_float_2) (_x : fix_float_4) : bool = false ;; -let float_equal_precision_2_5 (f : fix_float_2) (x : fix_float_5) : bool = +let float_equal_precision_2_5 (_f : fix_float_2) (_x : fix_float_5) : bool = false ;; -let float_equal_precision_2_6 (f : fix_float_2) (x : fix_float_6) : bool = +let float_equal_precision_2_6 (_f : fix_float_2) (_x : fix_float_6) : bool = false ;; -let float_equal_precision_3_0 (f : fix_float_3) (x : fix_float_0) : bool = +let float_equal_precision_3_0 (_f : fix_float_3) (_x : fix_float_0) : bool = false ;; -let float_equal_precision_3_1 (f : fix_float_3) (x : fix_float_1) : bool = +let float_equal_precision_3_1 (_f : fix_float_3) (_x : fix_float_1) : bool = false ;; -let float_equal_precision_3_2 (f : fix_float_3) (x : fix_float_2) : bool = +let float_equal_precision_3_2 (_f : fix_float_3) (_x : fix_float_2) : bool = false ;; -let float_equal_precision_3_3 (f : fix_float_3) (x : fix_float_3) : bool = +let float_equal_precision_3_3 (_f : fix_float_3) (_x : fix_float_3) : bool = true ;; -let float_equal_precision_3_4 (f : fix_float_3) (x : fix_float_4) : bool = +let float_equal_precision_3_4 (_f : fix_float_3) (_x : fix_float_4) : bool = false ;; -let float_equal_precision_3_5 (f : fix_float_3) (x : fix_float_5) : bool = +let float_equal_precision_3_5 (_f : fix_float_3) (_x : fix_float_5) : bool = false ;; -let float_equal_precision_3_6 (f : fix_float_3) (x : fix_float_6) : bool = +let float_equal_precision_3_6 (_f : fix_float_3) (_x : fix_float_6) : bool = false ;; -let float_equal_precision_4_0 (f : fix_float_4) (x : fix_float_0) : bool = +let float_equal_precision_4_0 (_f : fix_float_4) (_x : fix_float_0) : bool = false ;; -let float_equal_precision_4_1 (f : fix_float_4) (x : fix_float_1) : bool = +let float_equal_precision_4_1 (_f : fix_float_4) (_x : fix_float_1) : bool = false ;; -let float_equal_precision_4_2 (f : fix_float_4) (x : fix_float_2) : bool = +let float_equal_precision_4_2 (_f : fix_float_4) (_x : fix_float_2) : bool = false ;; -let float_equal_precision_4_3 (f : fix_float_4) (x : fix_float_3) : bool = +let float_equal_precision_4_3 (_f : fix_float_4) (_x : fix_float_3) : bool = false ;; -let float_equal_precision_4_4 (f : fix_float_4) (x : fix_float_4) : bool = +let float_equal_precision_4_4 (_f : fix_float_4) (_x : fix_float_4) : bool = true ;; -let float_equal_precision_4_5 (f : fix_float_4) (x : fix_float_5) : bool = +let float_equal_precision_4_5 (_f : fix_float_4) (_x : fix_float_5) : bool = false ;; -let float_equal_precision_4_6 (f : fix_float_4) (x : fix_float_6) : bool = +let float_equal_precision_4_6 (_f : fix_float_4) (_x : fix_float_6) : bool = false ;; -let float_equal_precision_5_0 (f : fix_float_5) (x : fix_float_0) : bool = +let float_equal_precision_5_0 (_f : fix_float_5) (_x : fix_float_0) : bool = false ;; -let float_equal_precision_5_1 (f : fix_float_5) (x : fix_float_1) : bool = +let float_equal_precision_5_1 (_f : fix_float_5) (_x : fix_float_1) : bool = false ;; -let float_equal_precision_5_2 (f : fix_float_5) (x : fix_float_2) : bool = +let float_equal_precision_5_2 (_f : fix_float_5) (_x : fix_float_2) : bool = false ;; -let float_equal_precision_5_3 (f : fix_float_5) (x : fix_float_3) : bool = +let float_equal_precision_5_3 (_f : fix_float_5) (_x : fix_float_3) : bool = false ;; -let float_equal_precision_5_4 (f : fix_float_5) (x : fix_float_4) : bool = +let float_equal_precision_5_4 (_f : fix_float_5) (_x : fix_float_4) : bool = false ;; -let float_equal_precision_5_5 (f : fix_float_5) (x : fix_float_5) : bool = +let float_equal_precision_5_5 (_f : fix_float_5) (_x : fix_float_5) : bool = true ;; -let float_equal_precision_5_6 (f : fix_float_5) (x : fix_float_6) : bool = +let float_equal_precision_5_6 (_f : fix_float_5) (_x : fix_float_6) : bool = false ;; -let float_equal_precision_6_0 (f : fix_float_6) (x : fix_float_0) : bool = +let float_equal_precision_6_0 (_f : fix_float_6) (_x : fix_float_0) : bool = false ;; -let float_equal_precision_6_1 (f : fix_float_6) (x : fix_float_1) : bool = +let float_equal_precision_6_1 (_f : fix_float_6) (_x : fix_float_1) : bool = false ;; -let float_equal_precision_6_2 (f : fix_float_6) (x : fix_float_2) : bool = +let float_equal_precision_6_2 (_f : fix_float_6) (_x : fix_float_2) : bool = false ;; -let float_equal_precision_6_3 (f : fix_float_6) (x : fix_float_3) : bool = +let float_equal_precision_6_3 (_f : fix_float_6) (_x : fix_float_3) : bool = false ;; -let float_equal_precision_6_4 (f : fix_float_6) (x : fix_float_4) : bool = +let float_equal_precision_6_4 (_f : fix_float_6) (_x : fix_float_4) : bool = false ;; -let float_equal_precision_6_5 (f : fix_float_6) (x : fix_float_5) : bool = +let float_equal_precision_6_5 (_f : fix_float_6) (_x : fix_float_5) : bool = false ;; -let float_equal_precision_6_6 (f : fix_float_6) (x : fix_float_6) : bool = +let float_equal_precision_6_6 (_f : fix_float_6) (_x : fix_float_6) : bool = true ;; diff --git a/src-model/src-conversions/jbuild b/src-model/src-conversions/jbuild deleted file mode 100644 index 9f4e2ca9..00000000 --- a/src-model/src-conversions/jbuild +++ /dev/null @@ -1,10 +0,0 @@ -(jbuild_version 1) - -(library - ( (name conversions) - (public_name conversions) - (wrapped false) - (flags (:standard -open Imandra_prelude)) - (libraries (venue_prelude core core_time_defaults protocol_exts venue_types)) - ) -) diff --git a/src-model/src-conversions/repeating_groups_converter.ml b/src-model/src-conversions/repeating_groups_converter.ml index 4e245e7c..5db5b045 100644 --- a/src-model/src-conversions/repeating_groups_converter.ml +++ b/src-model/src-conversions/repeating_groups_converter.ml @@ -1,5 +1,4 @@ (* Aesthetic Integration copyright 2018 *) -open Imandra_utils;; open Model_tags;; exception Ipl_rg_exception diff --git a/src-model/src-prelude/jbuild b/src-model/src-prelude/jbuild deleted file mode 100644 index 8e97ac56..00000000 --- a/src-model/src-prelude/jbuild +++ /dev/null @@ -1,9 +0,0 @@ -(jbuild_version 1) - -(library - ( (name venue_prelude) - (public_name venue_prelude) - (wrapped false) - (libraries ()) - ) -) \ No newline at end of file diff --git a/src-model/src-string-factory/jbuild b/src-model/src-string-factory/jbuild deleted file mode 100644 index 9a32eed8..00000000 --- a/src-model/src-string-factory/jbuild +++ /dev/null @@ -1,10 +0,0 @@ -(jbuild_version 1) - -(library - ( (name string_factory) - (public_name string_factory) - (wrapped false) - (flags (:standard -open Imandra_prelude)) - (libraries (venue_prelude venue_types)) - ) -) diff --git a/src-model/src-types-pp/jbuild b/src-model/src-types-pp/jbuild deleted file mode 100644 index 179c5fc4..00000000 --- a/src-model/src-types-pp/jbuild +++ /dev/null @@ -1,10 +0,0 @@ -(jbuild_version 1) - -(library - ( (name types_pp) - (public_name types_pp) - (wrapped false) - (flags (:standard -open Imandra_prelude)) - (libraries (venue_prelude core_pp core_time_defaults protocol_exts_pp string_factory venue_types yojson)) - ) -) diff --git a/src-model/src-types-pp/json_to_action.ml b/src-model/src-types-pp/json_to_action.ml index a82f1d8f..3e879a16 100644 --- a/src-model/src-types-pp/json_to_action.ml +++ b/src-model/src-types-pp/json_to_action.ml @@ -1,6 +1,5 @@ (* Aesthetic Integration copyright 2018 *) open Actions ;; -open Model_enum_names;; module J = Yojson.Basic;; module JU = Yojson.Basic.Util ;; diff --git a/src-model/src-types-pp/model_actions_json.ml b/src-model/src-types-pp/model_actions_json.ml index 974e43fa..fa3da3da 100644 --- a/src-model/src-types-pp/model_actions_json.ml +++ b/src-model/src-types-pp/model_actions_json.ml @@ -1,7 +1,6 @@ (* Aesthetic Integration copyright 2018 *) open Actions;; open Base_types_json;; -open Datetime_json;; open Json_generator_utils;; open Yojson;; diff --git a/src-model/src-types-pp/model_internals_json.ml b/src-model/src-types-pp/model_internals_json.ml index 4199e86a..db52a83e 100644 --- a/src-model/src-types-pp/model_internals_json.ml +++ b/src-model/src-types-pp/model_internals_json.ml @@ -1,6 +1,6 @@ (* Aesthetic Integration copyright 2018 *) open State;; -let json_of_fix_internals (x : internal_states_types) = +let json_of_fix_internals (_x : internal_states_types) = `Assoc [] ;; diff --git a/src-model/src-types-pp/model_messages_json.ml b/src-model/src-types-pp/model_messages_json.ml index 019db661..5a25de2a 100644 --- a/src-model/src-types-pp/model_messages_json.ml +++ b/src-model/src-types-pp/model_messages_json.ml @@ -1,6 +1,5 @@ (* Aesthetic Integration copyright 2018 *) open Base_types_json;; -open Datetime_json;; open Json_generator_utils;; open Model_enums_json;; open Model_messages;; diff --git a/src-model/src-types/actions.ml b/src-model/src-types/actions.ml index a2e46196..d4041577 100644 --- a/src-model/src-types/actions.ml +++ b/src-model/src-types/actions.ml @@ -1,6 +1,4 @@ (* Aesthetic Integration copyright 2018 *) -open Datetime;; -open Numeric;; type m_action_fix_x = { mod_f_x_x : int diff --git a/src-model/src-types/jbuild b/src-model/src-types/jbuild deleted file mode 100644 index 2e3503c0..00000000 --- a/src-model/src-types/jbuild +++ /dev/null @@ -1,10 +0,0 @@ -(jbuild_version 1) - -(library - ( (name venue_types) - (public_name venue_types) - (wrapped false) - (flags (:standard -open Imandra_prelude)) - (libraries (venue_prelude core core_time_defaults)) - ) -) diff --git a/src-model/src-types/model_messages.ml b/src-model/src-types/model_messages.ml index 2391fc3d..d2e1f8f4 100644 --- a/src-model/src-types/model_messages.ml +++ b/src-model/src-types/model_messages.ml @@ -1,5 +1,4 @@ (* Aesthetic Integration copyright 2018 *) -open Datetime;; open Model_app_enums;; open Model_tags;; open Numeric;; diff --git a/src-model/src-types/state.ml b/src-model/src-types/state.ml index e29a84ed..f2deba18 100644 --- a/src-model/src-types/state.ml +++ b/src-model/src-types/state.ml @@ -24,6 +24,6 @@ let send_msg (msg : model_msg) (m_state : model_state) = type internal_states_types = int list ;; -let get_internal_states_types (m_state : model_state) : internal_states_types = +let get_internal_states_types (_m_state : model_state) : internal_states_types = [] ;; diff --git a/src-model/src/act_checks.ml b/src-model/src/act_checks.ml index 137dcc87..5b5cbb2f 100644 --- a/src-model/src/act_checks.ml +++ b/src-model/src/act_checks.ml @@ -2,11 +2,11 @@ open Actions;; open State;; -let is_valid_action_x (action_data : m_action_fix_x) = +let is_valid_action_x (_action_data : m_action_fix_x) = true ;; -let is_action_valid (action : fix_action) (m_state : model_state) = +let is_action_valid (action : fix_action) (_m_state : model_state) = (match action with | FIX_Action_x d -> (is_valid_action_x d) ) diff --git a/src-model/src/act_process.ml b/src-model/src/act_process.ml index 7e0f115c..0ab49b6a 100644 --- a/src-model/src/act_process.ml +++ b/src-model/src/act_process.ml @@ -3,7 +3,7 @@ open Act_checks;; open Actions;; open State;; -let receive_action_x (m_state : model_state) (action_data : m_action_fix_x) = +let receive_action_x (m_state : model_state) (_action_data : m_action_fix_x) = m_state ;; diff --git a/src-model/src/jbuild b/src-model/src/jbuild deleted file mode 100644 index cbdb4579..00000000 --- a/src-model/src/jbuild +++ /dev/null @@ -1,10 +0,0 @@ -(jbuild_version 1) - -(library - ( (name venue) - (public_name venue) - (wrapped false) - (flags (:standard -open Imandra_prelude)) - (libraries (venue_prelude core core_time_defaults venue_types)) - ) -) diff --git a/src-model/src/msg_check_fields.ml b/src-model/src/msg_check_fields.ml index a04ced63..a65de2f4 100644 --- a/src-model/src/msg_check_fields.ml +++ b/src-model/src/msg_check_fields.ml @@ -1,9 +1,8 @@ (* Aesthetic Integration copyright 2018 *) -open Model_app_enums;; open Model_messages;; open Msg_check_types;; open State;; -let check_fields_NewOrderSingle (msg_data : mod_newordersingle_data) (m_state : model_state) = +let check_fields_NewOrderSingle (_msg_data : mod_newordersingle_data) (_m_state : model_state) = fields_are_good ;; diff --git a/src-model/src/msg_check_validate.ml b/src-model/src/msg_check_validate.ml index 777fbeea..f7221241 100644 --- a/src-model/src/msg_check_validate.ml +++ b/src-model/src/msg_check_validate.ml @@ -3,6 +3,6 @@ open Model_messages;; open Msg_check_types;; open State;; -let check_validate_NewOrderSingle (msg_data : mod_newordersingle_data) (m_state : model_state) = +let check_validate_NewOrderSingle (_msg_data : mod_newordersingle_data) (_m_state : model_state) = no_invalid_validates ;; diff --git a/src-model/src/msg_process.ml b/src-model/src/msg_process.ml index d889aab0..e7c7e27e 100644 --- a/src-model/src/msg_process.ml +++ b/src-model/src/msg_process.ml @@ -29,7 +29,7 @@ let process_msg (m_state : model_state) (msg : model_top_level_msg) = | _ -> m_state ) ) - | FIX_TL_PossibleResend d -> m_state + | FIX_TL_PossibleResend _d -> m_state | FIX_TL_None -> m_state ) ;; diff --git a/src-protocol-exts-pp-vg/encode_app_messages.ml b/src-protocol-exts-pp-vg/encode_app_messages.ml index 4b774a63..651e0dc3 100644 --- a/src-protocol-exts-pp-vg/encode_app_messages.ml +++ b/src-protocol-exts-pp-vg/encode_app_messages.ml @@ -1 +1 @@ -let encode_app_msg_data msg = [];; +let encode_app_msg_data _msg = [];; diff --git a/src-protocol-exts-pp-vg/encode_app_tags.ml b/src-protocol-exts-pp-vg/encode_app_tags.ml index f99c7091..a48de7f2 100644 --- a/src-protocol-exts-pp-vg/encode_app_tags.ml +++ b/src-protocol-exts-pp-vg/encode_app_tags.ml @@ -1,4 +1,2 @@ -open Full_app_tags;; - -let encode_app_msg_tag ( d ) = "";; -let encode_app_field_tag ( d ) = "";; +let encode_app_msg_tag ( _d ) = "";; +let encode_app_field_tag ( _d ) = "";; diff --git a/src-protocol-exts-pp-vg/full_app_messages_json.ml b/src-protocol-exts-pp-vg/full_app_messages_json.ml index 11c86d3f..427582ed 100644 --- a/src-protocol-exts-pp-vg/full_app_messages_json.ml +++ b/src-protocol-exts-pp-vg/full_app_messages_json.ml @@ -10,9 +10,9 @@ open Yojson;; open Full_app_messages;; open Base_types_json;; -open Datetime_json;; open Full_app_enums_json;; open Full_app_records_json;; +open TimeDefaults_json;; let assoc_filter_nulls l : json = `Assoc ( List.filter (function ( _, `Null ) -> false | _ -> true ) l ) diff --git a/src-protocol-exts-pp-vg/full_app_tags_json.ml b/src-protocol-exts-pp-vg/full_app_tags_json.ml index f977f86e..30b1ec85 100644 --- a/src-protocol-exts-pp-vg/full_app_tags_json.ml +++ b/src-protocol-exts-pp-vg/full_app_tags_json.ml @@ -47,7 +47,6 @@ let full_app_field_tag_to_string = function | Full_Msg_SecurityType_Tag -> "SecurityType_Tag" | Full_Msg_Side_Tag -> "Side_Tag" | Full_Msg_Symbol_Tag -> "Symbol_Tag" - | Full_Msg_Symbol_Tag -> "Symbol_Tag" | Full_Msg_Text_Tag -> "Text_Tag" | Full_Msg_TimeInForce_Tag -> "TimeInForce_Tag" | Full_Msg_TransactTime_Tag -> "TransactTime_Tag" diff --git a/src-protocol-exts-pp-vg/jbuild b/src-protocol-exts-pp-vg/jbuild deleted file mode 100644 index 051a9c87..00000000 --- a/src-protocol-exts-pp-vg/jbuild +++ /dev/null @@ -1,9 +0,0 @@ -(jbuild_version 1) - -(library - ( (name protocol_exts_pp) - (public_name protocol_exts_pp) - (wrapped false) - (libraries (yojson core_pp core_time_defaults protocol_exts)) - ) -) diff --git a/src-protocol-exts-pp-vg/parse_app_messages.ml b/src-protocol-exts-pp-vg/parse_app_messages.ml index a946fbd2..fb19e09f 100644 --- a/src-protocol-exts-pp-vg/parse_app_messages.ml +++ b/src-protocol-exts-pp-vg/parse_app_messages.ml @@ -3,178 +3,168 @@ Aesthetic Integration Limited Copyright (c) 2014 - 2018 - + parse_app_messages.ml *) -open Parser_utils.Parse_message_result;; -open Parser_utils.Parse_field_result;; +open Parser_utils.Parser;; open Full_app_tags;; open Full_app_messages;; open Parse_base_types;; -open Parse_datetime;; open Parse_app_enums;; open Parse_app_records;; +open TimeDefaults_parser;; let parse_msg_new_order_single_data msg = - parse_instrument msg >>= fun full_newOrderSingle_Instrument -> - from_parse_field_result ( - opt msg "1" parse_string @@ fun full_newOrderSingle_Account -> - opt msg "11" parse_string @@ fun full_newOrderSingle_ClOrdID -> - opt msg "41" parse_string @@ fun full_newOrderSingle_OrigClOrdID -> - opt msg "18" parse_execinst @@ fun full_newOrderSingle_ExecInst -> - opt msg "21" parse_handlinst @@ fun full_newOrderSingle_HandlInst -> - opt msg "60" parse_UTCTimestamp @@ fun full_newOrderSingle_TransactTime -> - opt msg "54" parse_side @@ fun full_newOrderSingle_Side -> - opt msg "38" parse_float @@ fun full_newOrderSingle_OrderQty -> - opt msg "40" parse_ordertype @@ fun full_newOrderSingle_OrdType -> - opt msg "44" parse_float @@ fun full_newOrderSingle_Price -> - opt msg "110" parse_float @@ fun full_newOrderSingle_MinQty -> - opt msg "59" parse_timeinforce @@ fun full_newOrderSingle_TimeInForce -> - opt msg "114" parse_bool @@ fun full_newOrderSingle_LocateReqd -> - opt msg "15" parse_Currency @@ fun full_newOrderSingle_Currency -> - ParseFieldSuccess - { full_newOrderSingle_Account - ; full_newOrderSingle_ClOrdID - ; full_newOrderSingle_OrigClOrdID - ; full_newOrderSingle_ExecInst - ; full_newOrderSingle_HandlInst - ; full_newOrderSingle_TransactTime - ; full_newOrderSingle_Side - ; full_newOrderSingle_OrderQty - ; full_newOrderSingle_OrdType - ; full_newOrderSingle_Price - ; full_newOrderSingle_MinQty - ; full_newOrderSingle_TimeInForce - ; full_newOrderSingle_LocateReqd - ; full_newOrderSingle_Currency - ; full_newOrderSingle_Instrument - } ) + block msg parse_Instrument @@ fun msg full_newOrderSingle_Instrument -> + opt msg "1" parse_string @@ fun msg full_newOrderSingle_Account -> + opt msg "11" parse_string @@ fun msg full_newOrderSingle_ClOrdID -> + opt msg "41" parse_string @@ fun msg full_newOrderSingle_OrigClOrdID -> + opt msg "18" parse_execinst @@ fun msg full_newOrderSingle_ExecInst -> + opt msg "21" parse_handlinst @@ fun msg full_newOrderSingle_HandlInst -> + opt msg "60" parse_UTCTimestamp @@ fun msg full_newOrderSingle_TransactTime -> + opt msg "54" parse_side @@ fun msg full_newOrderSingle_Side -> + opt msg "38" parse_float @@ fun msg full_newOrderSingle_OrderQty -> + opt msg "40" parse_ordertype @@ fun msg full_newOrderSingle_OrdType -> + opt msg "44" parse_float @@ fun msg full_newOrderSingle_Price -> + opt msg "110" parse_float @@ fun msg full_newOrderSingle_MinQty -> + opt msg "59" parse_timeinforce @@ fun msg full_newOrderSingle_TimeInForce -> + opt msg "114" parse_bool @@ fun msg full_newOrderSingle_LocateReqd -> + opt msg "15" parse_Currency @@ fun msg full_newOrderSingle_Currency -> + (ParseSuccess + { full_newOrderSingle_Account + ; full_newOrderSingle_ClOrdID + ; full_newOrderSingle_OrigClOrdID + ; full_newOrderSingle_ExecInst + ; full_newOrderSingle_HandlInst + ; full_newOrderSingle_TransactTime + ; full_newOrderSingle_Side + ; full_newOrderSingle_OrderQty + ; full_newOrderSingle_OrdType + ; full_newOrderSingle_Price + ; full_newOrderSingle_MinQty + ; full_newOrderSingle_TimeInForce + ; full_newOrderSingle_LocateReqd + ; full_newOrderSingle_Currency + ; full_newOrderSingle_Instrument + } ,msg) ;; let parse_msg_order_cancel_replace_request_data msg = - from_parse_field_result ( - opt msg "1" parse_string @@ fun full_orderCancelReplaceRequest_Account -> - opt msg "11" parse_string @@ fun full_orderCancelReplaceRequest_ClOrdID -> - opt msg "21" parse_handlinst @@ fun full_orderCancelReplaceRequest_HandlInst -> - opt msg "41" parse_string @@ fun full_orderCancelReplaceRequest_OrigClOrdID -> - opt msg "18" parse_execinst @@ fun full_orderCancelReplaceRequest_ExecInst -> - opt msg "60" parse_UTCTimestamp @@ fun full_orderCancelReplaceRequest_TransactTime -> - opt msg "55" parse_symbol @@ fun full_orderCancelReplaceRequest_Symbol -> - opt msg "65" parse_string @@ fun full_orderCancelReplaceRequest_SymbolSfx -> - opt msg "54" parse_side @@ fun full_orderCancelReplaceRequest_Side -> - opt msg "38" parse_float @@ fun full_orderCancelReplaceRequest_OrderQty -> - opt msg "40" parse_ordertype @@ fun full_orderCancelReplaceRequest_OrdType -> - opt msg "44" parse_float @@ fun full_orderCancelReplaceRequest_Price -> - opt msg "110" parse_float @@ fun full_orderCancelReplaceRequest_MinQty -> - opt msg "59" parse_timeinforce @@ fun full_orderCancelReplaceRequest_TimeInForce -> - opt msg "114" parse_bool @@ fun full_orderCancelReplaceRequest_LocateReqd -> - ParseFieldSuccess - { full_orderCancelReplaceRequest_Account - ; full_orderCancelReplaceRequest_ClOrdID - ; full_orderCancelReplaceRequest_HandlInst - ; full_orderCancelReplaceRequest_OrigClOrdID - ; full_orderCancelReplaceRequest_ExecInst - ; full_orderCancelReplaceRequest_TransactTime - ; full_orderCancelReplaceRequest_Symbol - ; full_orderCancelReplaceRequest_SymbolSfx - ; full_orderCancelReplaceRequest_Side - ; full_orderCancelReplaceRequest_OrderQty - ; full_orderCancelReplaceRequest_OrdType - ; full_orderCancelReplaceRequest_Price - ; full_orderCancelReplaceRequest_MinQty - ; full_orderCancelReplaceRequest_TimeInForce - ; full_orderCancelReplaceRequest_LocateReqd - } ) + opt msg "1" parse_string @@ fun msg full_orderCancelReplaceRequest_Account -> + opt msg "11" parse_string @@ fun msg full_orderCancelReplaceRequest_ClOrdID -> + opt msg "21" parse_handlinst @@ fun msg full_orderCancelReplaceRequest_HandlInst -> + opt msg "41" parse_string @@ fun msg full_orderCancelReplaceRequest_OrigClOrdID -> + opt msg "18" parse_execinst @@ fun msg full_orderCancelReplaceRequest_ExecInst -> + opt msg "60" parse_UTCTimestamp @@ fun msg full_orderCancelReplaceRequest_TransactTime -> + opt msg "55" parse_symbol @@ fun msg full_orderCancelReplaceRequest_Symbol -> + opt msg "65" parse_string @@ fun msg full_orderCancelReplaceRequest_SymbolSfx -> + opt msg "54" parse_side @@ fun msg full_orderCancelReplaceRequest_Side -> + opt msg "38" parse_float @@ fun msg full_orderCancelReplaceRequest_OrderQty -> + opt msg "40" parse_ordertype @@ fun msg full_orderCancelReplaceRequest_OrdType -> + opt msg "44" parse_float @@ fun msg full_orderCancelReplaceRequest_Price -> + opt msg "110" parse_float @@ fun msg full_orderCancelReplaceRequest_MinQty -> + opt msg "59" parse_timeinforce @@ fun msg full_orderCancelReplaceRequest_TimeInForce -> + opt msg "114" parse_bool @@ fun msg full_orderCancelReplaceRequest_LocateReqd -> + (ParseSuccess + { full_orderCancelReplaceRequest_Account + ; full_orderCancelReplaceRequest_ClOrdID + ; full_orderCancelReplaceRequest_HandlInst + ; full_orderCancelReplaceRequest_OrigClOrdID + ; full_orderCancelReplaceRequest_ExecInst + ; full_orderCancelReplaceRequest_TransactTime + ; full_orderCancelReplaceRequest_Symbol + ; full_orderCancelReplaceRequest_SymbolSfx + ; full_orderCancelReplaceRequest_Side + ; full_orderCancelReplaceRequest_OrderQty + ; full_orderCancelReplaceRequest_OrdType + ; full_orderCancelReplaceRequest_Price + ; full_orderCancelReplaceRequest_MinQty + ; full_orderCancelReplaceRequest_TimeInForce + ; full_orderCancelReplaceRequest_LocateReqd + } , msg) ;; let parse_msg_order_cancel_request_data msg = - from_parse_field_result ( - opt msg "11" parse_string @@ fun full_orderCancelRequest_ClOrdID -> - opt msg "41" parse_string @@ fun full_orderCancelRequest_OrigClOrdID -> - opt msg "37" parse_string @@ fun full_orderCancelRequest_OrderID -> - opt msg "60" parse_UTCTimestamp @@ fun full_orderCancelRequest_TransactTime -> - opt msg "55" parse_symbol @@ fun full_orderCancelRequest_Symbol -> - opt msg "65" parse_symbol @@ fun full_orderCancelRequest_SymbolSfx -> - opt msg "54" parse_side @@ fun full_orderCancelRequest_Side -> - ParseFieldSuccess - { full_orderCancelRequest_ClOrdID - ; full_orderCancelRequest_OrigClOrdID - ; full_orderCancelRequest_OrderID - ; full_orderCancelRequest_TransactTime - ; full_orderCancelRequest_Symbol - ; full_orderCancelRequest_SymbolSfx - ; full_orderCancelRequest_Side - } ) + + opt msg "11" parse_string @@ fun msg full_orderCancelRequest_ClOrdID -> + opt msg "41" parse_string @@ fun msg full_orderCancelRequest_OrigClOrdID -> + opt msg "37" parse_string @@ fun msg full_orderCancelRequest_OrderID -> + opt msg "60" parse_UTCTimestamp @@ fun msg full_orderCancelRequest_TransactTime -> + opt msg "55" parse_symbol @@ fun msg full_orderCancelRequest_Symbol -> + opt msg "65" parse_symbol @@ fun msg full_orderCancelRequest_SymbolSfx -> + opt msg "54" parse_side @@ fun msg full_orderCancelRequest_Side -> + (ParseSuccess + { full_orderCancelRequest_ClOrdID + ; full_orderCancelRequest_OrigClOrdID + ; full_orderCancelRequest_OrderID + ; full_orderCancelRequest_TransactTime + ; full_orderCancelRequest_Symbol + ; full_orderCancelRequest_SymbolSfx + ; full_orderCancelRequest_Side + } ,msg) ;; let parse_msg_cancel_reject_data msg = - from_parse_field_result ( - opt msg "1" parse_string @@ fun full_cancelReject_Account -> - opt msg "11" parse_string @@ fun full_cancelReject_ClOrdID -> - opt msg "41" parse_string @@ fun full_cancelReject_OrigClOrdID -> - opt msg "37" parse_string @@ fun full_cancelReject_OrderID -> - opt msg "39" parse_ordstatus @@ fun full_cancelReject_OrdStatus -> - opt msg "102" parse_string @@ fun full_cancelReject_CxlRejReason -> - opt msg "58" parse_string @@ fun full_cancelReject_Text -> - ParseFieldSuccess - { full_cancelReject_Account - ; full_cancelReject_ClOrdID - ; full_cancelReject_OrigClOrdID - ; full_cancelReject_OrderID - ; full_cancelReject_OrdStatus - ; full_cancelReject_CxlRejReason - ; full_cancelReject_Text - } ) + opt msg "1" parse_string @@ fun msg full_cancelReject_Account -> + opt msg "11" parse_string @@ fun msg full_cancelReject_ClOrdID -> + opt msg "41" parse_string @@ fun msg full_cancelReject_OrigClOrdID -> + opt msg "37" parse_string @@ fun msg full_cancelReject_OrderID -> + opt msg "39" parse_ordstatus @@ fun msg full_cancelReject_OrdStatus -> + opt msg "102" parse_string @@ fun msg full_cancelReject_CxlRejReason -> + opt msg "58" parse_string @@ fun msg full_cancelReject_Text -> + (ParseSuccess + { full_cancelReject_Account + ; full_cancelReject_ClOrdID + ; full_cancelReject_OrigClOrdID + ; full_cancelReject_OrderID + ; full_cancelReject_OrdStatus + ; full_cancelReject_CxlRejReason + ; full_cancelReject_Text + },msg ) ;; let parse_msg_execution_report_data msg = - from_parse_field_result ( - opt msg "37" parse_string @@ fun full_executionReport_OrderID -> - opt msg "11" parse_string @@ fun full_executionReport_ClOrdID -> - opt msg "18" parse_exectype @@ fun full_executionReport_ExecType -> - opt msg "17" parse_string @@ fun full_executionReport_ExecID -> - opt msg "1" parse_string @@ fun full_executionReport_Account -> - opt msg "54" parse_side @@ fun full_executionReport_Side -> - opt msg "40" parse_ordertype @@ fun full_executionReport_OrdType -> - opt msg "39" parse_ordstatus @@ fun full_executionReport_OrdStatus-> - opt msg "6" parse_float @@ fun full_executionReport_AvgPx -> - opt msg "151" parse_float @@ fun full_executionReport_LeavesQty-> - opt msg "14" parse_float @@ fun full_executionReport_CumQty -> - ParseFieldSuccess - { full_executionReport_OrderID - ; full_executionReport_ClOrdID - ; full_executionReport_ExecType - ; full_executionReport_ExecID - ; full_executionReport_Account - ; full_executionReport_Side - ; full_executionReport_OrdType - ; full_executionReport_OrdStatus - ; full_executionReport_AvgPx - ; full_executionReport_LeavesQty - ; full_executionReport_CumQty - } ) + opt msg "37" parse_string @@ fun msg full_executionReport_OrderID -> + opt msg "11" parse_string @@ fun msg full_executionReport_ClOrdID -> + opt msg "18" parse_exectype @@ fun msg full_executionReport_ExecType -> + opt msg "17" parse_string @@ fun msg full_executionReport_ExecID -> + opt msg "1" parse_string @@ fun msg full_executionReport_Account -> + opt msg "54" parse_side @@ fun msg full_executionReport_Side -> + opt msg "40" parse_ordertype @@ fun msg full_executionReport_OrdType -> + opt msg "39" parse_ordstatus @@ fun msg full_executionReport_OrdStatus-> + opt msg "6" parse_float @@ fun msg full_executionReport_AvgPx -> + opt msg "151" parse_float @@ fun msg full_executionReport_LeavesQty-> + opt msg "14" parse_float @@ fun msg full_executionReport_CumQty -> + (ParseSuccess + { full_executionReport_OrderID + ; full_executionReport_ClOrdID + ; full_executionReport_ExecType + ; full_executionReport_ExecID + ; full_executionReport_Account + ; full_executionReport_Side + ; full_executionReport_OrdType + ; full_executionReport_OrdStatus + ; full_executionReport_AvgPx + ; full_executionReport_LeavesQty + ; full_executionReport_CumQty + } ,msg) ;; let parse_app_msg_data msg_tag msg = - match msg_tag with - | Full_Msg_ExecutionReport_Tag -> parse_msg_execution_report_data msg - >>= fun x -> ParseSuccess ( Full_Msg_ExecutionReport x ) - | Full_Msg_OrderCancelRequest_Tag -> parse_msg_order_cancel_request_data msg - >>= fun x -> ParseSuccess ( Full_Msg_OrderCancelRequest x ) - | Full_Msg_OrderCancelReplaceRequest_Tag -> parse_msg_order_cancel_replace_request_data msg - >>= fun x -> ParseSuccess ( Full_Msg_OrderCancelReplaceRequest x ) - | Full_Msg_NewOrderSingle_Tag -> parse_msg_new_order_single_data msg - >>= fun x -> ParseSuccess ( Full_Msg_NewOrderSingle x ) - | Full_Msg_CancelReject_Tag -> parse_msg_cancel_reject_data msg - >>= fun x -> ParseSuccess ( Full_Msg_CancelReject x ) + match msg_tag with + | Full_Msg_ExecutionReport_Tag -> ((>>=) (fst (parse_msg_execution_report_data msg)) (fun f -> ParseSuccess (Full_Msg_ExecutionReport f))) + | Full_Msg_OrderCancelRequest_Tag -> ((>>=) (fst (parse_msg_order_cancel_request_data msg)) (fun f -> ParseSuccess (Full_Msg_OrderCancelRequest f))) + | Full_Msg_OrderCancelReplaceRequest_Tag -> ((>>=) (fst (parse_msg_order_cancel_replace_request_data msg)) (fun f -> ParseSuccess (Full_Msg_OrderCancelReplaceRequest f))) + | Full_Msg_NewOrderSingle_Tag -> ((>>=) (fst (parse_msg_new_order_single_data msg)) (fun f -> ParseSuccess (Full_Msg_NewOrderSingle f))) + | Full_Msg_CancelReject_Tag -> ((>>=) (fst (parse_msg_cancel_reject_data msg)) (fun f -> ParseSuccess (Full_Msg_CancelReject f))) ;; diff --git a/src-protocol-exts-pp-vg/parse_app_records.ml b/src-protocol-exts-pp-vg/parse_app_records.ml index ef5b94c1..e707a868 100644 --- a/src-protocol-exts-pp-vg/parse_app_records.ml +++ b/src-protocol-exts-pp-vg/parse_app_records.ml @@ -7,28 +7,24 @@ parse_app_records.ml *) - -open Parser_utils.Parse_message_result;; -open Parser_utils.Parse_field_result;; -open Full_app_tags;; +open Parser_utils.Parser;; open Full_app_records;; open Parse_base_types;; open Parse_datetime;; open Parse_app_enums;; -let parse_instrument msg = - from_parse_field_result ( - opt msg "225" parse_LocalMktDate @@ fun f_Instrument_IssueDate -> - opt msg "106" parse_string @@ fun f_Instrument_Issuer -> - opt msg "167" parse_securitytype @@ fun f_Instrument_SecurityType -> - opt msg "55" parse_string @@ fun f_Instrument_Symbol -> - opt msg "65" parse_string @@ fun f_Instrument_SymbolSfx -> - ParseFieldSuccess +let parse_Instrument msg = + opt msg "225" parse_LocalMktDate @@ fun msg f_Instrument_IssueDate -> + opt msg "106" parse_string @@ fun msg f_Instrument_Issuer -> + opt msg "167" parse_securitytype @@ fun msg f_Instrument_SecurityType -> + opt msg "55" parse_string @@ fun msg f_Instrument_Symbol -> + opt msg "65" parse_string @@ fun msg f_Instrument_SymbolSfx -> + (ParseSuccess { f_Instrument_IssueDate ; f_Instrument_Issuer ; f_Instrument_SecurityType ; f_Instrument_Symbol ; f_Instrument_SymbolSfx - } ) + },msg) ;; diff --git a/src-protocol-exts-vg/protocol_exts.opam b/src-protocol-exts-pp-vg/protocol_exts_pp_vg.opam similarity index 100% rename from src-protocol-exts-vg/protocol_exts.opam rename to src-protocol-exts-pp-vg/protocol_exts_pp_vg.opam diff --git a/src-protocol-exts-pp/encode_app_enums.ml b/src-protocol-exts-pp/encode_app_enums.ml index 6b1697e5..01357d18 100644 --- a/src-protocol-exts-pp/encode_app_enums.ml +++ b/src-protocol-exts-pp/encode_app_enums.ml @@ -532,7 +532,7 @@ let enncode_inner_CorporateAction (d) = ) ;; -let rec encode_CorporateAction (d) = +let encode_CorporateAction (d) = list_to_split (List.map enncode_inner_CorporateAction d) ' ' ;; @@ -785,7 +785,7 @@ let enncode_inner_ExecInst (d) = ) ;; -let rec encode_ExecInst (d) = +let encode_ExecInst (d) = list_to_split (List.map enncode_inner_ExecInst d) ' ' ;; @@ -862,7 +862,7 @@ let enncode_inner_FinancialStatus (d) = ) ;; -let rec encode_FinancialStatus (d) = +let encode_FinancialStatus (d) = list_to_split (List.map enncode_inner_FinancialStatus d) ' ' ;; @@ -1354,7 +1354,7 @@ let enncode_inner_OpenCloseSettlFlag (d) = ) ;; -let rec encode_OpenCloseSettlFlag (d) = +let encode_OpenCloseSettlFlag (d) = list_to_split (List.map enncode_inner_OpenCloseSettlFlag d) ' ' ;; @@ -1447,7 +1447,7 @@ let enncode_inner_OrderRestrictions (d) = ) ;; -let rec encode_OrderRestrictions (d) = +let encode_OrderRestrictions (d) = list_to_split (List.map enncode_inner_OrderRestrictions d) ' ' ;; @@ -1884,7 +1884,7 @@ let enncode_inner_QuoteCondition (d) = ) ;; -let rec encode_QuoteCondition (d) = +let encode_QuoteCondition (d) = list_to_split (List.map enncode_inner_QuoteCondition d) ' ' ;; @@ -2077,7 +2077,7 @@ let enncode_inner_Scope (d) = ) ;; -let rec encode_Scope (d) = +let encode_Scope (d) = list_to_split (List.map enncode_inner_Scope d) ' ' ;; @@ -2633,7 +2633,7 @@ let enncode_inner_TradeCondition (d) = ) ;; -let rec encode_TradeCondition (d) = +let encode_TradeCondition (d) = list_to_split (List.map enncode_inner_TradeCondition d) ' ' ;; diff --git a/src-protocol-exts-pp/encode_utils.ml b/src-protocol-exts-pp/encode_utils.ml index 5bf33785..31673fb2 100644 --- a/src-protocol-exts-pp/encode_utils.ml +++ b/src-protocol-exts-pp/encode_utils.ml @@ -1,6 +1,5 @@ (* Aesthetic Integration copyright 2018 *) open Encode_base_types;; -open Encode_datetime;; let enc_req (f) (x) = Some (f x) diff --git a/src-protocol-exts-pp/full_app_records_json.ml b/src-protocol-exts-pp/full_app_records_json.ml index 74ce8dd6..f6efc0bf 100644 --- a/src-protocol-exts-pp/full_app_records_json.ml +++ b/src-protocol-exts-pp/full_app_records_json.ml @@ -7,7 +7,7 @@ open Json_generator_utils;; open Yojson;; open TimeDefaults_json;; -let trdcollgrp_to_string (d) = +let trdcollgrp_to_string (_d) = "" ;; @@ -15,7 +15,7 @@ let trdcollgrp_to_json (x) : json = assoc_filter_nulls (("SecondaryTradeReportID",string_opt_to_json x.f_TrdCollGrp_SecondaryTradeReportID) :: (("NoTrades",int_opt_to_json x.f_TrdCollGrp_NoTrades) :: (("TradeReportID",string_opt_to_json x.f_TrdCollGrp_TradeReportID) :: []))) ;; -let nstdptys3subgrp_to_string (d) = +let nstdptys3subgrp_to_string (_d) = "" ;; @@ -23,7 +23,7 @@ let nstdptys3subgrp_to_json (x) : json = assoc_filter_nulls (("Nested3PartySubID",string_opt_to_json x.f_NstdPtys3SubGrp_Nested3PartySubID) :: (("Nested3PartySubIDType",int_opt_to_json x.f_NstdPtys3SubGrp_Nested3PartySubIDType) :: (("NoNested3PartySubIDs",int_opt_to_json x.f_NstdPtys3SubGrp_NoNested3PartySubIDs) :: []))) ;; -let cpctyconfgrp_to_string (d) = +let cpctyconfgrp_to_string (_d) = "" ;; @@ -31,7 +31,7 @@ let cpctyconfgrp_to_json (x) : json = assoc_filter_nulls (("OrderCapacity",ordercapacity_opt_to_json x.f_CpctyConfGrp_OrderCapacity) :: (("NoCapacities",int_opt_to_json x.f_CpctyConfGrp_NoCapacities) :: (("OrderCapacityQty",float_6_opt_to_json x.f_CpctyConfGrp_OrderCapacityQty) :: (("OrderRestrictions",orderrestrictions_opt_to_json x.f_CpctyConfGrp_OrderRestrictions) :: [])))) ;; -let compidstatgrp_to_string (d) = +let compidstatgrp_to_string (_d) = "" ;; @@ -39,7 +39,7 @@ let compidstatgrp_to_json (x) : json = assoc_filter_nulls (("StatusText",string_opt_to_json x.f_CompIDStatGrp_StatusText) :: (("LocationID",string_opt_to_json x.f_CompIDStatGrp_LocationID) :: (("RefSubID",string_opt_to_json x.f_CompIDStatGrp_RefSubID) :: (("NoCompIDs",int_opt_to_json x.f_CompIDStatGrp_NoCompIDs) :: (("RefCompID",string_opt_to_json x.f_CompIDStatGrp_RefCompID) :: (("DeskID",string_opt_to_json x.f_CompIDStatGrp_DeskID) :: (("StatusValue",statusvalue_opt_to_json x.f_CompIDStatGrp_StatusValue) :: []))))))) ;; -let commissiondata_to_string (d) = +let commissiondata_to_string (_d) = "" ;; @@ -47,7 +47,7 @@ let commissiondata_to_json (x) : json = assoc_filter_nulls (("FundRenewWaiv",fundrenewwaiv_opt_to_json x.f_CommissionData_FundRenewWaiv) :: (("Commission",float_6_opt_to_json x.f_CommissionData_Commission) :: (("CommCurrency",currency_opt_to_json x.f_CommissionData_CommCurrency) :: (("CommType",commtype_opt_to_json x.f_CommissionData_CommType) :: [])))) ;; -let miscfeesgrp_to_string (d) = +let miscfeesgrp_to_string (_d) = "" ;; @@ -55,7 +55,7 @@ let miscfeesgrp_to_json (x) : json = assoc_filter_nulls (("MiscFeeBasis",miscfeebasis_opt_to_json x.f_MiscFeesGrp_MiscFeeBasis) :: (("MiscFeeCurr",currency_opt_to_json x.f_MiscFeesGrp_MiscFeeCurr) :: (("MiscFeeType",miscfeetype_opt_to_json x.f_MiscFeesGrp_MiscFeeType) :: (("MiscFeeAmt",float_6_opt_to_json x.f_MiscFeesGrp_MiscFeeAmt) :: (("NoMiscFees",int_opt_to_json x.f_MiscFeesGrp_NoMiscFees) :: []))))) ;; -let execallocgrp_to_string (d) = +let execallocgrp_to_string (_d) = "" ;; @@ -63,7 +63,7 @@ let execallocgrp_to_json (x) : json = assoc_filter_nulls (("LastPx",float_6_opt_to_json x.f_ExecAllocGrp_LastPx) :: (("ExecID",string_opt_to_json x.f_ExecAllocGrp_ExecID) :: (("NoExecs",int_opt_to_json x.f_ExecAllocGrp_NoExecs) :: (("LastParPx",float_6_opt_to_json x.f_ExecAllocGrp_LastParPx) :: (("LastQty",float_6_opt_to_json x.f_ExecAllocGrp_LastQty) :: (("SecondaryExecID",string_opt_to_json x.f_ExecAllocGrp_SecondaryExecID) :: (("LastCapacity",lastcapacity_opt_to_json x.f_ExecAllocGrp_LastCapacity) :: []))))))) ;; -let financingdetails_to_string (d) = +let financingdetails_to_string (_d) = "" ;; @@ -71,7 +71,7 @@ let financingdetails_to_json (x) : json = assoc_filter_nulls (("TerminationType",terminationtype_opt_to_json x.f_FinancingDetails_TerminationType) :: (("AgreementID",string_opt_to_json x.f_FinancingDetails_AgreementID) :: (("AgreementCurrency",currency_opt_to_json x.f_FinancingDetails_AgreementCurrency) :: (("AgreementDesc",string_opt_to_json x.f_FinancingDetails_AgreementDesc) :: (("MarginRatio",float_6_opt_to_json x.f_FinancingDetails_MarginRatio) :: (("AgreementDate",localmktdate_opt_to_json x.f_FinancingDetails_AgreementDate) :: (("EndDate",localmktdate_opt_to_json x.f_FinancingDetails_EndDate) :: (("DeliveryType",deliverytype_opt_to_json x.f_FinancingDetails_DeliveryType) :: (("StartDate",localmktdate_opt_to_json x.f_FinancingDetails_StartDate) :: []))))))))) ;; -let positionamountdata_to_string (d) = +let positionamountdata_to_string (_d) = "" ;; @@ -79,7 +79,7 @@ let positionamountdata_to_json (x) : json = assoc_filter_nulls (("NoPosAmt",int_opt_to_json x.f_PositionAmountData_NoPosAmt) :: (("PosAmt",float_6_opt_to_json x.f_PositionAmountData_PosAmt) :: (("PosAmtType",posamttype_opt_to_json x.f_PositionAmountData_PosAmtType) :: []))) ;; -let trdregtimestamps_to_string (d) = +let trdregtimestamps_to_string (_d) = "" ;; @@ -87,7 +87,7 @@ let trdregtimestamps_to_json (x) : json = assoc_filter_nulls (("NoTrdRegTimestamps",int_opt_to_json x.f_TrdRegTimestamps_NoTrdRegTimestamps) :: (("TrdRegTimestampOrigin",string_opt_to_json x.f_TrdRegTimestamps_TrdRegTimestampOrigin) :: (("TrdRegTimestampType",trdregtimestamptype_opt_to_json x.f_TrdRegTimestamps_TrdRegTimestampType) :: (("TrdRegTimestamp",utctimestamp_opt_to_json x.f_TrdRegTimestamps_TrdRegTimestamp) :: [])))) ;; -let undsecaltidgrp_to_string (d) = +let undsecaltidgrp_to_string (_d) = "" ;; @@ -95,7 +95,7 @@ let undsecaltidgrp_to_json (x) : json = assoc_filter_nulls (("NoUnderlyingSecurityAltID",int_opt_to_json x.f_UndSecAltIDGrp_NoUnderlyingSecurityAltID) :: (("UnderlyingSecurityAltID",string_opt_to_json x.f_UndSecAltIDGrp_UnderlyingSecurityAltID) :: (("UnderlyingSecurityAltIDSource",string_opt_to_json x.f_UndSecAltIDGrp_UnderlyingSecurityAltIDSource) :: []))) ;; -let ioiqualgrp_to_string (d) = +let ioiqualgrp_to_string (_d) = "" ;; @@ -103,7 +103,7 @@ let ioiqualgrp_to_json (x) : json = assoc_filter_nulls (("NoIOIQualifiers",int_opt_to_json x.f_IOIQualGrp_NoIOIQualifiers) :: (("IOIQualifier",ioiqualifier_opt_to_json x.f_IOIQualGrp_IOIQualifier) :: [])) ;; -let contamtgrp_to_string (d) = +let contamtgrp_to_string (_d) = "" ;; @@ -111,7 +111,7 @@ let contamtgrp_to_json (x) : json = assoc_filter_nulls (("ContAmtValue",float_opt_to_json x.f_ContAmtGrp_ContAmtValue) :: (("NoContAmts",int_opt_to_json x.f_ContAmtGrp_NoContAmts) :: (("ContAmtCurr",currency_opt_to_json x.f_ContAmtGrp_ContAmtCurr) :: (("ContAmtType",contamttype_opt_to_json x.f_ContAmtGrp_ContAmtType) :: [])))) ;; -let legbenchmarkcurvedata_to_string (d) = +let legbenchmarkcurvedata_to_string (_d) = "" ;; @@ -119,7 +119,7 @@ let legbenchmarkcurvedata_to_json (x) : json = assoc_filter_nulls (("LegBenchmarkPriceType",int_opt_to_json x.f_LegBenchmarkCurveData_LegBenchmarkPriceType) :: (("LegBenchmarkCurveCurrency",currency_opt_to_json x.f_LegBenchmarkCurveData_LegBenchmarkCurveCurrency) :: (("LegBenchmarkCurvePoint",string_opt_to_json x.f_LegBenchmarkCurveData_LegBenchmarkCurvePoint) :: (("LegBenchmarkCurveName",string_opt_to_json x.f_LegBenchmarkCurveData_LegBenchmarkCurveName) :: (("LegBenchmarkPrice",float_6_opt_to_json x.f_LegBenchmarkCurveData_LegBenchmarkPrice) :: []))))) ;; -let legsecaltidgrp_to_string (d) = +let legsecaltidgrp_to_string (_d) = "" ;; @@ -127,7 +127,7 @@ let legsecaltidgrp_to_json (x) : json = assoc_filter_nulls (("LegSecurityAltID",string_opt_to_json x.f_LegSecAltIDGrp_LegSecurityAltID) :: (("LegSecurityAltIDSource",string_opt_to_json x.f_LegSecAltIDGrp_LegSecurityAltIDSource) :: (("NoLegSecurityAltID",int_opt_to_json x.f_LegSecAltIDGrp_NoLegSecurityAltID) :: []))) ;; -let ptyssubgrp_to_string (d) = +let ptyssubgrp_to_string (_d) = "" ;; @@ -135,7 +135,7 @@ let ptyssubgrp_to_json (x) : json = assoc_filter_nulls (("PartySubIDType",partysubidtype_opt_to_json x.f_PtysSubGrp_PartySubIDType) :: (("PartySubID",string_opt_to_json x.f_PtysSubGrp_PartySubID) :: (("NoPartySubIDs",int_opt_to_json x.f_PtysSubGrp_NoPartySubIDs) :: []))) ;; -let secaltidgrp_to_string (d) = +let secaltidgrp_to_string (_d) = "" ;; @@ -143,7 +143,7 @@ let secaltidgrp_to_json (x) : json = assoc_filter_nulls (("NoSecurityAltID",int_opt_to_json x.f_SecAltIDGrp_NoSecurityAltID) :: (("SecurityAltIDSource",string_opt_to_json x.f_SecAltIDGrp_SecurityAltIDSource) :: (("SecurityAltID",string_opt_to_json x.f_SecAltIDGrp_SecurityAltID) :: []))) ;; -let spreadorbenchmarkcurvedata_to_string (d) = +let spreadorbenchmarkcurvedata_to_string (_d) = "" ;; @@ -151,7 +151,7 @@ let spreadorbenchmarkcurvedata_to_json (x) : json = assoc_filter_nulls (("BenchmarkPrice",float_6_opt_to_json x.f_SpreadOrBenchmarkCurveData_BenchmarkPrice) :: (("BenchmarkCurveName",string_opt_to_json x.f_SpreadOrBenchmarkCurveData_BenchmarkCurveName) :: (("Spread",float_6_opt_to_json x.f_SpreadOrBenchmarkCurveData_Spread) :: (("BenchmarkPriceType",int_opt_to_json x.f_SpreadOrBenchmarkCurveData_BenchmarkPriceType) :: (("BenchmarkCurvePoint",string_opt_to_json x.f_SpreadOrBenchmarkCurveData_BenchmarkCurvePoint) :: (("BenchmarkSecurityID",string_opt_to_json x.f_SpreadOrBenchmarkCurveData_BenchmarkSecurityID) :: (("BenchmarkSecurityIDSource",string_opt_to_json x.f_SpreadOrBenchmarkCurveData_BenchmarkSecurityIDSource) :: (("BenchmarkCurveCurrency",currency_opt_to_json x.f_SpreadOrBenchmarkCurveData_BenchmarkCurveCurrency) :: [])))))))) ;; -let routinggrp_to_string (d) = +let routinggrp_to_string (_d) = "" ;; @@ -159,7 +159,7 @@ let routinggrp_to_json (x) : json = assoc_filter_nulls (("RoutingType",routingtype_opt_to_json x.f_RoutingGrp_RoutingType) :: (("NoRoutingIDs",int_opt_to_json x.f_RoutingGrp_NoRoutingIDs) :: (("RoutingID",string_opt_to_json x.f_RoutingGrp_RoutingID) :: []))) ;; -let execcollgrp_to_string (d) = +let execcollgrp_to_string (_d) = "" ;; @@ -167,7 +167,7 @@ let execcollgrp_to_json (x) : json = assoc_filter_nulls (("ExecID",string_opt_to_json x.f_ExecCollGrp_ExecID) :: (("NoExecs",int_opt_to_json x.f_ExecCollGrp_NoExecs) :: [])) ;; -let yielddata_to_string (d) = +let yielddata_to_string (_d) = "" ;; @@ -175,7 +175,7 @@ let yielddata_to_json (x) : json = assoc_filter_nulls (("YieldRedemptionDate",localmktdate_opt_to_json x.f_YieldData_YieldRedemptionDate) :: (("YieldType",yieldtype_opt_to_json x.f_YieldData_YieldType) :: (("YieldRedemptionPriceType",int_opt_to_json x.f_YieldData_YieldRedemptionPriceType) :: (("YieldCalcDate",localmktdate_opt_to_json x.f_YieldData_YieldCalcDate) :: (("YieldRedemptionPrice",float_6_opt_to_json x.f_YieldData_YieldRedemptionPrice) :: (("Yield",float_6_opt_to_json x.f_YieldData_Yield) :: [])))))) ;; -let discretioninstructions_to_string (d) = +let discretioninstructions_to_string (_d) = "" ;; @@ -183,7 +183,7 @@ let discretioninstructions_to_json (x) : json = assoc_filter_nulls (("DiscretionScope",discretionscope_opt_to_json x.f_DiscretionInstructions_DiscretionScope) :: (("DiscretionOffsetValue",float_opt_to_json x.f_DiscretionInstructions_DiscretionOffsetValue) :: (("DiscretionOffsetType",discretionoffsettype_opt_to_json x.f_DiscretionInstructions_DiscretionOffsetType) :: (("DiscretionMoveType",discretionmovetype_opt_to_json x.f_DiscretionInstructions_DiscretionMoveType) :: (("DiscretionRoundDirection",discretionrounddirection_opt_to_json x.f_DiscretionInstructions_DiscretionRoundDirection) :: (("DiscretionInst",discretioninst_opt_to_json x.f_DiscretionInstructions_DiscretionInst) :: (("DiscretionLimitType",discretionlimittype_opt_to_json x.f_DiscretionInstructions_DiscretionLimitType) :: []))))))) ;; -let peginstructions_to_string (d) = +let peginstructions_to_string (_d) = "" ;; @@ -191,7 +191,7 @@ let peginstructions_to_json (x) : json = assoc_filter_nulls (("PegOffsetValue",float_opt_to_json x.f_PegInstructions_PegOffsetValue) :: (("PegMoveType",pegmovetype_opt_to_json x.f_PegInstructions_PegMoveType) :: (("PegLimitType",peglimittype_opt_to_json x.f_PegInstructions_PegLimitType) :: (("PegScope",pegscope_opt_to_json x.f_PegInstructions_PegScope) :: (("PegRoundDirection",pegrounddirection_opt_to_json x.f_PegInstructions_PegRoundDirection) :: (("PegOffsetType",pegoffsettype_opt_to_json x.f_PegInstructions_PegOffsetType) :: [])))))) ;; -let evntgrp_to_string (d) = +let evntgrp_to_string (_d) = "" ;; @@ -199,7 +199,7 @@ let evntgrp_to_json (x) : json = assoc_filter_nulls (("EventType",eventtype_opt_to_json x.f_EvntGrp_EventType) :: (("NoEvents",int_opt_to_json x.f_EvntGrp_NoEvents) :: (("EventText",string_opt_to_json x.f_EvntGrp_EventText) :: (("EventDate",localmktdate_opt_to_json x.f_EvntGrp_EventDate) :: (("EventPx",float_6_opt_to_json x.f_EvntGrp_EventPx) :: []))))) ;; -let collinqqualgrp_to_string (d) = +let collinqqualgrp_to_string (_d) = "" ;; @@ -207,7 +207,7 @@ let collinqqualgrp_to_json (x) : json = assoc_filter_nulls (("NoCollInquiryQualifier",int_opt_to_json x.f_CollInqQualGrp_NoCollInquiryQualifier) :: (("CollInquiryQualifier",collinquiryqualifier_opt_to_json x.f_CollInqQualGrp_CollInquiryQualifier) :: [])) ;; -let allocackgrp_to_string (d) = +let allocackgrp_to_string (_d) = "" ;; @@ -215,7 +215,7 @@ let allocackgrp_to_json (x) : json = assoc_filter_nulls (("AllocPrice",float_6_opt_to_json x.f_AllocAckGrp_AllocPrice) :: (("IndividualAllocID",string_opt_to_json x.f_AllocAckGrp_IndividualAllocID) :: (("NoAllocs",int_opt_to_json x.f_AllocAckGrp_NoAllocs) :: (("EncodedAllocText",string_opt_to_json x.f_AllocAckGrp_EncodedAllocText) :: (("AllocAcctIDSource",int_opt_to_json x.f_AllocAckGrp_AllocAcctIDSource) :: (("IndividualAllocRejCode",int_opt_to_json x.f_AllocAckGrp_IndividualAllocRejCode) :: (("AllocText",string_opt_to_json x.f_AllocAckGrp_AllocText) :: (("EncodedAllocTextLen",int_opt_to_json x.f_AllocAckGrp_EncodedAllocTextLen) :: (("AllocAccount",string_opt_to_json x.f_AllocAckGrp_AllocAccount) :: []))))))))) ;; -let logonmsgtypes_to_string (d) = +let logonmsgtypes_to_string (_d) = "" ;; @@ -223,7 +223,7 @@ let logonmsgtypes_to_json (x) : json = assoc_filter_nulls (("MsgDirection",msgdirection_opt_to_json x.f_LogonMsgTypes_MsgDirection) :: (("NoMsgTypes",int_opt_to_json x.f_LogonMsgTypes_NoMsgTypes) :: (("RefMsgType",string_opt_to_json x.f_LogonMsgTypes_RefMsgType) :: []))) ;; -let trdgsesgrp_to_string (d) = +let trdgsesgrp_to_string (_d) = "" ;; @@ -231,7 +231,7 @@ let trdgsesgrp_to_json (x) : json = assoc_filter_nulls (("NoTradingSessions",int_opt_to_json x.f_TrdgSesGrp_NoTradingSessions) :: (("TradingSessionSubID",string_opt_to_json x.f_TrdgSesGrp_TradingSessionSubID) :: (("TradingSessionID",string_opt_to_json x.f_TrdgSesGrp_TradingSessionID) :: []))) ;; -let contragrp_to_string (d) = +let contragrp_to_string (_d) = "" ;; @@ -239,7 +239,7 @@ let contragrp_to_json (x) : json = assoc_filter_nulls (("ContraTradeQty",float_6_opt_to_json x.f_ContraGrp_ContraTradeQty) :: (("NoContraBrokers",int_opt_to_json x.f_ContraGrp_NoContraBrokers) :: (("ContraTrader",string_opt_to_json x.f_ContraGrp_ContraTrader) :: (("ContraLegRefID",string_opt_to_json x.f_ContraGrp_ContraLegRefID) :: (("ContraBroker",string_opt_to_json x.f_ContraGrp_ContraBroker) :: (("ContraTradeTime",utctimestamp_opt_to_json x.f_ContraGrp_ContraTradeTime) :: [])))))) ;; -let attrbgrp_to_string (d) = +let attrbgrp_to_string (_d) = "" ;; @@ -247,7 +247,7 @@ let attrbgrp_to_json (x) : json = assoc_filter_nulls (("InstrAttribValue",string_opt_to_json x.f_AttrbGrp_InstrAttribValue) :: (("NoInstrAttrib",int_opt_to_json x.f_AttrbGrp_NoInstrAttrib) :: (("InstrAttribType",instrattribtype_opt_to_json x.f_AttrbGrp_InstrAttribType) :: []))) ;; -let hop_to_string (d) = +let hop_to_string (_d) = "" ;; @@ -255,7 +255,7 @@ let hop_to_json (x) : json = assoc_filter_nulls (("HopSendingTime",utctimestamp_opt_to_json x.f_Hop_HopSendingTime) :: (("NoHops",int_opt_to_json x.f_Hop_NoHops) :: (("HopCompID",string_opt_to_json x.f_Hop_HopCompID) :: (("HopRefID",int_opt_to_json x.f_Hop_HopRefID) :: [])))) ;; -let biddescreqgrp_to_string (d) = +let biddescreqgrp_to_string (_d) = "" ;; @@ -263,7 +263,7 @@ let biddescreqgrp_to_json (x) : json = assoc_filter_nulls (("LiquidityNumSecurities",int_opt_to_json x.f_BidDescReqGrp_LiquidityNumSecurities) :: (("NoBidDescriptors",int_opt_to_json x.f_BidDescReqGrp_NoBidDescriptors) :: (("LiquidityPctLow",float_6_opt_to_json x.f_BidDescReqGrp_LiquidityPctLow) :: (("FairValue",float_6_opt_to_json x.f_BidDescReqGrp_FairValue) :: (("ValueOfFutures",float_6_opt_to_json x.f_BidDescReqGrp_ValueOfFutures) :: (("BidDescriptorType",biddescriptortype_opt_to_json x.f_BidDescReqGrp_BidDescriptorType) :: (("SideValueInd",sidevalueind_opt_to_json x.f_BidDescReqGrp_SideValueInd) :: (("OutsideIndexPct",float_6_opt_to_json x.f_BidDescReqGrp_OutsideIndexPct) :: (("BidDescriptor",string_opt_to_json x.f_BidDescReqGrp_BidDescriptor) :: (("LiquidityValue",float_6_opt_to_json x.f_BidDescReqGrp_LiquidityValue) :: (("LiquidityPctHigh",float_6_opt_to_json x.f_BidDescReqGrp_LiquidityPctHigh) :: (("EFPTrackingError",float_6_opt_to_json x.f_BidDescReqGrp_EFPTrackingError) :: [])))))))))))) ;; -let legstipulations_to_string (d) = +let legstipulations_to_string (_d) = "" ;; @@ -271,7 +271,7 @@ let legstipulations_to_json (x) : json = assoc_filter_nulls (("NoLegStipulations",int_opt_to_json x.f_LegStipulations_NoLegStipulations) :: (("LegStipulationType",string_opt_to_json x.f_LegStipulations_LegStipulationType) :: (("LegStipulationValue",string_opt_to_json x.f_LegStipulations_LegStipulationValue) :: []))) ;; -let ordliststatgrp_to_string (d) = +let ordliststatgrp_to_string (_d) = "" ;; @@ -279,7 +279,7 @@ let ordliststatgrp_to_json (x) : json = assoc_filter_nulls (("CumQty",float_6_opt_to_json x.f_OrdListStatGrp_CumQty) :: (("OrdRejReason",ordrejreason_opt_to_json x.f_OrdListStatGrp_OrdRejReason) :: (("EncodedText",string_opt_to_json x.f_OrdListStatGrp_EncodedText) :: (("ClOrdID",string_opt_to_json x.f_OrdListStatGrp_ClOrdID) :: (("Text",string_opt_to_json x.f_OrdListStatGrp_Text) :: (("SecondaryClOrdID",string_opt_to_json x.f_OrdListStatGrp_SecondaryClOrdID) :: (("WorkingIndicator",workingindicator_opt_to_json x.f_OrdListStatGrp_WorkingIndicator) :: (("AvgPx",float_6_opt_to_json x.f_OrdListStatGrp_AvgPx) :: (("EncodedTextLen",int_opt_to_json x.f_OrdListStatGrp_EncodedTextLen) :: (("OrdStatus",ordstatus_opt_to_json x.f_OrdListStatGrp_OrdStatus) :: (("NoOrders",int_opt_to_json x.f_OrdListStatGrp_NoOrders) :: (("CxlQty",float_6_opt_to_json x.f_OrdListStatGrp_CxlQty) :: (("LeavesQty",float_6_opt_to_json x.f_OrdListStatGrp_LeavesQty) :: []))))))))))))) ;; -let mdrjctgrp_to_string (d) = +let mdrjctgrp_to_string (_d) = "" ;; @@ -287,7 +287,7 @@ let mdrjctgrp_to_json (x) : json = assoc_filter_nulls (("NoAltMDSource",int_opt_to_json x.f_MDRjctGrp_NoAltMDSource) :: (("AltMDSourceID",string_opt_to_json x.f_MDRjctGrp_AltMDSourceID) :: [])) ;; -let sectypesgrp_to_string (d) = +let sectypesgrp_to_string (_d) = "" ;; @@ -295,7 +295,7 @@ let sectypesgrp_to_json (x) : json = assoc_filter_nulls (("SecurityType",securitytype_opt_to_json x.f_SecTypesGrp_SecurityType) :: (("NoSecurityTypes",int_opt_to_json x.f_SecTypesGrp_NoSecurityTypes) :: (("Product",product_opt_to_json x.f_SecTypesGrp_Product) :: (("SecuritySubType",string_opt_to_json x.f_SecTypesGrp_SecuritySubType) :: (("CFICode",string_opt_to_json x.f_SecTypesGrp_CFICode) :: []))))) ;; -let mdfullgrp_to_string (d) = +let mdfullgrp_to_string (_d) = "" ;; @@ -303,7 +303,7 @@ let mdfullgrp_to_json (x) : json = assoc_filter_nulls (("MDMkt",exchange_opt_to_json x.f_MDFullGrp_MDMkt) :: (("Text",string_opt_to_json x.f_MDFullGrp_Text) :: (("MDEntryTime",utctimeonly_opt_to_json x.f_MDFullGrp_MDEntryTime) :: (("TradeCondition",tradecondition_opt_to_json x.f_MDFullGrp_TradeCondition) :: (("NoMDEntries",int_opt_to_json x.f_MDFullGrp_NoMDEntries) :: (("TradingSessionSubID",string_opt_to_json x.f_MDFullGrp_TradingSessionSubID) :: (("NumberOfOrders",int_opt_to_json x.f_MDFullGrp_NumberOfOrders) :: (("MDEntrySeller",string_opt_to_json x.f_MDFullGrp_MDEntrySeller) :: (("Scope",scope_opt_to_json x.f_MDFullGrp_Scope) :: (("MDEntryPositionNo",int_opt_to_json x.f_MDFullGrp_MDEntryPositionNo) :: (("SellerDays",int_opt_to_json x.f_MDFullGrp_SellerDays) :: (("ExpireTime",utctimestamp_opt_to_json x.f_MDFullGrp_ExpireTime) :: (("MDEntryPx",float_6_opt_to_json x.f_MDFullGrp_MDEntryPx) :: (("MinQty",float_6_opt_to_json x.f_MDFullGrp_MinQty) :: (("ExpireDate",localmktdate_opt_to_json x.f_MDFullGrp_ExpireDate) :: (("EncodedText",string_opt_to_json x.f_MDFullGrp_EncodedText) :: (("MDEntryDate",utcdateonly_opt_to_json x.f_MDFullGrp_MDEntryDate) :: (("TradingSessionID",string_opt_to_json x.f_MDFullGrp_TradingSessionID) :: (("OrderID",string_opt_to_json x.f_MDFullGrp_OrderID) :: (("OpenCloseSettlFlag",openclosesettlflag_opt_to_json x.f_MDFullGrp_OpenCloseSettlFlag) :: (("MDEntrySize",float_6_opt_to_json x.f_MDFullGrp_MDEntrySize) :: (("TickDirection",tickdirection_opt_to_json x.f_MDFullGrp_TickDirection) :: (("EncodedTextLen",int_opt_to_json x.f_MDFullGrp_EncodedTextLen) :: (("MDEntryBuyer",string_opt_to_json x.f_MDFullGrp_MDEntryBuyer) :: (("QuoteCondition",quotecondition_opt_to_json x.f_MDFullGrp_QuoteCondition) :: (("MDEntryOriginator",string_opt_to_json x.f_MDFullGrp_MDEntryOriginator) :: (("Currency",currency_opt_to_json x.f_MDFullGrp_Currency) :: (("TimeInForce",timeinforce_opt_to_json x.f_MDFullGrp_TimeInForce) :: (("PriceDelta",float_opt_to_json x.f_MDFullGrp_PriceDelta) :: (("LocationID",string_opt_to_json x.f_MDFullGrp_LocationID) :: (("QuoteEntryID",string_opt_to_json x.f_MDFullGrp_QuoteEntryID) :: (("ExecInst",execinst_opt_to_json x.f_MDFullGrp_ExecInst) :: (("DeskID",string_opt_to_json x.f_MDFullGrp_DeskID) :: (("MDEntryType",mdentrytype_opt_to_json x.f_MDFullGrp_MDEntryType) :: [])))))))))))))))))))))))))))))))))) ;; -let nstdptyssubgrp_to_string (d) = +let nstdptyssubgrp_to_string (_d) = "" ;; @@ -311,7 +311,7 @@ let nstdptyssubgrp_to_json (x) : json = assoc_filter_nulls (("NestedPartySubIDType",int_opt_to_json x.f_NstdPtysSubGrp_NestedPartySubIDType) :: (("NestedPartySubID",string_opt_to_json x.f_NstdPtysSubGrp_NestedPartySubID) :: (("NoNestedPartySubIDs",int_opt_to_json x.f_NstdPtysSubGrp_NoNestedPartySubIDs) :: []))) ;; -let stipulations_to_string (d) = +let stipulations_to_string (_d) = "" ;; @@ -319,7 +319,7 @@ let stipulations_to_json (x) : json = assoc_filter_nulls (("StipulationType",stipulationtype_opt_to_json x.f_Stipulations_StipulationType) :: (("StipulationValue",string_opt_to_json x.f_Stipulations_StipulationValue) :: (("NoStipulations",int_opt_to_json x.f_Stipulations_NoStipulations) :: []))) ;; -let affectedordgrp_to_string (d) = +let affectedordgrp_to_string (_d) = "" ;; @@ -327,7 +327,7 @@ let affectedordgrp_to_json (x) : json = assoc_filter_nulls (("AffectedSecondaryOrderID",string_opt_to_json x.f_AffectedOrdGrp_AffectedSecondaryOrderID) :: (("NoAffectedOrders",int_opt_to_json x.f_AffectedOrdGrp_NoAffectedOrders) :: (("AffectedOrderID",string_opt_to_json x.f_AffectedOrdGrp_AffectedOrderID) :: (("OrigClOrdID",string_opt_to_json x.f_AffectedOrdGrp_OrigClOrdID) :: [])))) ;; -let trdcapdtgrp_to_string (d) = +let trdcapdtgrp_to_string (_d) = "" ;; @@ -335,7 +335,7 @@ let trdcapdtgrp_to_json (x) : json = assoc_filter_nulls (("TradeDate",localmktdate_opt_to_json x.f_TrdCapDtGrp_TradeDate) :: (("TransactTime",utctimestamp_opt_to_json x.f_TrdCapDtGrp_TransactTime) :: (("NoDates",int_opt_to_json x.f_TrdCapDtGrp_NoDates) :: []))) ;; -let compidreqgrp_to_string (d) = +let compidreqgrp_to_string (_d) = "" ;; @@ -343,7 +343,7 @@ let compidreqgrp_to_json (x) : json = assoc_filter_nulls (("LocationID",string_opt_to_json x.f_CompIDReqGrp_LocationID) :: (("RefSubID",string_opt_to_json x.f_CompIDReqGrp_RefSubID) :: (("NoCompIDs",int_opt_to_json x.f_CompIDReqGrp_NoCompIDs) :: (("RefCompID",string_opt_to_json x.f_CompIDReqGrp_RefCompID) :: (("DeskID",string_opt_to_json x.f_CompIDReqGrp_DeskID) :: []))))) ;; -let linesoftextgrp_to_string (d) = +let linesoftextgrp_to_string (_d) = "" ;; @@ -351,7 +351,7 @@ let linesoftextgrp_to_json (x) : json = assoc_filter_nulls (("EncodedTextLen",int_opt_to_json x.f_LinesOfTextGrp_EncodedTextLen) :: (("NoLinesOfText",int_opt_to_json x.f_LinesOfTextGrp_NoLinesOfText) :: (("EncodedText",string_opt_to_json x.f_LinesOfTextGrp_EncodedText) :: (("Text",string_opt_to_json x.f_LinesOfTextGrp_Text) :: [])))) ;; -let clrinstgrp_to_string (d) = +let clrinstgrp_to_string (_d) = "" ;; @@ -359,7 +359,7 @@ let clrinstgrp_to_json (x) : json = assoc_filter_nulls (("NoClearingInstructions",int_opt_to_json x.f_ClrInstGrp_NoClearingInstructions) :: (("ClearingInstruction",clearinginstruction_opt_to_json x.f_ClrInstGrp_ClearingInstruction) :: [])) ;; -let rgstdistinstgrp_to_string (d) = +let rgstdistinstgrp_to_string (_d) = "" ;; @@ -367,7 +367,7 @@ let rgstdistinstgrp_to_json (x) : json = assoc_filter_nulls (("NoDistribInsts",int_opt_to_json x.f_RgstDistInstGrp_NoDistribInsts) :: (("CashDistribAgentCode",string_opt_to_json x.f_RgstDistInstGrp_CashDistribAgentCode) :: (("CashDistribPayRef",string_opt_to_json x.f_RgstDistInstGrp_CashDistribPayRef) :: (("CashDistribAgentAcctNumber",string_opt_to_json x.f_RgstDistInstGrp_CashDistribAgentAcctNumber) :: (("DistribPaymentMethod",distribpaymentmethod_opt_to_json x.f_RgstDistInstGrp_DistribPaymentMethod) :: (("CashDistribCurr",currency_opt_to_json x.f_RgstDistInstGrp_CashDistribCurr) :: (("CashDistribAgentName",string_opt_to_json x.f_RgstDistInstGrp_CashDistribAgentName) :: (("DistribPercentage",float_6_opt_to_json x.f_RgstDistInstGrp_DistribPercentage) :: (("CashDistribAgentAcctName",string_opt_to_json x.f_RgstDistInstGrp_CashDistribAgentAcctName) :: []))))))))) ;; -let bidcompreqgrp_to_string (d) = +let bidcompreqgrp_to_string (_d) = "" ;; @@ -375,7 +375,7 @@ let bidcompreqgrp_to_json (x) : json = assoc_filter_nulls (("Account",string_opt_to_json x.f_BidCompReqGrp_Account) :: (("AcctIDSource",acctidsource_opt_to_json x.f_BidCompReqGrp_AcctIDSource) :: (("Side",side_opt_to_json x.f_BidCompReqGrp_Side) :: (("TradingSessionSubID",string_opt_to_json x.f_BidCompReqGrp_TradingSessionSubID) :: (("NoBidComponents",int_opt_to_json x.f_BidCompReqGrp_NoBidComponents) :: (("ListID",string_opt_to_json x.f_BidCompReqGrp_ListID) :: (("SettlType",settltype_opt_to_json x.f_BidCompReqGrp_SettlType) :: (("SettlDate",localmktdate_opt_to_json x.f_BidCompReqGrp_SettlDate) :: (("TradingSessionID",string_opt_to_json x.f_BidCompReqGrp_TradingSessionID) :: (("NetGrossInd",netgrossind_opt_to_json x.f_BidCompReqGrp_NetGrossInd) :: [])))))))))) ;; -let quotqualgrp_to_string (d) = +let quotqualgrp_to_string (_d) = "" ;; @@ -383,7 +383,7 @@ let quotqualgrp_to_json (x) : json = assoc_filter_nulls (("NoQuoteQualifiers",int_opt_to_json x.f_QuotQualGrp_NoQuoteQualifiers) :: (("QuoteQualifier",char_opt_to_json x.f_QuotQualGrp_QuoteQualifier) :: [])) ;; -let settlptyssubgrp_to_string (d) = +let settlptyssubgrp_to_string (_d) = "" ;; @@ -391,7 +391,7 @@ let settlptyssubgrp_to_json (x) : json = assoc_filter_nulls (("SettlPartySubIDType",int_opt_to_json x.f_SettlPtysSubGrp_SettlPartySubIDType) :: (("NoSettlPartySubIDs",int_opt_to_json x.f_SettlPtysSubGrp_NoSettlPartySubIDs) :: (("SettlPartySubID",string_opt_to_json x.f_SettlPtysSubGrp_SettlPartySubID) :: []))) ;; -let nstdptys2subgrp_to_string (d) = +let nstdptys2subgrp_to_string (_d) = "" ;; @@ -399,7 +399,7 @@ let nstdptys2subgrp_to_json (x) : json = assoc_filter_nulls (("Nested2PartySubID",string_opt_to_json x.f_NstdPtys2SubGrp_Nested2PartySubID) :: (("Nested2PartySubIDType",int_opt_to_json x.f_NstdPtys2SubGrp_Nested2PartySubIDType) :: (("NoNested2PartySubIDs",int_opt_to_json x.f_NstdPtys2SubGrp_NoNested2PartySubIDs) :: []))) ;; -let execsgrp_to_string (d) = +let execsgrp_to_string (_d) = "" ;; @@ -407,7 +407,7 @@ let execsgrp_to_json (x) : json = assoc_filter_nulls (("ExecID",string_opt_to_json x.f_ExecsGrp_ExecID) :: (("NoExecs",int_opt_to_json x.f_ExecsGrp_NoExecs) :: [])) ;; -let orderqtydata_to_string (d) = +let orderqtydata_to_string (_d) = "" ;; @@ -415,7 +415,7 @@ let orderqtydata_to_json (x) : json = assoc_filter_nulls (("RoundingDirection",roundingdirection_opt_to_json x.f_OrderQtyData_RoundingDirection) :: (("RoundingModulus",float_opt_to_json x.f_OrderQtyData_RoundingModulus) :: (("OrderPercent",float_6_opt_to_json x.f_OrderQtyData_OrderPercent) :: (("CashOrderQty",float_6_opt_to_json x.f_OrderQtyData_CashOrderQty) :: (("OrderQty",float_6_opt_to_json x.f_OrderQtyData_OrderQty) :: []))))) ;; -let interval_to_string (d) = +let interval_to_string (_d) = "" ;; @@ -423,7 +423,7 @@ let interval_to_json (x) : json = assoc_filter_nulls (("start_time",utctimestamp_opt_to_json x.f_interval_start_time) :: (("duration",duration_opt_to_json x.f_interval_duration) :: [])) ;; -let mdreqgrp_to_string (d) = +let mdreqgrp_to_string (_d) = "" ;; @@ -431,7 +431,7 @@ let mdreqgrp_to_json (x) : json = assoc_filter_nulls (("NoMDEntryTypes",int_opt_to_json x.f_MDReqGrp_NoMDEntryTypes) :: (("MDEntryType",mdentrytype_opt_to_json x.f_MDReqGrp_MDEntryType) :: [])) ;; -let underlyingstipulations_to_string (d) = +let underlyingstipulations_to_string (_d) = "" ;; @@ -439,7 +439,7 @@ let underlyingstipulations_to_json (x) : json = assoc_filter_nulls (("NoUnderlyingStips",int_opt_to_json x.f_UnderlyingStipulations_NoUnderlyingStips) :: (("UnderlyingStipValue",string_opt_to_json x.f_UnderlyingStipulations_UnderlyingStipValue) :: (("UnderlyingStipType",string_opt_to_json x.f_UnderlyingStipulations_UnderlyingStipType) :: []))) ;; -let nestedparties2_to_string (d) = +let nestedparties2_to_string (_d) = "" ;; @@ -447,7 +447,7 @@ let nestedparties2_to_json (x) : json = assoc_filter_nulls (("Nested2PartyRole",int_opt_to_json x.f_NestedParties2_Nested2PartyRole) :: (("NoNested2PartyIDs",int_opt_to_json x.f_NestedParties2_NoNested2PartyIDs) :: (("Nested2PartyIDSource",char_opt_to_json x.f_NestedParties2_Nested2PartyIDSource) :: (("Nested2PartyID",string_opt_to_json x.f_NestedParties2_Nested2PartyID) :: (("NstdPtys2SubGrp",rg_for_json nstdptys2subgrp_to_json x.f_NestedParties2_NstdPtys2SubGrp) :: []))))) ;; -let settlparties_to_string (d) = +let settlparties_to_string (_d) = "" ;; @@ -455,7 +455,7 @@ let settlparties_to_json (x) : json = assoc_filter_nulls (("NoSettlPartyIDs",int_opt_to_json x.f_SettlParties_NoSettlPartyIDs) :: (("SettlPartyIDSource",char_opt_to_json x.f_SettlParties_SettlPartyIDSource) :: (("SettlPartyRole",int_opt_to_json x.f_SettlParties_SettlPartyRole) :: (("SettlPartyID",string_opt_to_json x.f_SettlParties_SettlPartyID) :: (("SettlPtysSubGrp",rg_for_json settlptyssubgrp_to_json x.f_SettlParties_SettlPtysSubGrp) :: []))))) ;; -let nestedparties_to_string (d) = +let nestedparties_to_string (_d) = "" ;; @@ -463,7 +463,7 @@ let nestedparties_to_json (x) : json = assoc_filter_nulls (("NoNestedPartyIDs",int_opt_to_json x.f_NestedParties_NoNestedPartyIDs) :: (("NestedPartyID",string_opt_to_json x.f_NestedParties_NestedPartyID) :: (("NestedPartyRole",int_opt_to_json x.f_NestedParties_NestedPartyRole) :: (("NestedPartyIDSource",char_opt_to_json x.f_NestedParties_NestedPartyIDSource) :: (("NstdPtysSubGrp",rg_for_json nstdptyssubgrp_to_json x.f_NestedParties_NstdPtysSubGrp) :: []))))) ;; -let instrumentextension_to_string (d) = +let instrumentextension_to_string (_d) = "" ;; @@ -471,7 +471,7 @@ let instrumentextension_to_json (x) : json = assoc_filter_nulls (("PctAtRisk",float_6_opt_to_json x.f_InstrumentExtension_PctAtRisk) :: (("DeliveryForm",deliveryform_opt_to_json x.f_InstrumentExtension_DeliveryForm) :: (("AttrbGrp",rg_for_json attrbgrp_to_json x.f_InstrumentExtension_AttrbGrp) :: []))) ;; -let instrument_to_string (d) = +let instrument_to_string (_d) = "" ;; @@ -479,7 +479,7 @@ let instrument_to_json (x) : json = assoc_filter_nulls (("SecurityDesc",string_opt_to_json x.f_Instrument_SecurityDesc) :: (("CouponRate",float_6_opt_to_json x.f_Instrument_CouponRate) :: (("StrikePrice",float_6_opt_to_json x.f_Instrument_StrikePrice) :: (("CreditRating",string_opt_to_json x.f_Instrument_CreditRating) :: (("IssueDate",localmktdate_opt_to_json x.f_Instrument_IssueDate) :: (("OptAttribute",char_opt_to_json x.f_Instrument_OptAttribute) :: (("MaturityDate",localmktdate_opt_to_json x.f_Instrument_MaturityDate) :: (("SecurityIDSource",securityidsource_opt_to_json x.f_Instrument_SecurityIDSource) :: (("DatedDate",localmktdate_opt_to_json x.f_Instrument_DatedDate) :: (("EncodedIssuerLen",int_opt_to_json x.f_Instrument_EncodedIssuerLen) :: (("CPRegType",string_opt_to_json x.f_Instrument_CPRegType) :: (("InterestAccrualDate",localmktdate_opt_to_json x.f_Instrument_InterestAccrualDate) :: (("ContractMultiplier",float_opt_to_json x.f_Instrument_ContractMultiplier) :: (("EncodedSecurityDescLen",int_opt_to_json x.f_Instrument_EncodedSecurityDescLen) :: (("StateOrProvinceOfIssue",string_opt_to_json x.f_Instrument_StateOrProvinceOfIssue) :: (("RedemptionDate",localmktdate_opt_to_json x.f_Instrument_RedemptionDate) :: (("RepoCollateralSecurityType",string_opt_to_json x.f_Instrument_RepoCollateralSecurityType) :: (("CountryOfIssue",country_opt_to_json x.f_Instrument_CountryOfIssue) :: (("SecurityType",securitytype_opt_to_json x.f_Instrument_SecurityType) :: (("SymbolSfx",string_opt_to_json x.f_Instrument_SymbolSfx) :: (("Issuer",string_opt_to_json x.f_Instrument_Issuer) :: (("ContractSettlMonth",monthyear_opt_to_json x.f_Instrument_ContractSettlMonth) :: (("MaturityMonthYear",monthyear_opt_to_json x.f_Instrument_MaturityMonthYear) :: (("Product",product_opt_to_json x.f_Instrument_Product) :: (("Symbol",string_opt_to_json x.f_Instrument_Symbol) :: (("StrikeCurrency",currency_opt_to_json x.f_Instrument_StrikeCurrency) :: (("EncodedIssuer",string_opt_to_json x.f_Instrument_EncodedIssuer) :: (("CFICode",string_opt_to_json x.f_Instrument_CFICode) :: (("InstrRegistry",string_opt_to_json x.f_Instrument_InstrRegistry) :: (("RepurchaseTerm",int_opt_to_json x.f_Instrument_RepurchaseTerm) :: (("Factor",float_opt_to_json x.f_Instrument_Factor) :: (("CouponPaymentDate",localmktdate_opt_to_json x.f_Instrument_CouponPaymentDate) :: (("CPProgram",cpprogram_opt_to_json x.f_Instrument_CPProgram) :: (("SecurityID",string_opt_to_json x.f_Instrument_SecurityID) :: (("SecuritySubType",string_opt_to_json x.f_Instrument_SecuritySubType) :: (("LocaleOfIssue",string_opt_to_json x.f_Instrument_LocaleOfIssue) :: (("RepurchaseRate",float_6_opt_to_json x.f_Instrument_RepurchaseRate) :: (("SecurityExchange",exchange_opt_to_json x.f_Instrument_SecurityExchange) :: (("Pool",string_opt_to_json x.f_Instrument_Pool) :: (("EncodedSecurityDesc",string_opt_to_json x.f_Instrument_EncodedSecurityDesc) :: (("EvntGrp",rg_for_json evntgrp_to_json x.f_Instrument_EvntGrp) :: (("SecAltIDGrp",rg_for_json secaltidgrp_to_json x.f_Instrument_SecAltIDGrp) :: [])))))))))))))))))))))))))))))))))))))))))) ;; -let parties_to_string (d) = +let parties_to_string (_d) = "" ;; @@ -487,7 +487,7 @@ let parties_to_json (x) : json = assoc_filter_nulls (("PartyIDSource",partyidsource_opt_to_json x.f_Parties_PartyIDSource) :: (("PartyID",string_opt_to_json x.f_Parties_PartyID) :: (("PartyRole",partyrole_opt_to_json x.f_Parties_PartyRole) :: (("NoPartyIDs",int_opt_to_json x.f_Parties_NoPartyIDs) :: (("PtysSubGrp",rg_for_json ptyssubgrp_to_json x.f_Parties_PtysSubGrp) :: []))))) ;; -let instrumentleg_to_string (d) = +let instrumentleg_to_string (_d) = "" ;; @@ -495,7 +495,7 @@ let instrumentleg_to_json (x) : json = assoc_filter_nulls (("LegSide",char_opt_to_json x.f_InstrumentLeg_LegSide) :: (("LegSymbol",string_opt_to_json x.f_InstrumentLeg_LegSymbol) :: (("LegIssuer",string_opt_to_json x.f_InstrumentLeg_LegIssuer) :: (("LegCFICode",string_opt_to_json x.f_InstrumentLeg_LegCFICode) :: (("LegRedemptionDate",localmktdate_opt_to_json x.f_InstrumentLeg_LegRedemptionDate) :: (("LegDatedDate",localmktdate_opt_to_json x.f_InstrumentLeg_LegDatedDate) :: (("LegContractSettlMonth",monthyear_opt_to_json x.f_InstrumentLeg_LegContractSettlMonth) :: (("LegIssueDate",localmktdate_opt_to_json x.f_InstrumentLeg_LegIssueDate) :: (("LegSecurityExchange",exchange_opt_to_json x.f_InstrumentLeg_LegSecurityExchange) :: (("LegPool",string_opt_to_json x.f_InstrumentLeg_LegPool) :: (("LegLocaleOfIssue",string_opt_to_json x.f_InstrumentLeg_LegLocaleOfIssue) :: (("LegInterestAccrualDate",localmktdate_opt_to_json x.f_InstrumentLeg_LegInterestAccrualDate) :: (("LegSecuritySubType",string_opt_to_json x.f_InstrumentLeg_LegSecuritySubType) :: (("LegSecurityDesc",string_opt_to_json x.f_InstrumentLeg_LegSecurityDesc) :: (("EncodedLegSecurityDescLen",int_opt_to_json x.f_InstrumentLeg_EncodedLegSecurityDescLen) :: (("LegSecurityType",string_opt_to_json x.f_InstrumentLeg_LegSecurityType) :: (("LegContractMultiplier",float_opt_to_json x.f_InstrumentLeg_LegContractMultiplier) :: (("LegSecurityIDSource",string_opt_to_json x.f_InstrumentLeg_LegSecurityIDSource) :: (("LegInstrRegistry",string_opt_to_json x.f_InstrumentLeg_LegInstrRegistry) :: (("LegStrikeCurrency",currency_opt_to_json x.f_InstrumentLeg_LegStrikeCurrency) :: (("EncodedLegIssuer",string_opt_to_json x.f_InstrumentLeg_EncodedLegIssuer) :: (("LegRepoCollateralSecurityType",string_opt_to_json x.f_InstrumentLeg_LegRepoCollateralSecurityType) :: (("LegStateOrProvinceOfIssue",string_opt_to_json x.f_InstrumentLeg_LegStateOrProvinceOfIssue) :: (("LegRatioQty",float_opt_to_json x.f_InstrumentLeg_LegRatioQty) :: (("LegOptAttribute",char_opt_to_json x.f_InstrumentLeg_LegOptAttribute) :: (("LegSecurityID",string_opt_to_json x.f_InstrumentLeg_LegSecurityID) :: (("LegProduct",int_opt_to_json x.f_InstrumentLeg_LegProduct) :: (("LegCreditRating",string_opt_to_json x.f_InstrumentLeg_LegCreditRating) :: (("LegSymbolSfx",string_opt_to_json x.f_InstrumentLeg_LegSymbolSfx) :: (("EncodedLegIssuerLen",int_opt_to_json x.f_InstrumentLeg_EncodedLegIssuerLen) :: (("LegCountryOfIssue",country_opt_to_json x.f_InstrumentLeg_LegCountryOfIssue) :: (("LegCouponPaymentDate",localmktdate_opt_to_json x.f_InstrumentLeg_LegCouponPaymentDate) :: (("LegRepurchaseRate",float_6_opt_to_json x.f_InstrumentLeg_LegRepurchaseRate) :: (("EncodedLegSecurityDesc",string_opt_to_json x.f_InstrumentLeg_EncodedLegSecurityDesc) :: (("LegCurrency",currency_opt_to_json x.f_InstrumentLeg_LegCurrency) :: (("LegCouponRate",float_6_opt_to_json x.f_InstrumentLeg_LegCouponRate) :: (("LegMaturityMonthYear",monthyear_opt_to_json x.f_InstrumentLeg_LegMaturityMonthYear) :: (("LegMaturityDate",localmktdate_opt_to_json x.f_InstrumentLeg_LegMaturityDate) :: (("LegStrikePrice",float_6_opt_to_json x.f_InstrumentLeg_LegStrikePrice) :: (("LegFactor",float_opt_to_json x.f_InstrumentLeg_LegFactor) :: (("LegRepurchaseTerm",int_opt_to_json x.f_InstrumentLeg_LegRepurchaseTerm) :: (("LegSecAltIDGrp",rg_for_json legsecaltidgrp_to_json x.f_InstrumentLeg_LegSecAltIDGrp) :: [])))))))))))))))))))))))))))))))))))))))))) ;; -let underlyinginstrument_to_string (d) = +let underlyinginstrument_to_string (_d) = "" ;; @@ -503,7 +503,7 @@ let underlyinginstrument_to_json (x) : json = assoc_filter_nulls (("UnderlyingProduct",int_opt_to_json x.f_UnderlyingInstrument_UnderlyingProduct) :: (("UnderlyingStartValue",float_6_opt_to_json x.f_UnderlyingInstrument_UnderlyingStartValue) :: (("UnderlyingCPProgram",string_opt_to_json x.f_UnderlyingInstrument_UnderlyingCPProgram) :: (("UnderlyingQty",float_6_opt_to_json x.f_UnderlyingInstrument_UnderlyingQty) :: (("UnderlyingCurrentValue",float_6_opt_to_json x.f_UnderlyingInstrument_UnderlyingCurrentValue) :: (("UnderlyingCurrency",currency_opt_to_json x.f_UnderlyingInstrument_UnderlyingCurrency) :: (("UnderlyingPx",float_6_opt_to_json x.f_UnderlyingInstrument_UnderlyingPx) :: (("UnderlyingSecurityType",string_opt_to_json x.f_UnderlyingInstrument_UnderlyingSecurityType) :: (("UnderlyingFactor",float_opt_to_json x.f_UnderlyingInstrument_UnderlyingFactor) :: (("UnderlyingCountryOfIssue",country_opt_to_json x.f_UnderlyingInstrument_UnderlyingCountryOfIssue) :: (("UnderlyingSecurityID",string_opt_to_json x.f_UnderlyingInstrument_UnderlyingSecurityID) :: (("UnderlyingInstrRegistry",string_opt_to_json x.f_UnderlyingInstrument_UnderlyingInstrRegistry) :: (("UnderlyingContractMultiplier",float_opt_to_json x.f_UnderlyingInstrument_UnderlyingContractMultiplier) :: (("UnderlyingSymbolSfx",string_opt_to_json x.f_UnderlyingInstrument_UnderlyingSymbolSfx) :: (("UnderlyingEndPrice",float_6_opt_to_json x.f_UnderlyingInstrument_UnderlyingEndPrice) :: (("UnderlyingSecuritySubType",string_opt_to_json x.f_UnderlyingInstrument_UnderlyingSecuritySubType) :: (("EncodedUnderlyingIssuerLen",int_opt_to_json x.f_UnderlyingInstrument_EncodedUnderlyingIssuerLen) :: (("UnderlyingIssuer",string_opt_to_json x.f_UnderlyingInstrument_UnderlyingIssuer) :: (("UnderlyingStrikePrice",float_6_opt_to_json x.f_UnderlyingInstrument_UnderlyingStrikePrice) :: (("UnderlyingEndValue",float_6_opt_to_json x.f_UnderlyingInstrument_UnderlyingEndValue) :: (("UnderlyingSymbol",string_opt_to_json x.f_UnderlyingInstrument_UnderlyingSymbol) :: (("UnderlyingMaturityDate",localmktdate_opt_to_json x.f_UnderlyingInstrument_UnderlyingMaturityDate) :: (("UnderlyingOptAttribute",char_opt_to_json x.f_UnderlyingInstrument_UnderlyingOptAttribute) :: (("UnderlyingSecurityIDSource",string_opt_to_json x.f_UnderlyingInstrument_UnderlyingSecurityIDSource) :: (("UnderlyingStateOrProvinceOfIssue",string_opt_to_json x.f_UnderlyingInstrument_UnderlyingStateOrProvinceOfIssue) :: (("UnderlyingRedemptionDate",localmktdate_opt_to_json x.f_UnderlyingInstrument_UnderlyingRedemptionDate) :: (("EncodedUnderlyingIssuer",string_opt_to_json x.f_UnderlyingInstrument_EncodedUnderlyingIssuer) :: (("UnderlyingMaturityMonthYear",monthyear_opt_to_json x.f_UnderlyingInstrument_UnderlyingMaturityMonthYear) :: (("UnderlyingStrikeCurrency",currency_opt_to_json x.f_UnderlyingInstrument_UnderlyingStrikeCurrency) :: (("UnderlyingCouponPaymentDate",localmktdate_opt_to_json x.f_UnderlyingInstrument_UnderlyingCouponPaymentDate) :: (("UnderlyingCouponRate",float_6_opt_to_json x.f_UnderlyingInstrument_UnderlyingCouponRate) :: (("UnderlyingCreditRating",string_opt_to_json x.f_UnderlyingInstrument_UnderlyingCreditRating) :: (("UnderlyingSecurityExchange",exchange_opt_to_json x.f_UnderlyingInstrument_UnderlyingSecurityExchange) :: (("UnderlyingIssueDate",localmktdate_opt_to_json x.f_UnderlyingInstrument_UnderlyingIssueDate) :: (("UnderlyingRepurchaseRate",float_6_opt_to_json x.f_UnderlyingInstrument_UnderlyingRepurchaseRate) :: (("UnderlyingCFICode",string_opt_to_json x.f_UnderlyingInstrument_UnderlyingCFICode) :: (("EncodedUnderlyingSecurityDescLen",int_opt_to_json x.f_UnderlyingInstrument_EncodedUnderlyingSecurityDescLen) :: (("UnderlyingDirtyPrice",float_6_opt_to_json x.f_UnderlyingInstrument_UnderlyingDirtyPrice) :: (("UnderlyingRepoCollateralSecurityType",string_opt_to_json x.f_UnderlyingInstrument_UnderlyingRepoCollateralSecurityType) :: (("UnderlyingLocaleOfIssue",string_opt_to_json x.f_UnderlyingInstrument_UnderlyingLocaleOfIssue) :: (("UnderlyingSecurityDesc",string_opt_to_json x.f_UnderlyingInstrument_UnderlyingSecurityDesc) :: (("EncodedUnderlyingSecurityDesc",string_opt_to_json x.f_UnderlyingInstrument_EncodedUnderlyingSecurityDesc) :: (("UnderlyingCPRegType",string_opt_to_json x.f_UnderlyingInstrument_UnderlyingCPRegType) :: (("UnderlyingRepurchaseTerm",int_opt_to_json x.f_UnderlyingInstrument_UnderlyingRepurchaseTerm) :: (("UndSecAltIDGrp",rg_for_json undsecaltidgrp_to_json x.f_UnderlyingInstrument_UndSecAltIDGrp) :: (("UnderlyingStipulations",rg_for_json underlyingstipulations_to_json x.f_UnderlyingInstrument_UnderlyingStipulations) :: [])))))))))))))))))))))))))))))))))))))))))))))) ;; -let bidcomprspgrp_to_string (d) = +let bidcomprspgrp_to_string (_d) = "" ;; @@ -511,7 +511,7 @@ let bidcomprspgrp_to_json (x) : json = assoc_filter_nulls (("CommissionData",commissiondata_to_json x.f_BidCompRspGrp_CommissionData) :: (("FairValue",float_6_opt_to_json x.f_BidCompRspGrp_FairValue) :: (("EncodedText",string_opt_to_json x.f_BidCompRspGrp_EncodedText) :: (("TradingSessionID",string_opt_to_json x.f_BidCompRspGrp_TradingSessionID) :: (("Text",string_opt_to_json x.f_BidCompRspGrp_Text) :: (("NetGrossInd",netgrossind_opt_to_json x.f_BidCompRspGrp_NetGrossInd) :: (("Side",side_opt_to_json x.f_BidCompRspGrp_Side) :: (("TradingSessionSubID",string_opt_to_json x.f_BidCompRspGrp_TradingSessionSubID) :: (("EncodedTextLen",int_opt_to_json x.f_BidCompRspGrp_EncodedTextLen) :: (("NoBidComponents",int_opt_to_json x.f_BidCompRspGrp_NoBidComponents) :: (("Price",float_6_opt_to_json x.f_BidCompRspGrp_Price) :: (("ListID",string_opt_to_json x.f_BidCompRspGrp_ListID) :: (("SettlType",settltype_opt_to_json x.f_BidCompRspGrp_SettlType) :: (("SettlDate",localmktdate_opt_to_json x.f_BidCompRspGrp_SettlDate) :: (("Country",country_opt_to_json x.f_BidCompRspGrp_Country) :: (("PriceType",pricetype_opt_to_json x.f_BidCompRspGrp_PriceType) :: [])))))))))))))))) ;; -let nestedparties3_to_string (d) = +let nestedparties3_to_string (_d) = "" ;; @@ -519,7 +519,7 @@ let nestedparties3_to_json (x) : json = assoc_filter_nulls (("Nested3PartyRole",int_opt_to_json x.f_NestedParties3_Nested3PartyRole) :: (("Nested3PartyIDSource",char_opt_to_json x.f_NestedParties3_Nested3PartyIDSource) :: (("NoNested3PartyIDs",int_opt_to_json x.f_NestedParties3_NoNested3PartyIDs) :: (("Nested3PartyID",string_opt_to_json x.f_NestedParties3_Nested3PartyID) :: (("NstdPtys3SubGrp",rg_for_json nstdptys3subgrp_to_json x.f_NestedParties3_NstdPtys3SubGrp) :: []))))) ;; -let preallocmleggrp_to_string (d) = +let preallocmleggrp_to_string (_d) = "" ;; @@ -527,7 +527,7 @@ let preallocmleggrp_to_json (x) : json = assoc_filter_nulls (("IndividualAllocID",string_opt_to_json x.f_PreAllocMlegGrp_IndividualAllocID) :: (("NoAllocs",int_opt_to_json x.f_PreAllocMlegGrp_NoAllocs) :: (("AllocSettlCurrency",currency_opt_to_json x.f_PreAllocMlegGrp_AllocSettlCurrency) :: (("AllocQty",float_6_opt_to_json x.f_PreAllocMlegGrp_AllocQty) :: (("AllocAcctIDSource",int_opt_to_json x.f_PreAllocMlegGrp_AllocAcctIDSource) :: (("AllocAccount",string_opt_to_json x.f_PreAllocMlegGrp_AllocAccount) :: (("NestedParties3",rg_for_json nestedparties3_to_json x.f_PreAllocMlegGrp_NestedParties3) :: []))))))) ;; -let undinstrmtstrkpxgrp_to_string (d) = +let undinstrmtstrkpxgrp_to_string (_d) = "" ;; @@ -535,7 +535,7 @@ let undinstrmtstrkpxgrp_to_json (x) : json = assoc_filter_nulls (("UnderlyingInstrument",underlyinginstrument_to_json x.f_UndInstrmtStrkPxGrp_UnderlyingInstrument) :: (("Side",side_opt_to_json x.f_UndInstrmtStrkPxGrp_Side) :: (("EncodedTextLen",int_opt_to_json x.f_UndInstrmtStrkPxGrp_EncodedTextLen) :: (("Price",float_6_opt_to_json x.f_UndInstrmtStrkPxGrp_Price) :: (("Currency",currency_opt_to_json x.f_UndInstrmtStrkPxGrp_Currency) :: (("EncodedText",string_opt_to_json x.f_UndInstrmtStrkPxGrp_EncodedText) :: (("PrevClosePx",float_6_opt_to_json x.f_UndInstrmtStrkPxGrp_PrevClosePx) :: (("ClOrdID",string_opt_to_json x.f_UndInstrmtStrkPxGrp_ClOrdID) :: (("NoUnderlyings",int_opt_to_json x.f_UndInstrmtStrkPxGrp_NoUnderlyings) :: (("Text",string_opt_to_json x.f_UndInstrmtStrkPxGrp_Text) :: (("SecondaryClOrdID",string_opt_to_json x.f_UndInstrmtStrkPxGrp_SecondaryClOrdID) :: []))))))))))) ;; -let posundinstrmtgrp_to_string (d) = +let posundinstrmtgrp_to_string (_d) = "" ;; @@ -543,7 +543,7 @@ let posundinstrmtgrp_to_json (x) : json = assoc_filter_nulls (("UnderlyingInstrument",underlyinginstrument_to_json x.f_PosUndInstrmtGrp_UnderlyingInstrument) :: (("UnderlyingSettlPriceType",int_opt_to_json x.f_PosUndInstrmtGrp_UnderlyingSettlPriceType) :: (("NoUnderlyings",int_opt_to_json x.f_PosUndInstrmtGrp_NoUnderlyings) :: (("UnderlyingSettlPrice",float_6_opt_to_json x.f_PosUndInstrmtGrp_UnderlyingSettlPrice) :: [])))) ;; -let undinstrmtgrp_to_string (d) = +let undinstrmtgrp_to_string (_d) = "" ;; @@ -551,7 +551,7 @@ let undinstrmtgrp_to_json (x) : json = assoc_filter_nulls (("UnderlyingInstrument",underlyinginstrument_to_json x.f_UndInstrmtGrp_UnderlyingInstrument) :: (("NoUnderlyings",int_opt_to_json x.f_UndInstrmtGrp_NoUnderlyings) :: [])) ;; -let undinstrmtcollgrp_to_string (d) = +let undinstrmtcollgrp_to_string (_d) = "" ;; @@ -559,7 +559,7 @@ let undinstrmtcollgrp_to_json (x) : json = assoc_filter_nulls (("UnderlyingInstrument",underlyinginstrument_to_json x.f_UndInstrmtCollGrp_UnderlyingInstrument) :: (("CollAction",collaction_opt_to_json x.f_UndInstrmtCollGrp_CollAction) :: (("NoUnderlyings",int_opt_to_json x.f_UndInstrmtCollGrp_NoUnderlyings) :: []))) ;; -let instrmtleggrp_to_string (d) = +let instrmtleggrp_to_string (_d) = "" ;; @@ -567,7 +567,7 @@ let instrmtleggrp_to_json (x) : json = assoc_filter_nulls (("InstrumentLeg",instrumentleg_to_json x.f_InstrmtLegGrp_InstrumentLeg) :: (("NoLegs",int_opt_to_json x.f_InstrmtLegGrp_NoLegs) :: [])) ;; -let instrmtlegioigrp_to_string (d) = +let instrmtlegioigrp_to_string (_d) = "" ;; @@ -575,7 +575,7 @@ let instrmtlegioigrp_to_json (x) : json = assoc_filter_nulls (("InstrumentLeg",instrumentleg_to_json x.f_InstrmtLegIOIGrp_InstrumentLeg) :: (("LegIOIQty",string_opt_to_json x.f_InstrmtLegIOIGrp_LegIOIQty) :: (("NoLegs",int_opt_to_json x.f_InstrmtLegIOIGrp_NoLegs) :: (("LegStipulations",rg_for_json legstipulations_to_json x.f_InstrmtLegIOIGrp_LegStipulations) :: [])))) ;; -let instrmtlegseclistgrp_to_string (d) = +let instrmtlegseclistgrp_to_string (_d) = "" ;; @@ -583,7 +583,7 @@ let instrmtlegseclistgrp_to_json (x) : json = assoc_filter_nulls (("LegBenchmarkCurveData",legbenchmarkcurvedata_to_json x.f_InstrmtLegSecListGrp_LegBenchmarkCurveData) :: (("InstrumentLeg",instrumentleg_to_json x.f_InstrmtLegSecListGrp_InstrumentLeg) :: (("LegSwapType",legswaptype_opt_to_json x.f_InstrmtLegSecListGrp_LegSwapType) :: (("LegSettlType",char_opt_to_json x.f_InstrmtLegSecListGrp_LegSettlType) :: (("NoLegs",int_opt_to_json x.f_InstrmtLegSecListGrp_NoLegs) :: (("LegStipulations",rg_for_json legstipulations_to_json x.f_InstrmtLegSecListGrp_LegStipulations) :: [])))))) ;; -let sidecrossordcxlgrp_to_string (d) = +let sidecrossordcxlgrp_to_string (_d) = "" ;; @@ -591,7 +591,7 @@ let sidecrossordcxlgrp_to_json (x) : json = assoc_filter_nulls (("OrderQtyData",orderqtydata_to_json x.f_SideCrossOrdCxlGrp_OrderQtyData) :: (("EncodedText",string_opt_to_json x.f_SideCrossOrdCxlGrp_EncodedText) :: (("NoSides",int_opt_to_json x.f_SideCrossOrdCxlGrp_NoSides) :: (("ClOrdID",string_opt_to_json x.f_SideCrossOrdCxlGrp_ClOrdID) :: (("TradeOriginationDate",localmktdate_opt_to_json x.f_SideCrossOrdCxlGrp_TradeOriginationDate) :: (("Text",string_opt_to_json x.f_SideCrossOrdCxlGrp_Text) :: (("SecondaryClOrdID",string_opt_to_json x.f_SideCrossOrdCxlGrp_SecondaryClOrdID) :: (("Side",side_opt_to_json x.f_SideCrossOrdCxlGrp_Side) :: (("EncodedTextLen",int_opt_to_json x.f_SideCrossOrdCxlGrp_EncodedTextLen) :: (("OrigOrdModTime",utctimestamp_opt_to_json x.f_SideCrossOrdCxlGrp_OrigOrdModTime) :: (("ComplianceID",string_opt_to_json x.f_SideCrossOrdCxlGrp_ComplianceID) :: (("ClOrdLinkID",string_opt_to_json x.f_SideCrossOrdCxlGrp_ClOrdLinkID) :: (("TradeDate",localmktdate_opt_to_json x.f_SideCrossOrdCxlGrp_TradeDate) :: (("OrigClOrdID",string_opt_to_json x.f_SideCrossOrdCxlGrp_OrigClOrdID) :: (("Parties",rg_for_json parties_to_json x.f_SideCrossOrdCxlGrp_Parties) :: []))))))))))))))) ;; -let instrmtstrkpxgrp_to_string (d) = +let instrmtstrkpxgrp_to_string (_d) = "" ;; @@ -599,7 +599,7 @@ let instrmtstrkpxgrp_to_json (x) : json = assoc_filter_nulls (("Instrument",instrument_to_json x.f_InstrmtStrkPxGrp_Instrument) :: (("NoStrikes",int_opt_to_json x.f_InstrmtStrkPxGrp_NoStrikes) :: [])) ;; -let instrmtgrp_to_string (d) = +let instrmtgrp_to_string (_d) = "" ;; @@ -607,7 +607,7 @@ let instrmtgrp_to_json (x) : json = assoc_filter_nulls (("Instrument",instrument_to_json x.f_InstrmtGrp_Instrument) :: (("NoRelatedSym",int_opt_to_json x.f_InstrmtGrp_NoRelatedSym) :: [])) ;; -let instrmtlegexecgrp_to_string (d) = +let instrmtlegexecgrp_to_string (_d) = "" ;; @@ -615,7 +615,7 @@ let instrmtlegexecgrp_to_json (x) : json = assoc_filter_nulls (("InstrumentLeg",instrumentleg_to_json x.f_InstrmtLegExecGrp_InstrumentLeg) :: (("LegQty",float_6_opt_to_json x.f_InstrmtLegExecGrp_LegQty) :: (("LegPositionEffect",char_opt_to_json x.f_InstrmtLegExecGrp_LegPositionEffect) :: (("LegSettlType",char_opt_to_json x.f_InstrmtLegExecGrp_LegSettlType) :: (("LegLastPx",float_6_opt_to_json x.f_InstrmtLegExecGrp_LegLastPx) :: (("LegPrice",float_6_opt_to_json x.f_InstrmtLegExecGrp_LegPrice) :: (("LegRefID",string_opt_to_json x.f_InstrmtLegExecGrp_LegRefID) :: (("LegSettlDate",localmktdate_opt_to_json x.f_InstrmtLegExecGrp_LegSettlDate) :: (("LegSwapType",legswaptype_opt_to_json x.f_InstrmtLegExecGrp_LegSwapType) :: (("LegCoveredOrUncovered",int_opt_to_json x.f_InstrmtLegExecGrp_LegCoveredOrUncovered) :: (("NoLegs",int_opt_to_json x.f_InstrmtLegExecGrp_NoLegs) :: (("LegStipulations",rg_for_json legstipulations_to_json x.f_InstrmtLegExecGrp_LegStipulations) :: (("NestedParties",rg_for_json nestedparties_to_json x.f_InstrmtLegExecGrp_NestedParties) :: []))))))))))))) ;; -let positionqty_to_string (d) = +let positionqty_to_string (_d) = "" ;; @@ -623,7 +623,7 @@ let positionqty_to_json (x) : json = assoc_filter_nulls (("NoPositions",int_opt_to_json x.f_PositionQty_NoPositions) :: (("PosType",postype_opt_to_json x.f_PositionQty_PosType) :: (("ShortQty",float_6_opt_to_json x.f_PositionQty_ShortQty) :: (("LongQty",float_6_opt_to_json x.f_PositionQty_LongQty) :: (("PosQtyStatus",posqtystatus_opt_to_json x.f_PositionQty_PosQtyStatus) :: (("NestedParties",rg_for_json nestedparties_to_json x.f_PositionQty_NestedParties) :: [])))))) ;; -let trdinstrmtleggrp_to_string (d) = +let trdinstrmtleggrp_to_string (_d) = "" ;; @@ -631,7 +631,7 @@ let trdinstrmtleggrp_to_json (x) : json = assoc_filter_nulls (("InstrumentLeg",instrumentleg_to_json x.f_TrdInstrmtLegGrp_InstrumentLeg) :: (("LegQty",float_6_opt_to_json x.f_TrdInstrmtLegGrp_LegQty) :: (("LegPositionEffect",char_opt_to_json x.f_TrdInstrmtLegGrp_LegPositionEffect) :: (("LegSettlType",char_opt_to_json x.f_TrdInstrmtLegGrp_LegSettlType) :: (("LegLastPx",float_6_opt_to_json x.f_TrdInstrmtLegGrp_LegLastPx) :: (("LegPrice",float_6_opt_to_json x.f_TrdInstrmtLegGrp_LegPrice) :: (("LegRefID",string_opt_to_json x.f_TrdInstrmtLegGrp_LegRefID) :: (("LegSettlDate",localmktdate_opt_to_json x.f_TrdInstrmtLegGrp_LegSettlDate) :: (("LegSwapType",legswaptype_opt_to_json x.f_TrdInstrmtLegGrp_LegSwapType) :: (("LegCoveredOrUncovered",int_opt_to_json x.f_TrdInstrmtLegGrp_LegCoveredOrUncovered) :: (("NoLegs",int_opt_to_json x.f_TrdInstrmtLegGrp_NoLegs) :: (("LegStipulations",rg_for_json legstipulations_to_json x.f_TrdInstrmtLegGrp_LegStipulations) :: (("NestedParties",rg_for_json nestedparties_to_json x.f_TrdInstrmtLegGrp_NestedParties) :: []))))))))))))) ;; -let legquotgrp_to_string (d) = +let legquotgrp_to_string (_d) = "" ;; @@ -639,7 +639,7 @@ let legquotgrp_to_json (x) : json = assoc_filter_nulls (("LegBenchmarkCurveData",legbenchmarkcurvedata_to_json x.f_LegQuotGrp_LegBenchmarkCurveData) :: (("InstrumentLeg",instrumentleg_to_json x.f_LegQuotGrp_InstrumentLeg) :: (("LegBidPx",float_6_opt_to_json x.f_LegQuotGrp_LegBidPx) :: (("LegPriceType",int_opt_to_json x.f_LegQuotGrp_LegPriceType) :: (("LegQty",float_6_opt_to_json x.f_LegQuotGrp_LegQty) :: (("LegSettlDate",localmktdate_opt_to_json x.f_LegQuotGrp_LegSettlDate) :: (("LegOfferPx",float_6_opt_to_json x.f_LegQuotGrp_LegOfferPx) :: (("LegSwapType",legswaptype_opt_to_json x.f_LegQuotGrp_LegSwapType) :: (("LegSettlType",char_opt_to_json x.f_LegQuotGrp_LegSettlType) :: (("NoLegs",int_opt_to_json x.f_LegQuotGrp_NoLegs) :: (("LegStipulations",rg_for_json legstipulations_to_json x.f_LegQuotGrp_LegStipulations) :: (("NestedParties",rg_for_json nestedparties_to_json x.f_LegQuotGrp_NestedParties) :: [])))))))))))) ;; -let legquotstatgrp_to_string (d) = +let legquotstatgrp_to_string (_d) = "" ;; @@ -647,7 +647,7 @@ let legquotstatgrp_to_json (x) : json = assoc_filter_nulls (("InstrumentLeg",instrumentleg_to_json x.f_LegQuotStatGrp_InstrumentLeg) :: (("LegQty",float_6_opt_to_json x.f_LegQuotStatGrp_LegQty) :: (("LegSettlDate",localmktdate_opt_to_json x.f_LegQuotStatGrp_LegSettlDate) :: (("LegSwapType",legswaptype_opt_to_json x.f_LegQuotStatGrp_LegSwapType) :: (("LegSettlType",char_opt_to_json x.f_LegQuotStatGrp_LegSettlType) :: (("NoLegs",int_opt_to_json x.f_LegQuotStatGrp_NoLegs) :: (("LegStipulations",rg_for_json legstipulations_to_json x.f_LegQuotStatGrp_LegStipulations) :: (("NestedParties",rg_for_json nestedparties_to_json x.f_LegQuotStatGrp_NestedParties) :: [])))))))) ;; -let rgstdtlsgrp_to_string (d) = +let rgstdtlsgrp_to_string (_d) = "" ;; @@ -655,7 +655,7 @@ let rgstdtlsgrp_to_json (x) : json = assoc_filter_nulls (("RegistDtls",string_opt_to_json x.f_RgstDtlsGrp_RegistDtls) :: (("OwnerType",ownertype_opt_to_json x.f_RgstDtlsGrp_OwnerType) :: (("DateOfBirth",localmktdate_opt_to_json x.f_RgstDtlsGrp_DateOfBirth) :: (("RegistEmail",string_opt_to_json x.f_RgstDtlsGrp_RegistEmail) :: (("NoRegistDtls",int_opt_to_json x.f_RgstDtlsGrp_NoRegistDtls) :: (("InvestorCountryOfResidence",country_opt_to_json x.f_RgstDtlsGrp_InvestorCountryOfResidence) :: (("MailingDtls",string_opt_to_json x.f_RgstDtlsGrp_MailingDtls) :: (("MailingInst",string_opt_to_json x.f_RgstDtlsGrp_MailingInst) :: (("NestedParties",rg_for_json nestedparties_to_json x.f_RgstDtlsGrp_NestedParties) :: []))))))))) ;; -let quotreqlegsgrp_to_string (d) = +let quotreqlegsgrp_to_string (_d) = "" ;; @@ -663,7 +663,7 @@ let quotreqlegsgrp_to_json (x) : json = assoc_filter_nulls (("LegBenchmarkCurveData",legbenchmarkcurvedata_to_json x.f_QuotReqLegsGrp_LegBenchmarkCurveData) :: (("InstrumentLeg",instrumentleg_to_json x.f_QuotReqLegsGrp_InstrumentLeg) :: (("LegQty",float_6_opt_to_json x.f_QuotReqLegsGrp_LegQty) :: (("LegSettlDate",localmktdate_opt_to_json x.f_QuotReqLegsGrp_LegSettlDate) :: (("LegSwapType",legswaptype_opt_to_json x.f_QuotReqLegsGrp_LegSwapType) :: (("LegSettlType",char_opt_to_json x.f_QuotReqLegsGrp_LegSettlType) :: (("NoLegs",int_opt_to_json x.f_QuotReqLegsGrp_NoLegs) :: (("LegStipulations",rg_for_json legstipulations_to_json x.f_QuotReqLegsGrp_LegStipulations) :: (("NestedParties",rg_for_json nestedparties_to_json x.f_QuotReqLegsGrp_NestedParties) :: []))))))))) ;; -let preallocgrp_to_string (d) = +let preallocgrp_to_string (_d) = "" ;; @@ -671,7 +671,7 @@ let preallocgrp_to_json (x) : json = assoc_filter_nulls (("IndividualAllocID",string_opt_to_json x.f_PreAllocGrp_IndividualAllocID) :: (("NoAllocs",int_opt_to_json x.f_PreAllocGrp_NoAllocs) :: (("AllocSettlCurrency",currency_opt_to_json x.f_PreAllocGrp_AllocSettlCurrency) :: (("AllocQty",float_6_opt_to_json x.f_PreAllocGrp_AllocQty) :: (("AllocAcctIDSource",int_opt_to_json x.f_PreAllocGrp_AllocAcctIDSource) :: (("AllocAccount",string_opt_to_json x.f_PreAllocGrp_AllocAccount) :: (("NestedParties",rg_for_json nestedparties_to_json x.f_PreAllocGrp_NestedParties) :: []))))))) ;; -let dlvyinstgrp_to_string (d) = +let dlvyinstgrp_to_string (_d) = "" ;; @@ -679,7 +679,7 @@ let dlvyinstgrp_to_json (x) : json = assoc_filter_nulls (("DlvyInstType",dlvyinsttype_opt_to_json x.f_DlvyInstGrp_DlvyInstType) :: (("NoDlvyInst",int_opt_to_json x.f_DlvyInstGrp_NoDlvyInst) :: (("SettlInstSource",settlinstsource_opt_to_json x.f_DlvyInstGrp_SettlInstSource) :: (("SettlParties",rg_for_json settlparties_to_json x.f_DlvyInstGrp_SettlParties) :: [])))) ;; -let legpreallocgrp_to_string (d) = +let legpreallocgrp_to_string (_d) = "" ;; @@ -687,7 +687,7 @@ let legpreallocgrp_to_json (x) : json = assoc_filter_nulls (("LegAllocAcctIDSource",string_opt_to_json x.f_LegPreAllocGrp_LegAllocAcctIDSource) :: (("LegIndividualAllocID",string_opt_to_json x.f_LegPreAllocGrp_LegIndividualAllocID) :: (("LegAllocQty",float_6_opt_to_json x.f_LegPreAllocGrp_LegAllocQty) :: (("NoLegAllocs",int_opt_to_json x.f_LegPreAllocGrp_NoLegAllocs) :: (("LegSettlCurrency",currency_opt_to_json x.f_LegPreAllocGrp_LegSettlCurrency) :: (("LegAllocAccount",string_opt_to_json x.f_LegPreAllocGrp_LegAllocAccount) :: (("NestedParties2",rg_for_json nestedparties2_to_json x.f_LegPreAllocGrp_NestedParties2) :: []))))))) ;; -let trdallocgrp_to_string (d) = +let trdallocgrp_to_string (_d) = "" ;; @@ -695,7 +695,7 @@ let trdallocgrp_to_json (x) : json = assoc_filter_nulls (("IndividualAllocID",string_opt_to_json x.f_TrdAllocGrp_IndividualAllocID) :: (("NoAllocs",int_opt_to_json x.f_TrdAllocGrp_NoAllocs) :: (("AllocSettlCurrency",currency_opt_to_json x.f_TrdAllocGrp_AllocSettlCurrency) :: (("AllocQty",float_6_opt_to_json x.f_TrdAllocGrp_AllocQty) :: (("AllocAcctIDSource",int_opt_to_json x.f_TrdAllocGrp_AllocAcctIDSource) :: (("AllocAccount",string_opt_to_json x.f_TrdAllocGrp_AllocAccount) :: (("NestedParties2",rg_for_json nestedparties2_to_json x.f_TrdAllocGrp_NestedParties2) :: []))))))) ;; -let ordallocgrp_to_string (d) = +let ordallocgrp_to_string (_d) = "" ;; @@ -703,7 +703,7 @@ let ordallocgrp_to_json (x) : json = assoc_filter_nulls (("OrderBookingQty",float_6_opt_to_json x.f_OrdAllocGrp_OrderBookingQty) :: (("ListID",string_opt_to_json x.f_OrdAllocGrp_ListID) :: (("NoOrders",int_opt_to_json x.f_OrdAllocGrp_NoOrders) :: (("SecondaryOrderID",string_opt_to_json x.f_OrdAllocGrp_SecondaryOrderID) :: (("ClOrdID",string_opt_to_json x.f_OrdAllocGrp_ClOrdID) :: (("OrderAvgPx",float_6_opt_to_json x.f_OrdAllocGrp_OrderAvgPx) :: (("OrderQty",float_6_opt_to_json x.f_OrdAllocGrp_OrderQty) :: (("SecondaryClOrdID",string_opt_to_json x.f_OrdAllocGrp_SecondaryClOrdID) :: (("OrderID",string_opt_to_json x.f_OrdAllocGrp_OrderID) :: (("NestedParties2",rg_for_json nestedparties2_to_json x.f_OrdAllocGrp_NestedParties2) :: [])))))))))) ;; -let trdcaprptsidegrp_to_string (d) = +let trdcaprptsidegrp_to_string (_d) = "" ;; @@ -711,7 +711,7 @@ let trdcaprptsidegrp_to_json (x) : json = assoc_filter_nulls (("CommissionData",commissiondata_to_json x.f_TrdCapRptSideGrp_CommissionData) :: (("TransBkdTime",utctimestamp_opt_to_json x.f_TrdCapRptSideGrp_TransBkdTime) :: (("SolicitedFlag",solicitedflag_opt_to_json x.f_TrdCapRptSideGrp_SolicitedFlag) :: (("OrderCapacity",ordercapacity_opt_to_json x.f_TrdCapRptSideGrp_OrderCapacity) :: (("OrdType",ordtype_opt_to_json x.f_TrdCapRptSideGrp_OrdType) :: (("SecondaryOrderID",string_opt_to_json x.f_TrdCapRptSideGrp_SecondaryOrderID) :: (("TradeInputSource",string_opt_to_json x.f_TrdCapRptSideGrp_TradeInputSource) :: (("SecondaryClOrdID",string_opt_to_json x.f_TrdCapRptSideGrp_SecondaryClOrdID) :: (("AccountType",accounttype_opt_to_json x.f_TrdCapRptSideGrp_AccountType) :: (("ProcessCode",processcode_opt_to_json x.f_TrdCapRptSideGrp_ProcessCode) :: (("AccruedInterestAmt",float_6_opt_to_json x.f_TrdCapRptSideGrp_AccruedInterestAmt) :: (("Concession",float_6_opt_to_json x.f_TrdCapRptSideGrp_Concession) :: (("TimeBracket",string_opt_to_json x.f_TrdCapRptSideGrp_TimeBracket) :: (("OddLot",oddlot_opt_to_json x.f_TrdCapRptSideGrp_OddLot) :: (("Account",string_opt_to_json x.f_TrdCapRptSideGrp_Account) :: (("AcctIDSource",acctidsource_opt_to_json x.f_TrdCapRptSideGrp_AcctIDSource) :: (("PreallocMethod",preallocmethod_opt_to_json x.f_TrdCapRptSideGrp_PreallocMethod) :: (("OrderID",string_opt_to_json x.f_TrdCapRptSideGrp_OrderID) :: (("Side",side_opt_to_json x.f_TrdCapRptSideGrp_Side) :: (("EncodedTextLen",int_opt_to_json x.f_TrdCapRptSideGrp_EncodedTextLen) :: (("AccruedInterestRate",float_6_opt_to_json x.f_TrdCapRptSideGrp_AccruedInterestRate) :: (("InterestAtMaturity",float_6_opt_to_json x.f_TrdCapRptSideGrp_InterestAtMaturity) :: (("NetMoney",float_6_opt_to_json x.f_TrdCapRptSideGrp_NetMoney) :: (("ComplianceID",string_opt_to_json x.f_TrdCapRptSideGrp_ComplianceID) :: (("ExDate",localmktdate_opt_to_json x.f_TrdCapRptSideGrp_ExDate) :: (("OrderInputDevice",string_opt_to_json x.f_TrdCapRptSideGrp_OrderInputDevice) :: (("ExecInst",execinst_opt_to_json x.f_TrdCapRptSideGrp_ExecInst) :: (("TradeAllocIndicator",tradeallocindicator_opt_to_json x.f_TrdCapRptSideGrp_TradeAllocIndicator) :: (("TotalTakedown",float_6_opt_to_json x.f_TrdCapRptSideGrp_TotalTakedown) :: (("SettlCurrAmt",float_6_opt_to_json x.f_TrdCapRptSideGrp_SettlCurrAmt) :: (("CustOrderCapacity",custordercapacity_opt_to_json x.f_TrdCapRptSideGrp_CustOrderCapacity) :: (("ClOrdID",string_opt_to_json x.f_TrdCapRptSideGrp_ClOrdID) :: (("EndCash",float_6_opt_to_json x.f_TrdCapRptSideGrp_EndCash) :: (("StartCash",float_6_opt_to_json x.f_TrdCapRptSideGrp_StartCash) :: (("Text",string_opt_to_json x.f_TrdCapRptSideGrp_Text) :: (("SideMultiLegReportingType",sidemultilegreportingtype_opt_to_json x.f_TrdCapRptSideGrp_SideMultiLegReportingType) :: (("TradingSessionSubID",string_opt_to_json x.f_TrdCapRptSideGrp_TradingSessionSubID) :: (("GrossTradeAmt",float_6_opt_to_json x.f_TrdCapRptSideGrp_GrossTradeAmt) :: (("ListID",string_opt_to_json x.f_TrdCapRptSideGrp_ListID) :: (("TradeInputDevice",string_opt_to_json x.f_TrdCapRptSideGrp_TradeInputDevice) :: (("OrderRestrictions",orderrestrictions_opt_to_json x.f_TrdCapRptSideGrp_OrderRestrictions) :: (("SettlCurrFxRate",float_opt_to_json x.f_TrdCapRptSideGrp_SettlCurrFxRate) :: (("NumDaysInterest",int_opt_to_json x.f_TrdCapRptSideGrp_NumDaysInterest) :: (("SettlCurrFxRateCalc",settlcurrfxratecalc_opt_to_json x.f_TrdCapRptSideGrp_SettlCurrFxRateCalc) :: (("EncodedText",string_opt_to_json x.f_TrdCapRptSideGrp_EncodedText) :: (("NoSides",int_opt_to_json x.f_TrdCapRptSideGrp_NoSides) :: (("AllocID",string_opt_to_json x.f_TrdCapRptSideGrp_AllocID) :: (("TradingSessionID",string_opt_to_json x.f_TrdCapRptSideGrp_TradingSessionID) :: (("EndAccruedInterestAmt",float_6_opt_to_json x.f_TrdCapRptSideGrp_EndAccruedInterestAmt) :: (("SettlCurrency",currency_opt_to_json x.f_TrdCapRptSideGrp_SettlCurrency) :: (("PositionEffect",positioneffect_opt_to_json x.f_TrdCapRptSideGrp_PositionEffect) :: (("Currency",currency_opt_to_json x.f_TrdCapRptSideGrp_Currency) :: (("ExchangeRule",string_opt_to_json x.f_TrdCapRptSideGrp_ExchangeRule) :: (("Stipulations",rg_for_json stipulations_to_json x.f_TrdCapRptSideGrp_Stipulations) :: (("ContAmtGrp",rg_for_json contamtgrp_to_json x.f_TrdCapRptSideGrp_ContAmtGrp) :: (("MiscFeesGrp",rg_for_json miscfeesgrp_to_json x.f_TrdCapRptSideGrp_MiscFeesGrp) :: (("ClrInstGrp",rg_for_json clrinstgrp_to_json x.f_TrdCapRptSideGrp_ClrInstGrp) :: (("TrdAllocGrp",rg_for_json trdallocgrp_to_json x.f_TrdCapRptSideGrp_TrdAllocGrp) :: (("Parties",rg_for_json parties_to_json x.f_TrdCapRptSideGrp_Parties) :: []))))))))))))))))))))))))))))))))))))))))))))))))))))))))))) ;; -let legordgrp_to_string (d) = +let legordgrp_to_string (_d) = "" ;; @@ -719,7 +719,7 @@ let legordgrp_to_json (x) : json = assoc_filter_nulls (("InstrumentLeg",instrumentleg_to_json x.f_LegOrdGrp_InstrumentLeg) :: (("LegQty",float_6_opt_to_json x.f_LegOrdGrp_LegQty) :: (("LegPositionEffect",char_opt_to_json x.f_LegOrdGrp_LegPositionEffect) :: (("LegSettlType",char_opt_to_json x.f_LegOrdGrp_LegSettlType) :: (("LegPrice",float_6_opt_to_json x.f_LegOrdGrp_LegPrice) :: (("LegRefID",string_opt_to_json x.f_LegOrdGrp_LegRefID) :: (("LegSettlDate",localmktdate_opt_to_json x.f_LegOrdGrp_LegSettlDate) :: (("LegSwapType",legswaptype_opt_to_json x.f_LegOrdGrp_LegSwapType) :: (("LegCoveredOrUncovered",int_opt_to_json x.f_LegOrdGrp_LegCoveredOrUncovered) :: (("NoLegs",int_opt_to_json x.f_LegOrdGrp_NoLegs) :: (("LegStipulations",rg_for_json legstipulations_to_json x.f_LegOrdGrp_LegStipulations) :: (("LegPreAllocGrp",rg_for_json legpreallocgrp_to_json x.f_LegOrdGrp_LegPreAllocGrp) :: (("NestedParties",rg_for_json nestedparties_to_json x.f_LegOrdGrp_NestedParties) :: []))))))))))))) ;; -let settlinstructionsdata_to_string (d) = +let settlinstructionsdata_to_string (_d) = "" ;; @@ -727,7 +727,7 @@ let settlinstructionsdata_to_json (x) : json = assoc_filter_nulls (("SettlDeliveryType",settldeliverytype_opt_to_json x.f_SettlInstructionsData_SettlDeliveryType) :: (("StandInstDbID",string_opt_to_json x.f_SettlInstructionsData_StandInstDbID) :: (("StandInstDbName",string_opt_to_json x.f_SettlInstructionsData_StandInstDbName) :: (("StandInstDbType",standinstdbtype_opt_to_json x.f_SettlInstructionsData_StandInstDbType) :: (("DlvyInstGrp",rg_for_json dlvyinstgrp_to_json x.f_SettlInstructionsData_DlvyInstGrp) :: []))))) ;; -let sidecrossordmodgrp_to_string (d) = +let sidecrossordmodgrp_to_string (_d) = "" ;; @@ -735,7 +735,7 @@ let sidecrossordmodgrp_to_json (x) : json = assoc_filter_nulls (("CommissionData",commissiondata_to_json x.f_SideCrossOrdModGrp_CommissionData) :: (("OrderQtyData",orderqtydata_to_json x.f_SideCrossOrdModGrp_OrderQtyData) :: (("SolicitedFlag",solicitedflag_opt_to_json x.f_SideCrossOrdModGrp_SolicitedFlag) :: (("OrderCapacity",ordercapacity_opt_to_json x.f_SideCrossOrdModGrp_OrderCapacity) :: (("CustOrderCapacity",custordercapacity_opt_to_json x.f_SideCrossOrdModGrp_CustOrderCapacity) :: (("CashMargin",cashmargin_opt_to_json x.f_SideCrossOrdModGrp_CashMargin) :: (("SideComplianceID",string_opt_to_json x.f_SideCrossOrdModGrp_SideComplianceID) :: (("ClOrdID",string_opt_to_json x.f_SideCrossOrdModGrp_ClOrdID) :: (("Text",string_opt_to_json x.f_SideCrossOrdModGrp_Text) :: (("SecondaryClOrdID",string_opt_to_json x.f_SideCrossOrdModGrp_SecondaryClOrdID) :: (("AccountType",accounttype_opt_to_json x.f_SideCrossOrdModGrp_AccountType) :: (("DayBookingInst",daybookinginst_opt_to_json x.f_SideCrossOrdModGrp_DayBookingInst) :: (("QtyType",qtytype_opt_to_json x.f_SideCrossOrdModGrp_QtyType) :: (("ClearingFeeIndicator",clearingfeeindicator_opt_to_json x.f_SideCrossOrdModGrp_ClearingFeeIndicator) :: (("OrderRestrictions",orderrestrictions_opt_to_json x.f_SideCrossOrdModGrp_OrderRestrictions) :: (("CoveredOrUncovered",coveredoruncovered_opt_to_json x.f_SideCrossOrdModGrp_CoveredOrUncovered) :: (("Account",string_opt_to_json x.f_SideCrossOrdModGrp_Account) :: (("AcctIDSource",acctidsource_opt_to_json x.f_SideCrossOrdModGrp_AcctIDSource) :: (("PreallocMethod",preallocmethod_opt_to_json x.f_SideCrossOrdModGrp_PreallocMethod) :: (("EncodedText",string_opt_to_json x.f_SideCrossOrdModGrp_EncodedText) :: (("NoSides",int_opt_to_json x.f_SideCrossOrdModGrp_NoSides) :: (("TradeOriginationDate",localmktdate_opt_to_json x.f_SideCrossOrdModGrp_TradeOriginationDate) :: (("AllocID",string_opt_to_json x.f_SideCrossOrdModGrp_AllocID) :: (("Side",side_opt_to_json x.f_SideCrossOrdModGrp_Side) :: (("EncodedTextLen",int_opt_to_json x.f_SideCrossOrdModGrp_EncodedTextLen) :: (("BookingUnit",bookingunit_opt_to_json x.f_SideCrossOrdModGrp_BookingUnit) :: (("ForexReq",forexreq_opt_to_json x.f_SideCrossOrdModGrp_ForexReq) :: (("SettlCurrency",currency_opt_to_json x.f_SideCrossOrdModGrp_SettlCurrency) :: (("PositionEffect",positioneffect_opt_to_json x.f_SideCrossOrdModGrp_PositionEffect) :: (("ClOrdLinkID",string_opt_to_json x.f_SideCrossOrdModGrp_ClOrdLinkID) :: (("TradeDate",localmktdate_opt_to_json x.f_SideCrossOrdModGrp_TradeDate) :: (("BookingType",bookingtype_opt_to_json x.f_SideCrossOrdModGrp_BookingType) :: (("Parties",rg_for_json parties_to_json x.f_SideCrossOrdModGrp_Parties) :: (("PreAllocGrp",rg_for_json preallocgrp_to_json x.f_SideCrossOrdModGrp_PreAllocGrp) :: [])))))))))))))))))))))))))))))))))) ;; -let quotentrygrp_to_string (d) = +let quotentrygrp_to_string (_d) = "" ;; @@ -743,7 +743,7 @@ let quotentrygrp_to_json (x) : json = assoc_filter_nulls (("Instrument",instrument_to_json x.f_QuotEntryGrp_Instrument) :: (("MidYield",float_6_opt_to_json x.f_QuotEntryGrp_MidYield) :: (("MidPx",float_6_opt_to_json x.f_QuotEntryGrp_MidPx) :: (("ValidUntilTime",utctimestamp_opt_to_json x.f_QuotEntryGrp_ValidUntilTime) :: (("OrdType",ordtype_opt_to_json x.f_QuotEntryGrp_OrdType) :: (("BidForwardPoints2",float_6_opt_to_json x.f_QuotEntryGrp_BidForwardPoints2) :: (("OfferSpotRate",float_6_opt_to_json x.f_QuotEntryGrp_OfferSpotRate) :: (("OfferYield",float_6_opt_to_json x.f_QuotEntryGrp_OfferYield) :: (("BidForwardPoints",float_6_opt_to_json x.f_QuotEntryGrp_BidForwardPoints) :: (("TradingSessionSubID",string_opt_to_json x.f_QuotEntryGrp_TradingSessionSubID) :: (("BidSpotRate",float_6_opt_to_json x.f_QuotEntryGrp_BidSpotRate) :: (("OfferPx",float_6_opt_to_json x.f_QuotEntryGrp_OfferPx) :: (("OfferSize",float_6_opt_to_json x.f_QuotEntryGrp_OfferSize) :: (("TradingSessionID",string_opt_to_json x.f_QuotEntryGrp_TradingSessionID) :: (("SettlDate2",localmktdate_opt_to_json x.f_QuotEntryGrp_SettlDate2) :: (("BidSize",float_6_opt_to_json x.f_QuotEntryGrp_BidSize) :: (("TransactTime",utctimestamp_opt_to_json x.f_QuotEntryGrp_TransactTime) :: (("OrderQty2",float_6_opt_to_json x.f_QuotEntryGrp_OrderQty2) :: (("Currency",currency_opt_to_json x.f_QuotEntryGrp_Currency) :: (("QuoteEntryID",string_opt_to_json x.f_QuotEntryGrp_QuoteEntryID) :: (("BidPx",float_6_opt_to_json x.f_QuotEntryGrp_BidPx) :: (("BidYield",float_6_opt_to_json x.f_QuotEntryGrp_BidYield) :: (("SettlDate",localmktdate_opt_to_json x.f_QuotEntryGrp_SettlDate) :: (("OfferForwardPoints",float_6_opt_to_json x.f_QuotEntryGrp_OfferForwardPoints) :: (("OfferForwardPoints2",float_6_opt_to_json x.f_QuotEntryGrp_OfferForwardPoints2) :: (("NoQuoteEntries",int_opt_to_json x.f_QuotEntryGrp_NoQuoteEntries) :: (("InstrmtLegGrp",rg_for_json instrmtleggrp_to_json x.f_QuotEntryGrp_InstrmtLegGrp) :: []))))))))))))))))))))))))))) ;; -let quotentryackgrp_to_string (d) = +let quotentryackgrp_to_string (_d) = "" ;; @@ -751,7 +751,7 @@ let quotentryackgrp_to_json (x) : json = assoc_filter_nulls (("Instrument",instrument_to_json x.f_QuotEntryAckGrp_Instrument) :: (("MidYield",float_6_opt_to_json x.f_QuotEntryAckGrp_MidYield) :: (("MidPx",float_6_opt_to_json x.f_QuotEntryAckGrp_MidPx) :: (("ValidUntilTime",utctimestamp_opt_to_json x.f_QuotEntryAckGrp_ValidUntilTime) :: (("OrdType",ordtype_opt_to_json x.f_QuotEntryAckGrp_OrdType) :: (("BidForwardPoints2",float_6_opt_to_json x.f_QuotEntryAckGrp_BidForwardPoints2) :: (("OfferSpotRate",float_6_opt_to_json x.f_QuotEntryAckGrp_OfferSpotRate) :: (("OfferYield",float_6_opt_to_json x.f_QuotEntryAckGrp_OfferYield) :: (("BidForwardPoints",float_6_opt_to_json x.f_QuotEntryAckGrp_BidForwardPoints) :: (("TradingSessionSubID",string_opt_to_json x.f_QuotEntryAckGrp_TradingSessionSubID) :: (("BidSpotRate",float_6_opt_to_json x.f_QuotEntryAckGrp_BidSpotRate) :: (("OfferPx",float_6_opt_to_json x.f_QuotEntryAckGrp_OfferPx) :: (("OfferSize",float_6_opt_to_json x.f_QuotEntryAckGrp_OfferSize) :: (("TradingSessionID",string_opt_to_json x.f_QuotEntryAckGrp_TradingSessionID) :: (("SettlDate2",localmktdate_opt_to_json x.f_QuotEntryAckGrp_SettlDate2) :: (("BidSize",float_6_opt_to_json x.f_QuotEntryAckGrp_BidSize) :: (("TransactTime",utctimestamp_opt_to_json x.f_QuotEntryAckGrp_TransactTime) :: (("QuoteEntryRejectReason",int_opt_to_json x.f_QuotEntryAckGrp_QuoteEntryRejectReason) :: (("OrderQty2",float_6_opt_to_json x.f_QuotEntryAckGrp_OrderQty2) :: (("Currency",currency_opt_to_json x.f_QuotEntryAckGrp_Currency) :: (("QuoteEntryID",string_opt_to_json x.f_QuotEntryAckGrp_QuoteEntryID) :: (("BidPx",float_6_opt_to_json x.f_QuotEntryAckGrp_BidPx) :: (("BidYield",float_6_opt_to_json x.f_QuotEntryAckGrp_BidYield) :: (("SettlDate",localmktdate_opt_to_json x.f_QuotEntryAckGrp_SettlDate) :: (("OfferForwardPoints",float_6_opt_to_json x.f_QuotEntryAckGrp_OfferForwardPoints) :: (("OfferForwardPoints2",float_6_opt_to_json x.f_QuotEntryAckGrp_OfferForwardPoints2) :: (("NoQuoteEntries",int_opt_to_json x.f_QuotEntryAckGrp_NoQuoteEntries) :: (("InstrmtLegGrp",rg_for_json instrmtleggrp_to_json x.f_QuotEntryAckGrp_InstrmtLegGrp) :: [])))))))))))))))))))))))))))) ;; -let relsymderivsecgrp_to_string (d) = +let relsymderivsecgrp_to_string (_d) = "" ;; @@ -759,7 +759,7 @@ let relsymderivsecgrp_to_json (x) : json = assoc_filter_nulls (("Instrument",instrument_to_json x.f_RelSymDerivSecGrp_Instrument) :: (("InstrumentExtension",instrumentextension_to_json x.f_RelSymDerivSecGrp_InstrumentExtension) :: (("TradingSessionSubID",string_opt_to_json x.f_RelSymDerivSecGrp_TradingSessionSubID) :: (("ExpirationCycle",expirationcycle_opt_to_json x.f_RelSymDerivSecGrp_ExpirationCycle) :: (("EncodedTextLen",int_opt_to_json x.f_RelSymDerivSecGrp_EncodedTextLen) :: (("Currency",currency_opt_to_json x.f_RelSymDerivSecGrp_Currency) :: (("NoRelatedSym",int_opt_to_json x.f_RelSymDerivSecGrp_NoRelatedSym) :: (("EncodedText",string_opt_to_json x.f_RelSymDerivSecGrp_EncodedText) :: (("TradingSessionID",string_opt_to_json x.f_RelSymDerivSecGrp_TradingSessionID) :: (("Text",string_opt_to_json x.f_RelSymDerivSecGrp_Text) :: (("InstrmtLegGrp",rg_for_json instrmtleggrp_to_json x.f_RelSymDerivSecGrp_InstrmtLegGrp) :: []))))))))))) ;; -let rfqreqgrp_to_string (d) = +let rfqreqgrp_to_string (_d) = "" ;; @@ -767,7 +767,7 @@ let rfqreqgrp_to_json (x) : json = assoc_filter_nulls (("Instrument",instrument_to_json x.f_RFQReqGrp_Instrument) :: (("TradingSessionSubID",string_opt_to_json x.f_RFQReqGrp_TradingSessionSubID) :: (("NoRelatedSym",int_opt_to_json x.f_RFQReqGrp_NoRelatedSym) :: (("QuoteType",quotetype_opt_to_json x.f_RFQReqGrp_QuoteType) :: (("PrevClosePx",float_6_opt_to_json x.f_RFQReqGrp_PrevClosePx) :: (("QuoteRequestType",quoterequesttype_opt_to_json x.f_RFQReqGrp_QuoteRequestType) :: (("TradingSessionID",string_opt_to_json x.f_RFQReqGrp_TradingSessionID) :: (("UndInstrmtGrp",rg_for_json undinstrmtgrp_to_json x.f_RFQReqGrp_UndInstrmtGrp) :: (("InstrmtLegGrp",rg_for_json instrmtleggrp_to_json x.f_RFQReqGrp_InstrmtLegGrp) :: []))))))))) ;; -let quotcxlentriesgrp_to_string (d) = +let quotcxlentriesgrp_to_string (_d) = "" ;; @@ -775,7 +775,7 @@ let quotcxlentriesgrp_to_json (x) : json = assoc_filter_nulls (("FinancingDetails",financingdetails_to_json x.f_QuotCxlEntriesGrp_FinancingDetails) :: (("Instrument",instrument_to_json x.f_QuotCxlEntriesGrp_Instrument) :: (("NoQuoteEntries",int_opt_to_json x.f_QuotCxlEntriesGrp_NoQuoteEntries) :: (("UndInstrmtGrp",rg_for_json undinstrmtgrp_to_json x.f_QuotCxlEntriesGrp_UndInstrmtGrp) :: (("InstrmtLegGrp",rg_for_json instrmtleggrp_to_json x.f_QuotCxlEntriesGrp_InstrmtLegGrp) :: []))))) ;; -let quotreqgrp_to_string (d) = +let quotreqgrp_to_string (_d) = "" ;; @@ -783,7 +783,7 @@ let quotreqgrp_to_json (x) : json = assoc_filter_nulls (("Instrument",instrument_to_json x.f_QuotReqGrp_Instrument) :: (("FinancingDetails",financingdetails_to_json x.f_QuotReqGrp_FinancingDetails) :: (("OrderQtyData",orderqtydata_to_json x.f_QuotReqGrp_OrderQtyData) :: (("SpreadOrBenchmarkCurveData",spreadorbenchmarkcurvedata_to_json x.f_QuotReqGrp_SpreadOrBenchmarkCurveData) :: (("YieldData",yielddata_to_json x.f_QuotReqGrp_YieldData) :: (("NoRelatedSym",int_opt_to_json x.f_QuotReqGrp_NoRelatedSym) :: (("OrdType",ordtype_opt_to_json x.f_QuotReqGrp_OrdType) :: (("ValidUntilTime",utctimestamp_opt_to_json x.f_QuotReqGrp_ValidUntilTime) :: (("QuoteRequestType",quoterequesttype_opt_to_json x.f_QuotReqGrp_QuoteRequestType) :: (("AccountType",accounttype_opt_to_json x.f_QuotReqGrp_AccountType) :: (("TradingSessionSubID",string_opt_to_json x.f_QuotReqGrp_TradingSessionSubID) :: (("QtyType",qtytype_opt_to_json x.f_QuotReqGrp_QtyType) :: (("Price",float_6_opt_to_json x.f_QuotReqGrp_Price) :: (("SettlType",settltype_opt_to_json x.f_QuotReqGrp_SettlType) :: (("QuoteType",quotetype_opt_to_json x.f_QuotReqGrp_QuoteType) :: (("ExpireTime",utctimestamp_opt_to_json x.f_QuotReqGrp_ExpireTime) :: (("PriceType",pricetype_opt_to_json x.f_QuotReqGrp_PriceType) :: (("Account",string_opt_to_json x.f_QuotReqGrp_Account) :: (("AcctIDSource",acctidsource_opt_to_json x.f_QuotReqGrp_AcctIDSource) :: (("QuotePriceType",quotepricetype_opt_to_json x.f_QuotReqGrp_QuotePriceType) :: (("TradeOriginationDate",localmktdate_opt_to_json x.f_QuotReqGrp_TradeOriginationDate) :: (("TradingSessionID",string_opt_to_json x.f_QuotReqGrp_TradingSessionID) :: (("SettlDate2",localmktdate_opt_to_json x.f_QuotReqGrp_SettlDate2) :: (("TransactTime",utctimestamp_opt_to_json x.f_QuotReqGrp_TransactTime) :: (("OrderQty2",float_6_opt_to_json x.f_QuotReqGrp_OrderQty2) :: (("Side",side_opt_to_json x.f_QuotReqGrp_Side) :: (("Price2",float_6_opt_to_json x.f_QuotReqGrp_Price2) :: (("Currency",currency_opt_to_json x.f_QuotReqGrp_Currency) :: (("PrevClosePx",float_6_opt_to_json x.f_QuotReqGrp_PrevClosePx) :: (("SettlDate",localmktdate_opt_to_json x.f_QuotReqGrp_SettlDate) :: (("Stipulations",rg_for_json stipulations_to_json x.f_QuotReqGrp_Stipulations) :: (("QuotReqLegsGrp",rg_for_json quotreqlegsgrp_to_json x.f_QuotReqGrp_QuotReqLegsGrp) :: (("UndInstrmtGrp",rg_for_json undinstrmtgrp_to_json x.f_QuotReqGrp_UndInstrmtGrp) :: (("QuotQualGrp",rg_for_json quotqualgrp_to_json x.f_QuotReqGrp_QuotQualGrp) :: (("Parties",rg_for_json parties_to_json x.f_QuotReqGrp_Parties) :: []))))))))))))))))))))))))))))))))))) ;; -let quotreqrjctgrp_to_string (d) = +let quotreqrjctgrp_to_string (_d) = "" ;; @@ -791,7 +791,7 @@ let quotreqrjctgrp_to_json (x) : json = assoc_filter_nulls (("Instrument",instrument_to_json x.f_QuotReqRjctGrp_Instrument) :: (("FinancingDetails",financingdetails_to_json x.f_QuotReqRjctGrp_FinancingDetails) :: (("OrderQtyData",orderqtydata_to_json x.f_QuotReqRjctGrp_OrderQtyData) :: (("SpreadOrBenchmarkCurveData",spreadorbenchmarkcurvedata_to_json x.f_QuotReqRjctGrp_SpreadOrBenchmarkCurveData) :: (("YieldData",yielddata_to_json x.f_QuotReqRjctGrp_YieldData) :: (("NoRelatedSym",int_opt_to_json x.f_QuotReqRjctGrp_NoRelatedSym) :: (("OrdType",ordtype_opt_to_json x.f_QuotReqRjctGrp_OrdType) :: (("QuoteRequestType",quoterequesttype_opt_to_json x.f_QuotReqRjctGrp_QuoteRequestType) :: (("AccountType",accounttype_opt_to_json x.f_QuotReqRjctGrp_AccountType) :: (("TradingSessionSubID",string_opt_to_json x.f_QuotReqRjctGrp_TradingSessionSubID) :: (("QtyType",qtytype_opt_to_json x.f_QuotReqRjctGrp_QtyType) :: (("Price",float_6_opt_to_json x.f_QuotReqRjctGrp_Price) :: (("SettlType",settltype_opt_to_json x.f_QuotReqRjctGrp_SettlType) :: (("QuoteType",quotetype_opt_to_json x.f_QuotReqRjctGrp_QuoteType) :: (("ExpireTime",utctimestamp_opt_to_json x.f_QuotReqRjctGrp_ExpireTime) :: (("PriceType",pricetype_opt_to_json x.f_QuotReqRjctGrp_PriceType) :: (("Account",string_opt_to_json x.f_QuotReqRjctGrp_Account) :: (("AcctIDSource",acctidsource_opt_to_json x.f_QuotReqRjctGrp_AcctIDSource) :: (("QuotePriceType",quotepricetype_opt_to_json x.f_QuotReqRjctGrp_QuotePriceType) :: (("TradeOriginationDate",localmktdate_opt_to_json x.f_QuotReqRjctGrp_TradeOriginationDate) :: (("TradingSessionID",string_opt_to_json x.f_QuotReqRjctGrp_TradingSessionID) :: (("SettlDate2",localmktdate_opt_to_json x.f_QuotReqRjctGrp_SettlDate2) :: (("TransactTime",utctimestamp_opt_to_json x.f_QuotReqRjctGrp_TransactTime) :: (("OrderQty2",float_6_opt_to_json x.f_QuotReqRjctGrp_OrderQty2) :: (("Side",side_opt_to_json x.f_QuotReqRjctGrp_Side) :: (("Price2",float_6_opt_to_json x.f_QuotReqRjctGrp_Price2) :: (("Currency",currency_opt_to_json x.f_QuotReqRjctGrp_Currency) :: (("PrevClosePx",float_6_opt_to_json x.f_QuotReqRjctGrp_PrevClosePx) :: (("SettlDate",localmktdate_opt_to_json x.f_QuotReqRjctGrp_SettlDate) :: (("Stipulations",rg_for_json stipulations_to_json x.f_QuotReqRjctGrp_Stipulations) :: (("QuotReqLegsGrp",rg_for_json quotreqlegsgrp_to_json x.f_QuotReqRjctGrp_QuotReqLegsGrp) :: (("UndInstrmtGrp",rg_for_json undinstrmtgrp_to_json x.f_QuotReqRjctGrp_UndInstrmtGrp) :: (("QuotQualGrp",rg_for_json quotqualgrp_to_json x.f_QuotReqRjctGrp_QuotQualGrp) :: (("Parties",rg_for_json parties_to_json x.f_QuotReqRjctGrp_Parties) :: [])))))))))))))))))))))))))))))))))) ;; -let mdincgrp_to_string (d) = +let mdincgrp_to_string (_d) = "" ;; @@ -799,7 +799,7 @@ let mdincgrp_to_json (x) : json = assoc_filter_nulls (("Instrument",instrument_to_json x.f_MDIncGrp_Instrument) :: (("MDMkt",exchange_opt_to_json x.f_MDIncGrp_MDMkt) :: (("Text",string_opt_to_json x.f_MDIncGrp_Text) :: (("MDEntryTime",utctimeonly_opt_to_json x.f_MDIncGrp_MDEntryTime) :: (("TradeCondition",tradecondition_opt_to_json x.f_MDIncGrp_TradeCondition) :: (("NoMDEntries",int_opt_to_json x.f_MDIncGrp_NoMDEntries) :: (("TradingSessionSubID",string_opt_to_json x.f_MDIncGrp_TradingSessionSubID) :: (("NumberOfOrders",int_opt_to_json x.f_MDIncGrp_NumberOfOrders) :: (("MDEntrySeller",string_opt_to_json x.f_MDIncGrp_MDEntrySeller) :: (("Scope",scope_opt_to_json x.f_MDIncGrp_Scope) :: (("MDEntryID",string_opt_to_json x.f_MDIncGrp_MDEntryID) :: (("MDEntryPositionNo",int_opt_to_json x.f_MDIncGrp_MDEntryPositionNo) :: (("SellerDays",int_opt_to_json x.f_MDIncGrp_SellerDays) :: (("ExpireTime",utctimestamp_opt_to_json x.f_MDIncGrp_ExpireTime) :: (("CorporateAction",corporateaction_opt_to_json x.f_MDIncGrp_CorporateAction) :: (("DeleteReason",deletereason_opt_to_json x.f_MDIncGrp_DeleteReason) :: (("NetChgPrevDay",float_6_opt_to_json x.f_MDIncGrp_NetChgPrevDay) :: (("MDEntryPx",float_6_opt_to_json x.f_MDIncGrp_MDEntryPx) :: (("MinQty",float_6_opt_to_json x.f_MDIncGrp_MinQty) :: (("ExpireDate",localmktdate_opt_to_json x.f_MDIncGrp_ExpireDate) :: (("EncodedText",string_opt_to_json x.f_MDIncGrp_EncodedText) :: (("MDUpdateAction",mdupdateaction_opt_to_json x.f_MDIncGrp_MDUpdateAction) :: (("MDEntryDate",utcdateonly_opt_to_json x.f_MDIncGrp_MDEntryDate) :: (("TradingSessionID",string_opt_to_json x.f_MDIncGrp_TradingSessionID) :: (("FinancialStatus",financialstatus_opt_to_json x.f_MDIncGrp_FinancialStatus) :: (("OrderID",string_opt_to_json x.f_MDIncGrp_OrderID) :: (("MDEntryRefID",string_opt_to_json x.f_MDIncGrp_MDEntryRefID) :: (("OpenCloseSettlFlag",openclosesettlflag_opt_to_json x.f_MDIncGrp_OpenCloseSettlFlag) :: (("MDEntrySize",float_6_opt_to_json x.f_MDIncGrp_MDEntrySize) :: (("TickDirection",tickdirection_opt_to_json x.f_MDIncGrp_TickDirection) :: (("EncodedTextLen",int_opt_to_json x.f_MDIncGrp_EncodedTextLen) :: (("MDEntryBuyer",string_opt_to_json x.f_MDIncGrp_MDEntryBuyer) :: (("QuoteCondition",quotecondition_opt_to_json x.f_MDIncGrp_QuoteCondition) :: (("MDEntryOriginator",string_opt_to_json x.f_MDIncGrp_MDEntryOriginator) :: (("Currency",currency_opt_to_json x.f_MDIncGrp_Currency) :: (("TimeInForce",timeinforce_opt_to_json x.f_MDIncGrp_TimeInForce) :: (("PriceDelta",float_opt_to_json x.f_MDIncGrp_PriceDelta) :: (("LocationID",string_opt_to_json x.f_MDIncGrp_LocationID) :: (("QuoteEntryID",string_opt_to_json x.f_MDIncGrp_QuoteEntryID) :: (("ExecInst",execinst_opt_to_json x.f_MDIncGrp_ExecInst) :: (("DeskID",string_opt_to_json x.f_MDIncGrp_DeskID) :: (("MDEntryType",mdentrytype_opt_to_json x.f_MDIncGrp_MDEntryType) :: (("UndInstrmtGrp",rg_for_json undinstrmtgrp_to_json x.f_MDIncGrp_UndInstrmtGrp) :: (("InstrmtLegGrp",rg_for_json instrmtleggrp_to_json x.f_MDIncGrp_InstrmtLegGrp) :: [])))))))))))))))))))))))))))))))))))))))))))) ;; -let instrmtmdreqgrp_to_string (d) = +let instrmtmdreqgrp_to_string (_d) = "" ;; @@ -807,7 +807,7 @@ let instrmtmdreqgrp_to_json (x) : json = assoc_filter_nulls (("Instrument",instrument_to_json x.f_InstrmtMDReqGrp_Instrument) :: (("NoRelatedSym",int_opt_to_json x.f_InstrmtMDReqGrp_NoRelatedSym) :: (("UndInstrmtGrp",rg_for_json undinstrmtgrp_to_json x.f_InstrmtMDReqGrp_UndInstrmtGrp) :: (("InstrmtLegGrp",rg_for_json instrmtleggrp_to_json x.f_InstrmtMDReqGrp_InstrmtLegGrp) :: [])))) ;; -let listordgrp_to_string (d) = +let listordgrp_to_string (_d) = "" ;; @@ -815,7 +815,7 @@ let listordgrp_to_json (x) : json = assoc_filter_nulls (("CommissionData",commissiondata_to_json x.f_ListOrdGrp_CommissionData) :: (("OrderQtyData",orderqtydata_to_json x.f_ListOrdGrp_OrderQtyData) :: (("SpreadOrBenchmarkCurveData",spreadorbenchmarkcurvedata_to_json x.f_ListOrdGrp_SpreadOrBenchmarkCurveData) :: (("YieldData",yielddata_to_json x.f_ListOrdGrp_YieldData) :: (("Instrument",instrument_to_json x.f_ListOrdGrp_Instrument) :: (("PegInstructions",peginstructions_to_json x.f_ListOrdGrp_PegInstructions) :: (("DiscretionInstructions",discretioninstructions_to_json x.f_ListOrdGrp_DiscretionInstructions) :: (("SolicitedFlag",solicitedflag_opt_to_json x.f_ListOrdGrp_SolicitedFlag) :: (("OrderCapacity",ordercapacity_opt_to_json x.f_ListOrdGrp_OrderCapacity) :: (("SideValueInd",sidevalueind_opt_to_json x.f_ListOrdGrp_SideValueInd) :: (("OrdType",ordtype_opt_to_json x.f_ListOrdGrp_OrdType) :: (("MaxShow",float_6_opt_to_json x.f_ListOrdGrp_MaxShow) :: (("SecondaryClOrdID",string_opt_to_json x.f_ListOrdGrp_SecondaryClOrdID) :: (("AccountType",accounttype_opt_to_json x.f_ListOrdGrp_AccountType) :: (("MaxFloor",float_6_opt_to_json x.f_ListOrdGrp_MaxFloor) :: (("ProcessCode",processcode_opt_to_json x.f_ListOrdGrp_ProcessCode) :: (("TargetStrategy",targetstrategy_opt_to_json x.f_ListOrdGrp_TargetStrategy) :: (("QtyType",qtytype_opt_to_json x.f_ListOrdGrp_QtyType) :: (("ClearingFeeIndicator",clearingfeeindicator_opt_to_json x.f_ListOrdGrp_ClearingFeeIndicator) :: (("GTBookingInst",gtbookinginst_opt_to_json x.f_ListOrdGrp_GTBookingInst) :: (("ExDestination",exchange_opt_to_json x.f_ListOrdGrp_ExDestination) :: (("PriceType",pricetype_opt_to_json x.f_ListOrdGrp_PriceType) :: (("Account",string_opt_to_json x.f_ListOrdGrp_Account) :: (("AcctIDSource",acctidsource_opt_to_json x.f_ListOrdGrp_AcctIDSource) :: (("EffectiveTime",utctimestamp_opt_to_json x.f_ListOrdGrp_EffectiveTime) :: (("MinQty",float_6_opt_to_json x.f_ListOrdGrp_MinQty) :: (("PreallocMethod",preallocmethod_opt_to_json x.f_ListOrdGrp_PreallocMethod) :: (("ExpireDate",localmktdate_opt_to_json x.f_ListOrdGrp_ExpireDate) :: (("TradeOriginationDate",localmktdate_opt_to_json x.f_ListOrdGrp_TradeOriginationDate) :: (("SettlDate2",localmktdate_opt_to_json x.f_ListOrdGrp_SettlDate2) :: (("TransactTime",utctimestamp_opt_to_json x.f_ListOrdGrp_TransactTime) :: (("OrderQty2",float_6_opt_to_json x.f_ListOrdGrp_OrderQty2) :: (("Side",side_opt_to_json x.f_ListOrdGrp_Side) :: (("EncodedTextLen",int_opt_to_json x.f_ListOrdGrp_EncodedTextLen) :: (("ParticipationRate",float_6_opt_to_json x.f_ListOrdGrp_ParticipationRate) :: (("Price2",float_6_opt_to_json x.f_ListOrdGrp_Price2) :: (("ForexReq",forexreq_opt_to_json x.f_ListOrdGrp_ForexReq) :: (("TimeInForce",timeinforce_opt_to_json x.f_ListOrdGrp_TimeInForce) :: (("ComplianceID",string_opt_to_json x.f_ListOrdGrp_ComplianceID) :: (("ClOrdLinkID",string_opt_to_json x.f_ListOrdGrp_ClOrdLinkID) :: (("PrevClosePx",float_6_opt_to_json x.f_ListOrdGrp_PrevClosePx) :: (("ExecInst",execinst_opt_to_json x.f_ListOrdGrp_ExecInst) :: (("BookingType",bookingtype_opt_to_json x.f_ListOrdGrp_BookingType) :: (("Designation",string_opt_to_json x.f_ListOrdGrp_Designation) :: (("SettlInstMode",settlinstmode_opt_to_json x.f_ListOrdGrp_SettlInstMode) :: (("QuoteID",string_opt_to_json x.f_ListOrdGrp_QuoteID) :: (("LocateReqd",locatereqd_opt_to_json x.f_ListOrdGrp_LocateReqd) :: (("CustOrderCapacity",custordercapacity_opt_to_json x.f_ListOrdGrp_CustOrderCapacity) :: (("CashMargin",cashmargin_opt_to_json x.f_ListOrdGrp_CashMargin) :: (("ClOrdID",string_opt_to_json x.f_ListOrdGrp_ClOrdID) :: (("Text",string_opt_to_json x.f_ListOrdGrp_Text) :: (("ListSeqNo",int_opt_to_json x.f_ListOrdGrp_ListSeqNo) :: (("DayBookingInst",daybookinginst_opt_to_json x.f_ListOrdGrp_DayBookingInst) :: (("StopPx",float_6_opt_to_json x.f_ListOrdGrp_StopPx) :: (("TargetStrategyParameters",string_opt_to_json x.f_ListOrdGrp_TargetStrategyParameters) :: (("Price",float_6_opt_to_json x.f_ListOrdGrp_Price) :: (("SettlType",settltype_opt_to_json x.f_ListOrdGrp_SettlType) :: (("ExpireTime",utctimestamp_opt_to_json x.f_ListOrdGrp_ExpireTime) :: (("OrderRestrictions",orderrestrictions_opt_to_json x.f_ListOrdGrp_OrderRestrictions) :: (("CoveredOrUncovered",coveredoruncovered_opt_to_json x.f_ListOrdGrp_CoveredOrUncovered) :: (("EncodedText",string_opt_to_json x.f_ListOrdGrp_EncodedText) :: (("AllocID",string_opt_to_json x.f_ListOrdGrp_AllocID) :: (("BookingUnit",bookingunit_opt_to_json x.f_ListOrdGrp_BookingUnit) :: (("IOIID",string_opt_to_json x.f_ListOrdGrp_IOIID) :: (("SettlCurrency",currency_opt_to_json x.f_ListOrdGrp_SettlCurrency) :: (("PositionEffect",positioneffect_opt_to_json x.f_ListOrdGrp_PositionEffect) :: (("NoOrders",int_opt_to_json x.f_ListOrdGrp_NoOrders) :: (("Currency",currency_opt_to_json x.f_ListOrdGrp_Currency) :: (("SettlDate",localmktdate_opt_to_json x.f_ListOrdGrp_SettlDate) :: (("TradeDate",localmktdate_opt_to_json x.f_ListOrdGrp_TradeDate) :: (("HandlInst",handlinst_opt_to_json x.f_ListOrdGrp_HandlInst) :: (("Stipulations",rg_for_json stipulations_to_json x.f_ListOrdGrp_Stipulations) :: (("UndInstrmtGrp",rg_for_json undinstrmtgrp_to_json x.f_ListOrdGrp_UndInstrmtGrp) :: (("PreAllocGrp",rg_for_json preallocgrp_to_json x.f_ListOrdGrp_PreAllocGrp) :: (("TrdgSesGrp",rg_for_json trdgsesgrp_to_json x.f_ListOrdGrp_TrdgSesGrp) :: (("Parties",rg_for_json parties_to_json x.f_ListOrdGrp_Parties) :: [])))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))) ;; -let seclistgrp_to_string (d) = +let seclistgrp_to_string (_d) = "" ;; @@ -823,7 +823,7 @@ let seclistgrp_to_json (x) : json = assoc_filter_nulls (("FinancingDetails",financingdetails_to_json x.f_SecListGrp_FinancingDetails) :: (("InstrumentExtension",instrumentextension_to_json x.f_SecListGrp_InstrumentExtension) :: (("SpreadOrBenchmarkCurveData",spreadorbenchmarkcurvedata_to_json x.f_SecListGrp_SpreadOrBenchmarkCurveData) :: (("Instrument",instrument_to_json x.f_SecListGrp_Instrument) :: (("YieldData",yielddata_to_json x.f_SecListGrp_YieldData) :: (("NoRelatedSym",int_opt_to_json x.f_SecListGrp_NoRelatedSym) :: (("EncodedText",string_opt_to_json x.f_SecListGrp_EncodedText) :: (("TradingSessionID",string_opt_to_json x.f_SecListGrp_TradingSessionID) :: (("Text",string_opt_to_json x.f_SecListGrp_Text) :: (("MinTradeVol",float_6_opt_to_json x.f_SecListGrp_MinTradeVol) :: (("TradingSessionSubID",string_opt_to_json x.f_SecListGrp_TradingSessionSubID) :: (("ExpirationCycle",expirationcycle_opt_to_json x.f_SecListGrp_ExpirationCycle) :: (("EncodedTextLen",int_opt_to_json x.f_SecListGrp_EncodedTextLen) :: (("RoundLot",float_6_opt_to_json x.f_SecListGrp_RoundLot) :: (("Currency",currency_opt_to_json x.f_SecListGrp_Currency) :: (("UndInstrmtGrp",rg_for_json undinstrmtgrp_to_json x.f_SecListGrp_UndInstrmtGrp) :: (("InstrmtLegSecListGrp",rg_for_json instrmtlegseclistgrp_to_json x.f_SecListGrp_InstrmtLegSecListGrp) :: (("Stipulations",rg_for_json stipulations_to_json x.f_SecListGrp_Stipulations) :: [])))))))))))))))))) ;; -let quotsetackgrp_to_string (d) = +let quotsetackgrp_to_string (_d) = "" ;; @@ -831,7 +831,7 @@ let quotsetackgrp_to_json (x) : json = assoc_filter_nulls (("UnderlyingInstrument",underlyinginstrument_to_json x.f_QuotSetAckGrp_UnderlyingInstrument) :: (("QuoteSetID",string_opt_to_json x.f_QuotSetAckGrp_QuoteSetID) :: (("LastFragment",lastfragment_opt_to_json x.f_QuotSetAckGrp_LastFragment) :: (("NoQuoteSets",int_opt_to_json x.f_QuotSetAckGrp_NoQuoteSets) :: (("TotNoQuoteEntries",int_opt_to_json x.f_QuotSetAckGrp_TotNoQuoteEntries) :: (("QuotEntryAckGrp",rg_for_json quotentryackgrp_to_json x.f_QuotSetAckGrp_QuotEntryAckGrp) :: [])))))) ;; -let quotsetgrp_to_string (d) = +let quotsetgrp_to_string (_d) = "" ;; @@ -839,7 +839,7 @@ let quotsetgrp_to_json (x) : json = assoc_filter_nulls (("UnderlyingInstrument",underlyinginstrument_to_json x.f_QuotSetGrp_UnderlyingInstrument) :: (("QuoteSetID",string_opt_to_json x.f_QuotSetGrp_QuoteSetID) :: (("LastFragment",lastfragment_opt_to_json x.f_QuotSetGrp_LastFragment) :: (("NoQuoteSets",int_opt_to_json x.f_QuotSetGrp_NoQuoteSets) :: (("QuoteSetValidUntilTime",utctimestamp_opt_to_json x.f_QuotSetGrp_QuoteSetValidUntilTime) :: (("TotNoQuoteEntries",int_opt_to_json x.f_QuotSetGrp_TotNoQuoteEntries) :: (("QuotEntryGrp",rg_for_json quotentrygrp_to_json x.f_QuotSetGrp_QuotEntryGrp) :: []))))))) ;; -let settlinstgrp_to_string (d) = +let settlinstgrp_to_string (_d) = "" ;; @@ -847,7 +847,7 @@ let settlinstgrp_to_json (x) : json = assoc_filter_nulls (("SettlInstructionsData",settlinstructionsdata_to_json x.f_SettlInstGrp_SettlInstructionsData) :: (("SettlInstRefID",string_opt_to_json x.f_SettlInstGrp_SettlInstRefID) :: (("SecurityType",securitytype_opt_to_json x.f_SettlInstGrp_SecurityType) :: (("CardNumber",string_opt_to_json x.f_SettlInstGrp_CardNumber) :: (("CardExpDate",localmktdate_opt_to_json x.f_SettlInstGrp_CardExpDate) :: (("EffectiveTime",utctimestamp_opt_to_json x.f_SettlInstGrp_EffectiveTime) :: (("PaymentDate",localmktdate_opt_to_json x.f_SettlInstGrp_PaymentDate) :: (("PaymentRemitterID",string_opt_to_json x.f_SettlInstGrp_PaymentRemitterID) :: (("SettlInstTransType",settlinsttranstype_opt_to_json x.f_SettlInstGrp_SettlInstTransType) :: (("Product",product_opt_to_json x.f_SettlInstGrp_Product) :: (("CFICode",string_opt_to_json x.f_SettlInstGrp_CFICode) :: (("CardHolderName",string_opt_to_json x.f_SettlInstGrp_CardHolderName) :: (("Side",side_opt_to_json x.f_SettlInstGrp_Side) :: (("LastUpdateTime",utctimestamp_opt_to_json x.f_SettlInstGrp_LastUpdateTime) :: (("NoSettlInst",int_opt_to_json x.f_SettlInstGrp_NoSettlInst) :: (("PaymentMethod",paymentmethod_opt_to_json x.f_SettlInstGrp_PaymentMethod) :: (("PaymentRef",string_opt_to_json x.f_SettlInstGrp_PaymentRef) :: (("SettlInstID",string_opt_to_json x.f_SettlInstGrp_SettlInstID) :: (("ExpireTime",utctimestamp_opt_to_json x.f_SettlInstGrp_ExpireTime) :: (("CardIssNum",string_opt_to_json x.f_SettlInstGrp_CardIssNum) :: (("CardStartDate",localmktdate_opt_to_json x.f_SettlInstGrp_CardStartDate) :: (("Parties",rg_for_json parties_to_json x.f_SettlInstGrp_Parties) :: [])))))))))))))))))))))) ;; -let allocgrp_to_string (d) = +let allocgrp_to_string (_d) = "" ;; diff --git a/src-protocol-exts-pp/jbuild b/src-protocol-exts-pp/jbuild deleted file mode 100644 index f99b9ca9..00000000 --- a/src-protocol-exts-pp/jbuild +++ /dev/null @@ -1,10 +0,0 @@ -(jbuild_version 1) - -(library - ( (name protocol_exts_pp) - (public_name protocol_exts_pp) - (wrapped false) - (flags (:standard -open Imandra_prelude)) - (libraries (venue_prelude core_pp protocol_exts yojson)) - ) -) diff --git a/src-protocol-exts-vg/full_app_messages.ml b/src-protocol-exts-vg/full_app_messages.ml index 479ed496..08478ec3 100644 --- a/src-protocol-exts-vg/full_app_messages.ml +++ b/src-protocol-exts-vg/full_app_messages.ml @@ -9,10 +9,10 @@ *) open Numeric;; -open Datetime;; open Full_app_enums;; open Full_app_tags;; open Full_app_records;; +open TimeDefaults;; (** New Order Single message data. {{: http://www.onixs.biz/fix-dictionary/4.4/msgType_D_68.html} More details. } *) type full_msg_new_order_single_data = { diff --git a/src-protocol-exts-vg/full_app_records.ml b/src-protocol-exts-vg/full_app_records.ml index d6bb7e24..fd7f5291 100644 --- a/src-protocol-exts-vg/full_app_records.ml +++ b/src-protocol-exts-vg/full_app_records.ml @@ -9,10 +9,8 @@ *) -open Numeric;; open Datetime;; open Full_app_enums;; -open Full_app_tags;; type fix_instrument = { diff --git a/src-protocol-exts-vg/jbuild b/src-protocol-exts-vg/jbuild deleted file mode 100644 index b5eb7705..00000000 --- a/src-protocol-exts-vg/jbuild +++ /dev/null @@ -1,9 +0,0 @@ -(jbuild_version 1) - -(library - ( (name protocol_exts) - (public_name protocol_exts) - (wrapped false) - (libraries (core core_time_defaults)) - ) -) diff --git a/src-protocol-exts-vg/protocol_exts_vg.opam b/src-protocol-exts-vg/protocol_exts_vg.opam new file mode 100644 index 00000000..e69de29b diff --git a/src-protocol-exts/full_app_messages.ml b/src-protocol-exts/full_app_messages.ml index ad48769c..607ee54c 100644 --- a/src-protocol-exts/full_app_messages.ml +++ b/src-protocol-exts/full_app_messages.ml @@ -15,7 +15,7 @@ open TimeDefaults;; 6. Reject orders 7. Report post-trade fees calculations associated with a trade*) type full_fix_executionreport_data = { - (** OrderID is required to be unique for each chain of orders.*) + (* OrderID is required to be unique for each chain of orders.*) f_ExecutionReport_OrderID : string option; (** Can be used to provide order id used by exchange or executing system.*) f_ExecutionReport_SecondaryOrderID : string option; @@ -255,7 +255,7 @@ type full_fix_executionreport_data = { (** The new order message type is used by institutions wishing to electronically submit securities and forex orders to a broker for execution.*) type full_fix_newordersingle_data = { - (** Unique identifier of the order as assigned by institution or by the intermediary (CIV term, not a hub/service bureau) with closest association with the investor.*) + (* Unique identifier of the order as assigned by institution or by the intermediary (CIV term, not a hub/service bureau) with closest association with the investor.*) f_NewOrderSingle_ClOrdID : string option; f_NewOrderSingle_SecondaryClOrdID : string option; f_NewOrderSingle_ClOrdLinkID : string option; diff --git a/src-protocol-exts/full_app_records.ml b/src-protocol-exts/full_app_records.ml index d2443b2d..be3c7c92 100644 --- a/src-protocol-exts/full_app_records.ml +++ b/src-protocol-exts/full_app_records.ml @@ -50,10 +50,10 @@ type fix_rg_compidstatgrp = fix_rg_inner_compidstatgrp list ;; type fix_commissiondata = { - (** For CIV - Optional*) + (* For CIV - Optional*) f_CommissionData_FundRenewWaiv : fix_fundrenewwaiv option; f_CommissionData_Commission : fix_float_6 option; - (** For CIV - Optional*) + (* For CIV - Optional*) f_CommissionData_CommCurrency : fix_currency option; f_CommissionData_CommType : fix_commtype option } @@ -86,7 +86,7 @@ type fix_rg_execallocgrp = fix_rg_inner_execallocgrp list ;; type fix_financingdetails = { - (** For Repos the timing or method for terminating the agreement.*) + (* For Repos the timing or method for terminating the agreement.*) f_FinancingDetails_TerminationType : fix_terminationtype option; (** A common reference to the applicable standing agreement between the principals*) f_FinancingDetails_AgreementID : string option; @@ -108,7 +108,7 @@ type fix_financingdetails = { ;; type fix_rg_inner_positionamountdata = { - (** Number of Position Amount entries*) + (* Number of Position Amount entries*) f_PositionAmountData_NoPosAmt : int option; f_PositionAmountData_PosAmt : fix_float_6 option; f_PositionAmountData_PosAmtType : fix_posamttype option @@ -247,7 +247,7 @@ type fix_yielddata = { ;; type fix_discretioninstructions = { - (** The scope of "related to" price of the discretion (e.g. local, global etc)*) + (* The scope of "related to" price of the discretion (e.g. local, global etc)*) f_DiscretionInstructions_DiscretionScope : fix_discretionscope option; (** Amount (signed) added to the "related to" price specified via DiscretionInst, in the context of DiscretionOffsetType*) f_DiscretionInstructions_DiscretionOffsetValue : fix_float option; @@ -265,7 +265,7 @@ type fix_discretioninstructions = { ;; type fix_peginstructions = { - (** Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType*) + (* Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType*) f_PegInstructions_PegOffsetValue : fix_float option; (** Describes whether peg is static/fixed or floats*) f_PegInstructions_PegMoveType : fix_pegmovetype option; @@ -318,7 +318,7 @@ type fix_rg_allocackgrp = fix_rg_inner_allocackgrp list ;; type fix_rg_inner_logonmsgtypes = { - (** Indicates direction (send vs. receive) of a supported MsgType. Required if NoMsgTypes is > 0. Should be specified from the point of view of the sender of the Logon message*) + (* Indicates direction (send vs. receive) of a supported MsgType. Required if NoMsgTypes is > 0. Should be specified from the point of view of the sender of the Logon message*) f_LogonMsgTypes_MsgDirection : fix_msgdirection option; (** Specifies the number of repeating RefMsgTypes specified*) f_LogonMsgTypes_NoMsgTypes : int option; @@ -395,7 +395,7 @@ type fix_rg_biddescreqgrp = fix_rg_inner_biddescreqgrp list type fix_rg_inner_legstipulations = { f_LegStipulations_NoLegStipulations : int option; - (** Required if NoLegStipulations >0*) + (* Required if NoLegStipulations >0*) f_LegStipulations_LegStipulationType : string option; f_LegStipulations_LegStipulationValue : string option } @@ -497,7 +497,7 @@ type fix_rg_nstdptyssubgrp = fix_rg_inner_nstdptyssubgrp list ;; type fix_rg_inner_stipulations = { - (** Required if NoStipulations >0*) + (* Required if NoStipulations >0*) f_Stipulations_StipulationType : fix_stipulationtype option; f_Stipulations_StipulationValue : string option; f_Stipulations_NoStipulations : int option @@ -632,7 +632,7 @@ type fix_rg_execsgrp = fix_rg_inner_execsgrp list ;; type fix_orderqtydata = { - (** For CIV - Optional*) + (* For CIV - Optional*) f_OrderQtyData_RoundingDirection : fix_roundingdirection option; (** For CIV - Optional*) f_OrderQtyData_RoundingModulus : fix_float option; @@ -672,7 +672,7 @@ type fix_rg_underlyingstipulations = fix_rg_inner_underlyingstipulations list ;; type fix_rg_inner_nestedparties2 = { - (** Identifies the type of Nested2PartyID (e.g. Executing Broker). Required if NoNested2PartyIDs > 0.*) + (* Identifies the type of Nested2PartyID (e.g. Executing Broker). Required if NoNested2PartyIDs > 0.*) f_NestedParties2_Nested2PartyRole : int option; (** Repeating group of Nested2Party sub-identifiers.*) f_NestedParties2_NstdPtys2SubGrp : fix_rg_nstdptys2subgrp; @@ -689,7 +689,7 @@ type fix_rg_nestedparties2 = fix_rg_inner_nestedparties2 list ;; type fix_rg_inner_settlparties = { - (** Repeating group below should contain unique combinations of SettlPartyID, SettlPartyIDSource, and SettlPartyRole*) + (* Repeating group below should contain unique combinations of SettlPartyID, SettlPartyIDSource, and SettlPartyRole*) f_SettlParties_NoSettlPartyIDs : int option; (** Repeating group of SettlParty sub-identifiers.*) f_SettlParties_SettlPtysSubGrp : fix_rg_settlptyssubgrp; @@ -706,7 +706,7 @@ type fix_rg_settlparties = fix_rg_inner_settlparties list ;; type fix_rg_inner_nestedparties = { - (** Repeating group of NestedParty sub-identifiers.*) + (* Repeating group of NestedParty sub-identifiers.*) f_NestedParties_NstdPtysSubGrp : fix_rg_nstdptyssubgrp; (** Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole*) f_NestedParties_NoNestedPartyIDs : int option; @@ -723,7 +723,7 @@ type fix_rg_nestedparties = fix_rg_inner_nestedparties list ;; type fix_instrumentextension = { - (** Number of repeating InstrAttrib group entries.*) + (* Number of repeating InstrAttrib group entries.*) f_InstrumentExtension_AttrbGrp : fix_rg_attrbgrp; (** Percent at risk due to lowest possible call.*) f_InstrumentExtension_PctAtRisk : fix_float_6 option; @@ -825,7 +825,7 @@ type fix_instrument = { ;; type fix_rg_inner_parties = { - (** Used to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0.*) + (* Used to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0.*) f_Parties_PartyIDSource : fix_partyidsource option; (** Repeating group of Party sub-identifiers.*) f_Parties_PtysSubGrp : fix_rg_ptyssubgrp; @@ -842,7 +842,7 @@ type fix_rg_parties = fix_rg_inner_parties list ;; type fix_instrumentleg = { - (** Specific to the (not in )*) + (* Specific to the (not in )*) f_InstrumentLeg_LegSide : string option; f_InstrumentLeg_LegSymbol : string option; f_InstrumentLeg_LegIssuer : string option; @@ -990,7 +990,7 @@ type fix_rg_bidcomprspgrp = fix_rg_inner_bidcomprspgrp list ;; type fix_rg_inner_nestedparties3 = { - (** Identifies the type of Nested3PartyID (e.g. Executing Broker). Required if NoNested3PartyIDs > 0.*) + (* Identifies the type of Nested3PartyID (e.g. Executing Broker). Required if NoNested3PartyIDs > 0.*) f_NestedParties3_Nested3PartyRole : int option; (** Repeating group of Nested3Party sub-identifiers.*) f_NestedParties3_NstdPtys3SubGrp : fix_rg_nstdptys3subgrp; @@ -1419,7 +1419,7 @@ type fix_rg_legordgrp = fix_rg_inner_legordgrp list ;; type fix_settlinstructionsdata = { - (** Required if AllocSettlInstType = 1 or 2*) + (* Required if AllocSettlInstType = 1 or 2*) f_SettlInstructionsData_SettlDeliveryType : fix_settldeliverytype option; (** Required (and must be > 0) if AllocSettlInstType = 2 (should not be populated otherwise)*) f_SettlInstructionsData_DlvyInstGrp : fix_rg_dlvyinstgrp; diff --git a/src-protocol-exts/jbuild b/src-protocol-exts/jbuild deleted file mode 100644 index 6117f22f..00000000 --- a/src-protocol-exts/jbuild +++ /dev/null @@ -1,10 +0,0 @@ -(jbuild_version 1) - -(library - ( (name protocol_exts) - (public_name protocol_exts) - (wrapped false) - (flags (:standard -open Imandra_prelude)) - (libraries (venue_prelude core core_time_defaults)) - ) -) diff --git a/src-protocol-pp/encode_admin_messages.ml b/src-protocol-pp/encode_admin_messages.ml index c480caa1..3cc49531 100644 --- a/src-protocol-pp/encode_admin_messages.ml +++ b/src-protocol-pp/encode_admin_messages.ml @@ -8,7 +8,6 @@ *) -open Full_admin_tags;; open Full_admin_messages;; open Encode_base_types;; open Encode_datetime;; diff --git a/src-protocol-pp/encode_full_messages.ml b/src-protocol-pp/encode_full_messages.ml index 13da3372..7c58377b 100644 --- a/src-protocol-pp/encode_full_messages.ml +++ b/src-protocol-pp/encode_full_messages.ml @@ -8,12 +8,11 @@ *) -open Full_message_tags open Full_messages open Encode_base_types -open Encode_datetime open Encode_full_tags open TimeDefaults_pp +open Fix_version let req f x = Some (f x);; let opt f v = match v with Some x -> Some ( f x ) | None -> None;; @@ -68,7 +67,7 @@ let get_body_length msg = let rec scan n msg = match msg with | ( "8", _ )::tl | ( "9", _ )::tl -> scan n tl - | ("10", _ )::tl -> n + | ("10", _ )::_tl -> n | ( k , v )::tl -> n + scan String.(length k + length v + 2) tl | [] -> n in scan 0 msg @@ -81,7 +80,7 @@ let get_checksum msg = chsum (String.length s - 1) 0 in let rec scan n msg = match msg with - | ("10", v )::tl -> n mod 256 + | ("10", _v )::_tl -> n mod 256 | ( k , v )::tl -> scan (checksum k + checksum v + 62 + n) tl | [] -> n mod 256 in scan 0 msg @@ -89,7 +88,7 @@ let get_checksum msg = let prepare_packet msg_body = let encode_checksum = Printf.sprintf "%03u" in - let msg = [ ( "8" , Fix_engine_utils.default_session_details.constant_begin_string ) + let msg = [ ( "8" , default_session_details.constant_begin_string ) ; ( "9" , get_body_length msg_body |> encode_int ) ] @ msg_body in @@ -104,7 +103,7 @@ let encode_full_valid_msg x = encode_trailer x.full_msg_trailer in let msg_body = msg_body - |> List.filter (fun (k,v) -> v <> None ) + |> List.filter (fun (_k,v) -> v <> None ) |> List.map (fun (k,v) -> (k, match v with Some v -> v | None -> "")) in msg_body |> prepare_packet diff --git a/src-protocol-pp/fix_engine_json.ml b/src-protocol-pp/fix_engine_json.ml index bb0da174..68ffad90 100644 --- a/src-protocol-pp/fix_engine_json.ml +++ b/src-protocol-pp/fix_engine_json.ml @@ -8,7 +8,6 @@ *) -open String open Yojson open Fix_engine_state open Datetime_json diff --git a/src-protocol-pp/full_messages_json.ml b/src-protocol-pp/full_messages_json.ml index aeb808ea..d7b87dba 100644 --- a/src-protocol-pp/full_messages_json.ml +++ b/src-protocol-pp/full_messages_json.ml @@ -10,7 +10,6 @@ open Yojson;; open Base_types_json;; -open Datetime_json;; open Full_message_tags_json;; open Full_admin_enums_json;; open Full_admin_messages_json;; diff --git a/src-protocol-pp/jbuild b/src-protocol-pp/jbuild deleted file mode 100644 index 21339db7..00000000 --- a/src-protocol-pp/jbuild +++ /dev/null @@ -1,9 +0,0 @@ -(jbuild_version 1) - -(library - ( (name protocol_pp) - (public_name protocol_pp) - (wrapped false) - (libraries (yojson protocol_exts_pp protocol fix_engine)) - ) -) diff --git a/src-protocol-pp/parse_full_messages.ml b/src-protocol-pp/parse_full_messages.ml index f6d8da57..e29577e5 100644 --- a/src-protocol-pp/parse_full_messages.ml +++ b/src-protocol-pp/parse_full_messages.ml @@ -10,10 +10,8 @@ open Full_message_tags open Full_messages -open Parser_utils open Parser_utils.Parser open Parse_base_types -open Parse_datetime open Parse_full_tags open TimeDefaults_parser @@ -106,7 +104,7 @@ let check_first_three_tags ( msg : (string * string) list ) : string option = ;; let check_tags_are_integers ( msg : (string * string) list ) : bool = - List.for_all ( fun (k,v) -> + List.for_all ( fun (k,_v) -> try int_of_string k > 0 with _ -> false ) msg ;; @@ -121,7 +119,7 @@ let valid_body_length ( msg : (string * string) list ) : bool = let rec scan n msg = match msg with | ( "8", _ )::tl | ( "9", _ )::tl -> scan n tl - | ("10", _ )::tl -> n + | ("10", _ )::_tl -> n | ( k , v )::tl -> n + scan String.(length k + length v + 2) tl | [] -> n in scan 0 msg @@ -144,7 +142,7 @@ let valid_checksum ( msg : (string * string) list ) : bool = in let checksum, msg_checksum = let rec scan n msg = match msg with - | ("10", v )::tl -> ( n mod 256 , v ) + | ("10", v )::_tl -> ( n mod 256 , v ) | ( k , v )::tl -> scan (checksum k + checksum v + 62 + n) tl | [] -> ( n mod 256 , "") in scan 0 msg @@ -169,7 +167,7 @@ let make_session_reject reason tagstr msg = let msg_tag = List.assoc "35" msg |> parse_full_msg_tag in let field_tag = match msg_tag with | None -> None - | Some msg_tag -> parse_full_field_tag tagstr + | Some _msg_tag -> parse_full_field_tag tagstr in SessionRejectedMsg { srej_msg_msg_seq_num = seq_num ; diff --git a/src-protocol/full_messages.ml b/src-protocol/full_messages.ml index 04e05630..b26027ef 100644 --- a/src-protocol/full_messages.ml +++ b/src-protocol/full_messages.ml @@ -8,7 +8,6 @@ *) -open Datetime;; open Full_message_tags;; open Full_admin_enums;; open Full_admin_messages;; diff --git a/src-protocol/jbuild b/src-protocol/jbuild deleted file mode 100644 index 9dc22f0b..00000000 --- a/src-protocol/jbuild +++ /dev/null @@ -1,9 +0,0 @@ -(jbuild_version 1) - -(library - ( (name protocol) - (public_name protocol) - (wrapped false) - (libraries (protocol_exts)) - ) -) diff --git a/src-simulation/client.ml b/src-simulation/client.ml index 301c8335..e1984651 100644 --- a/src-simulation/client.ml +++ b/src-simulation/client.ml @@ -17,9 +17,9 @@ let zmq_publish socket msg = let rtime = Fix_connection.get_last_received_utctimestamp () in let ztime = Fix_connection.get_current_utctimstamp () in let stime = Fix_connection.get_last_received_sendingtime () in - let rtime = rtime |> Datetime_json.utctimestamp_to_json in - let ztime = ztime |> Datetime_json.utctimestamp_to_json in - let stime = stime |> Datetime_json.utctimestamp_to_json in + let rtime = rtime |> TimeDefaults_json.utctimestamp_to_json in + let ztime = ztime |> TimeDefaults_json.utctimestamp_to_json in + let stime = stime |> TimeDefaults_json.utctimestamp_to_json in let msg = match msg with | `Assoc pairs -> `Assoc ( ( "received_fix" , rtime ) :: @@ -43,7 +43,7 @@ let rec zmq_rep_loop (socket, mailbox) = try Json_to_action.json_to_fix_action (Yojson.Basic.from_string msg) with - ex -> None + _ex -> None in match action with | None -> ( @@ -89,7 +89,6 @@ let run_client fixhost fixport config zmqpub zmqrep = (* Creating the address *) let addr = Unix.( (gethostbyname fixhost).h_addr_list.(0) ) in let addr = Unix.( ADDR_INET( addr , fixport ) ) in - (**) let () = [ "(********* FIX Engine Client *********)"; "(********* (c)Copyright Aesthetic Integration Limited., 2014 - 2018 *********)\n"; diff --git a/src-simulation/fix_connection.ml b/src-simulation/fix_connection.ml index e4693fac..c74fc48a 100644 --- a/src-simulation/fix_connection.ml +++ b/src-simulation/fix_connection.ml @@ -48,7 +48,7 @@ let read_int file = let () = close_in chn in int_of_string num with - exn -> 0 + _exn -> 0 ;; let read_seqns dir = @@ -89,7 +89,6 @@ let do_timechange mailbox = (** Heartbeat thread *) let rec heartbeat_thread mailbox = - let open Fix_engine_state in Lwt_unix.sleep (1.0) >>= fun () -> do_timechange mailbox >>= fun () -> heartbeat_thread mailbox @@ -164,7 +163,7 @@ let create config (inch, outch) = dest_comp_id = engine_state.fe_target_comp_id; reset_seq_num = config.reset_seq } ) in - let mailbox, global_state = + let mailbox, _global_state = Fix_global_state.start ~pub:config.pub_callback engine_state diff --git a/src-simulation/fix_global_state.ml b/src-simulation/fix_global_state.ml index 6e312657..f2771de1 100644 --- a/src-simulation/fix_global_state.ml +++ b/src-simulation/fix_global_state.ml @@ -16,7 +16,7 @@ type fix_global_state = { fix_callback : Full_messages.full_top_level_msg -> unit Lwt.t } -let pp_incoming = function +let _pp_incoming = function | FIX_Message ( ValidMsg m ) -> "FIX_Message (ValidMsg): " ^ "\n - " ^ Yojson.pretty_to_string (Full_messages_json.full_msg_to_json m.full_msg_data) @@ -66,16 +66,16 @@ let rec send_messages_list messages engine_state fix_callback pub_callback = let rec while_busy_loop state = let engine_state = state.engine_state in let engine_state = Fix_engine.one_step engine_state in - (** THEOREM : after one_step we can get either ontgoing internal + (* THEOREM : after one_step we can get either ontgoing internal or outgoing FIX message *) begin match ( engine_state.outgoing_fix_msg , engine_state.outgoing_int_msg) with - (** On outgoing FIX message we send it and clean outgoing slot.*) + (* On outgoing FIX message we send it and clean outgoing slot.*) | Some msg, None -> begin state.fix_callback msg >>= fun () -> let engine_state = { engine_state with outgoing_fix_msg = None } in Lwt.return { state with engine_state = engine_state } end - | None, Some msg -> begin + | None, Some _msg -> begin let model_state = state.model_state in let model_state = match engine_state.outgoing_int_msg with | Some ( OutIntMsg_ApplicationData data ) -> @@ -88,7 +88,7 @@ let rec while_busy_loop state = | Model_messages.FIX_TL_Normal m -> Model_messages.FIX_TL_PossibleResend m | m -> m in let model_state = { model_state with State.incoming_msg = model_message } in Venue.one_step model_state - | _ -> model_state (** TODO -- see what to do with other messages *) + | _ -> model_state (* TODO -- see what to do with other messages *) in let engine_state = { engine_state with outgoing_int_msg = None } in send_messages_list diff --git a/src-simulation/jbuild b/src-simulation/jbuild deleted file mode 100644 index a056e11a..00000000 --- a/src-simulation/jbuild +++ /dev/null @@ -1,54 +0,0 @@ -(jbuild_version 1) - -(library - ( (name fix_simulation) - (public_name fix_simulation) - (wrapped false) - (modules (:standard \ server client)) - (libraries - ( lwt.unix - venue - fix_engine - core_pp - core_time_defaults - protocol_pp - conversions - ) - ) - ) -) - -(executable - ( (name server) - (modules (server)) - (libraries - ( lwt.unix - venue - fix_engine - fix_simulation - protocol_pp - conversions - ) - ) - ) -) - -(executable - ( (name client) - (modules (client)) - (libraries - ( yojson - lwt.unix - venue - fix_engine - fix_simulation - conversions - protocol_pp - types_pp - cmdliner - ZMQ - lwt-zmq - ) - ) - ) -) diff --git a/src-simulation/message_stream.ml b/src-simulation/message_stream.ml index 41381131..2a56761e 100644 --- a/src-simulation/message_stream.ml +++ b/src-simulation/message_stream.ml @@ -2,7 +2,7 @@ let (>>=) = Lwt.(>>=);; let split_into_key_value (spliton : char) ( stream : char Lwt_stream.t ) : (string * string) Lwt_stream.t = - (** Converts [ '5'; '2'; '='; 'A' ] to ("52" , "A" ) *) + (* Converts [ '5'; '2'; '='; 'A' ] to ("52" , "A" ) *) let get_key_value (chlist : char list) : string * string = List.fold_left (fun ((k,v),f) char -> match char with | '=' -> ((k,v), true) @@ -26,7 +26,7 @@ let split_into_key_value (spliton : char) ( stream : char Lwt_stream.t ) : (stri let split_into_messages (verbose:bool) (stream : (string * string) Lwt_stream.t) = let f () = - Lwt_stream.get_while (fun (k,v) -> k <> "10") stream >>= fun msg -> + Lwt_stream.get_while (fun (k,_v) -> k <> "10") stream >>= fun msg -> Lwt_stream.get stream >>= function None -> Lwt.return_none | Some chsum -> if msg <> [] then ( diff --git a/src-simulation/server.ml b/src-simulation/server.ml index bc9b264b..245c7f2b 100644 --- a/src-simulation/server.ml +++ b/src-simulation/server.ml @@ -58,7 +58,6 @@ let do_timechange mailbox = ;; let rec heartbeat_thread mailbox = - let open Fix_engine_state in Lwt_unix.sleep (1.0) >>= fun () -> do_timechange mailbox >>= fun () -> heartbeat_thread mailbox @@ -70,7 +69,7 @@ let f _ (inch, outch) = Lwt_io.close inch >>= fun () -> Lwt_io.close outch in - let mailbox, global_state = Fix_global_state.start engine_state State.init_model_state (send_msg outch) in + let mailbox, _global_state = Fix_global_state.start engine_state State.init_model_state (send_msg outch) in Lwt.catch ( fun () -> Lwt_io.printl "Received a connection." >>= fun () -> Lwt.join [ diff --git a/src-tests/jbuild b/src-tests/jbuild deleted file mode 100644 index edf536fe..00000000 --- a/src-tests/jbuild +++ /dev/null @@ -1,17 +0,0 @@ -(jbuild_version 1) - -(library - ( (name test) - (public_name test) - (wrapped false) - (modules test_cache) - (libraries (yojson protocol_pp)) - ) -) - -(executable - ( (name test_runner) - (libraries (threads cmdliner lwt.unix fix_simulation protocol_pp)) - (modules (test_runner config_parser)) - ) -) diff --git a/src-tests/test_cache.ml b/src-tests/test_cache.ml index 6e5ae7b0..44851249 100644 --- a/src-tests/test_cache.ml +++ b/src-tests/test_cache.ml @@ -7,10 +7,6 @@ test_cache.ml *) - - -open Yojson -open Datetime open Full_admin_messages open Full_messages open Fix_engine_transitions diff --git a/src-tests/test_runner.ml b/src-tests/test_runner.ml index 022970ba..57ce500f 100644 --- a/src-tests/test_runner.ml +++ b/src-tests/test_runner.ml @@ -93,18 +93,18 @@ let check_expected_compatible received expected = else expected |> Lwt_list.iter_s (fun (ek, ev) -> if (ek = "9") || (ek = "10") then Lwt.return_unit else - if (ek = "58") then Lwt.return_unit else (** NOTE: Ignoring Text<58> tag for now *) + if (ek = "58") then Lwt.return_unit else (* NOTE: Ignoring Text<58> tag for now *) if not ( List.mem_assoc ek received ) then Lwt_io.printf " Error: expected key \"%s\" not present in the received message.\n" ek else begin let rv = List.assoc ek received in if rv = ev then Lwt.return_unit else match Parse_datetime.parse_UTCTimestamp_milli rv, Parse_datetime.parse_UTCTimestamp_milli ev with - | Some rt, Some et -> Lwt.return_unit + | Some _rt, Some _et -> Lwt.return_unit | _, _ -> Lwt_io.printf " Error: for the key \"%s\" expected value was \"%s\", got \"%s\" instead.\n" ek ev rv end ) >>= fun () -> - received |> Lwt_list.iter_s (fun (rk, rv) -> + received |> Lwt_list.iter_s (fun (rk, _rv) -> if not ( List.mem_assoc rk expected ) then Lwt_io.printf " Error: received a key \"%s\" not present in the expected message.\n" rk else Lwt.return_unit @@ -168,7 +168,7 @@ let setup_client msgs = Lwt_list.iter_s perform_action msgs end end - begin fun x -> + begin fun _x -> Lwt_io.printl "Unhandled exception" >>= fun () -> Lwt_io.flush_all () end @@ -179,7 +179,7 @@ let def_reader filename = let config_actions = parse_file filename in let rec scan = function | InitiateAction Connect :: tl -> setup_client tl - | ExpectAction Connect :: tl -> failwith "Not implemented" + | ExpectAction Connect :: _tl -> failwith "Not implemented" | _ :: tl -> scan tl | [] -> Lwt.return_unit in diff --git a/src/fix_engine.ml b/src/fix_engine.ml index 01fa0821..bbeaf1e8 100644 --- a/src/fix_engine.ml +++ b/src/fix_engine.ml @@ -8,10 +8,6 @@ *) -open Datetime;; -open Full_admin_enums;; -open Full_admin_messages;; -open Full_app_messages;; open Full_messages;; open Fix_engine_state;; open Fix_engine_utils;; @@ -125,7 +121,7 @@ let proc_incoming_int_msg ( x, engine : fix_engine_int_inc_msg * fix_engine_stat | _ -> engine end - | IncIntMsg_ManualIntervention mi -> { + | IncIntMsg_ManualIntervention _mi -> { engine with incoming_int_msg = None; outgoing_int_msg = Some OutIntMsg_Reject @@ -155,7 +151,7 @@ let proc_incoming_int_msg ( x, engine : fix_engine_int_inc_msg * fix_engine_stat (** Process incoming FIX message here. *) let proc_incoming_fix_msg ( m, engine : full_top_level_msg * fix_engine_state) = match m with - | Garbled -> engine (** Garbled messages are simply ignored. Note the timestamp is not updated. *) + | Garbled -> engine (* Garbled messages are simply ignored. Note the timestamp is not updated. *) | SessionRejectedMsg data -> begin match engine.fe_curr_mode with @@ -191,8 +187,8 @@ let is_int_message_valid ( engine : fix_engine_state ) = | Some int_msg -> match int_msg with | IncIntMsg_TimeChange t -> (utctimestamp_LessThan engine.fe_curr_time t ) && is_valid_utctimestamp ( t ) - | IncIntMsg_ApplicationData d -> true - | IncIntMsg_CreateSession d -> + | IncIntMsg_ApplicationData _d -> true + | IncIntMsg_CreateSession _d -> begin match engine.fe_curr_mode with | NoActiveSession -> true @@ -208,15 +204,15 @@ let one_step ( engine : fix_engine_state ) = | Some i -> proc_incoming_int_msg (i, { engine with incoming_int_msg = None } ) | None -> match engine.fe_curr_mode with - (** Check if we're in the middle of replaying our cache. *) + (* Check if we're in the middle of replaying our cache. *) | CacheReplay -> run_cache_replay (engine) - (** If gap is detected -- we'll send resend request and move to recovery mode. *) + (* If gap is detected -- we'll send resend request and move to recovery mode. *) | GapDetected -> run_gap_detected (engine) - (** If we still need to retransmit our messages out to the receiving engine. *) + (* If we still need to retransmit our messages out to the receiving engine. *) | Retransmit -> run_retransmit (engine) - (** We need to send out Logoff and transition to ShutdownInitiated *) + (* We need to send out Logoff and transition to ShutdownInitiated *) | ShuttingDown -> logoff_and_shutdown (engine) - (** Now we look to process internal (coming from our application) and external (coming from + (* Now we look to process internal (coming from our application) and external (coming from another FIX engine) messages. *) | _ -> begin match engine.incoming_fix_msg with | Some m -> proc_incoming_fix_msg (m, { engine with incoming_fix_msg = None } ) diff --git a/src/fix_engine_state.ml b/src/fix_engine_state.ml index 36e3594c..8fe65e9f 100644 --- a/src/fix_engine_state.ml +++ b/src/fix_engine_state.ml @@ -11,7 +11,6 @@ open Datetime;; open Full_admin_enums;; -open Full_admin_messages;; open Full_app_messages;; open Full_messages;; open TimeDefaults;; diff --git a/src/fix_engine_transitions.ml b/src/fix_engine_transitions.ml index f21f8489..79a3c21e 100644 --- a/src/fix_engine_transitions.ml +++ b/src/fix_engine_transitions.ml @@ -13,7 +13,6 @@ open Full_admin_enums;; open Full_admin_messages;; open Full_message_tags;; open Full_admin_tags;; -open Full_app_messages;; open Full_messages;; open Fix_engine_state;; open Fix_engine_utils;; @@ -72,17 +71,17 @@ let run_retransmit ( engine : fix_engine_state ) = fe_history_to_send = []; outgoing_fix_msg = None; } else { - (** We're in the zone: format and send out the message *) + (* We're in the zone: format and send out the message *) engine with fe_history_to_send = msgy::tail; outgoing_fix_msg = Some ( ValidMsg ( make_resend_message (msgx, engine.fe_curr_time, engine.fe_retransmit_start_idx) ) ); } - (** treting a special case when there is only one message in history *) + (* treating a special case when there is only one message in history *) | msg::[] -> if msg.full_msg_header.h_msg_seq_num < engine.fe_retransmit_start_idx then { - (** TODO: If we are here, then history doesn't contain the requested messages. + (* TODO: If we are here, then history doesn't contain the requested messages. Investigate what is the correct behavior in htis case. ( Reject, probably? )*) engine with fe_history_to_send = []; outgoing_fix_msg = None; } else if engine.fe_retransmit_end_idx <> 0 && engine.fe_retransmit_end_idx < msg.full_msg_header.h_msg_seq_num then { @@ -200,7 +199,7 @@ let initiate_Resend ( return_mode, request, engine : fix_engine_mode * full_msg_ let attempt_sequence_reset (engine, msg_seq_num, new_seq_num : fix_engine_state * int * int ) = if new_seq_num - 1 < engine.incoming_seq_num then - (** The sequence reset can only increase the sequence number. If a sequence reset is attempting + (* The sequence reset can only increase the sequence number. If a sequence reset is attempting to decrease the next expected sequence number the message should be rejected and treated as a serious error. *) let reject = { @@ -213,7 +212,7 @@ let attempt_sequence_reset (engine, msg_seq_num, new_seq_num : fix_engine_state srej_encoded_text = None; } in let engine' = session_reject ( reject , engine ) in - (** In this case I'm not sure what one has to do with the incoming_seq_num. + (* In this case I'm not sure what one has to do with the incoming_seq_num. Most logical thing seems to just not change it at all*) { engine' with incoming_seq_num = engine.incoming_seq_num } else { @@ -224,47 +223,47 @@ let attempt_sequence_reset (engine, msg_seq_num, new_seq_num : fix_engine_state (** We're operating in a normal mode. *) let run_active_session ( m, engine : full_valid_fix_msg * fix_engine_state ) = let header = m.full_msg_header in - (** SequenceResets that dont have a GapFill flag get special treatment -- their + (* SequenceResets that dont have a GapFill flag get special treatment -- their sequence numbers are ignored entirely. *) match get_critical_reset_seq_num m.full_msg_data with | Some new_seq_num -> attempt_sequence_reset (engine, header.h_msg_seq_num, new_seq_num) | None -> - (** In all other cases we first check sequence numbers / duplicate flags*) + (* In all other cases we first check sequence numbers / duplicate flags*) let msgtag = get_full_msg_tag m.full_msg_data in - (** Check msg header. If something is wrong - send the reject and start shutdown. *) + (* Check msg header. If something is wrong - send the reject and start shutdown. *) match validate_message_header ( engine, header, msgtag ) with | Some engine -> engine | None -> - (** Performing squence number checks *) + (* Performing squence number checks *) let is_duplicate = header.h_msg_seq_num < (engine.incoming_seq_num + 1) in let possdup = match header.h_poss_dup_flag with Some true -> true | _ -> false in if is_duplicate && not possdup then - (** Message is a duplicate, but no PossibleDuplicate flag -- we instantly logoff *) + (* Message is a duplicate, but no PossibleDuplicate flag -- we instantly logoff *) logoff_and_shutdown engine else if is_duplicate then - (** Message is a duplicate and passed all checks -- ignore it. *) + (* Message is a duplicate and passed all checks -- ignore it. *) engine else if msg_is_sequence_gap ( engine, m.full_msg_header ) then { - (** We've detected a gap in messages. We therefore need to + (* We've detected a gap in messages. We therefore need to transition into GapDetected mode. We place the message into the cahce. *) engine with fe_curr_mode = GapDetected; incoming_seq_num = engine.incoming_seq_num + 1; fe_cache = [ m ]; } else - (** Message sequence number is OK -- lets process its data *) + (* Message sequence number is OK -- lets process its data *) match m.full_msg_data with | Full_FIX_Admin_Msg adm_msg -> begin match adm_msg with - | Full_Msg_Heartbeat hb -> { + | Full_Msg_Heartbeat _hb -> { (* Update information about the last received message. *) engine with incoming_seq_num = m.full_msg_header.h_msg_seq_num; incoming_fix_msg = None; } - | Full_Msg_Logon data -> engine - | Full_Msg_Logoff data -> logoff_and_shutdown ( engine ) - | Full_Msg_Reject data -> { engine with incoming_seq_num = m.full_msg_header.h_msg_seq_num } - | Full_Msg_Business_Reject data -> engine + | Full_Msg_Logon _data -> engine + | Full_Msg_Logoff _data -> logoff_and_shutdown ( engine ) + | Full_Msg_Reject _data -> { engine with incoming_seq_num = m.full_msg_header.h_msg_seq_num } + | Full_Msg_Business_Reject _data -> engine | Full_Msg_Resend_Request data -> let engine = { engine with incoming_seq_num = m.full_msg_header.h_msg_seq_num @@ -281,7 +280,7 @@ let run_active_session ( m, engine : full_valid_fix_msg * fix_engine_state ) = } end | Full_FIX_App_Msg app_msg -> - (** We're processing an application type of message. We just need + (* We're processing an application type of message. We just need to append it to the list of outgoing application messages and update the last seq number processed. *) @@ -311,7 +310,7 @@ let run_active_session ( m, engine : full_valid_fix_msg * fix_engine_state ) = TODO: We're ignoring all other messages -- check the specs if that is a correct behavior *) let run_wait_heartbeat ( msg, engine ) = match msg.full_msg_data with - | Full_FIX_Admin_Msg ( Full_Msg_Heartbeat d ) -> + | Full_FIX_Admin_Msg ( Full_Msg_Heartbeat _d ) -> let engine = {engine with fe_curr_mode = ActiveSession } in run_active_session (msg , engine) | _ -> engine @@ -339,7 +338,7 @@ let replay_single_msg ( m, engine : full_valid_fix_msg * fix_engine_state ) = outgoing_int_msg = Some ( OutIntMsg_ApplicationData app_msg ); incoming_fix_msg = None; } - | Full_FIX_Admin_Msg msg -> { + | Full_FIX_Admin_Msg _msg -> { engine with incoming_seq_num = m.full_msg_header.h_msg_seq_num; } @@ -406,7 +405,7 @@ let rec add_to_cache ( m, cache : full_valid_fix_msg * full_valid_fix_msg list ) Transition to CacheReplay when the cahce is complete. *) let run_recovery ( m, engine : full_valid_fix_msg * fix_engine_state ) = match m.full_msg_data with - | Full_FIX_Admin_Msg (Full_Msg_Logoff m) -> logoff_and_shutdown ( engine ) + | Full_FIX_Admin_Msg (Full_Msg_Logoff _m) -> logoff_and_shutdown ( engine ) | Full_FIX_Admin_Msg (Full_Msg_Resend_Request m) -> initiate_Resend ( Recovery, m, engine) | _ -> let new_cache = add_to_cache (m, engine.fe_cache) in @@ -425,7 +424,7 @@ let run_recovery ( m, engine : full_valid_fix_msg * fix_engine_state ) = (** We've sent out a Logout message and are now waiting for a confirmation of logout. *) let run_shutdown ( m, engine : full_valid_fix_msg * fix_engine_state ) = match m.full_msg_data with - | Full_FIX_Admin_Msg ( Full_Msg_Logoff m ) -> { engine with fe_curr_mode = NoActiveSession; } + | Full_FIX_Admin_Msg ( Full_Msg_Logoff _m ) -> { engine with fe_curr_mode = NoActiveSession; } | Full_FIX_Admin_Msg ( Full_Msg_Resend_Request m ) -> (* Since after initiating a Logoff, we can still process Resend request. *) initiate_Resend ( ShutdownInitiated, m, engine) diff --git a/src/fix_engine_utils.ml b/src/fix_engine_utils.ml index 7aed4f5d..2705cdd5 100644 --- a/src/fix_engine_utils.ml +++ b/src/fix_engine_utils.ml @@ -12,24 +12,16 @@ open Datetime;; open Full_admin_enums;; open Full_admin_messages;; -open Full_app_messages;; open Full_messages;; open Full_message_tags;; open Full_admin_tags;; open Fix_engine_state;; open TimeDefaults;; +open Fix_version;; (* @meta[imandra_ignore] off @end *) -type session_details = { - constant_begin_string : string -};; - -let default_session_details = { - constant_begin_string = "FIX.4.4" -};; - -(** Does the message have the right sequence number? *) +(* Does the message have the right sequence number? *) (** If sequence number is too high, then we need to transfer into Recovery Mode and request the missing sequence to be retransmitted. *) let msg_is_sequence_gap ( engine, msg_header : fix_engine_state * fix_header ) = @@ -57,10 +49,10 @@ let get_historic_msg ( valid_msg : full_valid_fix_msg ) = | Full_FIX_Admin_Msg admin_msg -> begin match admin_msg with - | Full_Msg_Reject m -> valid_msg + | Full_Msg_Reject _m -> valid_msg | _ -> gap_fill_msg end - | Full_FIX_App_Msg app_msg -> valid_msg + | Full_FIX_App_Msg _app_msg -> valid_msg ;; (** This function returns a new sequence number if we got a SequenceReset without GapFill flag. @@ -90,7 +82,7 @@ let get_critical_reset_seq_num (msg_data : full_msg_data ) = transmitted." *) let combine_gapfill_msgs ( msgOne, msgTwo : full_msg_sequence_reset_data * full_msg_sequence_reset_data ) = let correct_next_seq = if msgOne.seqr_new_seq_no > msgTwo.seqr_new_seq_no then msgOne.seqr_new_seq_no else msgTwo.seqr_new_seq_no in { - seqr_gap_fill_flag = Some FIX_GapFillFlag_Y; (** We assume all of these SeqResetMessages are GapFill-type *) + seqr_gap_fill_flag = Some FIX_GapFillFlag_Y; (* We assume all of these SeqResetMessages are GapFill-type *) seqr_new_seq_no = correct_next_seq; } ;; @@ -156,7 +148,7 @@ let create_outbound_fix_msg ( osn, target_comp_id, our_comp_id, curr_time, msg, (* We're simply attaching the message data here. *) full_msg_data = msg; - (** Trailers would be augmented by raw OCaml printers/parsers. *) + (* Trailers would be augmented by raw OCaml printers/parsers. *) full_msg_trailer = { signature_length = None; signature = None; @@ -297,7 +289,7 @@ let create_business_reject_msg ( outbound_seq_num, target_comp_id, comp_id , cur (*** ********************************************************************************************************** *) (** A NO-OPeration *) -let noop ( m, engine : full_valid_fix_msg * fix_engine_state ) = { +let noop ( _m, engine : full_valid_fix_msg * fix_engine_state ) = { engine with incoming_fix_msg = None } @@ -356,7 +348,7 @@ let hbeat_interval_null ( interval : fix_duration ) = returns None if no problems are found. *) let validate_message_header ( engine, msg_header, msg_tag : fix_engine_state * fix_header * full_msg_tag ) = let curr_incoming_seq_num = engine.incoming_seq_num in - let reject = { (** No orig_sending_time => create session reject *) + let reject = { (* No orig_sending_time => create session reject *) srej_msg_msg_seq_num = msg_header.h_msg_seq_num; srej_msg_field_tag = None; srej_msg_msg_type = Some msg_tag; @@ -366,19 +358,19 @@ let validate_message_header ( engine, msg_header, msg_tag : fix_engine_state * f srej_encoded_text = None; } in match msg_header.h_poss_dup_flag with Some false | None -> None | Some true -> - (** Message header has a PossibleDuplicate flag => must have orig_sending_time *) + (* Message header has a PossibleDuplicate flag => must have orig_sending_time *) match msg_header.h_orig_sending_time with | None -> - let reject = { reject with (** No orig_sending_time => create session reject *) + let reject = { reject with srej_msg_field_tag = Some (Full_Admin_Field_Tag Full_Msg_OrigSendingTime_Tag); srej_msg_reject_reason = Some RequiredTagMissing; - (** TODO: rejection fix_string here *) + (* TODO: rejection fix_string here *) } in let engine = session_reject ( reject , engine ) in Some { engine with incoming_seq_num = curr_incoming_seq_num } | Some orig_sending_time -> if utctimestamp_LessThan msg_header.h_sending_time orig_sending_time then - let reject = { reject with (** The sending_time is less than orig_sending_time -- reject and logout *) + let reject = { reject with srej_msg_field_tag = Some (Full_Admin_Field_Tag Full_Msg_OrigSendingTime_Tag); srej_msg_reject_reason = Some SendingTimeAccuracyProblem; } in diff --git a/src/jbuild b/src/jbuild deleted file mode 100644 index 56c8ffb1..00000000 --- a/src/jbuild +++ /dev/null @@ -1,10 +0,0 @@ -(jbuild_version 1) - -(library - ( (name fix_engine) - (public_name fix_engine) - (wrapped false) - (libraries ( protocol ) - ) - ) -) From ea4feee3cfa6b51684a5abdcb33fe264e1ef950e Mon Sep 17 00:00:00 2001 From: Ewen Maclean Date: Fri, 12 Oct 2018 17:47:30 +0100 Subject: [PATCH 2/2] separating logic and program time defaults dirs --- src-core-printer/dune | 2 +- src-core-time-defaults-pp/core_time_defaults_pp.opam | 0 src-core-time-defaults-pp/dune | 11 +++++++++++ .../timeDefaults_json.ml | 0 .../timeDefaults_parser.ml | 0 .../timeDefaults_pp.ml | 0 src-core-time-defaults/dune | 2 -- src-protocol-exts-pp-vg/dune | 2 +- src-protocol-exts-pp/dune | 2 +- 9 files changed, 14 insertions(+), 5 deletions(-) create mode 100644 src-core-time-defaults-pp/core_time_defaults_pp.opam create mode 100644 src-core-time-defaults-pp/dune rename {src-core-time-defaults => src-core-time-defaults-pp}/timeDefaults_json.ml (100%) rename {src-core-time-defaults => src-core-time-defaults-pp}/timeDefaults_parser.ml (100%) rename {src-core-time-defaults => src-core-time-defaults-pp}/timeDefaults_pp.ml (100%) diff --git a/src-core-printer/dune b/src-core-printer/dune index 1c19b42b..a43b6931 100644 --- a/src-core-printer/dune +++ b/src-core-printer/dune @@ -2,5 +2,5 @@ (name core_printer) (public_name core_printer) (wrapped false) - (libraries core_pp core_time_defaults core yojson) + (libraries core_pp core_time_defaults_pp core yojson) ) diff --git a/src-core-time-defaults-pp/core_time_defaults_pp.opam b/src-core-time-defaults-pp/core_time_defaults_pp.opam new file mode 100644 index 00000000..e69de29b diff --git a/src-core-time-defaults-pp/dune b/src-core-time-defaults-pp/dune new file mode 100644 index 00000000..f0bb1ef1 --- /dev/null +++ b/src-core-time-defaults-pp/dune @@ -0,0 +1,11 @@ +(library + (name core_time_defaults_pp) + (public_name core_time_defaults_pp) + (wrapped false) + (libraries + core_time_defaults + core_pp + core + yojson + ) +) diff --git a/src-core-time-defaults/timeDefaults_json.ml b/src-core-time-defaults-pp/timeDefaults_json.ml similarity index 100% rename from src-core-time-defaults/timeDefaults_json.ml rename to src-core-time-defaults-pp/timeDefaults_json.ml diff --git a/src-core-time-defaults/timeDefaults_parser.ml b/src-core-time-defaults-pp/timeDefaults_parser.ml similarity index 100% rename from src-core-time-defaults/timeDefaults_parser.ml rename to src-core-time-defaults-pp/timeDefaults_parser.ml diff --git a/src-core-time-defaults/timeDefaults_pp.ml b/src-core-time-defaults-pp/timeDefaults_pp.ml similarity index 100% rename from src-core-time-defaults/timeDefaults_pp.ml rename to src-core-time-defaults-pp/timeDefaults_pp.ml diff --git a/src-core-time-defaults/dune b/src-core-time-defaults/dune index 7b2bdbd1..fcb939bc 100644 --- a/src-core-time-defaults/dune +++ b/src-core-time-defaults/dune @@ -3,8 +3,6 @@ (public_name core_time_defaults) (wrapped false) (libraries - core_pp core - yojson ) ) diff --git a/src-protocol-exts-pp-vg/dune b/src-protocol-exts-pp-vg/dune index 9acfe073..95058878 100644 --- a/src-protocol-exts-pp-vg/dune +++ b/src-protocol-exts-pp-vg/dune @@ -2,5 +2,5 @@ (name protocol_exts_pp_vg) (public_name protocol_exts_pp_vg) (wrapped false) - (libraries yojson core_pp core_time_defaults protocol_exts_vg) + (libraries yojson core_pp core_time_defaults_pp protocol_exts_vg) ) diff --git a/src-protocol-exts-pp/dune b/src-protocol-exts-pp/dune index ae361f9c..6840edf1 100644 --- a/src-protocol-exts-pp/dune +++ b/src-protocol-exts-pp/dune @@ -3,5 +3,5 @@ (public_name protocol_exts_pp) (wrapped false) (flags (:standard -open Imandra_prelude)) - (libraries venue_prelude core_pp protocol_exts yojson) + (libraries venue_prelude core_pp protocol_exts yojson core_time_defaults_pp) )