private void CloseWithError(FIXContext context, MessageFIX4_4 packetIn, string textMessage)
{
Message message = context.LocalSocket.MessageFactory.Create();
var fixFactory = new FIXFactory4_4(1, fixSender, packetIn.Sender);
var fixMsg = (FIXMessage4_4)fixFactory.Create();
TimeStamp timeStamp = TimeStamp.UtcNow;
fixMsg.SetAccount(packetIn.Account);
fixMsg.SetText(textMessage);
fixMsg.AddHeader("j");
string errorMessage = fixMsg.ToString();
message.DataOut.Write(errorMessage.ToCharArray());
long end = Factory.Parallel.TickCount + 2000;
if (debug)
{
log.Debug("Writing Error Message: " + textMessage);
}
while (!context.LocalSocket.TrySendMessage(message))
{
if (Factory.Parallel.TickCount > end)
{
throw new ApplicationException("Timeout while sending an order.");
}
Factory.Parallel.Yield();
}
throw new FilterException();
}
private void FIXLogin(PacketFIX4_4 packet)
{
if (fixState != ServerState.Startup)
{
CloseWithFixError(packet, "Invalid login request. Already logged in.");
}
fixState = ServerState.LoggedIn;
var writePacket = fixSocket.CreatePacket();
target = packet.Target;
sender = packet.Sender;
FixFactory = new FIXFactory4_4(1, packet.Target, packet.Sender);
var mbtMsg = (FIXMessage4_4)FixFactory.Create();
mbtMsg.SetEncryption(0);
mbtMsg.SetHeartBeatInterval(30);
mbtMsg.AddHeader("A");
string login = mbtMsg.ToString();
writePacket.DataOut.Write(login.ToCharArray());
fixPacketQueue.Enqueue(writePacket);
if (debug)
{
log.Debug("Sending login response: " + login);
}
}
public override Yield OnLogin()
{
if (debug)
{
log.Debug("Login()");
}
if (lastLoginTry + loginRetryTime > Factory.Parallel.TickCount)
{
return(Yield.NoWork.Repeat);
}
lastLoginTry = Factory.Parallel.TickCount;
FixFactory = new FIXFactory4_4(1, UserName, fixDestination);
var mbtMsg = FixFactory.Create();
mbtMsg.SetEncryption(0);
mbtMsg.SetHeartBeatInterval(30);
mbtMsg.ResetSequence();
mbtMsg.SetEncoding("554_H1");
mbtMsg.SetPassword(Password);
mbtMsg.AddHeader("A");
if (debug)
{
log.Debug("Login message: \n" + mbtMsg);
}
SendMessage(mbtMsg);
var end = Factory.Parallel.TickCount + 15 * 1000;
Packet packet;
while (!Socket.TryGetPacket(out packet))
{
if (IsInterrupted)
{
return(Yield.NoWork.Repeat);
}
Factory.Parallel.Yield();
if (Factory.Parallel.TickCount > end)
{
FailLogin(mbtMsg.ToString());
}
}
if (debug)
{
log.Debug("Received FIX message: " + packet);
}
if (!VerifyLogin(packet))
{
RegenerateSocket();
return(Yield.DidWork.Repeat);
}
StartRecovery();
return(Yield.DidWork.Repeat);
}
public unsafe void ConnectToFIXFails()
{
string addrStr = "216.52.236.112";
ushort port = 5679;
string password = "******";
string userName = "******";
using (Selector selector = Factory.Provider.Selector(OnException))
using (Socket socket = Factory.Provider.Socket("TestSocket")) {
socket.PacketFactory = new PacketFactoryFIX4_4();
selector.Start();
selector.OnDisconnect = OnDisconnect;
socket.SetBlocking(true);
socket.Connect(addrStr, port);
socket.SetBlocking(false);
selector.AddReader(socket);
selector.AddWriter(socket);
Packet packet = socket.CreatePacket();
string hashPassword = MBTQuotesProvider.Hash(password);
var fixFactory = new FIXFactory4_4(1, userName, destination);
var mbtMsg = (FIXMessage4_4)fixFactory.Create();
mbtMsg.SetEncryption(0);
mbtMsg.SetHeartBeatInterval(30);
mbtMsg.ResetSequence();
mbtMsg.SetEncoding("554_H1");
mbtMsg.SetPassword(password);
mbtMsg.AddHeader("A");
string login = mbtMsg.ToString();
packet.DataOut.Write(login.ToCharArray());
log.Info("Login message: \n" + packet);
while (!socket.TrySendPacket(packet))
{
Factory.Parallel.Yield();
}
long end = Factory.Parallel.TickCount + 5000;
while (!socket.TryGetPacket(out packet))
{
if (Factory.Parallel.TickCount > end)
{
// If it times out here. Then return with success
// for the test.
return;
}
Factory.Parallel.Yield();
}
Assert.Fail("Should have received login timed out response.");
}
}
public unsafe void ConnectToFIX()
{
string addrStr = "216.52.236.112";
ushort port = 5679;
// Forex
// string password = "******";
// string userName = "******";
// Equity
string password = "******";
string userName = "******";
using (var filter = new FIXPretradeFilter(addrStr, port))
using (Socket socket = Factory.Provider.Socket("TestSocket", "127.0.0.1", filter.LocalPort))
{
socket.MessageFactory = new MessageFactoryFix44();
socket.SetBlocking(true);
socket.Connect();
socket.SetBlocking(false);
Message message = socket.MessageFactory.Create();
string hashPassword = MBTQuotesProvider.Hash(password);
var fixFactory = new FIXFactory4_4(1, userName, destination);
var mbtMsg = (FIXMessage4_4)fixFactory.Create();
mbtMsg.SetEncryption(0);
mbtMsg.SetHeartBeatInterval(30);
mbtMsg.ResetSequence();
mbtMsg.SetEncoding("554_H1");
mbtMsg.SetPassword(password);
mbtMsg.AddHeader("A");
string login = mbtMsg.ToString();
message.DataOut.Write(login.ToCharArray());
log.Info("Login message: \n" + message);
while (!socket.TrySendMessage(message))
{
Factory.Parallel.Yield();
}
long end = Factory.Parallel.TickCount + 5000;
while (!socket.TryGetMessage(out message))
{
if (Factory.Parallel.TickCount > end)
{
Assert.Fail("Login Timed Out.");
}
Factory.Parallel.Yield();
}
MessageFIX4_4 packetFIX = (MessageFIX4_4)message;
// packetFIX.ReadMessage();
Assert.AreEqual("FIX.4.4", packetFIX.Version);
Assert.AreEqual("A", packetFIX.MessageType);
Assert.AreEqual("MBT", packetFIX.Sender);
Assert.AreEqual(userName, packetFIX.Target);
Assert.AreEqual(1, packetFIX.Sequence);
Assert.NotNull(packetFIX.TimeStamp);
Assert.AreEqual("0", packetFIX.Encryption);
Assert.AreEqual(30, packetFIX.HeartBeatInterval);
socket.MessageFactory.Release(message);
}
}
