public void TestStringTagConstructor()
{
var field = new Fix.Field("35", "D");
Assert.AreEqual(35, field.Tag);
Assert.AreEqual("D", field.Value);
}
public void TestMessageParserStripsValueDescription()
{
const string text = @"2014-08-26 10:20:56.0006|DEBUG|AwesomO.Execution.FixClient|Outgoing
{
BeginString (8) - FIXT.1.1
BodyLength (9) -
MsgType (35) - 8 - ExecutionReport
SenderCompID (49) - QJ
TargetCompID (56) - FIX_CLIENT
MsgSeqNum (34) - 5019
SendingTime (52) - 20140826-00:20:55.998
OrdStatus (39) - 0 - New
ClOrdID (11) - 20
OrderID (37) - FIX_CLIENT-QJ-20
ExecID (17) - 1
ExecType (150) - 0 - New
LeavesQty (151) - 10000
SecurityID (48) - RIO.AX
SecurityIDSource (22) - 5 - RIC code
Side (54) - 1 - Buy
OrderQty (38) - 10000
Price (44) - 97.08
LastQty (32) - 0
LastPx (31) - 0
CumQty (14) - 0
AvgPx (6) - 0
OrdType (40) - 2 - Limit
}";
Fix.Message message = Fix.Message.Parse(text);
Assert.IsNotNull(message);
Fix.Field msgType = message.Fields.Find(Fix.Dictionary.Fields.MsgType);
Assert.IsNotNull(msgType);
Assert.AreEqual(Fix.Dictionary.Messages.ExecutionReport.MsgType, msgType.Value);
}
public void TestOrdStatusConversion()
{
var field = new Fix.Field(Fix.Dictionary.Fields.OrdStatus, "0");
var ordStatus = (Fix.OrdStatus)field;
Assert.AreEqual(Fix.OrdStatus.New, ordStatus);
}
public void TestDescribeFieldValue()
{
var field = new Fix.Field(FIX_5_0SP2.TimeInForce.Day);
var description = field.Describe(null).ValueDefinition;
Assert.IsNotNull(description);
Assert.AreEqual("Day", description?.Name);
Assert.AreEqual("A buy or sell order that, if not executed expires at the end of the trading day on which it was entered.", description?.Description);
}
public void TestExecInstWithMultipleValues()
{
var field = new Fix.Field(Fix.Dictionary.Fields.ExecInst, "c x");
var values = (Fix.ExecInst[])field;
Assert.AreEqual(2, values.Length);
Assert.AreEqual(Fix.ExecInst.IgnorePriceValidityChecks, values[0]);
Assert.AreEqual(Fix.ExecInst.IgnoreNotionalValueChecks, values[1]);
}
public void TestClone()
{
var one = new Fix.Field("35", "D");
var two = (Fix.Field)one.Clone();
Assert.AreEqual(one.Tag, two.Tag);
Assert.AreEqual(one.Value, two.Value);
two.Value = "E";
Assert.AreEqual(one.Tag, two.Tag);
Assert.AreNotEqual(one.Value, two.Value);
Assert.AreEqual("D", one.Value);
Assert.AreEqual("E", two.Value);
}
void CancelAllOpenOrders()
{
foreach (DataGridViewRow row in _orderGrid.Rows)
{
try
{
var view = row.DataBoundItem as DataRowView;
var orderRow = view.Row as OrderDataRow;
Fix.Order order = orderRow.Order;
if (order.OrdStatus == Fix.OrdStatus.Canceled ||
order.OrdStatus == Fix.OrdStatus.Rejected ||
order.OrdStatus == Fix.OrdStatus.DoneForDay)
{
continue;
}
var message = new Fix.Message {
MsgType = Fix.Dictionary.Messages.OrderCancelRequest.MsgType
};
MessagesPanel.UpdateMessage(message, order);
message.Fields.Set(Fix.Dictionary.Fields.TransactTime, Fix.Field.TimeString(_session.MillisecondTimestamps));
message.Fields.Set(Fix.Dictionary.Fields.Side, order.Side.Value);
message.Fields.Set(Fix.Dictionary.Fields.Symbol, order.Symbol);
message.Fields.Set(Fix.Dictionary.Fields.OrigClOrdID, order.ClOrdID);
message.Fields.Set(Fix.Dictionary.Fields.ClOrdID, Session.FormatClOrdId(Session.NextClOrdId++));
//
// This field was removed from later versions.
//
Fix.Field beginString = message.Fields.Find(Fix.Dictionary.Fields.BeginString);
if (beginString != null && beginString.Value == Fix.Dictionary.Versions.FIX_4_0.BeginString)
{
message.Fields.Set(Fix.Dictionary.FIX_4_0.Fields.CxlType, "F");
}
Session.Send(message);
}
catch (Exception ex)
{
MessageBox.Show(this,
ex.Message,
Application.ProductName,
MessageBoxButtons.OK,
MessageBoxIcon.Information);
}
}
}
void ExportButtonClick(object sender, EventArgs e)
{
string filename = Session.SenderCompId + "-" + Session.TargetCompId + ".txt";
using SaveFileDialog dlg = new();
dlg.Filter = "txt files (*.txt)|*.txt|All files (*.*)|*.*";
dlg.FilterIndex = 2;
dlg.RestoreDirectory = true;
dlg.FileName = filename;
dlg.Title = "Export";
if (dlg.ShowDialog() == DialogResult.OK)
{
Cursor original = Cursor.Current;
Cursor.Current = Cursors.WaitCursor;
try
{
using FileStream stream = new(dlg.FileName, FileMode.Create);
using StreamWriter writer = new(stream);
foreach (Fix.Message message in Session.Messages)
{
string timestamp = "Unknown";
Fix.Field field = message.Fields.Find(Fix.Dictionary.Fields.SendingTime.Tag);
if (field != null)
{
timestamp = field.Value;
}
string direction = message.Incoming ? "received" : "sent";
Fix.Dictionary.Message definition = Session.Version.Messages[message.MsgType];
writer.WriteLine("{0} ({1}) ({2})",
timestamp,
direction,
definition.Name);
writer.WriteLine("{");
writer.WriteLine(message.ToString());
writer.WriteLine("}");
}
}
finally
{
Cursor.Current = original;
}
}
}
static void FieldsEqual(string[,] expected, Fix.Message message)
{
Assert.AreEqual(expected.Length / 2, message.Fields.Count, "Field count");
for (int index = 0; index < message.Fields.Count; ++index)
{
Fix.Field actual = message.Fields[index];
if (!int.TryParse(expected[index, 0], out int tag))
{
Assert.Fail("Non numeric tag '{0}={1}'", expected[index, 0], expected[index, 1]);
}
Assert.AreEqual(tag, actual.Tag, "Tag");
Assert.AreEqual(expected[index, 1], actual.Value, "Value");
}
}
protected string ToolTipForCell(int rowIndex, int columnIndex, char value)
{
DataGridViewRow row = Rows[rowIndex];
if (row.DataBoundItem is not DataRowView rowView || rowView.IsNew)
{
return(null);
}
var dataRow = (FieldDataRow)rowView.Row;
Fix.Field field = dataRow.Field;
if (field.Definition == null)
{
return(null);
}
Type type = field.Definition.EnumeratedType;
if (type == null)
{
return(null);
}
string name = type.GetEnumName(value);
if (string.IsNullOrEmpty(name))
{
return(null);
}
MemberInfo[] info = type.GetMember(name);
if (info.Length < 1)
{
return(null);
}
var attributes = info[0].GetCustomAttributes(typeof(DescriptionAttribute), false);
string description = ((DescriptionAttribute)attributes[0]).Description;
return(string.Join("\n", description.SplitInParts(80)));
}
public static Fix.Dictionary.Message MessageDefinition(Fix.Message message)
{
Fix.Field beginString = message.Fields.Find(Fix.Dictionary.Fields.BeginString);
Fix.Dictionary.Version version = null;
if (beginString != null && !beginString.Value.StartsWith("FIXT."))
{
version = Fix.Dictionary.Versions[beginString.Value];
}
if (version == null)
{
version = Fix.Dictionary.Versions.Default;
}
Fix.Dictionary.Message exemplar = version.Messages[message.MsgType];
if (exemplar == null)
{
return(Fix.Dictionary.Messages[message.MsgType]);
}
return(exemplar);
}
public void TestShortTimestampDateTimeConversion()
{
var field = new Fix.Field(Fix.Dictionary.Fields.ExpireTime, "20140306-06:01:32");
Assert.IsNotNull((DateTime?)field);
}
public void TestDescriptionOfExecInstWithMultipleValues()
{
var field = new Fix.Field(Fix.Dictionary.Fields.ExecInst, "c x");
Assert.AreEqual("Ignore price validity checks, Ignore notional value checks", field.ValueDescription);
}
public void TestFieldValueDescriptionWithNumericEnumDefinition()
{
var field = new Fix.Field(Fix.Dictionary.Fields.SessionStatus, Fix.SessionStatus.SessionActive);
Assert.AreEqual("Session active", field.ValueDescription);
}
public void TestInvalidDateTimeConversion()
{
var field = new Fix.Field(Fix.Dictionary.Fields.ExpireTime, "blah");
Assert.IsNull((DateTime?)field);
}
public void TestDateDateTimeConversion()
{
var field = new Fix.Field(Fix.Dictionary.Fields.ExpireTime, "20140306");
Assert.IsNotNull((DateTime?)field);
}
public void TestInvalidStringTagConstructor()
{
_ = new Fix.Field("blah", "D");
}
public static Fix.Dictionary.Field FieldDefinition(Fix.Dictionary.Message message, Fix.Field field)
{
message.Fields.TryGetValue(field.Tag, out Fix.Dictionary.Field definition);
return(definition);
}
public void TestLongTimestampDateTimeConversion()
{
var field = new Fix.Field(FIX_5_0SP2.Fields.ExpireTime, "20140306-06:01:32.345");
Assert.IsNotNull((DateTime?)field);
}
