public AllSctSidsMustHaveAValidRouteTest()
{
sectorElements.Add(FixFactory.Make("testfix"));
sectorElements.Add(VorFactory.Make("testvor"));
sectorElements.Add(NdbFactory.Make("testndb"));
sectorElements.Add(AirportFactory.Make("testairport"));
}
public AllFixesMustBeUniqueTest()
{
first = FixFactory.Make("DIKAS", new Coordinate("abc", "def"));
second = FixFactory.Make("DIKAS", new Coordinate("abd", "cef"));
third = FixFactory.Make("DIKAP", new Coordinate("abc", "def"));
fourth = FixFactory.Make("DIKAS", new Coordinate("abc", "def"));
}
private void SendPositionUpdate(SymbolInfo symbol, int position)
{
var writePacket = fixSocket.CreatePacket();
var mbtMsg = (FIXMessage4_4)FixFactory.Create();
mbtMsg.SetAccount("33006566");
mbtMsg.SetSymbol(symbol.Symbol);
if (position <= 0)
{
mbtMsg.SetShortQty(position);
}
else
{
mbtMsg.SetLongQty(position);
}
mbtMsg.AddHeader("AP");
string message = mbtMsg.ToString();
writePacket.DataOut.Write(message.ToCharArray());
if (debug)
{
log.Debug("Sending position update: " + message);
}
fixPacketQueue.Enqueue(writePacket);
}
public AllRegionsMustHaveValidPointsTest()
{
sectorElements.Add(FixFactory.Make("testfix"));
sectorElements.Add(VorFactory.Make("testvor"));
sectorElements.Add(NdbFactory.Make("testndb"));
sectorElements.Add(AirportFactory.Make("testairport"));
}
private void SendHeartbeat()
{
var fixMsg = (FIXMessage4_4)FixFactory.Create();
fixMsg.AddHeader("0");
SendMessage(fixMsg);
}
public AllCircleSectorlinesMustHaveValidCentreTest()
{
sectorElements.Add(FixFactory.Make("testfix"));
sectorElements.Add(VorFactory.Make("testvor"));
sectorElements.Add(NdbFactory.Make("testndb"));
sectorElements.Add(AirportFactory.Make("testairport"));
}
public bool SendSessionStatus(string status)
{
switch (status)
{
case "2":
ProviderSimulator.SetOrderServerOnline();
break;
case "3":
ProviderSimulator.SetOrderServerOffline();
break;
default:
throw new ApplicationException("Unknown session status:" + status);
}
var mbtMsg = FixFactory.Create();
mbtMsg.AddHeader("h");
mbtMsg.SetTradingSessionId("TSSTATE");
mbtMsg.SetTradingSessionStatus(status);
if (debug)
{
log.Debug("Sending order server status: " + mbtMsg);
}
SendMessage(mbtMsg);
return(true);
}
public AllCoordinationPointsMustHaveValidNextTest()
{
sectorElements.Add(FixFactory.Make("testfix"));
sectorElements.Add(VorFactory.Make("testvor"));
sectorElements.Add(NdbFactory.Make("testndb"));
sectorElements.Add(AirportFactory.Make("testairport"));
}
private void SendHeartbeat()
{
if (debug)
{
log.Debug("SendHeartBeat Status " + ConnectionStatus + ", Session Status Online " + isOrderServerOnline + ", Resend Complete " + IsResendComplete);
}
if (!IsRecovered)
{
TryEndRecovery();
}
if (IsRecovered)
{
lock (orderAlgorithmsLocker)
{
foreach (var kvp in orderAlgorithms)
{
var algo = kvp.Value;
algo.OrderAlgorithm.RejectRepeatCounter = 0;
if (!algo.OrderAlgorithm.CheckForPending())
{
algo.OrderAlgorithm.ProcessOrders();
}
}
}
}
var fixMsg = (FIXMessage4_2)FixFactory.Create();
fixMsg.AddHeader("0");
SendMessage(fixMsg);
previousHeartbeatTime = recentHeartbeatTime;
recentHeartbeatTime = TimeStamp.UtcNow;
}
public void OnCancelBrokerOrder(SymbolInfo symbol, object origBrokerOrder)
{
PhysicalOrder physicalOrder;
try {
physicalOrder = GetOrderById(origBrokerOrder);
} catch (ApplicationException ex) {
log.Warn("Order probably already canceled. " + ex.Message);
if (SyncTicks.Enabled)
{
var tickSync = SyncTicks.GetTickSync(symbol.BinaryIdentifier);
tickSync.RemovePhysicalOrder();
}
return;
}
physicalOrder.OrderState = OrderState.Pending;
if (debug)
{
log.Debug("OnCancelBrokerOrder " + physicalOrder);
}
var fixMsg = (FIXMessage4_4)FixFactory.Create();
string newClientOrderId = physicalOrder.LogicalOrderId + "." + GetUniqueOrderId();
fixMsg.SetOriginalClientOrderId((string)origBrokerOrder);
fixMsg.SetClientOrderId(newClientOrderId);
fixMsg.SetAccount(AccountNumber);
fixMsg.SetSide(GetOrderSide(physicalOrder.Side));
fixMsg.AddHeader("F");
fixMsg.SetSymbol(physicalOrder.Symbol.Symbol);
fixMsg.SetTransactTime(TimeStamp.UtcNow);
SendMessage(fixMsg);
}
public void TestItAddsFixes()
{
Fix fix = FixFactory.Make();
collection.Add(fix);
Assert.Equal(fix, collection.Fixes[0]);
}
private void Logout()
{
var mbtMsg = FixFactory.Create();
log.Info("Logout message = " + mbtMsg);
mbtMsg.AddHeader("5");
SendMessage(mbtMsg);
}
public RoutePointValidatorTest()
{
sectorElements = new SectorElementCollection();
sectorElements.Add(FixFactory.Make("testfix"));
sectorElements.Add(VorFactory.Make("testvor"));
sectorElements.Add(NdbFactory.Make("testndb"));
sectorElements.Add(AirportFactory.Make("testairport"));
}
private FIXTMessage1_1 GapFillMessage(int currentSequence)
{
var message = FixFactory.Create(currentSequence);
message.SetGapFill();
message.SetNewSeqNum(currentSequence + 1);
message.AddHeader("4");
return(message);
}
private void RequestOrders()
{
var fixMsg = (FIXMessage4_4)FixFactory.Create();
fixMsg.SetAccount(AccountNumber);
fixMsg.SetMassStatusRequestID(TimeStamp.UtcNow);
fixMsg.SetMassStatusRequestType(90);
fixMsg.AddHeader("AF");
SendMessage(fixMsg);
}
private FIXTMessage1_1 CreateLoginResponse()
{
var mbtMsg = (FIXTMessage1_1)FixFactory.Create();
mbtMsg.SetEncryption(0);
mbtMsg.SetHeartBeatInterval(HeartbeatDelay);
mbtMsg.AddHeader("A");
mbtMsg.SetSendTime(new TimeStamp(1800, 1, 1));
return(mbtMsg);
}
public AllSidsMustHaveAValidRouteTest()
{
first = SidStarFactory.Make(route: new List <string>(new[] { "testfix", "testvor", "testndb", "testairport" }));
second = SidStarFactory.Make(route: new List <string>(new[] { "nottestfix", "testvor", "testndb", "testairport" }));
sectorElements.Add(FixFactory.Make("testfix"));
sectorElements.Add(VorFactory.Make("testvor"));
sectorElements.Add(NdbFactory.Make("testndb"));
sectorElements.Add(AirportFactory.Make("testairport"));
}
private void RequestPositions()
{
var fixMsg = (FIXMessage4_4)FixFactory.Create();
fixMsg.SetSubscriptionRequestType(1);
fixMsg.SetAccount(AccountNumber);
fixMsg.SetPositionRequestId(1);
fixMsg.SetPositionRequestType(0);
fixMsg.AddHeader("AN");
SendMessage(fixMsg);
}
private void SendHeartbeat()
{
var mbtMsg = (FIXTMessage1_1)FixFactory.Create();
mbtMsg.AddHeader("0");
if (trace)
{
log.Trace("Requesting heartbeat: " + mbtMsg);
}
SendMessage(mbtMsg);
}
private void SendLogout()
{
var mbtMsg = (FIXMessage4_2)FixFactory.Create();
mbtMsg.AddHeader("5");
SendMessage(mbtMsg);
if (trace)
{
log.Trace("Sending logout confirmation: " + mbtMsg);
}
}
public void DumpHistory()
{
for (var i = 0; i <= FixFactory.LastSequence; i++)
{
FIXTMessage1_1 message;
if (FixFactory.TryGetHistory(i, out message))
{
log.Info(message.ToString());
}
}
}
private bool HandleResend(MessageFIXT1_1 messageFIX)
{
int end = messageFIX.EndSeqNum == 0 ? FixFactory.LastSequence : messageFIX.EndSeqNum;
if (debug)
{
log.Debug("Found resend request for " + messageFIX.BegSeqNum + " to " + end + ": " + messageFIX);
}
for (int i = messageFIX.BegSeqNum; i <= end; i++)
{
FIXTMessage1_1 textMessage;
var gapFill = false;
if (!FixFactory.TryGetHistory(i, out textMessage))
{
gapFill = true;
textMessage = GapFillMessage(i);
}
else
{
switch (textMessage.Type)
{
case "A": // Logon
case "0": // Heartbeat
case "1": // Heartbeat
case "2": // Resend request.
case "4": // Reset sequence.
textMessage = GapFillMessage(i);
gapFill = true;
break;
default:
textMessage.SetDuplicate(true);
break;
}
}
if (gapFill)
{
if (debug)
{
var fixString = textMessage.ToString();
string view = fixString.Replace(FIXTBuffer.EndFieldStr, " ");
log.Debug("Sending Gap Fill message " + i + ": \n" + view);
}
ResendMessageProtected(textMessage);
}
else
{
ResendMessage(textMessage);
}
}
return(true);
}
private void FIXOrderList(MessageFIX4_2 packet)
{
var mbtMsg = (FIXMessage4_4)FixFactory.Create();
mbtMsg.SetText("END");
mbtMsg.AddHeader("8");
if (debug)
{
log.Debug("Sending end of order list: " + mbtMsg);
}
SendMessage(mbtMsg);
}
private void FIXPositionList(MessageFIX4_2 packet)
{
var mbtMsg = (FIXMessage4_4)FixFactory.Create();
mbtMsg.SetText("DONE");
mbtMsg.AddHeader("AO");
if (debug)
{
log.Debug("Sending end of position list: " + mbtMsg);
}
SendMessage(mbtMsg);
}
private void SendSystemOffline()
{
var mbtMsg = FixFactory.Create();
mbtMsg.AddHeader("5");
mbtMsg.SetText("System offline");
SendMessage(mbtMsg);
if (trace)
{
log.Trace("Sending system offline simulation: " + mbtMsg);
}
//resetSequenceNumbersNextDisconnect = true;
}
private void OnBusinessRejectOrder(string clientOrderId, string error)
{
var mbtMsg = (FIXMessage4_2)FixFactory.Create();
//mbtMsg.SetBusinessRejectReferenceId(clientOrderId);
mbtMsg.SetText(error);
mbtMsg.SetTransactTime(TimeStamp.UtcNow);
mbtMsg.AddHeader("j");
if (trace)
{
log.Trace("Sending business reject order: " + mbtMsg);
}
SendMessage(mbtMsg);
}
private void CloseWithFixError(PacketFIX4_4 packet, string message)
{
var writePacket = fixSocket.CreatePacket();
var fixMsg = (FIXMessage4_4)FixFactory.Create();
TimeStamp timeStamp = TimeStamp.UtcNow;
fixMsg.SetAccount(packet.Account);
fixMsg.SetText(message);
fixMsg.AddHeader("j");
string errorMessage = fixMsg.ToString();
writePacket.DataOut.Write(errorMessage.ToCharArray());
fixPacketQueue.Enqueue(writePacket);
}
protected virtual Yield OnHeartbeat()
{
if (fixSocket != null && FixFactory != null)
{
var mbtMsg = (FIXTMessage1_1)FixFactory.Create();
mbtMsg.AddHeader("1");
if (trace)
{
log.Trace("Requesting heartbeat: " + mbtMsg);
}
SendMessage(mbtMsg);
}
return(Yield.DidWork.Return);
}
public override void OnRejectOrder(CreateOrChangeOrder order, string error)
{
var mbtMsg = (FIXMessage4_2)FixFactory.Create();
mbtMsg.SetAccount("33006566");
mbtMsg.SetClientOrderId(order.BrokerOrder.ToString());
mbtMsg.SetOrderStatus("8");
mbtMsg.SetText(error);
mbtMsg.SetSymbol(order.Symbol.Symbol);
mbtMsg.SetTransactTime(TimeStamp.UtcNow);
mbtMsg.AddHeader("8");
if (trace)
{
log.Trace("Sending reject order: " + mbtMsg);
}
SendMessage(mbtMsg);
}
private Yield OnHeartbeat()
{
if (fixSocket != null && FixFactory != null)
{
var writePacket = fixSocket.CreatePacket();
var mbtMsg = (FIXMessage4_4)FixFactory.Create();
mbtMsg.AddHeader("1");
string message = mbtMsg.ToString();
writePacket.DataOut.Write(message.ToCharArray());
if (trace)
{
log.Trace("Requesting heartbeat: " + message);
}
fixPacketQueue.Enqueue(writePacket);
}
return(Yield.DidWork.Return);
}