Beispiel #1
0
        public IcmTradingSessionConnectorTest(ITestOutputHelper output)
        {
            _output = output;
            var config = new JfdExchangeConfiguration()
            {
                Password = Password,
                TradingFixConfiguration = new[]
                {
                    "[DEFAULT]",
                    "ResetOnLogon=Y",
                    "FileStorePath=store",
                    "FileLogPath=log",
                    "ConnectionType=initiator",
                    "ReconnectInterval=60",
                    "BeginString=FIX.4.4",
                    "DataDictionary=FIX44.xml",
                    "HeartBtInt=15",
                    "SSLEnable=N",
                    "SSLProtocols=Tls",
                    "SSLValidateCertificates=N",
                    $"SocketConnectHost={TargetIp}",
                    $"SocketConnectPort={TargetPort}",
                    "[SESSION]",
                    $"SenderCompID={OrderSenderCompId}",
                    $"TargetCompID={OrderTargetCompId}",
                    "StartTime=05:00:00",
                    "EndTime=23:00:00"
                }
            };
            var connectorConfig = new FixConnectorConfiguration(config.Password, config.GetTradingFixConfigAsReader());

            _connector = new IcmTradeSessionConnector(connectorConfig, new TestOutput(new TestOutputHelperWrapper(_output)));
        }
Beispiel #2
0
        public void TestLogonWithInvalidPassword()
        {
            var config = new JfdExchangeConfiguration()
            {
                Password = "******",
                TradingFixConfiguration = new[]
                {
                    "[DEFAULT]",
                    "ResetOnLogon=Y",
                    "FileStorePath=store",
                    "FileLogPath=log",
                    "ConnectionType=initiator",
                    "ReconnectInterval=60",
                    "BeginString=FIX.4.4",
                    "DataDictionary=FIX44.xml",
                    "HeartBtInt=15",
                    $"SocketConnectHost={TargetIp}",
                    $"SocketConnectPort={TargetPort}",
                    "[SESSION]",
                    $"SenderCompID={OrderSenderCompId}",
                    $"TargetCompID={OrderTargetCompId}",
                    "StartTime=05:00:00",
                    "EndTime=23:00:00"
                }
            };
            var connectorConfig = new FixConnectorConfiguration(config.Password, config.GetTradingFixConfigAsReader());
            var connector       = new IcmTradeSessionConnector(connectorConfig, new TestOutput(new TestOutputHelperWrapper(_output)));

            connector.Start();

            WaitForState(FixConnectorState.Connected, 5);
        }
        public IcmExchange(IcmTickPriceHarvester tickPriceHarvester,

                           IcmExchangeConfiguration config,
                           TranslatedSignalsRepository translatedSignalsRepository,
                           IcmModelConverter converter,
                           ILog log)
            : base(Name, config, translatedSignalsRepository, log)
        {
            _config                = config;
            _converter             = converter;
            _tickPriceHarvester    = tickPriceHarvester;
            _tradeSessionConnector = new IcmTradeSessionConnector(new FixConnectorConfiguration(config.Password, config.GetFixConfigAsReader()), log);
            _log = log;
        }