// REC: The ProcessElements method compares the contents
// of a message to the corresponding message layout and
// returns a list of validation result entries for each
// of the fields that were encountered in the message:
private List <FixValidationResult> ProcessElements(Queue <SrcField> queue, MsgLayout layout)
{
List <FixValidationResult> result = new List <FixValidationResult>();
int hdrIndex = 0;
int msgIndex = 0;
int trlIndex = 0;
while (queue.Count > 0)
{
bool processed = false;
// REC: Retrieve the next source field from
// the sequential queue of message fields:
SrcField current = queue.Dequeue();
// REC: Scan the result set for a placeholder
// for this field before checking the template:
bool fieldOOS = false;
foreach (FixValidationResult fvr in result)
{
// REC: If the current field's tag matches the
// tag in the validation result, and the result's
// validation code is set to Field_Missing, then
// the result entry is a placeholder for the field:
if (fvr.ResultCode == FixValidationCode.Field_Missing)
{
if (current.Tag == fvr.FieldTag)
{
// REC: The fact that this entry is a placeholder
// means that it was previously passed over when
// a field was being matched. This means that the
// current field is out of sequence, or it would
// already be in the validation result set:
fvr.FieldValue = current.Value;
fvr.ResultCode = FixValidationCode.Field_Present;
fvr.ResultText = "Field Present";
if (fieldOOS == true)
{
fvr.ResultCode = FixValidationCode.Field_OOS;
fvr.ResultText = "Out of Sequence";
}
//VerifyFieldType(current, fvr);
if (fvr.Nodes.Count > 0)
{
fvr.Nodes = ValidateGroup(queue, fvr);
}
// REC: Remove the validation result from its
// current position in the result set...
result.Remove(fvr);
// REC: ...and add it to the end of the result
// set since that's where it was encountered in
// the source message:
result.Add(fvr);
// REC: Set the processed flag to true to indicate
// that this field in the source message has now
// been completely processed:
processed = true;
break;
}
else
{
// REC: The field is missing, but it doesn't match
// the current one. If the missing field is also a
// required field, then set the OOS flag:
if (fvr.FieldRequired == true)
{
fieldOOS = true;
}
}
}
}
// REC: If the current field in the message wasn't found
// in the result set, as a placeholder, then scan the
// elements in the message header for a match:
if (processed == false)
{
while (hdrIndex != layout.Header.Count)
{
// REC: Create a copy of the entry in the
// message header layout:
FixValidationResult src = layout.Header[hdrIndex++];
FixValidationResult dst = src.Clone() as FixValidationResult;
// REC: Add the copy of the entry to the
// result set in anticipation of the field
// being matched. If it's not matched, then
// the entry will act as a placeholder:
result.Add(dst);
if (current.Tag == src.FieldTag)
{
dst.FieldValue = current.Value;
dst.ResultCode = FixValidationCode.Field_Present;
dst.ResultText = "Field Present";
// REC: If the entry in the layout is a
// repeating group header, then attempt
// to validate as many instances of the
// repeating group as are indicated by
// the value of in the message's field:
if (src.Nodes.Count > 0)
{
dst.Nodes = ValidateGroup(queue, dst);
dst.ResultCode = FixValidationCode.Group_Present;
dst.ResultText = "Group Present";
}
processed = true;
}
}
// REC: If the current field wasn't found in the
// result set, or in the layout for the message's
// header elements, then attempt to locate it in
// the message's content elements:
if (processed == false)
{
while (msgIndex != layout.Message.Count)
{
FixValidationResult src = layout.Message[msgIndex++];
FixValidationResult dst = src.Clone() as FixValidationResult;
// REC: Add the copy of the entry to the
// result set in anticipation of the field
// being matched. If it's not matched, then
// the entry will act as a placeholder:
result.Add(dst);
if (current.Tag == src.FieldTag)
{
dst.FieldValue = current.Value;
dst.ResultCode = FixValidationCode.Field_Present;
dst.ResultText = "Field Present";
// REC: If the entry in the layout is a
// repeating group header, then attempt
// to validate as many instances of the
// repeating group as are indicated by
// the value of in the message's field:
if (src.Nodes.Count > 0)
{
dst.Nodes = ValidateGroup(queue, dst);
dst.ResultCode = FixValidationCode.Group_Present;
dst.ResultText = "Group Present";
}
processed = true;
break;
}
}
}
// REC: If the field wasn't found in the header
// or in the body, then scan the message trailer:
if (processed == false)
{
// REC: Note that the trailer elements don't
// get copied into the result set unless there
// is a match for one of them; these elements
// should always be placed at the end of the
// result set if there is no match for them:
for (int i = trlIndex; i != layout.Trailer.Count; i++)
{
if (current.Tag == layout.Trailer[i].FieldTag)
{
while (trlIndex != layout.Trailer.Count)
{
FixValidationResult src = layout.Trailer[trlIndex++];
FixValidationResult dst = src.Clone() as FixValidationResult;
result.Add(dst);
if (current.Tag == src.FieldTag)
{
dst.FieldValue = current.Value;
dst.ResultCode = FixValidationCode.Field_Present;
dst.ResultText = "Field Present";
if (src.Nodes.Count > 0)
{
dst.Nodes = ValidateGroup(queue, dst);
dst.ResultCode = FixValidationCode.Group_Present;
dst.ResultText = "Group Present";
}
processed = true;
break;
}
}
}
}
// REC: If the field wasn't found in the trailer
// layout, then it's a UDF and can just be added
// to the result set where it's found:
if (processed == false)
{
FixValidationResult dst = new FixValidationResult();
dst.FieldTag = current.Tag;
dst.FieldName = current.Name;
dst.FieldValue = current.Value;
dst.ResultCode = FixValidationCode.Field_Present;
dst.ResultText = "User-defined Field";
result.Add(dst);
}
}
}
}
return(result);
}
// REC: The ProcessElements method compares the contents
// of a message to the corresponding message layout and
// returns a list of validation result entries for each
// of the fields that were encountered in the message:
private List<FixValidationResult> ProcessElements(Queue<SrcField> queue, MsgLayout layout)
{
List<FixValidationResult> result = new List<FixValidationResult>();
int hdrIndex = 0;
int msgIndex = 0;
int trlIndex = 0;
while (queue.Count > 0)
{
bool processed = false;
// REC: Retrieve the next source field from
// the sequential queue of message fields:
SrcField current = queue.Dequeue();
// REC: Scan the result set for a placeholder
// for this field before checking the template:
bool fieldOOS = false;
foreach (FixValidationResult fvr in result)
{
// REC: If the current field's tag matches the
// tag in the validation result, and the result's
// validation code is set to Field_Missing, then
// the result entry is a placeholder for the field:
if (fvr.ResultCode == FixValidationCode.Field_Missing)
{
if (current.Tag == fvr.FieldTag)
{
// REC: The fact that this entry is a placeholder
// means that it was previously passed over when
// a field was being matched. This means that the
// current field is out of sequence, or it would
// already be in the validation result set:
fvr.FieldValue = current.Value;
fvr.ResultCode = FixValidationCode.Field_Present;
fvr.ResultText = "Field Present";
if (fieldOOS == true)
{
fvr.ResultCode = FixValidationCode.Field_OOS;
fvr.ResultText = "Out of Sequence";
}
//VerifyFieldType(current, fvr);
if (fvr.Nodes.Count > 0)
{
fvr.Nodes = ValidateGroup(queue, fvr);
}
// REC: Remove the validation result from its
// current position in the result set...
result.Remove(fvr);
// REC: ...and add it to the end of the result
// set since that's where it was encountered in
// the source message:
result.Add(fvr);
// REC: Set the processed flag to true to indicate
// that this field in the source message has now
// been completely processed:
processed = true;
break;
}
else
{
// REC: The field is missing, but it doesn't match
// the current one. If the missing field is also a
// required field, then set the OOS flag:
if (fvr.FieldRequired == true)
{
fieldOOS = true;
}
}
}
}
// REC: If the current field in the message wasn't found
// in the result set, as a placeholder, then scan the
// elements in the message header for a match:
if(processed == false)
{
while(hdrIndex != layout.Header.Count)
{
// REC: Create a copy of the entry in the
// message header layout:
FixValidationResult src = layout.Header[hdrIndex++];
FixValidationResult dst = src.Clone() as FixValidationResult ;
// REC: Add the copy of the entry to the
// result set in anticipation of the field
// being matched. If it's not matched, then
// the entry will act as a placeholder:
result.Add(dst) ;
if(current.Tag == src.FieldTag)
{
dst.FieldValue = current.Value;
dst.ResultCode = FixValidationCode.Field_Present;
dst.ResultText = "Field Present" ;
// REC: If the entry in the layout is a
// repeating group header, then attempt
// to validate as many instances of the
// repeating group as are indicated by
// the value of in the message's field:
if(src.Nodes.Count > 0)
{
dst.Nodes = ValidateGroup(queue, dst) ;
dst.ResultCode = FixValidationCode.Group_Present;
dst.ResultText = "Group Present";
}
processed = true ;
}
}
// REC: If the current field wasn't found in the
// result set, or in the layout for the message's
// header elements, then attempt to locate it in
// the message's content elements:
if(processed == false)
{
while(msgIndex != layout.Message.Count)
{
FixValidationResult src = layout.Message[msgIndex++] ;
FixValidationResult dst = src.Clone() as FixValidationResult ;
// REC: Add the copy of the entry to the
// result set in anticipation of the field
// being matched. If it's not matched, then
// the entry will act as a placeholder:
result.Add(dst) ;
if(current.Tag == src.FieldTag)
{
dst.FieldValue = current.Value ;
dst.ResultCode = FixValidationCode.Field_Present;
dst.ResultText = "Field Present" ;
// REC: If the entry in the layout is a
// repeating group header, then attempt
// to validate as many instances of the
// repeating group as are indicated by
// the value of in the message's field:
if(src.Nodes.Count > 0)
{
dst.Nodes = ValidateGroup(queue, dst) ;
dst.ResultCode = FixValidationCode.Group_Present;
dst.ResultText = "Group Present" ;
}
processed = true ;
break ;
}
}
}
// REC: If the field wasn't found in the header
// or in the body, then scan the message trailer:
if(processed == false)
{
// REC: Note that the trailer elements don't
// get copied into the result set unless there
// is a match for one of them; these elements
// should always be placed at the end of the
// result set if there is no match for them:
for(int i=trlIndex; i!=layout.Trailer.Count; i++)
{
if(current.Tag == layout.Trailer[i].FieldTag)
{
while (trlIndex != layout.Trailer.Count)
{
FixValidationResult src = layout.Trailer[trlIndex++];
FixValidationResult dst = src.Clone() as FixValidationResult;
result.Add(dst);
if (current.Tag == src.FieldTag)
{
dst.FieldValue = current.Value;
dst.ResultCode = FixValidationCode.Field_Present;
dst.ResultText = "Field Present";
if (src.Nodes.Count > 0)
{
dst.Nodes = ValidateGroup(queue, dst);
dst.ResultCode = FixValidationCode.Group_Present;
dst.ResultText = "Group Present";
}
processed = true;
break;
}
}
}
}
// REC: If the field wasn't found in the trailer
// layout, then it's a UDF and can just be added
// to the result set where it's found:
if (processed == false)
{
FixValidationResult dst = new FixValidationResult();
dst.FieldTag = current.Tag;
dst.FieldName = current.Name;
dst.FieldValue = current.Value;
dst.ResultCode = FixValidationCode.Field_Present;
dst.ResultText = "User-defined Field";
result.Add(dst);
}
}
}
}
return result;
}
// REC: Validate an instance of the FixMessage class against
// the header/message/trailer definition in the dictionaries:
public List <FixValidationResult> Validate(FixMessage msg)
{
List <FixValidationResult> result = new List <FixValidationResult>();
// REC: Build a queue of all of the FIX elements that
// are contained in the message:
Queue <SrcField> srcFields = new Queue <SrcField>();
// REC: Add the elements that are in the message's
// header to the queue of source fields:
PopulateQueue(srcFields, msg.Header);
// REC: Add the elements that are in the message's
// body to the queue of source fields:
PopulateQueue(srcFields, msg.Content);
// REC: Add the elements that are in the message's
// trailer to the queue of source fields:
PopulateQueue(srcFields, msg.Trailer);
// REC: Create the MsgLayout structure that defines
// the layout of a message as it is defined in the
// configured FIX dictionaries:
MsgLayout msgLayout = new MsgLayout();
// REC: The message layout's header entries are
// copied from the cached list of entries that is
// created when the validator is configured:
foreach (FixValidationResult hdrEntry in _cachedHeader)
{
msgLayout.Header.Add(hdrEntry.Clone() as FixValidationResult);
}
// REC: The message layout's content entries are
// only configured if the corresponding message
// type can be found in the dictionaries:
FixField fldMsgType = msg.Header.GetField(35);
if (fldMsgType != null)
{
string strMsgType = fldMsgType.Content;
foreach (FixDictionary dx in _settings.Dictionaries)
{
FixDxMessage dxMessage = dx.GetMessageByType(strMsgType);
if (dxMessage != null)
{
// REC: Expand the list of elements contained
// in the message's definition and populate the
// message layout element list with them:
FixDxCollection msgElements = dx.Resolve(dxMessage.Elements);
foreach (IFixDxElement msgElement in msgElements)
{
msgLayout.Message.Add(CreateResult(msgElement));
}
break;
}
}
}
// REC: the message layout's trailer entries are
// copied from the cached list of entries that is
// created when the validator is configured:
foreach (FixValidationResult trlEntry in _cachedTrailer)
{
msgLayout.Trailer.Add(trlEntry.Clone() as FixValidationResult);
}
// REC: After the message layout has been defined
// the validator can compare the content of the
// source message to the layout definition:
return(ProcessElements(srcFields, msgLayout));
}
// REC: Validate an instance of the FixMessage class against
// the header/message/trailer definition in the dictionaries:
public List<FixValidationResult> Validate(FixMessage msg)
{
List<FixValidationResult> result = new List<FixValidationResult>();
// REC: Build a queue of all of the FIX elements that
// are contained in the message:
Queue<SrcField> srcFields = new Queue<SrcField>();
// REC: Add the elements that are in the message's
// header to the queue of source fields:
PopulateQueue(srcFields, msg.Header);
// REC: Add the elements that are in the message's
// body to the queue of source fields:
PopulateQueue(srcFields, msg.Content);
// REC: Add the elements that are in the message's
// trailer to the queue of source fields:
PopulateQueue(srcFields, msg.Trailer);
// REC: Create the MsgLayout structure that defines
// the layout of a message as it is defined in the
// configured FIX dictionaries:
MsgLayout msgLayout = new MsgLayout();
// REC: The message layout's header entries are
// copied from the cached list of entries that is
// created when the validator is configured:
foreach (FixValidationResult hdrEntry in _cachedHeader)
{
msgLayout.Header.Add(hdrEntry.Clone() as FixValidationResult);
}
// REC: The message layout's content entries are
// only configured if the corresponding message
// type can be found in the dictionaries:
FixField fldMsgType = msg.Header.GetField(35);
if (fldMsgType != null)
{
string strMsgType = fldMsgType.Content;
foreach (FixDictionary dx in _settings.Dictionaries)
{
FixDxMessage dxMessage = dx.GetMessageByType(strMsgType);
if (dxMessage != null)
{
// REC: Expand the list of elements contained
// in the message's definition and populate the
// message layout element list with them:
FixDxCollection msgElements = dx.Resolve(dxMessage.Elements);
foreach (IFixDxElement msgElement in msgElements)
{
msgLayout.Message.Add(CreateResult(msgElement));
}
break;
}
}
}
// REC: the message layout's trailer entries are
// copied from the cached list of entries that is
// created when the validator is configured:
foreach (FixValidationResult trlEntry in _cachedTrailer)
{
msgLayout.Trailer.Add(trlEntry.Clone() as FixValidationResult);
}
// REC: After the message layout has been defined
// the validator can compare the content of the
// source message to the layout definition:
return ProcessElements(srcFields, msgLayout);
}
