| public SetString ( string key, string val ) : void | ||
| key | string | |
| val | string | |
| return | void | |
public void ValueEquality()
{
QuickFix.Dictionary first = new QuickFix.Dictionary("Name");
QuickFix.Dictionary second = new QuickFix.Dictionary("Name");
Assert.True(first.Equals(second));
first.SetString("THIRDKEY", "FIRST");
second.SetString("THIRDKEY", "SECOND");
Assert.False(first.Equals(second));
first.SetString("THIRDKEY", "SECOND");
Assert.True(first.Equals(second));
first.SetString("FIRSTKEY", "FIRSTVALUE");
second.SetString("SECONDKEY", "SECONDVALUE");
Assert.False(first.Equals(second));
first.SetString("SECONDKEY", "SECONDVALUE");
second.SetString("FIRSTKEY", "FIRSTVALUE");
Assert.True(first.Equals(second));
QuickFix.Dictionary third = new QuickFix.Dictionary("Name1");
QuickFix.Dictionary fourth = new QuickFix.Dictionary("Name2");
Assert.False(third.Equals(fourth));
}
public void SetGetString()
{
QuickFix.Dictionary d = new QuickFix.Dictionary();
d.SetString("STRINGKEY1", "STRINGVALUE1");
d.SetString("STRINGKEY2", "stringvalue2");
Assert.That(d.GetString("STRINGKEY1"), Is.EqualTo("STRINGVALUE1"));
Assert.That(d.GetString("STRINGKEY2"), Is.EqualTo("stringvalue2"));
Assert.That(d.GetString("STRINGKEY2", true), Is.EqualTo("STRINGVALUE2"));
Assert.Throws <ConfigError>(delegate { d.GetString("STRINGKEY3"); });
}
Dictionary CreateSessionConfig(string targetCompID, bool isInitiator)
{
Dictionary settings = new Dictionary();
settings.SetString(SessionSettings.CONNECTION_TYPE, isInitiator ? "initiator" : "acceptor");
settings.SetString(SessionSettings.USE_DATA_DICTIONARY, "N");
settings.SetString(SessionSettings.START_TIME, "12:00:00");
settings.SetString(SessionSettings.END_TIME, "12:00:00");
settings.SetString(SessionSettings.HEARTBTINT, "300");
return settings;
}
public void SetGetString()
{
QuickFix.Dictionary d = new QuickFix.Dictionary();
d.SetString("STRINGKEY1", "STRINGVALUE1");
d.SetString("STRINGKEY2", "stringvalue2");
Assert.That(d.GetString("STRINGKEY1"), Is.EqualTo("STRINGVALUE1"));
Assert.That(d.GetString("STRINGKEY2"), Is.EqualTo("stringvalue2"));
Assert.That(d.GetString("STRINGKEY2", true), Is.EqualTo("STRINGVALUE2"));
Assert.Throws<ConfigError>(delegate { d.GetString("STRINGKEY3"); });
}
public void Merge()
{
QuickFix.Dictionary first = new QuickFix.Dictionary();
first.SetString("FIRSTKEY", "FIRSTVALUE");
first.SetString("THIRDKEY", "FIRST");
QuickFix.Dictionary second = new QuickFix.Dictionary();
second.SetString("SECONDKEY", "SECONDVALUE");
second.SetString("THIRDKEY", "SECOND");
first.Merge(second);
Assert.That(first.GetString("FIRSTKEY"), Is.EqualTo("FIRSTVALUE"));
Assert.That(first.GetString("SECONDKEY"), Is.EqualTo("SECONDVALUE"));
Assert.That(first.GetString("THIRDKEY"), Is.EqualTo("FIRST"));
}
public void Merge()
{
QuickFix.Dictionary first = new QuickFix.Dictionary();
first.SetString("FIRSTKEY", "FIRSTVALUE");
first.SetString("THIRDKEY", "FIRST");
QuickFix.Dictionary second = new QuickFix.Dictionary();
second.SetString("SECONDKEY", "SECONDVALUE");
second.SetString("THIRDKEY", "SECOND");
first.Merge(second);
Assert.That(first.GetString("FIRSTKEY"), Is.EqualTo("FIRSTVALUE"));
Assert.That(first.GetString("SECONDKEY"), Is.EqualTo("SECONDVALUE"));
Assert.That(first.GetString("THIRDKEY"), Is.EqualTo("FIRST"));
}
public void setup()
{
sessionID = new QuickFix.SessionID("FIX.4.2", "SENDERCOMP", "TARGETCOMP");
Wipe();
QuickFix.Dictionary config = new QuickFix.Dictionary();
config.SetString(QuickFix.SessionSettings.CONNECTION_TYPE, "initiator");
config.SetString(QuickFix.SessionSettings.DATABASE_STORE_CONNECTION_STRING, connectionString);
settings = new QuickFix.SessionSettings();
settings.Set(sessionID, config);
factory = new QuickFix.DatabaseStoreFactory(settings);
settings.Set(config);
store = (QuickFix.DatabaseStore)factory.Create(sessionID, new NullLog());
}
public void ValidConfiguration()
{
Application app = new NullApplication();
MessageStoreFactory storeFactory = new MemoryStoreFactory();
SessionFactory factory = new SessionFactory(app, storeFactory);
SessionID sessionID = new SessionID("FIX.4.2", "SENDER", "TARGET");
Dictionary settings = new Dictionary();
settings.SetString(SessionSettings.CONNECTION_TYPE, "initiator");
settings.SetString(SessionSettings.USE_DATA_DICTIONARY, "N");
settings.SetString(SessionSettings.START_TIME, "12:00:00");
settings.SetString(SessionSettings.END_TIME, "12:00:00");
settings.SetString(SessionSettings.HEARTBTINT, "30");
Assert.DoesNotThrow(delegate { factory.Create(sessionID, settings); });
}
public void GetDouble()
{
// make sure that QF/n uses the invariant culture, no matter what the current culture is
System.Threading.Thread.CurrentThread.CurrentCulture = new System.Globalization.CultureInfo("fr-FR");
QuickFix.Dictionary d = new QuickFix.Dictionary();
d.SetString("DOUBLEKEY1", "12.3");
d.SetString("DOUBLEKEY2", "987362.987362");
d.SetString("BADDOUBLEKEY", "AB12.3");
d.SetString("FOREIGNFORMAT", "44,44");
Assert.That(d.GetDouble("DOUBLEKEY1"), Is.EqualTo(12.3));
Assert.That(d.GetDouble("DOUBLEKEY2"), Is.EqualTo(987362.987362));
Assert.Throws<ConfigError>(delegate { d.GetDouble("DOUBLEKEY3"); });
Assert.Throws<ConfigError>(delegate { d.GetDouble("BADDOUBLEKEY"); });
Assert.Throws<ConfigError>(delegate { d.GetDouble("BADDOUBLEKEY"); });
}
public void GetDouble()
{
// make sure that QF/n uses the invariant culture, no matter what the current culture is
System.Threading.Thread.CurrentThread.CurrentCulture = new System.Globalization.CultureInfo("fr-FR");
QuickFix.Dictionary d = new QuickFix.Dictionary();
d.SetString("DOUBLEKEY1", "12.3");
d.SetString("DOUBLEKEY2", "987362.987362");
d.SetString("BADDOUBLEKEY", "AB12.3");
d.SetString("FOREIGNFORMAT", "44,44");
Assert.That(d.GetDouble("DOUBLEKEY1"), Is.EqualTo(12.3));
Assert.That(d.GetDouble("DOUBLEKEY2"), Is.EqualTo(987362.987362));
Assert.Throws <ConfigError>(delegate { d.GetDouble("DOUBLEKEY3"); });
Assert.Throws <ConfigError>(delegate { d.GetDouble("BADDOUBLEKEY"); });
Assert.Throws <ConfigError>(delegate { d.GetDouble("BADDOUBLEKEY"); });
}
public void SetGetDay()
{
QuickFix.Dictionary d = new QuickFix.Dictionary();
d.SetString("DAY1", "SU");
d.SetString("DAY2", "MO");
d.SetString("DAY3", "TU");
d.SetString("DAY4", "WE");
d.SetString("DAY5", "TH");
d.SetString("DAY6", "FR");
d.SetString("DAY7", "SA");
Assert.That(d.GetDay("DAY1"), Is.EqualTo(System.DayOfWeek.Sunday));
Assert.That(d.GetDay("DAY2"), Is.EqualTo(System.DayOfWeek.Monday));
Assert.That(d.GetDay("DAY3"), Is.EqualTo(System.DayOfWeek.Tuesday));
Assert.That(d.GetDay("DAY4"), Is.EqualTo(System.DayOfWeek.Wednesday));
Assert.That(d.GetDay("DAY5"), Is.EqualTo(System.DayOfWeek.Thursday));
Assert.That(d.GetDay("DAY6"), Is.EqualTo(System.DayOfWeek.Friday));
Assert.That(d.GetDay("DAY7"), Is.EqualTo(System.DayOfWeek.Saturday));
d.SetDay("NEXTDAY1", System.DayOfWeek.Sunday);
d.SetDay("NEXTDAY2", System.DayOfWeek.Monday);
d.SetDay("NEXTDAY3", System.DayOfWeek.Tuesday);
d.SetDay("NEXTDAY4", System.DayOfWeek.Wednesday);
d.SetDay("NEXTDAY5", System.DayOfWeek.Thursday);
d.SetDay("NEXTDAY6", System.DayOfWeek.Friday);
d.SetDay("NEXTDAY7", System.DayOfWeek.Saturday);
Assert.That(d.GetDay("NEXTDAY1"), Is.EqualTo(System.DayOfWeek.Sunday));
Assert.That(d.GetDay("NEXTDAY2"), Is.EqualTo(System.DayOfWeek.Monday));
Assert.That(d.GetDay("NEXTDAY3"), Is.EqualTo(System.DayOfWeek.Tuesday));
Assert.That(d.GetDay("NEXTDAY4"), Is.EqualTo(System.DayOfWeek.Wednesday));
Assert.That(d.GetDay("NEXTDAY5"), Is.EqualTo(System.DayOfWeek.Thursday));
Assert.That(d.GetDay("NEXTDAY6"), Is.EqualTo(System.DayOfWeek.Friday));
Assert.That(d.GetDay("NEXTDAY7"), Is.EqualTo(System.DayOfWeek.Saturday));
}
private void Set(SessionID sessionID, QuickFix.Dictionary settings)
{
if (Has(sessionID))
{
throw new ConfigError("Duplicate Session " + sessionID.ToString());
}
settings.SetString(SessionSettings.BEGINSTRING, sessionID.BeginString);
settings.SetString(SessionSettings.SENDERCOMPID, sessionID.SenderCompID);
if (SessionID.IsSet(sessionID.SenderSubID))
{
settings.SetString(SessionSettings.SENDERSUBID, sessionID.SenderSubID);
}
if (SessionID.IsSet(sessionID.SenderLocationID))
{
settings.SetString(SessionSettings.SENDERLOCID, sessionID.SenderLocationID);
}
settings.SetString(SessionSettings.TARGETCOMPID, sessionID.TargetCompID);
if (SessionID.IsSet(sessionID.TargetSubID))
{
settings.SetString(SessionSettings.TARGETSUBID, sessionID.TargetSubID);
}
if (SessionID.IsSet(sessionID.TargetLocationID))
{
settings.SetString(SessionSettings.TARGETLOCID, sessionID.TargetLocationID);
}
settings.Merge(defaults_);
Validate(settings);
settings_[sessionID] = settings;
}
Dictionary CreateSessionConfig(string targetCompID, bool isInitiator)
{
Dictionary settings = new Dictionary();
settings.SetString(SessionSettings.CONNECTION_TYPE, isInitiator ? "initiator" : "acceptor");
settings.SetString(SessionSettings.USE_DATA_DICTIONARY, "N");
settings.SetString(SessionSettings.START_TIME, "12:00:00");
settings.SetString(SessionSettings.END_TIME, "12:00:00");
settings.SetString(SessionSettings.HEARTBTINT, "300");
settings.SetString(SessionSettings.SOCKET_CONNECT_HOST, Host);
settings.SetString(SessionSettings.SOCKET_CONNECT_PORT, ConnectPort.ToString());
settings.SetString(SessionSettings.SOCKET_ACCEPT_HOST, Host);
settings.SetString(SessionSettings.SOCKET_ACCEPT_PORT, AcceptPort.ToString());
return settings;
}
public void SetGetDay()
{
QuickFix.Dictionary d = new QuickFix.Dictionary();
d.SetString("DAY1", "SU");
d.SetString("DAY2", "MO");
d.SetString("DAY3", "TU");
d.SetString("DAY4", "WE");
d.SetString("DAY5", "TH");
d.SetString("DAY6", "FR");
d.SetString("DAY7", "SA");
Assert.That(d.GetDay("DAY1"), Is.EqualTo(System.DayOfWeek.Sunday));
Assert.That(d.GetDay("DAY2"), Is.EqualTo(System.DayOfWeek.Monday));
Assert.That(d.GetDay("DAY3"), Is.EqualTo(System.DayOfWeek.Tuesday));
Assert.That(d.GetDay("DAY4"), Is.EqualTo(System.DayOfWeek.Wednesday));
Assert.That(d.GetDay("DAY5"), Is.EqualTo(System.DayOfWeek.Thursday));
Assert.That(d.GetDay("DAY6"), Is.EqualTo(System.DayOfWeek.Friday));
Assert.That(d.GetDay("DAY7"), Is.EqualTo(System.DayOfWeek.Saturday));
d.SetDay("NEXTDAY1", System.DayOfWeek.Sunday);
d.SetDay("NEXTDAY2", System.DayOfWeek.Monday);
d.SetDay("NEXTDAY3", System.DayOfWeek.Tuesday);
d.SetDay("NEXTDAY4", System.DayOfWeek.Wednesday);
d.SetDay("NEXTDAY5", System.DayOfWeek.Thursday);
d.SetDay("NEXTDAY6", System.DayOfWeek.Friday);
d.SetDay("NEXTDAY7", System.DayOfWeek.Saturday);
Assert.That(d.GetDay("NEXTDAY1"), Is.EqualTo(System.DayOfWeek.Sunday));
Assert.That(d.GetDay("NEXTDAY2"), Is.EqualTo(System.DayOfWeek.Monday));
Assert.That(d.GetDay("NEXTDAY3"), Is.EqualTo(System.DayOfWeek.Tuesday));
Assert.That(d.GetDay("NEXTDAY4"), Is.EqualTo(System.DayOfWeek.Wednesday));
Assert.That(d.GetDay("NEXTDAY5"), Is.EqualTo(System.DayOfWeek.Thursday));
Assert.That(d.GetDay("NEXTDAY6"), Is.EqualTo(System.DayOfWeek.Friday));
Assert.That(d.GetDay("NEXTDAY7"), Is.EqualTo(System.DayOfWeek.Saturday));
}
public void SetGetDay()
{
QuickFix.Dictionary d = new QuickFix.Dictionary();
d.SetString("DAY1", "SU");
d.SetString("DAY2", "MO");
d.SetString("DAY3", "TU");
d.SetString("DAY4", "WE");
d.SetString("DAY5", "TH");
d.SetString("DAY6", "FR");
d.SetString("DAY7", "SA");
Assert.That(d.GetDay("DAY1"), Is.EqualTo(1));
Assert.That(d.GetDay("DAY2"), Is.EqualTo(2));
Assert.That(d.GetDay("DAY3"), Is.EqualTo(3));
Assert.That(d.GetDay("DAY4"), Is.EqualTo(4));
Assert.That(d.GetDay("DAY5"), Is.EqualTo(5));
Assert.That(d.GetDay("DAY6"), Is.EqualTo(6));
Assert.That(d.GetDay("DAY7"), Is.EqualTo(7));
d.SetDay("NEXTDAY1", 1);
d.SetDay("NEXTDAY2", 2);
d.SetDay("NEXTDAY3", 3);
d.SetDay("NEXTDAY4", 4);
d.SetDay("NEXTDAY5", 5);
d.SetDay("NEXTDAY6", 6);
d.SetDay("NEXTDAY7", 7);
Assert.That(d.GetDay("NEXTDAY1"), Is.EqualTo(1));
Assert.That(d.GetDay("NEXTDAY2"), Is.EqualTo(2));
Assert.That(d.GetDay("NEXTDAY3"), Is.EqualTo(3));
Assert.That(d.GetDay("NEXTDAY4"), Is.EqualTo(4));
Assert.That(d.GetDay("NEXTDAY5"), Is.EqualTo(5));
Assert.That(d.GetDay("NEXTDAY6"), Is.EqualTo(6));
Assert.That(d.GetDay("NEXTDAY7"), Is.EqualTo(7));
}
public void SetGetDouble()
{
QuickFix.Dictionary d = new QuickFix.Dictionary();
d.SetDouble("DOUBLEKEY1", 12.3);
d.SetDouble("DOUBLEKEY2", 987362.987362);
d.SetString("BADDOUBLEKEY", "AB12.3");
Assert.That(d.GetDouble("DOUBLEKEY1"), Is.EqualTo(12.3));
Assert.That(d.GetDouble("DOUBLEKEY2"), Is.EqualTo(987362.987362));
Assert.Throws <ConfigError>(delegate { d.GetDouble("DOUBLEKEY3"); });
Assert.Throws <ConfigError>(delegate { d.GetDouble("BADDOUBLEKEY"); });
}
public void SetGetDouble()
{
QuickFix.Dictionary d = new QuickFix.Dictionary();
d.SetDouble("DOUBLEKEY1", 12.3);
d.SetDouble("DOUBLEKEY2", 987362.987362);
d.SetString("BADDOUBLEKEY", "AB12.3");
Assert.That(d.GetDouble("DOUBLEKEY1"), Is.EqualTo(12.3));
Assert.That(d.GetDouble("DOUBLEKEY2"), Is.EqualTo(987362.987362));
Assert.Throws<ConfigError>(delegate { d.GetDouble("DOUBLEKEY3"); });
Assert.Throws<ConfigError>(delegate { d.GetDouble("BADDOUBLEKEY"); });
}
public void SetGetBool()
{
QuickFix.Dictionary d = new QuickFix.Dictionary();
d.SetBool("BOOLKEY1", true);
d.SetBool("BOOLKEY2", false);
d.SetString("BADBOOLKEY2", "YO");
Assert.That(d.GetBool("BOOLKEY1"), Is.True);
Assert.That(d.GetBool("BOOLKEY2"), Is.False);
Assert.Throws <ConfigError>(delegate { d.GetBool("BOOLKEY3"); });
Assert.Throws <ConfigError>(delegate { d.GetBool("BADBOOLKEY2"); });
}
public bool StartSession(string strHostName, int nPort, string strSenderCompID, string strTargetCompID, string strPassword)
{
try
{
if (!IsPortOpen(strHostName, nPort, new TimeSpan(0, 0, 10)))
{
return(false);
}
string strAppDirPath = Path.GetDirectoryName(System.Windows.Forms.Application.ExecutablePath);
QuickFix.Dictionary dicConfig = new QuickFix.Dictionary();
dicConfig.SetString("ConnectionType", "initiator");
dicConfig.SetDay("StartDay", DayOfWeek.Sunday);
dicConfig.SetString("StartTime", "00:00:00");
dicConfig.SetDay("EndDay", DayOfWeek.Saturday);
dicConfig.SetString("EndTime", "00:00:00");
dicConfig.SetDouble("HeartBtInt", 20);
dicConfig.SetDouble("ReconnectInterval", 10);
dicConfig.SetBool("ResetOnLogout", true);
dicConfig.SetBool("ResetOnLogon", true);
dicConfig.SetBool("ResetOnDisconnect", true);
dicConfig.SetBool("ResetSeqNumFlag", true);
dicConfig.SetDouble("EncryptMethod", 0);
dicConfig.SetBool("CheckLatency", false);
dicConfig.SetString("FileStorePath", strAppDirPath + "/Store/Ctrader_Price");
dicConfig.SetString("FileLogPath", strAppDirPath + "/Log");
dicConfig.SetBool("UseDataDictionary", true);
dicConfig.SetString("DataDictionary", strAppDirPath + "/Settings/FIX44-OneZero.xml");
dicConfig.SetBool("ScreenLogShowIncoming", false);
dicConfig.SetBool("ScreenLogShowOutgoing", false);
dicConfig.SetString("Password", strPassword);
SessionID quoteSessionID = new SessionID("FIX.4.4", strSenderCompID, strTargetCompID);
QuickFix.Dictionary dicQuoteSession = new QuickFix.Dictionary();
dicQuoteSession.SetString("SocketConnectHost", strHostName);
dicQuoteSession.SetDouble("SocketConnectPort", nPort);
settings = new SessionSettings();
settings.Set(dicConfig);
settings.Set(quoteSessionID, dicQuoteSession);
FileStoreFactory storeFactory = new FileStoreFactory(settings);
ScreenLogFactory logFactory = new ScreenLogFactory(settings);
initiator = new SocketInitiator(this, storeFactory, settings, logFactory);
initiator.Start();
return(true);
}
catch (System.Exception e)
{
Console.WriteLine(e.Message);
return(false);
}
}
public void SetGetLong()
{
QuickFix.Dictionary d = new QuickFix.Dictionary();
d.SetLong("LONGKEY1", 12);
d.SetLong("LONGKEY2", 987362);
d.SetString("BADLONGKEY", "AB12");
Assert.That(d.GetLong("LONGKEY1"), Is.EqualTo(12));
Assert.That(d.GetLong("LONGKEY2"), Is.EqualTo(987362));
Assert.Throws<ConfigError>(delegate { d.GetLong("LONGKEY3"); });
Assert.Throws<ConfigError>(delegate { d.GetLong("BADLONGKEY"); });
}
public void SetGetLong()
{
QuickFix.Dictionary d = new QuickFix.Dictionary();
d.SetLong("LONGKEY1", 12);
d.SetLong("LONGKEY2", 987362);
d.SetString("BADLONGKEY", "AB12");
Assert.That(d.GetLong("LONGKEY1"), Is.EqualTo(12));
Assert.That(d.GetLong("LONGKEY2"), Is.EqualTo(987362));
Assert.Throws <ConfigError>(delegate { d.GetLong("LONGKEY3"); });
Assert.Throws <ConfigError>(delegate { d.GetLong("BADLONGKEY"); });
}
public void SetGetBool()
{
QuickFix.Dictionary d = new QuickFix.Dictionary();
d.SetBool("BOOLKEY1", true);
d.SetBool("BOOLKEY2", false);
d.SetString("BADBOOLKEY2", "YO");
Assert.That(d.GetBool("BOOLKEY1"), Is.True);
Assert.That(d.GetBool("BOOLKEY2"), Is.False);
Assert.Throws<ConfigError>(delegate { d.GetBool("BOOLKEY3"); });
Assert.Throws<ConfigError>(delegate { d.GetBool("BADBOOLKEY2"); });
}
public void Validate()
{
SessionSettings settings = new SessionSettings();
SessionID sessionID = new SessionID("FIX.4.2", "SenderCompID", "TargetCompID");
// ConnectionType not set
QuickFix.Dictionary dictionary = new QuickFix.Dictionary();
Assert.Throws <ConfigError>(delegate { settings.Set(sessionID, dictionary); });
// ConnectionType set to invalid value
dictionary.SetString(SessionSettings.CONNECTION_TYPE, "badvalue");
Assert.Throws <ConfigError>(delegate { settings.Set(sessionID, dictionary); });
// ConnectionType set to valid value
dictionary.SetString(SessionSettings.CONNECTION_TYPE, "initiator");
Assert.DoesNotThrow(delegate { settings.Set(sessionID, dictionary); });
// Invalid BeginString
sessionID = new SessionID("FIX4.2", "SenderCompID", "TargetCompID");
Assert.Throws <ConfigError>(delegate { settings.Set(sessionID, dictionary); });
}
public void TestPersistMessages()
{
IApplication app = new NullApplication();
IMessageStoreFactory storeFactory = new MemoryStoreFactory();
SessionFactory factory = new SessionFactory(app, storeFactory);
SessionID sessionID = new SessionID("FIX.4.2", "SENDER", "TARGET");
Dictionary settings = new Dictionary();
settings.SetString(SessionSettings.USE_DATA_DICTIONARY, "N");
settings.SetString(SessionSettings.CONNECTION_TYPE, "initiator");
settings.SetString(SessionSettings.HEARTBTINT, "30");
settings.SetString(SessionSettings.START_TIME, "12:00:00");
settings.SetString(SessionSettings.END_TIME, "12:00:00");
Session session = factory.Create(sessionID, settings);
//true by default
Assert.That(session.PersistMessages);
settings.SetBool(SessionSettings.PERSIST_MESSAGES, false);
session = factory.Create(sessionID, settings);
Assert.That(!session.PersistMessages);
}
private void LoadXml()
{
xmlDoc = new XmlDocument();
xmlDoc.Load("Scenarios.xml");
XDocument xDoc = XDocument.Load("Scenarios.xml");
// QFN Default Session Settings
//defaults = new Dictionary();
//IEnumerable<XElement> xDefault = xDoc.Root.Element("QFNSessionSettings").Element("Default").Descendants();
//foreach (XElement xe in xDefault)
//{
// defaults.SetString(xe.Name.ToString(), xe.Value);
//}
// QFN Specific Session Settings
session = new Dictionary();
IEnumerable <XElement> xSession = xDoc.Root.Element("QFNSessionSettings").Element("Session").Descendants();
foreach (XElement xe in xSession)
{
session.SetString(xe.Name.ToString(), xe.Value);
}
SessionID sessionID = new SessionID(session.GetString("BeginString"), session.GetString("SenderCompID"), session.GetString("TargetCompID"));
ConfigurationSingleton.Instance.RemovaAllQFNSettings();
//ConfigurationSingleton.Instance.AddQFNSettings(defaults);
ConfigurationSingleton.Instance.AddQFNSettings(sessionID, session);
ConfigurationSingleton.Instance.SetTagsToIgnore(xDoc.Root.Element("TagsToIgnore").Value);
sc = new List <string>();
scNodes = new List <XmlNode>();
foreach (XmlNode xNode in xmlDoc.GetElementsByTagName("Scenario"))
{
sc.Add(xNode.Attributes["Name"].Value);
scNodes.Add(xNode);
}
}
public void TestExtendedSettings()
{
IApplication app = new NullApplication();
IMessageStoreFactory storeFactory = new MemoryStoreFactory();
SessionFactory factory = new SessionFactory(app, storeFactory);
SessionID sessionID = new SessionID("FIX.4.2", "SENDER", "TARGET");
Dictionary settings = new Dictionary();
settings.SetString(SessionSettings.USE_DATA_DICTIONARY, "N");
settings.SetString(SessionSettings.SEND_REDUNDANT_RESENDREQUESTS, "Y");
settings.SetString(SessionSettings.RESEND_SESSION_LEVEL_REJECTS, "Y");
settings.SetString(SessionSettings.MILLISECONDS_IN_TIMESTAMP, "Y");
settings.SetString(SessionSettings.CONNECTION_TYPE, "initiator");
settings.SetString(SessionSettings.HEARTBTINT, "30");
settings.SetString(SessionSettings.START_TIME, "12:00:00");
settings.SetString(SessionSettings.END_TIME, "12:00:00");
settings.SetString(SessionSettings.ENABLE_LAST_MSG_SEQ_NUM_PROCESSED, "Y");
settings.SetString(SessionSettings.MAX_MESSAGES_IN_RESEND_REQUEST, "2500");
settings.SetString(SessionSettings.SEND_LOGOUT_BEFORE_TIMEOUT_DISCONNECT, "Y");
settings.SetString(SessionSettings.IGNORE_POSSDUP_RESEND_REQUESTS, "Y");
Session session = factory.Create(sessionID, settings);
Assert.That(session.SendRedundantResendRequests);
Assert.That(session.ResendSessionLevelRejects);
Assert.That(session.MillisecondsInTimeStamp);
settings.SetString(SessionSettings.SEND_REDUNDANT_RESENDREQUESTS, "N");
settings.SetString(SessionSettings.RESEND_SESSION_LEVEL_REJECTS, "N");
settings.SetString(SessionSettings.MILLISECONDS_IN_TIMESTAMP, "N");
session = factory.Create(sessionID, settings);
Assert.That(!session.SendRedundantResendRequests);
Assert.That(!session.ResendSessionLevelRejects);
Assert.That(!session.MillisecondsInTimeStamp);
Assert.That(session.EnableLastMsgSeqNumProcessed);
Assert.That(session.MaxMessagesInResendRequest, Is.EqualTo(2500));
Assert.That(session.SendLogoutBeforeTimeoutDisconnect);
Assert.That(session.IgnorePossDupResendRequests);
}
public ChannelTcpConflated(TCPConflatedConfig conflatedConfig)
{
logger = LogManager.GetLogger("ChannelTcpConflated-" + conflatedConfig.ChannelID);
MDSUtils.AddAppender("ChannelTcpConflated-" + conflatedConfig.ChannelID, logger.Logger);
_bKeepRunning = true;
machineGun = new MachineGunFixSplitter();
machineGun.UnderFIXMessageFire += new FIXMachineGunEventHandler(machineGun_UnderFIXMessageFire);
machineGun.Start();
thQueueProc = new Thread(new ThreadStart(queueProc));
thQueueProc.Start();
thSplitProc = new Thread(new ThreadStart(splitterThreadWork));
thSplitProc.Start();
_channelUmdfConfig = conflatedConfig;
//if (!listaChannelQueues.ContainsKey(conflatedConfig.ChannelID))
// listaChannelQueues.Add(conflatedConfig.ChannelID, new ListChannelQueues(qUdpPkt, replayLockObject));
logger.Info("Start(): iniciando sessao FIX...");
try
{
// Cria sessao FIX
_session = new QuickFix.SessionID(
conflatedConfig.BeginString,
conflatedConfig.SenderCompID,
conflatedConfig.TargetCompID);
// Cria dicionario da configuracao
QuickFix.Dictionary mainDic = new QuickFix.Dictionary();
mainDic.SetLong("SocketConnectPort", conflatedConfig.ProxyPort);
mainDic.SetLong("HeartBtInt", conflatedConfig.HeartBtInt);
mainDic.SetLong("ReconnectInterval", conflatedConfig.ReconnectInterval);
mainDic.SetBool("ResetOnLogon", conflatedConfig.ResetOnLogon);
mainDic.SetBool("ResetOnLogout", conflatedConfig.ResetOnLogout);
mainDic.SetBool("ResetOnDisconnect", conflatedConfig.ResetOnDisconnect);
mainDic.SetBool("PersistMessages", conflatedConfig.PersistMessages);
mainDic.SetString("ConnectionType", conflatedConfig.ConnectionType);
mainDic.SetString("SocketConnectHost", conflatedConfig.ProxyHost);
mainDic.SetString("FileStorePath", conflatedConfig.FileStorePath);
mainDic.SetString("FileLogPath", conflatedConfig.FileLogPath);
mainDic.SetString("StartTime", conflatedConfig.StartTime);
mainDic.SetString("EndTime", conflatedConfig.EndTime);
QuickFix.Dictionary sessDic = new QuickFix.Dictionary();
sessDic.SetString("BeginString", conflatedConfig.BeginString);
sessDic.SetString("SenderCompID", conflatedConfig.SenderCompID);
sessDic.SetString("TargetCompID", conflatedConfig.TargetCompID);
sessDic.SetString("DataDictionary", conflatedConfig.DataDictionary);
sessDic.SetBool("CheckLatency", false);
sessDic.SetBool("UseDataDictionary", true);
sessDic.SetLong("SocketReceiveBufferSize", conflatedConfig.SocketReceiveBufferSize);
// Configure the session settings
QuickFix.SessionSettings settings = new QuickFix.SessionSettings();
settings.Set(mainDic);
settings.Set(_session, sessDic);
MemoryStoreFactory store = new MemoryStoreFactory();
FileLogFactory log = new FileLogFactory(settings);
IMessageFactory message = new DefaultMessageFactory();
// Cria o socket
_initiator = new QuickFix.Transport.SocketInitiator(this, store, settings, this, message);
_initiator.Start();
QuickFix.Session mySession = QuickFix.Session.LookupSession(_session);
QuickFix.Session.LookupSession(_session).ValidateLengthAndChecksum = false;
}
catch (Exception ex)
{
logger.Error("Start():" + ex.Message, ex);
}
logger.Info("Start(): Sessao FIX iniciado!");
}
public FixInitiator(MarketIncrementalProcessor mktIncProc, ChannelUMDFConfig channelUmdfConfig, string templateFile, Queue <UdpPacket> qUdpPkt, Object replayLockObject)
{
logger = LogManager.GetLogger("FixInitiator-" + channelUmdfConfig.ChannelID);
MDSUtils.AddAppender("FixInitiator-" + channelUmdfConfig.ChannelID, logger.Logger);
XMLMessageTemplateLoader loader = new XMLMessageTemplateLoader();
registry = UmdfUtils.loadTemplates(templateFile);
context = new Context();
context.TemplateRegistry = registry;
_mktIncProc = mktIncProc;
_channelUmdfConfig = channelUmdfConfig;
if (!listaChannelQueues.ContainsKey(channelUmdfConfig.ChannelID))
{
listaChannelQueues.Add(channelUmdfConfig.ChannelID, new ListChannelQueues(qUdpPkt, replayLockObject));
}
logger.Info("Start(): iniciando sessao FIX...");
try
{
// Cria sessao FIX
_session = new QuickFix.SessionID(
_channelUmdfConfig.TCPConfig.BeginString,
_channelUmdfConfig.TCPReplayConfig.SenderCompID,
_channelUmdfConfig.TCPReplayConfig.SubID,
_channelUmdfConfig.TCPReplayConfig.TargetCompID,
_channelUmdfConfig.TCPReplayConfig.SubID);
// Cria dicionario da configuracao
QuickFix.Dictionary mainDic = new QuickFix.Dictionary();
mainDic.SetLong("SocketConnectPort", _channelUmdfConfig.TCPReplayConfig.SocketConnectPort);
mainDic.SetLong("HeartBtInt", _channelUmdfConfig.TCPConfig.HeartBtInt);
mainDic.SetLong("ReconnectInterval", _channelUmdfConfig.TCPConfig.ReconnectInterval);
mainDic.SetBool("ResetOnLogon", _channelUmdfConfig.TCPConfig.ResetOnLogon);
mainDic.SetBool("ResetOnLogout", _channelUmdfConfig.TCPConfig.ResetOnLogout);
mainDic.SetBool("ResetOnDisconnect", _channelUmdfConfig.TCPConfig.ResetOnDisconnect);
mainDic.SetBool("PersistMessages", _channelUmdfConfig.TCPConfig.PersistMessages);
mainDic.SetString("ConnectionType", _channelUmdfConfig.TCPConfig.ConnectionType);
mainDic.SetString("SocketConnectHost", _channelUmdfConfig.TCPReplayConfig.SocketConnectHost);
mainDic.SetString("FileStorePath", _channelUmdfConfig.TCPConfig.FileStorePath);
mainDic.SetString("FileLogPath", _channelUmdfConfig.TCPConfig.FileLogPath);
mainDic.SetString("StartTime", _channelUmdfConfig.TCPReplayConfig.StartTime);
mainDic.SetString("EndTime", _channelUmdfConfig.TCPReplayConfig.EndTime);
QuickFix.Dictionary sessDic = new QuickFix.Dictionary();
sessDic.SetString("BeginString", _channelUmdfConfig.TCPConfig.BeginString);
sessDic.SetString("SenderCompID", _channelUmdfConfig.TCPReplayConfig.SenderCompID);
sessDic.SetString("SenderSubID", _channelUmdfConfig.TCPReplayConfig.SubID);
sessDic.SetString("TargetCompID", _channelUmdfConfig.TCPReplayConfig.TargetCompID);
sessDic.SetString("TargetSubID", _channelUmdfConfig.TCPReplayConfig.SubID);
sessDic.SetString("DataDictionary", _channelUmdfConfig.TCPConfig.DataDictionary);
sessDic.SetBool("UseDataDictionary", true);
// Configure the session settings
QuickFix.SessionSettings settings = new QuickFix.SessionSettings();
settings.Set(mainDic);
settings.Set(_session, sessDic);
MemoryStoreFactory store = new MemoryStoreFactory();
FileLogFactory log = new FileLogFactory(settings);
IMessageFactory message = new DefaultMessageFactory();
// Cria o socket
_initiator = new QuickFix.Transport.SocketInitiator(this, store, settings, log, message);
_initiator.Start();
}
catch (Exception ex)
{
logger.Error("Start():" + ex.Message, ex);
}
logger.Info("Start(): Sessao FIX iniciado!");
}
public FixServerAcceptor(
TCPReplayConfig tcpReplayConfig,
Dictionary <string, SessionID> dctSessionsFixClients,
Dictionary <string, SessionID> dctSessionsFixChannels)
{
_tcpReplayConfig = tcpReplayConfig;
_dctSessionsFixClients = dctSessionsFixClients;
_dctSessionsFixChannels = dctSessionsFixChannels;
logger = LogManager.GetLogger("FixServerAcceptor");
MDSUtils.AddAppender("FixServerAcceptor", logger.Logger);
XMLMessageTemplateLoader loader = new XMLMessageTemplateLoader();
registry = UmdfUtils.loadTemplates(tcpReplayConfig.TemplateFile);
context = new Context();
context.TemplateRegistry = registry;
try
{
// Cria dicionario da configuracao
QuickFix.Dictionary mainDic = new QuickFix.Dictionary();
mainDic.SetLong("SocketAcceptPort", tcpReplayConfig.SocketAcceptPort);
mainDic.SetBool("ResetOnLogon", tcpReplayConfig.ResetOnLogon);
mainDic.SetBool("ResetOnDisconnect", tcpReplayConfig.ResetOnDisconnect);
mainDic.SetBool("PersistMessages", tcpReplayConfig.PersistMessages);
mainDic.SetString("ConnectionType", tcpReplayConfig.ConnectionType);
mainDic.SetString("FileStorePath", tcpReplayConfig.FileStorePath);
mainDic.SetString("FileLogPath", tcpReplayConfig.FileLogPath);
mainDic.SetString("StartTime", tcpReplayConfig.StartTime);
mainDic.SetString("EndTime", tcpReplayConfig.EndTime);
QuickFix.Dictionary sessDic = new QuickFix.Dictionary();
sessDic.SetString("BeginString", tcpReplayConfig.BeginString);
sessDic.SetString("SenderCompID", tcpReplayConfig.SenderCompID);
sessDic.SetString("TargetCompID", tcpReplayConfig.TargetCompID);
sessDic.SetString("DataDictionary", tcpReplayConfig.DataDictionary);
sessDic.SetBool("UseDataDictionary", true);
// Configure the session settings
QuickFix.SessionSettings settings = new QuickFix.SessionSettings();
settings.Set(mainDic);
MemoryStoreFactory store = new MemoryStoreFactory();
FileLogFactory log = new FileLogFactory(settings);
IMessageFactory message = new DefaultMessageFactory();
IEnumerable <int> rangeSenderSubID = Enumerable.Range(
tcpReplayConfig.SubIDStartSeq,
tcpReplayConfig.SubIDEndSeq);
foreach (int item in rangeSenderSubID)
{
string subID = tcpReplayConfig.SubIDPrefix + item.ToString("D3");
// Cria sessao FIX
SessionID sessionID = new QuickFix.SessionID(
tcpReplayConfig.BeginString,
tcpReplayConfig.SenderCompID,
subID,
tcpReplayConfig.TargetCompID,
subID);
sessDic.SetString("SenderSubID", subID);
sessDic.SetString("TargetSubID", subID);
settings.Set(sessionID, sessDic);
}
logger.InfoFormat("Start(): iniciando FIX ACCEPTOR na porta {0}...", tcpReplayConfig.SocketAcceptPort);
_acceptor = new ThreadedSocketAcceptor(this, store, settings, log, message);
_acceptor.Start();
}
catch (Exception ex)
{
logger.Error("Start():" + ex.Message, ex);
}
logger.Info("Start(): Sessao FIX iniciada!");
}
void StartEngine(bool initiator)
{
TestApplication application = new TestApplication(LogonCallback, LogoffCallback);
IMessageStoreFactory storeFactory = new MemoryStoreFactory();
SessionSettings settings = new SessionSettings();
Dictionary defaults = new Dictionary();
defaults.SetString(QuickFix.SessionSettings.FILE_LOG_PATH, LogPath);
// Put IP endpoint settings into default section to verify that that defaults get merged into
// session-specific settings not only for static sessions, but also for dynamic ones
defaults.SetString(SessionSettings.SOCKET_CONNECT_HOST, Host);
defaults.SetString(SessionSettings.SOCKET_CONNECT_PORT, ConnectPort.ToString());
defaults.SetString(SessionSettings.SOCKET_ACCEPT_HOST, Host);
defaults.SetString(SessionSettings.SOCKET_ACCEPT_PORT, AcceptPort.ToString());
settings.Set(defaults);
ILogFactory logFactory = new FileLogFactory(settings);
if (initiator)
{
defaults.SetString(SessionSettings.RECONNECT_INTERVAL, "1");
settings.Set(CreateSessionID(StaticInitiatorCompID), CreateSessionConfig(StaticInitiatorCompID, true));
_initiator = new SocketInitiator(application, storeFactory, settings, logFactory);
_initiator.Start();
}
else
{
settings.Set(CreateSessionID(StaticAcceptorCompID), CreateSessionConfig(StaticAcceptorCompID, false));
_acceptor = new ThreadedSocketAcceptor(application, storeFactory, settings, logFactory);
_acceptor.Start();
}
}
public void ValueEquality()
{
QuickFix.Dictionary first = new QuickFix.Dictionary("Name");
QuickFix.Dictionary second = new QuickFix.Dictionary("Name");
Assert.True(first.Equals(second));
first.SetString("THIRDKEY", "FIRST");
second.SetString("THIRDKEY", "SECOND");
Assert.False(first.Equals(second));
first.SetString("THIRDKEY", "SECOND");
Assert.True(first.Equals(second));
first.SetString("FIRSTKEY", "FIRSTVALUE");
second.SetString("SECONDKEY", "SECONDVALUE");
Assert.False(first.Equals(second));
first.SetString("SECONDKEY", "SECONDVALUE");
second.SetString("FIRSTKEY", "FIRSTVALUE");
Assert.True(first.Equals(second));
QuickFix.Dictionary third = new QuickFix.Dictionary("Name1");
QuickFix.Dictionary fourth = new QuickFix.Dictionary("Name2");
Assert.False(third.Equals(fourth));
}
void StartEngine(bool initiator)
{
TestApplication application = new TestApplication(LogonCallback, LogoffCallback);
IMessageStoreFactory storeFactory = new MemoryStoreFactory();
ILogFactory logFactory = new ScreenLogFactory(false, false, false);
SessionSettings settings = new SessionSettings();
if (initiator)
{
Dictionary defaults = new Dictionary();
defaults.SetString(SessionSettings.RECONNECT_INTERVAL, "1");
settings.Set(defaults);
settings.Set(CreateSessionID(StaticInitiatorCompID), CreateSessionConfig(StaticInitiatorCompID, true));
_initiator = new SocketInitiator(application, storeFactory, settings, logFactory);
_initiator.Start();
}
else
{
settings.Set(CreateSessionID(StaticAcceptorCompID), CreateSessionConfig(StaticAcceptorCompID, false));
_acceptor = new ThreadedSocketAcceptor(application, storeFactory, settings, logFactory);
_acceptor.Start();
}
}
public void ThreadSafeSetAndGet()
{
//Set up store
if (System.IO.Directory.Exists("store")) {
System.IO.Directory.Delete("store", true);
}
SessionID sessionId = new SessionID("FIX.4.2", "SENDERCOMP", "TARGETCOMP");
Dictionary config = new Dictionary();
config.SetString(SessionSettings.CONNECTION_TYPE, "initiator");
config.SetString(SessionSettings.FILE_STORE_PATH, "store");
SessionSettings settings = new SessionSettings();
settings.Set(sessionId, config);
FileStoreFactory factory = new FileStoreFactory(settings);
FileStore store = (FileStore)factory.Create(sessionId);
NullLog log = new NullLog();
//Set up sessionstate
SessionState state = new SessionState(log, 1) {MessageStore = store};
Hashtable errorsTable = Hashtable.Synchronized(new Hashtable());//used in more than 1 thread at a time
Hashtable setTable = new Hashtable(1000);//only used in 1 thread at a time
Hashtable getTable = new Hashtable(1000);//only used in 1 thread at a time
//Synchronously populate 1000 messages
for (int i = 1; i < 1000; i++) {
string msg = "msg" + i;
state.Set(i, msg);
setTable[i] = msg;
}
//Simulate background sending of messages that populate into the store
AutoResetEvent setEvent = new AutoResetEvent(false);
ThreadPool.QueueUserWorkItem(delegate(object stateObject) {
AutoResetEvent internalSetEvent = (AutoResetEvent)((object[])stateObject)[0];
SessionState internalState = (SessionState)((object[])stateObject)[1];
for (int i = 1001; i < 2000; i++) {
try {
internalState.Set(i, "msg" + i);
}
catch (System.IO.IOException ex) {
errorsTable[ex.Message] = ex;
}
}
internalSetEvent.Set();
}
, new object[] { setEvent, state });
//Simulate background reading of messages from the store - like is done in a resend request answer
AutoResetEvent getEvent = new AutoResetEvent(false);
ThreadPool.QueueUserWorkItem(delegate(object stateObject){
AutoResetEvent internalGetEvent = (AutoResetEvent)((object[])stateObject)[0];
SessionState internalState = (SessionState)((object[])stateObject)[1];
for (int i = 1; i < 1000; i++) {
try {
List<string> lst = new List<string>(1);
internalState.Get(i, i, lst);
if (lst.Count == 0) {
getTable[i] = "nothing read";
}
else {
getTable[i] = lst[0];
}
}
catch (System.IO.IOException ex) {
errorsTable[ex.Message] = ex;
}
}
internalGetEvent.Set();
}
, new object[]{getEvent, state});
//wait till done and assert results
Assert.True(setEvent.WaitOne(10000), "Get or Set hung/timed out during concurrent usage");
Assert.True(getEvent.WaitOne(10000), "Get or Set hung/timed out during concurrent usage");
Assert.AreEqual(setTable, getTable, "Garbled data read in concurrent set and get (like between resendrequest and send)");
Assert.AreEqual(errorsTable.Count, 0, "IOException occured in concurrent set and get (like between resendrequest and send)");
//Tear down filestore
state.Dispose();
store.Dispose();
}
public void Validate()
{
SessionSettings settings = new SessionSettings();
SessionID sessionID = new SessionID("FIX.4.2", "SenderCompID", "TargetCompID");
// ConnectionType not set
QuickFix.Dictionary dictionary = new QuickFix.Dictionary();
Assert.Throws<ConfigError>(delegate { settings.Set(sessionID, dictionary); });
// ConnectionType set to invalid value
dictionary.SetString(SessionSettings.CONNECTION_TYPE, "badvalue");
Assert.Throws<ConfigError>(delegate { settings.Set(sessionID, dictionary); });
// ConnectionType set to valid value
dictionary.SetString(SessionSettings.CONNECTION_TYPE, "initiator");
Assert.DoesNotThrow(delegate { settings.Set(sessionID, dictionary); });
// Invalid BeginString
sessionID = new SessionID("FIX4.2", "SenderCompID", "TargetCompID");
Assert.Throws<ConfigError>(delegate { settings.Set(sessionID, dictionary); });
}
public FixServerInitiator(
string channelsID,
TCPReplayConfig tcpReplayConfig,
Dictionary <string, SessionID> dctSessionsFixClients,
Dictionary <string, SessionID> dctSessionsFixChannels)
{
_tcpReplayConfig = tcpReplayConfig;
_dctSessionsFixClients = dctSessionsFixClients;
_dctSessionsFixChannels = dctSessionsFixChannels;
logger = LogManager.GetLogger("FixServerInitiator-" + tcpReplayConfig.ChannelID);
MDSUtils.AddAppender("FixServerInitiator-" + tcpReplayConfig.ChannelID, logger.Logger);
XMLMessageTemplateLoader loader = new XMLMessageTemplateLoader();
registry = UmdfUtils.loadTemplates(tcpReplayConfig.TemplateFile);
context = new Context();
context.TemplateRegistry = registry;
try
{
// Cria dicionario da configuracao
QuickFix.Dictionary mainDic = new QuickFix.Dictionary();
mainDic.SetString("SocketConnectHost", tcpReplayConfig.SocketConnectHost);
mainDic.SetLong("SocketConnectPort", tcpReplayConfig.SocketConnectPort);
if (!String.IsNullOrEmpty(tcpReplayConfig.SocketConnectHost1))
{
mainDic.SetString("SocketConnectHost1", tcpReplayConfig.SocketConnectHost1);
mainDic.SetLong("SocketConnectPort1", tcpReplayConfig.SocketConnectPort1);
}
mainDic.SetLong("HeartBtInt", tcpReplayConfig.HeartBtInt);
mainDic.SetLong("ReconnectInterval", tcpReplayConfig.ReconnectInterval);
mainDic.SetBool("ResetOnLogon", tcpReplayConfig.ResetOnLogon);
mainDic.SetBool("PersistMessages", tcpReplayConfig.PersistMessages);
mainDic.SetString("ConnectionType", tcpReplayConfig.ConnectionType);
mainDic.SetString("FileStorePath", tcpReplayConfig.FileStorePath);
mainDic.SetString("FileLogPath", tcpReplayConfig.FileLogPath);
mainDic.SetString("StartTime", tcpReplayConfig.StartTime);
mainDic.SetString("EndTime", tcpReplayConfig.EndTime);
QuickFix.Dictionary sessDic = new QuickFix.Dictionary();
sessDic.SetString("BeginString", tcpReplayConfig.BeginString);
sessDic.SetString("SenderCompID", tcpReplayConfig.SenderCompID);
sessDic.SetString("TargetCompID", tcpReplayConfig.TargetCompID);
sessDic.SetString("DataDictionary", tcpReplayConfig.DataDictionary);
sessDic.SetBool("UseDataDictionary", true);
// Configure the session settings
QuickFix.SessionSettings settings = new QuickFix.SessionSettings();
settings.Set(mainDic);
MemoryStoreFactory store = new MemoryStoreFactory();
FileLogFactory log = new FileLogFactory(settings);
IMessageFactory message = new DefaultMessageFactory();
// Cria sessao FIX
_sessionID = new QuickFix.SessionID(
tcpReplayConfig.BeginString,
tcpReplayConfig.SenderCompID,
tcpReplayConfig.TargetCompID);
settings.Set(_sessionID, sessDic);
string[] quebraChannelsID = channelsID.Split(",".ToCharArray());
foreach (string channel in quebraChannelsID)
{
dctSessionsFixChannels.Add(channel, _sessionID);
}
logger.InfoFormat("Start(): iniciando FIX com sessionID[{0}]...", _sessionID.ToString());
_initiator = new QuickFix.Transport.SocketInitiator(this, store, settings, log, message);
_initiator.Start();
}
catch (Exception ex)
{
logger.Error("Start():" + ex.Message, ex);
}
logger.Info("Start(): Sessao FIX iniciada!");
}
