public void TestApplicationExtension()
{
var mockApp = new MockApplicationExt();
session = new QuickFix.Session(mockApp, new QuickFix.MemoryStoreFactory(), sessionID,
new QuickFix.DataDictionaryProvider(), new QuickFix.SessionSchedule(config), 0, new QuickFix.ScreenLogFactory(settings), new QuickFix.DefaultMessageFactory(), "blah");
session.SetResponder(responder);
session.CheckLatency = false;
Logon();
QuickFix.FIX42.NewOrderSingle order = new QuickFix.FIX42.NewOrderSingle(
new QuickFix.Fields.ClOrdID("1"),
new QuickFix.Fields.HandlInst(QuickFix.Fields.HandlInst.MANUAL_ORDER),
new QuickFix.Fields.Symbol("IBM"),
new QuickFix.Fields.Side(QuickFix.Fields.Side.BUY),
new QuickFix.Fields.TransactTime(),
new QuickFix.Fields.OrdType(QuickFix.Fields.OrdType.LIMIT));
order.Header.SetField(new QuickFix.Fields.TargetCompID(sessionID.SenderCompID));
order.Header.SetField(new QuickFix.Fields.SenderCompID(sessionID.TargetCompID));
order.Header.SetField(new QuickFix.Fields.MsgSeqNum(2));
session.Next(order.ToString());
Assert.That(mockApp.InterceptedMessageTypes.Count, Is.EqualTo(2));
Assert.True(mockApp.InterceptedMessageTypes.Contains(QuickFix.Fields.MsgType.LOGON));
Assert.True(mockApp.InterceptedMessageTypes.Contains(QuickFix.Fields.MsgType.NEWORDERSINGLE));
}
public void SendNOSMessage()
{
QuickFix.FIX42.NewOrderSingle order = new QuickFix.FIX42.NewOrderSingle(
new QuickFix.Fields.ClOrdID("1"),
new QuickFix.Fields.HandlInst(QuickFix.Fields.HandlInst.MANUAL_ORDER),
new QuickFix.Fields.Symbol("IBM"),
new QuickFix.Fields.Side(QuickFix.Fields.Side.BUY),
new QuickFix.Fields.TransactTime(),
new QuickFix.Fields.OrdType(QuickFix.Fields.OrdType.LIMIT));
order.Header.SetField(new QuickFix.Fields.TargetCompID(sessionID.SenderCompID));
order.Header.SetField(new QuickFix.Fields.SenderCompID(sessionID.TargetCompID));
order.Header.SetField(new QuickFix.Fields.MsgSeqNum(seqNum++));
session.Next(order.ToString());
}
public void FromString_DoNotCorrectCounter()
{
QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary("../../../spec/fix/FIX42.xml");
QuickFix.FIX42.NewOrderSingle n = new QuickFix.FIX42.NewOrderSingle();
string nul = "\x01";
string s = "8=FIX.4.2" + nul + "9=148" + nul + "35=D" + nul + "34=2" + nul + "49=TW" + nul + "52=20111011-15:06:23.103" + nul + "56=ISLD" + nul
+ "11=ID" + nul + "21=1" + nul + "40=1" + nul + "54=1" + nul + "38=200.00" + nul + "55=INTC" + nul
+ "386=3" + nul + "336=PRE-OPEN" + nul + "336=AFTER-HOURS" + nul
+ "60=20111011-15:06:23.103" + nul
+ "10=35" + nul;
n.FromString(s, true, dd, dd, _defaultMsgFactory);
Assert.AreEqual("386=3", n.NoTradingSessions.toStringField());
StringAssert.Contains("386=3", n.ToString()); //don't correct it to 2, you bastard
}
public void CheckGroupCountTest()
{
QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary("../../../spec/fix/FIX42.xml");
QuickFix.FIX42.NewOrderSingle n = new QuickFix.FIX42.NewOrderSingle();
string nul = Message.SOH;
string s = "8=FIX.4.2" + nul + "9=148" + nul + "35=D" + nul + "34=2" + nul + "49=TW" + nul + "52=20111011-15:06:23.103" + nul + "56=ISLD" + nul
+ "11=ID" + nul + "21=1" + nul + "40=1" + nul + "54=1" + nul + "38=200.00" + nul + "55=INTC" + nul
+ "386=3" + nul + "336=PRE-OPEN" + nul + "336=AFTER-HOURS" + nul
+ "60=20111011-15:06:23.103" + nul
+ "10=35" + nul;
n.FromString(s, true, dd, dd);
//verify that FromString didn't correct the counter (if these fail, check if MessageTests::FromString_DoNotCorrectCounter() passes)
Assert.AreEqual("386=3", n.NoTradingSessions.toStringField());
StringAssert.Contains("386=3", n.ToString());
Assert.Throws<QuickFix.RepeatingGroupCountMismatch>(delegate { dd.CheckGroupCount(n.NoTradingSessions, n, "D"); });
}
public void CheckGroupCountTest()
{
QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary("../../../spec/fix/FIX42.xml");
QuickFix.FIX42.NewOrderSingle n = new QuickFix.FIX42.NewOrderSingle();
string nul = Message.SOH;
string s = "8=FIX.4.2" + nul + "9=148" + nul + "35=D" + nul + "34=2" + nul + "49=TW" + nul + "52=20111011-15:06:23.103" + nul + "56=ISLD" + nul
+ "11=ID" + nul + "21=1" + nul + "40=1" + nul + "54=1" + nul + "38=200.00" + nul + "55=INTC" + nul
+ "386=3" + nul + "336=PRE-OPEN" + nul + "336=AFTER-HOURS" + nul
+ "60=20111011-15:06:23.103" + nul
+ "10=35" + nul;
n.FromString(s, true, dd, dd, _defaultMsgFactory);
//verify that FromString didn't correct the counter
//HEY YOU, READ THIS NOW: if these fail, first check if MessageTests::FromString_DoNotCorrectCounter() passes
Assert.AreEqual("386=3", n.NoTradingSessions.toStringField());
StringAssert.Contains("386=3", n.ToString());
Assert.Throws <QuickFix.RepeatingGroupCountMismatch>(delegate { dd.CheckGroupCount(n.NoTradingSessions, n, "D"); });
}
public void TestMaxMessagesInResendRequest()
{
// Default
Assert.That(session.MaxMessagesInResendRequest, Is.EqualTo(0));
session.MaxMessagesInResendRequest = 2500;
// Logon
Logon();
// NOS
QuickFix.FIX42.NewOrderSingle order = new QuickFix.FIX42.NewOrderSingle(
new QuickFix.Fields.ClOrdID("1"),
new QuickFix.Fields.HandlInst(QuickFix.Fields.HandlInst.MANUAL_ORDER),
new QuickFix.Fields.Symbol("IBM"),
new QuickFix.Fields.Side(QuickFix.Fields.Side.BUY),
new QuickFix.Fields.TransactTime(),
new QuickFix.Fields.OrdType(QuickFix.Fields.OrdType.LIMIT));
order.Header.SetField(new QuickFix.Fields.TargetCompID(sessionID.SenderCompID));
order.Header.SetField(new QuickFix.Fields.SenderCompID(sessionID.TargetCompID));
order.Header.SetField(new QuickFix.Fields.MsgSeqNum(5005));
// This will generate resend requests
session.Verify(order, true, false);
// 3 resend requests
// 2->2501
// 2502->5001
// 5002->5005
Assert.That(responder.msgLookup[QuickFix.Fields.MsgType.RESENDREQUEST].Count == 1);
QuickFix.Message msg = responder.msgLookup[QuickFix.Fields.MsgType.RESENDREQUEST].Dequeue();
Assert.That(msg.GetInt(QuickFix.Fields.Tags.BeginSeqNo), Is.EqualTo(2));
Assert.That(msg.GetInt(QuickFix.Fields.Tags.EndSeqNo), Is.EqualTo(2501));
// Jump forward to the end of the resend chunk with a fillgap reset message
QuickFix.FIX42.SequenceReset reset = new QuickFix.FIX42.SequenceReset();
reset.Header.SetField(new QuickFix.Fields.TargetCompID(sessionID.SenderCompID));
reset.Header.SetField(new QuickFix.Fields.SenderCompID(sessionID.TargetCompID));
reset.SetField(new QuickFix.Fields.GapFillFlag(true));
reset.Header.SetField(new QuickFix.Fields.MsgSeqNum(2));
reset.SetField(new QuickFix.Fields.NewSeqNo(2501));
session.Next(reset.ToString());
order.Header.SetField(new QuickFix.Fields.MsgSeqNum(2501));
session.Next(order.ToString());
// Should have triggered next resend (2502->5001), check this
Console.WriteLine(responder.msgLookup[QuickFix.Fields.MsgType.RESENDREQUEST].Count);
Assert.That(responder.msgLookup[QuickFix.Fields.MsgType.RESENDREQUEST].Count == 1);
msg = responder.msgLookup[QuickFix.Fields.MsgType.RESENDREQUEST].Dequeue();
Assert.That(msg.GetInt(QuickFix.Fields.Tags.BeginSeqNo), Is.EqualTo(2502));
Assert.That(msg.GetInt(QuickFix.Fields.Tags.EndSeqNo), Is.EqualTo(5001));
// Jump forward to the end of the resend chunk with a fillgap reset message
reset.Header.SetField(new QuickFix.Fields.MsgSeqNum(2502));
reset.SetField(new QuickFix.Fields.NewSeqNo(5001));
session.Next(reset.ToString());
order.Header.SetField(new QuickFix.Fields.MsgSeqNum(5001));
session.Next(order.ToString()); // Triggers next resend (5002->5005)
Console.WriteLine(responder.msgLookup[QuickFix.Fields.MsgType.RESENDREQUEST].Count);
Assert.That(responder.msgLookup[QuickFix.Fields.MsgType.RESENDREQUEST].Count == 1);
msg = responder.msgLookup[QuickFix.Fields.MsgType.RESENDREQUEST].Dequeue();
Assert.That(msg.GetInt(QuickFix.Fields.Tags.BeginSeqNo), Is.EqualTo(5002));
Assert.That(msg.GetInt(QuickFix.Fields.Tags.EndSeqNo), Is.EqualTo(5004));
}
public void FromString_DoNotCorrectCounter()
{
QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary("../../../spec/fix/FIX42.xml");
QuickFix.FIX42.NewOrderSingle n = new QuickFix.FIX42.NewOrderSingle();
string nul = "\x01";
string s = "8=FIX.4.2" + nul + "9=148" + nul + "35=D" + nul + "34=2" + nul + "49=TW" + nul + "52=20111011-15:06:23.103" + nul + "56=ISLD" + nul
+ "11=ID" + nul + "21=1" + nul + "40=1" + nul + "54=1" + nul + "38=200.00" + nul + "55=INTC" + nul
+ "386=3" + nul + "336=PRE-OPEN" + nul + "336=AFTER-HOURS" + nul
+ "60=20111011-15:06:23.103" + nul
+ "10=35" + nul;
n.FromString(s, true, dd, dd, _defaultMsgFactory);
Assert.AreEqual("386=3", n.NoTradingSessions.toStringField());
StringAssert.Contains("386=3", n.ToString()); //don't correct it to 2, you bastard
}
public void TestApplicationExtension()
{
var mockApp = new MockApplicationExt();
session = new QuickFix.Session(mockApp, new QuickFix.MemoryStoreFactory(), sessionID,
new QuickFix.DataDictionaryProvider(), new QuickFix.SessionSchedule(config), 0, new QuickFix.ScreenLogFactory(settings), new QuickFix.DefaultMessageFactory(), "blah");
session.SetResponder(responder);
session.CheckLatency = false;
Logon();
QuickFix.FIX42.NewOrderSingle order = new QuickFix.FIX42.NewOrderSingle(
new QuickFix.Fields.ClOrdID("1"),
new QuickFix.Fields.HandlInst(QuickFix.Fields.HandlInst.MANUAL_ORDER),
new QuickFix.Fields.Symbol("IBM"),
new QuickFix.Fields.Side(QuickFix.Fields.Side.BUY),
new QuickFix.Fields.TransactTime(),
new QuickFix.Fields.OrdType(QuickFix.Fields.OrdType.LIMIT));
order.Header.SetField(new QuickFix.Fields.TargetCompID(sessionID.SenderCompID));
order.Header.SetField(new QuickFix.Fields.SenderCompID(sessionID.TargetCompID));
order.Header.SetField(new QuickFix.Fields.MsgSeqNum(2));
session.Next(order.ToString());
Assert.That(mockApp.InterceptedMessageTypes.Count, Is.EqualTo(2));
Assert.True(mockApp.InterceptedMessageTypes.Contains(QuickFix.Fields.MsgType.LOGON));
Assert.True(mockApp.InterceptedMessageTypes.Contains(QuickFix.Fields.MsgType.NEWORDERSINGLE));
}
public void TestMaxMessagesInResendRequest()
{
// Default
Assert.That(session.MaxMessagesInResendRequest, Is.EqualTo(0));
session.MaxMessagesInResendRequest = 2500;
// Logon
Logon();
// NOS
QuickFix.FIX42.NewOrderSingle order = new QuickFix.FIX42.NewOrderSingle(
new QuickFix.Fields.ClOrdID("1"),
new QuickFix.Fields.HandlInst(QuickFix.Fields.HandlInst.MANUAL_ORDER),
new QuickFix.Fields.Symbol("IBM"),
new QuickFix.Fields.Side(QuickFix.Fields.Side.BUY),
new QuickFix.Fields.TransactTime(),
new QuickFix.Fields.OrdType(QuickFix.Fields.OrdType.LIMIT));
order.Header.SetField(new QuickFix.Fields.TargetCompID(sessionID.SenderCompID));
order.Header.SetField(new QuickFix.Fields.SenderCompID(sessionID.TargetCompID));
order.Header.SetField(new QuickFix.Fields.MsgSeqNum(5005));
// This will generate resend requests
session.Verify(order, true, false);
// 3 resend requests
// 2->2501
// 2502->5001
// 5002->5005
Assert.That(responder.msgLookup[QuickFix.Fields.MsgType.RESENDREQUEST].Count == 1);
QuickFix.Message msg = responder.msgLookup[QuickFix.Fields.MsgType.RESENDREQUEST].Dequeue();
Assert.That(msg.GetInt(QuickFix.Fields.Tags.BeginSeqNo), Is.EqualTo(2));
Assert.That(msg.GetInt(QuickFix.Fields.Tags.EndSeqNo), Is.EqualTo(2501));
// Jump forward to the end of the resend chunk with a fillgap reset message
QuickFix.FIX42.SequenceReset reset = new QuickFix.FIX42.SequenceReset();
reset.Header.SetField(new QuickFix.Fields.TargetCompID(sessionID.SenderCompID));
reset.Header.SetField(new QuickFix.Fields.SenderCompID(sessionID.TargetCompID));
reset.SetField(new QuickFix.Fields.GapFillFlag(true));
reset.Header.SetField(new QuickFix.Fields.MsgSeqNum(2));
reset.SetField(new QuickFix.Fields.NewSeqNo(2501));
session.Next(reset.ToString());
order.Header.SetField(new QuickFix.Fields.MsgSeqNum(2501));
session.Next(order.ToString());
// Should have triggered next resend (2502->5001), check this
Console.WriteLine(responder.msgLookup[QuickFix.Fields.MsgType.RESENDREQUEST].Count);
Assert.That(responder.msgLookup[QuickFix.Fields.MsgType.RESENDREQUEST].Count == 1);
msg = responder.msgLookup[QuickFix.Fields.MsgType.RESENDREQUEST].Dequeue();
Assert.That(msg.GetInt(QuickFix.Fields.Tags.BeginSeqNo), Is.EqualTo(2502));
Assert.That(msg.GetInt(QuickFix.Fields.Tags.EndSeqNo), Is.EqualTo(5001));
// Jump forward to the end of the resend chunk with a fillgap reset message
reset.Header.SetField(new QuickFix.Fields.MsgSeqNum(2502));
reset.SetField(new QuickFix.Fields.NewSeqNo(5001));
session.Next(reset.ToString());
order.Header.SetField(new QuickFix.Fields.MsgSeqNum(5001));
session.Next(order.ToString()); // Triggers next resend (5002->5005)
Console.WriteLine(responder.msgLookup[QuickFix.Fields.MsgType.RESENDREQUEST].Count);
Assert.That(responder.msgLookup[QuickFix.Fields.MsgType.RESENDREQUEST].Count == 1);
msg = responder.msgLookup[QuickFix.Fields.MsgType.RESENDREQUEST].Dequeue();
Assert.That(msg.GetInt(QuickFix.Fields.Tags.BeginSeqNo), Is.EqualTo(5002));
Assert.That(msg.GetInt(QuickFix.Fields.Tags.EndSeqNo), Is.EqualTo(5004));
}
public void SendNOSMessage()
{
QuickFix.FIX42.NewOrderSingle order = new QuickFix.FIX42.NewOrderSingle(
new QuickFix.Fields.ClOrdID("1"),
new QuickFix.Fields.HandlInst(QuickFix.Fields.HandlInst.MANUAL_ORDER),
new QuickFix.Fields.Symbol("IBM"),
new QuickFix.Fields.Side(QuickFix.Fields.Side.BUY),
new QuickFix.Fields.TransactTime(),
new QuickFix.Fields.OrdType(QuickFix.Fields.OrdType.LIMIT));
order.Header.SetField(new QuickFix.Fields.TargetCompID(sessionID.SenderCompID));
order.Header.SetField(new QuickFix.Fields.SenderCompID(sessionID.TargetCompID));
order.Header.SetField(new QuickFix.Fields.MsgSeqNum(seqNum++));
session.Next(order.ToString());
}