public override async Task <IReadOnlyCollection <PositionModel> > GetPositionsAsync(TimeSpan timeout)
{
var request = new RequestForPositions
{
PosReqID = new PosReqID(nameof(RequestForPositions) + Guid.NewGuid()),
PosReqType = new PosReqType(PosReqType.POSITIONS),
SubscriptionRequestType = new SubscriptionRequestType(SubscriptionRequestType.SNAPSHOT),
NoPartyIDs = new NoPartyIDs(1),
Account = new Account("account"),
AccountType = new AccountType(AccountType.ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_BOOKS),
ClearingBusinessDate = new ClearingBusinessDate(DateTimeConverter.ConvertDateOnly(DateTime.UtcNow.Date)),
TransactTime = new TransactTime(DateTime.UtcNow)
};
var partyGroup = new RequestForPositions.NoPartyIDsGroup
{
PartyID = new PartyID("FB"),
PartyRole = new PartyRole(PartyRole.CLIENT_ID)
};
request.AddGroup(partyGroup);
var cts = new CancellationTokenSource(timeout);
var resp = await _tradeSessionConnector.GetPositionsAsync(request, cts.Token);
return(_converter.ConvertPositionReport(resp));
}
public IcmPositionsStateMachine RegisterMessage(RequestForPositions request, CancellationToken cancellationToken)
{
var or = new IcmPositionsStateMachine(request, cancellationToken, this, Log);
Requests[or.Id] = or;
return(or);
}
public async Task ShouldGetPositions()
{
_connector.Start();
WaitForState(FixConnectorState.Connected, 30);
var request = new RequestForPositions
{
PosReqID = new PosReqID(nameof(RequestForPositions) + Guid.NewGuid()),
PosReqType = new PosReqType(PosReqType.POSITIONS),
SubscriptionRequestType = new SubscriptionRequestType(SubscriptionRequestType.SNAPSHOT),
NoPartyIDs = new NoPartyIDs(1),
Account = new Account("account"),
AccountType = new AccountType(AccountType.ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_BOOKS),
ClearingBusinessDate = new ClearingBusinessDate(DateTimeConverter.ConvertDateOnly(DateTime.UtcNow.Date)),
TransactTime = new TransactTime(DateTime.UtcNow)
};
var partyGroup = new RequestForPositions.NoPartyIDsGroup
{
PartyID = new PartyID("FB"),
PartyRole = new PartyRole(PartyRole.CLIENT_ID)
};
request.AddGroup(partyGroup);
var resp = await _connector.GetPositionsAsync(request, CancellationToken.None);
Assert.NotEmpty(resp);
}
public Task <IReadOnlyCollection <PositionReport> > GetPositionsAsync(RequestForPositions positionRequest, CancellationToken cancellationToken)
{
EnsureCanHandleRequest();
lock (RejectLock)
{
var request = _jfdPositionsHandler.RegisterMessage(positionRequest, cancellationToken);
SendRequest(request.Message);
RegisterForRejectResponse(request);
var result = request.Send();
return(result);
}
}
private static RequestForPositions Create(ZonedDateTime timeNow, int reqType, AccountNumber account, bool subscribe)
{
Debug.NotDefault(timeNow, nameof(timeNow));
var message = new RequestForPositions();
message.SetField(new PosReqID($"RP_{timeNow.TickOfDay}"));
message.SetField(new PosReqType(reqType));
message.SetField(new Account(account.Value));
message.SetField(new AccountType(AccountType.ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED));
message.SetField(new TradingSessionID(Broker));
message.SetField(new TransactTime(timeNow.ToDateTimeUtc()));
message.SetField(subscribe is true
? new SubscriptionRequestType(SubscriptionRequestType.SNAPSHOT_PLUS_UPDATES)
: new SubscriptionRequestType(SubscriptionRequestType.SNAPSHOT));
return(message);
}
public override async Task <IReadOnlyCollection <PositionModel> > GetPositions(TimeSpan timeout)
{
var pr = new RequestForPositions
{
PosReqType = new PosReqType(PosReqType.POSITIONS),
NoPartyIDs = new NoPartyIDs(1),
TransactTime = new TransactTime(DateTime.UtcNow)
};
var partyGroup = new RequestForPositions.NoPartyIDsGroup
{
PartyID = new PartyID("*")
};
pr.AddGroup(partyGroup);
var cts = new CancellationTokenSource(timeout);
var reports = await _connector.GetPositionsAsync(pr, cts.Token);
return(_modelConverter.ConvertPositionReport(reports));
}
public async Task ShouldGetPositions()
{
_connector.Start();
WaitForState(FixConnectorState.Connected, 30);
var pr = new RequestForPositions()
{
PosReqType = new PosReqType(PosReqType.POSITIONS),
NoPartyIDs = new NoPartyIDs(1),
TransactTime = new TransactTime(DateTime.UtcNow)
};
var partyGroup = new RequestForPositions.NoPartyIDsGroup
{
PartyID = new PartyID("8")
};
pr.AddGroup(partyGroup);
var resp = await _connector.GetPositionsAsync(pr, CancellationToken.None);
Assert.NotEmpty(resp);
}
public virtual void onMessage(RequestForPositions message, QuickFix.SessionID session)
{
throw new QuickFix.UnsupportedMessageType();
}
public IcmPositionsStateMachine(RequestForPositions positionsRequest, CancellationToken cancellationToken, IMessageHandler messageHandler, ILog log) : base(positionsRequest, cancellationToken, messageHandler, log)
{
positionsRequest.PosReqID = new PosReqID(Id);
}