public FieldValue Copy()
{
var value_Renamed = new SequenceValue(sequence);
for (int i = 0; i < elements.Count; i++)
{
value_Renamed.Add((GroupValue)elements[i].Copy());
}
return(value_Renamed);
}
private bool equals(SequenceValue other)
{
if (Length != other.Length)
{
return(false);
}
for (int i = 0; i < Length; i++)
{
if (!elements[i].Equals(other.elements[i]))
{
return(false);
}
}
return(true);
}
private bool equals(SequenceValue other)
{
if (Length != other.Length)
{
return false;
}
for (int i = 0; i < Length; i++)
{
if (!elements[i].Equals(other.elements[i]))
{
return false;
}
}
return true;
}
public FieldValue Copy()
{
var value_Renamed = new SequenceValue(sequence);
for (int i = 0; i < elements.Count; i++)
{
value_Renamed.Add((GroupValue) elements[i].Copy());
}
return value_Renamed;
}
public void TestComplexMessage()
{
var template = new MessageTemplate("Company",
new Field[] {
new Scalar("Name", FASTType.STRING, Operator.NONE, ScalarValue.UNDEFINED, false),
new Scalar("Id", FASTType.U32, Operator.INCREMENT, ScalarValue.UNDEFINED, false),
new Sequence("Employees",
new Field[] {
new Scalar("First Name", FASTType.STRING, Operator.COPY, ScalarValue.UNDEFINED, false),
new Scalar("Last Name", FASTType.STRING, Operator.COPY, ScalarValue.UNDEFINED, false),
new Scalar("Age", FASTType.U32, Operator.DELTA, ScalarValue.UNDEFINED, false)
}, false),
new Group("Tax Information",
new Field[] {
new Scalar("EIN", FASTType.STRING, Operator.NONE, ScalarValue.UNDEFINED, false)
}, false)
});
var aaaInsurance = new Message(template);
aaaInsurance.SetFieldValue(1, new StringValue("AAA Insurance"));
aaaInsurance.SetFieldValue(2, new IntegerValue(5));
var employees = new SequenceValue(template.GetSequence(
"Employees"));
employees.Add(new FieldValue[] {
new StringValue("John"), new StringValue("Doe"),
new IntegerValue(45)
});
employees.Add(new FieldValue[] {
new StringValue("Jane"), new StringValue("Doe"),
new IntegerValue(48)
});
aaaInsurance.SetFieldValue(3, employees);
aaaInsurance.SetFieldValue(4,
new GroupValue(template.GetGroup("Tax Information"),
new FieldValue[] { new StringValue("99-99999999") }));
var outStream = new MemoryStream();
var output = new MessageOutputStream(outStream);
output.RegisterTemplate(1, template);
output.WriteMessage(aaaInsurance);
var abcBuilding = new Message(template);
abcBuilding.SetFieldValue(1, new StringValue("ABC Building"));
abcBuilding.SetFieldValue(2, new IntegerValue(6));
employees = new SequenceValue(template.GetSequence("Employees"));
employees.Add(new FieldValue[] {
new StringValue("Bob"), new StringValue("Builder"),
new IntegerValue(3)
});
employees.Add(new FieldValue[] {
new StringValue("Joe"), new StringValue("Rock"),
new IntegerValue(59)
});
abcBuilding.SetFieldValue(3, employees);
abcBuilding.SetFieldValue(4,
new GroupValue(template.GetGroup("Tax Information"),
new FieldValue[] { new StringValue("99-99999999") }));
output.WriteMessage(abcBuilding);
var input = new MessageInputStream(new MemoryStream(
outStream.ToArray()));
input.RegisterTemplate(1, template);
GroupValue message = input.ReadMessage();
Assert.AreEqual(aaaInsurance, message);
message = input.ReadMessage();
Assert.AreEqual(abcBuilding, message);
}
public void TestMultipleMessages()
{
var outStream = new MemoryStream();
var output = new MessageOutputStream(outStream);
output.RegisterTemplate(ObjectMother.ALLOC_INSTRCTN_TEMPLATE_ID,
ObjectMother.AllocationInstruction());
var allocations = new SequenceValue(ObjectMother.AllocationInstruction()
.GetSequence("Allocations"));
allocations.Add(ObjectMother.NewAllocation("fortyFiveFund", 22.5, 75.0));
allocations.Add(ObjectMother.NewAllocation("fortyFund", 24.6, 25.0));
Message ai1 = ObjectMother.NewAllocInstrctn("ltg0001", 1, 100.0, 23.4,
ObjectMother.NewInstrument("CTYA", "200910"), allocations);
allocations = new SequenceValue(ObjectMother.AllocationInstruction()
.GetSequence("Allocations"));
allocations.Add(ObjectMother.NewAllocation("fortyFiveFund", 22.5, 75.0));
allocations.Add(ObjectMother.NewAllocation("fortyFund", 24.6, 25.0));
Message ai2 = ObjectMother.NewAllocInstrctn("ltg0001", 1, 100.0, 23.4,
ObjectMother.NewInstrument("CTYA", "200910"), allocations);
allocations = new SequenceValue(ObjectMother.AllocationInstruction()
.GetSequence("Allocations"));
allocations.Add(ObjectMother.NewAllocation("fortyFiveFund", 22.5, 75.0));
allocations.Add(ObjectMother.NewAllocation("fortyFund", 24.6, 25.0));
Message ai3 = ObjectMother.NewAllocInstrctn("ltg0001", 1, 100.0, 23.4,
ObjectMother.NewInstrument("CTYA", "200910"), allocations);
output.WriteMessage(ai1);
output.WriteMessage(ai2);
output.WriteMessage(ai3);
byte[] bytes = outStream.ToArray();
var input = new MessageInputStream(new MemoryStream(
bytes));
input.RegisterTemplate(ObjectMother.ALLOC_INSTRCTN_TEMPLATE_ID,
ObjectMother.AllocationInstruction());
Message message = input.ReadMessage();
Assert.AreEqual(ai1, message);
message = input.ReadMessage();
Assert.AreEqual(ai2, message);
Assert.AreEqual(ai3, input.ReadMessage());
}
private static SequenceValue BasicAllocations()
{
var value = new SequenceValue(AllocationInstruction().GetSequence("Allocations"));
value.Add(NewAllocation("general", 101.0, 15.0));
value.Add(NewAllocation("specific", 103.0, 10.0));
return value;
}
public static Message NewAllocInstrctn(String id, int side,
double quantity, double averagePrice, GroupValue instrument,
SequenceValue allocations)
{
var allocInstrctn = new Message(AllocationInstruction());
allocInstrctn.SetFieldValue(1, allocations);
allocInstrctn.SetFieldValue(2, instrument);
allocInstrctn.SetFieldValue(3, new StringValue(id));
allocInstrctn.SetFieldValue(4, new IntegerValue(side));
allocInstrctn.SetFieldValue(5, new DecimalValue(quantity));
allocInstrctn.SetFieldValue(6, new DecimalValue(averagePrice));
return allocInstrctn;
}