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 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 void DateOnlyConverterTest()
{
// DateTime types to string
Assert.That(DateTimeConverter.ConvertDateOnly(new DateTime(2002, 12, 01, 11, 03, 05, 321)), Is.EqualTo("20021201"));
// string-to-DateTime but time is zero
Assert.That(DateTimeConverter.ConvertToDateOnly("20100912"), Is.EqualTo(new DateTime(2010, 9, 12, 0, 0, 0, DateTimeKind.Utc)));
// invalid string-to-DateTime formats
Assert.Throws(typeof(FieldConvertError), delegate { DateTimeConverter.ConvertToDateOnly(""); });
Assert.Throws(typeof(FieldConvertError), delegate { DateTimeConverter.ConvertToDateOnly("20021201-11:03:00"); });
}
