public FixServer(int port)
{
_actorSystem = ActorSystem.Create("FIXServer");
// Some invented FX spot rates
var prices = new Dictionary<string, double>()
{
{ "USDGBP", 0.65575 },
{ "USDJPY", 119.75 }
};
var fixParser = new FixParser();
var tcpServerProps = Props.Create(() => new TcpServerActor(port,
FixParser.ExtractFixMessages));
Func<IActorRefFactory, IActorRef> tcpServerCreator =
(context) => context.ActorOf(tcpServerProps, "TcpServer");
var fixInterpreterProps = Props.Create(() => new FixInterpreterActor(fixParser));
Func<IActorRefFactory, IActorRef> fixInterpreterCreator =
(context) => context.ActorOf(fixInterpreterProps, "FixInterpreter");
var fixServerProps = Props.Create(() => new Actors.FixServerActor(tcpServerCreator,
fixInterpreterCreator, prices));
_fixServerActor = _actorSystem.ActorOf(fixServerProps, "FixServer");
}
public void ConvertFixMessageToFixObject_ReturnsLogoutObject_ForLogoutMessage()
{
string message = "8=FIXT1.1\u00019=28\u000135=5\u000149=Client\u000156=Bank\u000134=1\u000110=2\u0001";
BaseMessage result = new FixParser().ConvertFixMessageToFixObject(message);
result.Should().BeOfType<LogoutMessage>();
result.As<LogoutMessage>().SenderCompID.Should().Be("Client");
result.As<LogoutMessage>().TargetCompID.Should().Be("Bank");
}
public void ConvertFixMessageToFixObject_ReturnsLogonMessageObject_ForLogonMessage()
{
string message = "8=FIXT1.1\u00019=35\u000135=A\u000149=Client\u000156=Bank\u000134=1\u0001108=30\u000110=70\u0001";
BaseMessage result = new FixParser().ConvertFixMessageToFixObject(message);
result.Should().BeOfType<LogonMessage>();
result.As<LogonMessage>().HeartBeatInterval.TotalSeconds.Should().Be(30);
result.As<LogonMessage>().MessageSequenceNumber.Should().Be(1);
result.As<LogonMessage>().SenderCompID.Should().Be("Client");
result.As<LogonMessage>().TargetCompID.Should().Be("Bank");
}
public unsafe void TestScalar()
{
Span <byte> bytes = stackalloc byte[1024];
Span <int> tagStarts = stackalloc int[256];
Span <int> valueStarts = stackalloc int[256];
bytes.Clear();
var byteLen = Encoding.ASCII.GetBytes(msg.AsSpan(), bytes);
Assert.That(byteLen, Is.EqualTo(msg.Length));
var numFields = FixParser.GetFieldBoundariesVectorized(bytes, byteLen, tagStarts, valueStarts);
Assert.That(numFields, Is.EqualTo(8));
Assert.That(tagStarts.Slice(0, numFields).ToArray(), Is.EquivalentTo(new [] { 0, 10, 16, 21, 29, 39, 46, 67 }));
Assert.That(valueStarts.Slice(0, numFields).ToArray(), Is.EquivalentTo(new [] { 2, 12, 19, 24, 32, 42, 49, 70 }));
}
public void ConvertFixMessageToFixObject_ReturnsQuoteRequestObject_ForQuoteRequestMessage()
{
string message = "8=FIXT1.1\u00019=71\u000135=R\u000149=Client\u000156=Bank\u000134=7\u0001131=rfq712\u000155=USDJPY\u000110=171\u0001";
BaseMessage result = new FixParser().ConvertFixMessageToFixObject(message);
result.Should().BeOfType<QuoteRequestMessage>();
result.As<QuoteRequestMessage>().SenderCompID.Should().Be("Client");
result.As<QuoteRequestMessage>().TargetCompID.Should().Be("Bank");
result.As<QuoteRequestMessage>().QuoteReqID.Should().Be("rfq712");
result.As<QuoteRequestMessage>().Symbol.Should().Be("USDJPY");
}
public void ConvertFixObjectToFixMessage_ReturnsCorrectString_ForTestRequestMessage()
{
var messageObject = new TestRequestMessage("Client", "Bank", 7, "Attempt1");
string result = new FixParser().ConvertFixObjectToFixMessage(messageObject);
string expected = "8=FIXT1.1\u00019=33\u000135=1\u000149=Client\u000156=Bank\u000134=7\u0001112=\u000110=210\u0001";
result.Should().Be(expected);
}
public void ConvertFixObjectToFixMessage_ReturnsCorrectString_ForQuoteMessage()
{
var messageObject = new QuoteMessage("Client", "Bank", 7, "rfq712", "q712", "USDJPY", 119.55);
string result = new FixParser().ConvertFixObjectToFixMessage(messageObject);
string expected = "8=FIXT1.1\u00019=71\u000135=S\u000149=Client\u000156=Bank\u000134=7\u0001131=rfq712\u0001117=q712\u000155=USDJPY\u0001133=119.5500\u000110=171\u0001";
result.Should().Be(expected);
}
public void ConvertFixObjectToFixMessage_ReturnsCorrectString_ForLogoutMessage()
{
var messageObject = new LogoutMessage("Client", "Bank", 1);
string result = new FixParser().ConvertFixObjectToFixMessage(messageObject);
string expected = "8=FIXT1.1\u00019=28\u000135=5\u000149=Client\u000156=Bank\u000134=1\u000110=2\u0001";
result.Should().Be(expected);
}
public void ConvertFixObjectToFixMessage_ReturnsCorrectString_ForLogonMessage()
{
var messageObject = new LogonMessage("Client", "Bank", 1,
TimeSpan.FromSeconds(30));
string result = new FixParser().ConvertFixObjectToFixMessage(messageObject);
string expected = "8=FIXT1.1\u00019=35\u000135=A\u000149=Client\u000156=Bank\u000134=1\u0001108=30\u000110=70\u0001";
result.Should().Be(expected);
}
