public void TestRequiresOrigSendingTime_N()
{
// Under OrigSendingTime=N, session will allow ResendRequest that lacks OrigSendingTime
session.RequiresOrigSendingTime = false;
Logon();
QuickFix.FIX42.SequenceReset sr = new QuickFix.FIX42.SequenceReset(new QuickFix.Fields.NewSeqNo(5));
sr.GapFillFlag = new QuickFix.Fields.GapFillFlag(true);
sr.Header.SetField(new QuickFix.Fields.PossDupFlag(true));
sr.Header.SetField(new QuickFix.Fields.MsgSeqNum(seqNum--)); // so it triggers DoTargetTooLow code
SendTheMessage(sr);
Assert.False(responder.msgLookup.ContainsKey(QuickFix.Fields.MsgType.REJECT));
}
public void TestRequiresOrigSendingTime_Y()
{
// Under default configuration, session should reject a ResendRequest that lacks OrigSendingTime unset
// Check default is as expected
Assert.That(session.RequiresOrigSendingTime, Is.EqualTo(true));
Logon();
QuickFix.FIX42.SequenceReset sr = new QuickFix.FIX42.SequenceReset(new QuickFix.Fields.NewSeqNo(5));
sr.GapFillFlag = new QuickFix.Fields.GapFillFlag(true);
sr.Header.SetField(new QuickFix.Fields.PossDupFlag(true));
sr.Header.SetField(new QuickFix.Fields.MsgSeqNum(seqNum--)); // so it triggers DoTargetTooLow code
SendTheMessage(sr);
Assert.That(responder.msgLookup[QuickFix.Fields.MsgType.REJECT].Count == 1);
QuickFix.FIX42.Reject rej = responder.msgLookup[QuickFix.Fields.MsgType.REJECT].Peek() as QuickFix.FIX42.Reject;
Assert.That(rej.SessionRejectReason.getValue(), Is.EqualTo(QuickFix.Fields.SessionRejectReason.REQUIRED_TAG_MISSING));
}
public void TestRequiresOrigSendingTime_Y()
{
// Under default configuration, session should reject a ResendRequest that lacks OrigSendingTime unset
// Check default is as expected
Assert.That(session.RequiresOrigSendingTime, Is.EqualTo(true));
Logon();
QuickFix.FIX42.SequenceReset sr = new QuickFix.FIX42.SequenceReset(new QuickFix.Fields.NewSeqNo(5));
sr.GapFillFlag = new QuickFix.Fields.GapFillFlag(true);
sr.Header.SetField(new QuickFix.Fields.PossDupFlag(true));
sr.Header.SetField(new QuickFix.Fields.MsgSeqNum(seqNum--)); // so it triggers DoTargetTooLow code
SendTheMessage(sr);
Assert.That(responder.msgLookup[QuickFix.Fields.MsgType.REJECT].Count == 1);
QuickFix.FIX42.Reject rej = responder.msgLookup[QuickFix.Fields.MsgType.REJECT].Peek() as QuickFix.FIX42.Reject;
Assert.That(rej.SessionRejectReason.getValue(), Is.EqualTo(QuickFix.Fields.SessionRejectReason.REQUIRED_TAG_MISSING));
}
public void TestRequiresOrigSendingTime_N()
{
// Under OrigSendingTime=N, session will allow ResendRequest that lacks OrigSendingTime
session.RequiresOrigSendingTime = false;
Logon();
QuickFix.FIX42.SequenceReset sr = new QuickFix.FIX42.SequenceReset(new QuickFix.Fields.NewSeqNo(5));
sr.GapFillFlag = new QuickFix.Fields.GapFillFlag(true);
sr.Header.SetField(new QuickFix.Fields.PossDupFlag(true));
sr.Header.SetField(new QuickFix.Fields.MsgSeqNum(seqNum--)); // so it triggers DoTargetTooLow code
SendTheMessage(sr);
Assert.False(responder.msgLookup.ContainsKey(QuickFix.Fields.MsgType.REJECT));
}
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);
order.Header.SetField(new QuickFix.Fields.MsgSeqNum(2501));
session.Next(order);
// 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);
order.Header.SetField(new QuickFix.Fields.MsgSeqNum(5001));
session.Next(order); // 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 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));
}
