Example #1
0
        public void MissingDelimiterField()
        {
            // issue 101

            var dd = new QuickFix.DataDictionary.DataDictionary();

            dd.Load("../../../spec/fix/FIX44.xml");

            // message is missing 703
            string[] msgFields = { "8=FIX.4.4",             "9=230",       "35=AP", "34=3",        "49=XXXXX", "52=20120731-14:06:37.848", "56=FixKevindemo",
                                   "1=20050500001",         "55=EURUSD",   "453=0", "581=1",       "702=1",    "704=0",                    "705=20000",      "710=634792896000000000","715=20120802",
                                   "721=P-DEA30E1PHC0IW7V", "730=1.22608", "731=1", "734=1.22608", "753=1",    "708=20000",                "10=030" };
            string   msgStr = String.Join(Message.SOH, msgFields) + Message.SOH;

            QuickFix.FIX44.PositionReport msg = new QuickFix.FIX44.PositionReport();

            QuickFix.GroupDelimiterTagException ex =
                Assert.Throws <QuickFix.GroupDelimiterTagException>(delegate { msg.FromString(msgStr, true, dd, dd, _defaultMsgFactory); });
            Assert.AreEqual(702, ex.Field);
            Assert.AreEqual("Group 702's first entry does not start with delimiter 703", ex.Message);
        }
Example #2
0
        public void MissingDelimiterField()
        {
            // issue 101

            var dd = new QuickFix.DataDictionary.DataDictionary();
            dd.Load("../../../spec/fix/FIX44.xml");

            // message is missing 703
            string[] msgFields = { "8=FIX.4.4", "9=230", "35=AP", "34=3", "49=XXXXX", "52=20120731-14:06:37.848", "56=FixKevindemo",
                "1=20050500001", "55=EURUSD", "453=0", "581=1", "702=1", "704=0", "705=20000", "710=634792896000000000", "715=20120802",
                "721=P-DEA30E1PHC0IW7V", "730=1.22608", "731=1", "734=1.22608", "753=1", "708=20000", "10=030"
            };
            string msgStr = String.Join(Message.SOH, msgFields) + Message.SOH;

            QuickFix.FIX44.PositionReport msg = new QuickFix.FIX44.PositionReport();

            QuickFix.GroupDelimiterTagException ex =
                Assert.Throws<QuickFix.GroupDelimiterTagException>(delegate { msg.FromString(msgStr, true, dd, dd, _defaultMsgFactory); });
            Assert.AreEqual(702, ex.Field);
            Assert.AreEqual("Group 702's first entry does not start with delimiter 703", ex.Message);
        }
Example #3
0
 public void OnMessage(QuickFix.FIX44.PositionReport m, SessionID s)
 {
     Logger.Instance().Log($"REPLY (PositionReport) => {m.ToString()}");
 }