public virtual void ToAdmin(QuickFix.Message message, QuickFix.SessionID session)
{
try
{
logger.Debug("SND(Admin) --> type[" + message.GetType().ToString() + "] msg[" + message.ToString() + "]");
//if (message.Header.GetField(QuickFix.Fields.Tags.MsgType) != QuickFix.Fields.MsgType.HEARTBEAT)
// this.Crack(message, session);
// Complementa a mensagem de logon com a senha
if (message.GetType() == typeof(Logon))
{
Logon message2 = (Logon)message;
if (_channelUmdfConfig.LogonPassword != "")
{
message2.Set(new QuickFix.Fields.RawData(_channelUmdfConfig.LogonPassword));
message2.Set(new QuickFix.Fields.RawDataLength(_channelUmdfConfig.LogonPassword.Length));
if (_channelUmdfConfig.NewPassword != null && _channelUmdfConfig.NewPassword.Length > 0)
{
QuickFix.Fields.StringField newPassword = new QuickFix.Fields.StringField(925, _channelUmdfConfig.NewPassword.Trim());
message2.SetField(newPassword);
}
}
message2.Set(new QuickFix.Fields.HeartBtInt(_channelUmdfConfig.HeartBtInt));
message2.Set(new QuickFix.Fields.EncryptMethod(0));
message2.Set(new QuickFix.Fields.ResetSeqNumFlag(_channelUmdfConfig.ResetOnLogon));
}
logger.Debug("ToAdmin(). Session id : " + session.ToString() + " Msg: " + message.GetType().ToString());
//if (message.getHeader().getField(MsgType.FIELD) != QuickFix.MsgType.Heartbeat)
// this.crack(message, session);
}
catch (Exception ex)
{
logger.Error("ToAdmin(): " + ex.Message, ex);
}
}
public void CheckValidFormat()
{
QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary();
dd.LoadFIXSpec("FIX44");
dd.CheckFieldsHaveValues = true;
var goodFields = new QuickFix.Fields.StringField[] {
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.Symbol, "foo"), // string
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.Side, "2"), // char
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.LastQty, "123"), // int
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.AvgPx, "1.23"), // decimal
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.ReportToExch, "Y"), // bool
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.ContraTradeTime, "20011217-09:30:47.123"), // datetime
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.MDEntryDate, "20030910"), // dateonly
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.MDEntryTime, "13:20:00.123"), // timeonly
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.Symbol, "") // string
};
foreach (var datum in goodFields)
{
Assert.DoesNotThrow(delegate { dd.CheckValidFormat(datum); });
}
var badFields = new QuickFix.Fields.StringField[]
{
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.Side, "toolong"), // char
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.LastQty, "notint"), // int
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.AvgPx, "notdec"), // decimal
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.ReportToExch, "notbool"), // bool
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.ContraTradeTime, "notdatetime"), // datetime
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.MDEntryDate, "notdate"), // dateonly
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.MDEntryTime, "nottime") // timeonly
};
foreach (var datum in badFields)
{
Assert.Throws(typeof(IncorrectDataFormat), delegate { dd.CheckValidFormat(datum); });
}
var emptyFields = new QuickFix.Fields.StringField[]
{
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.Side, ""), // char
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.LastQty, ""), // int
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.AvgPx, ""), // decimal
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.ReportToExch, ""), // bool
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.ContraTradeTime, ""), // datetime
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.MDEntryDate, ""), // dateonly
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.MDEntryTime, "") // timeonly
};
foreach (var datum in emptyFields)
{
Assert.Throws(typeof(IncorrectDataFormat), delegate { dd.CheckValidFormat(datum); });
}
// Setting change!
dd.CheckFieldsHaveValues = false;
foreach (var datum in emptyFields)
{
Assert.DoesNotThrow(delegate { dd.CheckValidFormat(datum); });
}
}
