public bool SENT_REJECT(int reason, int refTag)
{
if (!SENT_REJECT())
{
return(false);
}
QuickFix.Message msg = responder.msgLookup[QuickFix.Fields.MsgType.REJECT].First();
if (!msg.IsSetField(QuickFix.Fields.Tags.SessionRejectReason))
{
return(false);
}
QuickFix.Fields.SessionRejectReason reasonField = new QuickFix.Fields.SessionRejectReason();
msg.GetField(reasonField);
if (reasonField.getValue() != reason)
{
return(false);
}
if (!msg.IsSetField(QuickFix.Fields.Tags.RefTagID))
{
return(false);
}
QuickFix.Fields.RefTagID refTagField = new QuickFix.Fields.RefTagID();
msg.GetField(refTagField);
if (refTagField.getValue() != refTag)
{
return(false);
}
return(true);
}
public void UnwrapMessage_Ok()
{
// arrange
var jsonFixMsg = new JsonFixMessage
{
localPseudoHeader = "myPseudoHeader",
rawFixPayload = "8=FIX.4.2\u00019=67\u000135=D\u000111=0001\u000121=1\u000138=10\u000140=1\u000154=1\u000155=AAPL\u000160=20181013-00:00:00.000\u000110=078\u0001",
};
// act
QuickFix.Message fixMsg = _jsonFixWrapper.Unwrap(jsonFixMsg);
// assert
var expectedTransactTime = new DateTime(2018, 10, 13).Date;
var expectedTicker = "AAPL";
var expectedQty = 10m;
Assert.Equal(expectedTicker, fixMsg.GetField(55));
Assert.Equal(expectedTransactTime, fixMsg.GetField(new QuickFix.Fields.TransactTime()).getValue());
Assert.Equal(expectedQty, fixMsg.GetField(new QuickFix.Fields.OrderQty()).getValue());
}
public void UnwrapMessage_Ok_Sample2()
{
// arrange
var jsonFixMsg = new JsonFixMessage
{
localPseudoHeader = "myPseudoHeader",
// rawFixPayload = "8=FIX.4.2\u00019=67\u000135=D\u000111=0001\u000121=1\u000138=10\u000140=1\u000154=1\u000155=AAPL\u000160=20181013-00:00:00.000\u000110=078\u0001",
rawFixPayload = "8=FIX.4.2\u00019=00\u000135=D\u000149=Sender\u000156=Target\u000134=0\u000152=99990909-17:17:17.777\u000154=1\u000155=ABC\u000111=BUY000000001\u000138=1000\u000140=2\u000144=1001.000\u000159=3\u0001117=A001\u000146=A001\u000110=000\u0001"
};
// act
QuickFix.Message fixMsg = _jsonFixWrapper.Unwrap(jsonFixMsg);
// assert
var expectedTicker = "ABC";
Assert.Equal(expectedTicker, fixMsg.GetField(55));
}
public bool SENT_BUSINESS_REJECT(int reason)
{
if (!SENT_BUSINESS_REJECT())
{
return(false);
}
QuickFix.Message msg = responder.msgLookup[QuickFix.Fields.MsgType.BUSINESS_MESSAGE_REJECT].First();
if (!msg.IsSetField(QuickFix.Fields.Tags.BusinessRejectReason))
{
return(false);
}
QuickFix.Fields.BusinessRejectReason reasonField = new QuickFix.Fields.BusinessRejectReason();
msg.GetField(reasonField);
if (reasonField.getValue() != reason)
{
return(false);
}
return(true);
}
public void FromApp(QuickFix.Message msg, SessionID sessionID)
{
var sMsg = "FROM APP: " + msg.ToString();
AddToLB(sMsg, null);
if (msg.Header.GetField(35) == "TC") //Cash
{
DateTime dtTdate;
float fPrice;
int Qty;
int OrdType;
bool BPisBuyer;
DateTime.TryParse(msg.GetField(CustomConstants.TDATE), out dtTdate);
string BPSide = msg.GetField(CustomConstants.BP_SIDE);
float.TryParse(msg.GetField(CustomConstants.F_PRICE), out fPrice);
int.TryParse(msg.GetField(CustomConstants.QTY), out Qty);
string TCTReference = msg.GetField(CustomConstants.TCT_REF);
string BPAcct = msg.GetField(CustomConstants.BP_COMPANY);
int.TryParse(msg.GetField(CustomConstants.ORDER_TYPE), out OrdType);
string ExecBkr = msg.GetField(CustomConstants.EXEC_BKR);
string CounterParty = msg.GetField(CustomConstants.COUNTER_PARTY);
BPisBuyer = msg.GetField(CustomConstants.IS_BUYER) == "Y";
string BPTrader = msg.GetField(CustomConstants.BP_TRADER);
string CounterTrader = msg.GetField(CustomConstants.COUNTER_TRADER);
string Grade = msg.GetField(CustomConstants.GRADE);
string Location = msg.GetField(CustomConstants.LOCATION);
string CycDt = msg.GetField(CustomConstants.CYCLE_DATE);
string DelMo = msg.GetField(CustomConstants.DELIVER_MONTH);
string Terms = msg.GetField(CustomConstants.TERMS);
string Payment = msg.GetField(CustomConstants.PAYMENT);
string Origin = msg.GetField(CustomConstants.ORIGIN);
string NumOfCyc = msg.GetField(CustomConstants.NUM_OF_CYCLES);
string Via = msg.GetField(CustomConstants.VIA);
string MoveMo = msg.GetField(CustomConstants.MOVE_MONTH);
string Comment = msg.GetField(CustomConstants.COMMENT);
}
else if (msg.Header.GetField(35) == "TE") //EFP
{
DateTime dtTdate;
float fPrice;
int Qty;
int OrdType;
bool BPisBuyer;
bool IsWater;
DateTime.TryParse(msg.GetField(CustomConstants.TDATE), out dtTdate);
string BPSide = msg.GetField(CustomConstants.BP_SIDE);
float.TryParse(msg.GetField(CustomConstants.F_PRICE), out fPrice);
int.TryParse(msg.GetField(CustomConstants.QTY), out Qty);
string TCTReference = msg.GetField(CustomConstants.TCT_REF);
string BPAcct = msg.GetField(CustomConstants.BP_COMPANY);
int.TryParse(msg.GetField(CustomConstants.ORDER_TYPE), out OrdType);
string ExecBkr = msg.GetField(CustomConstants.EXEC_BKR);
string CounterParty = msg.GetField(CustomConstants.COUNTER_PARTY);
BPisBuyer = msg.GetField(CustomConstants.IS_BUYER) == "Y";
string BPTrader = msg.GetField(CustomConstants.BP_TRADER);
string CounterTrader = msg.GetField(CustomConstants.COUNTER_TRADER);
string Grade = msg.GetField(CustomConstants.GRADE);
string Location = msg.GetField(CustomConstants.LOCATION);
string CycDt = msg.GetField(CustomConstants.CYCLE_DATE);
string DelMo = msg.GetField(CustomConstants.DELIVER_MONTH);
string Terms = msg.GetField(CustomConstants.TERMS);
string Payment = msg.GetField(CustomConstants.PAYMENT);
string Origin = msg.GetField(CustomConstants.ORIGIN);
string NumOfCyc = msg.GetField(CustomConstants.NUM_OF_CYCLES);
string Via = msg.GetField(CustomConstants.VIA);
string MoveMo = msg.GetField(CustomConstants.MOVE_MONTH);
string Comment = msg.GetField(CustomConstants.COMMENT);
IsWater = msg.GetField(CustomConstants.ISWATER) == "Y";
string BPFloorBkr = msg.GetField(CustomConstants.BP_FLOOR_BKR);
string CounterFloorBkr = msg.GetField(CustomConstants.COUNTER_FLOOR_BKR);
string Diff = msg.GetField(CustomConstants.DIFFERENCE);
string MercMo = msg.GetField(CustomConstants.MERC_MO);
string MercPr = msg.GetField(CustomConstants.MERC_PRICE);
}
else if (msg.Header.GetField(35) == "TI") //Index
{
DateTime dtTdate;
float fPrice;
int Qty;
int OrdType;
bool BPisBuyer;
bool IsWater;
DateTime.TryParse(msg.GetField(CustomConstants.TDATE), out dtTdate);
string BPSide = msg.GetField(CustomConstants.BP_SIDE);
float.TryParse(msg.GetField(CustomConstants.F_PRICE), out fPrice);
int.TryParse(msg.GetField(CustomConstants.QTY), out Qty);
string TCTReference = msg.GetField(CustomConstants.TCT_REF);
string BPAcct = msg.GetField(CustomConstants.BP_COMPANY);
int.TryParse(msg.GetField(CustomConstants.ORDER_TYPE), out OrdType);
string ExecBkr = msg.GetField(CustomConstants.EXEC_BKR);
string CounterParty = msg.GetField(CustomConstants.COUNTER_PARTY);
BPisBuyer = msg.GetField(CustomConstants.IS_BUYER) == "Y";
string BPTrader = msg.GetField(CustomConstants.BP_TRADER);
string CounterTrader = msg.GetField(CustomConstants.COUNTER_TRADER);
string Grade = msg.GetField(CustomConstants.GRADE);
string Location = msg.GetField(CustomConstants.LOCATION);
string CycDt = msg.GetField(CustomConstants.CYCLE_DATE);
string DelMo = msg.GetField(CustomConstants.DELIVER_MONTH);
string Terms = msg.GetField(CustomConstants.TERMS);
string Payment = msg.GetField(CustomConstants.PAYMENT);
string Origin = msg.GetField(CustomConstants.ORIGIN);
string NumOfCyc = msg.GetField(CustomConstants.NUM_OF_CYCLES);
string Via = msg.GetField(CustomConstants.VIA);
string MoveMo = msg.GetField(CustomConstants.MOVE_MONTH);
string Comment = msg.GetField(CustomConstants.COMMENT);
IsWater = msg.GetField(CustomConstants.ISWATER) == "Y";
string BPFloorBkr = msg.GetField(CustomConstants.BP_FLOOR_BKR);
string CounterFloorBkr = msg.GetField(CustomConstants.COUNTER_FLOOR_BKR);
string Diff = msg.GetField(CustomConstants.DIFFERENCE);
string MercMo = msg.GetField(CustomConstants.MERC_MO);
string MercPr = msg.GetField(CustomConstants.MERC_PRICE);
}
}