public void TestApplicationExtension()
{
var mockApp = new MockApplicationExt();
session = new QuickFix.Session(mockApp, new QuickFix.MemoryStoreFactory(), sessionID,
new QuickFix.DataDictionaryProvider(), new QuickFix.SessionSchedule(config), 0, new QuickFix.ScreenLogFactory(settings), new QuickFix.DefaultMessageFactory(), "blah");
session.SetResponder(responder);
session.CheckLatency = false;
Logon();
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(2));
session.Next(order.ToString());
Assert.That(mockApp.InterceptedMessageTypes.Count, Is.EqualTo(2));
Assert.True(mockApp.InterceptedMessageTypes.Contains(QuickFix.Fields.MsgType.LOGON));
Assert.True(mockApp.InterceptedMessageTypes.Contains(QuickFix.Fields.MsgType.NEWORDERSINGLE));
}
public void setup()
{
responder = new MockResponder();
sessionID = new QuickFix.SessionID("FIX.4.2", "SENDER", "TARGET");
application = new MockApplication();
settings = new QuickFix.SessionSettings();
config = new QuickFix.Dictionary();
config.SetBool(QuickFix.SessionSettings.PERSIST_MESSAGES, false);
config.SetString(QuickFix.SessionSettings.CONNECTION_TYPE, "initiator");
config.SetString(QuickFix.SessionSettings.START_TIME, "00:00:00");
config.SetString(QuickFix.SessionSettings.END_TIME, "00:00:00");
settings.Set(sessionID, config);
session = new QuickFix.Session(application, new QuickFix.MemoryStoreFactory(), sessionID,
new QuickFix.DataDictionaryProvider(), new QuickFix.SessionSchedule(config), 0, new QuickFix.ScreenLogFactory(settings), new QuickFix.DefaultMessageFactory(), "blah");
session.SetResponder(responder);
session.CheckLatency = false;
// must be set for an initiator
int heartBeatInterval = 10;
session2 = new QuickFix.Session(application, new QuickFix.MemoryStoreFactory(), new QuickFix.SessionID("FIX.4.2", "OTHER_SENDER", "OTHER_TARGET"),
new QuickFix.DataDictionaryProvider(), new QuickFix.SessionSchedule(config), heartBeatInterval, new QuickFix.ScreenLogFactory(settings), new QuickFix.DefaultMessageFactory(), "blah");
session2.SetResponder(responder);
session2.CheckLatency = false;
seqNum = 1;
}
public /*virtual*/ void OnLogon
(QuickFix.SessionID fixSessionId
)
{
try
{
System.Threading.Monitor.Enter(Common.Core.Threading.TThreadingHelpers.MainLockable);
// Comment201704186 relates.
System.Diagnostics.Debug.Assert(FixSession_ is null);
// yg? Given that QuickFix is a piece of crap, this condition will not necessarily work well.
// todo.1 Should I really comment the above?
if (ShallBeLoggedIn_ && IsTryingToBeLoggedIn_ && (!ShallEnsureIsLoggedOut_))
{
// yg? Comment201704152 applies.
QuickFix.Session fixSession = QuickFix.Session.LookupSession(fixSessionId);
//// <Comment201704186>
//// Let's double-check this, just in case...
//// </Comment201704186>
//System.Diagnostics.Debug.Assert(FixSession_ is null);
if (!(fixSession is null))
{
FixSession_ = fixSession;
LoggedInEvent?.Invoke();
}
else
{
}
}
else
{
}
System.Threading.Monitor.Exit(Common.Core.Threading.TThreadingHelpers.MainLockable);
}
public void setup()
{
responder = new MockResponder();
sessionID = new QuickFix.SessionID("FIX.4.2", "SENDER", "TARGET");
application = new MockApplication();
settings = new QuickFix.SessionSettings();
QuickFix.Dictionary config = new QuickFix.Dictionary();
config.SetBool(QuickFix.SessionSettings.PERSIST_MESSAGES, false);
config.SetString(QuickFix.SessionSettings.CONNECTION_TYPE, "initiator");
config.SetString(QuickFix.SessionSettings.START_TIME, "00:00:00");
config.SetString(QuickFix.SessionSettings.END_TIME, "00:00:00");
settings.Set(sessionID, config);
session = new QuickFix.Session(application, new QuickFix.MemoryStoreFactory(), sessionID,
new QuickFix.DataDictionaryProvider(),new QuickFix.SessionSchedule(config), 0, new QuickFix.ScreenLogFactory(settings), new QuickFix.DefaultMessageFactory(), "blah");
session.SetResponder(responder);
session.CheckLatency = false;
// must be set for an initiator
int heartBeatInterval = 10;
session2 = new QuickFix.Session(application, new QuickFix.MemoryStoreFactory(), new QuickFix.SessionID("FIX.4.2", "OTHER_SENDER", "OTHER_TARGET"),
new QuickFix.DataDictionaryProvider(), new QuickFix.SessionSchedule(config), heartBeatInterval, new QuickFix.ScreenLogFactory(settings), new QuickFix.DefaultMessageFactory(), "blah");
session2.SetResponder(responder);
session2.CheckLatency = false;
seqNum = 1;
}
public void ProcessToApp(QuickFix.Message msg, QuickFix.Session session)
{
}
public void TestApplicationExtension()
{
var mockApp = new MockApplicationExt();
session = new QuickFix.Session(mockApp, new QuickFix.MemoryStoreFactory(), sessionID,
new QuickFix.DataDictionaryProvider(), new QuickFix.SessionSchedule(config), 0, new QuickFix.ScreenLogFactory(settings), new QuickFix.DefaultMessageFactory(), "blah");
session.SetResponder(responder);
session.CheckLatency = false;
Logon();
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(2));
session.Next(order.ToString());
Assert.That(mockApp.InterceptedMessageTypes.Count, Is.EqualTo(2));
Assert.True(mockApp.InterceptedMessageTypes.Contains(QuickFix.Fields.MsgType.LOGON));
Assert.True(mockApp.InterceptedMessageTypes.Contains(QuickFix.Fields.MsgType.NEWORDERSINGLE));
}
