public void TestLastMsgSeqNumProcessed()
{
// Disabled by default
Assert.That(!session.EnableLastMsgSeqNumProcessed);
session.EnableLastMsgSeqNumProcessed = true;
// Logon
Logon();
QuickFix.Message msg = responder.msgLookup[QuickFix.Fields.MsgType.LOGON].Last();
int lastSeqNumProcessed = msg.Header.GetInt(QuickFix.Fields.Tags.LastMsgSeqNumProcessed);
Assert.That(lastSeqNumProcessed == 1);
// 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(seqNum++));
session.Send(order);
msg = responder.msgLookup[QuickFix.Fields.MsgType.NEW_ORDER_D].Last();
lastSeqNumProcessed = msg.Header.GetInt(QuickFix.Fields.Tags.LastMsgSeqNumProcessed);
Assert.That(lastSeqNumProcessed == 1);
}
public void TestGapFillOnResend()
{
// Engineer a gap fill at the beginning of a re-send range, in the middle, and at the end
Logon(); //seq 1
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.TargetCompID));
order.Header.SetField(new QuickFix.Fields.SenderCompID(sessionID.SenderCompID));
int[] gapStarts = new[] { 1, 5, 11 }; // 1st gap from seq num 1 to 2 is just the Logon message
int[] gapEnds = new[] { 2, 8, 15 };
int orderCount = 0;
for (int msgSeqNum = gapEnds[0]; msgSeqNum < gapStarts[1]; ++msgSeqNum)
{
order.Header.SetField(new QuickFix.Fields.MsgSeqNum(msgSeqNum));
session.Send(order);
++orderCount;
} //seq 4, next is 5
for (int msgSeqNum = gapStarts[1]; msgSeqNum < gapEnds[1]; ++msgSeqNum)
{
session.GenerateHeartbeat();
} //seq 7, next is 8
for (int msgSeqNum = gapEnds[1]; msgSeqNum < gapStarts[2]; ++msgSeqNum)
{
order.Header.SetField(new QuickFix.Fields.MsgSeqNum(msgSeqNum));
session.Send(order);
++orderCount;
} //seq 10, next is 11
for (int msgSeqNum = gapStarts[2]; msgSeqNum < gapEnds[2]; ++msgSeqNum)
{
session.GenerateHeartbeat();
} // seq 11 - 14
responder.msgLookup.Clear();
SendResendRequest(1, 100);
Assert.AreEqual(responder.GetCount(QuickFix.Fields.MsgType.NEWORDERSINGLE), orderCount);
Assert.AreEqual(responder.GetCount(QuickFix.Fields.MsgType.SEQUENCE_RESET), gapStarts.Length);
int count = -1;
foreach (QuickFix.Message sequenceResestMsg in responder.msgLookup[QuickFix.Fields.MsgType.SEQUENCE_RESET])
{
Assert.AreEqual(sequenceResestMsg.GetString(QuickFix.Fields.Tags.GapFillFlag), "Y");
Assert.AreEqual(sequenceResestMsg.Header.GetInt(QuickFix.Fields.Tags.MsgSeqNum), gapStarts[++count]);
Assert.AreEqual(sequenceResestMsg.GetInt(QuickFix.Fields.Tags.NewSeqNo), gapEnds[count]);
}
}