public ServerApplication(Action <string> messageCallback)
{
_messageCallback = messageCallback;
// Were this a production server I'd recommend getting all these types from a
// type provider layer (MEF, Castle, etc)
var sessionRepository = new SessionRepository();
var fixSessionFacade = new StandardFixFacade(messageCallback);
_sessionMediator = new SessionMediator(sessionRepository, fixSessionFacade);
_inputQueue = new CommandQueue();
_outputQueue = new CommandQueue();
var asyncProcessing = new TaskBasedCommandProcessingStrategy();
var syncProcessing = new SynchronousCommandProcessingStrategy();
_inputCommandProcessor = new CommandProcessor(asyncProcessing, _inputQueue);
_outputCommandProcessor = new CommandProcessor(syncProcessing, _outputQueue);
var orderMatcher = new StandardOrderMatcher();
var orderRepository = new StandardOrderRepository(orderMatcher);
_orderMediator = new OrderMediator(orderRepository, OnOrderMatched);
_commandFactory = new CommandFactory(_inputQueue,
_outputQueue,
_orderMediator,
_sessionMediator);
var messageHandlerCommandFactory = new MessageHandlerCommandFactory(_sessionMediator,
_commandFactory);
var fix42MessageGenerator = new Fix42MessageGenerator();
_fix42MessageHandler = new Fix42MessageHandler(messageHandlerCommandFactory,
fix42MessageGenerator,
fixSessionFacade,
GenExecID);
var fix44MessageGenerator = new Fix44MessageGenerator();
_fix44MessageHandler = new Fix44MessageHandler(messageHandlerCommandFactory,
fix44MessageGenerator,
fixSessionFacade,
GenExecID);
}
public ServerApplication(Action<string> messageCallback)
{
_messageCallback = messageCallback;
// Were this a production server I'd recommend getting all these types from a
// type provider layer (MEF, Castle, etc)
var sessionRepository = new SessionRepository();
var fixSessionFacade = new StandardFixFacade(messageCallback);
_sessionMediator = new SessionMediator(sessionRepository, fixSessionFacade);
_inputQueue = new CommandQueue();
_outputQueue = new CommandQueue();
var asyncProcessing = new TaskBasedCommandProcessingStrategy();
var syncProcessing = new SynchronousCommandProcessingStrategy();
_inputCommandProcessor = new CommandProcessor(asyncProcessing, _inputQueue);
_outputCommandProcessor = new CommandProcessor(syncProcessing, _outputQueue);
var orderMatcher = new StandardOrderMatcher();
var orderRepository = new StandardOrderRepository(orderMatcher);
_orderMediator = new OrderMediator(orderRepository, OnOrderMatched);
_commandFactory = new CommandFactory(_inputQueue,
_outputQueue,
_orderMediator,
_sessionMediator);
var messageHandlerCommandFactory = new MessageHandlerCommandFactory(_sessionMediator,
_commandFactory);
var fix42MessageGenerator = new Fix42MessageGenerator();
_fix42MessageHandler = new Fix42MessageHandler(messageHandlerCommandFactory,
fix42MessageGenerator,
fixSessionFacade,
GenExecID);
var fix44MessageGenerator = new Fix44MessageGenerator();
_fix44MessageHandler = new Fix44MessageHandler(messageHandlerCommandFactory,
fix44MessageGenerator,
fixSessionFacade,
GenExecID);
}
public void CancellingAnOrderWhenYouAreTheOwningSessionSucceeds()
{
var mockRepository = new Mock<IOrderRepository>();
var o = DefaultOrder(1);
mockRepository.Setup(r => r.AddOrder(o.ID,
o.Contract,
o.OrderType,
o.MarketSide,
o.Price,
o.Quantity,
o.ClOrdID,
o.Account))
.Returns(o);
mockRepository.Setup(r => r.DeleteOrder(o.ID)).Returns(o);
Action<OrderMatch, FixSessionID> emptyMatchCallback = (m, s) => { };
var mediator = new OrderMediator(mockRepository.Object, emptyMatchCallback);
var fakeSessionId = new FixSessionID();
var addedOrder = mediator.AddOrder(fakeSessionId,
o.OrderType,
o.Contract.Symbol,
o.MarketSide,
o.ClOrdID,
o.Account,
o.Quantity,
o.Price);
Assert.AreEqual(o.ID, addedOrder.ID);
Assert.AreEqual(o.ClOrdID, addedOrder.ClOrdID);
var cancelledOrder = mediator.CancelOrder(addedOrder.ID, fakeSessionId);
Assert.IsNotNull(cancelledOrder, "Cancelled order should not be null");
mockRepository.Verify(r => r.DeleteOrder(o.ID), Times.Once());
Assert.AreEqual(o.ID, cancelledOrder.ID);
Assert.AreEqual(o.ClOrdID, cancelledOrder.ClOrdID);
}
public void CancellingAnOrderWhenYouAreNotTheOwningSessionFails()
{
var mockRepository = new Mock<IOrderRepository>();
var o = DefaultOrder(1);
mockRepository.Setup(r => r.AddOrder(o.ID,
o.Contract,
o.OrderType,
o.MarketSide,
o.Price,
o.Quantity,
o.ClOrdID,
o.Account))
.Returns(o);
Action<OrderMatch, FixSessionID> emptyMatchCallback = (m, s) => { };
var mediator = new OrderMediator(mockRepository.Object, emptyMatchCallback);
var fakeSessionId1 = new FixSessionID();
var fakeSessionId2 = new FixSessionID();
Assert.AreNotEqual(fakeSessionId1, fakeSessionId2);
var addedOrder = mediator.AddOrder(fakeSessionId1,
o.OrderType,
o.Contract.Symbol,
o.MarketSide,
o.ClOrdID,
o.Account,
o.Quantity,
o.Price);
Assert.Throws<FixATServerException>(
() => mediator.CancelOrder(addedOrder.ID, fakeSessionId2));
mockRepository.Verify(r => r.DeleteOrder(o.ID), Times.Never());
}
