Exemple #1
0
        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));
        }
Exemple #2
0
        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));
        }