public Session(Connection connection, SessionProtocol protocol, TemplateRegistry inboundRegistry, TemplateRegistry outboundRegistry)
{
var inContext = new Context();
inContext.TemplateRegistry.RegisterAll(inboundRegistry);
var outContext = new Context();
outContext.TemplateRegistry.RegisterAll(outboundRegistry);
inContext.ErrorHandler = this;
this.connection = connection;
this.protocol = protocol;
try
{
in_stream = new MessageInputStream(connection.InputStream.BaseStream, inContext);
out_stream = new MessageOutputStream(connection.OutputStream.BaseStream, outContext);
}
catch (System.IO.IOException e)
{
errorHandler.Error(null, "Error occurred in connection.", e);
throw new IllegalStateException(e);
}
protocol.ConfigureSession(this);
}
public Session(IConnection connection, ISessionProtocol protocol, ITemplateRegistry inboundRegistry,
ITemplateRegistry outboundRegistry)
{
var inContext = new Context();
inContext.TemplateRegistry.RegisterAll(inboundRegistry);
var outContext = new Context();
outContext.TemplateRegistry.RegisterAll(outboundRegistry);
inContext.ErrorHandler = this;
_connection = connection;
_protocol = protocol;
try
{
_inStream = new MessageInputStream(connection.InputStream.BaseStream, inContext);
_outStream = new MessageOutputStream(connection.OutputStream.BaseStream, outContext);
}
catch (IOException e)
{
_errorHandler.OnError(e, DynError.Undefined, "Error occurred in connection.");
throw new IllegalStateException(e);
}
protocol.ConfigureSession(this);
}
public void TestMultipleMessages()
{
var outStream = new MemoryStream();
var output = new MessageOutputStream(outStream);
output.RegisterTemplate(ObjectMother.AllocInstrctnTemplateId,
ObjectMother.AllocationInstruction);
var allocations = new SequenceValue(ObjectMother.AllocationInstruction
.GetSequence("Allocations"));
allocations.Add(ObjectMother.NewAllocation("fortyFiveFund", 22.5, 75.0));
allocations.Add(ObjectMother.NewAllocation("fortyFund", 24.6, 25.0));
Message ai1 = ObjectMother.NewAllocInstrctn(
"ltg0001", 1, 100.0, 23.4, ObjectMother.NewInstrument("CTYA", "200910"), allocations);
allocations = new SequenceValue(
ObjectMother.AllocationInstruction.GetSequence("Allocations"));
allocations.Add(ObjectMother.NewAllocation("fortyFiveFund", 22.5, 75.0));
allocations.Add(ObjectMother.NewAllocation("fortyFund", 24.6, 25.0));
Message ai2 = ObjectMother.NewAllocInstrctn(
"ltg0001", 1, 100.0, 23.4, ObjectMother.NewInstrument("CTYA", "200910"), allocations);
allocations = new SequenceValue(
ObjectMother.AllocationInstruction.GetSequence("Allocations"));
allocations.Add(ObjectMother.NewAllocation("fortyFiveFund", 22.5, 75.0));
allocations.Add(ObjectMother.NewAllocation("fortyFund", 24.6, 25.0));
Message ai3 = ObjectMother.NewAllocInstrctn(
"ltg0001", 1, 100.0, 23.4, ObjectMother.NewInstrument("CTYA", "200910"), allocations);
output.WriteMessage(ai1);
output.WriteMessage(ai2);
output.WriteMessage(ai3);
byte[] bytes = outStream.ToArray();
var input = new MessageInputStream(new MemoryStream(bytes));
input.RegisterTemplate(ObjectMother.AllocInstrctnTemplateId,
ObjectMother.AllocationInstruction);
Message message = input.ReadMessage();
Assert.AreEqual(ai1, message);
message = input.ReadMessage();
Assert.AreEqual(ai2, message);
Assert.AreEqual(ai3, input.ReadMessage());
}
public void TestWriteMessageMessage()
{
var byteOut = new MemoryStream();
var output = new MessageOutputStream(byteOut);
try
{
output.WriteMessage(new Message(ObjectMother.AllocationInstruction()));
Assert.Fail();
}
catch (FastException e)
{
Assert.AreEqual(FastConstants.D9_TEMPLATE_NOT_REGISTERED, e.Code);
}
}
public void TestWriteMessageMessage()
{
var byteOut = new MemoryStream();
var output = new MessageOutputStream(byteOut);
try
{
output.WriteMessage(new Message(ObjectMother.AllocationInstruction));
Assert.Fail();
}
catch (DynErrorException e)
{
Assert.AreEqual(DynError.TemplateNotRegistered, e.Error);
}
}
public void TestIOErrorOnWrite()
{
var output = new MessageOutputStream(new IOExceptionThrowingStream());
output.RegisterTemplate(ObjectMother.ALLOC_INSTRCTN_TEMPLATE_ID, ObjectMother.AllocationInstruction());
Message message = ObjectMother.BasicAllocationInstruction();
try
{
output.WriteMessage(message);
Assert.Fail();
}
catch (FastException e)
{
Assert.AreEqual(FastConstants.IO_ERROR, e.Code);
}
}
public void TestIoErrorOnWrite()
{
var output = new MessageOutputStream(new IoExceptionThrowingStream());
output.RegisterTemplate(ObjectMother.AllocInstrctnTemplateId, ObjectMother.AllocationInstruction);
Message message = ObjectMother.BasicAllocationInstruction();
try
{
output.WriteMessage(message);
Assert.Fail();
}
catch (DynErrorException e)
{
Assert.AreEqual(DynError.IoError, e.Error);
}
}
public Session(Connection connection, SessionProtocol protocol, TemplateRegistry inboundRegistry, TemplateRegistry outboundRegistry)
{
var inContext = new Context();
inContext.TemplateRegistry.RegisterAll(inboundRegistry);
var outContext = new Context();
outContext.TemplateRegistry.RegisterAll(outboundRegistry);
inContext.ErrorHandler = this;
this.connection = connection;
this.protocol = protocol;
try
{
in_stream = new MessageInputStream(connection.InputStream.BaseStream, inContext);
out_stream = new MessageOutputStream(connection.OutputStream.BaseStream, outContext);
}
catch (System.IO.IOException e)
{
errorHandler.Error(null, "Error occurred in connection.", e);
throw new IllegalStateException(e);
}
protocol.ConfigureSession(this);
}
public Session(IConnection connection, ISessionProtocol protocol, ITemplateRegistry inboundRegistry,
ITemplateRegistry outboundRegistry)
{
var inContext = new Context();
inContext.TemplateRegistry.RegisterAll(inboundRegistry);
var outContext = new Context();
outContext.TemplateRegistry.RegisterAll(outboundRegistry);
inContext.ErrorHandler = this;
_connection = connection;
_protocol = protocol;
try
{
_inStream = new MessageInputStream(connection.InputStream.BaseStream, inContext);
_outStream = new MessageOutputStream(connection.OutputStream.BaseStream, outContext);
}
catch (IOException e)
{
_errorHandler.OnError(e, DynError.Undefined, "Error occurred in connection.");
throw new IllegalStateException(e);
}
protocol.ConfigureSession(this);
}
public void RunAllTests()
{
Console.WriteLine("Initializing...");
// throw args.Exception;
ValidationEventHandler errorHandler =
(sender, args) => Console.WriteLine("Error {0}\n{1}", args.Message, args.Exception);
Type thisType = MethodBase.GetCurrentMethod().DeclaringType;
Stream schema = thisType.Assembly.GetManifestResourceStream(thisType, "TestSchema.xsd");
Assert.IsNotNull(schema, "Unable to load XSD from the resources");
var settings = new XmlReaderSettings();
settings.Schemas.Add(XmlSchema.Read(schema, errorHandler));
//
// BUG! TODO! change to schema-validated input
//
settings.ValidationType = ValidationType.None; // ValidationType.Schema;
settings.ValidationEventHandler += errorHandler;
foreach (string xmlFile in Directory.GetFiles(XmlTestFilesDir, "*.xml"))
{
Console.WriteLine("Processing {0}...", xmlFile);
XmlReader reader = XmlReader.Create(xmlFile, settings);
try
{
var xml = new XmlDocument();
xml.Load(reader);
foreach (XmlElement test in xml.GetElementsByTagName("test"))
{
XmlElement desc = test.GetElement("desc");
string actionStr = test.GetAttribute("action");
if (string.IsNullOrEmpty(actionStr))
{
actionStr = "all";
}
var action = (Actions)Enum.Parse(typeof(Actions), actionStr, true);
Console.WriteLine(" Test {0}{1}{2}", test.GetAttribute("name"),
desc == null || string.IsNullOrEmpty(desc.Value) ? "" : " - " + desc.Value,
action == Actions.All ? "" : " (" + action + " only)");
var tmpl = new XmlMessageTemplateLoader();
XmlElement templFile = test.GetElement("templatesfile");
tmpl.LoadTemplateIdFromAuxId = true;
if (templFile != null)
{
using (FileStream stream = File.OpenRead(templFile.GetAttribute("path")))
tmpl.Load(stream);
}
else
{
XmlElement templXml = test.GetElement("templates", FastConstants.TemplateDefinition11);
if (templXml == null)
{
throw new InvalidOperationException("Expected <templates> element not found");
}
tmpl.Load(templXml);
}
XmlElement binFile = test.GetElement("binfile");
MessageInputStream mis;
byte[] binData;
if (binFile != null)
{
using (FileStream stream = File.OpenRead(binFile.GetAttribute("path")))
{
mis = new MessageInputStream(stream, tmpl.TemplateRegistry);
binData = File.ReadAllBytes(binFile.GetAttribute("path"));
}
}
else
{
XmlElement binstr = test.GetElement("binstr");
if (binstr != null)
{
string binStream = binstr.InnerText.Trim();
binData = ByteUtil.ConvertBitStringToFastByteArray(binStream);
}
else
{
XmlElement bin64 = test.GetElement("bin64");
binData = Convert.FromBase64String(bin64.Value);
}
mis = new MessageInputStream(new MemoryStream(binData), tmpl.TemplateRegistry);
}
//
// TODO - read the messages and check them against the tests
//
//
// TODO: check against "action" variable -- if All or Encode/Decode
//
Message msg;
XmlElement target = test.GetElement("data");
XmlNode msgString = target.FirstChild;
var msgStream = new MemoryStream();
var mout = new MessageOutputStream(msgStream, tmpl.TemplateRegistry);
while ((msg = mis.ReadMessage()) != null)
{
//TODO: Introduce FIX decoding/encoding Scheme);
if (msgString != null)
{
mout.WriteMessage(msg);
Assert.AreEqual(msgString.InnerText.Trim(), msg.ToString());
msgString = msgString.NextSibling;
}
else
{
Console.WriteLine(msg);
}
}
if (action == Actions.All)
{
//Verifying Encoding
if (binData != null)
{
byte[] outStrem = msgStream.ToArray();
if (outStrem.Length > 0)
{
for (int i = 0; i < binData.Length; i++)
{
Assert.AreEqual(binData[i], outStrem[i]);
}
}
else
{
Console.WriteLine("WARNING: No data emitted during encoding.");
}
}
}
}
}
finally
{
reader.Close();
}
}
}
public void TestComplexMessage()
{
var template = new MessageTemplate(
"Company",
new Field[]
{
new Scalar("Name", FastType.String, Operator.None, ScalarValue.Undefined, false),
new Scalar("Id", FastType.U32, Operator.Increment, ScalarValue.Undefined, false),
new Sequence(
"Employees",
new Field[]
{
new Scalar("First Name", FastType.String, Operator.Copy, ScalarValue.Undefined,
false),
new Scalar("Last Name", FastType.String, Operator.Copy, ScalarValue.Undefined, false)
,
new Scalar("Age", FastType.U32, Operator.Delta, ScalarValue.Undefined, false)
}, false),
new Group(
"Tax Information",
new Field[]
{
new Scalar("EIN", FastType.String, Operator.None, ScalarValue.Undefined, false)
}, false)
});
var aaaInsurance = new Message(template);
aaaInsurance.SetFieldValue(1, new StringValue("AAA Insurance"));
aaaInsurance.SetFieldValue(2, new IntegerValue(5));
var employees = new SequenceValue(template.GetSequence(
"Employees"));
employees.Add(new IFieldValue[]
{
new StringValue("John"), new StringValue("Doe"),
new IntegerValue(45)
});
employees.Add(new IFieldValue[]
{
new StringValue("Jane"), new StringValue("Doe"),
new IntegerValue(48)
});
aaaInsurance.SetFieldValue(3, employees);
aaaInsurance.SetFieldValue(4,
new GroupValue(template.GetGroup("Tax Information"),
new IFieldValue[] { new StringValue("99-99999999") }));
var outStream = new MemoryStream();
var output = new MessageOutputStream(outStream);
output.RegisterTemplate(2, template);
output.WriteMessage(aaaInsurance);
var abcBuilding = new Message(template);
abcBuilding.SetFieldValue(1, new StringValue("ABC Building"));
abcBuilding.SetFieldValue(2, new IntegerValue(6));
employees = new SequenceValue(template.GetSequence("Employees"));
employees.Add(new IFieldValue[]
{
new StringValue("Bob"), new StringValue("Builder"),
new IntegerValue(3)
});
employees.Add(new IFieldValue[]
{
new StringValue("Joe"), new StringValue("Rock"),
new IntegerValue(59)
});
abcBuilding.SetFieldValue(3, employees);
abcBuilding.SetFieldValue(4,
new GroupValue(template.GetGroup("Tax Information"),
new IFieldValue[] { new StringValue("99-99999999") }));
output.WriteMessage(abcBuilding);
var input = new MessageInputStream(new MemoryStream(outStream.ToArray()));
input.RegisterTemplate(2, template);
GroupValue message = input.ReadMessage();
Assert.AreEqual(aaaInsurance, message);
message = input.ReadMessage();
Assert.AreEqual(abcBuilding, message);
}
public void RunAllTests()
{
Console.WriteLine("Initializing...");
// throw args.Exception;
ValidationEventHandler errorHandler =
(sender, args) => Console.WriteLine("Error {0}\n{1}", args.Message, args.Exception);
Type thisType = MethodBase.GetCurrentMethod().DeclaringType;
Stream schema = thisType.Assembly.GetManifestResourceStream(thisType, "TestSchema.xsd");
Assert.IsNotNull(schema, "Unable to load XSD from the resources");
var settings = new XmlReaderSettings();
settings.Schemas.Add(XmlSchema.Read(schema, errorHandler));
//
// BUG! TODO! change to schema-validated input
//
settings.ValidationType = ValidationType.None; // ValidationType.Schema;
settings.ValidationEventHandler += errorHandler;
foreach (string xmlFile in Directory.GetFiles(XmlTestFilesDir, "*.xml"))
{
Console.WriteLine("Processing {0}...", xmlFile);
XmlReader reader = XmlReader.Create(xmlFile, settings);
try
{
var xml = new XmlDocument();
xml.Load(reader);
foreach (XmlElement test in xml.GetElementsByTagName("test"))
{
XmlElement desc = test.GetElement("desc");
string actionStr = test.GetAttribute("action");
if (string.IsNullOrEmpty(actionStr)) actionStr = "all";
var action = (Actions) Enum.Parse(typeof (Actions), actionStr, true);
Console.WriteLine(" Test {0}{1}{2}", test.GetAttribute("name"),
desc == null || string.IsNullOrEmpty(desc.Value) ? "" : " - " + desc.Value,
action == Actions.All ? "" : " (" + action + " only)");
var tmpl = new XmlMessageTemplateLoader();
XmlElement templFile = test.GetElement("templatesfile");
tmpl.LoadTemplateIdFromAuxId = true;
if (templFile != null)
{
using (FileStream stream = File.OpenRead(templFile.GetAttribute("path")))
tmpl.Load(stream);
}
else
{
XmlElement templXml = test.GetElement("templates", FastConstants.TemplateDefinition11);
if (templXml == null)
throw new InvalidOperationException("Expected <templates> element not found");
tmpl.Load(templXml);
}
XmlElement binFile = test.GetElement("binfile");
MessageInputStream mis;
byte[] binData;
if (binFile != null)
{
using (FileStream stream = File.OpenRead(binFile.GetAttribute("path")))
{
mis = new MessageInputStream(stream, tmpl.TemplateRegistry);
binData = File.ReadAllBytes(binFile.GetAttribute("path"));
}
}
else
{
XmlElement binstr = test.GetElement("binstr");
if (binstr != null)
{
string binStream = binstr.InnerText.Trim();
binData = ByteUtil.ConvertBitStringToFastByteArray(binStream);
}
else
{
XmlElement bin64 = test.GetElement("bin64");
binData = Convert.FromBase64String(bin64.Value);
}
mis = new MessageInputStream(new MemoryStream(binData), tmpl.TemplateRegistry);
}
//
// TODO - read the messages and check them against the tests
//
//
// TODO: check against "action" variable -- if All or Encode/Decode
//
Message msg;
XmlElement target = test.GetElement("data");
XmlNode msgString = target.FirstChild;
var msgStream = new MemoryStream();
var mout = new MessageOutputStream(msgStream, tmpl.TemplateRegistry);
while ((msg = mis.ReadMessage()) != null)
{
//TODO: Introduce FIX decoding/encoding Scheme);
if (msgString != null)
{
mout.WriteMessage(msg);
Assert.AreEqual(msgString.InnerText.Trim(), msg.ToString());
msgString = msgString.NextSibling;
}
else
{
Console.WriteLine(msg);
}
}
if (action == Actions.All)
{
//Verifying Encoding
if (binData != null)
{
byte[] outStrem = msgStream.ToArray();
if (outStrem.Length > 0)
{
for (int i = 0; i < binData.Length; i++)
{
Assert.AreEqual(binData[i], outStrem[i]);
}
}
else
{
Console.WriteLine("WARNING: No data emitted during encoding.");
}
}
}
}
}
finally
{
reader.Close();
}
}
}
public void TestComplexMessage()
{
var template = new MessageTemplate(
"Company",
new Field[]
{
new Scalar("Name", FastType.String, Operator.None, ScalarValue.Undefined, false),
new Scalar("Id", FastType.U32, Operator.Increment, ScalarValue.Undefined, false),
new Sequence(
"Employees",
new Field[]
{
new Scalar("First Name", FastType.String, Operator.Copy, ScalarValue.Undefined,
false),
new Scalar("Last Name", FastType.String, Operator.Copy, ScalarValue.Undefined, false)
,
new Scalar("Age", FastType.U32, Operator.Delta, ScalarValue.Undefined, false)
}, false),
new Group(
"Tax Information",
new Field[]
{
new Scalar("EIN", FastType.String, Operator.None, ScalarValue.Undefined, false)
}, false)
});
var aaaInsurance = new Message(template);
aaaInsurance.SetFieldValue(1, new StringValue("AAA Insurance"));
aaaInsurance.SetFieldValue(2, new IntegerValue(5));
var employees = new SequenceValue(template.GetSequence(
"Employees"));
employees.Add(new IFieldValue[]
{
new StringValue("John"), new StringValue("Doe"),
new IntegerValue(45)
});
employees.Add(new IFieldValue[]
{
new StringValue("Jane"), new StringValue("Doe"),
new IntegerValue(48)
});
aaaInsurance.SetFieldValue(3, employees);
aaaInsurance.SetFieldValue(4,
new GroupValue(template.GetGroup("Tax Information"),
new IFieldValue[] {new StringValue("99-99999999")}));
var outStream = new MemoryStream();
var output = new MessageOutputStream(outStream);
output.RegisterTemplate(1, template);
output.WriteMessage(aaaInsurance);
var abcBuilding = new Message(template);
abcBuilding.SetFieldValue(1, new StringValue("ABC Building"));
abcBuilding.SetFieldValue(2, new IntegerValue(6));
employees = new SequenceValue(template.GetSequence("Employees"));
employees.Add(new IFieldValue[]
{
new StringValue("Bob"), new StringValue("Builder"),
new IntegerValue(3)
});
employees.Add(new IFieldValue[]
{
new StringValue("Joe"), new StringValue("Rock"),
new IntegerValue(59)
});
abcBuilding.SetFieldValue(3, employees);
abcBuilding.SetFieldValue(4,
new GroupValue(template.GetGroup("Tax Information"),
new IFieldValue[] {new StringValue("99-99999999")}));
output.WriteMessage(abcBuilding);
var input = new MessageInputStream(new MemoryStream(outStream.ToArray()));
input.RegisterTemplate(1, template);
GroupValue message = input.ReadMessage();
Assert.AreEqual(aaaInsurance, message);
message = input.ReadMessage();
Assert.AreEqual(abcBuilding, message);
}
public void TestMultipleMessages()
{
var outStream = new MemoryStream();
var output = new MessageOutputStream(outStream);
output.RegisterTemplate(ObjectMother.AllocInstrctnTemplateId,
ObjectMother.AllocationInstruction);
var allocations = new SequenceValue(ObjectMother.AllocationInstruction
.GetSequence("Allocations"));
allocations.Add(ObjectMother.NewAllocation("fortyFiveFund", 22.5, 75.0));
allocations.Add(ObjectMother.NewAllocation("fortyFund", 24.6, 25.0));
Message ai1 = ObjectMother.NewAllocInstrctn(
"ltg0001", 1, 100.0, 23.4, ObjectMother.NewInstrument("CTYA", "200910"), allocations);
allocations = new SequenceValue(
ObjectMother.AllocationInstruction.GetSequence("Allocations"));
allocations.Add(ObjectMother.NewAllocation("fortyFiveFund", 22.5, 75.0));
allocations.Add(ObjectMother.NewAllocation("fortyFund", 24.6, 25.0));
Message ai2 = ObjectMother.NewAllocInstrctn(
"ltg0001", 1, 100.0, 23.4, ObjectMother.NewInstrument("CTYA", "200910"), allocations);
allocations = new SequenceValue(
ObjectMother.AllocationInstruction.GetSequence("Allocations"));
allocations.Add(ObjectMother.NewAllocation("fortyFiveFund", 22.5, 75.0));
allocations.Add(ObjectMother.NewAllocation("fortyFund", 24.6, 25.0));
Message ai3 = ObjectMother.NewAllocInstrctn(
"ltg0001", 1, 100.0, 23.4, ObjectMother.NewInstrument("CTYA", "200910"), allocations);
output.WriteMessage(ai1);
output.WriteMessage(ai2);
output.WriteMessage(ai3);
byte[] bytes = outStream.ToArray();
var input = new MessageInputStream(new MemoryStream(bytes));
input.RegisterTemplate(ObjectMother.AllocInstrctnTemplateId,
ObjectMother.AllocationInstruction);
Message message = input.ReadMessage();
Assert.AreEqual(ai1, message);
message = input.ReadMessage();
Assert.AreEqual(ai2, message);
Assert.AreEqual(ai3, input.ReadMessage());
}
public void TestWriteMessageMessage()
{
var byteOut = new MemoryStream();
var output = new MessageOutputStream(byteOut);
try
{
output.WriteMessage(new Message(ObjectMother.AllocationInstruction));
Assert.Fail();
}
catch (DynErrorException e)
{
Assert.AreEqual(DynError.TemplateNotRegistered, e.Error);
}
}
public void TestIoErrorOnWrite()
{
var output = new MessageOutputStream(new IoExceptionThrowingStream());
output.RegisterTemplate(ObjectMother.AllocInstrctnTemplateId, ObjectMother.AllocationInstruction);
Message message = ObjectMother.BasicAllocationInstruction();
try
{
output.WriteMessage(message);
Assert.Fail();
}
catch (DynErrorException e)
{
Assert.AreEqual(DynError.IoError, e.Error);
}
}
