public bool Send(string msgStr)
{
QuickFix.Fields.MsgType msgType = QuickFix.Message.IdentifyType(msgStr);
string beginString = QuickFix.Message.ExtractBeginString(msgStr);
QuickFix.Message message = messageFactory.Create(beginString, msgType.Obj);
QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary();
message.FromString(msgStr, false, dd, dd, _defaultMsgFactory);
if (!msgLookup.ContainsKey(msgType.getValue()))
msgLookup.Add(msgType.getValue(), new Queue<QuickFix.Message>());
msgLookup[msgType.getValue()].Enqueue(message);
QuickFix.Fields.PossDupFlag possDup = new QuickFix.Fields.PossDupFlag(false);
if (message.Header.IsSetField(possDup))
message.Header.GetField(possDup);
if (possDup.getValue() && msgType.getValue()!= QuickFix.Fields.MsgType.SEQUENCE_RESET)
{
dups.Enqueue(message);
}
return true;
}
public void FieldHasDescriptionTest()
{
QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary();
dd.Load("../../../spec/fix/FIX44.xml");
Assert.AreEqual(typeof (Dictionary<string, string>), dd.FieldsByTag[945].EnumDict.GetType());
Assert.That("COMPLETED", Is.EqualTo(dd.FieldsByTag[945].EnumDict["2"]));
Assert.AreNotEqual("HEARTBEAT", dd.FieldsByTag[35].EnumDict["A"]);
}
public void ComponentSmokeTest()
{
QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary();
dd.Load("../../../spec/fix/FIX44.xml");
QuickFix.DataDictionary.DDMap tcr = dd.Messages["AE"];
Assert.True(tcr.Fields.ContainsKey(55));
Assert.False(tcr.Fields.ContainsKey(5995));
}
public FixMessageVisualizer(string message, IFixDictionarySource source)
{
QuickFix.DataDictionary.DataDictionary dict = new QuickFix.DataDictionary.DataDictionary();
_message = message;
_dicSource = source;
}
public void VersionTest()
{
QuickFix.DataDictionary.DataDictionary dd44 = new QuickFix.DataDictionary.DataDictionary();
dd44.Load("../../../spec/fix/FIX44.xml");
Assert.That(dd44.MajorVersion, Is.EqualTo("4"));
Assert.That(dd44.MinorVersion, Is.EqualTo("4"));
Assert.That(dd44.Version, Is.EqualTo("FIX.4.4"));
}
public void LoadFieldsTest()
{
QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary();
dd.Load("../../../spec/fix/FIX44.xml");
Assert.That(dd.FieldsByTag[1].Name, Is.EqualTo("Account"));
Assert.That(dd.FieldsByName["Account"].Tag, Is.EqualTo(1));
Assert.That(dd.FieldsByTag[1].EnumDict.Count, Is.EqualTo(0));
Assert.That(dd.FieldsByTag[QuickFix.Fields.Tags.StatusValue].EnumDict.Count, Is.EqualTo(4));
}
public void FieldHasValueTest()
{
QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary();
dd.Load("../../../spec/fix/FIX44.xml");
Assert.That(dd.FieldHasValue(QuickFix.Fields.Tags.StatusValue, "1"), Is.EqualTo(true));
Assert.That(dd.FieldHasValue(QuickFix.Fields.Tags.StatusValue, "CONNECTED"), Is.EqualTo(false));
Assert.False(dd.FieldsByTag[1].HasEnums());
Assert.True(dd.FieldsByTag[945].HasEnums());
}
public void HeaderGroupTest()
{
QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary();
dd.Load("../../../spec/fix/FIX44.xml");
QuickFix.DataDictionary.DDMap headerMap = dd.Header;
Assert.True(headerMap.IsGroup(627));
QuickFix.DataDictionary.DDGrp grpMap = headerMap.GetGroup(627);
Assert.True(dd.Header.GetGroup(627).IsField(628));
Assert.True(grpMap.IsField(628));
}
public void LoadFieldsFromStreamTest()
{
QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary();
Stream stream = new FileStream("../../../spec/fix/FIX44.xml", FileMode.Open, FileAccess.Read);
dd.Load(stream);
Assert.That(dd.FieldsByTag[1].Name, Is.EqualTo("Account"));
Assert.That(dd.FieldsByName["Account"].Tag, Is.EqualTo(1));
Assert.That(dd.FieldsByTag[1].EnumDict.Count, Is.EqualTo(0));
Assert.That(dd.FieldsByTag[QuickFix.Fields.Tags.StatusValue].EnumDict.Count, Is.EqualTo(4));
}
public void CheckIsInGroupTest()
{
QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary("../../../spec/fix/FIX44.xml");
QuickFix.DataDictionary.DDGrp g = dd.Messages["B"].GetGroup(33);
QuickFix.Fields.Text textField = new QuickFix.Fields.Text("woot");
QuickFix.Fields.ClOrdID clOrdIdField = new QuickFix.Fields.ClOrdID("not woot");
Assert.DoesNotThrow(delegate() { dd.CheckIsInGroup(textField, g, "B"); });
Assert.Throws(typeof(TagNotDefinedForMessage), delegate { dd.CheckIsInGroup(clOrdIdField, g, "B"); });
}
public void GroupTest()
{
QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary();
dd.Load("../../../spec/fix/FIX44.xml");
QuickFix.DataDictionary.DDMap tcrr = dd.Messages["AD"];
Assert.True(tcrr.IsGroup(711));
Assert.True(tcrr.IsField(711)); // No Field also a field
Assert.True(tcrr.GetGroup(711).IsField(311));
Assert.That(tcrr.Groups[711].Fields[311].Name, Is.EqualTo("UnderlyingSymbol"));
Assert.That(tcrr.Groups[711].Delim, Is.EqualTo(311));
QuickFix.DataDictionary.DDMap tcr = dd.Messages["AE"];
Assert.That(tcr.Groups[711].Groups[457].Fields[458].Name, Is.EqualTo("UnderlyingSecurityAltID"));
}
public void RequiredComponentRequiredField()
{
QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary();
dd.LoadFIXSpec("FIX44");
QuickFix.FIX44.MessageFactory f = new QuickFix.FIX44.MessageFactory();
string[] msgFields = { "8=FIX.4.4", "9=76", "35=7", "34=3", "49=sender", "52=20110909-09:09:09.999", "56=target",
"2=AdvId", "5=N", "4=B", "53=1", "10=138" };
string msgStr = String.Join(Message.SOH, msgFields) + Message.SOH;
string msgType = "7";
string beginString = "FIX.4.4";
Message message = f.Create(beginString, msgType);
message.FromString(msgStr, true, dd, dd, f);
var ex = Assert.Throws <QuickFix.RequiredTagMissing>(delegate { dd.Validate(message, beginString, msgType); });
Assert.AreEqual(55, ex.Field);
}
public void MissingDelimiterField()
{
// issue 101
var dd = new QuickFix.DataDictionary.DataDictionary();
dd.Load("../../../spec/fix/FIX44.xml");
// message is missing 703
string[] msgFields = { "8=FIX.4.4", "9=230", "35=AP", "34=3", "49=XXXXX", "52=20120731-14:06:37.848", "56=FixKevindemo",
"1=20050500001", "55=EURUSD", "453=0", "581=1", "702=1", "704=0", "705=20000", "710=634792896000000000","715=20120802",
"721=P-DEA30E1PHC0IW7V", "730=1.22608", "731=1", "734=1.22608", "753=1", "708=20000", "10=030" };
string msgStr = String.Join(Message.SOH, msgFields) + Message.SOH;
QuickFix.FIX44.PositionReport msg = new QuickFix.FIX44.PositionReport();
QuickFix.GroupDelimiterTagException ex =
Assert.Throws <QuickFix.GroupDelimiterTagException>(delegate { msg.FromString(msgStr, true, dd, dd, _defaultMsgFactory); });
Assert.AreEqual(702, ex.Field);
Assert.AreEqual("Group 702's first entry does not start with delimiter 703", ex.Message);
}
public void RepeatingGroupParseGroupTest()
{
String data = "8=FIX.4.4\x01" + "9=309\x01" + "35=8\x01" + "49=ASX\x01" + "56=CL1_FIX44\x01" + "34=4\x01" + "52=20060324-01:05:58\x01" + ""
+ "17=X-B-WOW-1494E9A0:58BD3F9D-1109\x01" + "150=D\x01" + "39=0\x01" + "11=184271\x01" + "38=200\x01" + "198=1494E9A0:58BD3F9D\x01" + ""
+ "526=4324\x01" + "37=B-WOW-1494E9A0:58BD3F9D\x01" + "55=WOW\x01" + "54=1\x01" + "151=200\x01" + "14=0\x01" + "40=2\x01" + "44=15\x01" + "59=1\x01" + "6=0\x01" + ""
+ "453=3\x01"
+ "448=AAA35791\x01" + "447=D\x01" + "452=3\x01" + "802=1\x01" + "523=OHAI123\x01"
+ "448=8\x01" + "447=D\x01" + "452=4\x01" + "448=FIX11\x01" + "447=D\x01" + "452=36\x01" + ""
+ "60=20060320-03:34:29\x01" + "10=169\x01" + "";
var msg = new QuickFix.FIX44.ExecutionReport();
var dd = new QuickFix.DataDictionary.DataDictionary();
dd.Load("../../../spec/fix/FIX44.xml");
msg.FromString(data, false, dd, dd, _defaultMsgFactory);
var grp = msg.GetGroup(1, Tags.NoPartyIDs);
Assert.That(grp.GetString(Tags.PartyID), Is.EqualTo("AAA35791"));
grp = msg.GetGroup(3, Tags.NoPartyIDs);
Assert.That(grp.GetString(Tags.PartyID), Is.EqualTo("FIX11"));
}
public void ValidateWrongType()
{
QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary();
dd.LoadFIXSpec("FIX44");
QuickFix.FIX44.MessageFactory f = new QuickFix.FIX44.MessageFactory();
string[] msgFields = { "8=FIX.4.4", "9=120", "35=D", "34=3", "49=sender", "52=20110909-09:09:09.999", "56=target",
"11=clordid", "55=sym", "54=1", "60=20110909-09:09:09.999", "40=1",
"38=failboat",// should be a decimal
"10=64" };
string msgStr = String.Join(Message.SOH, msgFields) + Message.SOH;
string msgType = "D";
string beginString = "FIX.4.4";
Message message = f.Create(beginString, msgType);
message.FromString(msgStr, true, dd, dd, f);
Assert.That(() => dd.Validate(message, beginString, msgType), Throws.TypeOf <QuickFix.IncorrectDataFormat>());
}
[Test] // Issue #66
public void ValidateMultipleValueStringType_Invalid()
{
QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary();
dd.LoadFIXSpec("FIX44");
QuickFix.FIX44.MessageFactory f = new QuickFix.FIX44.MessageFactory();
string[] msgFields = { "8=FIX.4.4", "9=99", "35=W", "34=3", "49=sender", "52=20110909-09:09:09.999", "56=target",
"55=sym",
"268=1", "269=0", "270=123.23", "271=2", "277=A 1",
"10=196" };
string msgStr = String.Join(Message.SOH, msgFields) + Message.SOH;
string msgType = "W";
string beginString = "FIX.4.4";
Message message = f.Create(beginString, msgType);
message.FromString(msgStr, true, dd, dd);
Assert.That(() => dd.Validate(message, beginString, msgType), Throws.TypeOf <QuickFix.IncorrectTagValue>());
}
public void OptionalComponentRequiredField()
{
// issue #98 - message erroneously rejected because DD says that
// component-required field is missing even though component is not present
QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary("../../../spec/fix/FIX44.xml");
QuickFix.FIX44.MessageFactory f = new QuickFix.FIX44.MessageFactory();
string[] msgFields = { "8=FIX.4.4", "9=77", "35=AD", "34=3", "49=sender", "52=20110909-09:09:09.999", "56=target",
"568=tradereqid", "569=0", "10=109" };
string msgStr = String.Join(Message.SOH, msgFields) + Message.SOH;
string msgType = "AD";
string beginString = "FIX.4.4";
Message message = f.Create(beginString, msgType);
message.FromString(msgStr, true, dd, dd, f);
dd.Validate(message, beginString, msgType);
}
public void ReadInput()
{
var file = File.ReadLines("03.JSE_Indices_recv_log.txt").ToList();
var line = file.FirstOrDefault();
var dd = new QuickFix.DataDictionary.DataDictionary();
var log = line.Split(' ');
line = log[1];
var factory = new QuickFix.DefaultMessageFactory();
var msgType = Message.IdentifyType(line);
Message msg = factory.Create("", msgType.getValue());
msg.FromString(line, true, dd, dd, factory);
Assert.AreEqual("0", msgType.Obj);
}
public void CheckValue()
{
QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary();
dd.LoadFIXSpec("FIX44");
// unknown field
Assert.DoesNotThrow(delegate { dd.CheckValue(new QuickFix.Fields.CharField(20, '0')); });
// not an enum
Assert.DoesNotThrow(delegate { dd.CheckValue(new QuickFix.Fields.ListSeqNo(5)); });
// regular enum, ok
Assert.DoesNotThrow(delegate { dd.CheckValue(new QuickFix.Fields.TickDirection('2')); });
// multiple-value field, ok
Assert.DoesNotThrow(delegate { dd.CheckValue(new QuickFix.Fields.QuoteCondition("A C D")); });
// regular enum, invalid value
Assert.Throws(typeof(IncorrectTagValue),
delegate { dd.CheckValue(new QuickFix.Fields.TickDirection('9')); });
// multiple-value field, one value is invalid
Assert.Throws(typeof(IncorrectTagValue),
delegate { dd.CheckValue(new QuickFix.Fields.QuoteCondition("A @ D")); });
}
public void CheckGroupCountTest()
{
QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary("../../../spec/fix/FIX42.xml");
QuickFix.FIX42.NewOrderSingle n = new QuickFix.FIX42.NewOrderSingle();
string nul = Message.SOH;
string s = "8=FIX.4.2" + nul + "9=148" + nul + "35=D" + nul + "34=2" + nul + "49=TW" + nul + "52=20111011-15:06:23.103" + nul + "56=ISLD" + nul
+ "11=ID" + nul + "21=1" + nul + "40=1" + nul + "54=1" + nul + "38=200.00" + nul + "55=INTC" + nul
+ "386=3" + nul + "336=PRE-OPEN" + nul + "336=AFTER-HOURS" + nul
+ "60=20111011-15:06:23.103" + nul
+ "10=35" + nul;
n.FromString(s, true, dd, dd);
//verify that FromString didn't correct the counter (if these fail, check if MessageTests::FromString_DoNotCorrectCounter() passes)
Assert.AreEqual("386=3", n.NoTradingSessions.toStringField());
StringAssert.Contains("386=3", n.ToString());
Assert.Throws<QuickFix.RepeatingGroupCountMismatch>(delegate { dd.CheckGroupCount(n.NoTradingSessions, n, "D"); });
}
public void RepeatingGroup_ReuseObject()
{
QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary();
dd.Load("../../../spec/fix/FIX42.xml");
QuickFix.FIX42.News news = new QuickFix.FIX42.News(new QuickFix.Fields.Headline("Foo headline"));
QuickFix.FIX42.News.LinesOfTextGroup group = new QuickFix.FIX42.News.LinesOfTextGroup();
group.Text = new QuickFix.Fields.Text("line1");
news.AddGroup(group);
group.Text = new QuickFix.Fields.Text("line2");
news.AddGroup(group);
string raw = news.ToString();
string nul = "\x01";
StringAssert.Contains(
nul + "33=2" + nul + "58=line1" + nul + "58=line2",
raw);
}
[Test] // Issue #282 investigation
public void ValidateTagSpecifiedWithoutAValue()
{
QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary("../../../spec/fix/FIX42.xml");
QuickFix.FIX44.MessageFactory f = new QuickFix.FIX44.MessageFactory();
string[] msgFields = { "8=FIX.4.2", "9=65", "35=B", "34=3", "49=sender", "52=20110909-09:09:09.999", "56=target",
"148=", "33=0", "10=188" };
string msgStr = String.Join(Message.SOH, msgFields) + Message.SOH;
string msgType = "B";
string beginString = "FIX.4.2";
Message message = f.Create(beginString, msgType);
message.FromString(msgStr, true, dd, dd);
dd.CheckFieldsHaveValues = true;
Assert.Throws <QuickFix.NoTagValue>(delegate { dd.Validate(message, beginString, msgType); });
dd.CheckFieldsHaveValues = false;
Assert.DoesNotThrow(delegate { dd.Validate(message, beginString, msgType); });
}
public void issue56_GetGroup_by_reference()
{
// setup
var dd = new QuickFix.DataDictionary.DataDictionary();
dd.Load("../../../spec/fix/FIX44.xml");
string[] msgFields = { "8=FIX.4.2", "9=87", "35=B", "34=3", "49=CLIENT1", "52=20111012-22:15:55.474", "56=EXECUTOR", "148=AAAAAAA", "33=2", "58=L1", "58=L2", "10=016" };
string msgStr = String.Join(Message.SOH, msgFields) + Message.SOH;
QuickFix.FIX42.News msg = new QuickFix.FIX42.News();
msg.FromString(msgStr, false, dd, dd, _defaultMsgFactory);
Assert.AreEqual(2, msg.GroupCount(Tags.LinesOfText)); // for sanity
// the test
QuickFix.FIX42.News.LinesOfTextGroup grp = new QuickFix.FIX42.News.LinesOfTextGroup(); // for return value
msg.GetGroup(1, grp);
Assert.AreEqual("L1", grp.Text.Obj);
msg.GetGroup(2, grp);
Assert.AreEqual("L2", grp.Text.Obj);
}
public void CheckGroupCountTest()
{
QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary("../../../spec/fix/FIX42.xml");
QuickFix.FIX42.NewOrderSingle n = new QuickFix.FIX42.NewOrderSingle();
string nul = Message.SOH;
string s = "8=FIX.4.2" + nul + "9=148" + nul + "35=D" + nul + "34=2" + nul + "49=TW" + nul + "52=20111011-15:06:23.103" + nul + "56=ISLD" + nul
+ "11=ID" + nul + "21=1" + nul + "40=1" + nul + "54=1" + nul + "38=200.00" + nul + "55=INTC" + nul
+ "386=3" + nul + "336=PRE-OPEN" + nul + "336=AFTER-HOURS" + nul
+ "60=20111011-15:06:23.103" + nul
+ "10=35" + nul;
n.FromString(s, true, dd, dd, _defaultMsgFactory);
//verify that FromString didn't correct the counter
//HEY YOU, READ THIS NOW: if these fail, first check if MessageTests::FromString_DoNotCorrectCounter() passes
Assert.AreEqual("386=3", n.NoTradingSessions.toStringField());
StringAssert.Contains("386=3", n.ToString());
Assert.Throws <QuickFix.RepeatingGroupCountMismatch>(delegate { dd.CheckGroupCount(n.NoTradingSessions, n, "D"); });
}
public void DateOnlyTimeOnlyConvertProblem()
{
// issue 135
var dd = new QuickFix.DataDictionary.DataDictionary();
dd.Load("../../../spec/fix/FIX44.xml");
string[] msgFields = { "8=FIX.4.4", "9=332", "35=W", "34=2", "49=MA", "52=20121024-12:21:42.170", "56=xxxx",
"22=4", "48=BE0932900518", "55=[N/A]", "262=1b145288-9c9a-4911-a084-7341c69d3e6b", "762=EURO_EUR", "268=2",
"269=0", "270=97.625", "15=EUR", "271=1246000", "272=20121024", "273=07:30:47", "276=I", "282=BEARGB21XXX", "299=15478575",
"269=1", "270=108.08", "15=EUR", "271=884000", "272=20121024", "273=07:30:47", "276=I", "282=BEARGB21XXX", "299=15467902", "10=77" };
string msgStr = String.Join(Message.SOH, msgFields) + Message.SOH;
QuickFix.FIX44.MarketDataSnapshotFullRefresh msg = new QuickFix.FIX44.MarketDataSnapshotFullRefresh();
msg.FromString(msgStr, true, dd, dd, _defaultMsgFactory);
QuickFix.FIX44.MarketDataIncrementalRefresh.NoMDEntriesGroup gentry1 = (QuickFix.FIX44.MarketDataIncrementalRefresh.NoMDEntriesGroup)msg.GetGroup(1, new QuickFix.FIX44.MarketDataIncrementalRefresh.NoMDEntriesGroup());
Assert.AreEqual(new DateTime(2012, 10, 24), gentry1.MDEntryDate.getValue());
Assert.AreEqual(new DateTime(2012, 10, 24, 7, 30, 47).TimeOfDay, gentry1.MDEntryTime.getValue().TimeOfDay);
Assert.AreEqual(new DateTime(2012, 10, 24, 7, 30, 47), gentry1.MDEntryDate.getValue() + gentry1.MDEntryTime.getValue().TimeOfDay);
}
public void DateOnlyTimeOnlyConvertProblem()
{
// issue 135
var dd = new QuickFix.DataDictionary.DataDictionary();
dd.Load("../../../spec/fix/FIX44.xml");
string[] msgFields = { "8=FIX.4.4", "9=332", "35=W", "34=2", "49=MA", "52=20121024-12:21:42.170", "56=xxxx",
"22=4", "48=BE0932900518", "55=[N/A]", "262=1b145288-9c9a-4911-a084-7341c69d3e6b", "762=EURO_EUR", "268=2",
"269=0", "270=97.625", "15=EUR", "271=1246000", "272=20121024", "273=07:30:47", "276=I", "282=BEARGB21XXX", "299=15478575",
"269=1", "270=108.08", "15=EUR", "271=884000", "272=20121024", "273=07:30:47", "276=I", "282=BEARGB21XXX", "299=15467902", "10=77"
};
string msgStr = String.Join(Message.SOH, msgFields) + Message.SOH;
QuickFix.FIX44.MarketDataSnapshotFullRefresh msg = new QuickFix.FIX44.MarketDataSnapshotFullRefresh();
msg.FromString(msgStr, true, dd, dd, _defaultMsgFactory);
QuickFix.FIX44.MarketDataIncrementalRefresh.NoMDEntriesGroup gentry1 = (QuickFix.FIX44.MarketDataIncrementalRefresh.NoMDEntriesGroup)msg.GetGroup(1, new QuickFix.FIX44.MarketDataIncrementalRefresh.NoMDEntriesGroup());
Assert.AreEqual(new DateTime(2012, 10, 24), gentry1.MDEntryDate.getValue());
Assert.AreEqual(new DateTime(2012, 10, 24, 7, 30, 47).TimeOfDay, gentry1.MDEntryTime.getValue().TimeOfDay);
Assert.AreEqual(new DateTime(2012, 10, 24, 7, 30, 47), gentry1.MDEntryDate.getValue() + gentry1.MDEntryTime.getValue().TimeOfDay);
}
public void FromString_Groups_NoFactory()
{
// issue 179
var dd = new QuickFix.DataDictionary.DataDictionary();
dd.Load("../../../spec/fix/FIX44.xml");
string[] msgFields =
{
// header
"8=FIX.4.4", "9=638", "35=8", "34=360", "49=BLPTSOX", "52=20130321-15:21:23", "56=THINKTSOX", "57=6804469", "128=ZERO",
// non-group body fields
"6=122.255", "11=61101189", "14=1990000", "15=GBP", "17=VCON:20130321:50018:5:12", "22=4", "31=122.255", "32=1990000",
"37=116", "38=1990000", "39=2", "48=GB0032452392", "54=1", "55=[N/A]", "60=20130321-15:21:23", "64=20130322", "75=20130321",
"106=UK TSY 4 1/4% 2036", "118=2436321.85", "150=F", "151=0", "157=15", "159=3447.35", "192=0", "198=3739:20130321:50018:5",
"223=0.0425", "228=1", "236=0.0291371041", "238=0", "381=2432874.5", "423=1", "470=GB", "541=20360307",
// NoPartyIDs
"453=6",
"448=VCON", "447=D", "452=1", "802=1", "523=14", "803=4",
"448=TFOLIO:6804469", "447=D", "452=12",
"448=TFOLIO", "447=D", "452=11",
"448=THINKFOLIO LTD", "447=D", "452=13",
"448=SXT", "447=D", "452=16",
"448=TFOLIO:6804469", "447=D", "452=36",
"10=152"
};
string msgStr = String.Join(Message.SOH, msgFields) + Message.SOH;
QuickFix.FIX44.ExecutionReport msg = new QuickFix.FIX44.ExecutionReport();
msg.FromString(msgStr, true, dd, dd, null); // <-- null factory!
Console.WriteLine(msg.ToString());
QuickFix.FIX44.ExecutionReport.NoPartyIDsGroup partyGroup = new QuickFix.FIX44.ExecutionReport.NoPartyIDsGroup();
msg.GetGroup(2, partyGroup);
Assert.False(partyGroup.IsSetNoPartySubIDs());
}
public void ValidateWrongTypeInRepeatingGroup()
{
QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary("../../../spec/fix/FIX44.xml");
QuickFix.FIX44.MessageFactory f = new QuickFix.FIX44.MessageFactory();
string[] msgFields = { "8=FIX.4.4", "9=111", "35=V", "34=3", "49=sender", "52=20110909-09:09:09.999", "56=target",
"262=mdreqid", "263=0", "264=5",
"267=1", // MDReqGrp
"269=failboat", // should be a char
"146=1", // InstrmtMDReqGrp
"55=sym",
"10=91" };
string msgStr = String.Join(Message.SOH, msgFields) + Message.SOH;
string msgType = "V";
string beginString = "FIX.4.4";
Message message = f.Create(beginString, msgType);
message.FromString(msgStr, true, dd, dd, f);
Assert.That(() => dd.Validate(message, beginString, msgType), Throws.TypeOf <QuickFix.IncorrectDataFormat>());
}
public void issue56_GetGroup_by_tag_and_return()
{
// setup
var dd = new QuickFix.DataDictionary.DataDictionary();
dd.LoadFIXSpec("FIX44");
string[] msgFields = { "8=FIX.4.2", "9=87", "35=B", "34=3", "49=CLIENT1", "52=20111012-22:15:55.474", "56=EXECUTOR", "148=AAAAAAA", "33=2", "58=L1", "58=L2", "10=016" };
string msgStr = String.Join(Message.SOH, msgFields) + Message.SOH;
QuickFix.FIX42.News msg = new QuickFix.FIX42.News();
msg.FromString(msgStr, false, dd, dd, _defaultMsgFactory);
Assert.AreEqual(2, msg.GroupCount(Tags.LinesOfText)); // for sanity
// the test
var grp1 = msg.GetGroup(1, Tags.LinesOfText);
Assert.IsInstanceOf <QuickFix.FIX42.News.LinesOfTextGroup>(grp1);
Assert.AreEqual("L1", (grp1 as QuickFix.FIX42.News.LinesOfTextGroup).Text.Obj);
var grp2 = msg.GetGroup(2, Tags.LinesOfText);
Assert.IsInstanceOf <QuickFix.FIX42.News.LinesOfTextGroup>(grp2);
Assert.AreEqual("L2", (grp2 as QuickFix.FIX42.News.LinesOfTextGroup).Text.Obj);
}
public void ValidateWrongTypeInNestedRepeatingGroup()
{
QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary("../../../spec/fix/FIX44.xml");
QuickFix.FIX44.MessageFactory f = new QuickFix.FIX44.MessageFactory();
string[] msgFields = { "8=FIX.4.4", "9=185", "35=J", "34=3", "49=sender", "52=20110909-09:09:09.999", "56=target",
"70=AllocID", "71=0", "626=1", "857=0", "54=1", "55=sym", "53=1", "6=5.5","75=20110909-09:09:09.999",
"73=1", // NoOrders
"11=clordid",
"756=1", // NoNested2PartyIDs
"757=nested2partyid",
"759=failboat", // supposed to be a int
"10=48" };
string msgStr = String.Join(Message.SOH, msgFields) + Message.SOH;
string msgType = "J";
string beginString = "FIX.4.4";
Message message = f.Create(beginString, msgType);
message.FromString(msgStr, true, dd, dd, f);
Assert.That(() => dd.Validate(message, beginString, msgType), Throws.TypeOf <QuickFix.IncorrectDataFormat>());
}
public void ValidateDateAndTimeFields()
{
QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary("../../../spec/fix/FIX44.xml");
QuickFix.FIX44.MessageFactory f = new QuickFix.FIX44.MessageFactory();
string[] msgFields = { "8=FIX.4.4", "9=104", "35=W", "34=3", "49=sender", "52=20110909-09:09:09.999", "56=target",
"55=sym", "268=1", "269=0", "272=20111012", "273=22:15:30.444", "10=19" };
string msgStr = String.Join(Message.SOH, msgFields) + Message.SOH;
string msgType = "W";
string beginString = "FIX.4.4";
Message message = f.Create(beginString, msgType);
message.FromString(msgStr, true, dd, dd, f);
try
{
dd.Validate(message, beginString, msgType);
}
catch (QuickFix.TagException e)
{
Console.WriteLine(e.ToString());
Console.WriteLine(e.Field);
throw;
}
}
public void DuplicateEnumsDoesNotThrow()
{
// If this test throws, it failed.
QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary();
dd.Load("../../../spec/test/FIX43_dup_enum.xml");
}
public void CheckValidFormat()
{
QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary();
dd.LoadFIXSpec("FIX44");
dd.CheckFieldsHaveValues = true;
var goodFields = new QuickFix.Fields.StringField[] {
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.Symbol, "foo"), // string
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.Side, "2"), // char
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.LastQty, "123"), // int
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.AvgPx, "1.23"), // decimal
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.ReportToExch, "Y"), // bool
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.ContraTradeTime, "20011217-09:30:47.123"), // datetime
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.MDEntryDate, "20030910"), // dateonly
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.MDEntryTime, "13:20:00.123"), // timeonly
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.Symbol, "") // string
};
foreach (var datum in goodFields)
{
Assert.DoesNotThrow(delegate { dd.CheckValidFormat(datum); });
}
var badFields = new QuickFix.Fields.StringField[]
{
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.Side, "toolong"), // char
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.LastQty, "notint"), // int
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.AvgPx, "notdec"), // decimal
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.ReportToExch, "notbool"), // bool
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.ContraTradeTime, "notdatetime"), // datetime
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.MDEntryDate, "notdate"), // dateonly
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.MDEntryTime, "nottime") // timeonly
};
foreach (var datum in badFields)
{
Assert.Throws(typeof(IncorrectDataFormat), delegate { dd.CheckValidFormat(datum); });
}
var emptyFields = new QuickFix.Fields.StringField[]
{
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.Side, ""), // char
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.LastQty, ""), // int
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.AvgPx, ""), // decimal
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.ReportToExch, ""), // bool
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.ContraTradeTime, ""), // datetime
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.MDEntryDate, ""), // dateonly
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.MDEntryTime, "") // timeonly
};
foreach (var datum in emptyFields)
{
Assert.Throws(typeof(IncorrectDataFormat), delegate { dd.CheckValidFormat(datum); });
}
// Setting change!
dd.CheckFieldsHaveValues = false;
foreach (var datum in emptyFields)
{
Assert.DoesNotThrow(delegate { dd.CheckValidFormat(datum); });
}
}
/*
* public void SaveSessionIDS(string filename)
* {
* FileStream fs = File.Open(filename, FileMode.Create, FileAccess.Write);
* try
* {
* // Serialize Dictionary to dat file
* List<TOMessageBackup> lst = new List<TOMessageBackup>();
* if (!_serializing)
* {
* _serializing = true;
* Dictionary<string, TOOrderSession> regs = new Dictionary<string, TOOrderSession>(_dicMsgsCl);
*
*
* foreach (KeyValuePair<string, TOOrderSession> item in regs)
* {
* TOMessageBackup to = new TOMessageBackup();
*
* to.Key = item.Key;
* to.BeginString = item.Value.Sessao.BeginString;
* to.SenderCompID = item.Value.Sessao.SenderCompID;
* to.SenderSubID = item.Value.Sessao.SenderSubID;
* to.TargetCompID = item.Value.Sessao.TargetCompID;
* to.TargetSubID = item.Value.Sessao.TargetSubID;
* to.TipoExpiracao = item.Value.TipoExpiracao;
* to.DataExpiracao = item.Value.DataExpiracao;
* to.DataEnvio = item.Value.DataEnvio;
* to.MsgSeqNum = item.Value.MsgSeqNum.ToString();
* to.ClOrdID = item.Value.ClOrdID;
* to.OrigClOrdID = item.Value.OrigClOrdID;
* to.Account = item.Value.Account.ToString();
* int lenPid = item.Value.PartyIDs.Count;
* for (int i = 0; i < lenPid; i++)
* {
* PartyIDBackup pId = new PartyIDBackup();
* pId.PartyID = item.Value.PartyIDs[i].GetField(Tags.PartyID);
* pId.PartyIDSource = item.Value.PartyIDs[i].GetChar(Tags.PartyIDSource);
* pId.PartyRole = item.Value.PartyIDs[i].GetInt(Tags.PartyRole);
* to.PartyIDs.Add(pId);
* }
* // to.MensagemQF = item.Value.MensagemQF.ToString();
* to.TipoLimite = (int)item.Value.TipoLimite;
* to.Order = item.Value.Order;
* to.MensagemQF = item.Value.MensagemQF.ToString();
* to.ExchangeNumberID = item.Value.ExchangeNumberID;
* to.ExchangeSeqNum = item.Value.ExchangeSeqNum;
* //to.SecondaryOrderID = item.Value.SecondaryOrderID;
* //to.TradeDate = item.Value.TradeDate;
* lst.Add(to);
* to = null;
* }
*
* BinaryFormatter bs = new BinaryFormatter();
* bs.Serialize(fs, lst);
* bs = null;
* logger.InfoFormat("SaveSessionIDS(): Registros serializados: [{0}] [{1}]", lst.Count, filename);
* // Efetuar limpeza da lista
* int len = lst.Count;
* for (int i = 0; i < len; i++)
* {
* TOMessageBackup aux = lst[i];
* aux = null;
* }
*
* lst.Clear();
* lst = null;
* fs.Close();
* fs = null;
* regs.Clear();
* regs = null;
* _serializing = false;
* }
* else
* {
* if (_serializing)
* logger.Debug("SaveSessionIDS(): Processo de serializacao já em execucao!!!");
* }
* }
* catch (Exception ex)
* {
* logger.Error("SaveSessionIDS(): Erro na serializacao dos registros do dicionario: " + ex.Message, ex);
* _serializing = false; // mudar para false para tentar backupear no proximo "ciclo"
* fs.Close();
* fs = null;
* }
* }
*/
/*
* public void LoadSessionIDs(string fileName, QuickFix.DataDictionary.DataDictionary dataDic)
* {
* string msgQF = string.Empty;
* try
* {
* if (File.Exists(fileName))
* {
* List<TOMessageBackup> lst = new List<TOMessageBackup>();
* FileStream fs = File.Open(fileName, FileMode.Open, FileAccess.Read);
* BinaryFormatter bformatter = new BinaryFormatter();
* lst = (List<TOMessageBackup>)bformatter.Deserialize(fs);
* int length = lst.Count;
* if (lst.Count > 0)
* {
* lock (_dicMsgsCl)
* {
* for (int i = 0; i < length; i++)
* {
* TOMessageBackup to = lst[i];
* TOOrderSession toOrder = new TOOrderSession();
* SessionID ssID = null;
* if (!string.IsNullOrEmpty(to.SenderSubID) && (!string.IsNullOrEmpty(to.TargetSubID)))
* ssID = new SessionID(to.BeginString, to.SenderCompID, to.SenderSubID, to.TargetCompID, to.TargetSubID);
* else
* ssID = new SessionID(to.BeginString, to.SenderCompID, to.TargetCompID);
* toOrder.Sessao = ssID;
* toOrder.TipoExpiracao = to.TipoExpiracao;
* toOrder.DataExpiracao = to.DataExpiracao;
* toOrder.DataEnvio = to.DataEnvio;
* toOrder.MsgSeqNum = Convert.ToInt32(to.MsgSeqNum);
* toOrder.ClOrdID = to.ClOrdID;
* toOrder.OrigClOrdID = to.OrigClOrdID;
* toOrder.Account = Convert.ToInt32(to.Account);
* int len = to.PartyIDs.Count;
* for (int j = 0; j < len; j++)
* {
* QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup grp = new QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup();
* grp.Set(new PartyID(to.PartyIDs[j].PartyID));
* grp.Set(new PartyIDSource(to.PartyIDs[j].PartyIDSource));
* grp.Set(new PartyRole(to.PartyIDs[j].PartyRole));
* toOrder.PartyIDs.Add(grp);
* }
*
* toOrder.TipoLimite = (TipoLimiteEnum)to.TipoLimite;
* toOrder.Order = to.Order;
* toOrder.MensagemQF = new QuickFix.Message(to.MensagemQF, dataDic, true);
* toOrder.ExchangeNumberID = to.ExchangeNumberID;
* toOrder.ExchangeSeqNum = to.ExchangeSeqNum;
* //toOrder.SecondaryOrderID = to.SecondaryOrderID;
* //toOrder.TradeDate = to.TradeDate;
* _dicMsgsCl.Add(to.Key, toOrder);
* }
* }
* logger.Info("LoadSessionIDs(): Registros recuperados: " + lst.Count);
* lst.Clear();
* lst = null;
* }
* if (fs != null)
* {
* fs.Close();
* fs = null;
* }
* }
* }
* catch (Exception ex)
* {
* logger.Error("LoadSessionIDs(): Erro na deserializacao dos registros do dicionario: MsgQF: " + msgQF + " " + ex.Message, ex);
* }
* }
*/
public void LoadOrderSessionIDsFromDB(int idSession, QuickFix.DataDictionary.DataDictionary dataDic)
{
try
{
DbFix dbFix = new DbFix();
List <TOMessageBackup> lst = dbFix.BuscarOrderSessionIDs(idSession);
int length = lst.Count;
if (lst.Count > 0)
{
lock (_dicMsgsCl)
{
for (int i = 0; i < length; i++)
{
TOMessageBackup to = lst[i];
TOOrderSession toOrder = new TOOrderSession();
SessionID ssID = null;
if (!string.IsNullOrEmpty(to.SenderSubID) && (!string.IsNullOrEmpty(to.TargetSubID)))
{
ssID = new SessionID(to.BeginString, to.SenderCompID, to.SenderSubID, to.TargetCompID, to.TargetSubID);
}
else
{
ssID = new SessionID(to.BeginString, to.SenderCompID, to.TargetCompID);
}
toOrder.Sessao = ssID;
toOrder.TipoExpiracao = to.TipoExpiracao;
toOrder.DataExpiracao = to.DataExpiracao;
toOrder.DataEnvio = to.DataEnvio;
toOrder.MsgSeqNum = Convert.ToInt32(to.MsgSeqNum);
toOrder.ClOrdID = to.ClOrdID;
toOrder.OrigClOrdID = to.OrigClOrdID;
toOrder.Account = Convert.ToInt32(to.Account);
int len = to.PartyIDs.Count;
for (int j = 0; j < len; j++)
{
QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup grp = new QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup();
grp.Set(new PartyID(to.PartyIDs[j].PartyID));
grp.Set(new PartyIDSource(to.PartyIDs[j].PartyIDSource));
grp.Set(new PartyRole(to.PartyIDs[j].PartyRole));
toOrder.PartyIDs.Add(grp);
}
toOrder.TipoLimite = (TipoLimiteEnum)to.TipoLimite;
toOrder.Order = to.Order;
toOrder.MensagemQF = new QuickFix.Message(to.MensagemQF, dataDic, true);
toOrder.ExchangeNumberID = to.ExchangeNumberID;
toOrder.ExchangeSeqNum = to.ExchangeSeqNum;
_dicMsgsCl.Add(to.Key, toOrder);
}
}
logger.Info("LoadOrderSessionIDsFromDB(): Registros recuperados: " + lst.Count);
lst.Clear();
lst = null;
}
}
catch (Exception ex)
{
logger.Error("LoadOrderSessionIDsFromDB(): Erro na deserializacao dos registros a partir do banco de dados: " + ex.Message, ex);
}
}
public void BasicMessageTest()
{
QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary();
dd.LoadFIXSpec("FIX44");
Assert.That(dd.Messages["3"].Fields.Count, Is.EqualTo(7));
}
public void CheckValidTagTest()
{
QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary("../../../spec/fix/FIX44.xml");
Assert.Throws(typeof(InvalidTagNumber),
delegate { dd.CheckValidTagNumber(999); });
}
public void BasicMessageTest()
{
QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary();
dd.Load("../../../spec/fix/FIX44.xml");
Assert.That(dd.Messages["3"].Fields.Count, Is.EqualTo(7));
}
public void TrailerTest()
{
QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary("../../../spec/fix/FIX44.xml");
Assert.True(dd.Trailer.ReqFields.Contains(10));
Assert.That(dd.Trailer.Fields.Count, Is.EqualTo(3));
}
public void OptionalComponentRequiredField()
{
// issue #98 - message erroneously rejected because DD says that
// component-required field is missing even though component is not present
QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary("../../../spec/fix/FIX44.xml");
QuickFix.FIX44.MessageFactory f = new QuickFix.FIX44.MessageFactory();
string[] msgFields = { "8=FIX.4.4", "9=77", "35=AD", "34=3", "49=sender", "52=20110909-09:09:09.999", "56=target",
"568=tradereqid", "569=0", "10=109" };
string msgStr = String.Join(Message.SOH, msgFields) + Message.SOH;
string msgType = "AD";
string beginString = "FIX.4.4";
Message message = f.Create(beginString, msgType);
message.FromString(msgStr, true, dd, dd, f);
dd.Validate(message, beginString, msgType);
}
public void RequiredComponentRequiredField()
{
QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary("../../../spec/fix/FIX44.xml");
QuickFix.FIX44.MessageFactory f = new QuickFix.FIX44.MessageFactory();
string[] msgFields = { "8=FIX.4.4", "9=76", "35=7", "34=3", "49=sender", "52=20110909-09:09:09.999", "56=target",
"2=AdvId", "5=N", "4=B", "53=1", "10=138" };
string msgStr = String.Join(Message.SOH, msgFields) + Message.SOH;
string msgType = "7";
string beginString = "FIX.4.4";
Message message = f.Create(beginString, msgType);
message.FromString(msgStr, true, dd, dd, f);
var ex = Assert.Throws<QuickFix.RequiredTagMissing>(delegate { dd.Validate(message, beginString, msgType); });
Assert.AreEqual(55, ex.Field);
}
public void NestedGroupTest()
{
QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary();
dd.Load("../../../spec/fix/FIX44.xml");
QuickFix.DataDictionary.DDMap msgJ = dd.Messages["J"];
Assert.True(msgJ.IsGroup(73));
Assert.False(msgJ.IsGroup(756));
Assert.True(msgJ.GetGroup(73).IsGroup(756));
}
public void Issue134_RequiredIsOptional()
{
QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary("../../../spec/test/required_is_optional.xml");
Assert.True(dd.Messages["magic"].ReqFields.Contains(1111)); //base required field
Assert.False(dd.Messages["magic"].ReqFields.Contains(5555)); //base optional field
Assert.False(dd.Messages["magic"].ReqFields.Contains(5556)); //component optional field
Assert.False(dd.Messages["magic"].Groups[6660].Required); // group isn't required
Assert.False(dd.Messages["magic"].Groups[6660].ReqFields.Contains(6662)); // group optional field
}
public void HeaderTest()
{
QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary("../../../spec/fix/FIX44.xml");
Assert.True(dd.Header.ReqFields.Contains(9));
Assert.That(dd.Header.Fields.Count, Is.EqualTo(27));
}
public void ReqFldTest()
{
QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary("../../../spec/fix/FIX44.xml");
Assert.True(dd.Messages["AE"].ReqFields.Contains(571));
Assert.False(dd.Messages["AE"].ReqFields.Contains(828));
}
public void BasicMessageTest()
{
QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary();
dd.Load("../../../spec/fix/FIX44.xml");
Assert.That(dd.Messages["3"].Fields.Count, Is.EqualTo(7));
}
public void ReqFldTest()
{
QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary("../../../spec/fix/FIX44.xml");
Assert.True(dd.Messages["AE"].ReqFields.Contains(571));
Assert.False(dd.Messages["AE"].ReqFields.Contains(828));
}
public void ValidateTimeOnly_Invalid()
{
QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary("../../../spec/fix/FIX44.xml");
QuickFix.FIX44.MessageFactory f = new QuickFix.FIX44.MessageFactory();
// intentionally invalid MDEntryTime (272/TimeOnly)
string[] msgFields = { "8=FIX.4.4", "9=113", "35=W", "34=3", "49=sender", "52=20110909-09:09:09.999", "56=target",
"55=sym", "268=1", "269=0", "272=20111012", "273=20111012-22:15:30.444", "10=200" };
string msgStr = String.Join(Message.SOH, msgFields) + Message.SOH;
string msgType = "W";
string beginString = "FIX.4.4";
Message message = f.Create(beginString, msgType);
message.FromString(msgStr, true, dd, dd, f);
// this should throw
dd.Validate(message, beginString, msgType);
}
public void ValidateWithRepeatingGroupTest()
{
QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary("../../../spec/fix/FIX42.xml");
QuickFix.FIX42.MessageFactory f = new QuickFix.FIX42.MessageFactory();
string nul = Message.SOH;
string msgStr = "8=FIX.4.2" + nul + "9=87" + nul + "35=B" + nul + "34=3" + nul + "49=CLIENT1" + nul
+ "52=20111012-22:15:55.474" + nul + "56=EXECUTOR" + nul + "148=AAAAAAA" + nul
+ "33=2" + nul + "58=L1" + nul + "58=L2" + nul + "10=016" + nul;
QuickFix.Fields.MsgType msgType = Message.IdentifyType(msgStr);
string beginString = Message.ExtractBeginString(msgStr);
Message message = f.Create(beginString, msgType.Obj);
message.FromString(
msgStr,
true,
dd,
dd);
// Session.Next(message)
dd.Validate(message, beginString, msgType.Obj);
}
public void ValidateWrongType()
{
QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary("../../../spec/fix/FIX44.xml");
QuickFix.FIX44.MessageFactory f = new QuickFix.FIX44.MessageFactory();
string[] msgFields = {"8=FIX.4.4", "9=120", "35=D", "34=3", "49=sender", "52=20110909-09:09:09.999", "56=target",
"11=clordid", "55=sym", "54=1", "60=20110909-09:09:09.999", "40=1",
"38=failboat", // should be a decimal
"10=64"};
string msgStr = String.Join(Message.SOH, msgFields) + Message.SOH;
string msgType = "D";
string beginString = "FIX.4.4";
Message message = f.Create(beginString, msgType);
message.FromString(msgStr, true, dd, dd, f);
dd.Validate(message, beginString, msgType);
}
public void ValidateWrongTypeInNestedRepeatingGroup()
{
QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary("../../../spec/fix/FIX44.xml");
QuickFix.FIX44.MessageFactory f = new QuickFix.FIX44.MessageFactory();
string[] msgFields = {"8=FIX.4.4", "9=185", "35=J", "34=3", "49=sender", "52=20110909-09:09:09.999", "56=target",
"70=AllocID", "71=0", "626=1", "857=0", "54=1", "55=sym", "53=1", "6=5.5", "75=20110909-09:09:09.999",
"73=1", // NoOrders
"11=clordid",
"756=1", // NoNested2PartyIDs
"757=nested2partyid",
"759=failboat", // supposed to be a int
"10=48"};
string msgStr = String.Join(Message.SOH, msgFields) + Message.SOH;
string msgType = "J";
string beginString = "FIX.4.4";
Message message = f.Create(beginString, msgType);
message.FromString(msgStr, true, dd, dd, f);
dd.Validate(message, beginString, msgType);
}
public void ValidateWrongTypeInRepeatingGroup()
{
QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary("../../../spec/fix/FIX44.xml");
QuickFix.FIX44.MessageFactory f = new QuickFix.FIX44.MessageFactory();
string[] msgFields = {"8=FIX.4.4", "9=111", "35=V", "34=3", "49=sender", "52=20110909-09:09:09.999", "56=target",
"262=mdreqid", "263=0", "264=5",
"267=1", // MDReqGrp
"269=failboat", // should be a char
"146=1", // InstrmtMDReqGrp
"55=sym",
"10=91"};
string msgStr = String.Join(Message.SOH, msgFields) + Message.SOH;
string msgType = "V";
string beginString = "FIX.4.4";
Message message = f.Create(beginString, msgType);
message.FromString(msgStr, true, dd, dd, f);
dd.Validate(message, beginString, msgType);
}
public void issue95()
{
// Parser screws up on triple-nested groups. Contributes to ResendRequest failures.
string msgStr = String.Join(Message.SOH, new string[]{
"8=FIX.4.4","9=999","35=R","34=6","49=sendercompid","52=20130225-10:44:59.149","56=targetcompid", //headers
"131=quotereqid",
"146=1", // NoRelatedSym
"55=ABC","65=CD","48=securityid","22=1", // group
"711=1", // NoUnderlyings
"311=underlyingsymbol","312=WI","309=underlyingsecurityid","305=1",
"10=999",""
});
var dd = new QuickFix.DataDictionary.DataDictionary();
dd.Load("../../../spec/fix/FIX44.xml");
Message msg = new Message();
msg.FromString(msgStr, false, dd, dd, _defaultMsgFactory);
// make sure no fields were dropped in parsing
Assert.AreEqual(msgStr.Length, msg.ToString().Length);
// make sure repeating groups are not rearranged
// 1 level deep
StringAssert.Contains(String.Join(Message.SOH, new string[] { "55=ABC", "65=CD", "48=securityid", "22=1" }), msg.ToString());
// 2 levels deep
StringAssert.Contains(String.Join(Message.SOH, new string[] { "311=underlyingsymbol", "312=WI", "309=underlyingsecurityid", "305=1" }), msg.ToString());
}
public void DuplicateEnumsDoesNotThrow()
{
// If this test throws, it failed.
QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary();
dd.Load("../../../spec/test/FIX43_dup_enum.xml");
}
public void DuplicateEnumsDoesNotThrow()
{
// If this test throws, it failed.
QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary();
dd.LoadTestFIXSpec("FIX43_dup_enum");
}
public void ComponentFieldsRequirements()
{
QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary("../../../spec/fix/FIX44.xml");
Assert.False(dd.Messages["AD"].ReqFields.Contains(55));
Assert.True(dd.Messages["7"].ReqFields.Contains(55));
}
public void CheckValidTagTest()
{
QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary("../../../spec/fix/FIX44.xml");
Assert.Throws(typeof(InvalidTagNumber),
delegate { dd.CheckValidTagNumber(999); });
}
public void ComponentFieldsRequirements()
{
QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary("../../../spec/fix/FIX44.xml");
Assert.False(dd.Messages["AD"].ReqFields.Contains(55));
Assert.True(dd.Messages["7"].ReqFields.Contains(55));
}