public void SingleLines()
{
UnitTestContext context = new UnitTestContext();
context.Login();
NewsSenderViewModel vm = new NewsSenderViewModel(context.App);
vm.Headline = "AAAAA";
vm.IsLine1Enabled = true;
vm.IsLine2Enabled = true;
vm.IsLine3Enabled = true;
vm.Line1Text = "line1";
vm.Line2Text = "line2";
vm.Line3Text = "line3";
vm.SendNewsCommand.Execute(null);
vm.Headline = "BBBBB";
vm.IsLine2Enabled = false;
vm.SendNewsCommand.Execute(null);
Assert.AreEqual(2, context.Session.MsgLookup[QuickFix.FIX42.News.MsgType].Count);
string msg1 = context.Session.MsgLookup[QuickFix.FIX42.News.MsgType][0].ToString();
string msg2 = context.Session.MsgLookup[QuickFix.FIX42.News.MsgType][1].ToString();
StringAssert.Contains(nul + "148=AAAAA" + nul, msg1);
StringAssert.Contains(String.Format("{0}33=3{0}58=line1{0}58=line2{0}58=line3{0}", nul), msg1);
StringAssert.Contains(nul + "148=BBBBB" + nul, msg2);
StringAssert.Contains(String.Format("{0}33=2{0}58=line1{0}58=line3{0}", nul), msg2);
}
public void ManyExecutions()
{
UnitTestContext context = new UnitTestContext();
context.Login();
ExecutionViewModel vm = new ExecutionViewModel(context.App);
QuickFix.FIX42.ExecutionReport ex1 = CreateExReport("order1", "exec1", QuickFix.Fields.ExecTransType.NEW,
QuickFix.Fields.ExecType.NEW, QuickFix.Fields.OrdStatus.NEW, "IBM", QuickFix.Fields.Side.BUY, 1.23m, 4.56m, 7.89m);
QuickFix.FIX42.ExecutionReport ex2 = CreateExReport("order1", "exec1", QuickFix.Fields.ExecTransType.CORRECT,
QuickFix.Fields.ExecType.NEW, QuickFix.Fields.OrdStatus.NEW, "ABC", QuickFix.Fields.Side.SELL, 1.23m, 4.56m, 7.89m);
QuickFix.FIX42.ExecutionReport ex3 = CreateExReport("order1", "exec1", QuickFix.Fields.ExecTransType.CANCEL,
QuickFix.Fields.ExecType.NEW, QuickFix.Fields.OrdStatus.NEW, "XYZ", QuickFix.Fields.Side.BUY, 1.23m, 4.56m, 7.89m);
context.App.FromApp(ex1, context.Session.SessionID);
context.App.FromApp(ex2, context.Session.SessionID);
context.App.FromApp(ex3, context.Session.SessionID);
Assert.AreEqual(3, vm.Executions.Count);
Assert.AreEqual("order1", vm.Executions[0].OrderID);
Assert.AreEqual("New", vm.Executions[0].ExecTransType);
Assert.AreEqual("IBM", vm.Executions[0].Symbol);
Assert.AreEqual("Buy", vm.Executions[0].Side);
Assert.AreEqual("order1", vm.Executions[1].OrderID);
Assert.AreEqual("Correct", vm.Executions[1].ExecTransType);
Assert.AreEqual("ABC", vm.Executions[1].Symbol);
Assert.AreEqual("Sell", vm.Executions[1].Side);
Assert.AreEqual("order1", vm.Executions[2].OrderID);
Assert.AreEqual("Cancel", vm.Executions[2].ExecTransType);
Assert.AreEqual("XYZ", vm.Executions[2].Symbol);
Assert.AreEqual("Buy", vm.Executions[2].Side);
}
public void MarketSell()
{
UnitTestContext context = new UnitTestContext();
context.Login();
OrderViewModel vm = new OrderViewModel(context.App, new FIXApplication.NullFixStrategy());
vm.Symbol = "pants";
vm.OrderQtyString = "999";
vm.SendSellCommand.Execute(null);
// messaging of sent order
Assert.AreEqual(1, context.Session.MsgLookup[QuickFix.FIX42.NewOrderSingle.MsgType].Count);
QuickFix.FIX42.NewOrderSingle msg = context.Session.MsgLookup[QuickFix.FIX42.NewOrderSingle.MsgType][0] as QuickFix.FIX42.NewOrderSingle;
Assert.AreEqual("pants", msg.Symbol.Obj);
Assert.AreEqual(999, msg.OrderQty.Obj);
Assert.AreEqual(QuickFix.Fields.Side.SELL, msg.Side.Obj);
// what's in the grid
Assert.AreEqual(1, vm.Orders.Count);
OrderRecord o = vm.Orders.First();
Assert.AreEqual("pants", o.Symbol);
Assert.AreEqual(-1, o.Price);
Assert.AreEqual("Market", o.OrdType);
Assert.AreEqual("Sell", o.Side);
}
public void DefaultBuyOrder()
{
UnitTestContext context = new UnitTestContext();
context.Login();
OrderViewModel vm = new OrderViewModel(context.App, new FIXApplication.NullFixStrategy());
vm.SendBuyCommand.Execute(null);
// messaging of sent order
Assert.AreEqual(1, context.Session.MsgLookup[QuickFix.FIX42.NewOrderSingle.MsgType].Count);
QuickFix.FIX42.NewOrderSingle msg = context.Session.MsgLookup[QuickFix.FIX42.NewOrderSingle.MsgType][0] as QuickFix.FIX42.NewOrderSingle;
Assert.AreEqual("IBM", msg.Symbol.Obj);
Assert.AreEqual(5, msg.OrderQty.Obj);
Assert.AreEqual(QuickFix.Fields.OrdType.MARKET, msg.OrdType.Obj);
Assert.AreEqual(QuickFix.Fields.Side.BUY, msg.Side.Obj);
// what's in the grid
Assert.AreEqual(1, vm.Orders.Count);
OrderRecord o = vm.Orders.First();
Assert.AreEqual("IBM", o.Symbol);
Assert.AreEqual(-1, o.Price);
Assert.AreEqual("Market", o.OrdType);
Assert.AreEqual("Buy", o.Side);
}
public void StartupStateTest()
{
UnitTestContext context = new UnitTestContext();
ConnectionViewModel vm = new ConnectionViewModel(context.App);
Assert.AreEqual("FIX.4.2:SENDER->TARGET", vm.SessionString);
Assert.False(vm.IsConnected);
}
public void OneIncomingExecution()
{
UnitTestContext context = new UnitTestContext();
context.Login();
ExecutionViewModel vm = new ExecutionViewModel(context.App);
QuickFix.FIX42.ExecutionReport ex = CreateExReport("order1", "exec1", QuickFix.Fields.ExecTransType.NEW,
QuickFix.Fields.ExecType.NEW, QuickFix.Fields.OrdStatus.NEW, "IBM", QuickFix.Fields.Side.BUY, 1.23m, 4.56m, 7.89m);
context.App.FromApp(ex, context.Session.SessionID);
Assert.AreEqual(1, vm.Executions.Count);
}
public void HeadlineOnly()
{
UnitTestContext context = new UnitTestContext();
context.Login();
NewsSenderViewModel vm = new NewsSenderViewModel(context.App);
vm.Headline = "AAAAA";
vm.SendNewsCommand.Execute(null);
Assert.AreEqual(1, context.Session.MsgLookup[QuickFix.FIX42.News.MsgType].Count);
string msg = context.Session.MsgLookup[QuickFix.FIX42.News.MsgType].First().ToString();
StringAssert.Contains(nul + "148=AAAAA" + nul, msg);
StringAssert.Contains(nul + "33=0" + nul, msg);
}
public void ConnectAndDisconnect()
{
UnitTestContext context = new UnitTestContext();
ConnectionViewModel vm = new ConnectionViewModel(context.App);
Assert.False(vm.IsConnected);
vm.ConnectCommand.Execute(null);
context.Login();
Assert.True(vm.IsConnected);
vm.DisconnectCommand.Execute(null);
context.Logout();
Assert.False(vm.IsConnected);
}
public void OrderUpdate()
{
UnitTestContext context = new UnitTestContext();
context.Login();
OrderViewModel vm = new OrderViewModel(context.App, new FIXApplication.NullFixStrategy());
// send an order with default arguments
vm.SendBuyCommand.Execute(null);
Assert.AreEqual(1, context.Session.MsgLookup[QuickFix.FIX42.NewOrderSingle.MsgType].Count);
QuickFix.FIX42.NewOrderSingle msg = context.Session.MsgLookup[QuickFix.FIX42.NewOrderSingle.MsgType][0] as QuickFix.FIX42.NewOrderSingle;
// verify grid content (redundant with earlier tests, but whatever)
Assert.AreEqual(1, vm.Orders.Count);
OrderRecord or = vm.Orders.First();
Assert.AreEqual("IBM", or.Symbol);
Assert.AreEqual(-1, or.Price);
Assert.AreEqual("Market", or.OrdType);
Assert.AreEqual("Buy", or.Side);
Assert.AreEqual("New", or.Status);
// send an execution report that will update the grid
QuickFix.FIX42.ExecutionReport r = CreateExReport(
or.ClOrdID, "foo", QuickFix.Fields.ExecTransType.NEW, QuickFix.Fields.ExecType.FILL,
QuickFix.Fields.OrdStatus.FILLED, "IBM", QuickFix.Fields.Side.BUY, 0, 0, 0);
r.LastPx = new QuickFix.Fields.LastPx(999m);
r.ClOrdID = new QuickFix.Fields.ClOrdID(msg.ClOrdID.Obj);
context.App.FromApp(r, context.Session.SessionID);
// check that it got changed
Assert.AreEqual(1, vm.Orders.Count);
Assert.AreEqual(999, or.Price);
Assert.AreEqual("Filled", or.Status);
}
public void LimitBuy()
{
UnitTestContext context = new UnitTestContext();
context.Login();
OrderViewModel vm = new OrderViewModel(context.App, new FIXApplication.NullFixStrategy());
vm.OrderType = FIXApplication.Enums.OrderType.Limit;
vm.Symbol = "LIM";
vm.OrderQtyString = "9";
vm.LimitPriceString = "3.45";
vm.SendBuyCommand.Execute(null);
// messaging of sent order
Assert.AreEqual(1, context.Session.MsgLookup[QuickFix.FIX42.NewOrderSingle.MsgType].Count);
QuickFix.FIX42.NewOrderSingle msg = context.Session.MsgLookup[QuickFix.FIX42.NewOrderSingle.MsgType][0] as QuickFix.FIX42.NewOrderSingle;
Assert.AreEqual("LIM", msg.Symbol.Obj);
Assert.AreEqual(9, msg.OrderQty.Obj);
Assert.AreEqual(3.45m, msg.Price.Obj);
Assert.AreEqual(QuickFix.Fields.OrdType.LIMIT, msg.OrdType.Obj);
Assert.AreEqual(QuickFix.Fields.Side.BUY, msg.Side.Obj);
// what's in the grid
Assert.AreEqual(1, vm.Orders.Count);
OrderRecord o = vm.Orders.First();
Assert.AreEqual("LIM", o.Symbol);
Assert.AreEqual(3.45m, o.Price);
Assert.AreEqual("Limit", o.OrdType);
Assert.AreEqual("Buy", o.Side);
}
