public JsonFixMessage Wrap(QuickFix.Message fixBaseMessage, string pseudoHeader)
{
var jsonFixMessage = new JsonFixMessage
{
localPseudoHeader = pseudoHeader,
rawFixPayload = fixBaseMessage.ToString()
};
return(jsonFixMessage);
}
public void UnwrapMessage_Ok_Sample2()
{
// arrange
var jsonFixMsg = new JsonFixMessage
{
localPseudoHeader = "myPseudoHeader",
// rawFixPayload = "8=FIX.4.2\u00019=67\u000135=D\u000111=0001\u000121=1\u000138=10\u000140=1\u000154=1\u000155=AAPL\u000160=20181013-00:00:00.000\u000110=078\u0001",
rawFixPayload = "8=FIX.4.2\u00019=00\u000135=D\u000149=Sender\u000156=Target\u000134=0\u000152=99990909-17:17:17.777\u000154=1\u000155=ABC\u000111=BUY000000001\u000138=1000\u000140=2\u000144=1001.000\u000159=3\u0001117=A001\u000146=A001\u000110=000\u0001"
};
// act
QuickFix.Message fixMsg = _jsonFixWrapper.Unwrap(jsonFixMsg);
// assert
var expectedTicker = "ABC";
Assert.Equal(expectedTicker, fixMsg.GetField(55));
}
public void UnwrapMessage_Ok()
{
// arrange
var jsonFixMsg = new JsonFixMessage
{
localPseudoHeader = "myPseudoHeader",
rawFixPayload = "8=FIX.4.2\u00019=67\u000135=D\u000111=0001\u000121=1\u000138=10\u000140=1\u000154=1\u000155=AAPL\u000160=20181013-00:00:00.000\u000110=078\u0001",
};
// act
QuickFix.Message fixMsg = _jsonFixWrapper.Unwrap(jsonFixMsg);
// assert
var expectedTransactTime = new DateTime(2018, 10, 13).Date;
var expectedTicker = "AAPL";
var expectedQty = 10m;
Assert.Equal(expectedTicker, fixMsg.GetField(55));
Assert.Equal(expectedTransactTime, fixMsg.GetField(new QuickFix.Fields.TransactTime()).getValue());
Assert.Equal(expectedQty, fixMsg.GetField(new QuickFix.Fields.OrderQty()).getValue());
}
public QuickFix.Message Unwrap(JsonFixMessage jsonFixMessage)
{
var qfMessage = new QuickFix.Message(jsonFixMessage.rawFixPayload, false);
return(qfMessage);
}
public T UnwrapAsType <T>(JsonFixMessage jsonFixMessage) where T : QuickFix.FIX42.Message
{
throw new NotImplementedException();
}
