C# (CSharp) QuickFix.FIX42.NewOrderSingle.ToString 예제들

예제 #1

파일: SessionTest.cs 프로젝트: linanqiu/quickfixn

        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));
        }

예제 #2

파일: SessionTest.cs 프로젝트: linanqiu/quickfixn

        public void SendNOSMessage()
        {
            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(seqNum++));

            session.Next(order.ToString());
        }

예제 #3

파일: MessageTests.cs 프로젝트: Breslov/FIXity

        public void FromString_DoNotCorrectCounter()
        {
            QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary("../../../spec/fix/FIX42.xml");

            QuickFix.FIX42.NewOrderSingle n = new QuickFix.FIX42.NewOrderSingle();

            string nul = "\x01";
            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);
            Assert.AreEqual("386=3", n.NoTradingSessions.toStringField());
            StringAssert.Contains("386=3", n.ToString()); //don't correct it to 2, you bastard
        }

예제 #4

파일: DataDictionaryTests.cs 프로젝트: shanetrotter/quickfixn

        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"); });
        }

예제 #5

파일: DataDictionaryTests.cs 프로젝트: tsantamaria/quickfixn

        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"); });
        }

예제 #6

파일: SessionTest.cs 프로젝트: linanqiu/quickfixn

        public void TestMaxMessagesInResendRequest()
        {
            // Default
            Assert.That(session.MaxMessagesInResendRequest, Is.EqualTo(0));

            session.MaxMessagesInResendRequest = 2500;
            // Logon
            Logon();

            // NOS
            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(5005));
            // This will generate resend requests
            session.Verify(order, true, false);

            // 3 resend requests
            //  2->2501
            //  2502->5001
            //  5002->5005

            Assert.That(responder.msgLookup[QuickFix.Fields.MsgType.RESENDREQUEST].Count == 1);
            QuickFix.Message msg = responder.msgLookup[QuickFix.Fields.MsgType.RESENDREQUEST].Dequeue();
            Assert.That(msg.GetInt(QuickFix.Fields.Tags.BeginSeqNo), Is.EqualTo(2));
            Assert.That(msg.GetInt(QuickFix.Fields.Tags.EndSeqNo), Is.EqualTo(2501));

            // Jump forward to the end of the resend chunk with a fillgap reset message
            QuickFix.FIX42.SequenceReset reset = new QuickFix.FIX42.SequenceReset();
            reset.Header.SetField(new QuickFix.Fields.TargetCompID(sessionID.SenderCompID));
            reset.Header.SetField(new QuickFix.Fields.SenderCompID(sessionID.TargetCompID));
            reset.SetField(new QuickFix.Fields.GapFillFlag(true));

            reset.Header.SetField(new QuickFix.Fields.MsgSeqNum(2));
            reset.SetField(new QuickFix.Fields.NewSeqNo(2501));
            session.Next(reset.ToString());

            order.Header.SetField(new QuickFix.Fields.MsgSeqNum(2501));
            session.Next(order.ToString());

            // Should have triggered next resend (2502->5001), check this
            Console.WriteLine(responder.msgLookup[QuickFix.Fields.MsgType.RESENDREQUEST].Count);
            Assert.That(responder.msgLookup[QuickFix.Fields.MsgType.RESENDREQUEST].Count == 1);
            msg = responder.msgLookup[QuickFix.Fields.MsgType.RESENDREQUEST].Dequeue();
            Assert.That(msg.GetInt(QuickFix.Fields.Tags.BeginSeqNo), Is.EqualTo(2502));
            Assert.That(msg.GetInt(QuickFix.Fields.Tags.EndSeqNo), Is.EqualTo(5001));

            // Jump forward to the end of the resend chunk with a fillgap reset message
            reset.Header.SetField(new QuickFix.Fields.MsgSeqNum(2502));
            reset.SetField(new QuickFix.Fields.NewSeqNo(5001));
            session.Next(reset.ToString());

            order.Header.SetField(new QuickFix.Fields.MsgSeqNum(5001));
            session.Next(order.ToString());   // Triggers next resend (5002->5005)

            Console.WriteLine(responder.msgLookup[QuickFix.Fields.MsgType.RESENDREQUEST].Count);
            Assert.That(responder.msgLookup[QuickFix.Fields.MsgType.RESENDREQUEST].Count == 1);
            msg = responder.msgLookup[QuickFix.Fields.MsgType.RESENDREQUEST].Dequeue();
            Assert.That(msg.GetInt(QuickFix.Fields.Tags.BeginSeqNo), Is.EqualTo(5002));
            Assert.That(msg.GetInt(QuickFix.Fields.Tags.EndSeqNo), Is.EqualTo(5004));
        }

예제 #7

파일: MessageTests.cs 프로젝트: RemiGaudin/quickfixn

        public void FromString_DoNotCorrectCounter()
        {
            QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary("../../../spec/fix/FIX42.xml");

            QuickFix.FIX42.NewOrderSingle n = new QuickFix.FIX42.NewOrderSingle();

            string nul = "\x01";
            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);
            Assert.AreEqual("386=3", n.NoTradingSessions.toStringField());
            StringAssert.Contains("386=3", n.ToString()); //don't correct it to 2, you bastard
        }

예제 #8

파일: SessionTest.cs 프로젝트: RemiGaudin/quickfixn

        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));
        }

예제 #9

파일: SessionTest.cs 프로젝트: RemiGaudin/quickfixn

        public void TestMaxMessagesInResendRequest()
        {
            // Default
            Assert.That(session.MaxMessagesInResendRequest, Is.EqualTo(0));

            session.MaxMessagesInResendRequest = 2500;
            // Logon 
            Logon();

            // NOS
            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(5005));
            // This will generate resend requests
            session.Verify(order, true, false);

            // 3 resend requests
            //  2->2501
            //  2502->5001
            //  5002->5005

            Assert.That(responder.msgLookup[QuickFix.Fields.MsgType.RESENDREQUEST].Count == 1);
            QuickFix.Message msg = responder.msgLookup[QuickFix.Fields.MsgType.RESENDREQUEST].Dequeue();
            Assert.That(msg.GetInt(QuickFix.Fields.Tags.BeginSeqNo), Is.EqualTo(2));
            Assert.That(msg.GetInt(QuickFix.Fields.Tags.EndSeqNo), Is.EqualTo(2501));

            // Jump forward to the end of the resend chunk with a fillgap reset message
            QuickFix.FIX42.SequenceReset reset = new QuickFix.FIX42.SequenceReset();
            reset.Header.SetField(new QuickFix.Fields.TargetCompID(sessionID.SenderCompID));
            reset.Header.SetField(new QuickFix.Fields.SenderCompID(sessionID.TargetCompID));
            reset.SetField(new QuickFix.Fields.GapFillFlag(true));

            reset.Header.SetField(new QuickFix.Fields.MsgSeqNum(2));
            reset.SetField(new QuickFix.Fields.NewSeqNo(2501));
            session.Next(reset.ToString());

            order.Header.SetField(new QuickFix.Fields.MsgSeqNum(2501));
            session.Next(order.ToString());

            // Should have triggered next resend (2502->5001), check this
            Console.WriteLine(responder.msgLookup[QuickFix.Fields.MsgType.RESENDREQUEST].Count);
            Assert.That(responder.msgLookup[QuickFix.Fields.MsgType.RESENDREQUEST].Count == 1);
            msg = responder.msgLookup[QuickFix.Fields.MsgType.RESENDREQUEST].Dequeue();
            Assert.That(msg.GetInt(QuickFix.Fields.Tags.BeginSeqNo), Is.EqualTo(2502));
            Assert.That(msg.GetInt(QuickFix.Fields.Tags.EndSeqNo), Is.EqualTo(5001));

            // Jump forward to the end of the resend chunk with a fillgap reset message
            reset.Header.SetField(new QuickFix.Fields.MsgSeqNum(2502));
            reset.SetField(new QuickFix.Fields.NewSeqNo(5001));
            session.Next(reset.ToString());

            order.Header.SetField(new QuickFix.Fields.MsgSeqNum(5001));
            session.Next(order.ToString());   // Triggers next resend (5002->5005)

            Console.WriteLine(responder.msgLookup[QuickFix.Fields.MsgType.RESENDREQUEST].Count);
            Assert.That(responder.msgLookup[QuickFix.Fields.MsgType.RESENDREQUEST].Count == 1);
            msg = responder.msgLookup[QuickFix.Fields.MsgType.RESENDREQUEST].Dequeue();
            Assert.That(msg.GetInt(QuickFix.Fields.Tags.BeginSeqNo), Is.EqualTo(5002));
            Assert.That(msg.GetInt(QuickFix.Fields.Tags.EndSeqNo), Is.EqualTo(5004));
        }

예제 #10

파일: SessionTest.cs 프로젝트: RemiGaudin/quickfixn

        public void SendNOSMessage()
        {
            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(seqNum++));

            session.Next(order.ToString());
        }