private void SendLogon(QuickFix.Message msg)
{
msg.Header.SetField(new QuickFix.Fields.TargetCompID(sessionID.SenderCompID));
msg.Header.SetField(new QuickFix.Fields.SenderCompID(sessionID.TargetCompID));
msg.Header.SetField(new QuickFix.Fields.MsgSeqNum(seqNum++));
msg.Header.SetField(new QuickFix.Fields.SendingTime(System.DateTime.UtcNow));
msg.SetField(new QuickFix.Fields.HeartBtInt(1));
session.Next(msg);
}
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));
}
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));
}