public void setup() { responder = new MockResponder(); sessionID = new QuickFix.SessionID("FIX.4.2", "SENDER", "TARGET"); application = new MockApplication(); settings = new QuickFix.SessionSettings(); config = new QuickFix.Dictionary(); config.SetBool(QuickFix.SessionSettings.PERSIST_MESSAGES, false); config.SetString(QuickFix.SessionSettings.CONNECTION_TYPE, "initiator"); config.SetString(QuickFix.SessionSettings.START_TIME, "00:00:00"); config.SetString(QuickFix.SessionSettings.END_TIME, "00:00:00"); settings.Set(sessionID, config); session = new QuickFix.Session(application, 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; // must be set for an initiator int heartBeatInterval = 10; session2 = new QuickFix.Session(application, new QuickFix.MemoryStoreFactory(), new QuickFix.SessionID("FIX.4.2", "OTHER_SENDER", "OTHER_TARGET"), new QuickFix.DataDictionaryProvider(), new QuickFix.SessionSchedule(config), heartBeatInterval, new QuickFix.ScreenLogFactory(settings), new QuickFix.DefaultMessageFactory(), "blah"); session2.SetResponder(responder); session2.CheckLatency = false; seqNum = 1; }
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 setup() { responder = new MockResponder(); sessionID = new QuickFix.SessionID("FIX.4.2", "SENDER", "TARGET"); application = new MockApplication(); settings = new QuickFix.SessionSettings(); QuickFix.Dictionary config = new QuickFix.Dictionary(); config.SetBool(QuickFix.SessionSettings.PERSIST_MESSAGES, false); config.SetString(QuickFix.SessionSettings.CONNECTION_TYPE, "initiator"); config.SetString(QuickFix.SessionSettings.START_TIME, "00:00:00"); config.SetString(QuickFix.SessionSettings.END_TIME, "00:00:00"); settings.Set(sessionID, config); session = new QuickFix.Session(application, 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; // must be set for an initiator int heartBeatInterval = 10; session2 = new QuickFix.Session(application, new QuickFix.MemoryStoreFactory(), new QuickFix.SessionID("FIX.4.2", "OTHER_SENDER", "OTHER_TARGET"), new QuickFix.DataDictionaryProvider(), new QuickFix.SessionSchedule(config), heartBeatInterval, new QuickFix.ScreenLogFactory(settings), new QuickFix.DefaultMessageFactory(), "blah"); session2.SetResponder(responder); session2.CheckLatency = false; seqNum = 1; }