public void TestMultipleDictionaryTypes()
{
var bid = new Scalar("bid", FASTType.DECIMAL, Operator.COPY, ScalarValue.UNDEFINED, false)
{Dictionary = Dictionary_Fields.TEMPLATE};
var quote = new MessageTemplate("quote", new Field[] { bid });
var bidR = new Scalar("bid", FASTType.DECIMAL, Operator.COPY, ScalarValue.UNDEFINED, false);
var request = new MessageTemplate("request",
new Field[] { bidR });
var quote1 = new Message(quote);
quote1.SetFieldValue(1, new DecimalValue(10.2));
var request1 = new Message(request);
request1.SetFieldValue(1, new DecimalValue(10.3));
var quote2 = new Message(quote);
quote2.SetFieldValue(1, new DecimalValue(10.2));
var request2 = new Message(request);
request2.SetFieldValue(1, new DecimalValue(10.2));
session.MessageOutputStream.RegisterTemplate(1, request);
session.MessageOutputStream.RegisterTemplate(2, quote);
session.MessageOutputStream.WriteMessage(quote1);
session.MessageOutputStream.WriteMessage(request1);
session.MessageOutputStream.WriteMessage(quote2);
session.MessageOutputStream.WriteMessage(request2);
const string expected = "11100000 10000010 11111111 00000000 11100110 " +
"11100000 10000001 11111111 00000000 11100111 " +
"11000000 10000010 " +
"11100000 10000001 11111111 00000000 11100110";
TestUtil.AssertBitVectorEquals(expected,TestUtil.ToByte( output));
}
public void TestComplexMessage()
{
var template = new MessageTemplate("Company",
new Field[] {
new Scalar("Name", FASTType.STRING, Operator.NONE, ScalarValue.UNDEFINED, false),
new Scalar("Id", FASTType.U32, Operator.INCREMENT, ScalarValue.UNDEFINED, false),
new Sequence("Employees",
new Field[] {
new Scalar("First Name", FASTType.STRING, Operator.COPY, ScalarValue.UNDEFINED, false),
new Scalar("Last Name", FASTType.STRING, Operator.COPY, ScalarValue.UNDEFINED, false),
new Scalar("Age", FASTType.U32, Operator.DELTA, ScalarValue.UNDEFINED, false)
}, false),
new Group("Tax Information",
new Field[] {
new Scalar("EIN", FASTType.STRING, Operator.NONE, ScalarValue.UNDEFINED, false)
}, false)
});
var aaaInsurance = new Message(template);
aaaInsurance.SetFieldValue(1, new StringValue("AAA Insurance"));
aaaInsurance.SetFieldValue(2, new IntegerValue(5));
var employees = new SequenceValue(template.GetSequence(
"Employees"));
employees.Add(new FieldValue[] {
new StringValue("John"), new StringValue("Doe"),
new IntegerValue(45)
});
employees.Add(new FieldValue[] {
new StringValue("Jane"), new StringValue("Doe"),
new IntegerValue(48)
});
aaaInsurance.SetFieldValue(3, employees);
aaaInsurance.SetFieldValue(4,
new GroupValue(template.GetGroup("Tax Information"),
new FieldValue[] { new StringValue("99-99999999") }));
var outStream = new MemoryStream();
var output = new MessageOutputStream(outStream);
output.RegisterTemplate(1, template);
output.WriteMessage(aaaInsurance);
var abcBuilding = new Message(template);
abcBuilding.SetFieldValue(1, new StringValue("ABC Building"));
abcBuilding.SetFieldValue(2, new IntegerValue(6));
employees = new SequenceValue(template.GetSequence("Employees"));
employees.Add(new FieldValue[] {
new StringValue("Bob"), new StringValue("Builder"),
new IntegerValue(3)
});
employees.Add(new FieldValue[] {
new StringValue("Joe"), new StringValue("Rock"),
new IntegerValue(59)
});
abcBuilding.SetFieldValue(3, employees);
abcBuilding.SetFieldValue(4,
new GroupValue(template.GetGroup("Tax Information"),
new FieldValue[] { new StringValue("99-99999999") }));
output.WriteMessage(abcBuilding);
var input = new MessageInputStream(new MemoryStream(
outStream.ToArray()));
input.RegisterTemplate(1, template);
GroupValue message = input.ReadMessage();
Assert.AreEqual(aaaInsurance, message);
message = input.ReadMessage();
Assert.AreEqual(abcBuilding, message);
}
public static Message NewAllocInstrctn(String id, int side,
double quantity, double averagePrice, GroupValue instrument,
SequenceValue allocations)
{
var allocInstrctn = new Message(AllocationInstruction());
allocInstrctn.SetFieldValue(1, allocations);
allocInstrctn.SetFieldValue(2, instrument);
allocInstrctn.SetFieldValue(3, new StringValue(id));
allocInstrctn.SetFieldValue(4, new IntegerValue(side));
allocInstrctn.SetFieldValue(5, new DecimalValue(quantity));
allocInstrctn.SetFieldValue(6, new DecimalValue(averagePrice));
return allocInstrctn;
}
