public JfdCollateralInquiryStateMachine RegisterMessage(CollateralInquiry request, CancellationToken cancellationToken)
{
var or = new JfdCollateralInquiryStateMachine(request, cancellationToken, this, Log);
Requests[or.Id] = or;
return(or);
}
/// <summary>
/// Creates and returns a new <see cref="CollateralInquiry"/> FIX message.
/// </summary>
/// <param name="timeNow">The time now.</param>
/// <returns>The FIX message.</returns>
public static CollateralInquiry Create(ZonedDateTime timeNow)
{
Debug.NotDefault(timeNow, nameof(timeNow));
var message = new CollateralInquiry();
message.SetField(new CollInquiryID($"CI_{timeNow.TickOfDay}"));
message.SetField(new TradingSessionID(Broker));
message.SetField(new SubscriptionRequestType(SubscriptionRequestType.SNAPSHOT_PLUS_UPDATES));
return(message);
}
public Task <IReadOnlyCollection <CollateralReport> > GetCollateralAsync(CollateralInquiry collateralInquiry, CancellationToken cancellationToken)
{
EnsureCanHandleRequest();
lock (RejectLock)
{
var request = _jfdCollateralHandler.RegisterMessage(collateralInquiry, cancellationToken);
SendRequest(request.Message);
RegisterForRejectResponse(request);
var result = request.Send();
return(result);
}
}
public override async Task <IReadOnlyCollection <TradeBalanceModel> > GetTradeBalances(TimeSpan timeout)
{
var pr = new CollateralInquiry()
{
NoPartyIDs = new NoPartyIDs(1)
};
var partyGroup = new CollateralInquiry.NoPartyIDsGroup
{
PartyID = new PartyID("*")
};
pr.AddGroup(partyGroup);
var cts = new CancellationTokenSource(timeout);
var collateral = await _connector.GetCollateralAsync(pr, cts.Token);
var models = _modelConverter.ConvertCollateral(collateral);
return(models);
}
public async Task ShouldGetCollateral()
{
_connector.Start();
WaitForState(FixConnectorState.Connected, 30);
var pr = new CollateralInquiry()
{
NoPartyIDs = new NoPartyIDs(1)
};
var partyGroup = new CollateralInquiry.NoPartyIDsGroup
{
PartyID = new PartyID("*")
};
pr.AddGroup(partyGroup);
var resp = await _connector.GetCollateralAsync(pr, CancellationToken.None);
Assert.NotEmpty(resp);
}
public virtual void onMessage(CollateralInquiry message, QuickFix.SessionID session)
{
throw new QuickFix.UnsupportedMessageType();
}
public JfdCollateralInquiryStateMachine(CollateralInquiry positionsRequest, CancellationToken cancellationToken, IMessageHandler handler, ILog log) : base(positionsRequest, cancellationToken, handler, log)
{
positionsRequest.CollInquiryID = new CollInquiryID(Id);
}
