static void TestReadHistoryFile()
{
const string filename = @"C:\Users\geh\Downloads\Latha\FIX_ExchangeSimulator20150113.history";
var messages = new Fix.MessageCollection();
try
{
long count = 0;
long exceptions = 0;
using (var stream = new FileStream(filename, FileMode.Open))
using (var reader = new Fix.Reader(stream))
{
for (; ;)
{
try
{
Fix.Message message = reader.ReadLine();
if (message == null)
{
break;
}
messages.Add(message);
}
catch (Exception)
{
++exceptions;
reader.DiscardLine();
continue;
}
++count;
}
}
Console.WriteLine("{0} / {1}", count, exceptions);
}
catch (Exception ex)
{
Console.WriteLine(ex.Message);
}
Console.WriteLine("MESSAGES - {0}", messages.Count);
var book = new Fix.OrderBook();
try
{
foreach (var message in messages)
{
book.Process(message);
}
}
catch (Exception ex)
{
Console.WriteLine(ex);
}
Console.WriteLine("ORDERS - {0}", book.Orders.Count);
}
public void TestGateDriverParser()
{
var uri = new Uri(string.Format("file://{0}", Path.GetFullPath("t_gate_driver.log")));
var parser = new Fix.Parsers.FormattedLogParser();
Fix.MessageCollection messages = parser.Parse(uri);
Assert.AreEqual(43, messages.Count);
}
public void TestGateRawCiParser()
{
var uri = new Uri(string.Format("file://{0}", Path.GetFullPath("t_gate_raw_ci.log")));
var parser = new Fix.Parsers.RawGateCiLogParser();
Fix.MessageCollection messages = parser.Parse(uri);
Assert.AreEqual(4909, messages.Count);
}
public void TestAtlasParser()
{
var uri = new Uri(string.Format("file://{0}", Path.GetFullPath("t_atlas.log")));
var parser = new Fix.Parsers.AtlasLogParser();
Fix.MessageCollection messages = parser.Parse(uri);
Assert.AreEqual(473, messages.Count);
}
void LoadClientMessagesButtonClick(object?sender, EventArgs e)
{
using OpenFileDialog dlg = new();
if (dlg.ShowDialog() != DialogResult.OK)
{
return;
}
Cursor?original = Cursor.Current;
Cursor.Current = Cursors.WaitCursor;
try
{
Fix.MessageCollection messages = Fix.MessageCollection.Parse(dlg.FileName);
if (messages == null)
{
MessageBox.Show(this,
"The file could not be parsed",
Application.ProductName,
MessageBoxButtons.OK,
MessageBoxIcon.Information);
return;
}
Messages = messages;
}
catch (Exception ex)
{
MessageBox.Show(this,
ex.Message,
Application.ProductName,
MessageBoxButtons.OK,
MessageBoxIcon.Information);
}
finally
{
Cursor.Current = original;
}
}
