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)); }