public void TestDeltas()
{
var templateSource = new StreamReader("CME/templates.xml");
var templateLoader = new XMLMessageTemplateLoader {LoadTemplateIdFromAuxId = true};
templateLoader.Load(templateSource.BaseStream);
var is1 = new StreamReader("CME/messages.fast");
var mis = new MessageInputStream(is1.BaseStream);
mis.SetTemplateRegistry(templateLoader.TemplateRegistry);
Message md = mis.ReadMessage();
Assert.AreEqual(-5025.0, md.GetSequence("MDEntries")[0].GetDouble("NetChgPrevDay"), .1);
}
public void TestReadMessage()
{
var input = new MessageInputStream(BitStream("11000000 10000100"));
try
{
input.ReadMessage();
Assert.Fail();
}
catch (FastException e)
{
Assert.AreEqual(FastConstants.D9_TEMPLATE_NOT_REGISTERED, e.Code);
}
}
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 void TestMultipleMessages()
{
var outStream = new MemoryStream();
var output = new MessageOutputStream(outStream);
output.RegisterTemplate(ObjectMother.ALLOC_INSTRCTN_TEMPLATE_ID,
ObjectMother.AllocationInstruction());
var allocations = new SequenceValue(ObjectMother.AllocationInstruction()
.GetSequence("Allocations"));
allocations.Add(ObjectMother.NewAllocation("fortyFiveFund", 22.5, 75.0));
allocations.Add(ObjectMother.NewAllocation("fortyFund", 24.6, 25.0));
Message ai1 = ObjectMother.NewAllocInstrctn("ltg0001", 1, 100.0, 23.4,
ObjectMother.NewInstrument("CTYA", "200910"), allocations);
allocations = new SequenceValue(ObjectMother.AllocationInstruction()
.GetSequence("Allocations"));
allocations.Add(ObjectMother.NewAllocation("fortyFiveFund", 22.5, 75.0));
allocations.Add(ObjectMother.NewAllocation("fortyFund", 24.6, 25.0));
Message ai2 = ObjectMother.NewAllocInstrctn("ltg0001", 1, 100.0, 23.4,
ObjectMother.NewInstrument("CTYA", "200910"), allocations);
allocations = new SequenceValue(ObjectMother.AllocationInstruction()
.GetSequence("Allocations"));
allocations.Add(ObjectMother.NewAllocation("fortyFiveFund", 22.5, 75.0));
allocations.Add(ObjectMother.NewAllocation("fortyFund", 24.6, 25.0));
Message ai3 = ObjectMother.NewAllocInstrctn("ltg0001", 1, 100.0, 23.4,
ObjectMother.NewInstrument("CTYA", "200910"), allocations);
output.WriteMessage(ai1);
output.WriteMessage(ai2);
output.WriteMessage(ai3);
byte[] bytes = outStream.ToArray();
var input = new MessageInputStream(new MemoryStream(
bytes));
input.RegisterTemplate(ObjectMother.ALLOC_INSTRCTN_TEMPLATE_ID,
ObjectMother.AllocationInstruction());
Message message = input.ReadMessage();
Assert.AreEqual(ai1, message);
message = input.ReadMessage();
Assert.AreEqual(ai2, message);
Assert.AreEqual(ai3, input.ReadMessage());
}