| public FromString ( string msgstr, bool validate, DataDictionary sessionDD, DataDictionary appDD ) : void | ||
| msgstr | string | |
| validate | bool | |
| sessionDD | DataDictionary | |
| appDD | DataDictionary | |
| Результат | void | |
public void CheckSumTest()
{
string str1 = "8=FIX.4.2\x01" + "9=45\x01" + "35=0\x01" + "34=3\x01" + "49=TW\x01" +
"52=20000426-12:05:06\x01" + "56=ISLD\x01";
int chksum = 0;
foreach (char c in str1)
chksum += (int)c;
chksum %= 256;
str1 += "10=218\x01"; // checksum field
Message msg = new Message();
try
{
msg.FromString(str1, true, null, null, _defaultMsgFactory);
}
catch (InvalidMessage e)
{
Assert.Fail("Unexpected exception (InvalidMessage): " + e.Message);
}
Assert.That(msg.CheckSum(), Is.EqualTo(chksum));
}
public void Next(string msgStr)
{
try
{
this.Log.OnIncoming(msgStr);
MsgType msgType = Message.IdentifyType(msgStr);
string beginString = Message.ExtractBeginString(msgStr);
Message message = msgFactory_.Create(beginString, msgType.Obj);
message.FromString(
msgStr,
this.ValidateLengthAndChecksum,
this.SessionDataDictionary,
this.ApplicationDataDictionary);
Next(message);
}
catch (InvalidMessage e)
{
this.Log.OnEvent(e.Message);
try
{
if (MsgType.LOGON.Equals(Message.IdentifyType(msgStr)))
{
Disconnect("Logon message is not valid");
}
}
catch (MessageParseError)
{ }
throw e;
}
}
public XElement BuildXMLFromString(string s, bool validateMsg = false, bool correctChks = true)
{
//"20150611-21:29:27.811 :"
//8=FIX
if (string.IsNullOrEmpty(s))
{
return(null);
}
if (s != null)
{
s = s.Trim();
}
DateTime?logTimeStamp = null;
int fixStart = s.IndexOf("8=FIX");
if (fixStart > 0)
{
string dateString = s.Substring(0, fixStart - 1);
dateString = dateString.TrimEnd('\x01', ':', ' ');
string format = "yyyyMMdd-HH:mm:ss.fff";
DateTime dateTime;
if (DateTime.TryParseExact(dateString, format, CultureInfo.InvariantCulture, DateTimeStyles.None, out dateTime))
{
logTimeStamp = dateTime;
}
s = s.Substring(fixStart);
}
var msg = new QuickFix.Message();
s = s.Trim('\n');
s = s.Trim('\r');
//msg.FromString(s, false, dataDictionary, dataDictionary, messageFactory);
var chksTuple = new Tuple <string, string>(string.Empty, string.Empty);
string sOrigChks = null;
if (correctChks)
{
if (!Utils.VerifyChecksum(ref s, out chksTuple, fixChecksum: true))
{
sOrigChks = chksTuple.Item1;
}
}
//---------------------------------------------------------------------------------------
msg.FromString(s, validateMsg, sessionDataDictionary, dataDictionary, messageFactory);
//---------------------------------------------------------------------------------------
MsgType msgType = QuickFix.Message.IdentifyType(s);
return(BuildXML(msg, msgType, logTimeStamp, sOrigChks));
}
internal Message Build()
{
Message message = _msgFactory.Create(_beginString, _defaultApplVerId, _msgType.Obj);
message.FromString(
_msgStr,
_validateLengthAndChecksum,
_sessionDD,
_appDD,
_msgFactory);
_message = message;
return(_message);
}
internal Message Build(Encoding encoding)
{
Message message = _msgFactory.Create(_beginString, _msgType.Obj);
message.FromString(
_msgStr,
_validateLengthAndChecksum,
_sessionDD,
_appDD,
_msgFactory,
encoding);
_message = message;
return(_message);
}
internal Message RejectableMessage()
{
if (_message != null)
{
return(_message);
}
Message message = _msgFactory.Create(_beginString, _msgType.Obj);
message.FromString(
_msgStr,
false,
_sessionDD,
_appDD,
_msgFactory,
true);
return(message);
}
private void StartSendingMarketData()
{
StreamReader reader = new StreamReader(@"C:\Code\NigSEApplication\FIXT.1.1-PROD-XTRM.messages.current\log1.log");
DefaultMessageFactory defaultMessageFactory = new DefaultMessageFactory();
QuickFix.Message msg = new QuickFix.Message();
while (!reader.EndOfStream)
{
string line = reader.ReadLine();
string txt = "8=FIXT.1.19=00023635=W49=XTRM56=PROD34=452=20140820-07:26:00.726264=175=20140820262=*_148=MOBIL22=99762=EQTY268=5269=a326=1764=20140825269=s270=175.0000000269=u270=175.0000000269=x270=175.0000000269=y332=182.0000000333=106.000000010=143";
// line.Substring(line.IndexOf("8=") - 1).Trim();
msg.FromString(txt, false, null, null);
string msgtype = msg.Header.GetString(35);
if (msgtype == "W") //|| msgtype == "X")
{
QuickFix.Message newmsg = new Message(txt);
if (Session.LookupSession(_currentSessionId).IsLoggedOn)
{
Session.LookupSession(_currentSessionId).ValidateLengthAndChecksum = false;
Session.SendToTarget(newmsg, _currentSessionId);
}
else
{
break;
}
}
Thread.Sleep(100);
}
reader.Close();
}
protected void NextResendRequest(Message resendReq)
{
if (!Verify(resendReq, false, false))
return;
try
{
int msgSeqNum = 0;
if (!(this.IgnorePossDupResendRequests && resendReq.Header.IsSetField(Tags.PossDupFlag)))
{
int begSeqNo = resendReq.GetInt(Fields.Tags.BeginSeqNo);
int endSeqNo = resendReq.GetInt(Fields.Tags.EndSeqNo);
this.Log.OnEvent("Got resend request from " + begSeqNo + " to " + endSeqNo);
if ((endSeqNo == 999999) || (endSeqNo == 0))
{
endSeqNo = state_.GetNextSenderMsgSeqNum() - 1;
}
if (!PersistMessages)
{
endSeqNo++;
int next = state_.GetNextSenderMsgSeqNum();
if (endSeqNo > next)
endSeqNo = next;
GenerateSequenceReset(resendReq, begSeqNo, endSeqNo);
return;
}
List<string> messages = new List<string>();
state_.Get(begSeqNo, endSeqNo, messages);
int current = begSeqNo;
int begin = 0;
foreach (string msgStr in messages)
{
Message msg = new Message();
msg.FromString(msgStr, true, this.SessionDataDictionary, this.ApplicationDataDictionary, msgFactory_);
msgSeqNum = msg.Header.GetInt(Tags.MsgSeqNum);
if ((current != msgSeqNum) && begin == 0)
{
begin = current;
}
if (IsAdminMessage(msg) && !(this.ResendSessionLevelRejects && msg.Header.GetString(Tags.MsgType) == MsgType.REJECT))
{
if (begin == 0)
{
begin = msgSeqNum;
}
}
else
{
initializeResendFields(msg);
if(!ResendApproved(msg, SessionID))
{
continue;
}
if (begin != 0)
{
GenerateSequenceReset(resendReq, begin, msgSeqNum);
}
Send(msg.ToString());
begin = 0;
}
current = msgSeqNum + 1;
}
int nextSeqNum = state_.GetNextSenderMsgSeqNum();
if (++endSeqNo > nextSeqNum)
{
endSeqNo = nextSeqNum;
}
if (begin == 0)
{
begin = current;
}
if (endSeqNo > begin)
{
GenerateSequenceReset(resendReq, begin, endSeqNo);
}
}
msgSeqNum = resendReq.Header.GetInt(Tags.MsgSeqNum);
if (!IsTargetTooHigh(msgSeqNum) && !IsTargetTooLow(msgSeqNum))
{
state_.IncrNextTargetMsgSeqNum();
}
}
catch (System.Exception e)
{
this.Log.OnEvent("ERROR during resend request " + e.Message);
}
}
public void FromStringTestWithNoDataDictionary()
{
string str1 = "8=FIX.4.2\x01" + "9=55\x01" + "35=0\x01" + "34=3\x01" + "49=TW\x01" +
"52=20000426-12:05:06\x01" + "56=ISLD\x01" + "1=acct123\x01" + "10=123\x01";
Message msg = new Message();
try
{
msg.FromString(str1, true, null, null, _defaultMsgFactory);
}
catch (InvalidMessage e)
{
Assert.Fail("Unexpected exception (InvalidMessage): " + e.Message);
}
StringField f1 = new StringField(8);
StringField f2 = new StringField(9);
StringField f3 = new StringField(35);
StringField f4 = new StringField(34);
StringField f5 = new StringField(49);
StringField f6 = new StringField(52);
StringField f7 = new StringField(56);
StringField f8 = new StringField(10);
StringField f9 = new StringField(1);
msg.Header.GetField(f1);
msg.Header.GetField(f2);
msg.Header.GetField(f3);
msg.Header.GetField(f4);
msg.Header.GetField(f5);
msg.Header.GetField(f6);
msg.Header.GetField(f7);
msg.GetField(f9);
msg.Trailer.GetField(f8);
Assert.That(f1.Obj, Is.EqualTo("FIX.4.2"));
Assert.That(f2.Obj, Is.EqualTo("55"));
Assert.That(f3.Obj, Is.EqualTo("0"));
Assert.That(f4.Obj, Is.EqualTo("3"));
Assert.That(f5.Obj, Is.EqualTo("TW"));
Assert.That(f6.Obj, Is.EqualTo("20000426-12:05:06"));
Assert.That(f7.Obj, Is.EqualTo("ISLD"));
Assert.That(f8.Obj, Is.EqualTo("123"));
Assert.That(f9.Obj, Is.EqualTo("acct123"));
}
public void issue95()
{
// Parser screws up on triple-nested groups. Contributes to ResendRequest failures.
string msgStr = String.Join(Message.SOH, new string[]{
"8=FIX.4.4","9=999","35=R","34=6","49=sendercompid","52=20130225-10:44:59.149","56=targetcompid", //headers
"131=quotereqid",
"146=1", // NoRelatedSym
"55=ABC","65=CD","48=securityid","22=1", // group
"711=1", // NoUnderlyings
"311=underlyingsymbol","312=WI","309=underlyingsecurityid","305=1",
"10=999",""
});
var dd = new QuickFix.DataDictionary.DataDictionary();
dd.Load("../../../spec/fix/FIX44.xml");
Message msg = new Message();
msg.FromString(msgStr, false, dd, dd, _defaultMsgFactory);
// make sure no fields were dropped in parsing
Assert.AreEqual(msgStr.Length, msg.ToString().Length);
// make sure repeating groups are not rearranged
// 1 level deep
StringAssert.Contains(String.Join(Message.SOH, new string[] { "55=ABC", "65=CD", "48=securityid", "22=1" }), msg.ToString());
// 2 levels deep
StringAssert.Contains(String.Join(Message.SOH, new string[] { "311=underlyingsymbol", "312=WI", "309=underlyingsecurityid", "305=1" }), msg.ToString());
}
public void ReverseRoute()
{
string str1 = "8=FIX.4.2\x01" + "9=55\x01" + "35=0\x01" + "34=3\x01" + "49=TW\x01" +
"52=20000426-12:05:06\x01" + "56=ISLD\x01" + "1=acct123\x01" + "10=123\x01";
Message msg = new Message();
try
{
msg.FromString(str1, true, null, null, _defaultMsgFactory);
}
catch (InvalidMessage e)
{
Assert.Fail("Unexpected exception (InvalidMessage): " + e.Message);
}
Header header = new Header();
header.SetField(new BeginString("FIX.4.2"));
header.SetField(new SenderCompID("SENDER"));
header.SetField(new SenderSubID("SENDERSUB"));
header.SetField(new SenderLocationID("SENDERLOC"));
header.SetField(new TargetCompID("TARGET"));
header.SetField(new TargetSubID("TARGETSUB"));
header.SetField(new TargetLocationID("TARGETLOC"));
msg.ReverseRoute(header);
Assert.That(msg.Header.GetString(Tags.BeginString), Is.EqualTo("FIX.4.2"));
Assert.That(msg.Header.GetString(Tags.TargetCompID), Is.EqualTo("SENDER"));
Assert.That(msg.Header.GetString(Tags.TargetSubID), Is.EqualTo("SENDERSUB"));
Assert.That(msg.Header.GetString(Tags.TargetLocationID), Is.EqualTo("SENDERLOC"));
Assert.That(msg.Header.GetString(Tags.SenderCompID), Is.EqualTo("TARGET"));
Assert.That(msg.Header.GetString(Tags.SenderSubID), Is.EqualTo("TARGETSUB"));
Assert.That(msg.Header.GetString(Tags.SenderLocationID), Is.EqualTo("TARGETLOC"));
}
public void ToXMLTest()
{
string str1 = "8=FIX.4.2\x01" + "9=55\x01" + "35=0\x01" + "34=3\x01" + "49=TW\x01" +
"52=20000426-12:05:06\x01" + "56=ISLD\x01" + "1=acct123\x01" + "10=123\x01";
Message msg = new Message();
try
{
msg.FromString(str1, true, null, null, _defaultMsgFactory);
}
catch (InvalidMessage e)
{
Assert.Fail("Unexpected exception (InvalidMessage): " + e.Message);
}
string xmlDoc = msg.toXML();
XDocument doc = null;
try
{
doc = XDocument.Parse(xmlDoc);
}
catch (Exception e)
{
Assert.Fail("Badly formed XML generated: " + e.Message);
}
var fields = doc.Descendants("message").Descendants("body")
.Select(field =>
new
{
number = field.Descendants("field").Attributes("number").Single().Value,
value = field.Descendants("field").Single().Value
})
.ToList();
foreach (var elem in fields)
{
int number = 0;
if (int.TryParse(elem.number.ToString(), out number) == false)
{
Assert.Fail("should be number " + elem.number.ToString() + " " + elem.value.ToString());
}
else
{
string value = msg.GetField(number);
Assert.That(value, Is.EqualTo(elem.value));
}
}
}
public void TestNewParser()
{
HiPerfTimer timer = new HiPerfTimer();
string fix = GenRandomFIXString();
const int times = 50000;
timer.Start();
for (int i = 0; i < times; i++)
{
Message m = new Message();
m.FromString(fix);
}
timer.Stop();
Console.WriteLine("Total per second [new parser]: " + ((1 / timer.Duration) * times).ToString());
}
public string BuildJSONFromString(string s, bool validateMsg = false, bool correctChks = true)
{
string sJSON = string.Empty;
DateTime?logTimeStamp = null;
int fixStart = s.IndexOf("8=FIX");
if (fixStart > 0)
{
string dateString = s.Substring(0, fixStart - 1);
dateString = dateString.TrimEnd('\x01', ':', ' ');
string format = "yyyyMMdd-HH:mm:ss.fff";
DateTime dateTime;
if (DateTime.TryParseExact(dateString, format, CultureInfo.InvariantCulture, DateTimeStyles.None, out dateTime))
{
logTimeStamp = dateTime;
}
s = s.Substring(fixStart);
}
var msg = new QuickFix.Message();
var chksTuple = new Tuple <string, string>(string.Empty, string.Empty);
string sOrigChks = null;
if (correctChks)
{
if (!Utils.VerifyChecksum(ref s, out chksTuple, fixChecksum: true))
{
sOrigChks = chksTuple.Item1;
}
}
//---------------------------------------------------------------------------------------
msg.FromString(s, validateMsg, sessionDataDictionary, dataDictionary, messageFactory);
//---------------------------------------------------------------------------------------
MsgType msgType = QuickFix.Message.IdentifyType(s);
//Very inefficient. Need to rewrite to build JSON myself.
sJSON = BuildJSON(msg, msgType, logTimeStamp, sOrigChks);
//sJSON = JsonConvert.SerializeObject(msg);
//string sJSON = JsonConvert.SerializeXmlNode(xElem.GetXmlNode());
//XElement xElem = BuildXML(msg, msgType, logTimeStamp, sOrigChks);
//=================================================================
return(sJSON);
//JTokenWriter writer = new JTokenWriter();
//writer.WriteStartObject();
//writer.WritePropertyName("name1");
//writer.WriteValue("value1");
//writer.WritePropertyName("name2");
//writer.WriteStartArray();
//writer.WriteValue(1);
//writer.WriteValue(2);
//writer.WriteEndArray();
//writer.WriteEndObject();
//JObject o = (JObject)writer.Token;
//return o.ToString();
}