public void TestBasicEncryption()
{
// tests key creation and exchange
// - between 2 clients
using (Reference <ILogger> loggerRef = Reference <ILogger> .Create(new TraceLogger(true)))
{
using (CoreServer server = new CoreServer(loggerRef, "UTT", NodeType.Router))
{
server.Start();
using (ICoreClient sender = new CoreClientFactory(loggerRef).SetEnv("UTT").Create())
using (ICoreClient recver = new CoreClientFactory(loggerRef).SetEnv("UTT").Create())
{
// check un-encrypted traffic
Guid evtId1 = sender.SaveObject <TestData>(new TestData("1", 1), "test", null, TimeSpan.MaxValue);
List <ICoreItem> recdList1 = recver.LoadItems <TestData>(Expr.ALL);
Assert.AreEqual <int>(1, recdList1.Count);
ICoreItem recdItem1 = recdList1[0];
Assert.AreEqual <Guid>(evtId1, recdItem1.Id);
Assert.IsNull(recdItem1.TranspKeyId);
Assert.IsNull(recdItem1.SenderKeyId);
Assert.IsNull(recdItem1.RecverKeyId);
// generate keys
string senderKeyId = sender.CryptoManager.GenerateNewKeys();
string recverKeyId = recver.CryptoManager.GenerateNewKeys();
// send encrypted message and check receiver fails to decrypt
ICoreItem sentItem2 = sender.MakeObject <TestData>(new TestData("2", 2), "test", null);
sentItem2.TranspKeyId = senderKeyId;
sentItem2.SenderKeyId = senderKeyId;
Guid evtId2 = sender.SaveItem(sentItem2);
List <ICoreItem> recdList2 = recver.LoadItems <TestData>(Expr.ALL);
Assert.AreEqual <int>(1, recdList2.Count);
ICoreItem recdItem2 = recdList2[0];
Assert.AreEqual <Guid>(evtId2, recdItem2.Id);
Assert.AreEqual <Guid>(evtId2, recdItem2.Id);
Assert.AreEqual <string>(senderKeyId, recdItem2.TranspKeyId);
Assert.AreEqual <string>(senderKeyId, recdItem2.SenderKeyId);
Assert.IsNull(recver.CryptoManager.GetTranspKey(senderKeyId));
// set public key at receiver and check authentication
recver.CryptoManager.SetPublicKey(senderKeyId, sender.CryptoManager.GetPublicKey(senderKeyId));
Assert.IsTrue(recdItem2.IsSigned);
Assert.IsFalse(recdItem2.IsSecret);
// set transport key at receiver and recheck decryption
recver.CryptoManager.SetTranspKey(senderKeyId, sender.CryptoManager.GetTranspKey(senderKeyId));
object data2 = recdItem2.Data;
Assert.IsNotNull(data2);
Assert.AreEqual <Type>(typeof(TestData), data2.GetType());
}
server.Stop();
}
}
}
public void TestPagingTechniques()
{
const bool debugRequests = true;
// loads/saves a very large number of objects
const int maxLoopCount = 5;
const int itemsPerLoop = 400;
const int itemsPerPage = 154;
const int totalItems = maxLoopCount * itemsPerLoop;
using (Reference <ILogger> loggerRef = Reference <ILogger> .Create(new TraceLogger(true)))
{
NamedValueSet serverSettings = new NamedValueSet();
serverSettings.Set(CfgPropName.NodeType, (int)NodeType.Router);
serverSettings.Set(CfgPropName.EnvName, "UTT");
using (CoreServer server = new CoreServer(loggerRef, serverSettings))
{
server.Start();
// save
using (ICoreClient client1 = new CoreClientFactory(loggerRef).SetEnv("UTT").Create())
{
for (int loop = 0; loop < maxLoopCount; loop++)
{
ICoreItem[] items = new ICoreItem[itemsPerLoop];
for (int i = 0; i < itemsPerLoop; i++)
{
client1.DebugRequests = i == 0;
int n = loop * itemsPerLoop + i;
TestData data = new TestData(n.ToString(), n);
NamedValueSet props = new NamedValueSet(new NamedValue("n", n));
items[i] = client1.MakeObject(data, "Test." + n, props);
}
client1.SaveItems(items);
}
}
// load (using original paging technique)
loggerRef.Target.LogDebug("---------- multi page load");
// - slow because it scans and sort the entire data set for each page
using (ICoreClient client3 = new CoreClientFactory(loggerRef).SetEnv("UTT").Create())
{
// count the items
int itemCount1 = client3.CountObjects <TestData>(null);
// now get the items in pages
IExpression orderExpr = Expr.Prop("n");
client3.DebugRequests = debugRequests;
int itemCount2 = 0;
int startRow = 0;
List <ICoreItem> page;
do
{
page = client3.LoadItems <TestData>(null, orderExpr, startRow, itemsPerPage);
itemCount2 += page.Count;
startRow += page.Count;
}while (page.Count == itemsPerPage);
Assert.AreEqual(totalItems, itemCount1);
Assert.AreEqual(totalItems, itemCount2);
}
// paged load (using pre-load of item header info)
loggerRef.Target.LogDebug("---------- header pre-load");
// - faster because it only scans sorts the entire data set once and sorting
// can use local compiled methods instead of server-side expression evaluation.
using (ICoreClient client4 = new CoreClientFactory(loggerRef).SetEnv("UTT").Create())
{
// get all the items (without data)
List <ICoreItemInfo> itemInfoList = client4.LoadItemInfos <TestData>(null);
int itemCount1 = itemInfoList.Count;
// optionally sort the list here
//IExpression orderExpr = Expr.Prop("n");
// now get the items in pages
client4.DebugRequests = debugRequests;
int itemCount2 = 0;
int maxPages = ((itemCount1 / itemsPerPage) + 1);
for (int pageNum = 0; pageNum < maxPages; pageNum++)
{
// get the item names/ids for the current page
int startRow = itemsPerPage * pageNum;
List <string> itemNames = new List <string>();
for (int i = 0; i < itemsPerPage; i++)
{
int n = startRow + i;
if (n < itemCount1)
{
itemNames.Add(itemInfoList[n].Name);
}
}
// now get the objects (with data)
var page = client4.LoadItems <TestData>(itemNames);
itemCount2 += page.Count;
}
Assert.AreEqual(totalItems, itemCount1);
Assert.AreEqual(totalItems, itemCount2);
}
}
}
}
public void TestStressServerLoadAndRetrieve()
{
// return an increasing number of trades until failure
Trade trade = XmlSerializerHelper.DeserializeFromString <Trade>(
ResourceHelper.GetResourceWithPartialName(Assembly.GetExecutingAssembly(), "SampleSwap.xml"));
NamedValueSet tradeProps = new NamedValueSet(
ResourceHelper.GetResourceWithPartialName(Assembly.GetExecutingAssembly(), "SampleSwap.nvs"));
using (Reference <ILogger> loggerRef = Reference <ILogger> .Create(new TraceLogger(true)))
{
NamedValueSet serverSettings = new NamedValueSet();
serverSettings.Set(CfgPropName.NodeType, (int)NodeType.Router);
serverSettings.Set(CfgPropName.EnvName, "UTT");
using (CoreServer server = new CoreServer(loggerRef, serverSettings))
{
server.Start();
using (ICoreClient client = new CoreClientFactory(loggerRef).SetEnv("UTT").SetServers("localhost:8113").Create())
//using (ICoreClient client = new CoreClientFactory(loggerRef).SetEnv(EnvId.DEV_Development).Create())
{
// delete the test trades
IExpression deleteExpr = Expr.StartsWith(Expr.SysPropItemName, "Test.");
client.DeleteObjects <Trade>(deleteExpr);
const int maxLoops = 1;
const int loopRepeat = 1;
const int incrementPerLoop = 1024;
int itemsPerLoop = 8192 - 1024;
int itemsSaved = 0;
for (int loop = 0; loop < maxLoops; loop++)
{
for (int repeat = 0; repeat < loopRepeat; repeat++)
{
// create trades
loggerRef.Target.LogDebug("[{0}-{1}] Making {2} trades...", loop, repeat, itemsPerLoop);
List <IAsyncResult> completions = new List <IAsyncResult>();
ICoreItem[] items = new ICoreItem[itemsPerLoop];
for (int i = 0; i < itemsPerLoop; i++)
{
string tradeName = $"Test.{loop}.{i}";
ICoreItem item = client.MakeObject(trade, tradeName, tradeProps);
item.Freeze(); // serialises
items[i] = item;
}
loggerRef.Target.LogDebug("[{0}-{1}] Commencing save of {2} trades...", loop, repeat, itemsPerLoop);
for (int i = 0; i < itemsPerLoop; i++)
{
completions.Add(client.SaveItemBegin(items[i]));
itemsSaved++;
}
loggerRef.Target.LogDebug("[{0}-{1}] Completing save of {2} trades...", loop, repeat, itemsPerLoop);
foreach (IAsyncResult ar in completions)
{
client.SaveEnd(ar);
}
// load all that have been saved
string loopName = $"Test.{loop}.";
loggerRef.Target.LogDebug("[{0}-{1}] Loading {2} trades...", loop, repeat, itemsPerLoop);
List <ICoreItem> tradeItems = client.LoadItems <Trade>(Expr.StartsWith(Expr.SysPropItemName, loopName));
Assert.AreEqual(itemsPerLoop, tradeItems.Count);
loggerRef.Target.LogDebug("[{0}-{1}] Unpacking {2} trades...", loop, repeat, itemsPerLoop);
List <Trade> trades = new List <Trade>();
foreach (ICoreItem item in tradeItems)
{
trades.Add((Trade)item.Data);
}
loggerRef.Target.LogDebug("[{0}-{1}] Retrieved {2} trades.", loop, repeat, itemsPerLoop);
// delete the test trades
client.DeleteObjects <Trade>(deleteExpr);
GC.Collect();
}
// next loop
itemsPerLoop += incrementPerLoop;
} // for loop
}
}
}
}
public static void Main(string[] args)
{
using (Reference <ILogger> loggerRef = Reference <ILogger> .Create(new ConsoleLogger("CoreDump: ")))
{
loggerRef.Target.LogInfo("Running...");
const int exitCode = 0;
try
{
// set defaults
string coreAddr = null;
// process arguments
var filterProps = new NamedValueSet();
foreach (string arg in args)
{
bool argProcessed = true;
// switches - begin with /
if (arg.StartsWith("/"))
{
// arg is a switch
string[] argParts = arg.Split(':');
string argName = argParts[0].Substring(1);
string argValue = "";
for (int j = 1; j < argParts.Length; j++)
{
if (j > 1)
{
argValue += ':';
}
argValue += argParts[j];
}
switch (argName.ToLower())
{
case "p":
string[] propParts = argValue.Split('=');
filterProps.Set(new NamedValue(propParts[0], propParts[1]));
loggerRef.Target.LogInfo(" Property: {0}={1}", propParts[0], propParts[1]);
break;
case "s":
coreAddr = argValue;
loggerRef.Target.LogInfo(" Server : {0}", coreAddr);
break;
default:
argProcessed = false;
break;
}
}
if (!argProcessed)
{
loggerRef.Target.LogInfo(" Dumps trade metadata and FpML content");
loggerRef.Target.LogInfo(" usage:");
loggerRef.Target.LogInfo(" CoreDump [options]");
loggerRef.Target.LogInfo(" /s:address the server address to connect to eg. /s:sydwadqds01:8213");
loggerRef.Target.LogInfo(" /p:name=value adds a filter property value e.g. /p:CounterpartyId=13142");
loggerRef.Target.LogInfo(" Examples: /p:CounterpartyId=13142 /p:OriginatingPartyId=1636 /p:ProductType=CrossCurrencySwap");
loggerRef.Target.LogInfo(" returns:");
loggerRef.Target.LogInfo(" 0: success");
loggerRef.Target.LogInfo(" 2: failed - see output for details");
throw new ArgumentException("Unknown argument '" + arg + "'");
}
}
// connect and query
using (ICoreClient client = new CoreClientFactory(loggerRef)
.SetEnv(BuildConst.BuildEnv)
.SetServers(coreAddr)
.SetApplication(Assembly.GetExecutingAssembly())
.Create())
{
IExpression filterExpr = Expr.BoolAND(filterProps);
loggerRef.Target.LogInfo("Selecting trades where: {0}", filterExpr.DisplayString());
ICoreItem[] tradeItems = client.LoadItems <Trade>(filterExpr).ToArray();
// dump results
loggerRef.Target.LogInfo("Saving {0} trades...", tradeItems.Length);
for (int i = 0; i < tradeItems.Length; i++)
{
ICoreItem tradeItem = tradeItems[i];
// save item
string baseFilename = Path.GetFullPath($@".\{tradeItem.Name}.xxx");
string xmlFilename = Path.ChangeExtension(baseFilename, ".xml");
string nvsFilename = Path.ChangeExtension(xmlFilename, ".nvs");
using (var sr = new StreamWriter(xmlFilename))
{
sr.Write(tradeItem.Text);
}
using (var sr = new StreamWriter(nvsFilename))
{
sr.Write(tradeItem.AppProps.Serialise());
}
// done
tradeItems[i] = null; // allows early GC of decompressed/deserialised xml content
if (i % 1000 == 0)
{
loggerRef.Target.LogInfo("Saved {0} trades...", i);
GC.Collect();
}
}
loggerRef.Target.LogInfo("Saved {0} trades.", tradeItems.Length);
}
loggerRef.Target.LogInfo("Success");
Environment.ExitCode = exitCode;
}
catch (Exception e)
{
loggerRef.Target.Log(e);
for (int i = 0; i < args.Length; i++)
{
loggerRef.Target.LogDebug(" args[{0}]='{1}'", i, args[i]);
}
loggerRef.Target.LogInfo("FAILED");
Environment.ExitCode = 2;
}
}
}
public void TestSerialisingDerivedTypes()
{
// tests control of the serialisation type
// - type b (derived from a) is saved as b, loaded as b;
// - type b (derived from a) is saved as a, loaded as a (but is type b).
// (in this example a = PricingStructure, b = YieldCurve)
using (Reference <ILogger> loggerRef = Reference <ILogger> .Create(new TraceLogger(true)))
{
using (CoreServer server = new CoreServer(loggerRef, "UTT", NodeType.Router))
{
// start server
server.Start();
using (ICoreClient client = new CoreClientFactory(loggerRef).SetEnv("UTT").Create())
{
{
YieldCurve dataA = new YieldCurve
{
currency = new Currency {
Value = "USD"
},
algorithm = "FastCubicSpline"
};
// - save as derived type
client.SaveObject(dataA, "TestA", null, TimeSpan.MaxValue);
ICoreItem test1 = client.LoadItem <YieldCurve>("TestA");
Assert.IsNotNull(test1);
Assert.IsNotNull(test1.Text);
Assert.AreEqual(
"<?xml version=\"1.0\" encoding=\"utf-8\"?>\r\n<yieldCurve xmlns:xsi=\"http://www.w3.org/2001/XMLSchema-instance\" xmlns:xsd=\"http://www.w3.org/2001/XMLSchema\" xmlns=\"http://www.fpml.org/FpML-5/reporting\">\r\n <currency>USD</currency>\r\n <algorithm>FastCubicSpline</algorithm>\r\n</yieldCurve>",
test1.Text);
Assert.AreEqual(typeof(YieldCurve).FullName, test1.DataTypeName);
Assert.AreEqual(typeof(YieldCurve), test1.DataType);
Assert.IsNotNull(test1.Data);
Assert.AreEqual(typeof(YieldCurve), test1.Data.GetType());
// - save as base type
client.SaveObject <PricingStructure>(dataA, "TestA", null, TimeSpan.MaxValue);
ICoreItem test2 = client.LoadItem <PricingStructure>("TestA");
Assert.IsNotNull(test2);
Assert.IsNotNull(test2.Text);
Assert.AreEqual(
"<?xml version=\"1.0\" encoding=\"utf-8\"?>\r\n<PricingStructure xmlns:xsi=\"http://www.w3.org/2001/XMLSchema-instance\" xmlns:xsd=\"http://www.w3.org/2001/XMLSchema\" xmlns:q1=\"http://www.fpml.org/FpML-5/reporting\" xsi:type=\"q1:YieldCurve\">\r\n <q1:currency>USD</q1:currency>\r\n <q1:algorithm>FastCubicSpline</q1:algorithm>\r\n</PricingStructure>",
test2.Text);
Assert.AreEqual(typeof(PricingStructure).FullName, test2.DataTypeName);
Assert.AreEqual(typeof(PricingStructure), test2.DataType);
Assert.IsNotNull(test2.Data);
Assert.AreEqual(typeof(YieldCurve), test2.Data.GetType());
}
{
FxCurve dataB = new FxCurve()
{
quotedCurrencyPair = new QuotedCurrencyPair()
{
currency1 = new Currency()
{
Value = "USD"
},
currency2 = new Currency()
{
Value = "JPY"
},
quoteBasis = QuoteBasisEnum.Currency2PerCurrency1
}
};
// - save as derived type
client.SaveObject(dataB, "TestB", null, TimeSpan.MaxValue);
ICoreItem test1 = client.LoadItem <FxCurve>("TestB");
Assert.IsNotNull(test1);
Assert.IsNotNull(test1.Text);
Assert.AreEqual(
"<?xml version=\"1.0\" encoding=\"utf-8\"?>\r\n<fxCurve xmlns:xsi=\"http://www.w3.org/2001/XMLSchema-instance\" xmlns:xsd=\"http://www.w3.org/2001/XMLSchema\" xmlns=\"http://www.fpml.org/FpML-5/reporting\">\r\n <quotedCurrencyPair>\r\n <currency1>USD</currency1>\r\n <currency2>JPY</currency2>\r\n </quotedCurrencyPair>\r\n</fxCurve>",
test1.Text);
Assert.AreEqual(typeof(FxCurve).FullName, test1.DataTypeName);
Assert.AreEqual(typeof(FxCurve), test1.DataType);
Assert.IsNotNull(test1.Data);
Assert.AreEqual(typeof(FxCurve), test1.Data.GetType());
// - save as base type
client.SaveObject <PricingStructure>(dataB, "TestB", null, TimeSpan.MaxValue);
ICoreItem test2 = client.LoadItem <PricingStructure>("TestB");
Assert.IsNotNull(test2);
Assert.IsNotNull(test2.Text);
Assert.AreEqual(
"<?xml version=\"1.0\" encoding=\"utf-8\"?>\r\n<PricingStructure xmlns:xsi=\"http://www.w3.org/2001/XMLSchema-instance\" xmlns:xsd=\"http://www.w3.org/2001/XMLSchema\" xmlns:q1=\"http://www.fpml.org/FpML-5/reporting\" xsi:type=\"q1:FxCurve\">\r\n <q1:quotedCurrencyPair>\r\n <q1:currency1>USD</q1:currency1>\r\n <q1:currency2>JPY</q1:currency2>\r\n </q1:quotedCurrencyPair>\r\n</PricingStructure>",
test2.Text);
Assert.AreEqual(typeof(PricingStructure).FullName, test2.DataTypeName);
Assert.AreEqual(typeof(PricingStructure), test2.DataType);
Assert.IsNotNull(test2.Data);
Assert.AreEqual(typeof(FxCurve), test2.Data.GetType());
}
{
// load a collection of the base type and verify specific types
List <ICoreItem> items = client.LoadItems <PricingStructure>(Expr.ALL);
Assert.AreEqual(2, items.Count);
Dictionary <string, PricingStructure> index = new Dictionary <string, PricingStructure>();
foreach (ICoreItem item in items)
{
index[item.Name] = (PricingStructure)item.Data;
}
Assert.AreEqual(typeof(YieldCurve), index["TestA"].GetType());
Assert.AreEqual(typeof(FxCurve), index["TestB"].GetType());
}
}
// shutdown
server.Stop();
}
}
}