public void testPrefix()
{
QuickFix.SessionID someSessionID = new QuickFix.SessionID("FIX.4.4", "sender", "target");
QuickFix.SessionID someSessionIDWithQualifier = new QuickFix.SessionID("FIX.4.3", "sender", "target","foo");
Assert.AreEqual("FIX.4.4-sender-target", QuickFix.FileLog.Prefix(someSessionID));
Assert.AreEqual("FIX.4.3-sender-target-foo", QuickFix.FileLog.Prefix(someSessionIDWithQualifier));
}
public void testPrefixForSessionWithSubsAndLoc()
{
QuickFix.SessionID sessionIDWithSubsAndLocation = new QuickFix.SessionID("FIX.4.2", "SENDERCOMP", "SENDERSUB", "SENDERLOC", "TARGETCOMP", "TARGETSUB", "TARGETLOC");
Assert.That(QuickFix.FileStore.Prefix(sessionIDWithSubsAndLocation), Is.EqualTo("FIX.4.2-SENDERCOMP_SENDERSUB_SENDERLOC-TARGETCOMP_TARGETSUB_TARGETLOC"));
QuickFix.SessionID sessionIDWithSubsNoLocation = new QuickFix.SessionID("FIX.4.2", "SENDERCOMP", "SENDERSUB", "TARGETCOMP", "TARGETSUB");
Assert.That(QuickFix.FileStore.Prefix(sessionIDWithSubsNoLocation), Is.EqualTo("FIX.4.2-SENDERCOMP_SENDERSUB-TARGETCOMP_TARGETSUB"));
}
public void testThrowsIfNoConfig()
{
QuickFix.SessionID sessionID = new QuickFix.SessionID("FIX.4.2", "SENDERCOMP", "TARGETCOMP");
QuickFix.Dictionary config = new QuickFix.Dictionary();
config.SetString(QuickFix.SessionSettings.CONNECTION_TYPE, "initiator");
QuickFix.SessionSettings settings = new QuickFix.SessionSettings();
settings.Set(sessionID, config);
QuickFix.FileLogFactory factory = new QuickFix.FileLogFactory(settings);
Assert.Throws<QuickFix.ConfigError>(delegate { factory.Create(sessionID); });
}
public void testLogRotation()
{
string logDir = "log";
if (System.IO.Directory.Exists(logDir))
System.IO.Directory.Delete(logDir, true);
QuickFix.SessionID sessionID = new QuickFix.SessionID("FIX.4.2", "SENDERCOMP", "TARGETCOMP");
QuickFix.SessionSettings settings = new QuickFix.SessionSettings();
QuickFix.Dictionary config = new QuickFix.Dictionary();
config.SetString(QuickFix.SessionSettings.CONNECTION_TYPE, "initiator");
config.SetString(QuickFix.SessionSettings.FILE_LOG_PATH, logDir);
int NumLogsToRotate = 5;
config.SetString(QuickFix.SessionSettings.FILE_LOG_ROTATE_NUM_TO_KEEP, NumLogsToRotate.ToString());
config.SetString(QuickFix.SessionSettings.FILE_LOG_ROTATE_ON_NEW_SESSION, "Y");
settings.Set(sessionID, config);
string timeStampMinute = System.DateTime.UtcNow.ToString("MMddyyyy-HHmm");
for (int i = 0; i < NumLogsToRotate; i++)
{
QuickFix.FileLogFactory factory = new QuickFix.FileLogFactory(settings);
log = (QuickFix.FileLog)factory.Create(sessionID);
log.OnEvent("some event");
log.OnIncoming("some incoming");
log.OnOutgoing("some outgoing");
Assert.That(System.IO.File.Exists(logDir+"/FIX.4.2-SENDERCOMP-TARGETCOMP.event.current.log"));
Assert.That(System.IO.File.Exists(logDir+"/FIX.4.2-SENDERCOMP-TARGETCOMP.messages.current.log"));
log.Dispose();
}
Assert.That(System.IO.Directory.GetFiles(logDir,
String.Format("FIX.4.2-SENDERCOMP-TARGETCOMP.messages.current.log.{0}*",timeStampMinute),
System.IO.SearchOption.TopDirectoryOnly)
.Count().Equals(NumLogsToRotate-1));
Assert.That(System.IO.Directory.GetFiles(logDir,
String.Format("FIX.4.2-SENDERCOMP-TARGETCOMP.event.current.log.{0}*", timeStampMinute),
System.IO.SearchOption.TopDirectoryOnly)
.Count().Equals(NumLogsToRotate-1));
}
public void setup()
{
if (System.IO.Directory.Exists("store"))
System.IO.Directory.Delete("store", true);
sessionID = new QuickFix.SessionID("FIX.4.2", "SENDERCOMP", "TARGETCOMP");
QuickFix.Dictionary config = new QuickFix.Dictionary();
config.SetString(QuickFix.SessionSettings.CONNECTION_TYPE, "initiator");
config.SetString(QuickFix.SessionSettings.FILE_STORE_PATH, "store");
settings = new QuickFix.SessionSettings();
settings.Set(sessionID, config);
factory = new QuickFix.FileStoreFactory(settings);
store = (QuickFix.FileStore)factory.Create(sessionID);
}
public UnitTestContext()
{
QuickFix.Dictionary config = CreateConfig();
QuickFix.SessionID sessionID = new QuickFix.SessionID("FIX.4.2", "SENDER", "TARGET");
QuickFix.SessionSettings settings = new QuickFix.SessionSettings();
settings.Set(sessionID, config);
App = new QFApp(settings);
Initiator = new MockInitiator();
App.Initiator = Initiator;
Session = new SessionThatTracksOutbound(
App,
new QuickFix.MemoryStoreFactory(),
sessionID,
new QuickFix.DataDictionaryProvider(),
new QuickFix.SessionSchedule(config),
0,
new QuickFix.ScreenLogFactory(settings),
new QuickFix.DefaultMessageFactory(),
"blah");
Session.MaxLatency = 120;
}
public void testGeneratedFileName()
{
if (System.IO.Directory.Exists("log"))
System.IO.Directory.Delete("log", true);
QuickFix.SessionID sessionID = new QuickFix.SessionID("FIX.4.2", "SENDERCOMP", "TARGETCOMP");
QuickFix.SessionSettings settings = new QuickFix.SessionSettings();
QuickFix.Dictionary config = new QuickFix.Dictionary();
config.SetString(QuickFix.SessionSettings.CONNECTION_TYPE, "initiator");
config.SetString(QuickFix.SessionSettings.FILE_LOG_PATH, "log");
settings.Set(sessionID, config);
QuickFix.FileLogFactory factory = new QuickFix.FileLogFactory(settings);
log = (QuickFix.FileLog)factory.Create(sessionID);
log.OnEvent("some event");
log.OnIncoming("some incoming");
log.OnOutgoing("some outgoing");
Assert.That(System.IO.File.Exists("log/FIX.4.2-SENDERCOMP-TARGETCOMP.event.current.log"));
Assert.That(System.IO.File.Exists("log/FIX.4.2-SENDERCOMP-TARGETCOMP.messages.current.log"));
}
public virtual void onMessage(MarketDataSnapshotFullRefresh message, QuickFix.SessionID session)
{
throw new QuickFix.UnsupportedMessageType();
}
public virtual void onMessage(SettlementInstructionRequest message, QuickFix.SessionID session)
{
throw new QuickFix.UnsupportedMessageType();
}
public virtual void onMessage(AllocationReportAck message, QuickFix.SessionID session)
{
throw new QuickFix.UnsupportedMessageType();
}
public virtual void onMessage(TradeCaptureReportAck message, QuickFix.SessionID session)
{
throw new QuickFix.UnsupportedMessageType();
}
public virtual void onMessage(PositionMaintenanceReport message, QuickFix.SessionID session)
{
throw new QuickFix.UnsupportedMessageType();
}
public virtual void onMessage(QuoteStatusReport message, QuickFix.SessionID session)
{
throw new QuickFix.UnsupportedMessageType();
}
public virtual void onMessage(RegistrationInstructionsResponse message, QuickFix.SessionID session)
{
throw new QuickFix.UnsupportedMessageType();
}
public virtual void onMessage(ListStrikePrice message, QuickFix.SessionID session)
{
throw new QuickFix.UnsupportedMessageType();
}
public virtual void onMessage(BusinessMessageReject message, QuickFix.SessionID session)
{
}
public virtual void onMessage(TradingSessionStatus message, QuickFix.SessionID session)
{
throw new QuickFix.UnsupportedMessageType();
}
public virtual void onMessage(SecurityDefinitionRequest message, QuickFix.SessionID session)
{
throw new QuickFix.UnsupportedMessageType();
}
public virtual void onMessage(MassQuoteAcknowledgement message, QuickFix.SessionID session)
{
throw new QuickFix.UnsupportedMessageType();
}
public virtual void onMessage(MarketDataRequestReject message, QuickFix.SessionID session)
{
throw new QuickFix.UnsupportedMessageType();
}
public virtual void onMessage(OrderMassCancelReport message, QuickFix.SessionID session)
{
throw new QuickFix.UnsupportedMessageType();
}
public virtual void onMessage(QuoteResponse message, QuickFix.SessionID session)
{
throw new QuickFix.UnsupportedMessageType();
}
public virtual void onMessage(CrossOrderCancelRequest message, QuickFix.SessionID session)
{
throw new QuickFix.UnsupportedMessageType();
}
public virtual void onMessage(RequestForPositionsAck message, QuickFix.SessionID session)
{
throw new QuickFix.UnsupportedMessageType();
}
public virtual void onMessage(SecurityTypes message, QuickFix.SessionID session)
{
throw new QuickFix.UnsupportedMessageType();
}
public virtual void onMessage(Advertisement message, QuickFix.SessionID session)
{
throw new QuickFix.UnsupportedMessageType();
}
public new void onMessage(QuickFix.Message message, QuickFix.SessionID session)
{
throw new QuickFix.UnsupportedMessageType();
}
public virtual void onMessage(ConfirmationAck message, QuickFix.SessionID session)
{
throw new QuickFix.UnsupportedMessageType();
}
public virtual void onMessage(DerivativeSecurityList message, QuickFix.SessionID session)
{
throw new QuickFix.UnsupportedMessageType();
}
public virtual void onMessage(AssignmentReport message, QuickFix.SessionID session)
{
throw new QuickFix.UnsupportedMessageType();
}
public virtual void onMessage(NewOrderMultileg message, QuickFix.SessionID session)
{
throw new QuickFix.UnsupportedMessageType();
}
public void setup()
{
responder = new MockResponder();
sessionID = new QuickFix.SessionID("FIX.4.2", "SENDER", "TARGET");
application = new MockApplication();
settings = new QuickFix.SessionSettings();
QuickFix.Dictionary config = new QuickFix.Dictionary();
config.SetBool(QuickFix.SessionSettings.PERSIST_MESSAGES, false);
config.SetString(QuickFix.SessionSettings.CONNECTION_TYPE, "initiator");
config.SetString(QuickFix.SessionSettings.START_TIME, "00:00:00");
config.SetString(QuickFix.SessionSettings.END_TIME, "00:00:00");
settings.Set(sessionID, config);
session = new QuickFix.Session(application, 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;
// must be set for an initiator
int heartBeatInterval = 10;
session2 = new QuickFix.Session(application, new QuickFix.MemoryStoreFactory(), new QuickFix.SessionID("FIX.4.2", "OTHER_SENDER", "OTHER_TARGET"),
new QuickFix.DataDictionaryProvider(), new QuickFix.SessionSchedule(config), heartBeatInterval, new QuickFix.ScreenLogFactory(settings), new QuickFix.DefaultMessageFactory(), "blah");
session2.SetResponder(responder);
session2.CheckLatency = false;
seqNum = 1;
}
public void TestMillisecondsInOrigSendingTimeStamp()
{
// MS in timestamp should default to Y
Assert.That(session.MillisecondsInTimeStamp);
// Logon first
Logon();
// Do a resend request
SendResendRequest(0, 2);
AssertMsInTag(QuickFix.Fields.MsgType.SEQUENCERESET, QuickFix.Fields.Tags.OrigSendingTime, true);
// NO MS
session.MillisecondsInTimeStamp = false;
SendResendRequest(0, 2);
AssertMsInTag(QuickFix.Fields.MsgType.SEQUENCERESET, QuickFix.Fields.Tags.OrigSendingTime, false);
// Less than FIX42 - no ms in timestamp, even if you tell it to
sessionID = new QuickFix.SessionID(QuickFix.FixValues.BeginString.FIX40, "SENDER", "TARGET");
session.SessionID = sessionID;
session.MillisecondsInTimeStamp = true;
SendResendRequest40(0, 2);
AssertMsInTag(QuickFix.Fields.MsgType.SEQUENCERESET, QuickFix.Fields.Tags.OrigSendingTime, false);
}
public virtual void onMessage(DontKnowTrade message, QuickFix.SessionID session)
{
throw new QuickFix.UnsupportedMessageType();
}
public virtual void onMessage(Logon message, QuickFix.SessionID session)
{
}
public virtual void onMessage(MultilegOrderCancelReplace message, QuickFix.SessionID session)
{
throw new QuickFix.UnsupportedMessageType();
}
public virtual void onMessage(MarketDataIncrementalRefresh message, QuickFix.SessionID session)
{
throw new QuickFix.UnsupportedMessageType();
}
public void TestDoesSessionExist()
{
QuickFix.SessionID invalidSessionID = new QuickFix.SessionID("FIX.4.2", "NOT_SENDER", "NOT_TARGET");
QuickFix.SessionID validSessionID = new QuickFix.SessionID("FIX.4.2", "SENDER", "TARGET");
Assert.That(QuickFix.Session.DoesSessionExist(invalidSessionID), Is.EqualTo(false));
Assert.That(QuickFix.Session.DoesSessionExist(validSessionID), Is.EqualTo(true));
}
public virtual void onMessage(OrderMassStatusRequest message, QuickFix.SessionID session)
{
throw new QuickFix.UnsupportedMessageType();
}
public void TestMillisecondsInSendingTimeStamp()
{
// MS in timestamp should default to Y
Assert.That(session.MillisecondsInTimeStamp);
// Ms should show up
Logon();
AssertMsInTag(QuickFix.Fields.MsgType.LOGON, QuickFix.Fields.Tags.SendingTime, true);
// No ms
session.MillisecondsInTimeStamp = false;
Logon();
Assert.That(responder.msgLookup[QuickFix.Fields.MsgType.LOGON].Count == 2);
AssertMsInTag(QuickFix.Fields.MsgType.LOGON, QuickFix.Fields.Tags.SendingTime, false);
// Less than FIX42 - no ms in timestamp, even if you tell it to
sessionID = new QuickFix.SessionID(QuickFix.FixValues.BeginString.FIX40, "SENDER", "TARGET");
session.SessionID = sessionID;
session.MillisecondsInTimeStamp = true;
Logon40();
Assert.That(responder.msgLookup[QuickFix.Fields.MsgType.LOGON].Count == 3);
AssertMsInTag(QuickFix.Fields.MsgType.LOGON, QuickFix.Fields.Tags.SendingTime, false);
}
public virtual void onMessage(RFQRequest message, QuickFix.SessionID session)
{
throw new QuickFix.UnsupportedMessageType();
}
