Merge pull request connamara#291 from martinadams/rx_intercept

Add new Application Callback (non-breaking) for early intercept of inbou...

QuickFIXn/IApplicationExt.cs

@@ -0,0 +1,26 @@
+using System;
+
+namespace QuickFix
+{
+    /// <summary>
+    /// This is the optional extension interface for processing inbound messages,
+    /// and facilitates early interception of such messages. 'Early', in this context,
+    /// means after structure, length and checksum have been validated, but before any
+    /// further validation has been performed.
+    /// This interface will not normally be required, and it should be used only with caution:
+    /// it allows modfications to be made to irregular inbound messages that would otherwise
+    /// fail validation against the Fix dictionary, an provides an alternative to dictionary
+    /// customisation as a means of dealing with such messages.
+    /// </summary>
+    public interface IApplicationExt : IApplication
+    {
+        /// <summary>
+        /// This callback provides early notification of when an administrative or application  message is sent from a counterparty to your FIX engine.
+        /// This can be useful for doing pre-processing of an inbound message after its structure, checksum and length have been validated, but before
+        /// any further validation has been performed on it.
+        /// </summary>
+        /// <param name="message">received message</param>
+        /// <param name="sessionID">session on which message received</param>
+        void FromEarlyIntercept(Message message, SessionID sessionID);
+    }
+}

QuickFIXn/QuickFix.csproj

@@ -67,6 +67,7 @@
     <Compile Include="FileStoreFactory.cs" />
     <Compile Include="FixValues.cs" />
     <Compile Include="IApplication.cs" />
+    <Compile Include="IApplicationExt.cs" />
     <Compile Include="IInitiator.cs" />
     <Compile Include="ILog.cs" />
     <Compile Include="ILogFactory.cs" />
@@ -141,4 +142,4 @@
   <Target Name="AfterBuild">
   </Target>
   -->
-</Project>
+</Project>

QuickFIXn/Session.cs

@@ -22,6 +22,7 @@ public class Session : IDisposable
         private SessionSchedule schedule_;
         private SessionState state_;
         private IMessageFactory msgFactory_;
+        private bool appDoesEarlyIntercept_;
         private static readonly HashSet<string> AdminMsgTypes = new HashSet<string>() { "0", "A", "1", "2", "3", "4", "5" };
 
         #endregion
@@ -211,6 +212,7 @@ public Session(
             this.DataDictionaryProvider = new DataDictionaryProvider(dataDictProvider);
             this.schedule_ = sessionSchedule;
             this.msgFactory_ = msgFactory;
+            appDoesEarlyIntercept_ = app is IApplicationExt;
 
             this.SenderDefaultApplVerID = senderDefaultApplVerID;
 
@@ -545,6 +547,9 @@ public void Next(Message message)
                 return;
             }
 
+            if (appDoesEarlyIntercept_)
+                ((IApplicationExt)Application).FromEarlyIntercept(message, this.SessionID);
+
             if (IsNewSession)
                 state_.Reset("New session (detected in Next(Message))");
 

UnitTests/SessionTest.cs

@@ -112,8 +112,49 @@ public void OnLogout(QuickFix.SessionID sessionID)
         public void OnLogon(QuickFix.SessionID sessionID)
         {
         }
+        #endregion
+    }
+
+    class MockApplicationExt : QuickFix.IApplicationExt
+    {
+        public HashSet<string> InterceptedMessageTypes = new HashSet<string>();
+
+        #region Application Members
+
+        public void ToAdmin(QuickFix.Message message, QuickFix.SessionID sessionID)
+        {
+        }
+
+        public void FromAdmin(QuickFix.Message message, QuickFix.SessionID sessionID)
+        {
+        }
+
+        public void ToApp(QuickFix.Message message, QuickFix.SessionID sessionId)
+        {
+        }
+
+        public void FromApp(QuickFix.Message message, QuickFix.SessionID sessionID)
+        {
+        }
+
+        public void OnCreate(QuickFix.SessionID sessionID)
+        {
+        }
+
+        public void OnLogout(QuickFix.SessionID sessionID)
+        {
+        }
 
+        public void OnLogon(QuickFix.SessionID sessionID)
+        {
+        }
+
+        public void FromEarlyIntercept(QuickFix.Message message, QuickFix.SessionID sessionID)
+        {
+            InterceptedMessageTypes.Add(message.Header.GetString(QuickFix.Fields.Tags.MsgType));
+        }
         #endregion
+
     }
 
     [TestFixture]
@@ -126,6 +167,7 @@ public class SessionTest
         MockApplication application = null;
         QuickFix.Session session = null;
         QuickFix.Session session2 = null;
+        QuickFix.Dictionary config = null;
         int seqNum = 1;
         Regex msRegex = new Regex(@"\.[\d]{1,3}$");
 
@@ -137,7 +179,7 @@ public void setup()
             application = new MockApplication();
             settings = new QuickFix.SessionSettings();
 
-            QuickFix.Dictionary config = new 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");
@@ -719,5 +761,35 @@ public void TestToAppResendDoNotSend()
             SendResendRequest(1, 0);
             Assert.False(SENT_NOS());
         }
+
+
+        [Test]
+        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);
+
+            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));
+        }
     }
 }