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MessageTests.cs
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using System;
using System.Collections.Generic;
using System.Linq;
using NUnit.Framework;
using QuickFix;
using QuickFix.Fields;
namespace UnitTests
{
[TestFixture]
public class MessageTests
{
private IMessageFactory _defaultMsgFactory = new DefaultMessageFactory();
[Test]
public void IdentifyTypeTest()
{
string msg1 = "\x01" + "35=A\x01";
Assert.That(Message.IdentifyType(msg1).Obj, Is.EqualTo(new MsgType("A").Obj));
string msg2 = "a;sldkfjadls;k\x01" + "35=A\x01" + "a;sldkfja;sdlfk";
Assert.That(Message.IdentifyType(msg2).Obj, Is.EqualTo(new MsgType("A").Obj));
string msg3 = "8=FIX4.2\x01" + "9=12\x01\x01" + "35=B\x01" + "10=031\x01";
Assert.That(Message.IdentifyType(msg3).Obj, Is.EqualTo(new MsgType("B").Obj));
// no 35
string err1 = String.Join(Message.SOH, new string[] { "8=FIX.4.4", "49=Sender", "" });
Assert.Throws<MessageParseError>(delegate { Message.IdentifyType(err1); });
// no SOH at end of 35
string err2 = String.Join(Message.SOH, new string[] { "8=FIX.4.4", "35=A" });
Assert.Throws<MessageParseError>(delegate { Message.IdentifyType(err1); });
}
[Test]
public void ExtractStringTest()
{
string str1 = "8=FIX.4.2\x01" + "9=46\x01" + "35=0\x01" + "34=3\x01" + "49=TW\x01";
int pos = 0;
StringField sf1 = Message.ExtractField(str1, ref pos);
Assert.That(pos, Is.EqualTo(10));
Assert.That(sf1.Tag, Is.EqualTo(8));
Assert.That(sf1.Obj, Is.EqualTo("FIX.4.2"));
StringField sf2 = Message.ExtractField(str1, ref pos);
Assert.That(pos, Is.EqualTo(15));
Assert.That(sf2.Tag, Is.EqualTo(9));
Assert.That(sf2.Obj, Is.EqualTo("46"));
}
[Test]
public void ExtractStringErrorsTest()
{
int pos = 0;
Assert.Throws(typeof(MessageParseError),
delegate { Message.ExtractField("=", ref pos); });
Assert.Throws(typeof(MessageParseError),
delegate { Message.ExtractField("35=A", ref pos); });
Assert.Throws(typeof(MessageParseError),
delegate { Message.ExtractField("\x01" + "35=A", ref pos); });
Assert.Throws(typeof(MessageParseError),
delegate { Message.ExtractField("35=\x01", ref pos); });
}
[Test]
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));
}
[Test]
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"));
}
[Test]
public void ToStringTest()
{
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"));
string raw = msg.ToString();
Assert.That(raw, Is.EqualTo(str1));
}
[Test]
public void ToStringFieldOrder()
{
Message msg = new Message();
msg.Header.SetField(new QuickFix.Fields.MsgType("A"));
msg.Header.SetField(new QuickFix.Fields.BeginString("FIX.4.2"));
msg.Header.SetField(new QuickFix.Fields.SenderCompID("SENDER"));
msg.Header.SetField(new QuickFix.Fields.TargetCompID("TARGET"));
msg.Header.SetField(new QuickFix.Fields.MsgSeqNum(42));
string expect = "8=FIX.4.2\x01" + "9=31\x01" + "35=A\x01" + "34=42\x01" + "49=SENDER\x01" + "56=TARGET\x01" + "10=200\x01";
Assert.That(msg.ToString(), Is.EqualTo(expect));
}
[Test]
public void IsHeaderFieldTest()
{
Assert.That(Message.IsHeaderField(Tags.BeginString), Is.EqualTo(true));
Assert.That(Message.IsHeaderField(Tags.TargetCompID), Is.EqualTo(true));
Assert.That(Message.IsHeaderField(Tags.Account), Is.EqualTo(false));
}
[Test]
public void IsTrailerFieldTest()
{
Assert.That(Message.IsTrailerField(Tags.CheckSum), Is.EqualTo(true));
Assert.That(Message.IsTrailerField(Tags.Price), Is.EqualTo(false));
}
[Test]
public void EnumeratorTest()
{
Message msg = new Message("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");
int numHeaderFields = 0;
foreach (KeyValuePair<int, QuickFix.Fields.IField> kvp in msg.Header)
++numHeaderFields;
Assert.AreEqual(7, numHeaderFields);
int numTrailerFields = 0;
foreach (KeyValuePair<int, QuickFix.Fields.IField> kvp in msg.Trailer)
++numTrailerFields;
Assert.AreEqual(1, numTrailerFields);
int numBodyFields = 0;
foreach (KeyValuePair<int, QuickFix.Fields.IField> kvp in msg)
++numBodyFields;
Assert.AreEqual(1, numBodyFields);
}
[Test]
public void RepeatedTagDetection()
{
Message msg = new Message("8=FIX.4.2\x01" + "9=72\x01" + "35=0\x01" + "34=3\x01" + "49=TW\x01" + "49=BOGUS\x01" + "52=20000426-12:05:06\x01" + "56=ISLD\x01" + "1=acct123\x01" + "1=bogus\x01" + "10=052\x01" + "10=000\x01");
Assert.AreEqual(1, msg.Header.RepeatedTags.Count);
Assert.AreEqual(49, msg.Header.RepeatedTags[0].Tag);
Assert.AreEqual(1, msg.Trailer.RepeatedTags.Count);
Assert.AreEqual(10, msg.Trailer.RepeatedTags[0].Tag);
Assert.AreEqual(1, msg.RepeatedTags.Count);
Assert.AreEqual(1, msg.RepeatedTags[0].Tag);
}
[Test]
public void AddGroupGetGroupTest()
{
var nos = new QuickFix.FIX42.NewOrderSingle();
var noTradingSessions = new QuickFix.FIX42.NewOrderSingle.NoTradingSessionsGroup();
noTradingSessions.SetField(new StringField(336, "OHHAI"));
nos.AddGroup(noTradingSessions);
var noTradingSessionsRE = nos.GetGroup(1, Tags.NoTradingSessions);
Assert.That(noTradingSessionsRE.GetString(336), Is.EqualTo("OHHAI"));
var nos2 = new QuickFix.FIX42.NewOrderSingle();
var grp = new Group(200, 300);
grp.SetField(new StringField(300, "Dude"));
nos2.AddGroup(grp);
Assert.That(nos2.GetGroup(1, 200).GetString(300), Is.EqualTo("Dude"));
}
[Test]
public void RepeatingGroupParseGroupTest()
{
String data = "8=FIX.4.4\x01" + "9=309\x01" + "35=8\x01" + "49=ASX\x01" + "56=CL1_FIX44\x01" + "34=4\x01" + "52=20060324-01:05:58\x01" + ""
+ "17=X-B-WOW-1494E9A0:58BD3F9D-1109\x01" + "150=D\x01" + "39=0\x01" + "11=184271\x01" + "38=200\x01" + "198=1494E9A0:58BD3F9D\x01" + ""
+ "526=4324\x01" + "37=B-WOW-1494E9A0:58BD3F9D\x01" + "55=WOW\x01" + "54=1\x01" + "151=200\x01" + "14=0\x01" + "40=2\x01" + "44=15\x01" + "59=1\x01" + "6=0\x01" + ""
+ "453=3\x01"
+ "448=AAA35791\x01" + "447=D\x01" + "452=3\x01" + "802=1\x01" + "523=OHAI123\x01"
+ "448=8\x01" + "447=D\x01" + "452=4\x01" + "448=FIX11\x01" + "447=D\x01" + "452=36\x01" + ""
+ "60=20060320-03:34:29\x01" + "10=169\x01" + "";
var msg = new QuickFix.FIX44.ExecutionReport();
var dd = new QuickFix.DataDictionary.DataDictionary();
dd.Load("../../../spec/fix/FIX44.xml");
msg.FromString(data, false, dd, dd, _defaultMsgFactory);
var grp = msg.GetGroup(1, Tags.NoPartyIDs);
Assert.That(grp.GetString(Tags.PartyID), Is.EqualTo("AAA35791"));
grp = msg.GetGroup(3, Tags.NoPartyIDs);
Assert.That(grp.GetString(Tags.PartyID), Is.EqualTo("FIX11"));
}
[Test]
public void NestedRepeatingGroupParseGroupTest()
{
String data = "8=FIX.4.4\x01" + "9=309\x01" + "35=8\x01" + "49=ASX\x01" + "56=CL1_FIX44\x01" + "34=4\x01" + "52=20060324-01:05:58\x01" + ""
+ "17=X-B-WOW-1494E9A0:58BD3F9D-1109\x01" + "150=D\x01" + "39=0\x01" + "11=184271\x01" + "38=200\x01" + "198=1494E9A0:58BD3F9D\x01" + ""
+ "526=4324\x01" + "37=B-WOW-1494E9A0:58BD3F9D\x01" + "55=WOW\x01" + "54=1\x01" + "151=200\x01" + "14=0\x01" + "40=2\x01" + "44=15\x01" + "59=1\x01" + "6=0\x01" + ""
+ "453=3\x01"
+ "448=AAA35791\x01" + "447=D\x01" + "452=3\x01" + "802=1\x01" + "523=OHAI123\x01"
+ "448=8\x01" + "447=D\x01" + "452=4\x01"
+ "448=FIX11\x01" + "447=D\x01" + "452=36\x01" + ""
+ "60=20060320-03:34:29\x01" + "10=169\x01" + "";
var msg = new QuickFix.FIX44.ExecutionReport();
var dd = new QuickFix.DataDictionary.DataDictionary();
dd.Load("../../../spec/fix/FIX44.xml");
msg.FromString(data, false, dd, dd, _defaultMsgFactory);
var subGrp = msg.GetGroup(1, Tags.NoPartyIDs).GetGroup(1, Tags.NoPartySubIDs);
Assert.That(subGrp.GetString(Tags.PartySubID), Is.EqualTo("OHAI123"));
}
[Test]
public void HeaderGroupParsingTest()
{
string data = "8=FIX.4.4\x01" + "9=40\x01" + "35=A\x01"
+ "627=2\x01" + "628=FOO\x01" + "628=BAR\x01"
+ "98=0\x01" + "384=2\x01" + "372=D\x01" + "385=R\x01" + "372=8\x01" + "385=S\x01" + "10=228\x01";
QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary();
dd.Load("../../../spec/fix/FIX44.xml");
var nos = new QuickFix.FIX44.Logon();
nos.FromString(data, false, dd, dd, _defaultMsgFactory);
Group hops = nos.Header.GetGroup(1, Tags.NoHops);
Assert.That(hops.GetString(Tags.HopCompID), Is.EqualTo("FOO"));
hops = nos.Header.GetGroup(2, Tags.NoHops);
Assert.That(hops.GetString(Tags.HopCompID), Is.EqualTo("BAR"));
}
[Test]
public void MsgType()
{
Assert.AreEqual("B", QuickFix.FIX42.News.MsgType);
}
[Test]
public void ExtractBeginString()
{
string m1 = "8=FIX4.2\x01" + "9999=99999\x01";
string m2 = "987=pants\x01xxxxxxxxxxxxxxxxxxxxxx";
Assert.AreEqual("FIX4.2", Message.ExtractBeginString(m1));
Assert.AreEqual("pants", Message.ExtractBeginString(m2));
}
[Test]
public void ExtractFieldTypes()
{
QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary();
dd.Load("../../../spec/fix/FIX42.xml");
QuickFix.FIX42.NewOrderSingle n = new QuickFix.FIX42.NewOrderSingle();
string s = "8=FIX.4.2\x01" + "9=137\x01" + "35=D\x01" + "34=3\x01" + "49=CLIENT1\x01"
+ "52=20110901-18:41:56.917\x01" + "56=EXECUTOR\x01" + "11=asdf\x01" + "21=1\x01"
+ "38=5.5\x01" + "40=1\x01" + "54=1\x01" + "55=ibm\x01" + "59=1\x01" + "60=20110901-13:41:31.804\x01"
+ "377=Y\x01" + "201=1\x01"
+ "10=63\x01";
n.FromString(s, true, dd, dd, _defaultMsgFactory);
// string values are good?
Assert.AreEqual("Y", n.SolicitedFlag.ToString()); //bool, 377
Assert.AreEqual("1", n.Side.ToString()); //char, 54
Assert.AreEqual("20110901-13:41:31.804", n.TransactTime.ToString()); //datetime, 60
Assert.AreEqual("5.5", n.OrderQty.ToString()); //decimal, 38
Assert.AreEqual("1", n.PutOrCall.ToString()); //int, 201
Assert.AreEqual("asdf", n.ClOrdID.ToString()); //string, 11
// type-converted values are good?
Assert.AreEqual(true, n.SolicitedFlag.getValue());
Assert.AreEqual('1', n.Side.getValue());
Assert.AreEqual(DateTime.Parse("2011-09-01 13:41:31.804"), n.TransactTime.getValue());
Assert.AreEqual(5.5m, n.OrderQty.getValue());
Assert.AreEqual(1, n.PutOrCall.getValue());
Assert.AreEqual("asdf", n.ClOrdID.getValue());
}
[Test]
public void RepeatingGroup()
{
QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary();
dd.Load("../../../spec/fix/FIX42.xml");
QuickFix.FIX42.News news = new QuickFix.FIX42.News(new QuickFix.Fields.Headline("Foo headline"));
QuickFix.FIX42.News.LinesOfTextGroup group1 = new QuickFix.FIX42.News.LinesOfTextGroup();
group1.Text = new QuickFix.Fields.Text("line1");
group1.EncodedTextLen = new QuickFix.Fields.EncodedTextLen(3);
group1.EncodedText = new QuickFix.Fields.EncodedText("aaa");
news.AddGroup(group1);
QuickFix.FIX42.News.LinesOfTextGroup group2 = new QuickFix.FIX42.News.LinesOfTextGroup();
group2.Text = new QuickFix.Fields.Text("line2");
group2.EncodedText = new QuickFix.Fields.EncodedText("bbb");
news.AddGroup(group2);
string raw = news.ToString();
string nul = "\x01";
StringAssert.Contains(
nul + "33=2" + nul + "58=line1" + nul + "354=3" + nul + "355=aaa" + nul + "58=line2" + nul + "355=bbb",
raw);
}
[Test]
public void RepeatingGroup_ReuseObject()
{
QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary();
dd.Load("../../../spec/fix/FIX42.xml");
QuickFix.FIX42.News news = new QuickFix.FIX42.News(new QuickFix.Fields.Headline("Foo headline"));
QuickFix.FIX42.News.LinesOfTextGroup group = new QuickFix.FIX42.News.LinesOfTextGroup();
group.Text = new QuickFix.Fields.Text("line1");
news.AddGroup(group);
group.Text = new QuickFix.Fields.Text("line2");
news.AddGroup(group);
string raw = news.ToString();
string nul = "\x01";
StringAssert.Contains(
nul + "33=2" + nul + "58=line1" + nul + "58=line2",
raw);
}
[Test]
public void FromString_DoNotCorrectCounter()
{
QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary("../../../spec/fix/FIX42.xml");
QuickFix.FIX42.NewOrderSingle n = new QuickFix.FIX42.NewOrderSingle();
string nul = "\x01";
string s = "8=FIX.4.2" + nul + "9=148" + nul + "35=D" + nul + "34=2" + nul + "49=TW" + nul + "52=20111011-15:06:23.103" + nul + "56=ISLD" + nul
+ "11=ID" + nul + "21=1" + nul + "40=1" + nul + "54=1" + nul + "38=200.00" + nul + "55=INTC" + nul
+ "386=3" + nul + "336=PRE-OPEN" + nul + "336=AFTER-HOURS" + nul
+ "60=20111011-15:06:23.103" + nul
+ "10=35" + nul;
n.FromString(s, true, dd, dd, _defaultMsgFactory);
Assert.AreEqual("386=3", n.NoTradingSessions.toStringField());
StringAssert.Contains("386=3", n.ToString()); //don't correct it to 2, you bastard
}
[Test]
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"));
}
[Test]
public void TestGetSetSessionID()
{
SessionID sessionID = new SessionID("FIX.4.2", "SENDER", "SENDERSUB", "SENDERLOC", "TARGET", "TARGETSUB", "TARGETLOC");
Message msg = new Message();
msg.SetSessionID(sessionID);
Assert.That(msg.Header.GetString(Tags.BeginString), Is.EqualTo("FIX.4.2"));
Assert.That(msg.Header.GetString(Tags.SenderCompID), Is.EqualTo("SENDER"));
Assert.That(msg.Header.GetString(Tags.SenderSubID), Is.EqualTo("SENDERSUB"));
Assert.That(msg.Header.GetString(Tags.SenderLocationID), Is.EqualTo("SENDERLOC"));
Assert.That(msg.Header.GetString(Tags.TargetCompID), Is.EqualTo("TARGET"));
Assert.That(msg.Header.GetString(Tags.TargetSubID), Is.EqualTo("TARGETSUB"));
Assert.That(msg.Header.GetString(Tags.TargetLocationID), Is.EqualTo("TARGETLOC"));
SessionID getSessionID = msg.GetSessionID(msg);
Assert.That(getSessionID.BeginString, Is.EqualTo("FIX.4.2"));
Assert.That(getSessionID.SenderCompID, Is.EqualTo("SENDER"));
Assert.That(getSessionID.SenderSubID, Is.EqualTo("SENDERSUB"));
Assert.That(getSessionID.SenderLocationID, Is.EqualTo("SENDERLOC"));
Assert.That(getSessionID.TargetCompID, Is.EqualTo("TARGET"));
Assert.That(getSessionID.TargetSubID, Is.EqualTo("TARGETSUB"));
Assert.That(getSessionID.TargetLocationID, Is.EqualTo("TARGETLOC"));
////
sessionID = new SessionID("FIX.4.2", "SENDER", "TARGET");
msg = new Message();
msg.SetSessionID(sessionID);
Assert.That(msg.Header.GetString(Tags.BeginString), Is.EqualTo("FIX.4.2"));
Assert.That(msg.Header.GetString(Tags.SenderCompID), Is.EqualTo("SENDER"));
Assert.That(msg.Header.IsSetField(Tags.SenderSubID), Is.False);
Assert.That(msg.Header.IsSetField(Tags.SenderLocationID), Is.False);
Assert.That(msg.Header.GetString(Tags.TargetCompID), Is.EqualTo("TARGET"));
Assert.That(msg.Header.IsSetField(Tags.TargetSubID), Is.False);
Assert.That(msg.Header.IsSetField(Tags.TargetLocationID), Is.False);
getSessionID = msg.GetSessionID(msg);
Assert.That(getSessionID.BeginString, Is.EqualTo("FIX.4.2"));
Assert.That(getSessionID.SenderCompID, Is.EqualTo("SENDER"));
Assert.That(getSessionID.SenderSubID, Is.EqualTo(""));
Assert.That(getSessionID.SenderLocationID, Is.EqualTo(""));
Assert.That(getSessionID.TargetCompID, Is.EqualTo("TARGET"));
Assert.That(getSessionID.TargetSubID, Is.EqualTo(""));
Assert.That(getSessionID.TargetLocationID, Is.EqualTo(""));
}
[Test]
public void GetMsgTypeTest()
{
string[] msgFields = { "8=FIX.4.4", "9=104", "35=W", "34=3", "49=sender", "52=20110909-09:09:09.999", "56=target",
"55=sym", "268=1", "269=0", "272=20111012", "273=22:15:30.444", "10=19" };
string msgStr = String.Join(Message.SOH, msgFields) + Message.SOH;
Assert.AreEqual("W", Message.GetMsgType(msgStr));
// invalid 35 value, let it ride
string[] msgFields2 = { "8=FIX.4.4", "9=68", "35=*", "34=3", "49=sender", "52=20110909-09:09:09.999", "56=target",
"55=sym", "268=0", "10=9" };
string msgStr2 = String.Join(Message.SOH, msgFields2) + Message.SOH;
Assert.AreEqual("*", Message.GetMsgType(msgStr2));
}
[Test]
public void RepeatingGroup_DelimiterFieldFirst()
{
QuickFix.FIX44.MarketDataRequest msg = new QuickFix.FIX44.MarketDataRequest();
msg.MDReqID = new MDReqID("fooMdReqID");
msg.SubscriptionRequestType = new SubscriptionRequestType('1');
msg.MarketDepth = new MarketDepth(0);
// this group is irrelevant to the test, but it's required in the message
QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup entryTypesGroup = new QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup();
entryTypesGroup.MDEntryType = new MDEntryType('0');
msg.AddGroup(entryTypesGroup);
entryTypesGroup.MDEntryType = new MDEntryType('1');
msg.AddGroup(entryTypesGroup);
QuickFix.FIX44.MarketDataRequest.NoRelatedSymGroup symGroup = new QuickFix.FIX44.MarketDataRequest.NoRelatedSymGroup();
symGroup.Symbol = new Symbol("FOO1");
symGroup.SecurityID = new SecurityID("secid1");
msg.AddGroup(symGroup);
symGroup.Symbol = new Symbol("FOO2");
symGroup.SecurityID = new SecurityID("secid2");
msg.AddGroup(symGroup);
string msgString = msg.ToString();
string expected = String.Join(Message.SOH, new string[] { "146=2", "55=FOO1", "48=secid1", "55=FOO2", "48=secid2" });
StringAssert.Contains(expected, msgString);
}
[Test]
public void RepeatingGroup_FieldOrder()
{
QuickFix.FIX44.MarketDataRequest msg = new QuickFix.FIX44.MarketDataRequest();
msg.MDReqID = new MDReqID("fooMdReqID");
msg.SubscriptionRequestType = new SubscriptionRequestType('1');
msg.MarketDepth = new MarketDepth(0);
// this group is irrelevant to the test, but it's required in the message
QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup entryTypesGroup = new QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup();
entryTypesGroup.MDEntryType = new MDEntryType('0');
msg.AddGroup(entryTypesGroup);
entryTypesGroup.MDEntryType = new MDEntryType('1');
msg.AddGroup(entryTypesGroup);
QuickFix.FIX44.MarketDataRequest.NoRelatedSymGroup symGroup = new QuickFix.FIX44.MarketDataRequest.NoRelatedSymGroup();
// spec order of fields is 55,65,48,22
symGroup.Symbol = new Symbol("FOO1");
symGroup.SymbolSfx = new SymbolSfx("sfx1");
symGroup.SecurityID = new SecurityID("secid1");
symGroup.SecurityIDSource = new SecurityIDSource("src1");
msg.AddGroup(symGroup);
symGroup.Symbol = new Symbol("FOO2");
symGroup.SymbolSfx = new SymbolSfx("sfx2");
symGroup.SecurityID = new SecurityID("secid2");
symGroup.SecurityIDSource = new SecurityIDSource("src2");
msg.AddGroup(symGroup);
string msgString = msg.ToString();
string expected = String.Join(Message.SOH, new string[] { "146=2",
"55=FOO1", "65=sfx1", "48=secid1", "22=src1",
"55=FOO2", "65=sfx2", "48=secid2", "22=src2",
});
StringAssert.Contains(expected, msgString);
}
[Test]
public void ToString_FIX50()
{
QuickFix.FIX50.News msg = new QuickFix.FIX50.News();
msg.Headline = new Headline("FOO");
StringAssert.StartsWith("8=FIXT.1.1" + Message.SOH, msg.ToString());
}
[Test]
public void RepeatingGroup_SubgroupCounterTagAppearsOnlyOnce()
{
// issue #11 bug, as reported by karabiberoglu's further-down post
QuickFix.FIX44.CollateralInquiry ci = new QuickFix.FIX44.CollateralInquiry();
ci.CollInquiryID = new QuickFix.Fields.CollInquiryID("CollateralInquiry");
// group
QuickFix.FIX44.CollateralInquiry.NoPartyIDsGroup noParty = new QuickFix.FIX44.CollateralInquiry.NoPartyIDsGroup();
noParty.PartyID = new QuickFix.Fields.PartyID("ABC");
noParty.PartyIDSource = new QuickFix.Fields.PartyIDSource(QuickFix.Fields.PartyIDSource.PROPRIETARY_CUSTOM_CODE);
noParty.PartyRole = new QuickFix.Fields.PartyRole(QuickFix.Fields.PartyRole.CLEARING_FIRM);
// group in group
QuickFix.FIX44.CollateralInquiry.NoPartyIDsGroup.NoPartySubIDsGroup noPartySub = new QuickFix.FIX44.CollateralInquiry.NoPartyIDsGroup.NoPartySubIDsGroup();
noPartySub.PartySubID = new QuickFix.Fields.PartySubID("subABC");
noPartySub.PartySubIDType = new QuickFix.Fields.PartySubIDType(QuickFix.Fields.PartySubIDType.FIRM);
noParty.AddGroup(noPartySub);
noPartySub.PartySubID = new QuickFix.Fields.PartySubID("subDEF");
noPartySub.PartySubIDType = new QuickFix.Fields.PartySubIDType(QuickFix.Fields.PartySubIDType.LOCATION);
noParty.AddGroup(noPartySub);
ci.AddGroup(noParty);
string msgString = ci.ToString();
string expected = String.Join(Message.SOH, new string[] {
"909=CollateralInquiry", // top-level fields (non-header)
"453=1", //NoPartyIDs
"448=ABC","447=D","452=4",
"802=2", //NoPartySubIDs
"523=subABC","803=1",
"523=subDEF","803=31",
"10="
});
//Console.WriteLine(ci.ToString());
StringAssert.Contains(expected, msgString);
}
[Test]
public void issue56_GetGroup_type1()
{
// boring message construction stuff
var dd = new QuickFix.DataDictionary.DataDictionary();
dd.Load("../../../spec/fix/FIX44.xml");
string[] msgFields = { "8=FIX.4.2", "9=87", "35=B", "34=3", "49=CLIENT1", "52=20111012-22:15:55.474", "56=EXECUTOR", "148=AAAAAAA", "33=2", "58=L1", "58=L2", "10=016" };
string msgStr = String.Join(Message.SOH, msgFields) + Message.SOH;
QuickFix.FIX42.News msg = new QuickFix.FIX42.News();
msg.FromString(msgStr, false, dd, dd, _defaultMsgFactory);
Assert.AreEqual(2, msg.GroupCount(Tags.LinesOfText)); // for sanity
// the test
var grp1 = msg.GetGroup(1, Tags.LinesOfText);
Assert.IsInstanceOf<QuickFix.FIX42.News.LinesOfTextGroup>(grp1);
Assert.AreEqual("L1", (grp1 as QuickFix.FIX42.News.LinesOfTextGroup).Text.Obj);
var grp2 = msg.GetGroup(2, Tags.LinesOfText);
Assert.IsInstanceOf<QuickFix.FIX42.News.LinesOfTextGroup>(grp2);
Assert.AreEqual("L2", (grp2 as QuickFix.FIX42.News.LinesOfTextGroup).Text.Obj);
}
[Test]
public void issue56_GetGroup_type2()
{
// boring message construction stuff
var dd = new QuickFix.DataDictionary.DataDictionary();
dd.Load("../../../spec/fix/FIX44.xml");
string[] msgFields = { "8=FIX.4.2", "9=87", "35=B", "34=3", "49=CLIENT1", "52=20111012-22:15:55.474", "56=EXECUTOR", "148=AAAAAAA", "33=2", "58=L1", "58=L2", "10=016" };
string msgStr = String.Join(Message.SOH, msgFields) + Message.SOH;
QuickFix.FIX42.News msg = new QuickFix.FIX42.News();
msg.FromString(msgStr, false, dd, dd, _defaultMsgFactory);
Assert.AreEqual(2, msg.GroupCount(Tags.LinesOfText)); // for sanity
// the test
QuickFix.FIX42.News.LinesOfTextGroup grp = new QuickFix.FIX42.News.LinesOfTextGroup(); // for return value
var rv1 = msg.GetGroup(1, grp);
Assert.AreSame(rv1, grp);
Assert.IsInstanceOf<QuickFix.FIX42.News.LinesOfTextGroup>(rv1);
Assert.AreEqual("L1", grp.Text.Obj);
var rv2 = msg.GetGroup(2, grp);
Assert.AreSame(rv2, grp);
Assert.IsInstanceOf<QuickFix.FIX42.News.LinesOfTextGroup>(rv2);
Assert.AreEqual("L2", grp.Text.Obj);
}
[Test]
public void MissingDelimiterField()
{
// issue 101
var dd = new QuickFix.DataDictionary.DataDictionary();
dd.Load("../../../spec/fix/FIX44.xml");
// message is missing 703
string[] msgFields = { "8=FIX.4.4", "9=230", "35=AP", "34=3", "49=XXXXX", "52=20120731-14:06:37.848", "56=FixKevindemo",
"1=20050500001", "55=EURUSD", "453=0", "581=1", "702=1", "704=0", "705=20000", "710=634792896000000000", "715=20120802",
"721=P-DEA30E1PHC0IW7V", "730=1.22608", "731=1", "734=1.22608", "753=1", "708=20000", "10=030"
};
string msgStr = String.Join(Message.SOH, msgFields) + Message.SOH;
QuickFix.FIX44.PositionReport msg = new QuickFix.FIX44.PositionReport();
QuickFix.GroupDelimiterTagException ex =
Assert.Throws<QuickFix.GroupDelimiterTagException>(delegate { msg.FromString(msgStr, true, dd, dd, _defaultMsgFactory); });
Assert.AreEqual(702, ex.Field);
Assert.AreEqual("Group 702's first entry does not start with delimiter 703", ex.Message);
}
[Test]
public void DateOnlyTimeOnlyConvertProblem()
{
// issue 135
var dd = new QuickFix.DataDictionary.DataDictionary();
dd.Load("../../../spec/fix/FIX44.xml");
string[] msgFields = { "8=FIX.4.4", "9=332", "35=W", "34=2", "49=MA", "52=20121024-12:21:42.170", "56=xxxx",
"22=4", "48=BE0932900518", "55=[N/A]", "262=1b145288-9c9a-4911-a084-7341c69d3e6b", "762=EURO_EUR", "268=2",
"269=0", "270=97.625", "15=EUR", "271=1246000", "272=20121024", "273=07:30:47", "276=I", "282=BEARGB21XXX", "299=15478575",
"269=1", "270=108.08", "15=EUR", "271=884000", "272=20121024", "273=07:30:47", "276=I", "282=BEARGB21XXX", "299=15467902", "10=77"
};
string msgStr = String.Join(Message.SOH, msgFields) + Message.SOH;
QuickFix.FIX44.MarketDataSnapshotFullRefresh msg = new QuickFix.FIX44.MarketDataSnapshotFullRefresh();
msg.FromString(msgStr, true, dd, dd, _defaultMsgFactory);
QuickFix.FIX44.MarketDataIncrementalRefresh.NoMDEntriesGroup gentry1 = (QuickFix.FIX44.MarketDataIncrementalRefresh.NoMDEntriesGroup)msg.GetGroup(1, new QuickFix.FIX44.MarketDataIncrementalRefresh.NoMDEntriesGroup());
Assert.AreEqual(new DateTime(2012, 10, 24), gentry1.MDEntryDate.getValue());
Assert.AreEqual(new DateTime(2012, 10, 24, 7, 30, 47).TimeOfDay, gentry1.MDEntryTime.getValue().TimeOfDay);
Assert.AreEqual(new DateTime(2012, 10, 24, 7, 30, 47), gentry1.MDEntryDate.getValue() + gentry1.MDEntryTime.getValue().TimeOfDay);
}
[Test]
public void SendDateOnlyTimeOnlyConvertProblem()
{
// issue 135
QuickFix.FIX44.MarketDataSnapshotFullRefresh msg = new QuickFix.FIX44.MarketDataSnapshotFullRefresh();
msg.MDReqID = new MDReqID("1b145288-9c9a-4911-a084-7341c69d3e6b");
msg.Symbol = new Symbol("[N/A]");
msg.SecurityIDSource = new SecurityIDSource(SecurityIDSource.ISIN_NUMBER);
msg.SecurityID = new SecurityID("BE0932900518");
msg.SecuritySubType = new SecuritySubType("EURO_EUR");
msg.NoMDEntries = new NoMDEntries(2);
QuickFix.FIX44.MarketDataIncrementalRefresh.NoMDEntriesGroup grp =
new QuickFix.FIX44.MarketDataIncrementalRefresh.NoMDEntriesGroup();
grp.MDEntryType = new MDEntryType(MDEntryType.BID);
grp.MDEntryPx = new MDEntryPx((decimal)97.625);
grp.Currency = new Currency("EUR");
grp.MDEntrySize = new MDEntrySize(1246000);
grp.MDEntryDate = new MDEntryDate(new DateTime(2012, 10, 24));
grp.MDEntryTime = new MDEntryTime(new DateTime(1, 1, 1, 7, 30, 47), false);
grp.QuoteCondition = new QuoteCondition(QuoteCondition.NON_FIRM);
grp.MDEntryOriginator = new MDEntryOriginator("BEARGB21XXX");
grp.QuoteEntryID = new QuoteEntryID("15478575");
msg.AddGroup(grp);
grp = new QuickFix.FIX44.MarketDataIncrementalRefresh.NoMDEntriesGroup();
grp.MDEntryType = new MDEntryType(MDEntryType.OFFER);
grp.MDEntryPx = new MDEntryPx((decimal)108.08);
grp.Currency = new Currency("EUR");
grp.MDEntrySize = new MDEntrySize(884000);
grp.MDEntryDate = new MDEntryDate(new DateTime(2012, 10, 24));
grp.MDEntryTime = new MDEntryTime(new DateTime(1, 1, 1, 7, 30, 47), false);
grp.QuoteCondition = new QuoteCondition(QuoteCondition.NON_FIRM);
grp.MDEntryOriginator = new MDEntryOriginator("BEARGB21XXX");
grp.QuoteEntryID = new QuoteEntryID("15467902");
msg.AddGroup(grp);
string msgString = msg.ToString();
string expected = String.Join(Message.SOH, new string[] { "35=W", "22=4", "48=BE0932900518", "55=[N/A]", "262=1b145288-9c9a-4911-a084-7341c69d3e6b", "762=EURO_EUR", "268=2",
"269=0", "270=97.625", "15=EUR", "271=1246000", "272=20121024", "273=07:30:47", "276=I", "282=BEARGB21XXX", "299=15478575",
"269=1", "270=108.08", "15=EUR", "271=884000", "272=20121024", "273=07:30:47", "276=I", "282=BEARGB21XXX", "299=15467902"
});
StringAssert.Contains(expected, msgString);
}
}
}