quickfix_ruby 1.14.3
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- checksums.yaml +7 -0
- data/ext/quickfix/Acceptor.cpp +248 -0
- data/ext/quickfix/Acceptor.h +127 -0
- data/ext/quickfix/Allocator.h +9 -0
- data/ext/quickfix/Application.h +127 -0
- data/ext/quickfix/AtomicCount.h +109 -0
- data/ext/quickfix/DOMDocument.h +74 -0
- data/ext/quickfix/DataDictionary.cpp +618 -0
- data/ext/quickfix/DataDictionary.h +539 -0
- data/ext/quickfix/DataDictionaryProvider.cpp +71 -0
- data/ext/quickfix/DataDictionaryProvider.h +70 -0
- data/ext/quickfix/DatabaseConnectionID.h +105 -0
- data/ext/quickfix/DatabaseConnectionPool.h +91 -0
- data/ext/quickfix/Dictionary.cpp +162 -0
- data/ext/quickfix/Dictionary.h +94 -0
- data/ext/quickfix/Event.h +95 -0
- data/ext/quickfix/Exceptions.h +299 -0
- data/ext/quickfix/Field.h +672 -0
- data/ext/quickfix/FieldConvertors.h +863 -0
- data/ext/quickfix/FieldMap.cpp +238 -0
- data/ext/quickfix/FieldMap.h +244 -0
- data/ext/quickfix/FieldNumbers.h +46 -0
- data/ext/quickfix/FieldTypes.cpp +64 -0
- data/ext/quickfix/FieldTypes.h +698 -0
- data/ext/quickfix/Fields.h +31 -0
- data/ext/quickfix/FileLog.cpp +200 -0
- data/ext/quickfix/FileLog.h +112 -0
- data/ext/quickfix/FileStore.cpp +332 -0
- data/ext/quickfix/FileStore.h +129 -0
- data/ext/quickfix/FixFieldNumbers.h +1537 -0
- data/ext/quickfix/FixFields.h +1538 -0
- data/ext/quickfix/FixValues.h +3281 -0
- data/ext/quickfix/FlexLexer.h +188 -0
- data/ext/quickfix/Group.cpp +64 -0
- data/ext/quickfix/Group.h +73 -0
- data/ext/quickfix/HtmlBuilder.h +186 -0
- data/ext/quickfix/HttpConnection.cpp +739 -0
- data/ext/quickfix/HttpConnection.h +78 -0
- data/ext/quickfix/HttpMessage.cpp +149 -0
- data/ext/quickfix/HttpMessage.h +133 -0
- data/ext/quickfix/HttpParser.cpp +49 -0
- data/ext/quickfix/HttpParser.h +54 -0
- data/ext/quickfix/HttpServer.cpp +169 -0
- data/ext/quickfix/HttpServer.h +78 -0
- data/ext/quickfix/Initiator.cpp +289 -0
- data/ext/quickfix/Initiator.h +149 -0
- data/ext/quickfix/Log.cpp +77 -0
- data/ext/quickfix/Log.h +179 -0
- data/ext/quickfix/Message.cpp +580 -0
- data/ext/quickfix/Message.h +370 -0
- data/ext/quickfix/MessageCracker.h +188 -0
- data/ext/quickfix/MessageSorters.cpp +105 -0
- data/ext/quickfix/MessageSorters.h +156 -0
- data/ext/quickfix/MessageStore.cpp +146 -0
- data/ext/quickfix/MessageStore.h +174 -0
- data/ext/quickfix/Mutex.h +131 -0
- data/ext/quickfix/MySQLConnection.h +194 -0
- data/ext/quickfix/MySQLLog.cpp +275 -0
- data/ext/quickfix/MySQLLog.h +145 -0
- data/ext/quickfix/MySQLStore.cpp +331 -0
- data/ext/quickfix/MySQLStore.h +142 -0
- data/ext/quickfix/NullStore.cpp +54 -0
- data/ext/quickfix/NullStore.h +99 -0
- data/ext/quickfix/OdbcConnection.h +266 -0
- data/ext/quickfix/OdbcLog.cpp +252 -0
- data/ext/quickfix/OdbcLog.h +117 -0
- data/ext/quickfix/OdbcStore.cpp +338 -0
- data/ext/quickfix/OdbcStore.h +113 -0
- data/ext/quickfix/PUGIXML_DOMDocument.cpp +112 -0
- data/ext/quickfix/PUGIXML_DOMDocument.h +81 -0
- data/ext/quickfix/Parser.cpp +103 -0
- data/ext/quickfix/Parser.h +57 -0
- data/ext/quickfix/PostgreSQLConnection.h +176 -0
- data/ext/quickfix/PostgreSQLLog.cpp +276 -0
- data/ext/quickfix/PostgreSQLLog.h +144 -0
- data/ext/quickfix/PostgreSQLStore.cpp +334 -0
- data/ext/quickfix/PostgreSQLStore.h +141 -0
- data/ext/quickfix/Queue.h +75 -0
- data/ext/quickfix/QuickfixRuby.cpp +252066 -0
- data/ext/quickfix/QuickfixRuby.h +34 -0
- data/ext/quickfix/Responder.h +43 -0
- data/ext/quickfix/Session.cpp +1487 -0
- data/ext/quickfix/Session.h +335 -0
- data/ext/quickfix/SessionFactory.cpp +274 -0
- data/ext/quickfix/SessionFactory.h +86 -0
- data/ext/quickfix/SessionID.h +170 -0
- data/ext/quickfix/SessionSettings.cpp +189 -0
- data/ext/quickfix/SessionSettings.h +171 -0
- data/ext/quickfix/SessionState.h +231 -0
- data/ext/quickfix/Settings.cpp +100 -0
- data/ext/quickfix/Settings.h +53 -0
- data/ext/quickfix/SharedArray.h +150 -0
- data/ext/quickfix/SocketAcceptor.cpp +222 -0
- data/ext/quickfix/SocketAcceptor.h +75 -0
- data/ext/quickfix/SocketConnection.cpp +238 -0
- data/ext/quickfix/SocketConnection.h +103 -0
- data/ext/quickfix/SocketConnector.cpp +116 -0
- data/ext/quickfix/SocketConnector.h +67 -0
- data/ext/quickfix/SocketInitiator.cpp +260 -0
- data/ext/quickfix/SocketInitiator.h +81 -0
- data/ext/quickfix/SocketMonitor.cpp +335 -0
- data/ext/quickfix/SocketMonitor.h +111 -0
- data/ext/quickfix/SocketServer.cpp +177 -0
- data/ext/quickfix/SocketServer.h +100 -0
- data/ext/quickfix/ThreadedSocketAcceptor.cpp +258 -0
- data/ext/quickfix/ThreadedSocketAcceptor.h +98 -0
- data/ext/quickfix/ThreadedSocketConnection.cpp +209 -0
- data/ext/quickfix/ThreadedSocketConnection.h +82 -0
- data/ext/quickfix/ThreadedSocketInitiator.cpp +268 -0
- data/ext/quickfix/ThreadedSocketInitiator.h +84 -0
- data/ext/quickfix/TimeRange.cpp +173 -0
- data/ext/quickfix/TimeRange.h +258 -0
- data/ext/quickfix/Utility.cpp +537 -0
- data/ext/quickfix/Utility.h +219 -0
- data/ext/quickfix/Values.h +62 -0
- data/ext/quickfix/config.h +0 -0
- data/ext/quickfix/config_windows.h +0 -0
- data/ext/quickfix/extconf.rb +12 -0
- data/ext/quickfix/index.h +37 -0
- data/ext/quickfix/pugiconfig.hpp +72 -0
- data/ext/quickfix/pugixml.cpp +10765 -0
- data/ext/quickfix/pugixml.hpp +1341 -0
- data/ext/quickfix/strptime.h +7 -0
- data/lib/quickfix40.rb +274 -0
- data/lib/quickfix41.rb +351 -0
- data/lib/quickfix42.rb +1184 -0
- data/lib/quickfix43.rb +3504 -0
- data/lib/quickfix44.rb +10721 -0
- data/lib/quickfix50.rb +13426 -0
- data/lib/quickfix50sp1.rb +15629 -0
- data/lib/quickfix50sp2.rb +17068 -0
- data/lib/quickfix_fields.rb +19853 -0
- data/lib/quickfix_ruby.rb +82 -0
- data/lib/quickfixt11.rb +70 -0
- data/spec/FIX40.xml +862 -0
- data/spec/FIX41.xml +1285 -0
- data/spec/FIX42.xml +2746 -0
- data/spec/FIX43.xml +4229 -0
- data/spec/FIX44.xml +6596 -0
- data/spec/FIX50.xml +8137 -0
- data/spec/FIX50SP1.xml +9496 -0
- data/spec/FIX50SP2.xml +10011 -0
- data/spec/FIXT11.xml +313 -0
- data/test/test_DataDictionaryTestCase.rb +268 -0
- data/test/test_DictionaryTestCase.rb +112 -0
- data/test/test_FieldBaseTestCase.rb +24 -0
- data/test/test_MessageTestCase.rb +368 -0
- data/test/test_SessionSettingsTestCase.rb +41 -0
- metadata +193 -0
data/spec/FIXT11.xml
ADDED
@@ -0,0 +1,313 @@
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1
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+
<?xml version='1.0' encoding='UTF-8'?>
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2
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<fix type='FIXT' major='1' minor='1' servicepack='0'>
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3
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<header>
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4
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<field name='BeginString' required='Y'/>
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5
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+
<field name='BodyLength' required='Y'/>
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6
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+
<field name='MsgType' required='Y'/>
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7
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+
<field name='SenderCompID' required='Y'/>
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8
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+
<field name='TargetCompID' required='Y'/>
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9
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+
<field name='OnBehalfOfCompID' required='N'/>
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10
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+
<field name='DeliverToCompID' required='N'/>
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11
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+
<field name='SecureDataLen' required='N'/>
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12
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+
<field name='SecureData' required='N'/>
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13
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+
<field name='MsgSeqNum' required='Y'/>
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14
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+
<field name='SenderSubID' required='N'/>
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15
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+
<field name='SenderLocationID' required='N'/>
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16
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+
<field name='TargetSubID' required='N'/>
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17
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+
<field name='TargetLocationID' required='N'/>
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18
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+
<field name='OnBehalfOfSubID' required='N'/>
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19
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+
<field name='OnBehalfOfLocationID' required='N'/>
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20
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+
<field name='DeliverToSubID' required='N'/>
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21
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+
<field name='DeliverToLocationID' required='N'/>
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22
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+
<field name='PossDupFlag' required='N'/>
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23
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+
<field name='PossResend' required='N'/>
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24
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+
<field name='SendingTime' required='Y'/>
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25
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+
<field name='OrigSendingTime' required='N'/>
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26
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+
<field name='XmlDataLen' required='N'/>
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27
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+
<field name='XmlData' required='N'/>
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28
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+
<field name='MessageEncoding' required='N'/>
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29
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+
<field name='LastMsgSeqNumProcessed' required='N'/>
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30
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+
<component name='HopGrp' required='N'/>
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31
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+
<field name='ApplVerID' required='N'/>
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32
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+
<field name='CstmApplVerID' required='N'/>
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33
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+
</header>
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34
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+
<trailer>
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35
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+
<field name='SignatureLength' required='N'/>
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36
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<field name='Signature' required='N'/>
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37
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+
<field name='CheckSum' required='Y'/>
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38
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</trailer>
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39
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+
<messages>
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40
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+
<message msgcat='admin' msgtype='0' name='Heartbeat'>
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41
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<field name='TestReqID' required='N'/>
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42
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</message>
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43
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+
<message msgcat='admin' msgtype='1' name='TestRequest'>
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44
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<field name='TestReqID' required='Y'/>
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45
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</message>
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46
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<message msgcat='admin' msgtype='2' name='ResendRequest'>
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47
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<field name='BeginSeqNo' required='Y'/>
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48
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+
<field name='EndSeqNo' required='Y'/>
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49
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</message>
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50
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+
<message msgcat='admin' msgtype='3' name='Reject'>
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51
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<field name='RefSeqNum' required='Y'/>
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52
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<field name='RefTagID' required='N'/>
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53
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+
<field name='RefMsgType' required='N'/>
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54
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+
<field name='SessionRejectReason' required='N'/>
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55
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+
<field name='Text' required='N'/>
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56
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+
<field name='EncodedTextLen' required='N'/>
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57
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+
<field name='EncodedText' required='N'/>
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58
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+
</message>
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59
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+
<message msgcat='admin' msgtype='4' name='SequenceReset'>
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60
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+
<field name='GapFillFlag' required='N'/>
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61
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+
<field name='NewSeqNo' required='Y'/>
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62
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</message>
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63
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+
<message msgcat='admin' msgtype='5' name='Logout'>
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64
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<field name='Text' required='N'/>
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65
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+
<field name='EncodedTextLen' required='N'/>
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66
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+
<field name='EncodedText' required='N'/>
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67
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</message>
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68
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+
<message msgcat='admin' msgtype='A' name='Logon'>
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69
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<field name='EncryptMethod' required='Y'/>
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70
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+
<field name='HeartBtInt' required='Y'/>
|
71
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+
<field name='RawDataLength' required='N'/>
|
72
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+
<field name='RawData' required='N'/>
|
73
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+
<field name='ResetSeqNumFlag' required='N'/>
|
74
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+
<field name='NextExpectedMsgSeqNum' required='N'/>
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75
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+
<field name='MaxMessageSize' required='N'/>
|
76
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+
<field name='TestMessageIndicator' required='N'/>
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77
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+
<field name='Username' required='N'/>
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78
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<field name='Password' required='N'/>
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79
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+
<field name='DefaultApplVerID' required='Y'/>
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80
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+
<component name='MsgTypeGrp' required='N'/>
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81
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</message>
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82
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</messages>
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83
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<components>
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84
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<component name='HopGrp'>
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85
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<group name='NoHops' required='N'>
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86
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<field name='HopCompID' required='N'/>
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87
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+
<field name='HopSendingTime' required='N'/>
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88
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<field name='HopRefID' required='N'/>
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89
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</group>
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90
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</component>
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91
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<component name='MsgTypeGrp'>
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92
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<group name='NoMsgTypes' required='N'>
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93
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<field name='RefMsgType' required='N'/>
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94
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<field name='MsgDirection' required='N'/>
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95
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+
<field name='RefApplVerID' required='N'/>
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96
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<field name='RefCstmApplVerID' required='N'/>
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97
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</group>
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98
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</component>
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99
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</components>
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100
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<fields>
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<field name='BeginSeqNo' number='7' type='SEQNUM'/>
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102
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<field name='BeginString' number='8' type='STRING'/>
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103
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+
<field name='BodyLength' number='9' type='LENGTH'/>
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104
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<field name='CheckSum' number='10' type='STRING'/>
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105
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+
<field name='EndSeqNo' number='16' type='SEQNUM'/>
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106
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+
<field name='MsgSeqNum' number='34' type='SEQNUM'/>
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107
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<field number='35' name='MsgType' type='STRING'>
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108
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<value enum='0' description='HEARTBEAT'/>
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109
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<value enum='1' description='TEST_REQUEST'/>
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110
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<value enum='2' description='RESEND_REQUEST'/>
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111
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<value enum='3' description='REJECT'/>
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112
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<value enum='4' description='SEQUENCE_RESET'/>
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113
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<value enum='5' description='LOGOUT'/>
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114
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<value enum='6' description='INDICATION_OF_INTEREST'/>
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115
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<value enum='7' description='ADVERTISEMENT'/>
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116
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<value enum='8' description='EXECUTION_REPORT'/>
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117
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<value enum='9' description='ORDER_CANCEL_REJECT'/>
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118
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<value enum='A' description='LOGON'/>
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119
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<value enum='B' description='NEWS'/>
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120
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<value enum='C' description='EMAIL'/>
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121
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<value enum='D' description='ORDER_SINGLE'/>
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122
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<value enum='E' description='ORDER_LIST'/>
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123
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<value enum='F' description='ORDER_CANCEL_REQUEST'/>
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124
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<value enum='G' description='ORDER_CANCEL_REPLACE_REQUEST'/>
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125
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<value enum='H' description='ORDER_STATUS_REQUEST'/>
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126
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<value enum='J' description='ALLOCATION_INSTRUCTION'/>
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127
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<value enum='K' description='LIST_CANCEL_REQUEST'/>
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128
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<value enum='L' description='LIST_EXECUTE'/>
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129
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<value enum='M' description='LIST_STATUS_REQUEST'/>
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130
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<value enum='N' description='LIST_STATUS'/>
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131
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<value enum='P' description='ALLOCATION_INSTRUCTION_ACK'/>
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132
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<value enum='Q' description='DONT_KNOW_TRADE'/>
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133
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<value enum='R' description='QUOTE_REQUEST'/>
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134
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<value enum='S' description='QUOTE'/>
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135
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<value enum='T' description='SETTLEMENT_INSTRUCTIONS'/>
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136
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<value enum='V' description='MARKET_DATA_REQUEST'/>
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137
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<value enum='W' description='MARKET_DATA_SNAPSHOT_FULL_REFRESH'/>
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138
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<value enum='X' description='MARKET_DATA_INCREMENTAL_REFRESH'/>
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139
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<value enum='Y' description='MARKET_DATA_REQUEST_REJECT'/>
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140
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<value enum='Z' description='QUOTE_CANCEL'/>
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141
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<value enum='a' description='QUOTE_STATUS_REQUEST'/>
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142
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<value enum='b' description='MASS_QUOTE_ACKNOWLEDGEMENT'/>
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143
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<value enum='c' description='SECURITY_DEFINITION_REQUEST'/>
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144
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<value enum='d' description='SECURITY_DEFINITION'/>
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145
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<value enum='e' description='SECURITY_STATUS_REQUEST'/>
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146
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<value enum='f' description='SECURITY_STATUS'/>
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147
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<value enum='g' description='TRADING_SESSION_STATUS_REQUEST'/>
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148
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<value enum='h' description='TRADING_SESSION_STATUS'/>
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149
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<value enum='i' description='MASS_QUOTE'/>
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150
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<value enum='j' description='BUSINESS_MESSAGE_REJECT'/>
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151
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<value enum='k' description='BID_REQUEST'/>
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152
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<value enum='l' description='BID_RESPONSE'/>
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153
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<value enum='m' description='LIST_STRIKE_PRICE'/>
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154
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<value enum='n' description='XML_MESSAGE'/>
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155
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<value enum='o' description='REGISTRATION_INSTRUCTIONS'/>
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156
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<value enum='p' description='REGISTRATION_INSTRUCTIONS_RESPONSE'/>
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157
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<value enum='q' description='ORDER_MASS_CANCEL_REQUEST'/>
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158
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<value enum='r' description='ORDER_MASS_CANCEL_REPORT'/>
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159
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<value enum='s' description='NEW_ORDER_CROSS'/>
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160
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<value enum='t' description='CROSS_ORDER_CANCEL_REPLACE_REQUEST'/>
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161
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<value enum='u' description='CROSS_ORDER_CANCEL_REQUEST'/>
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162
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<value enum='v' description='SECURITY_TYPE_REQUEST'/>
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163
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<value enum='w' description='SECURITY_TYPES'/>
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164
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<value enum='x' description='SECURITY_LIST_REQUEST'/>
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165
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<value enum='y' description='SECURITY_LIST'/>
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166
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<value enum='z' description='DERIVATIVE_SECURITY_LIST_REQUEST'/>
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167
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<value enum='AA' description='DERIVATIVE_SECURITY_LIST'/>
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168
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<value enum='AB' description='NEW_ORDER_MULTILEG'/>
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169
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<value enum='AC' description='MULTILEG_ORDER_CANCEL_REPLACE'/>
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170
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<value enum='AD' description='TRADE_CAPTURE_REPORT_REQUEST'/>
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171
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<value enum='AE' description='TRADE_CAPTURE_REPORT'/>
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172
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<value enum='AF' description='ORDER_MASS_STATUS_REQUEST'/>
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173
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+
<value enum='AG' description='QUOTE_REQUEST_REJECT'/>
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174
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<value enum='AH' description='RFQ_REQUEST'/>
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175
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<value enum='AI' description='QUOTE_STATUS_REPORT'/>
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176
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<value enum='AJ' description='QUOTE_RESPONSE'/>
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177
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<value enum='AK' description='CONFIRMATION'/>
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178
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<value enum='AL' description='POSITION_MAINTENANCE_REQUEST'/>
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179
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<value enum='AM' description='POSITION_MAINTENANCE_REPORT'/>
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180
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<value enum='AN' description='REQUEST_FOR_POSITIONS'/>
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181
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<value enum='AO' description='REQUEST_FOR_POSITIONS_ACK'/>
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182
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<value enum='AP' description='POSITION_REPORT'/>
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183
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<value enum='AQ' description='TRADE_CAPTURE_REPORT_REQUEST_ACK'/>
|
184
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+
<value enum='AR' description='TRADE_CAPTURE_REPORT_ACK'/>
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185
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<value enum='AS' description='ALLOCATION_REPORT'/>
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186
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<value enum='AT' description='ALLOCATION_REPORT_ACK'/>
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187
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<value enum='AU' description='CONFIRMATION_ACK'/>
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188
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<value enum='AV' description='SETTLEMENT_INSTRUCTION_REQUEST'/>
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189
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<value enum='AW' description='ASSIGNMENT_REPORT'/>
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190
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<value enum='AX' description='COLLATERAL_REQUEST'/>
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191
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<value enum='AY' description='COLLATERAL_ASSIGNMENT'/>
|
192
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+
<value enum='AZ' description='COLLATERAL_RESPONSE'/>
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193
|
+
<value enum='BA' description='COLLATERAL_REPORT'/>
|
194
|
+
<value enum='BB' description='COLLATERAL_INQUIRY'/>
|
195
|
+
<value enum='BC' description='NETWORK_STATUS_REQUEST'/>
|
196
|
+
<value enum='BD' description='NETWORK_STATUS_RESPONSE'/>
|
197
|
+
<value enum='BE' description='USER_REQUEST'/>
|
198
|
+
<value enum='BF' description='USER_RESPONSE'/>
|
199
|
+
<value enum='BG' description='COLLATERAL_INQUIRY_ACK'/>
|
200
|
+
<value enum='BH' description='CONFIRMATION_REQUEST'/>
|
201
|
+
<value enum='BI' description='TRADING_SESSION_LIST_REQUEST'/>
|
202
|
+
<value enum='BJ' description='TRADING_SESSION_LIST'/>
|
203
|
+
<value enum='BK' description='SECURITY_LIST_UPDATE_REPORT'/>
|
204
|
+
<value enum='BL' description='ADJUSTED_POSITION_REPORT'/>
|
205
|
+
<value enum='BM' description='ALLOCATION_INSTRUCTION_ALERT'/>
|
206
|
+
<value enum='BN' description='EXECUTION_ACKNOWLEDGEMENT'/>
|
207
|
+
<value enum='BO' description='CONTRARY_INTENTION_REPORT'/>
|
208
|
+
<value enum='BP' description='SECURITY_DEFINITION_UPDATE_REPORT'/>
|
209
|
+
</field>
|
210
|
+
<field name='NewSeqNo' number='36' type='SEQNUM'/>
|
211
|
+
<field name='PossDupFlag' number='43' type='BOOLEAN'/>
|
212
|
+
<field name='RefSeqNum' number='45' type='SEQNUM'/>
|
213
|
+
<field name='SenderCompID' number='49' type='STRING'/>
|
214
|
+
<field name='SenderSubID' number='50' type='STRING'/>
|
215
|
+
<field name='SendingTime' number='52' type='UTCTIMESTAMP'/>
|
216
|
+
<field name='TargetCompID' number='56' type='STRING'/>
|
217
|
+
<field name='TargetSubID' number='57' type='STRING'/>
|
218
|
+
<field name='Text' number='58' type='STRING'/>
|
219
|
+
<field name='Signature' number='89' type='DATA'/>
|
220
|
+
<field name='SecureDataLen' number='90' type='LENGTH'/>
|
221
|
+
<field name='SecureData' number='91' type='DATA'/>
|
222
|
+
<field name='SignatureLength' number='93' type='LENGTH'/>
|
223
|
+
<field name='RawDataLength' number='95' type='LENGTH'/>
|
224
|
+
<field name='RawData' number='96' type='DATA'/>
|
225
|
+
<field name='PossResend' number='97' type='BOOLEAN'/>
|
226
|
+
<field name='EncryptMethod' number='98' type='INT'>
|
227
|
+
<value description='NONE_OTHER' enum='0'/>
|
228
|
+
<value description='PKCS' enum='1'/>
|
229
|
+
<value description='DES' enum='2'/>
|
230
|
+
<value description='PKCS_DES' enum='3'/>
|
231
|
+
<value description='PGP_DES' enum='4'/>
|
232
|
+
<value description='PGP_DES_MD5' enum='5'/>
|
233
|
+
<value description='PEM_DES_MD5' enum='6'/>
|
234
|
+
</field>
|
235
|
+
<field name='HeartBtInt' number='108' type='INT'/>
|
236
|
+
<field name='TestReqID' number='112' type='STRING'/>
|
237
|
+
<field name='OnBehalfOfCompID' number='115' type='STRING'/>
|
238
|
+
<field name='OnBehalfOfSubID' number='116' type='STRING'/>
|
239
|
+
<field name='OrigSendingTime' number='122' type='UTCTIMESTAMP'/>
|
240
|
+
<field name='GapFillFlag' number='123' type='BOOLEAN'/>
|
241
|
+
<field name='DeliverToCompID' number='128' type='STRING'/>
|
242
|
+
<field name='DeliverToSubID' number='129' type='STRING'/>
|
243
|
+
<field name='ResetSeqNumFlag' number='141' type='BOOLEAN'/>
|
244
|
+
<field name='SenderLocationID' number='142' type='STRING'/>
|
245
|
+
<field name='TargetLocationID' number='143' type='STRING'/>
|
246
|
+
<field name='OnBehalfOfLocationID' number='144' type='STRING'/>
|
247
|
+
<field name='DeliverToLocationID' number='145' type='STRING'/>
|
248
|
+
<field name='XmlDataLen' number='212' type='LENGTH'/>
|
249
|
+
<field name='XmlData' number='213' type='DATA'/>
|
250
|
+
<field number='347' name='MessageEncoding' type='STRING'>
|
251
|
+
<value enum='ISO-2022-JP' description='ISO_2022_JP'/>
|
252
|
+
<value enum='EUC-JP' description='EUC_JP'/>
|
253
|
+
<value enum='SHIFT_JIS' description='SHIFT_JIS'/>
|
254
|
+
<value enum='UTF-8' description='UTF_8'/>
|
255
|
+
</field>
|
256
|
+
<field name='EncodedTextLen' number='354' type='LENGTH'/>
|
257
|
+
<field name='EncodedText' number='355' type='DATA'/>
|
258
|
+
<field name='LastMsgSeqNumProcessed' number='369' type='SEQNUM'/>
|
259
|
+
<field name='RefTagID' number='371' type='INT'/>
|
260
|
+
<field name='RefMsgType' number='372' type='STRING'/>
|
261
|
+
<field name='SessionRejectReason' number='373' type='INT'>
|
262
|
+
<value description='INVALID_TAG_NUMBER' enum='0'/>
|
263
|
+
<value description='REQUIRED_TAG_MISSING' enum='1'/>
|
264
|
+
<value description='SENDINGTIME_ACCURACY_PROBLEM' enum='10'/>
|
265
|
+
<value description='INVALID_MSGTYPE' enum='11'/>
|
266
|
+
<value description='XML_VALIDATION_ERROR' enum='12'/>
|
267
|
+
<value description='TAG_APPEARS_MORE_THAN_ONCE' enum='13'/>
|
268
|
+
<value description='TAG_SPECIFIED_OUT_OF_REQUIRED_ORDER' enum='14'/>
|
269
|
+
<value description='REPEATING_GROUP_FIELDS_OUT_OF_ORDER' enum='15'/>
|
270
|
+
<value description='INCORRECT_NUMINGROUP_COUNT_FOR_REPEATING_GROUP' enum='16'/>
|
271
|
+
<value description='NON_DATA_VALUE_INCLUDES_FIELD_DELIMITER' enum='17'/>
|
272
|
+
<value description='TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE' enum='2'/>
|
273
|
+
<value description='UNDEFINED_TAG' enum='3'/>
|
274
|
+
<value description='TAG_SPECIFIED_WITHOUT_A_VALUE' enum='4'/>
|
275
|
+
<value description='VALUE_IS_INCORRECT' enum='5'/>
|
276
|
+
<value description='INCORRECT_DATA_FORMAT_FOR_VALUE' enum='6'/>
|
277
|
+
<value description='DECRYPTION_PROBLEM' enum='7'/>
|
278
|
+
<value description='SIGNATURE_PROBLEM' enum='8'/>
|
279
|
+
<value description='COMPID_PROBLEM' enum='9'/>
|
280
|
+
<value description='OTHER' enum='99'/>
|
281
|
+
</field>
|
282
|
+
<field name='MaxMessageSize' number='383' type='LENGTH'/>
|
283
|
+
<field name='NoMsgTypes' number='384' type='NUMINGROUP'/>
|
284
|
+
<field name='MsgDirection' number='385' type='CHAR'>
|
285
|
+
<value description='RECEIVE' enum='R'/>
|
286
|
+
<value description='SEND' enum='S'/>
|
287
|
+
</field>
|
288
|
+
<field name='TestMessageIndicator' number='464' type='BOOLEAN'/>
|
289
|
+
<field name='Username' number='553' type='STRING'/>
|
290
|
+
<field name='Password' number='554' type='STRING'/>
|
291
|
+
<field name='NoHops' number='627' type='NUMINGROUP'/>
|
292
|
+
<field name='HopCompID' number='628' type='STRING'/>
|
293
|
+
<field name='HopSendingTime' number='629' type='UTCTIMESTAMP'/>
|
294
|
+
<field name='HopRefID' number='630' type='SEQNUM'/>
|
295
|
+
<field name='NextExpectedMsgSeqNum' number='789' type='SEQNUM'/>
|
296
|
+
<field name='ApplVerID' number='1128' type='STRING'>
|
297
|
+
<value description='FIX27' enum='0'/>
|
298
|
+
<value description='FIX30' enum='1'/>
|
299
|
+
<value description='FIX40' enum='2'/>
|
300
|
+
<value description='FIX41' enum='3'/>
|
301
|
+
<value description='FIX42' enum='4'/>
|
302
|
+
<value description='FIX43' enum='5'/>
|
303
|
+
<value description='FIX44' enum='6'/>
|
304
|
+
<value description='FIX50' enum='7'/>
|
305
|
+
<value description='FIX50SP1' enum='8'/>
|
306
|
+
<value description='FIX50SP2' enum='9'/>
|
307
|
+
</field>
|
308
|
+
<field name='CstmApplVerID' number='1129' type='STRING'/>
|
309
|
+
<field name='RefApplVerID' number='1130' type='STRING'/>
|
310
|
+
<field name='RefCstmApplVerID' number='1131' type='STRING'/>
|
311
|
+
<field name='DefaultApplVerID' number='1137' type='STRING'/>
|
312
|
+
</fields>
|
313
|
+
</fix>
|
@@ -0,0 +1,268 @@
|
|
1
|
+
require 'quickfix_ruby'
|
2
|
+
require 'test/unit'
|
3
|
+
|
4
|
+
class TooHigh < Quickfix::StringField
|
5
|
+
def initialize(data = nil)
|
6
|
+
if( data == nil )
|
7
|
+
super(501)
|
8
|
+
else
|
9
|
+
super(501, data)
|
10
|
+
end
|
11
|
+
end
|
12
|
+
end
|
13
|
+
|
14
|
+
class DataDictionaryTestCase < Test::Unit::TestCase
|
15
|
+
|
16
|
+
def setup
|
17
|
+
@object = Quickfix::DataDictionary.new()
|
18
|
+
assert_not_nil( @object )
|
19
|
+
end
|
20
|
+
|
21
|
+
def test_addMsgType
|
22
|
+
assert( !@object.isMsgType("A") )
|
23
|
+
@object.addMsgType("A")
|
24
|
+
assert( @object.isMsgType("A") )
|
25
|
+
end
|
26
|
+
|
27
|
+
def test_addMsgField
|
28
|
+
assert( !@object.isMsgField( "A", 10 ) )
|
29
|
+
assert( !@object.isMsgField( "Z", 50 ) )
|
30
|
+
@object.addMsgField( "A", 10 )
|
31
|
+
@object.addMsgField( "Z", 50 )
|
32
|
+
assert( @object.isMsgField( "A", 10 ) )
|
33
|
+
assert( @object.isMsgField( "Z", 50 ) )
|
34
|
+
assert( !@object.isMsgField( "A", 50 ) )
|
35
|
+
assert( !@object.isMsgField( "Z", 10 ) )
|
36
|
+
end
|
37
|
+
|
38
|
+
def test_addHeaderField
|
39
|
+
assert( !@object.isHeaderField( 56 ) )
|
40
|
+
assert( !@object.isHeaderField( 49 ) )
|
41
|
+
@object.addHeaderField( 56, true )
|
42
|
+
@object.addHeaderField( 49, true )
|
43
|
+
assert( @object.isHeaderField( 56 ) )
|
44
|
+
assert( @object.isHeaderField( 49 ) )
|
45
|
+
end
|
46
|
+
|
47
|
+
def test_addTrailerField
|
48
|
+
assert( !@object.isTrailerField( 10 ) )
|
49
|
+
@object.addTrailerField( 10, true )
|
50
|
+
assert( @object.isTrailerField( 10 ) )
|
51
|
+
end
|
52
|
+
|
53
|
+
def test_addRequiredField
|
54
|
+
assert( !@object.isRequiredField( "A", 10 ) )
|
55
|
+
assert( !@object.isRequiredField( "Z", 50 ) )
|
56
|
+
@object.addRequiredField( "A", 10 )
|
57
|
+
@object.addRequiredField( "Z", 50 )
|
58
|
+
assert( @object.isRequiredField( "A", 10 ) )
|
59
|
+
assert( @object.isRequiredField( "Z", 50 ) )
|
60
|
+
assert( !@object.isRequiredField( "A", 50 ) )
|
61
|
+
assert( !@object.isRequiredField( "Z", 10 ) )
|
62
|
+
end
|
63
|
+
|
64
|
+
def test_addFieldValue
|
65
|
+
assert( !@object.isFieldValue( 12, "f" ) )
|
66
|
+
assert( !@object.isFieldValue( 12, "g" ) )
|
67
|
+
assert( !@object.isFieldValue( 15, "1" ) )
|
68
|
+
assert( !@object.isFieldValue( 18, "2" ) )
|
69
|
+
assert( !@object.isFieldValue( 167, "FUT" ) )
|
70
|
+
|
71
|
+
@object.addFieldValue( 12, "f" )
|
72
|
+
@object.addFieldValue( 12, "g" )
|
73
|
+
@object.addFieldValue( 15, "1" )
|
74
|
+
@object.addFieldValue( 18, "2" )
|
75
|
+
@object.addFieldValue( 167, "FUT" )
|
76
|
+
|
77
|
+
assert( @object.isFieldValue( 12, "f" ) )
|
78
|
+
assert( @object.isFieldValue( 12, "g" ) )
|
79
|
+
assert( @object.isFieldValue( 15, "1" ) )
|
80
|
+
assert( @object.isFieldValue( 18, "2" ) )
|
81
|
+
assert( @object.isFieldValue( 167, "FUT" ) )
|
82
|
+
end
|
83
|
+
|
84
|
+
def test_addGroup
|
85
|
+
@object.setVersion( "FIX.4.2" )
|
86
|
+
|
87
|
+
group1 = Quickfix::DataDictionary.new
|
88
|
+
group1.addMsgType( "1" )
|
89
|
+
group2 = Quickfix::DataDictionary.new
|
90
|
+
group2.addMsgType( "2" )
|
91
|
+
group3 = Quickfix::DataDictionary.new
|
92
|
+
group3.addMsgType( "3" )
|
93
|
+
|
94
|
+
@object.addGroup( "A", 100, 101, group1 )
|
95
|
+
@object.addGroup( "A", 200, 201, group2 )
|
96
|
+
@object.addGroup( "A", 300, 301, group3 )
|
97
|
+
|
98
|
+
result = @object.getGroup( "A", 100 )
|
99
|
+
assert_equal( 101, result[0] )
|
100
|
+
assert( result[1].isMsgType( "1" ) )
|
101
|
+
|
102
|
+
result = @object.getGroup( "A", 200 )
|
103
|
+
assert_equal( 201, result[0] )
|
104
|
+
assert( result[1].isMsgType( "2" ) )
|
105
|
+
|
106
|
+
result = @object.getGroup( "A", 300 )
|
107
|
+
assert_equal( 301, result[0] )
|
108
|
+
assert( result[1].isMsgType( "3" ) )
|
109
|
+
end
|
110
|
+
|
111
|
+
def test_addFieldName
|
112
|
+
@object.setVersion( "FIX.4.2" )
|
113
|
+
|
114
|
+
@object.addFieldName( 1, "Account" )
|
115
|
+
@object.addFieldName( 11, "ClOrdID" )
|
116
|
+
@object.addFieldName( 8, "BeginString" )
|
117
|
+
|
118
|
+
s = String.new
|
119
|
+
@object.getFieldName(1)
|
120
|
+
assert_equal( "Account", @object.getFieldName(1) )
|
121
|
+
assert_equal( 1, @object.getFieldTag("Account") )
|
122
|
+
assert_equal( "ClOrdID", @object.getFieldName(11) )
|
123
|
+
assert_equal( 11, @object.getFieldTag("ClOrdID") )
|
124
|
+
assert_equal( "BeginString", @object.getFieldName(8) )
|
125
|
+
assert_equal( 8, @object.getFieldTag("BeginString") )
|
126
|
+
end
|
127
|
+
|
128
|
+
def test_addValueName
|
129
|
+
@object.setVersion( "FIX.4.2" )
|
130
|
+
|
131
|
+
@object.addValueName( 12, "0", "VALUE_12_0" )
|
132
|
+
@object.addValueName( 12, "B", "VALUE_12_B" )
|
133
|
+
@object.addValueName( 23, "BOO", "VALUE_23_BOO" )
|
134
|
+
|
135
|
+
assert_equal( "VALUE_12_0", @object.getValueName(12, "0") )
|
136
|
+
assert_equal( "VALUE_12_B", @object.getValueName(12, "B") )
|
137
|
+
assert_equal( "VALUE_23_BOO", @object.getValueName(23, "BOO") )
|
138
|
+
end
|
139
|
+
|
140
|
+
def test_checkValidTagNumber
|
141
|
+
@object.setVersion( Quickfix::BeginString_FIX40() )
|
142
|
+
@object.addField( Quickfix::BeginString.field )
|
143
|
+
@object.addField( Quickfix::BodyLength.field )
|
144
|
+
@object.addField( Quickfix::MsgType.field )
|
145
|
+
@object.addField( Quickfix::CheckSum.field )
|
146
|
+
@object.addField( Quickfix::TestReqID.field )
|
147
|
+
@object.addMsgType( Quickfix::MsgType_TestRequest() )
|
148
|
+
@object.addMsgField( Quickfix::MsgType_TestRequest(), Quickfix::TestReqID.field )
|
149
|
+
|
150
|
+
testReqID = Quickfix::TestReqID.new( "1" )
|
151
|
+
message = Quickfix40::TestRequest.new()
|
152
|
+
message.setField( testReqID )
|
153
|
+
message.setField( TooHigh.new( "value" ) )
|
154
|
+
|
155
|
+
begin
|
156
|
+
@object.validate( message )
|
157
|
+
assert( false )
|
158
|
+
rescue Quickfix::Exception
|
159
|
+
end
|
160
|
+
|
161
|
+
@object.addField( 501 )
|
162
|
+
@object.addMsgField( Quickfix::MsgType_TestRequest(), 501 )
|
163
|
+
begin
|
164
|
+
@object.validate( message )
|
165
|
+
rescue Quickfix::Exception
|
166
|
+
assert( false )
|
167
|
+
end
|
168
|
+
|
169
|
+
message.setField( 5000, "value" )
|
170
|
+
begin
|
171
|
+
@object.validate( message )
|
172
|
+
assert( false )
|
173
|
+
rescue Quickfix::Exception
|
174
|
+
end
|
175
|
+
|
176
|
+
@object.checkUserDefinedFields( false )
|
177
|
+
begin
|
178
|
+
@object.validate( message )
|
179
|
+
rescue Quickfix::Exception
|
180
|
+
assert( false )
|
181
|
+
end
|
182
|
+
end
|
183
|
+
|
184
|
+
def test_checkHasValue
|
185
|
+
message = Quickfix40::TestRequest.new
|
186
|
+
message.setField( Quickfix::TestReqID.new )
|
187
|
+
|
188
|
+
begin
|
189
|
+
@object.validate( message )
|
190
|
+
assert( false )
|
191
|
+
rescue Quickfix::Exception
|
192
|
+
end
|
193
|
+
end
|
194
|
+
|
195
|
+
def test_checkIsInMessage
|
196
|
+
@object.setVersion( Quickfix::BeginString_FIX40() )
|
197
|
+
@object.addField( Quickfix::BeginString.field )
|
198
|
+
@object.addField( Quickfix::BodyLength.field )
|
199
|
+
@object.addField( Quickfix::MsgType.field )
|
200
|
+
@object.addField( Quickfix::CheckSum.field )
|
201
|
+
@object.addField( Quickfix::TestReqID.field )
|
202
|
+
@object.addField( Quickfix::Symbol.field )
|
203
|
+
@object.addMsgType( Quickfix::MsgType_TestRequest() )
|
204
|
+
@object.addMsgField( Quickfix::MsgType_TestRequest(), Quickfix::TestReqID.field )
|
205
|
+
|
206
|
+
testReqID = Quickfix::TestReqID.new( "1" )
|
207
|
+
|
208
|
+
message = Quickfix40::TestRequest.new
|
209
|
+
message.setField( testReqID )
|
210
|
+
begin
|
211
|
+
@object.validate( message )
|
212
|
+
rescue Quickfix::Exception
|
213
|
+
assert( false )
|
214
|
+
end
|
215
|
+
|
216
|
+
message.setField( Quickfix::Symbol.new("MSFT") )
|
217
|
+
begin
|
218
|
+
@object.validate( message )
|
219
|
+
assert( false )
|
220
|
+
rescue Quickfix::Exception
|
221
|
+
end
|
222
|
+
end
|
223
|
+
|
224
|
+
def test_checkHasRequired
|
225
|
+
@object.setVersion( Quickfix::BeginString_FIX40() )
|
226
|
+
@object.addField( Quickfix::BeginString.field )
|
227
|
+
@object.addField( Quickfix::BodyLength.field )
|
228
|
+
@object.addField( Quickfix::MsgType.field )
|
229
|
+
@object.addField( Quickfix::SenderCompID.field )
|
230
|
+
@object.addField( Quickfix::TargetCompID.field )
|
231
|
+
@object.addHeaderField( Quickfix::SenderCompID.field, true )
|
232
|
+
@object.addHeaderField( Quickfix::TargetCompID.field, false )
|
233
|
+
@object.addField( Quickfix::CheckSum.field )
|
234
|
+
@object.addField( Quickfix::TestReqID.field )
|
235
|
+
@object.addMsgType( Quickfix::MsgType_TestRequest() )
|
236
|
+
@object.addMsgField( Quickfix::MsgType_TestRequest(), Quickfix::TestReqID.field )
|
237
|
+
@object.addRequiredField( Quickfix::MsgType_TestRequest(), Quickfix::TestReqID.field )
|
238
|
+
|
239
|
+
message = Quickfix40::TestRequest.new
|
240
|
+
begin
|
241
|
+
@object.validate( message )
|
242
|
+
assert( false )
|
243
|
+
rescue Quickfix::Exception
|
244
|
+
end
|
245
|
+
|
246
|
+
message.getHeader().setField( Quickfix::SenderCompID.new("SENDER") )
|
247
|
+
begin
|
248
|
+
@object.validate( message )
|
249
|
+
assert( false )
|
250
|
+
rescue Quickfix::Exception
|
251
|
+
end
|
252
|
+
|
253
|
+
message.setField( Quickfix::TestReqID.new( "1" ) )
|
254
|
+
begin
|
255
|
+
@object.validate( message )
|
256
|
+
rescue Quickfix::Exception
|
257
|
+
assert( false )
|
258
|
+
end
|
259
|
+
|
260
|
+
message.getHeader().removeField( Quickfix::SenderCompID.field )
|
261
|
+
message.setField( Quickfix::SenderCompID.new("SENDER") )
|
262
|
+
begin
|
263
|
+
@object.validate( message )
|
264
|
+
assert( false )
|
265
|
+
rescue Quickfix::Exception
|
266
|
+
end
|
267
|
+
end
|
268
|
+
end
|