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
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require 'quickfix_ruby'
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require 'test/unit'
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class DictionaryTestCase < Test::Unit::TestCase
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def setup
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@object = Quickfix::Dictionary.new
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end
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def test_setGetString
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@object.setString( "STRINGKEY1", "STRINGVALUE1" )
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@object.setString( "STRINGKEY2", "stringvalue2" )
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assert_equal( "STRINGVALUE1", @object.getString("STRINGKEY1") )
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assert_equal( "stringvalue2", @object.getString("STRINGKEY2") )
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assert_equal( "STRINGVALUE2", @object.getString("STRINGKEY2", true) )
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begin
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@object.getString( "STRINGKEY3" )
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assert( false )
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rescue Quickfix::ConfigError
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end
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end
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def test_setGetInt
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@object.setInt( "LONGKEY1", 12 )
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@object.setInt( "LONGKEY2", 9827362 )
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@object.setString( "BADLONGKEY", "AB12" )
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assert_equal( 12, @object.getInt("LONGKEY1") )
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assert_equal( 9827362, @object.getInt("LONGKEY2") )
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begin
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@object.getInt( "LONGKEY3" )
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assert( false )
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rescue Quickfix::ConfigError
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end
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begin
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@object.getInt( "BADLONGKEY" )
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assert( false )
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rescue Quickfix::ConfigError
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end
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end
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def test_setGetDouble
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@object.setDouble( "DOUBLEKEY1", 12.3 )
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@object.setDouble( "DOUBLEKEY2", 9827362.9827362 )
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@object.setString( "BADDOUBLEKEY", "AB12.3" )
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assert_equal( 12.3, @object.getDouble("DOUBLEKEY1") )
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assert_equal( 9827362.9827362, @object.getDouble("DOUBLEKEY2") )
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begin
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@object.getDouble( "DOUBLEKEY3" )
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assert( false )
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rescue Quickfix::ConfigError
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end
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begin
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@object.getDouble( "BADDOUBLEKEY" )
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assert( false )
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rescue Quickfix::ConfigError
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end
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end
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def test_setGetDay
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@object.setString( "DAY1", "SU" );
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@object.setString( "DAY2", "MO" );
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@object.setString( "DAY3", "TU" );
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@object.setString( "DAY4", "WE" );
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@object.setString( "DAY5", "TH" );
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@object.setString( "DAY6", "FR" );
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@object.setString( "DAY7", "SA" );
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assert( @object.getDay( "DAY1" ) == 1 );
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assert( @object.getDay( "DAY2" ) == 2 );
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assert( @object.getDay( "DAY3" ) == 3 );
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assert( @object.getDay( "DAY4" ) == 4 );
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assert( @object.getDay( "DAY5" ) == 5 );
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assert( @object.getDay( "DAY6" ) == 6 );
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assert( @object.getDay( "DAY7" ) == 7 );
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@object.setDay( "NEXTDAY1", 1 );
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@object.setDay( "NEXTDAY2", 2 );
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@object.setDay( "NEXTDAY3", 3 );
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@object.setDay( "NEXTDAY4", 4 );
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@object.setDay( "NEXTDAY5", 5 );
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@object.setDay( "NEXTDAY6", 6 );
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@object.setDay( "NEXTDAY7", 7 );
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assert( @object.getDay( "NEXTDAY1" ) == 1 );
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assert( @object.getDay( "NEXTDAY2" ) == 2 );
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assert( @object.getDay( "NEXTDAY3" ) == 3 );
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assert( @object.getDay( "NEXTDAY4" ) == 4 );
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assert( @object.getDay( "NEXTDAY5" ) == 5 );
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assert( @object.getDay( "NEXTDAY6" ) == 6 );
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assert( @object.getDay( "NEXTDAY7" ) == 7 );
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end
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def test_merge
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@object.setString( "FIRSTKEY", "FIRSTVALUE" );
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@object.setString( "THIRDKEY", "FIRST" );
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second = Quickfix::Dictionary.new
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second.setString( "SECONDKEY", "SECONDVALUE" );
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second.setString( "THIRDKEY", "SECOND" );
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@object.merge( second );
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assert( @object.getString( "FIRSTKEY" ) == "FIRSTVALUE" );
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assert( @object.getString( "SECONDKEY" ) == "SECONDVALUE" );
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assert( @object.getString( "THIRDKEY" ) == "FIRST" );
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end
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end
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require 'quickfix_ruby'
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require 'test/unit'
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class FieldBaseTestCase < Test::Unit::TestCase
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def setup
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@object = Quickfix::FieldBase.new( 12, "VALUE" )
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end
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def test_set
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@object.setString("VALUE")
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assert(@object.getFixString() == "12=VALUE\001")
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assert(@object.getTotal() == 542)
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assert(@object.getLength() == 9)
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@object.setString("VALUF")
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assert(@object.getFixString() == "12=VALUF\001")
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assert(@object.getTotal() == 543)
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assert(@object.getLength() == 9)
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@object.setField(13)
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assert(@object.getFixString() == "13=VALUF\001")
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assert(@object.getTotal() == 544)
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assert(@object.getLength() == 9)
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end
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end
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require 'quickfix_ruby'
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require 'test/unit'
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class MessageTestCase < Test::Unit::TestCase
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def setup
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@object = Quickfix::Message.new()
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end
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def test_isAdmin
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assert( !@object.isAdmin() )
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@object.getHeader().setField( Quickfix::MsgType.new("A") )
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assert( @object.isAdmin() )
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@object.getHeader().setField( Quickfix::MsgType.new("D") )
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assert( !@object.isAdmin() )
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end
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def test_isApp
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assert( !@object.isApp() )
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@object.getHeader().setField( Quickfix::MsgType.new("A") )
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assert( !@object.isApp() )
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@object.getHeader().setField( Quickfix::MsgType.new("D") )
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assert( @object.isApp() )
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end
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def test_isEmpty
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message = Quickfix::Message.new
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assert( message.isEmpty() )
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message.getHeader().setField( Quickfix::BeginString.new("FIX.4.2") )
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assert( !message.isEmpty() )
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message.clear()
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assert( message.isEmpty() )
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message.setField( Quickfix::Symbol.new("MSFT") )
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assert( !message.isEmpty() )
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message.clear()
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assert( message.isEmpty() )
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message.getTrailer().setField( Quickfix::CheckSum.new(10) )
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assert( !message.isEmpty() )
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message.clear()
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assert( message.isEmpty() )
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end
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def test_setString
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strGood = "8=FIX.4.2\0019=45\00135=0\00134=3\00149=TW\00152=20000426-12:05:06\00156=ISLD\00110=218\001"
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strNull = "8=FIX.4.2\0019=46\00135=0\00134=3\00149=TW\00152=20000426-12:05:06\00156=ISLD\000\00110=219\001"
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strTrailingCharacter = "8=FIX.4.2\0019=45\00135=0\00134=3\00149=TW\00152=20000426-12:05:06\00156=ISLD\00110=218\001 "
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strNoChk = "8=FIX.4.2\0019=45\00135=0\00134=3\00149=TW\00152=20000426-12:05:06\00156=ISLD\001"
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strBadChk = "8=FIX.4.2\0019=45\00135=0\00134=3\00149=TW\00152=20000426-12:05:06\00156=ISLD\00110=000\001"
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strBad = "8=FIX.4.2\0019=45\00135=0\00134=3\00149garbled=TW\00152=20000426-12:05:06\00156=ISLD\00110=000\001"
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strBadHeaderOrder = "8=FIX.4.2\00135=0\0019=45\00134=3\00149=TW\00152=20000426-12:05:06\00156=ISLD\00110=218\001"
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strBodyFields = "8=FIX.4.2\0019=60\00135=D\00111=ORDERID\00121=3\00140=2\00154=1\00155=MSFT\00160=19000101-00:00:00\00110=226\001"
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strNoLengthAndChk = "8=FIX.4.2\00135=0\00134=3\00149=TW\00152=20000426-12:05:06\00156=ISLD\001";
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strJunk = "paste your FIX message here, then hit ENTER"
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strEmpty = ""
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begin
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@object.setString( strGood )
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@object.setString( strNull )
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@object.setString( strNoLengthAndChk, false )
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rescue Quickfix::InvalidMessage
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assert( false )
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end
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begin
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@object.setString( strTrailingCharacter )
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assert(false)
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rescue Quickfix::InvalidMessage
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end
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begin
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@object.setString( strNoChk )
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assert(false)
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rescue Quickfix::InvalidMessage
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end
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begin
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@object.setString( strBadChk )
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assert(false)
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rescue Quickfix::InvalidMessage
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end
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begin
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@object.setString( strBad )
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assert(false)
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rescue Quickfix::InvalidMessage
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end
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begin
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@object.setString( strBadHeaderOrder )
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assert(false)
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rescue Quickfix::InvalidMessage
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end
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begin
|
95
|
+
@object.setString( strNoLengthAndChk )
|
96
|
+
assert(false)
|
97
|
+
rescue Quickfix::InvalidMessage
|
98
|
+
end
|
99
|
+
|
100
|
+
begin
|
101
|
+
@object.setString( strJunk )
|
102
|
+
assert(false)
|
103
|
+
rescue Quickfix::InvalidMessage
|
104
|
+
end
|
105
|
+
|
106
|
+
begin
|
107
|
+
@object.setString( strEmpty )
|
108
|
+
assert(false)
|
109
|
+
rescue Quickfix::InvalidMessage
|
110
|
+
end
|
111
|
+
|
112
|
+
dataDictionary = Quickfix::DataDictionary.new
|
113
|
+
dataDictionary.addHeaderField( 11, false )
|
114
|
+
dataDictionary.addTrailerField( 60, false )
|
115
|
+
|
116
|
+
clOrdID = Quickfix::ClOrdID.new
|
117
|
+
transactTime = Quickfix::TransactTime.new
|
118
|
+
symbol = Quickfix::Symbol.new
|
119
|
+
|
120
|
+
begin
|
121
|
+
@object.setString( strBodyFields, true, dataDictionary )
|
122
|
+
rescue Quickfix::InvalidMessage
|
123
|
+
assert( false )
|
124
|
+
end
|
125
|
+
|
126
|
+
assert( @object.getHeader().isSetField( clOrdID ) );
|
127
|
+
assert( @object.getTrailer().isSetField( transactTime ) );
|
128
|
+
assert( @object.isSetField( symbol ) );
|
129
|
+
end
|
130
|
+
|
131
|
+
def test_setStringWithGroup
|
132
|
+
dataDictionary = Quickfix::DataDictionary.new( "spec/FIX43.xml" )
|
133
|
+
str = "8=FIX.4.3\0019=199\00135=E\00134=126\00149=BUYSIDE\00150=00303\00152=20040916-16:19:18.328\00156=SELLSIDE\00166=1095350459\00168=2\00173=2\00111=1095350459\00167=1\0011=00303\00155=fred\00154=1\00140=1\00159=3\00111=1095350460\00167=2\0011=00303\00155=fred\00154=1\00140=1\00159=3\001394=3\00110=138\001"
|
134
|
+
|
135
|
+
begin
|
136
|
+
@object.setString( str, true, dataDictionary )
|
137
|
+
assert_equal( str, @object.toString() )
|
138
|
+
rescue Quickfix::InvalidMessage
|
139
|
+
assert( false )
|
140
|
+
end
|
141
|
+
end
|
142
|
+
|
143
|
+
def test_setStringWithHeaderGroup
|
144
|
+
dataDictionary = Quickfix::DataDictionary.new( "spec/FIX43.xml" )
|
145
|
+
str = "8=FIX.4.3\0019=152\00135=A\00134=125\00149=BUYSIDE\00152=20040916-16:19:18.328\00156=SELLSIDE\001627=2\001628=HOP1\001629=20040916-16:19:18.328\001630=ID1\001628=HOP2\001629=20040916-16:19:18.328\001630=ID2\00110=079\001"
|
146
|
+
|
147
|
+
begin
|
148
|
+
@object.setString( str, true, dataDictionary )
|
149
|
+
assert_equal( str, @object.toString() )
|
150
|
+
rescue Quickfix::InvalidMessage
|
151
|
+
assert( false )
|
152
|
+
end
|
153
|
+
end
|
154
|
+
|
155
|
+
def test_noEndingDelim
|
156
|
+
str = "8=FIX.4.2\0019=45\00135=0\00134=3\00149=TW\00152=20000426-12:05:06\00156=ISLD\00110=218"
|
157
|
+
|
158
|
+
begin
|
159
|
+
@object.setString( str )
|
160
|
+
assert(false)
|
161
|
+
rescue Quickfix::InvalidMessage
|
162
|
+
end
|
163
|
+
end
|
164
|
+
|
165
|
+
def test_outOfOrder
|
166
|
+
str = "54=1\00120=0\00131=109.03125\00160=00000000-00:00:00\0018=FIX.4.2\0016=109.03125\0011=acct1\001151=0\001150=2\00117=2\00139=2\00138=3000\00149=MEK\00115=USD\00137=1\00148=123ABC789\00114=3000\00135=8\00156=KEM\00134=2\00155=ABCD\00111=ID1\00122=1\001"
|
167
|
+
expected = "8=FIX.4.2\0019=171\00135=8\00134=2\00149=MEK\00156=KEM\0011=acct1\0016=109.03125\00111=ID1\00114=3000\00115=USD\00117=2\00120=0\00122=1\00131=109.03125\00137=1\00138=3000\00139=2\00148=123ABC789\00154=1\00155=ABCD\00160=00000000-00:00:00\001150=2\001151=0\00110=225\001"
|
168
|
+
|
169
|
+
begin
|
170
|
+
@object.setString( str, false )
|
171
|
+
assert_equal( expected, @object.toString() )
|
172
|
+
rescue Quickfix::InvalidMessage
|
173
|
+
assert( false )
|
174
|
+
end
|
175
|
+
end
|
176
|
+
|
177
|
+
def test_getXML
|
178
|
+
Quickfix::Message::InitializeXML("spec/FIX42.xml")
|
179
|
+
message = Quickfix::Message.new
|
180
|
+
message.getHeader().setField(Quickfix::BeginString.new("FIX.4.2"))
|
181
|
+
message.getHeader().setField(Quickfix::SenderCompID.new("SENDER"))
|
182
|
+
message.getHeader().setField(Quickfix::TargetCompID.new("TARGET"))
|
183
|
+
message.getHeader().setField(Quickfix::MsgType.new(Quickfix::MsgType_Logon()))
|
184
|
+
message.setField(Quickfix::Account.new("ACCOUNT"))
|
185
|
+
message.setField(Quickfix::ClOrdID.new("CLORDID"))
|
186
|
+
message.setField(Quickfix::SecurityIDSource.new(Quickfix::SecurityIDSource_CUSIP()))
|
187
|
+
message.setField(Quickfix::NoMsgTypes.new(2))
|
188
|
+
group = Quickfix::Group.new(384, 372)
|
189
|
+
group.setField(Quickfix::RefMsgType.new("A"))
|
190
|
+
group.setField(Quickfix::MsgDirection.new('0'))
|
191
|
+
message.addGroup(group)
|
192
|
+
group.setField(Quickfix::RefMsgType.new("0"))
|
193
|
+
group.setField(Quickfix::MsgDirection.new('1'))
|
194
|
+
message.addGroup(group)
|
195
|
+
message.getTrailer().setField(Quickfix::CheckSum.new(132))
|
196
|
+
end
|
197
|
+
|
198
|
+
# skip test for now
|
199
|
+
def test_reverseRoute
|
200
|
+
return
|
201
|
+
header = Quickfix::FieldMap.new
|
202
|
+
beginString = Quickfix::BeginString.new( "FIX.4.2" )
|
203
|
+
senderCompID = Quickfix::SenderCompID.new( "SenderCompID" )
|
204
|
+
targetCompID = Quickfix::TargetCompID.new( "TargetCompID" )
|
205
|
+
onBehalfOfCompID = Quickfix::OnBehalfOfCompID.new( "OnBehalfOfCompID" )
|
206
|
+
onBehalfOfSubID = Quickfix::OnBehalfOfSubID.new( "OnBehalfOfSubID" )
|
207
|
+
onBehalfOfLocationID = Quickfix::OnBehalfOfLocationID.new( "OnBehalfOfLocationID" )
|
208
|
+
deliverToCompID = Quickfix::DeliverToCompID.new( "DeliverToCompID" )
|
209
|
+
deliverToSubID = Quickfix::DeliverToSubID.new( "DeliverToSubID" )
|
210
|
+
deliverToLocationID = Quickfix::DeliverToLocationID.new( "DeliverToLocationID" )
|
211
|
+
|
212
|
+
reversedMessage = Quickfix::Message.new
|
213
|
+
reversedHeader = reversedMessage.getHeader()
|
214
|
+
|
215
|
+
header.setField( beginString )
|
216
|
+
header.setField( senderCompID )
|
217
|
+
header.setField( targetCompID )
|
218
|
+
header.setField( onBehalfOfCompID )
|
219
|
+
header.setField( onBehalfOfSubID )
|
220
|
+
header.setField( onBehalfOfLocationID )
|
221
|
+
header.setField( deliverToCompID )
|
222
|
+
header.setField( deliverToSubID )
|
223
|
+
header.setField( deliverToLocationID )
|
224
|
+
|
225
|
+
reversedMessage.reverseRoute( header );
|
226
|
+
assert( reversedHeader.getField( beginString ).getString() == "FIX.4.2" )
|
227
|
+
assert( reversedHeader.getField( senderCompID ).getString() == "TargetCompID" )
|
228
|
+
assert( reversedHeader.getField( targetCompID ).getString() == "SenderCompID" )
|
229
|
+
assert( reversedHeader.getField( onBehalfOfCompID ).getString() == "DeliverToCompID" )
|
230
|
+
assert( reversedHeader.getField( onBehalfOfSubID ).getString() == "DeliverToSubID" )
|
231
|
+
assert( reversedHeader.getField( onBehalfOfLocationID ).getString() == "DeliverToLocationID" )
|
232
|
+
assert( reversedHeader.getField( deliverToCompID ).getString() == "OnBehalfOfCompID" )
|
233
|
+
assert( reversedHeader.getField( deliverToSubID ).getString() == "OnBehalfOfSubID" )
|
234
|
+
assert( reversedHeader.getField( deliverToLocationID ).getString() == "OnBehalfOfLocationID" )
|
235
|
+
|
236
|
+
header.setField( Quickfix::BeginString.new("FIX.4.0" ) )
|
237
|
+
reversedMessage.reverseRoute( header )
|
238
|
+
assert( !reversedHeader.isSetField( onBehalfOfLocationID ) )
|
239
|
+
assert( !reversedHeader.isSetField( deliverToLocationID ) )
|
240
|
+
|
241
|
+
header.setField( beginString )
|
242
|
+
reversedMessage.reverseRoute( header )
|
243
|
+
|
244
|
+
header.removeField( Quickfix::OnBehalfOfCompID.field )
|
245
|
+
reversedMessage.reverseRoute( header )
|
246
|
+
assert( !reversedHeader.isSetField(deliverToCompID) )
|
247
|
+
header.removeField( Quickfix::DeliverToCompID.field )
|
248
|
+
reversedMessage.reverseRoute( header )
|
249
|
+
assert( !reversedHeader.isSetField(onBehalfOfCompID) )
|
250
|
+
header.removeField( Quickfix::OnBehalfOfSubID.field )
|
251
|
+
reversedMessage.reverseRoute( header )
|
252
|
+
assert( !reversedHeader.isSetField(deliverToSubID) )
|
253
|
+
header.removeField( Quickfix::DeliverToSubID.field )
|
254
|
+
reversedMessage.reverseRoute( header )
|
255
|
+
assert( !reversedHeader.isSetField(onBehalfOfSubID) )
|
256
|
+
header.removeField( Quickfix::OnBehalfOfLocationID.field )
|
257
|
+
reversedMessage.reverseRoute( header )
|
258
|
+
assert( !reversedHeader.isSetField(deliverToLocationID) )
|
259
|
+
header.removeField( Quickfix::DeliverToLocationID.field )
|
260
|
+
reversedMessage.reverseRoute( header )
|
261
|
+
assert( !reversedHeader.isSetField(onBehalfOfLocationID) )
|
262
|
+
end
|
263
|
+
|
264
|
+
def test_addRemoveGroup
|
265
|
+
@object.setField( Quickfix::ListID.new( "1" ) )
|
266
|
+
@object.setField( Quickfix::BidType.new( 0 ) )
|
267
|
+
@object.setField( Quickfix::TotNoOrders.new( 3 ) )
|
268
|
+
|
269
|
+
group = Quickfix42::NewOrderList::NoOrders.new
|
270
|
+
group.setField( Quickfix::ClOrdID.new( "A" ) )
|
271
|
+
group.setField( Quickfix::ListSeqNo.new( 1 ) )
|
272
|
+
group.setField( Quickfix::Symbol.new( "DELL" ) )
|
273
|
+
group.setField( Quickfix::Side.new( '1' ) )
|
274
|
+
@object.addGroup( group )
|
275
|
+
|
276
|
+
group.setField( Quickfix::ClOrdID.new( "B" ) )
|
277
|
+
group.setField( Quickfix::ListSeqNo.new( 2 ) )
|
278
|
+
group.setField( Quickfix::Symbol.new( "LNUX" ) )
|
279
|
+
group.setField( Quickfix::Side.new( '2' ) )
|
280
|
+
@object.addGroup( group )
|
281
|
+
|
282
|
+
group.setField( Quickfix::ClOrdID.new( "C" ) )
|
283
|
+
group.setField( Quickfix::ListSeqNo.new( 3 ) )
|
284
|
+
group.setField( Quickfix::Symbol.new( "RHAT" ) )
|
285
|
+
group.setField( Quickfix::Side.new( '3' ) )
|
286
|
+
@object.addGroup( group )
|
287
|
+
|
288
|
+
noOrders = Quickfix::NoOrders.new
|
289
|
+
|
290
|
+
assert( @object.hasGroup(1, group) )
|
291
|
+
assert( @object.hasGroup(2, group) )
|
292
|
+
assert( @object.hasGroup(3, group) )
|
293
|
+
assert_equal( 3, @object.groupCount(Quickfix::NoOrders.field) )
|
294
|
+
@object.getField( noOrders )
|
295
|
+
assert_equal( 3, noOrders.getValue() )
|
296
|
+
|
297
|
+
@object.removeGroup( 2, group )
|
298
|
+
assert( @object.hasGroup(1, group) )
|
299
|
+
assert( @object.hasGroup(2, group) )
|
300
|
+
assert( !@object.hasGroup(3, group) )
|
301
|
+
assert_equal( 2, @object.groupCount(Quickfix::NoOrders.field) )
|
302
|
+
@object.getField( noOrders )
|
303
|
+
assert_equal( 2, noOrders.getValue() )
|
304
|
+
|
305
|
+
@object.removeGroup( group )
|
306
|
+
assert( @object.hasGroup(1, group) )
|
307
|
+
assert( !@object.hasGroup(2, group) )
|
308
|
+
assert( !@object.hasGroup(3, group) )
|
309
|
+
assert_equal( 1, @object.groupCount(Quickfix::NoOrders.field) )
|
310
|
+
@object.getField( noOrders )
|
311
|
+
assert_equal( 1, noOrders.getValue() )
|
312
|
+
|
313
|
+
@object.removeGroup( group )
|
314
|
+
assert( !@object.hasGroup(1, group) )
|
315
|
+
assert( !@object.hasGroup(2, group) )
|
316
|
+
assert( !@object.hasGroup(3, group) )
|
317
|
+
assert_equal( 0, @object.groupCount(Quickfix::NoOrders.field) )
|
318
|
+
!@object.isSetField( noOrders )
|
319
|
+
end
|
320
|
+
|
321
|
+
def test_replaceGroup
|
322
|
+
@object.setField( Quickfix::ListID.new( "1" ) )
|
323
|
+
@object.setField( Quickfix::BidType.new( 0 ) )
|
324
|
+
@object.setField( Quickfix::TotNoOrders.new( 3 ) )
|
325
|
+
|
326
|
+
group = Quickfix42::NewOrderList::NoOrders.new
|
327
|
+
group.setField( Quickfix::ClOrdID.new( "A" ) )
|
328
|
+
group.setField( Quickfix::ListSeqNo.new( 1 ) )
|
329
|
+
group.setField( Quickfix::Symbol.new( "DELL" ) )
|
330
|
+
group.setField( Quickfix::Side.new( '1' ) )
|
331
|
+
@object.addGroup( group )
|
332
|
+
|
333
|
+
group.setField( Quickfix::ClOrdID.new( "B" ) )
|
334
|
+
group.setField( Quickfix::ListSeqNo.new( 2 ) )
|
335
|
+
group.setField( Quickfix::Symbol.new( "LNUX" ) )
|
336
|
+
group.setField( Quickfix::Side.new( '2' ) )
|
337
|
+
@object.addGroup( group );
|
338
|
+
|
339
|
+
group.setField( Quickfix::ClOrdID.new( "C" ) )
|
340
|
+
group.setField( Quickfix::ListSeqNo.new( 3 ) )
|
341
|
+
group.setField( Quickfix::Symbol.new( "RHAT" ) )
|
342
|
+
group.setField( Quickfix::Side.new( '3' ) )
|
343
|
+
@object.addGroup( group );
|
344
|
+
|
345
|
+
group.setField( Quickfix::ClOrdID.new( "D" ) )
|
346
|
+
group.setField( Quickfix::ListSeqNo.new( 4 ) )
|
347
|
+
group.setField( Quickfix::Symbol.new( "AAPL" ) )
|
348
|
+
group.setField( Quickfix::Side.new( '4' ) )
|
349
|
+
@object.replaceGroup( 2, group );
|
350
|
+
|
351
|
+
noOrders = Quickfix::NoOrders.new
|
352
|
+
|
353
|
+
assert( @object.hasGroup(1, group) )
|
354
|
+
assert( @object.hasGroup(2, group) )
|
355
|
+
assert( @object.hasGroup(3, group) )
|
356
|
+
assert_equal( 3, @object.groupCount(Quickfix::NoOrders.field) )
|
357
|
+
@object.getField( noOrders )
|
358
|
+
assert_equal( 3, noOrders.getValue() )
|
359
|
+
|
360
|
+
clOrdID = Quickfix::ClOrdID.new
|
361
|
+
@object.getGroup( 1, group )
|
362
|
+
assert_equal( "A", group.getField(clOrdID).getString() )
|
363
|
+
@object.getGroup( 2, group )
|
364
|
+
assert_equal( "D", group.getField(clOrdID).getString() )
|
365
|
+
@object.getGroup( 3, group )
|
366
|
+
assert_equal( "C", group.getField(clOrdID).getString() )
|
367
|
+
end
|
368
|
+
end
|
@@ -0,0 +1,41 @@
|
|
1
|
+
require 'quickfix_ruby'
|
2
|
+
require 'test/unit'
|
3
|
+
|
4
|
+
class SessionSettingsTestCase < Test::Unit::TestCase
|
5
|
+
|
6
|
+
def setup
|
7
|
+
@object = Quickfix::SessionSettings.new()
|
8
|
+
end
|
9
|
+
|
10
|
+
def test_validate
|
11
|
+
sessionID = Quickfix::SessionID.new( "FIX.4.2", "SenderCompID", "TargetCompID" )
|
12
|
+
|
13
|
+
dictionary = Quickfix::Dictionary.new
|
14
|
+
begin
|
15
|
+
@object.set( sessionID, dictionary )
|
16
|
+
assert( false )
|
17
|
+
rescue Quickfix::ConfigError
|
18
|
+
end
|
19
|
+
|
20
|
+
dictionary.setString( Quickfix::CONNECTION_TYPE(), "badvalue" )
|
21
|
+
begin
|
22
|
+
@object.set( sessionID, dictionary );
|
23
|
+
assert( false );
|
24
|
+
rescue Quickfix::ConfigError
|
25
|
+
end
|
26
|
+
|
27
|
+
dictionary.setString( Quickfix::CONNECTION_TYPE(), "initiator" )
|
28
|
+
begin
|
29
|
+
@object.set( sessionID, dictionary );
|
30
|
+
rescue Quickfix::ConfigError
|
31
|
+
assert( false )
|
32
|
+
end
|
33
|
+
|
34
|
+
sessionID = Quickfix::SessionID.new( "FIX4.2", "SenderCompID", "TargetCompID" )
|
35
|
+
begin
|
36
|
+
@object.set( sessionID, dictionary )
|
37
|
+
assert( false )
|
38
|
+
rescue Quickfix::ConfigError
|
39
|
+
end
|
40
|
+
end
|
41
|
+
end
|