-
Notifications
You must be signed in to change notification settings - Fork 637
/
Copy pathDataDictionaryTest.java
1353 lines (1179 loc) · 57.4 KB
/
DataDictionaryTest.java
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
871
872
873
874
875
876
877
878
879
880
881
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
897
898
899
900
901
902
903
904
905
906
907
908
909
910
911
912
913
914
915
916
917
918
919
920
921
922
923
924
925
926
927
928
929
930
931
932
933
934
935
936
937
938
939
940
941
942
943
944
945
946
947
948
949
950
951
952
953
954
955
956
957
958
959
960
961
962
963
964
965
966
967
968
969
970
971
972
973
974
975
976
977
978
979
980
981
982
983
984
985
986
987
988
989
990
991
992
993
994
995
996
997
998
999
1000
/*******************************************************************************
* Copyright (c) quickfixengine.org All rights reserved.
*
* This file is part of the QuickFIX FIX Engine
*
* This file may be distributed under the terms of the quickfixengine.org
* license as defined by quickfixengine.org and appearing in the file
* LICENSE included in the packaging of this file.
*
* This file is provided AS IS with NO WARRANTY OF ANY KIND, INCLUDING
* THE WARRANTY OF DESIGN, MERCHANTABILITY AND FITNESS FOR A
* PARTICULAR PURPOSE.
*
* See http://www.quickfixengine.org/LICENSE for licensing information.
*
* Contact [email protected] if any conditions of this licensing
* are not clear to you.
******************************************************************************/
package quickfix;
import org.junit.Rule;
import org.junit.Test;
import org.junit.rules.ExpectedException;
import quickfix.field.Account;
import quickfix.field.AvgPx;
import quickfix.field.BodyLength;
import quickfix.field.CheckSum;
import quickfix.field.ClOrdID;
import quickfix.field.EffectiveTime;
import quickfix.field.HandlInst;
import quickfix.field.LastMkt;
import quickfix.field.MsgSeqNum;
import quickfix.field.MsgType;
import quickfix.field.NoHops;
import quickfix.field.NoPartyIDs;
import quickfix.field.NoRelatedSym;
import quickfix.field.OrdType;
import quickfix.field.OrderQty;
import quickfix.field.Price;
import quickfix.field.QuoteReqID;
import quickfix.field.SenderCompID;
import quickfix.field.SenderSubID;
import quickfix.field.SendingTime;
import quickfix.field.SessionRejectReason;
import quickfix.field.Side;
import quickfix.field.Symbol;
import quickfix.field.TargetCompID;
import quickfix.field.TimeInForce;
import quickfix.field.TransactTime;
import quickfix.fix44.NewOrderSingle;
import quickfix.test.util.ExpectedTestFailure;
import java.io.ByteArrayInputStream;
import java.math.BigDecimal;
import java.net.URL;
import java.net.URLClassLoader;
import java.util.Arrays;
import static org.hamcrest.CoreMatchers.is;
import static org.hamcrest.Matchers.hasProperty;
import static org.junit.Assert.*;
public class DataDictionaryTest {
@Rule
public final ExpectedException expectedException = ExpectedException.none();
@Test
public void testDictionary() throws Exception {
DataDictionary dd = getDictionary();
assertEquals("wrong field name", "Currency", dd.getFieldName(15));
assertEquals("wrong value description", "BUY", dd.getValueName(4, "B"));
assertEquals("wrong value type", FieldType.STRING, dd.getFieldType(1));
assertEquals("wrong version", FixVersions.BEGINSTRING_FIX44, dd.getVersion());
assertFalse("unexpected field values existence", dd.hasFieldValue(1));
assertTrue("unexpected field values nonexistence", dd.hasFieldValue(4));
assertFalse("unexpected field existence", dd.isField(9999));
assertTrue("unexpected field nonexistence", dd.isField(4));
assertTrue("unexpected field value existence", !dd.isFieldValue(4, "C"));
assertTrue("unexpected field value nonexistence", dd.isFieldValue(4, "B"));
assertTrue("wrong group info", dd.isGroup("A", 384));
assertFalse("wrong group info", dd.isGroup("A", 1));
assertNotNull("wrong group info", dd.getGroup("6", 232));
assertTrue("incorrect header field", dd.isHeaderField(8));
assertFalse("incorrect header field", dd.isHeaderField(1));
assertTrue("incorrect trailer field", dd.isTrailerField(89));
assertFalse("incorrect trailer field", dd.isTrailerField(1));
assertTrue("incorrect message field", dd.isMsgField("A", 98));
assertFalse("incorrect message field", dd.isMsgField("A", 1));
// component field
assertTrue("incorrect message field", dd.isMsgField("6", 235));
// group->component field
//assertTrue("incorrect message field", dd.isMsgField("6", 311));
assertTrue("incorrect message type", dd.isMsgType("A"));
assertFalse("incorrect message type", dd.isMsgType("%"));
assertTrue("incorrect field requirement", dd.isRequiredField("A", 98));
assertFalse("incorrect field requirement", dd.isRequiredField("A", 95));
assertEquals("incorrect field name", "Account", dd.getFieldName(1));
assertEquals("incorrect msg type", "0", dd.getMsgType("Heartbeat"));
assertEquals("incorrect msg type", "B", dd.getMsgType("News"));
assertFalse(dd.isMsgField("UNKNOWN_TYPE", 1));
}
@Test
public void testGetOrderedRequiredFieldsForMessage() throws Exception {
DataDictionary dictionary = getDictionary();
assertArrayEquals("incorrect field ordering", new int[]{8, 9, 35, 49, 56, 34, 52, 98, 108, 10},
dictionary.getOrderedRequiredFieldsForMessage("A"));
}
@Test
public void testGetOrderedFieldsForMessage() throws Exception {
DataDictionary dictionary = getDictionary();
assertArrayEquals("incorrect field ordering",
new int[]{8, 9, 35, 49, 56, 115, 128, 90, 91, 34, 50, 142, 57, 143, 116, 144, 129, 145,
43, 97, 52, 122, 212, 213, 347, 369, 627, 98, 108, 95, 96, 141, 789, 383, 384,
464, 553, 554, 93, 89, 10},
dictionary.getOrderedFieldsForMessage("A"));
}
@Test
public void testMissingFieldAttributeForRequired() throws Exception {
String data = "";
data += "<fix major=\"4\" minor=\"0\">";
data += " <header>";
data += " <field name=\"BeginString\" required=\"Y\"/>";
data += " </header>";
data += " <trailer>";
data += " <field name=\"CheckSum\" required=\"Y\"/>";
data += " </trailer>";
data += " <fields>";
data += " <field number=\"8\" name=\"BeginString\" type=\"STRING\"/>";
data += " <field number=\"10\" name=\"CheckSum\" type=\"STRING\"/>";
data += " <field number=\"112\" name=\"TestReqID\" type=\"STRING\"/>";
data += " </fields>";
data += " <messages>";
data += " <message name=\"Heartbeat\" msgtype=\"0\" msgcat=\"admin\">";
data += " <field name=\"TestReqID\"/>";
data += " </message>";
data += " </messages>";
data += "</fix>";
assertConfigErrorForMissingAttributeRequired(data);
}
private void assertConfigErrorForMissingAttributeRequired(String data) {
try {
new DataDictionary(new ByteArrayInputStream(data.getBytes()));
} catch (ConfigError e) {
// Expected
assertTrue(e.getMessage().contains("does not have a 'required'"));
}
}
@Test
public void testMissingComponentAttributeForRequired() throws Exception {
String data = "";
data += "<fix major=\"4\" minor=\"0\">";
data += " <header>";
data += " <field name=\"BeginString\" required=\"Y\"/>";
data += " </header>";
data += " <trailer>";
data += " <field name=\"CheckSum\" required=\"Y\"/>";
data += " </trailer>";
data += " <fields>";
data += " <field number=\"8\" name=\"BeginString\" type=\"STRING\"/>";
data += " <field number=\"10\" name=\"CheckSum\" type=\"STRING\"/>";
data += " <field number=\"112\" name=\"TestReqID\" type=\"STRING\"/>";
data += " </fields>";
data += " <messages>";
data += " <message name=\"Heartbeat\" msgtype=\"0\" msgcat=\"admin\">";
data += " <component name=\"Instrument\"/>";
data += " </message>";
data += " </messages>";
data += "</fix>";
assertConfigErrorForMissingAttributeRequired(data);
}
@Test
public void testMissingGroupAttributeForRequired() throws Exception {
String data = "";
data += "<fix major=\"4\" minor=\"0\">";
data += " <header>";
data += " <field name=\"BeginString\" required=\"Y\"/>";
data += " </header>";
data += " <trailer>";
data += " <field name=\"CheckSum\" required=\"Y\"/>";
data += " </trailer>";
data += " <fields>";
data += " <field number=\"8\" name=\"BeginString\" type=\"STRING\"/>";
data += " <field number=\"10\" name=\"CheckSum\" type=\"STRING\"/>";
data += " <field number=\"112\" name=\"TestReqID\" type=\"STRING\"/>";
data += " </fields>";
data += " <messages>";
data += " <message name=\"Heartbeat\" msgtype=\"0\" msgcat=\"admin\">";
data += " <group name=\"TestReqID\"/>";
data += " </message>";
data += " </messages>";
data += "</fix>";
assertConfigErrorForMissingAttributeRequired(data);
}
@Test
public void testHeaderTrailerRequired() throws Exception {
String data = "";
data += "<fix major=\"4\" minor=\"0\">";
data += " <header>";
data += " <field name=\"BeginString\" required=\"Y\"/>";
data += " <field name=\"OnBehalfOfCompID\" required=\"N\"/>";
data += " </header>";
data += " <trailer>";
data += " <field name=\"CheckSum\" required=\"Y\"/>";
data += " <field name=\"Signature\" required=\"N\"/>";
data += " </trailer>";
data += " <fields>";
data += " <field number=\"8\" name=\"BeginString\" type=\"STRING\"/>";
data += " <field number=\"115\" name=\"OnBehalfOfCompID\" type=\"STRING\"/>";
data += " <field number=\"10\" name=\"CheckSum\" type=\"STRING\"/>";
data += " <field number=\"89\" name=\"Signature\" type=\"STRING\"/>";
data += " <field number=\"37\" name=\"TestReqID\" type=\"STRING\"/>";
data += " </fields>";
data += " <messages>";
data += " <message name=\"Heartbeat\" msgtype=\"0\" msgcat=\"admin\">";
data += " <group name=\"TestReqID\" required=\"N\"/>";
data += " </message>";
data += " </messages>";
data += "</fix>";
DataDictionary dd = new DataDictionary(new ByteArrayInputStream(data.getBytes()));
assertEquals(1, dd.getNumMessageCategories());
assertEquals("0", dd.getMsgType("Heartbeat"));
assertTrue("BeginString should be required", dd.isRequiredHeaderField(8));
assertFalse("OnBehalfOfCompID should not be required", dd.isRequiredHeaderField(115));
assertTrue("Checksum should be required", dd.isRequiredTrailerField(10));
assertFalse("Signature should not be required", dd.isRequiredTrailerField(89));
// now tests for fields that aren't actually in the dictionary - should come back false
assertFalse("Unknown header field shows up as required", dd.isRequiredHeaderField(666));
assertFalse("Unknown trailer field shows up as required", dd.isRequiredTrailerField(666));
}
@Test
public void testMessageWithNoChildren40() throws Exception {
String data = "";
data += "<fix major=\"4\" minor=\"0\">";
data += " <header>";
data += " <field name=\"BeginString\" required=\"Y\"/>";
data += " </header>";
data += " <trailer>";
data += " <field name=\"CheckSum\" required=\"Y\"/>";
data += " </trailer>";
data += " <fields>";
data += " <field number=\"1\" name=\"Account\" type=\"STRING\"/>";
data += " <field number=\"8\" name=\"BeginString\" type=\"STRING\"/>";
data += " <field number=\"10\" name=\"CheckSum\" type=\"STRING\"/>";
data += " </fields>";
data += " <messages>";
data += " <message name=\"MessageWithNoChildren\" msgtype=\"msg\" msgcat=\"custom\"/>";
data += " </messages>";
data += "</fix>";
expectedException.expect(ConfigError.class);
expectedException.expectMessage("No fields found: msgType=msg");
new DataDictionary(new ByteArrayInputStream(data.getBytes()));
}
@Test
public void testMessageWithTextElement40() throws Exception {
String data = "";
data += "<fix major=\"4\" minor=\"0\">";
data += " <header>";
data += " <field name=\"BeginString\" required=\"Y\"/>";
data += " </header>";
data += " <trailer>";
data += " <field name=\"CheckSum\" required=\"Y\"/>";
data += " </trailer>";
data += " <fields>";
data += " <field number=\"1\" name=\"Account\" type=\"STRING\"/>";
data += " <field number=\"8\" name=\"BeginString\" type=\"STRING\"/>";
data += " <field number=\"10\" name=\"CheckSum\" type=\"STRING\"/>";
data += " </fields>";
data += " <messages>";
data += " <message name=\"MessageWithNoChildren\" msgtype=\"msg\" msgcat=\"custom\">";
data += " </message>";
data += " </messages>";
data += "</fix>";
expectedException.expect(ConfigError.class);
expectedException.expectMessage("No fields found: msgType=msg");
new DataDictionary(new ByteArrayInputStream(data.getBytes()));
}
@Test
public void testMessagesWithNoChildren40() throws Exception {
String data = "";
data += "<fix major=\"4\" minor=\"0\">";
data += " <header>";
data += " <field name=\"BeginString\" required=\"Y\"/>";
data += " </header>";
data += " <trailer>";
data += " <field name=\"CheckSum\" required=\"Y\"/>";
data += " </trailer>";
data += " <fields>";
data += " <field number=\"1\" name=\"Account\" type=\"STRING\"/>";
data += " <field number=\"8\" name=\"BeginString\" type=\"STRING\"/>";
data += " <field number=\"10\" name=\"CheckSum\" type=\"STRING\"/>";
data += " </fields>";
data += " <messages/>";
data += "</fix>";
expectedException.expect(ConfigError.class);
expectedException.expectMessage("No messages defined");
new DataDictionary(new ByteArrayInputStream(data.getBytes()));
}
@Test
public void testMessagesWithTextElement40() throws Exception {
String data = "";
data += "<fix major=\"4\" minor=\"0\">";
data += " <header>";
data += " <field name=\"BeginString\" required=\"Y\"/>";
data += " </header>";
data += " <trailer>";
data += " <field name=\"CheckSum\" required=\"Y\"/>";
data += " </trailer>";
data += " <fields>";
data += " <field number=\"1\" name=\"Account\" type=\"STRING\"/>";
data += " <field number=\"8\" name=\"BeginString\" type=\"STRING\"/>";
data += " <field number=\"10\" name=\"CheckSum\" type=\"STRING\"/>";
data += " </fields>";
data += " <messages>";
data += " </messages>";
data += "</fix>";
expectedException.expect(ConfigError.class);
expectedException.expectMessage("No messages defined");
new DataDictionary(new ByteArrayInputStream(data.getBytes()));
}
@Test
public void testHeaderWithNoChildren40() throws Exception {
String data = "";
data += "<fix major=\"4\" minor=\"0\">";
data += " <header/>";
data += " <trailer>";
data += " <field name=\"CheckSum\" required=\"Y\"/>";
data += " </trailer>";
data += " <fields>";
data += " <field number=\"1\" name=\"Account\" type=\"STRING\"/>";
data += " <field number=\"8\" name=\"BeginString\" type=\"STRING\"/>";
data += " <field number=\"10\" name=\"CheckSum\" type=\"STRING\"/>";
data += " </fields>";
data += " <messages>";
data += " <message name=\"MessageWithNoChildren\" msgtype=\"msg\" msgcat=\"custom\">";
data += " <field name=\"Account\" required=\"N\"/>";
data += " </message>";
data += " </messages>";
data += "</fix>";
expectedException.expect(ConfigError.class);
expectedException.expectMessage("No fields found: msgType=HEADER");
new DataDictionary(new ByteArrayInputStream(data.getBytes()));
}
@Test
public void testHeaderWithTextElement40() throws Exception {
String data = "";
data += "<fix major=\"4\" minor=\"0\">";
data += " <header>";
data += " </header>";
data += " <trailer>";
data += " <field name=\"CheckSum\" required=\"Y\"/>";
data += " </trailer>";
data += " <fields>";
data += " <field number=\"1\" name=\"Account\" type=\"STRING\"/>";
data += " <field number=\"8\" name=\"BeginString\" type=\"STRING\"/>";
data += " <field number=\"10\" name=\"CheckSum\" type=\"STRING\"/>";
data += " </fields>";
data += " <messages>";
data += " <message name=\"MessageWithNoChildren\" msgtype=\"msg\" msgcat=\"custom\">";
data += " <field name=\"Account\" required=\"N\"/>";
data += " </message>";
data += " </messages>";
data += "</fix>";
expectedException.expect(ConfigError.class);
expectedException.expectMessage("No fields found: msgType=HEADER");
new DataDictionary(new ByteArrayInputStream(data.getBytes()));
}
@Test
public void testTrailerWithNoChildren40() throws Exception {
String data = "";
data += "<fix major=\"4\" minor=\"0\">";
data += " <header>";
data += " <field name=\"BeginString\" required=\"Y\"/>";
data += " </header>";
data += " <trailer/>";
data += " <fields>";
data += " <field number=\"1\" name=\"Account\" type=\"STRING\"/>";
data += " <field number=\"8\" name=\"BeginString\" type=\"STRING\"/>";
data += " <field number=\"10\" name=\"CheckSum\" type=\"STRING\"/>";
data += " </fields>";
data += " <messages>";
data += " <message name=\"MessageWithNoChildren\" msgtype=\"msg\" msgcat=\"custom\">";
data += " <field name=\"Account\" required=\"N\"/>";
data += " </message>";
data += " </messages>";
data += "</fix>";
expectedException.expect(ConfigError.class);
expectedException.expectMessage("No fields found: msgType=TRAILER");
new DataDictionary(new ByteArrayInputStream(data.getBytes()));
}
@Test
public void testTrailerWithTextElement40() throws Exception {
String data = "";
data += "<fix major=\"4\" minor=\"0\">";
data += " <header>";
data += " <field name=\"BeginString\" required=\"Y\"/>";
data += " </header>";
data += " <trailer>";
data += " </trailer>";
data += " <fields>";
data += " <field number=\"1\" name=\"Account\" type=\"STRING\"/>";
data += " <field number=\"8\" name=\"BeginString\" type=\"STRING\"/>";
data += " <field number=\"10\" name=\"CheckSum\" type=\"STRING\"/>";
data += " </fields>";
data += " <messages>";
data += " <message name=\"MessageWithNoChildren\" msgtype=\"msg\" msgcat=\"custom\">";
data += " <field name=\"Account\" required=\"N\"/>";
data += " </message>";
data += " </messages>";
data += "</fix>";
expectedException.expect(ConfigError.class);
expectedException.expectMessage("No fields found: msgType=TRAILER");
new DataDictionary(new ByteArrayInputStream(data.getBytes()));
}
@Test
public void testFieldsWithNoChildren40() throws Exception {
String data = "";
data += "<fix major=\"4\" minor=\"0\">";
data += " <header>";
data += " <field name=\"BeginString\" required=\"Y\"/>";
data += " </header>";
data += " <trailer>";
data += " <field name=\"CheckSum\" required=\"Y\"/>";
data += " </trailer>";
data += " <fields/>";
data += " <messages>";
data += " <message name=\"MessageWithNoChildren\" msgtype=\"msg\" msgcat=\"custom\">";
data += " <field name=\"Account\" required=\"N\"/>";
data += " </message>";
data += " </messages>";
data += "</fix>";
expectedException.expect(ConfigError.class);
expectedException.expectMessage("No fields defined");
new DataDictionary(new ByteArrayInputStream(data.getBytes()));
}
@Test
public void testFieldsWithTextElement40() throws Exception {
String data = "";
data += "<fix major=\"4\" minor=\"0\">";
data += " <header>";
data += " <field name=\"BeginString\" required=\"Y\"/>";
data += " </header>";
data += " <trailer>";
data += " <field name=\"CheckSum\" required=\"Y\"/>";
data += " </trailer>";
data += " <fields>";
data += " </fields>";
data += " <messages>";
data += " <message name=\"MessageWithNoChildren\" msgtype=\"msg\" msgcat=\"custom\">";
data += " <field name=\"Account\" required=\"N\"/>";
data += " </message>";
data += " </messages>";
data += "</fix>";
expectedException.expect(ConfigError.class);
expectedException.expectMessage("No fields defined");
new DataDictionary(new ByteArrayInputStream(data.getBytes()));
}
@Test
public void testMessageWithNoChildren50() throws Exception {
String data = "";
data += "<fix major=\"5\" minor=\"0\">";
data += " <header>";
data += " <field name=\"BeginString\" required=\"Y\"/>";
data += " </header>";
data += " <trailer>";
data += " <field name=\"CheckSum\" required=\"Y\"/>";
data += " </trailer>";
data += " <fields>";
data += " <field number=\"1\" name=\"Account\" type=\"STRING\"/>";
data += " <field number=\"8\" name=\"BeginString\" type=\"STRING\"/>";
data += " <field number=\"10\" name=\"CheckSum\" type=\"STRING\"/>";
data += " </fields>";
data += " <messages>";
data += " <message name=\"MessageWithNoChildren\" msgtype=\"msg\" msgcat=\"custom\"/>";
data += " </messages>";
data += "</fix>";
expectedException.expect(ConfigError.class);
expectedException.expectMessage("No fields found: msgType=msg");
new DataDictionary(new ByteArrayInputStream(data.getBytes()));
}
@Test
public void testMessageWithTextElement50() throws Exception {
String data = "";
data += "<fix major=\"5\" minor=\"0\">";
data += " <header>";
data += " <field name=\"BeginString\" required=\"Y\"/>";
data += " </header>";
data += " <trailer>";
data += " <field name=\"CheckSum\" required=\"Y\"/>";
data += " </trailer>";
data += " <fields>";
data += " <field number=\"1\" name=\"Account\" type=\"STRING\"/>";
data += " <field number=\"8\" name=\"BeginString\" type=\"STRING\"/>";
data += " <field number=\"10\" name=\"CheckSum\" type=\"STRING\"/>";
data += " </fields>";
data += " <messages>";
data += " <message name=\"MessageWithNoChildren\" msgtype=\"msg\" msgcat=\"custom\">";
data += " </message>";
data += " </messages>";
data += "</fix>";
expectedException.expect(ConfigError.class);
expectedException.expectMessage("No fields found: msgType=msg");
new DataDictionary(new ByteArrayInputStream(data.getBytes()));
}
@Test
public void testMessagesWithNoChildren50() throws Exception {
String data = "";
data += "<fix major=\"5\" minor=\"0\">";
data += " <header>";
data += " <field name=\"BeginString\" required=\"Y\"/>";
data += " </header>";
data += " <trailer>";
data += " <field name=\"CheckSum\" required=\"Y\"/>";
data += " </trailer>";
data += " <fields>";
data += " <field number=\"1\" name=\"Account\" type=\"STRING\"/>";
data += " <field number=\"8\" name=\"BeginString\" type=\"STRING\"/>";
data += " <field number=\"10\" name=\"CheckSum\" type=\"STRING\"/>";
data += " </fields>";
data += " <messages/>";
data += "</fix>";
expectedException.expect(ConfigError.class);
expectedException.expectMessage("No messages defined");
new DataDictionary(new ByteArrayInputStream(data.getBytes()));
}
@Test
public void testMessagesWithTextElement50() throws Exception {
String data = "";
data += "<fix major=\"5\" minor=\"0\">";
data += " <header>";
data += " <field name=\"BeginString\" required=\"Y\"/>";
data += " </header>";
data += " <trailer>";
data += " <field name=\"CheckSum\" required=\"Y\"/>";
data += " </trailer>";
data += " <fields>";
data += " <field number=\"1\" name=\"Account\" type=\"STRING\"/>";
data += " <field number=\"8\" name=\"BeginString\" type=\"STRING\"/>";
data += " <field number=\"10\" name=\"CheckSum\" type=\"STRING\"/>";
data += " </fields>";
data += " <messages>";
data += " </messages>";
data += "</fix>";
expectedException.expect(ConfigError.class);
expectedException.expectMessage("No messages defined");
new DataDictionary(new ByteArrayInputStream(data.getBytes()));
}
@Test
public void testHeaderWithNoChildren50() throws Exception {
String data = "";
data += "<fix major=\"5\" minor=\"0\">";
data += " <header/>";
data += " <trailer>";
data += " <field name=\"CheckSum\" required=\"Y\"/>";
data += " </trailer>";
data += " <fields>";
data += " <field number=\"1\" name=\"Account\" type=\"STRING\"/>";
data += " <field number=\"8\" name=\"BeginString\" type=\"STRING\"/>";
data += " <field number=\"10\" name=\"CheckSum\" type=\"STRING\"/>";
data += " </fields>";
data += " <messages>";
data += " <message name=\"MessageWithNoChildren\" msgtype=\"msg\" msgcat=\"custom\">";
data += " <field name=\"Account\" required=\"N\"/>";
data += " </message>";
data += " </messages>";
data += "</fix>";
new DataDictionary(new ByteArrayInputStream(data.getBytes()));
}
@Test
public void testHeaderWithTextElement50() throws Exception {
String data = "";
data += "<fix major=\"5\" minor=\"0\">";
data += " <header>";
data += " </header>";
data += " <trailer>";
data += " <field name=\"CheckSum\" required=\"Y\"/>";
data += " </trailer>";
data += " <fields>";
data += " <field number=\"1\" name=\"Account\" type=\"STRING\"/>";
data += " <field number=\"8\" name=\"BeginString\" type=\"STRING\"/>";
data += " <field number=\"10\" name=\"CheckSum\" type=\"STRING\"/>";
data += " </fields>";
data += " <messages>";
data += " <message name=\"MessageWithNoChildren\" msgtype=\"msg\" msgcat=\"custom\">";
data += " <field name=\"Account\" required=\"N\"/>";
data += " </message>";
data += " </messages>";
data += "</fix>";
new DataDictionary(new ByteArrayInputStream(data.getBytes()));
}
@Test
public void testTrailerWithNoChildren50() throws Exception {
String data = "";
data += "<fix major=\"5\" minor=\"0\">";
data += " <header>";
data += " <field name=\"BeginString\" required=\"Y\"/>";
data += " </header>";
data += " <trailer/>";
data += " <fields>";
data += " <field number=\"1\" name=\"Account\" type=\"STRING\"/>";
data += " <field number=\"8\" name=\"BeginString\" type=\"STRING\"/>";
data += " <field number=\"10\" name=\"CheckSum\" type=\"STRING\"/>";
data += " </fields>";
data += " <messages>";
data += " <message name=\"MessageWithNoChildren\" msgtype=\"msg\" msgcat=\"custom\">";
data += " <field name=\"Account\" required=\"N\"/>";
data += " </message>";
data += " </messages>";
data += "</fix>";
new DataDictionary(new ByteArrayInputStream(data.getBytes()));
}
@Test
public void testTrailerWithTextElement50() throws Exception {
String data = "";
data += "<fix major=\"5\" minor=\"0\">";
data += " <header>";
data += " <field name=\"BeginString\" required=\"Y\"/>";
data += " </header>";
data += " <trailer>";
data += " </trailer>";
data += " <fields>";
data += " <field number=\"1\" name=\"Account\" type=\"STRING\"/>";
data += " <field number=\"8\" name=\"BeginString\" type=\"STRING\"/>";
data += " <field number=\"10\" name=\"CheckSum\" type=\"STRING\"/>";
data += " </fields>";
data += " <messages>";
data += " <message name=\"MessageWithNoChildren\" msgtype=\"msg\" msgcat=\"custom\">";
data += " <field name=\"Account\" required=\"N\"/>";
data += " </message>";
data += " </messages>";
data += "</fix>";
new DataDictionary(new ByteArrayInputStream(data.getBytes()));
}
@Test
public void testFieldsWithNoChildren50() throws Exception {
String data = "";
data += "<fix major=\"5\" minor=\"0\">";
data += " <header/>";
data += " <trailer/>";
data += " <fields/>";
data += " <messages>";
data += " <message name=\"MessageWithNoChildren\" msgtype=\"msg\" msgcat=\"custom\">";
data += " <field name=\"Account\" required=\"N\"/>";
data += " </message>";
data += " </messages>";
data += "</fix>";
expectedException.expect(ConfigError.class);
expectedException.expectMessage("No fields defined");
new DataDictionary(new ByteArrayInputStream(data.getBytes()));
}
@Test
public void testFieldsWithTextElement50() throws Exception {
String data = "";
data += "<fix major=\"5\" minor=\"0\">";
data += " <header/>";
data += " <trailer/>";
data += " <fields>";
data += " </fields>";
data += " <messages>";
data += " <message name=\"MessageWithNoChildren\" msgtype=\"msg\" msgcat=\"custom\">";
data += " <field name=\"Account\" required=\"N\"/>";
data += " </message>";
data += " </messages>";
data += "</fix>";
expectedException.expect(ConfigError.class);
expectedException.expectMessage("No fields defined");
new DataDictionary(new ByteArrayInputStream(data.getBytes()));
}
@Test
public void testHeaderGroupField() throws Exception {
DataDictionary dd = getDictionary();
assertTrue(dd.isHeaderGroup(NoHops.FIELD));
}
@Test
public void testMessageValidateBodyOnly() throws Exception {
final quickfix.fix44.NewOrderSingle newSingle = new quickfix.fix44.NewOrderSingle(
new ClOrdID("123"), new Side(Side.BUY), new TransactTime(), new OrdType(
OrdType.LIMIT));
newSingle.setField(new OrderQty(42));
newSingle.setField(new Price(42.37));
newSingle.setField(new HandlInst());
newSingle.setField(new Symbol("QFJ"));
newSingle.setField(new HandlInst(HandlInst.MANUAL_ORDER_BEST_EXECUTION));
newSingle.setField(new TimeInForce(TimeInForce.DAY));
newSingle.setField(new Account("testAccount"));
final DataDictionary dd = getDictionary();
new ExpectedTestFailure(FieldException.class, "field=") {
@Override
protected void execute() throws Throwable {
dd.validate(newSingle);
}
}.run();
dd.validate(newSingle, true);
}
@Test
public void testMessageDataDictionaryMismatch() throws Exception {
final quickfix.fix43.NewOrderSingle newSingle = new quickfix.fix43.NewOrderSingle(
new ClOrdID("123"), new HandlInst(HandlInst.MANUAL_ORDER_BEST_EXECUTION), new Side(Side.BUY), new TransactTime(), new OrdType(
OrdType.LIMIT));
newSingle.setField(new OrderQty(42));
newSingle.setField(new Price(42.37));
newSingle.setField(new Symbol("QFJ"));
newSingle.setField(new TimeInForce(TimeInForce.DAY));
newSingle.setField(new Account("testAccount"));
final DataDictionary dd = getDictionary();
new ExpectedTestFailure(UnsupportedVersion.class,
"Message version 'FIX.4.3' does not match the data dictionary version 'FIX.4.4'") {
@Override
protected void execute() throws Throwable {
dd.validate(newSingle);
}
}.run();
// TODO: This is unexpected for pre-FIX 5.0 messages:
// If bodyOnly is true, the correct data dictionary is not checked.
dd.validate(newSingle, true);
}
// QF C++ treats the string argument as a filename although it's
// named 'url'. QFJ string argument can be either but this test
// ensures the DD works correctly with a regular file path.
@Test
public void testDictionaryWithFilename() throws Exception {
DataDictionary dd = new DataDictionary("FIX40.xml");
assertEquals("wrong field name", "Currency", dd.getFieldName(15));
// It worked!
}
// Support finding DD in classpath
@Test
public void testDictionaryInClassPath() throws Exception {
URLClassLoader customClassLoader = new URLClassLoader(new URL[] { new URL("file:etc") },
getClass().getClassLoader());
Thread currentThread = Thread.currentThread();
ClassLoader previousContextClassLoader = currentThread.getContextClassLoader();
currentThread.setContextClassLoader(customClassLoader);
try {
DataDictionary dd = new DataDictionary("FIX40.xml");
assertEquals("wrong field name", "Currency", dd.getFieldName(15));
// It worked!
} finally {
currentThread.setContextClassLoader(previousContextClassLoader);
}
}
// QFJ-235
@Test
public void testWildcardEnumValue() throws Exception {
DataDictionary dd = getDictionary();
assertTrue(dd.isFieldValue(65, "FOO"));
}
@Test
public void testMessageCategory() throws Exception {
DataDictionary dd = getDictionary();
assertTrue(dd.isAdminMessage(MsgType.LOGON));
assertFalse(dd.isAppMessage(MsgType.LOGON));
assertFalse(dd.isAdminMessage(MsgType.ORDER_SINGLE));
assertTrue(dd.isAppMessage(MsgType.ORDER_SINGLE));
}
@Test
public void testAllowUnknownFields() throws Exception {
final quickfix.fix44.NewOrderSingle newSingle = new quickfix.fix44.NewOrderSingle(
new ClOrdID("123"), new Side(Side.BUY), new TransactTime(), new OrdType(
OrdType.LIMIT));
newSingle.getHeader().setField(new SenderCompID("SENDER"));
newSingle.getHeader().setField(new TargetCompID("TARGET"));
newSingle.getHeader().setField(new BodyLength(100));
newSingle.getHeader().setField(new MsgSeqNum(25));
newSingle.getHeader().setField(new SendingTime());
newSingle.getTrailer().setField(new CheckSum("100"));
newSingle.setField(new OrderQty(42));
newSingle.setField(new Price(42.37));
newSingle.setField(new HandlInst());
newSingle.setField(new Symbol("QFJ"));
newSingle.setField(new HandlInst(HandlInst.MANUAL_ORDER_BEST_EXECUTION));
newSingle.setField(new TimeInForce(TimeInForce.DAY));
newSingle.setField(new Account("testAccount"));
// Invalid field for this message
newSingle.setField(new LastMkt("FOO"));
final DataDictionary dictionary = new DataDictionary(getDictionary());
new ExpectedTestFailure(FieldException.class, "field=") {
@Override
protected void execute() throws Throwable {
dictionary.validate(newSingle);
}
}.run();
dictionary.setAllowUnknownMessageFields(true);
dictionary.validate(newSingle);
}
// QFJ-535
@Test
public void testValidateFieldsOutOfOrderForGroups() throws Exception {
final DataDictionary dictionary = new DataDictionary(getDictionary());
dictionary.setCheckUnorderedGroupFields(false);
Message messageWithGroupLevel1 = new Message(
"8=FIX.4.4\0019=185\00135=D\00134=25\00149=SENDER\00156=TARGET\00152=20110412-13:43:00\001" +
"60=20110412-13:43:00\0011=testAccount\00111=123\00121=3\00138=42\00140=2\00144=42.37\001" +
"54=1\00155=QFJ\00159=0\00178=1\00179=allocAccount\001736=currency\001661=1\00110=130\001",
dictionary);
dictionary.validate(messageWithGroupLevel1);
Message messageWithGroupLevel2 = new Message(
"8=FIX.4.4\0019=185\00135=D\00134=25\00149=SENDER\00156=TARGET\00152=20110412-13:43:00\001" +
"60=20110412-13:43:00\0011=testAccount\00111=123\00121=3\00138=42\00140=2\00144=42.37\001" +
"54=1\00155=QFJ\00159=0\00178=1\00179=allocAccount\001539=1\001524=1\001538=1\001525=a\00110=145\001",
dictionary);
dictionary.validate(messageWithGroupLevel2);
}
// QFJ-535
@Test
public void testNewOrderSingleWithCorrectTag50() throws Exception {
final DataDictionary dataDictionary = new DataDictionary(getDictionary());
dataDictionary.setCheckFieldsOutOfOrder(true);
String correctFixMessage = "8=FIX.4.4\0019=218\00135=D\00149=cust\00150=trader\001" +
"56=FixGateway\00134=449\00152=20110420-09:17:40\00111=clordid\00154=1\00138=50\001" +
"59=6\00140=2\00144=77.1\001432=20110531\00115=CHF\00122=8\00155=symbol\001" +
"48=CH1234.CHF\00121=1\00160=20110420-11:17:39.000\00163=0\001207=VX\00110=009\001";
// in any case, it must be validated as the message is correct
//doValidation and checkFieldsOutOfOrder
final NewOrderSingle nos1 = new NewOrderSingle();
nos1.fromString(correctFixMessage, dataDictionary, true);
dataDictionary.validate(nos1);
assertTrue(nos1.getHeader().isSetField(new SenderSubID()));
//doNotValidation and checkFieldsOutOfOrder
final NewOrderSingle nos2 = new NewOrderSingle();
nos2.fromString(correctFixMessage, dataDictionary, false);
dataDictionary.validate(nos2);
assertTrue(nos2.getHeader().isSetField(new SenderSubID()));
dataDictionary.setCheckFieldsOutOfOrder(false);
//doValidation and no checkFieldsOutOfOrder
final NewOrderSingle nos3 = new NewOrderSingle();
nos3.fromString(correctFixMessage, dataDictionary, true);
dataDictionary.validate(nos3);
assertTrue(nos3.getHeader().isSetField(new SenderSubID()));
//doNotValidation and no checkFieldsOutOfOrder
final NewOrderSingle nos4 = new NewOrderSingle();
nos4.fromString(correctFixMessage, dataDictionary, false);
dataDictionary.validate(nos4);
assertTrue(nos4.getHeader().isSetField(new SenderSubID()));
}
@Test
public void testNewOrderSingleWithMisplacedTag50() throws Exception {
final DataDictionary dataDictionary = new DataDictionary(getDictionary());
dataDictionary.setCheckFieldsOutOfOrder(true);
String incorrectFixMessage = "8=FIX.4.4\0019=218\00135=D\00149=cust\00156=FixGateway\001" +
"34=449\00152=20110420-09:17:40\00111=clordid\00154=1\00138=50\00159=6\00140=2\001" +
"44=77.1\001432=20110531\00115=CHF\00122=8\00155=symbol\00148=CH1234.CHF\00121=1\001" +
"60=20110420-11:17:39.000\00163=0\001207=VX\00150=trader\00110=009\001";
//doValidation and checkFieldsOutOfOrder -> should fail
final NewOrderSingle nos1 = new NewOrderSingle();
try {
nos1.fromString(incorrectFixMessage, dataDictionary, true);
} catch (FieldException fe) {
// expected exception
}
//doNotValidation and checkFieldsOutOfOrder -> should NOT fail
final NewOrderSingle nos2 = new NewOrderSingle();
nos2.fromString(incorrectFixMessage, dataDictionary, false);
dataDictionary.validate(nos2);
assertTrue(nos2.getHeader().isSetField(new SenderSubID()));
dataDictionary.setCheckFieldsOutOfOrder(false);
//doValidation and no checkFieldsOutOfOrder -> should NOT fail
final NewOrderSingle nos3 = new NewOrderSingle();
nos3.fromString(incorrectFixMessage, dataDictionary, true);
dataDictionary.validate(nos3);
assertTrue(nos3.getHeader().isSetField(new SenderSubID()));
//doNotValidation and no checkFieldsOutOfOrder -> should NOT fail
final NewOrderSingle nos4 = new NewOrderSingle();
nos4.fromString(incorrectFixMessage, dataDictionary, false);
dataDictionary.validate(nos4);
assertTrue(nos4.getHeader().isSetField(new SenderSubID()));
}
@Test
public void testCopy() throws Exception {
final DataDictionary dataDictionary = new DataDictionary(getDictionary());
dataDictionary.setAllowUnknownMessageFields(true);
dataDictionary.setCheckFieldsHaveValues(false);
dataDictionary.setCheckFieldsOutOfOrder(false);
dataDictionary.setCheckUnorderedGroupFields(false);
dataDictionary.setCheckUserDefinedFields(false);
DataDictionary ddCopy = new DataDictionary(dataDictionary);
assertEquals(ddCopy.isAllowUnknownMessageFields(),dataDictionary.isAllowUnknownMessageFields());
assertEquals(ddCopy.isCheckFieldsHaveValues(),dataDictionary.isCheckFieldsHaveValues());
assertEquals(ddCopy.isCheckFieldsOutOfOrder(),dataDictionary.isCheckFieldsOutOfOrder());
assertEquals(ddCopy.isCheckUnorderedGroupFields(),dataDictionary.isCheckUnorderedGroupFields());
assertEquals(ddCopy.isCheckUserDefinedFields(),dataDictionary.isCheckUserDefinedFields());
DataDictionary.GroupInfo groupFromDDCopy = ddCopy.getGroup(NewOrderSingle.MSGTYPE, NoPartyIDs.FIELD);
assertTrue(groupFromDDCopy.getDataDictionary().isAllowUnknownMessageFields());
// set to false on ORIGINAL DD
dataDictionary.setAllowUnknownMessageFields(false);
assertFalse(dataDictionary.isAllowUnknownMessageFields());
assertFalse(dataDictionary.getGroup(NewOrderSingle.MSGTYPE, NoPartyIDs.FIELD).getDataDictionary().isAllowUnknownMessageFields());
// should be still true on COPIED DD and its group
assertTrue(ddCopy.isAllowUnknownMessageFields());