forked from quickfixgo/quickfix
-
Notifications
You must be signed in to change notification settings - Fork 0
/
Copy pathmessage_test.go
197 lines (148 loc) · 6.76 KB
/
message_test.go
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
package quickfix
import (
"bytes"
"reflect"
"testing"
"github.com/quickfixgo/quickfix/datadictionary"
"github.com/stretchr/testify/suite"
)
func BenchmarkParseMessage(b *testing.B) {
rawMsg := bytes.NewBufferString("8=FIX.4.29=10435=D34=249=TW52=20140515-19:49:56.65956=ISLD11=10021=140=154=155=TSLA60=00010101-00:00:00.00010=039")
var msg Message
for i := 0; i < b.N; i++ {
_ = ParseMessage(&msg, rawMsg)
}
}
type MessageSuite struct {
QuickFIXSuite
msg *Message
}
func TestMessageSuite(t *testing.T) {
suite.Run(t, new(MessageSuite))
}
func (s *MessageSuite) SetupTest() {
s.msg = NewMessage()
}
func (s *MessageSuite) TestParseMessageEmpty() {
rawMsg := bytes.NewBufferString("")
err := ParseMessage(s.msg, rawMsg)
s.NotNil(err)
}
func (s *MessageSuite) TestParseMessage() {
rawMsg := bytes.NewBufferString("8=FIX.4.29=10435=D34=249=TW52=20140515-19:49:56.65956=ISLD11=10021=140=154=155=TSLA60=00010101-00:00:00.00010=039")
err := ParseMessage(s.msg, rawMsg)
s.Nil(err)
s.True(bytes.Equal(rawMsg.Bytes(), s.msg.rawMessage.Bytes()), "Expected msg bytes to equal raw bytes")
expectedBodyBytes := []byte("11=10021=140=154=155=TSLA60=00010101-00:00:00.000")
s.True(bytes.Equal(s.msg.bodyBytes, expectedBodyBytes), "Incorrect body bytes, got %s", string(s.msg.bodyBytes))
s.Equal(14, len(s.msg.fields))
msgType, err := s.msg.MsgType()
s.Nil(err)
s.Equal("D", msgType)
s.True(s.msg.IsMsgTypeOf("D"))
s.False(s.msg.IsMsgTypeOf("A"))
}
func (s *MessageSuite) TestParseMessageWithDataDictionary() {
dict := new(datadictionary.DataDictionary)
dict.Header = &datadictionary.MessageDef{
Fields: map[int]*datadictionary.FieldDef{
10030: nil,
},
}
dict.Trailer = &datadictionary.MessageDef{
Fields: map[int]*datadictionary.FieldDef{
5050: nil,
},
}
rawMsg := bytes.NewBufferString("8=FIX.4.29=12635=D34=249=TW52=20140515-19:49:56.65956=ISLD10030=CUST11=10021=140=154=155=TSLA60=00010101-00:00:00.0005050=HELLO10=039")
err := ParseMessageWithDataDictionary(s.msg, rawMsg, dict, dict)
s.Nil(err)
s.FieldEquals(Tag(10030), "CUST", s.msg.Header)
s.FieldEquals(Tag(5050), "HELLO", s.msg.Trailer)
}
func (s *MessageSuite) TestParseOutOfOrder() {
//allow fields out of order, save for validation
rawMsg := bytes.NewBufferString("8=FIX.4.09=8135=D11=id21=338=10040=154=155=MSFT34=249=TW52=20140521-22:07:0956=ISLD10=250")
s.Nil(ParseMessage(s.msg, rawMsg))
}
func (s *MessageSuite) TestBuild() {
s.msg.Header.SetField(tagBeginString, FIXString(BeginStringFIX44))
s.msg.Header.SetField(tagMsgType, FIXString("A"))
s.msg.Header.SetField(tagSendingTime, FIXString("20140615-19:49:56"))
s.msg.Body.SetField(Tag(553), FIXString("my_user"))
s.msg.Body.SetField(Tag(554), FIXString("secret"))
expectedBytes := []byte("8=FIX.4.49=4935=A52=20140615-19:49:56553=my_user554=secret10=072")
result := s.msg.build()
s.True(bytes.Equal(expectedBytes, result), "Unexpected bytes, got %s", string(result))
}
func (s *MessageSuite) TestReBuild() {
rawMsg := bytes.NewBufferString("8=FIX.4.29=10435=D34=249=TW52=20140515-19:49:56.65956=ISLD11=10021=140=154=155=TSLA60=00010101-00:00:00.00010=039")
s.Nil(ParseMessage(s.msg, rawMsg))
s.msg.Header.SetField(tagOrigSendingTime, FIXString("20140515-19:49:56.659"))
s.msg.Header.SetField(tagSendingTime, FIXString("20140615-19:49:56"))
rebuildBytes := s.msg.build()
expectedBytes := []byte("8=FIX.4.29=12635=D34=249=TW52=20140615-19:49:5656=ISLD122=20140515-19:49:56.65911=10021=140=154=155=TSLA60=00010101-00:00:00.00010=128")
s.True(bytes.Equal(expectedBytes, rebuildBytes), "Unexpected bytes,\n +%s\n-%s", rebuildBytes, expectedBytes)
expectedBodyBytes := []byte("11=10021=140=154=155=TSLA60=00010101-00:00:00.000")
s.True(bytes.Equal(s.msg.bodyBytes, expectedBodyBytes), "Incorrect body bytes, got %s", string(s.msg.bodyBytes))
}
func (s *MessageSuite) TestReverseRoute() {
s.Nil(ParseMessage(s.msg, bytes.NewBufferString("8=FIX.4.29=17135=D34=249=TW50=KK52=20060102-15:04:0556=ISLD57=AP144=BB115=JCD116=CS128=MG129=CB142=JV143=RY145=BH11=ID21=338=10040=w54=155=INTC60=20060102-15:04:0510=123")))
builder := s.msg.reverseRoute()
var testCases = []struct {
tag Tag
expectedValue string
}{
{tagTargetCompID, "TW"},
{tagTargetSubID, "KK"},
{tagTargetLocationID, "JV"},
{tagSenderCompID, "ISLD"},
{tagSenderSubID, "AP"},
{tagSenderLocationID, "RY"},
{tagDeliverToCompID, "JCD"},
{tagDeliverToSubID, "CS"},
{tagDeliverToLocationID, "BB"},
{tagOnBehalfOfCompID, "MG"},
{tagOnBehalfOfSubID, "CB"},
{tagOnBehalfOfLocationID, "BH"},
}
for _, tc := range testCases {
var field FIXString
s.Nil(builder.Header.GetField(tc.tag, &field))
s.Equal(tc.expectedValue, string(field))
}
}
func (s *MessageSuite) TestReverseRouteIgnoreEmpty() {
s.Nil(ParseMessage(s.msg, bytes.NewBufferString("8=FIX.4.09=12835=D34=249=TW52=20060102-15:04:0556=ISLD115=116=CS128=MG129=CB11=ID21=338=10040=w54=155=INTC60=20060102-15:04:0510=123")))
builder := s.msg.reverseRoute()
s.False(builder.Header.Has(tagDeliverToCompID), "Should not reverse if empty")
}
func (s *MessageSuite) TestReverseRouteFIX40() {
//onbehalfof/deliverto location id not supported in fix 4.0
s.Nil(ParseMessage(s.msg, bytes.NewBufferString("8=FIX.4.09=17135=D34=249=TW50=KK52=20060102-15:04:0556=ISLD57=AP144=BB115=JCD116=CS128=MG129=CB142=JV143=RY145=BH11=ID21=338=10040=w54=155=INTC60=20060102-15:04:0510=123")))
builder := s.msg.reverseRoute()
s.False(builder.Header.Has(tagDeliverToLocationID), "delivertolocation id not supported in fix40")
s.False(builder.Header.Has(tagOnBehalfOfLocationID), "onbehalfof location id not supported in fix40")
}
func (s *MessageSuite) TestCopyIntoMessage() {
s.Nil(ParseMessage(s.msg, bytes.NewBufferString("8=FIX.4.29=17135=D34=249=TW50=KK52=20060102-15:04:0556=ISLD57=AP144=BB115=JCD116=CS128=MG129=CB142=JV143=RY145=BH11=ID21=338=10040=w54=155=INTC60=20060102-15:04:0510=123")))
dest := NewMessage()
s.msg.CopyInto(dest)
checkFieldInt(s, dest.Header.FieldMap, int(tagMsgSeqNum), 2)
checkFieldInt(s, dest.Body.FieldMap, 21, 3)
checkFieldString(s, dest.Body.FieldMap, 11, "ID")
s.Equal(len(dest.bodyBytes), len(s.msg.bodyBytes))
s.True(reflect.DeepEqual(s.msg.bodyBytes, dest.bodyBytes))
s.True(s.msg.IsMsgTypeOf("D"))
s.Equal(s.msg.ReceiveTime, dest.ReceiveTime)
s.True(reflect.DeepEqual(s.msg.fields, dest.fields))
}
func checkFieldInt(s *MessageSuite, fields FieldMap, tag, expected int) {
toCheck, _ := fields.GetInt(Tag(tag))
s.Equal(expected, toCheck)
}
func checkFieldString(s *MessageSuite, fields FieldMap, tag int, expected string) {
toCheck, err := fields.GetString(Tag(tag))
s.NoError(err)
s.Equal(expected, toCheck)
}