func TestSession_CheckSendingTime(t *testing.T) {
session := Session{}
builder := getBuilder()
msgBytes, _ := builder.Build()
msg, _ := parseMessage(msgBytes)
//missing sending time
err := session.checkSendingTime(*msg)
if err == nil {
t.Error("Expected error")
}
if err.RejectReason() != rejectReasonRequiredTagMissing {
t.Error("Reject reason not expected, got ", err.RejectReason)
}
//sending time too late
sendingTime := time.Now().Add(time.Duration(-200) * time.Second)
builder.Header().Set(fix.NewUTCTimestampField(tag.SendingTime, sendingTime))
msgBytes, _ = builder.Build()
msg, _ = parseMessage(msgBytes)
err = session.checkSendingTime(*msg)
if err == nil {
t.Error("Expected error")
}
if err.RejectReason() != rejectReasonSendingTimeAccuracyProblem {
t.Error("Reject reason not expected, got ", err.RejectReason)
}
//future sending time
sendingTime = time.Now().Add(time.Duration(200) * time.Second)
builder.Header().Set(fix.NewUTCTimestampField(tag.SendingTime, sendingTime))
msgBytes, _ = builder.Build()
msg, _ = parseMessage(msgBytes)
err = session.checkSendingTime(*msg)
if err == nil {
t.Error("Expected error")
}
if err.RejectReason() != rejectReasonSendingTimeAccuracyProblem {
t.Error("Reject reason not expected, got ", err.RejectReason)
}
//sending time ok
sendingTime = time.Now()
builder.Header().Set(fix.NewUTCTimestampField(tag.SendingTime, sendingTime))
msgBytes, _ = builder.Build()
msg, _ = parseMessage(msgBytes)
err = session.checkSendingTime(*msg)
if err != nil {
t.Error("Unexpected error ", err)
}
}
func (s *Session) insertSendingTime(header MutableFieldMap) {
sendingTime := time.Now().UTC()
if s.sessionID.BeginString >= fix.BeginString_FIX42 {
header.Set(fix.NewUTCTimestampField(tag.SendingTime, sendingTime))
} else {
header.Set(fix.NewUTCTimestampFieldNoMillis(tag.SendingTime, sendingTime))
}
}
func (s *ValidationTests) TestValidateFieldNotFound(c *C) {
dict, _ := datadictionary.Parse("spec/FIX40.xml")
builder := NewMessageBuilder()
builder.Header().Set(fix.NewStringField(tag.MsgType, "D"))
builder.Header().Set(fix.NewStringField(tag.BeginString, "FIX.4.0"))
builder.Header().Set(fix.NewStringField(tag.BodyLength, "0"))
builder.Header().Set(fix.NewStringField(tag.SenderCompID, "0"))
builder.Header().Set(fix.NewStringField(tag.TargetCompID, "0"))
builder.Header().Set(fix.NewStringField(tag.MsgSeqNum, "0"))
builder.Header().Set(fix.NewUTCTimestampField(tag.SendingTime, time.Now()))
builder.Trailer().Set(fix.NewStringField(tag.CheckSum, "000"))
builder.Body().Set(fix.NewStringField(tag.ClOrdID, "A"))
builder.Body().Set(fix.NewStringField(tag.HandlInst, "A"))
builder.Body().Set(fix.NewStringField(tag.Symbol, "A"))
builder.Body().Set(fix.NewStringField(tag.Side, "A"))
builder.Body().Set(fix.NewStringField(tag.OrderQty, "A"))
//ord type is required
//builder.Body().Set(fix.NewStringField(tag.OrdType, "A"))
msgBytes, _ := builder.Build()
msg, _ := parseMessage(msgBytes)
reject := validate(dict, *msg)
c.Check(reject, NotNil)
c.Check(reject.RejectReason(), Equals, rejectReasonRequiredTagMissing)
c.Check(*reject.RefTagID(), Equals, tag.OrdType)
builder = NewMessageBuilder()
builder.Trailer().Set(fix.NewStringField(tag.CheckSum, "000"))
builder.Body().Set(fix.NewStringField(tag.ClOrdID, "A"))
builder.Body().Set(fix.NewStringField(tag.HandlInst, "A"))
builder.Body().Set(fix.NewStringField(tag.Symbol, "A"))
builder.Body().Set(fix.NewStringField(tag.Side, "A"))
builder.Body().Set(fix.NewStringField(tag.OrderQty, "A"))
builder.Header().Set(fix.NewStringField(tag.MsgType, "D"))
builder.Header().Set(fix.NewStringField(tag.BeginString, "FIX.4.0"))
builder.Header().Set(fix.NewStringField(tag.BodyLength, "0"))
builder.Header().Set(fix.NewStringField(tag.SenderCompID, "0"))
builder.Header().Set(fix.NewStringField(tag.TargetCompID, "0"))
builder.Header().Set(fix.NewStringField(tag.MsgSeqNum, "0"))
//sending time is required
//msg.Header.FieldMap.Set(fix.NewStringField(tag.SendingTime, "0"))
msgBytes, _ = builder.Build()
msg, _ = parseMessage(msgBytes)
reject = validate(dict, *msg)
c.Check(reject, NotNil)
c.Check(reject.RejectReason(), Equals, rejectReasonRequiredTagMissing)
c.Check(*reject.RefTagID(), Equals, tag.SendingTime)
}
func (s *ValidationTests) createFIX43NewOrderSingle() MessageBuilder {
msg := NewMessageBuilder()
msg.Header().Set(fix.NewStringField(tag.MsgType, "D"))
msg.Header().Set(fix.NewStringField(tag.BeginString, "FIX.4.3"))
msg.Header().Set(fix.NewStringField(tag.BodyLength, "0"))
msg.Header().Set(fix.NewStringField(tag.SenderCompID, "0"))
msg.Header().Set(fix.NewStringField(tag.TargetCompID, "0"))
msg.Header().Set(fix.NewStringField(tag.MsgSeqNum, "0"))
msg.Header().Set(fix.NewUTCTimestampField(tag.SendingTime, time.Now()))
msg.Body().Set(fix.NewStringField(tag.ClOrdID, "A"))
msg.Body().Set(fix.NewStringField(tag.HandlInst, "1"))
msg.Body().Set(fix.NewStringField(tag.Symbol, "A"))
msg.Body().Set(fix.NewStringField(tag.Side, "1"))
msg.Body().Set(fix.NewIntField(tag.OrderQty, 5))
msg.Body().Set(fix.NewStringField(tag.OrdType, "1"))
msg.Body().Set(fix.NewUTCTimestampField(tag.TransactTime, time.Now()))
msg.Trailer().Set(fix.NewStringField(tag.CheckSum, "000"))
return msg
}