func TestSession_CheckBeginString(t *testing.T) {
session := Session{
sessionID: SessionID{BeginString: "FIX.4.2"},
}
builder := getBuilder()
//wrong value
builder.Header().Set(fix.NewStringField(tag.BeginString, "FIX.4.4"))
msgBytes, _ := builder.Build()
msg, _ := parseMessage(msgBytes)
err := session.checkBeginString(*msg)
if err == nil {
t.Error("Expected Error")
}
_ = err.(incorrectBeginString)
builder.Header().Set(fix.NewStringField(tag.BeginString, session.sessionID.BeginString))
msgBytes, _ = builder.Build()
msg, _ = parseMessage(msgBytes)
err = session.checkBeginString(*msg)
if err != nil {
t.Error("Unexpected error", err)
}
}
func (s *ValidationTests) TestValidateInvalidTagNumber(c *C) {
dict, _ := datadictionary.Parse("spec/FIX40.xml")
builder := s.createFIX40NewOrderSingle()
builder.Header().Set(fix.NewStringField(9999, "hello"))
msgBytes, _ := builder.Build()
msg, _ := parseMessage(msgBytes)
reject := validate(dict, *msg)
c.Check(reject, NotNil)
c.Check(reject.RejectReason(), Equals, rejectReasonInvalidTagNumber)
c.Check(*reject.RefTagID(), Equals, fix.Tag(9999))
builder = s.createFIX40NewOrderSingle()
builder.Trailer().Set(fix.NewStringField(9999, "hello"))
msgBytes, _ = builder.Build()
msg, _ = parseMessage(msgBytes)
reject = validate(dict, *msg)
c.Check(reject, NotNil)
c.Check(reject.RejectReason(), Equals, rejectReasonInvalidTagNumber)
c.Check(*reject.RefTagID(), Equals, fix.Tag(9999))
builder = s.createFIX40NewOrderSingle()
builder.Body().Set(fix.NewStringField(9999, "hello"))
msgBytes, _ = builder.Build()
msg, _ = parseMessage(msgBytes)
reject = validate(dict, *msg)
c.Check(reject, NotNil)
c.Check(reject.RejectReason(), Equals, rejectReasonInvalidTagNumber)
c.Check(*reject.RefTagID(), Equals, fix.Tag(9999))
}
func TestFieldMap_Total(t *testing.T) {
f1 := fix.NewStringField(1, "hello")
f2 := fix.NewStringField(2, "world")
beginString := fix.NewStringField(8, "FIX.4.4")
bodyLength := fix.NewIntField(9, 100)
checkSum := fix.NewStringField(10, "100")
fMap := fieldMap{}
fMap.init(normalFieldOrder)
fMap.Set(f1)
fMap.Set(f2)
fMap.Set(beginString)
fMap.Set(bodyLength)
fMap.Set(checkSum)
if fMap.total() != 2116 {
t.Error("Total should includes all fields but checkSum- got ", fMap.total())
}
}
func (s *ValidationTests) TestValidateValueIsIncorrect(c *C) {
dict, _ := datadictionary.Parse("spec/FIX40.xml")
builder := s.createFIX40NewOrderSingle()
builder.Body().Set(fix.NewStringField(tag.HandlInst, "4"))
msgBytes, _ := builder.Build()
msg, _ := parseMessage(msgBytes)
reject := validate(dict, *msg)
c.Check(reject, NotNil)
c.Check(reject.RejectReason(), Equals, rejectReasonValueIsIncorrect)
c.Check(*reject.RefTagID(), Equals, tag.HandlInst)
}
func TestMessageBuilder_checkBuild(t *testing.T) {
builder = NewMessageBuilder()
builder.Header().Set(field.NewBeginString(fix.BeginString_FIX44))
builder.Header().Set(fix.NewStringField(tag.MsgType, "A"))
builder.Header().Set(fix.NewStringField(tag.SendingTime, "20140615-19:49:56"))
builder.Body().Set(field.NewUsername("my_user"))
builder.Body().Set(field.NewPassword("secret"))
expectedBytes := []byte("8=FIX.4.49=4935=A52=20140615-19:49:56553=my_user554=secret10=072")
result, err := builder.Build()
if err != nil {
t.Error("Unexpected error", err)
}
if !bytes.Equal(expectedBytes, result) {
t.Error("Unexpected bytes, got ", string(result))
}
}
func (s *ValidationTests) TestValidateIncorrectDataFormatForValue(c *C) {
dict, _ := datadictionary.Parse("spec/FIX40.xml")
builder := s.createFIX40NewOrderSingle()
builder.Body().Set(fix.NewStringField(tag.OrderQty, "+200.00"))
msgBytes, _ := builder.Build()
msg, _ := parseMessage(msgBytes)
reject := validate(dict, *msg)
c.Check(reject, NotNil)
c.Check(reject.RejectReason(), Equals, rejectReasonIncorrectDataFormatForValue)
c.Check(*reject.RefTagID(), Equals, tag.OrderQty)
}
func (s *ValidationTests) TestValidateInvalidMsgType(c *C) {
dict, _ := datadictionary.Parse("spec/FIX40.xml")
builder := s.createFIX40NewOrderSingle()
builder.Header().Set(fix.NewStringField(tag.MsgType, "z"))
msgBytes, _ := builder.Build()
msg, _ := parseMessage(msgBytes)
reject := validate(dict, *msg)
c.Check(reject, NotNil)
c.Check(reject.RejectReason(), Equals, rejectReasonInvalidMsgType)
}
func (s *ValidationTests) TestValidateTagSpecifiedWithoutAValue(c *C) {
dict, _ := datadictionary.Parse("spec/FIX40.xml")
builder := s.createFIX40NewOrderSingle()
builder.Body().Set(fix.NewStringField(tag.ClientID, ""))
msgBytes, _ := builder.Build()
msg, _ := parseMessage(msgBytes)
reject := validate(dict, *msg)
c.Check(reject, NotNil)
c.Check(reject.RejectReason(), Equals, rejectReasonTagSpecifiedWithoutAValue)
c.Check(*reject.RefTagID(), Equals, tag.ClientID)
}
func (s *ValidationTests) TestValidateTagNotDefinedForMessage(c *C) {
dict, _ := datadictionary.Parse("spec/FIX40.xml")
builder := s.createFIX40NewOrderSingle()
builder.Body().Set(fix.NewStringField(41, "hello"))
msgBytes, _ := builder.Build()
msg, _ := parseMessage(msgBytes)
reject := validate(dict, *msg)
c.Check(reject, NotNil)
c.Check(reject.RejectReason(), Equals, rejectReasonTagNotDefinedForThisMessageType)
c.Check(*reject.RefTagID(), Equals, fix.Tag(41))
}
func (s *ValidationTests) TestValidateTagSpecifiedOutOfRequiredOrder(c *C) {
dict, _ := datadictionary.Parse("spec/FIX40.xml")
builder := s.createFIX40NewOrderSingle()
//should be in header
builder.Body().Set(fix.NewStringField(tag.OnBehalfOfCompID, "CWB"))
msgBytes, _ := builder.Build()
msg, _ := parseMessage(msgBytes)
reject := validate(dict, *msg)
c.Check(reject, NotNil)
c.Check(reject.RejectReason(), Equals, rejectReasonTagSpecifiedOutOfRequiredOrder)
c.Check(*reject.RefTagID(), Equals, tag.OnBehalfOfCompID)
}
func (s *Session) resend(msg *Message) {
header := msg.Header.(fieldMap)
header.Set(field.NewPossDupFlag(true))
origSendingTime := new(fix.StringValue)
if err := header.GetField(tag.SendingTime, origSendingTime); err == nil {
header.Set(fix.NewStringField(tag.OrigSendingTime, origSendingTime.Value))
}
s.insertSendingTime(header)
msg.rebuild()
s.sendBytes(msg.rawMessage)
}
func TestMessage_rebuild(t *testing.T) {
rawMsg := []byte("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")
msg, _ := parseMessage(rawMsg)
header := msg.Header.(fieldMap)
header.Set(fix.NewStringField(tag.OrigSendingTime, "20140515-19:49:56.659"))
header.Set(fix.NewStringField(tag.SendingTime, "20140615-19:49:56"))
msg.rebuild()
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")
if !bytes.Equal(expectedBytes, msg.rawMessage) {
t.Error("Unexpected bytes, got ", string(msg.rawMessage))
}
expectedBodyBytes := []byte("11=10021=140=154=155=TSLA60=00010101-00:00:00.000")
if !bytes.Equal(msg.bodyBytes, expectedBodyBytes) {
t.Error("Incorrect body bytes, got ", string(msg.bodyBytes))
}
}
func TestFieldMap_SetAndGet(t *testing.T) {
fMap := fieldMap{}
fMap.init(normalFieldOrder)
fMap.Set(fix.NewStringField(1, "hello"))
fMap.Set(fix.NewStringField(2, "world"))
var testCases = []struct {
tag fix.Tag
expectErr bool
expectValue string
}{
{tag: 1, expectValue: "hello"},
{tag: 2, expectValue: "world"},
{tag: 44, expectErr: true},
}
for _, tc := range testCases {
testField := fix.NewStringField(tc.tag, "")
err := fMap.Get(testField)
if tc.expectErr {
if err == nil {
t.Error("Expected Error")
}
continue
}
if err != nil {
t.Error("Unexpected Error", err)
}
if testField.Value != tc.expectValue {
t.Errorf("Expected %v got %v", tc.expectValue, testField.Value)
}
}
}
func (state *inSession) generateSequenceReset(session *Session, beginSeqNo int, endSeqNo int) {
sequenceReset := NewMessageBuilder()
session.fillDefaultHeader(sequenceReset)
sequenceReset.Header().Set(field.NewMsgType("4"))
sequenceReset.Header().Set(field.NewMsgSeqNum(beginSeqNo))
sequenceReset.Header().Set(field.NewPossDupFlag(true))
sequenceReset.Body().Set(field.NewNewSeqNo(endSeqNo))
sequenceReset.Body().Set(field.NewGapFillFlag(true))
origSendingTime := new(fix.StringValue)
if err := sequenceReset.Header().GetField(tag.SendingTime, origSendingTime); err == nil {
sequenceReset.Header().Set(fix.NewStringField(tag.OrigSendingTime, origSendingTime.Value))
}
//FIXME error check?
msgBytes, _ := sequenceReset.Build()
session.sendBytes(msgBytes)
}
func getBuilder() MessageBuilder {
builder := NewMessageBuilder()
builder.Header().Set(fix.NewStringField(tag.BeginString, fix.BeginString_FIX40))
builder.Header().Set(fix.NewStringField(tag.MsgType, "D"))
return builder
}
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
}
func newCheckSum(value int) *fix.StringField {
return fix.NewStringField(tag.CheckSum, fmt.Sprintf("%03d", value))
}
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)
}
