adding quickfix
This commit is contained in:
Ramiro Paz
389
quickfix/settings_test.go
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389
quickfix/settings_test.go
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// Copyright (c) quickfixengine.org All rights reserved.
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//
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// This file may be distributed under the terms of the quickfixengine.org
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// license as defined by quickfixengine.org and appearing in the file
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// LICENSE included in the packaging of this file.
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//
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// This file is provided AS IS with NO WARRANTY OF ANY KIND, INCLUDING
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// THE WARRANTY OF DESIGN, MERCHANTABILITY AND FITNESS FOR A
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// PARTICULAR PURPOSE.
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//
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// See http://www.quickfixengine.org/LICENSE for licensing information.
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//
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// Contact ask@quickfixengine.org if any conditions of this licensing
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// are not clear to you.
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package quickfix
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import (
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"strings"
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"testing"
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"github.com/stretchr/testify/assert"
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"github.com/stretchr/testify/require"
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"github.com/stretchr/testify/suite"
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"quantex.com/qfixdpl/quickfix/config"
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)
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func TestSettings_New(t *testing.T) {
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s := NewSettings()
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assert.NotNil(t, s)
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globalSettings := s.GlobalSettings()
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assert.NotNil(t, globalSettings)
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sessionSettings := s.SessionSettings()
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assert.NotNil(t, sessionSettings)
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assert.Empty(t, sessionSettings)
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}
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type SettingsAddSessionSuite struct {
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suite.Suite
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settings *Settings
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}
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func TestSettingsAddSessionSuite(t *testing.T) {
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suite.Run(t, new(SettingsAddSessionSuite))
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}
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func (s *SettingsAddSessionSuite) SetupTest() {
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s.settings = NewSettings()
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}
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func (s *SettingsAddSessionSuite) TestBeginStringValidation() {
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ss := NewSessionSettings()
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ss.Set(config.SenderCompID, "CB")
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ss.Set(config.TargetCompID, "SS")
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_, err := s.settings.AddSession(ss)
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s.NotNil(err)
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ss.Set(config.BeginString, "NotAValidBeginString")
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_, err = s.settings.AddSession(ss)
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s.NotNil(err)
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var cases = []string{
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BeginStringFIX40,
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BeginStringFIX41,
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BeginStringFIX42,
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BeginStringFIX43,
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BeginStringFIX44,
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BeginStringFIXT11,
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}
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for _, beginString := range cases {
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ss.Set(config.BeginString, beginString)
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sid, err := s.settings.AddSession(ss)
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s.Nil(err)
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s.Equal(sid, SessionID{BeginString: beginString, SenderCompID: "CB", TargetCompID: "SS"})
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}
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}
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func (s *SettingsAddSessionSuite) TestGlobalOverlay() {
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globalSettings := s.settings.GlobalSettings()
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globalSettings.Set(config.BeginString, "FIX.4.0")
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globalSettings.Set(config.SocketAcceptPort, "1000")
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s1 := NewSessionSettings()
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s1.Set(config.BeginString, "FIX.4.1")
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s1.Set(config.SenderCompID, "CB")
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s1.Set(config.TargetCompID, "SS")
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s2 := NewSessionSettings()
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s2.Set(config.ResetOnLogon, "Y")
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s2.Set(config.SenderCompID, "CB")
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s2.Set(config.TargetCompID, "SS")
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sessionID1 := SessionID{BeginString: "FIX.4.1", SenderCompID: "CB", TargetCompID: "SS"}
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sessionID2 := SessionID{BeginString: "FIX.4.0", SenderCompID: "CB", TargetCompID: "SS"}
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var addCases = []struct {
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settings *SessionSettings
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expectedSessionID SessionID
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}{
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{s1, sessionID1},
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{s2, sessionID2},
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}
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for _, tc := range addCases {
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sid, err := s.settings.AddSession(tc.settings)
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s.Nil(err)
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s.Equal(sid, tc.expectedSessionID)
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}
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var cases = []struct {
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sessionID SessionID
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input string
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expected string
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}{
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{sessionID1, config.BeginString, "FIX.4.1"},
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{sessionID1, config.SocketAcceptPort, "1000"},
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{sessionID2, config.BeginString, "FIX.4.0"},
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{sessionID2, config.SocketAcceptPort, "1000"},
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{sessionID2, config.ResetOnLogon, "Y"},
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}
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sessionSettings := s.settings.SessionSettings()
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s.Len(sessionSettings, 2)
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for _, tc := range cases {
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settings := sessionSettings[tc.sessionID]
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actual, err := settings.Setting(tc.input)
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s.Nil(err)
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s.Equal(actual, tc.expected)
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}
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}
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func (s *SettingsAddSessionSuite) TestRejectDuplicate() {
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s1 := NewSessionSettings()
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s1.Set(config.BeginString, "FIX.4.1")
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s1.Set(config.SenderCompID, "CB")
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s1.Set(config.TargetCompID, "SS")
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s2 := NewSessionSettings()
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s2.Set(config.BeginString, "FIX.4.0")
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s2.Set(config.SenderCompID, "CB")
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s2.Set(config.TargetCompID, "SS")
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_, err := s.settings.AddSession(s1)
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s.Nil(err)
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_, err = s.settings.AddSession(s2)
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s.Nil(err)
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s3 := NewSessionSettings()
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s1.Set(config.BeginString, "FIX.4.0")
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s3.Set(config.SenderCompID, "CB")
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s3.Set(config.TargetCompID, "SS")
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_, err = s.settings.AddSession(s3)
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s.NotNil(err, "Expected error for adding duplicate session")
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sessionSettings := s.settings.SessionSettings()
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s.Len(sessionSettings, 2)
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}
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func TestSettings_ParseSettings(t *testing.T) {
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cfg := `
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# default settings for sessions
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[DEFAULT]
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ConnectionType=initiator
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ReconnectInterval=60
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SenderCompID=TW
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# session definition
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[SESSION]
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# inherit ConnectionType, ReconnectInterval and SenderCompID from default
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BeginString=FIX.4.1
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TargetCompID=ARCA
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StartTime=12:30:00
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EndTime=23:30:00
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HeartBtInt=20
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SocketConnectPort=9823
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SocketConnectHost=123.123.123.123
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DataDictionary=somewhere/FIX41.xml
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[SESSION]
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BeginString=FIX.4.0
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TargetCompID=ISLD
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StartTime=12:00:00
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EndTime=23:00:00
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HeartBtInt=30
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SocketConnectPort=8323
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SocketConnectHost=23.23.23.23
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DataDictionary=somewhere/FIX40.xml
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[SESSION]
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BeginString=FIX.4.2
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SenderSubID=TWSub
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SenderLocationID=TWLoc
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TargetCompID=INCA
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TargetSubID=INCASub
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TargetLocationID=INCALoc
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StartTime=12:30:00
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EndTime=21:30:00
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# overide default setting for RecconnectInterval
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ReconnectInterval=30
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HeartBtInt=30
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SocketConnectPort=6523
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SocketConnectHost=3.3.3.3
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# (optional) alternate connection ports and hosts to cycle through on failover
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SocketConnectPort1=8392
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SocketConnectHost1=8.8.8.8
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SocketConnectPort2=2932
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SocketConnectHost2=12.12.12.12
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DataDictionary=somewhere/FIX42.xml
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`
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stringReader := strings.NewReader(cfg)
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s, err := ParseSettings(stringReader)
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assert.Nil(t, err)
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assert.NotNil(t, s)
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var globalTCs = []struct {
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setting string
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expected string
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}{
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{"ConnectionType", "initiator"},
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{"ReconnectInterval", "60"},
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{"SenderCompID", "TW"},
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}
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globalSettings := s.GlobalSettings()
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for _, tc := range globalTCs {
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actual, err := globalSettings.Setting(tc.setting)
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assert.Nil(t, err)
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assert.Equal(t, tc.expected, actual)
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}
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sessionSettings := s.SessionSettings()
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assert.Len(t, sessionSettings, 3)
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sessionID1 := SessionID{BeginString: "FIX.4.1", SenderCompID: "TW", TargetCompID: "ARCA"}
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sessionID2 := SessionID{BeginString: "FIX.4.0", SenderCompID: "TW", TargetCompID: "ISLD"}
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sessionID3 := SessionID{
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BeginString: "FIX.4.2",
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SenderCompID: "TW", SenderSubID: "TWSub", SenderLocationID: "TWLoc",
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TargetCompID: "INCA", TargetSubID: "INCASub", TargetLocationID: "INCALoc"}
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var sessionTCs = []struct {
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sessionID SessionID
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setting string
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expected string
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}{
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{sessionID1, "ConnectionType", "initiator"},
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{sessionID1, "ReconnectInterval", "60"},
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{sessionID1, "SenderCompID", "TW"},
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{sessionID1, "BeginString", "FIX.4.1"},
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{sessionID1, "TargetCompID", "ARCA"},
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{sessionID1, "StartTime", "12:30:00"},
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{sessionID1, "EndTime", "23:30:00"},
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{sessionID1, "HeartBtInt", "20"},
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{sessionID1, "SocketConnectPort", "9823"},
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{sessionID1, "SocketConnectHost", "123.123.123.123"},
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{sessionID1, "DataDictionary", "somewhere/FIX41.xml"},
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{sessionID2, "ConnectionType", "initiator"},
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{sessionID2, "ReconnectInterval", "60"},
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{sessionID2, "SenderCompID", "TW"},
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{sessionID2, "BeginString", "FIX.4.0"},
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{sessionID2, "TargetCompID", "ISLD"},
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{sessionID2, "StartTime", "12:00:00"},
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{sessionID2, "EndTime", "23:00:00"},
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{sessionID2, "HeartBtInt", "30"},
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{sessionID2, "SocketConnectPort", "8323"},
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{sessionID2, "SocketConnectHost", "23.23.23.23"},
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{sessionID2, "DataDictionary", "somewhere/FIX40.xml"},
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{sessionID3, "ConnectionType", "initiator"},
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{sessionID3, "BeginString", "FIX.4.2"},
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{sessionID3, "SenderCompID", "TW"},
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{sessionID3, "TargetCompID", "INCA"},
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{sessionID3, "StartTime", "12:30:00"},
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{sessionID3, "EndTime", "21:30:00"},
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{sessionID3, "ReconnectInterval", "30"},
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{sessionID3, "HeartBtInt", "30"},
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{sessionID3, "SocketConnectPort", "6523"},
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{sessionID3, "SocketConnectHost", "3.3.3.3"},
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{sessionID3, "SocketConnectPort1", "8392"},
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{sessionID3, "SocketConnectHost1", "8.8.8.8"},
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{sessionID3, "SocketConnectPort2", "2932"},
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{sessionID3, "SocketConnectHost2", "12.12.12.12"},
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{sessionID3, "DataDictionary", "somewhere/FIX42.xml"},
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}
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for _, tc := range sessionTCs {
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settings, ok := sessionSettings[tc.sessionID]
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require.True(t, ok, "No Session recalled for %v", tc.sessionID)
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actual, err := settings.Setting(tc.setting)
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assert.Nil(t, err)
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assert.Equal(t, tc.expected, actual)
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}
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}
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func TestSettings_ParseSettings_WithEqualsSignInValue(t *testing.T) {
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s, err := ParseSettings(strings.NewReader(`
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[DEFAULT]
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ConnectionType=initiator
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SQLDriver=mysql
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SQLDataSourceName=root:root@/quickfix?parseTime=true&loc=UTC
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[SESSION]
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BeginString=FIX.4.2
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SenderCompID=SENDER
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TargetCompID=TARGET`))
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require.Nil(t, err)
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require.NotNil(t, s)
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sessionSettings := s.SessionSettings()[SessionID{BeginString: "FIX.4.2", SenderCompID: "SENDER", TargetCompID: "TARGET"}]
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val, err := sessionSettings.Setting("SQLDataSourceName")
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assert.Nil(t, err)
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assert.Equal(t, `root:root@/quickfix?parseTime=true&loc=UTC`, val)
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}
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func TestSettings_SessionIDFromSessionSettings(t *testing.T) {
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var testCases = []struct {
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globalBeginString string
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globalTargetCompID string
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globalSenderCompID string
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sessionBeginString string
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sessionTargetCompID string
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sessionSenderCompID string
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sessionQualifier string
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expectedSessionID SessionID
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}{
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{globalBeginString: "FIX.4.0", globalTargetCompID: "CB", globalSenderCompID: "SS",
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expectedSessionID: SessionID{BeginString: "FIX.4.0", TargetCompID: "CB", SenderCompID: "SS"}},
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{sessionBeginString: "FIX.4.1", sessionTargetCompID: "GE", sessionSenderCompID: "LE",
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expectedSessionID: SessionID{BeginString: "FIX.4.1", TargetCompID: "GE", SenderCompID: "LE"}},
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{globalBeginString: "FIX.4.2", globalTargetCompID: "CB", sessionTargetCompID: "GE", sessionSenderCompID: "LE", sessionQualifier: "J",
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expectedSessionID: SessionID{BeginString: "FIX.4.2", TargetCompID: "GE", SenderCompID: "LE", Qualifier: "J"}},
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}
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for _, tc := range testCases {
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globalSettings := NewSessionSettings()
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sessionSettings := NewSessionSettings()
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if tc.globalBeginString != "" {
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globalSettings.Set(config.BeginString, tc.globalBeginString)
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}
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if tc.sessionBeginString != "" {
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sessionSettings.Set(config.BeginString, tc.sessionBeginString)
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}
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if tc.globalTargetCompID != "" {
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globalSettings.Set(config.TargetCompID, tc.globalTargetCompID)
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}
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if tc.sessionTargetCompID != "" {
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sessionSettings.Set(config.TargetCompID, tc.sessionTargetCompID)
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}
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if tc.globalSenderCompID != "" {
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globalSettings.Set(config.SenderCompID, tc.globalSenderCompID)
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}
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if tc.sessionSenderCompID != "" {
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sessionSettings.Set(config.SenderCompID, tc.sessionSenderCompID)
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}
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if len(tc.sessionQualifier) > 0 {
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sessionSettings.Set(config.SessionQualifier, tc.sessionQualifier)
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}
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actualSessionID := sessionIDFromSessionSettings(globalSettings, sessionSettings)
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if tc.expectedSessionID != actualSessionID {
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t.Errorf("Expected %v, got %v", tc.expectedSessionID, actualSessionID)
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}
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}
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}
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Block a user