Package quickfix.fix44

Examples of quickfix.fix44.NewOrderSingle

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    private static final String CHECKSUM        = "67890";
    private static final String TX_DATE         = new Date().toString();
    private static final String SESSION_ID      = "FIX.4.1:BANZAI->SYNAPSE";

    public void testSimpleFIXMessage() throws Exception {
        Message message = new NewOrderSingle();
        message.getHeader().setField(new BeginString(BEGIN_STRING));
        message.getHeader().setField(new SenderCompID(SENDER_ID));
        message.getHeader().setField(new TargetCompID(TARGET_ID));
        message.getHeader().setField(new MsgSeqNum(SEQ_NUM));

        message.setField(new Symbol(SYMBOL));
        message.setField(new ClOrdID(CLORD_ID));
        message.setField(new TradeOriginationDate(TX_DATE));

        message.getTrailer().setField(new CheckSum(CHECKSUM));

        MessageContext msgCtx = new MessageContext();
        FIXUtils.getInstance().setSOAPEnvelope(message, SEQ_NUM, SESSION_ID, msgCtx);
        String result = msgCtx.getEnvelope().getBody().getFirstElement().toString();
        String expected =
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        assertXMLEqual(expected, AXIOMUtil.stringToOM(result).toString());       
    }

    public void testAdvancedFIXMessage() throws Exception {
        Message message = new NewOrderSingle();
        message.getHeader().setField(new BeginString(BEGIN_STRING));
        message.getHeader().setField(new SenderCompID(SENDER_ID));
        message.getHeader().setField(new TargetCompID(TARGET_ID));
        message.getHeader().setField(new MsgSeqNum(SEQ_NUM));

        message.setField(new Symbol(SYMBOL));
        message.setField(new ClOrdID(CLORD_ID));
        message.setField(new TradeOriginationDate(TX_DATE));

        Group g1 = new Group(NoAllocs.FIELD, AllocAccount.FIELD);
        g1.setField(new AllocAccount("ABC"));
        g1.setField(new IndividualAllocID("PQR"));
        message.addGroup(g1);
        Group g2 = new Group(NoAllocs.FIELD, AllocAccount.FIELD);
        g2.setField(new AllocAccount("MNO"));
        g2.setField(new IndividualAllocID("XYZ"));
        message.addGroup(g2);

        message.getTrailer().setField(new CheckSum(CHECKSUM));

        MessageContext msgCtx = new MessageContext();
        FIXUtils.getInstance().setSOAPEnvelope(message, SEQ_NUM, SESSION_ID, msgCtx);
        String result = msgCtx.getEnvelope().getBody().getFirstElement().toString();
        String expected =
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        Endpoint gatewayEndpoint = context.getEndpoint(gatewayUri);
        Producer producer = gatewayEndpoint.createProducer();
       
        LOG.info("Sending order");
       
        NewOrderSingle order = createNewOrderMessage();
        Exchange exchange = producer.createExchange(ExchangePattern.InOnly);
        exchange.getIn().setBody(order);
        producer.process(exchange);           

        if (!executionReportLatch.await(5, TimeUnit.SECONDS)) {
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        LOG.info("Order execution example complete");
    }

    private NewOrderSingle createNewOrderMessage() {
        NewOrderSingle order = new NewOrderSingle(
            new ClOrdID("CLIENT_ORDER_ID"),
            new HandlInst('1'),
            new Symbol("GOOG"),
            new Side(Side.BUY),
            new TransactTime(new Date()),
            new OrdType(OrdType.LIMIT));
       
        order.set(new OrderQty(10));
        order.set(new Price(300.00));
       
        return order;
    }
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        Endpoint gatewayEndpoint = context.getEndpoint(gatewayUri);
        Producer producer = gatewayEndpoint.createProducer();
       
        LOG.info("Sending order");
       
        NewOrderSingle order = createNewOrderMessage();
        Exchange exchange = producer.createExchange(ExchangePattern.InOnly);
        exchange.getIn().setBody(order);
        producer.process(exchange);           

        if (!executionReportLatch.await(5, TimeUnit.SECONDS)) {
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        LOG.info("Order execution example complete");
    }

    private NewOrderSingle createNewOrderMessage() {
        NewOrderSingle order = new NewOrderSingle(
            new ClOrdID("CLIENT_ORDER_ID"),
            new HandlInst('1'),
            new Symbol("GOOG"),
            new Side(Side.BUY),
            new TransactTime(new Date()),
            new OrdType(OrdType.LIMIT));
       
        order.set(new OrderQty(10));
        order.set(new Price(300.00));
       
        return order;
    }
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        Endpoint gatewayEndpoint = context.getEndpoint(gatewayUri);
        Producer producer = gatewayEndpoint.createProducer();
       
        LOG.info("Sending order");
       
        NewOrderSingle order = createNewOrderMessage();
        Exchange exchange = producer.createExchange(ExchangePattern.InOnly);
        exchange.getIn().setBody(order);
        producer.process(exchange);           

        if (!executionReportLatch.await(5, TimeUnit.SECONDS)) {
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        LOG.info("Order execution example complete");
    }

    private NewOrderSingle createNewOrderMessage() {
        NewOrderSingle order = new NewOrderSingle(
            new ClOrdID("CLIENT_ORDER_ID"),
            new HandlInst('1'),
            new Symbol("GOOG"),
            new Side(Side.BUY),
            new TransactTime(new Date()),
            new OrdType(OrdType.LIMIT));
       
        order.set(new OrderQty(10));
        order.set(new Price(300.00));
       
        return order;
    }
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        Endpoint producerEndpoint = component.createEndpoint(getEndpointUri(settingsFile.getName(), acceptorSessionID));
        Producer producer = producerEndpoint.createProducer();
       
        // FIX message to send
        Email email = new Email(new EmailThreadID("ID"), new EmailType(EmailType.NEW), new Subject("Test"));
        Exchange exchange = producer.createExchange(ExchangePattern.InOnly);
        exchange.getIn().setBody(email);
       
        producer.process(exchange);           

        // Produce with no session ID specified, session ID must be in message
        Producer producer2 = endpoint.createProducer();
        
        email.getHeader().setString(SenderCompID.FIELD, acceptorSessionID.getSenderCompID());
        email.getHeader().setString(TargetCompID.FIELD, acceptorSessionID.getTargetCompID());

        producer2.process(exchange);
      
        assertTrue("Messages not received", messageLatch.await(5000, TimeUnit.MILLISECONDS));
    }
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        Endpoint producerEndpoint = component.createEndpoint(getEndpointUri(settingsFile.getName(), acceptorSessionID));
        Producer producer = producerEndpoint.createProducer();
       
        // FIX message to send
        Email email = new Email(new EmailThreadID("ID"), new EmailType(EmailType.NEW), new Subject("Test"));
        Exchange exchange = producer.createExchange(ExchangePattern.InOnly);
        exchange.getIn().setBody(email);
       
        producer.process(exchange);           

        // Produce with no session ID specified, session ID must be in message
        Producer producer2 = endpoint.createProducer();
        
        email.getHeader().setString(SenderCompID.FIELD, acceptorSessionID.getSenderCompID());
        email.getHeader().setString(TargetCompID.FIELD, acceptorSessionID.getTargetCompID());

        producer2.process(exchange);
      
        assertTrue("Messages not received", messageLatch.await(5000, TimeUnit.MILLISECONDS));
    }
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  • org.archfirst.bfoms.infra.fixtrading.converters.OrderQuantityConverter
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