package org.marketcetera.trade;
import org.marketcetera.util.misc.ClassVersion;
import org.marketcetera.util.log.SLF4JLoggerProxy;
import org.marketcetera.core.LoggerConfiguration;
import org.marketcetera.quickfix.*;
import org.marketcetera.event.HasFIXMessage;
import static org.junit.Assert.assertEquals;
import static org.junit.Assert.assertNotSame;
import static org.junit.Assert.assertNotNull;
import static org.junit.Assert.fail;
import org.junit.BeforeClass;
import java.util.Map;
import java.util.HashMap;
import java.util.Date;
import java.math.BigDecimal;
import quickfix.field.HandlInst;
import quickfix.field.TransactTime;
import quickfix.field.MsgType;
import quickfix.field.ClOrdID;
import quickfix.*;
/* $License$ */
/**
* Base class for testing various enums based on FIX enum values.
*
* @author anshul@marketcetera.com
* @version $Id: TypesTestBase.java 16154 2012-07-14 16:34:05Z colin $
* @since 1.0.0
*/
@ClassVersion("$Id: TypesTestBase.java 16154 2012-07-14 16:34:05Z colin $") //$NON-NLS-1$
public class TypesTestBase {
/**
* Initialize Logger and system FIX dictionary.
*
* @throws Exception if there were errors
*/
@BeforeClass
public static void before() throws Exception {
LoggerConfiguration.logSetup();
FIXDataDictionaryManager.initialize(FIXVersion.FIX_SYSTEM,
FIXVersion.FIX_SYSTEM.getDataDictionaryURL());
}
/**
* Logs the fields, header and trailer of the provided message, with
* human readable field names to the log.
*
* @param msg The FIX Message.
*
* @throws FieldNotFound if there were errors.
*/
public static void logFields(Message msg) throws FieldNotFound {
FIXVersion v = FIXVersion.getFIXVersion(msg);
FIXDataDictionary dict = FIXDataDictionaryManager.getFIXDataDictionary(v);
String fields = FIXMessageUtil.toPrettyString(msg, dict);
SLF4JLoggerProxy.debug(TypesTestBase.class, fields);
}
public static void assertOrderFIXEquals(FIXOrder inOrder1,
FIXOrder inOrder2) {
assertOrderFIXEquals(inOrder1, inOrder2, false);
}
public static void assertOrderFIXEquals(FIXOrder inOrder1,
FIXOrder inOrder2,
boolean inIgnoreClOrdID) {
if (checkForNull(inOrder1, inOrder2)) return;
assertOrderEquals(inOrder1, inOrder2);
if(inIgnoreClOrdID) {
//Get the two maps, remove the field and then compare
Map<Integer, String> map1 = new HashMap<Integer, String>(inOrder1.getFields());
map1.remove(ClOrdID.FIELD);
Map<Integer, String> map2 = new HashMap<Integer, String>(inOrder2.getFields());
map2.remove(ClOrdID.FIELD);
assertEquals(map1, map2);
} else {
assertEquals(inOrder1.getFields(), inOrder2.getFields());
}
}
public static void assertOrderSingleEquals(OrderSingle inOrder1,
OrderSingle inOrder2) {
assertOrderSingleEquals(inOrder1, inOrder2, false);
}
public static void assertOrderSingleEquals(OrderSingle inOrder1,
OrderSingle inOrder2,
boolean inIgnoreOrderID) {
if (checkForNull(inOrder1, inOrder2)) return;
assertOrderBaseEquals(inOrder1, inOrder2, inIgnoreOrderID);
assertNROrderEquals(inOrder1, inOrder2);
}
public static void assertOrderReplaceEquals(OrderReplace inOrder1,
OrderReplace inOrder2) {
assertOrderReplaceEquals(inOrder1, inOrder2, false);
}
public static void assertOrderReplaceEquals(OrderReplace inOrder1,
OrderReplace inOrder2,
boolean inIgnoreOrderID) {
if (checkForNull(inOrder1, inOrder2)) return;
assertRelatedOrderEquals(inOrder1, inOrder2, inIgnoreOrderID);
assertNROrderEquals(inOrder1, inOrder2);
}
public static void assertOrderCancelEquals(OrderCancel inOrder1,
OrderCancel inOrder2) {
assertOrderCancelEquals(inOrder1, inOrder2, false);
}
public static void assertOrderCancelEquals(OrderCancel inOrder1,
OrderCancel inOrder2,
boolean inIgnoreOrderID) {
if (checkForNull(inOrder1, inOrder2)) return;
assertRelatedOrderEquals(inOrder1, inOrder2, inIgnoreOrderID);
}
public static void assertOrderSuggestionEquals(OrderSingleSuggestion inSuggest1,
OrderSingleSuggestion inSuggest2) {
assertOrderSuggestionEquals(inSuggest1, inSuggest2, false);
}
public static void assertOrderSuggestionEquals(OrderSingleSuggestion inSuggest1,
OrderSingleSuggestion inSuggest2,
boolean inIgnoreOrderID) {
if (checkForNull(inSuggest1, inSuggest2)) return;
assertSuggestionEquals(inSuggest1, inSuggest2);
assertOrderSingleEquals(inSuggest1.getOrder(),
inSuggest2.getOrder(), inIgnoreOrderID);
}
public static void assertExecReportEquals(ExecutionReport inReport1,
ExecutionReport inReport2) {
if (checkForNull(inReport1, inReport2)) return;
assertReportBaseEquals(inReport1, inReport2);
assertEquals(inReport1.getAccount(), inReport2.getAccount());
assertEquals(inReport1.getAveragePrice(), inReport2.getAveragePrice());
assertEquals(inReport1.getCumulativeQuantity(), inReport2.getCumulativeQuantity());
assertEquals(inReport1.getExecutionID(), inReport2.getExecutionID());
assertEquals(inReport1.getExecutionType(), inReport2.getExecutionType());
assertEquals(inReport1.getLastMarket(), inReport2.getLastMarket());
assertEquals(inReport1.getLastPrice(), inReport2.getLastPrice());
assertEquals(inReport1.getLastQuantity(), inReport2.getLastQuantity());
assertEquals(inReport1.getLeavesQuantity(), inReport2.getLeavesQuantity());
assertEquals(inReport1.getOrderQuantity(), inReport2.getOrderQuantity());
assertEquals(inReport1.getOrderType(), inReport2.getOrderType());
assertEquals(inReport1.getSide(), inReport2.getSide());
assertEquals(inReport1.getInstrument(), inReport2.getInstrument());
assertEquals(inReport1.getTimeInForce(), inReport2.getTimeInForce());
assertEquals(inReport1.getTransactTime(), inReport2.getTransactTime());
assertEquals(inReport1.isCancelable(), inReport2.isCancelable());
}
public static void assertCancelRejectEquals(OrderCancelReject inReport1,
OrderCancelReject inReport2) {
if (checkForNull(inReport1, inReport2)) return;
assertReportBaseEquals(inReport1, inReport2);
}
public static void assertFIXResponseEquals
(FIXResponse inResponse1,
FIXResponse inResponse2)
{
if (checkForNull(inResponse1,inResponse2)) {
return;
}
assertEquals(inResponse1.getBrokerID(),
inResponse2.getBrokerID());
assertEquals(inResponse1.getOriginator(),
inResponse2.getOriginator());
assertEquals(String.valueOf(inResponse1.getMessage()),
String.valueOf(inResponse2.getMessage()));
assertEquals(inResponse1.getActorID(),
inResponse2.getActorID());
assertEquals(inResponse1.getViewerID(),
inResponse2.getViewerID());
assertEquals(inResponse1.getFields(),
inResponse2.getFields());
}
public static void assertFIXEquals(ReportBase inReport1, ReportBase inReport2) {
if (checkForNull(inReport1, inReport2)) return;
HasFIXMessage fix1 = (HasFIXMessage) inReport1;
HasFIXMessage fix2 = (HasFIXMessage) inReport2;
assertEquals(fix1.getMessage().toString(), fix2.getMessage().toString());
}
protected static void assertSuggestionEquals(Suggestion inSuggest1,
Suggestion inSuggest2) {
assertEquals(inSuggest1.getIdentifier(), inSuggest2.getIdentifier());
assertEquals(inSuggest1.getScore(), inSuggest2.getScore());
}
protected static void assertOrderEquals(Order inOrder1, Order inOrder2) {
assertEquals(inOrder1.getBrokerID(), inOrder2.getBrokerID());
assertEquals(inOrder1.getSecurityType(), inOrder2.getSecurityType());
}
protected static void assertOrderBaseEquals(OrderBase inOrder1,
OrderBase inOrder2) {
assertOrderBaseEquals(inOrder1, inOrder2, false);
}
protected static void assertOrderBaseEquals(OrderBase inOrder1,
OrderBase inOrder2,
boolean inIgnoreOrderID) {
assertOrderEquals(inOrder1, inOrder2);
assertEquals(inOrder1.getAccount(), inOrder2.getAccount());
assertEquals(inOrder1.getText(), inOrder2.getText());
assertEquals(inOrder1.getCustomFields(), inOrder2.getCustomFields());
assertEquals(inOrder1.getBrokerID(), inOrder2.getBrokerID());
if (!inIgnoreOrderID) {
assertEquals(inOrder1.getOrderID(), inOrder2.getOrderID());
}
assertEquals(inOrder1.getQuantity(), inOrder2.getQuantity());
assertEquals(inOrder1.getSecurityType(), inOrder2.getSecurityType());
assertEquals(inOrder1.getSide(), inOrder2.getSide());
assertEquals(inOrder1.getInstrument(), inOrder2.getInstrument());
}
protected static void assertNROrderEquals(NewOrReplaceOrder inOrder1,
NewOrReplaceOrder inOrder2) {
assertEquals(inOrder1.getOrderType(), inOrder2.getOrderType());
assertEquals(inOrder1.getPrice(), inOrder2.getPrice());
assertEquals(inOrder1.getTimeInForce(), inOrder2.getTimeInForce());
}
protected static void assertRelatedOrderEquals(RelatedOrder inOrder1,
RelatedOrder inOrder2) {
assertRelatedOrderEquals(inOrder1, inOrder2, false);
}
protected static void assertRelatedOrderEquals(RelatedOrder inOrder1,
RelatedOrder inOrder2,
boolean inIgnoreOrderID) {
assertOrderBaseEquals(inOrder1, inOrder2, inIgnoreOrderID);
assertEquals(inOrder1.getOriginalOrderID(),
inOrder2.getOriginalOrderID());
assertEquals(inOrder1.getBrokerOrderID(),
inOrder2.getBrokerOrderID());
}
protected static void assertReportBaseEquals(ReportBase inReport1,
ReportBase inReport2) {
assertEquals(inReport1.getBrokerID(), inReport2.getBrokerID());
assertEquals(inReport1.getOrderID(), inReport2.getOrderID());
assertEquals(inReport1.getOrderStatus(), inReport2.getOrderStatus());
assertEquals(inReport1.getOriginalOrderID(), inReport2.getOriginalOrderID());
assertEquals(inReport1.getSendingTime(), inReport2.getSendingTime());
assertEquals(inReport1.getText(), inReport2.getText());
assertEquals(inReport1.getBrokerOrderID(),
inReport2.getBrokerOrderID());
assertEquals(inReport1.getOriginator(), inReport2.getOriginator());
assertEquals(inReport1.getActorID(), inReport2.getActorID());
assertEquals(inReport1.getViewerID(), inReport2.getViewerID());
}
/**
* Returns the message factory for creating system FIX messages.
*
* @return the message factory creating system FIX messages.
*/
public static FIXMessageFactory getSystemMessageFactory() {
return FIXVersion.FIX_SYSTEM.getMessageFactory();
}
/**
* Returns the data dictionary for creating system FIX messages.
*
* @return the data dictionary creating system FIX messages.
*/
protected static FIXDataDictionary getSystemMessageDictionary() {
return FIXDataDictionaryManager.getFIXDataDictionary(FIXVersion.FIX_SYSTEM);
}
protected static void checkOrderSetters(Order inOrder) {
BrokerID id = new BrokerID("whatever");
inOrder.setBrokerID(id);
assertEquals(id, inOrder.getBrokerID());
inOrder.setBrokerID(null);
assertEquals(null, inOrder.getBrokerID());
}
protected static void checkOrderBaseSetters(OrderBase inOrder) {
OrderID orderID = new OrderID("ord-id");
inOrder.setOrderID(orderID);
assertEquals(orderID, inOrder.getOrderID());
inOrder.setOrderID(null);
assertEquals(null, inOrder.getOrderID());
String account = "my account";
inOrder.setAccount(account);
assertEquals(account, inOrder.getAccount());
inOrder.setAccount(null);
assertEquals(null, inOrder.getAccount());
String text = "my text";
inOrder.setText(text);
assertEquals(text, inOrder.getText());
inOrder.setText(null);
assertEquals(null, inOrder.getText());
Map<String,String> custom = new HashMap<String, String>();
custom.put("yes","no");
custom.put("true","false");
inOrder.setCustomFields(custom);
assertEquals(custom, inOrder.getCustomFields());
assertNotSame(custom, inOrder.getCustomFields());
// Update the map supplied to set() and verify that the returned
// map is not modified.
@SuppressWarnings("unchecked")
HashMap<String,String>oldValue = (HashMap<String,String>)
((HashMap<String,String>)custom).clone();
custom.put("new","field");
assertEquals(oldValue, inOrder.getCustomFields());
// Update the map received from get() and verify that modifying
// it does not change its value.
custom = inOrder.getCustomFields();
custom.put("new","field");
assertEquals(oldValue, inOrder.getCustomFields());
//empty map
custom = new HashMap<String, String>();
inOrder.setCustomFields(custom);
assertEquals(custom, inOrder.getCustomFields());
//null map
inOrder.setCustomFields(null);
assertEquals(null, inOrder.getCustomFields());
BigDecimal qty = new BigDecimal("123456.7890");
inOrder.setQuantity(qty);
assertEquals(qty, inOrder.getQuantity());
inOrder.setQuantity(null);
assertEquals(null, inOrder.getQuantity());
Equity instrument = new Equity("IBM");
inOrder.setInstrument(instrument);
assertEquals(instrument, inOrder.getInstrument());
assertEquals(SecurityType.CommonStock, inOrder.getSecurityType());
inOrder.setInstrument(null);
assertEquals(null, inOrder.getInstrument());
assertEquals(null, inOrder.getSecurityType());
}
protected static void checkRelatedOrderSetters(RelatedOrder inOrder) {
inOrder.setOriginalOrderID(null);
assertEquals(null, inOrder.getOriginalOrderID());
OrderID orderID = new OrderID("blah");
inOrder.setOriginalOrderID(orderID);
assertEquals(orderID, inOrder.getOriginalOrderID());
inOrder.setOriginalOrderID(null);
assertEquals(null, inOrder.getOriginalOrderID());
}
protected static void checkNRSetters(NewOrReplaceOrder inOrder) {
inOrder.setOrderType(OrderType.Limit);
assertEquals(OrderType.Limit, inOrder.getOrderType());
inOrder.setOrderType(null);
assertEquals(null, inOrder.getOrderType());
BigDecimal price = new BigDecimal("9876.12345");
inOrder.setPrice(price);
assertEquals(price, inOrder.getPrice());
inOrder.setPrice(null);
assertEquals(null, inOrder.getPrice());
inOrder.setTimeInForce(TimeInForce.FillOrKill);
assertEquals(TimeInForce.FillOrKill, inOrder.getTimeInForce());
inOrder.setTimeInForce(null);
assertEquals(null, inOrder.getTimeInForce());
inOrder.setOrderCapacity(OrderCapacity.Agency);
assertEquals(OrderCapacity.Agency, inOrder.getOrderCapacity());
inOrder.setOrderCapacity(null);
assertEquals(null, inOrder.getOrderCapacity());
inOrder.setPositionEffect(PositionEffect.Open);
assertEquals(PositionEffect.Open, inOrder.getPositionEffect());
inOrder.setPositionEffect(null);
assertEquals(null, inOrder.getPositionEffect());
}
protected static void checkSuggestionSetters(Suggestion inSuggestion) {
inSuggestion.setIdentifier(null);
assertEquals(null, inSuggestion.getIdentifier());
String ident = "what?";
inSuggestion.setIdentifier(ident);
assertEquals(ident, inSuggestion.getIdentifier());
inSuggestion.setIdentifier(null);
assertEquals(null, inSuggestion.getIdentifier());
inSuggestion.setScore(null);
assertEquals(null, inSuggestion.getScore());
BigDecimal score = new BigDecimal("3435.34");
inSuggestion.setScore(score);
assertEquals(score, inSuggestion.getScore());
inSuggestion.setScore(null);
assertEquals(null, inSuggestion.getScore());
}
protected static void assertOrderBaseValues(OrderBase inOrder,
//Supply NOT_NULL value to test if it's not null
OrderID inOrderID,
String inAccount,
String inText,
Map<String, String> inCustomFields,
BigDecimal inQuantity,
Side inSide,
Instrument inInstrument) {
if (NOT_NULL == inOrderID) {
assertNotNull(inOrder.getOrderID());
} else {
assertEquals(inOrderID, inOrder.getOrderID());
}
assertEquals(inAccount, inOrder.getAccount());
assertEquals(inText, inOrder.getText());
Map<String, String> map = inOrder.getCustomFields();
if (map != null) {
for(int ignoreField: MAP_COMPARE_IGNORE_FIELDS) {
map.remove(String.valueOf(ignoreField));
}
if(map.isEmpty()) {
map = null;
}
}
assertEquals(inCustomFields, map);
assertEquals(inQuantity, inOrder.getQuantity());
assertEquals(inSide, inOrder.getSide());
assertEquals(inInstrument, inOrder.getInstrument());
}
protected static void assertOrderValues(Order inOrder,
BrokerID inBrokerID,
SecurityType inType) {
assertEquals(inBrokerID, inOrder.getBrokerID());
assertEquals(inType, inOrder.getSecurityType());
}
protected static void assertNROrderValues(NewOrReplaceOrder inOrder,
OrderType inOrderType,
BigDecimal inPrice,
TimeInForce inTIF,
OrderCapacity inOrderCapacity,
PositionEffect inPositionEffect) {
assertEquals(inOrderType, inOrder.getOrderType());
assertEquals(inPrice, inOrder.getPrice());
assertEquals(inTIF, inOrder.getTimeInForce());
assertEquals(inOrderCapacity, inOrder.getOrderCapacity());
assertEquals(inPositionEffect, inOrder.getPositionEffect());
}
protected static void assertRelatedOrderValues(RelatedOrder inOrder,
OrderID inOrigOrderID,
String inBrokerOrderID) {
assertEquals(inOrigOrderID, inOrder.getOriginalOrderID());
assertEquals(inBrokerOrderID, inOrder.getBrokerOrderID());
}
protected static void assertFIXResponseValues
(FIXResponse inResponse,
BrokerID inBrokerID,
Originator inOriginator,
Message inMessage,
UserID inActorID,
UserID inViewerID)
{
assertEquals(inBrokerID,inResponse.getBrokerID());
assertEquals(inOriginator,inResponse.getOriginator());
assertEquals(String.valueOf(inMessage),
String.valueOf(inResponse.getMessage()));
assertEquals(inActorID,inResponse.getActorID());
assertEquals(inViewerID,inResponse.getViewerID());
}
protected static void assertReportBaseValues(ReportBase inReport,
BrokerID inBrokerID,
OrderID inOrderID,
OrderStatus inOrderStatus,
OrderID inOrigOrderID,
Date inSendingTime,
String inText,
String inBrokerOrderID,
Originator inOriginator,
UserID inActorID,
UserID inViewerID) {
assertEquals(inBrokerID, inReport.getBrokerID());
assertEquals(inOrderID, inReport.getOrderID());
assertEquals(inOrderStatus, inReport.getOrderStatus());
assertEquals(inOrigOrderID, inReport.getOriginalOrderID());
assertEquals(inSendingTime, inReport.getSendingTime());
assertEquals(inText, inReport.getText());
assertEquals(inBrokerOrderID, inReport.getBrokerOrderID());
assertEquals(inOriginator, inReport.getOriginator());
assertEquals(inActorID, inReport.getActorID());
assertEquals(inViewerID, inReport.getViewerID());
}
public static void assertExecReportValues
(ExecutionReport inReport,
String inAccount,
BigDecimal inAvgPrice,
BigDecimal inCumQty,
ExecutionType inExecType,
String inLastMarket,
BigDecimal inLastPrice,
BigDecimal inLastShares,
BigDecimal inLeavesQty,
BigDecimal inOrderQty,
OrderType inOrderType,
Side inSide,
Instrument inInstrument,
TimeInForce inTimeInForce,
OrderCapacity inOrderCapacity,
PositionEffect inPositionEffect,
boolean inIsCancelable)
{
assertEquals(inAccount, inReport.getAccount());
assertEquals(inAvgPrice, inReport.getAveragePrice());
assertEquals(inCumQty, inReport.getCumulativeQuantity());
assertEquals(inExecType, inReport.getExecutionType());
assertEquals(inLastMarket, inReport.getLastMarket());
assertEquals(inLastPrice, inReport.getLastPrice());
assertEquals(inLastShares, inReport.getLastQuantity());
assertEquals(inLeavesQty, inReport.getLeavesQuantity());
assertEquals(inOrderQty, inReport.getOrderQuantity());
assertEquals(inOrderType, inReport.getOrderType());
assertEquals(inSide, inReport.getSide());
assertEquals(inInstrument, inReport.getInstrument());
assertEquals(inTimeInForce, inReport.getTimeInForce());
assertEquals(inOrderCapacity, inReport.getOrderCapacity());
assertEquals(inPositionEffect, inReport.getPositionEffect());
assertEquals(inIsCancelable, inReport.isCancelable());
}
protected static void assertExecReportValues(ExecutionReport inReport,
String inAccount,
BigDecimal inAvgPrice,
BigDecimal inCumQty,
String inExecID,
ExecutionType inExecType,
String inLastMarket,
BigDecimal inLastPrice,
BigDecimal inLastShares,
BigDecimal inLeavesQty,
BigDecimal inOrderQty,
OrderType inOrderType,
Side inSide,
Instrument inInstrument,
TimeInForce inTimeInForce,
Date inTransactTime,
OrderCapacity inOrderCapacity,
PositionEffect inPositionEffect,
boolean inIsCancelable) {
assertExecReportValues(inReport,
inAccount,
inAvgPrice,
inCumQty,
inExecType,
inLastMarket,
inLastPrice,
inLastShares,
inLeavesQty,
inOrderQty,
inOrderType,
inSide,
inInstrument,
inTimeInForce,
inOrderCapacity,
inPositionEffect,
inIsCancelable);
assertEquals(inExecID, inReport.getExecutionID());
assertEquals(inTransactTime, inReport.getTransactTime());
}
protected static void assertSuggestionValues(Suggestion inSuggestion,
Object inIdentifier,
Object inScore) {
assertEquals(inIdentifier, inSuggestion.getIdentifier());
assertEquals(inScore, inSuggestion.getScore());
}
public static Message createEmptyExecReport() {
return getSystemMessageFactory().
getUnderlyingMessageFactory().create(
FIXDataDictionary.FIX_4_2_BEGIN_STRING,
MsgType.EXECUTION_REPORT);
}
private static boolean checkForNull(Object inObj1, Object inObj2) {
if(inObj1 == null ^ inObj2 == null) {
fail(new StringBuilder().append("expected<").append(inObj1).
append(">, actual<").append(inObj2).append(">").toString());
}
return inObj1 == null;
}
public static void assertOrderSingle(OrderSingle inOrder,
OrderID inOrderID,
Side inSide,
BigDecimal inQty,
BigDecimal inPrice,
TimeInForce inTimeInForce,
OrderType inOrderType,
Instrument inSymbol,
SecurityType inSecurityType,
String inAccount,
String inText,
OrderCapacity inOrderCapacity,
PositionEffect inPositionEffect,
BrokerID inBrokerID,
Map<String, String> inCustomFields) {
assertNotNull(inOrder);
assertOrderValues(inOrder, inBrokerID, inSecurityType);
assertOrderBaseValues(inOrder, inOrderID, inAccount, inText, inCustomFields, inQty,
inSide, inSymbol);
assertNROrderValues(inOrder, inOrderType, inPrice,
inTimeInForce, inOrderCapacity,
inPositionEffect);
}
public static void assertOrderCancel(OrderCancel inOrder,
OrderID inOrderID,
OrderID inOriginalOrderID,
Side inSide,
Instrument inInstrument,
SecurityType inSecurityType,
BigDecimal inQty,
String inDestOrderID,
String inAccount,
String inText,
BrokerID inBrokerID,
Map<String, String> inCustomFields) {
assertNotNull(inOrder);
assertOrderValues(inOrder, inBrokerID, inSecurityType);
assertOrderBaseValues(inOrder, inOrderID, inAccount, inText,
inCustomFields, inQty, inSide, inInstrument);
assertRelatedOrderValues(inOrder, inOriginalOrderID, inDestOrderID);
}
public static void assertOrderReplace(OrderReplace inOrder,
OrderID inOrderID,
OrderID inOrigOrderID,
String inDestOrderID,
OrderType inOrderType,
Side inSide,
BigDecimal inQty,
BigDecimal inPrice,
Instrument inInstrument,
SecurityType inSecurityType,
TimeInForce inTif,
String inAccount,
String inText,
BrokerID inBrokerID,
PositionEffect inPositionEffect,
OrderCapacity inOrderCapacity,
Map<String, String> inCustomFields) {
assertOrderValues(inOrder, inBrokerID, inSecurityType);
assertOrderBaseValues(inOrder, inOrderID, inAccount, inText, inCustomFields, inQty,
inSide, inInstrument);
assertNROrderValues(inOrder, inOrderType,
inPrice,
inTif, inOrderCapacity,
inPositionEffect);
assertRelatedOrderValues(inOrder, inOrigOrderID, inDestOrderID);
}
/**
* Sentinel OrderID value to indicate to the assert methods
* that it should only check if the orderID is not null.
*/
public static final OrderID NOT_NULL = new OrderID("notnull");
/**
* The factory instance that can be used for testing by all subclasses.
*/
protected static final Factory sFactory = Factory.getInstance();
/**
* Set of fields to ignore when comparing maps that contain FIX values.
*/
protected static final int[] MAP_COMPARE_IGNORE_FIELDS = new int[]{
HandlInst.FIELD, TransactTime.FIELD};
}