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update more sources to file-scoped namespaces - UTs, ATApp, Examples #1011

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gbirchmeier merged 4 commits into from
Apr 14, 2026
Merged

update more sources to file-scoped namespaces - UTs, ATApp, Examples #1011

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222527d
remove HiPerfTimer class which isn't used anywhere
gbirchmeier Apr 14, 2026
73e24b0
use file-scoped namespaces - UTs
gbirchmeier Apr 14, 2026
9ed4171
use file-scoped namespace - ATApp
gbirchmeier Apr 14, 2026
3b077c5
use file-scoped namespaces - Examples
gbirchmeier Apr 14, 2026
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329 changes: 164 additions & 165 deletions AcceptanceTest/ATApplication.cs
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Original file line number Diff line number Diff line change
@@ -1,217 +1,216 @@
using System.Collections.Generic;
using System.Collections.Generic;
using System.Text.RegularExpressions;
using Microsoft.Extensions.Logging;
using QuickFix;
using QuickFix.Fields;

namespace AcceptanceTest
namespace AcceptanceTest;

public class ATApplication : MessageCracker, IApplication
{
public class ATApplication : MessageCracker, IApplication
{
public event System.Action? StopMeEvent;
public event System.Action? StopMeEvent;

private readonly HashSet<KeyValuePair<string, SessionID>> _clOrdIDs = new();
private readonly HashSet<KeyValuePair<string, SessionID>> _clOrdIDs = new();

public ATApplication()
{
}
public ATApplication()
{
}

public void OnMessage(QuickFix.FIX40.NewOrderSingle nos, SessionID sessionId)
{
ProcessNOS(nos, sessionId);
}
public void OnMessage(QuickFix.FIX40.NewOrderSingle nos, SessionID sessionId)
{
ProcessNOS(nos, sessionId);
}

public void OnMessage(QuickFix.FIX41.NewOrderSingle nos, SessionID sessionId)
{
ProcessNOS(nos, sessionId);
}
public void OnMessage(QuickFix.FIX41.NewOrderSingle nos, SessionID sessionId)
{
ProcessNOS(nos, sessionId);
}

public void OnMessage(QuickFix.FIX42.NewOrderSingle nos, SessionID sessionId)
{
ProcessNOS(nos, sessionId);
}
public void OnMessage(QuickFix.FIX42.NewOrderSingle nos, SessionID sessionId)
{
ProcessNOS(nos, sessionId);
}

public void OnMessage(QuickFix.FIX42.SecurityDefinition message, SessionID sessionId)
{
Echo(message, sessionId);
}
public void OnMessage(QuickFix.FIX42.SecurityDefinition message, SessionID sessionId)
{
Echo(message, sessionId);
}

public void OnMessage(QuickFix.FIX43.NewOrderSingle nos, SessionID sessionId)
{
ProcessNOS(nos, sessionId);
}
public void OnMessage(QuickFix.FIX43.NewOrderSingle nos, SessionID sessionId)
{
ProcessNOS(nos, sessionId);
}

public void OnMessage(QuickFix.FIX43.SecurityDefinition message, SessionID sessionId)
{
Echo(message, sessionId);
}
public void OnMessage(QuickFix.FIX43.SecurityDefinition message, SessionID sessionId)
{
Echo(message, sessionId);
}

public void OnMessage(QuickFix.FIX44.NewOrderSingle nos, SessionID sessionId)
{
ProcessNOS(nos, sessionId);
}
public void OnMessage(QuickFix.FIX44.NewOrderSingle nos, SessionID sessionId)
{
ProcessNOS(nos, sessionId);
}

public void OnMessage(QuickFix.FIX44.SecurityDefinition message, SessionID sessionId)
{
Echo(message, sessionId);
}
public void OnMessage(QuickFix.FIX44.SecurityDefinition message, SessionID sessionId)
{
Echo(message, sessionId);
}

public void OnMessage(QuickFix.FIX44.QuoteRequest message, SessionID sessionId)
{
Echo(message, sessionId);
}
public void OnMessage(QuickFix.FIX44.QuoteRequest message, SessionID sessionId)
{
Echo(message, sessionId);
}

public void OnMessage(QuickFix.FIX50.NewOrderSingle nos, SessionID sessionId)
{
ProcessNOS(nos, sessionId);
}
public void OnMessage(QuickFix.FIX50.NewOrderSingle nos, SessionID sessionId)
{
ProcessNOS(nos, sessionId);
}

public void OnMessage(QuickFix.FIX50.SecurityDefinition message, SessionID sessionId)
{
Echo(message, sessionId);
}
public void OnMessage(QuickFix.FIX50.SecurityDefinition message, SessionID sessionId)
{
Echo(message, sessionId);
}

public void OnMessage(QuickFix.FIX50SP1.NewOrderSingle nos, SessionID sessionId)
{
ProcessNOS(nos, sessionId);
}
public void OnMessage(QuickFix.FIX50SP1.NewOrderSingle nos, SessionID sessionId)
{
ProcessNOS(nos, sessionId);
}

public void OnMessage(QuickFix.FIX50SP1.SecurityDefinition message, SessionID sessionId)
{
Echo(message, sessionId);
}
public void OnMessage(QuickFix.FIX50SP1.SecurityDefinition message, SessionID sessionId)
{
Echo(message, sessionId);
}

public void OnMessage(QuickFix.FIX50SP2.NewOrderSingle nos, SessionID sessionId)
{
ProcessNOS(nos, sessionId);
}
public void OnMessage(QuickFix.FIX50SP2.NewOrderSingle nos, SessionID sessionId)
{
ProcessNOS(nos, sessionId);
}

public void OnMessage(QuickFix.FIX50SP2.SecurityDefinition message, SessionID sessionId)
{
Echo(message, sessionId);
}
public void OnMessage(QuickFix.FIX50SP2.SecurityDefinition message, SessionID sessionId)
{
Echo(message, sessionId);
}

private static void Echo(Message message, SessionID sessionId)
{
Message echo = new(message);
Session.SendToTarget(echo, sessionId);
}
private static void Echo(Message message, SessionID sessionId)
{
Message echo = new(message);
Session.SendToTarget(echo, sessionId);
}

private void ProcessNOS(Message message, SessionID sessionId)
{
Message echo = new(message);
private void ProcessNOS(Message message, SessionID sessionId)
{
Message echo = new(message);

bool possResend = false;
if (message.Header.IsSetField(Tags.PossResend))
possResend = message.Header.GetBoolean(Tags.PossResend);
bool possResend = false;
if (message.Header.IsSetField(Tags.PossResend))
possResend = message.Header.GetBoolean(Tags.PossResend);

KeyValuePair<string, SessionID> pair = new(message.GetString(Tags.ClOrdID), sessionId);
if (possResend && _clOrdIDs.Contains(pair))
return;
_clOrdIDs.Add(pair);
KeyValuePair<string, SessionID> pair = new(message.GetString(Tags.ClOrdID), sessionId);
if (possResend && _clOrdIDs.Contains(pair))
return;
_clOrdIDs.Add(pair);

Session.SendToTarget(echo, sessionId);
}
Session.SendToTarget(echo, sessionId);
}

private static Message CreateNewsReply(Message source, string headlineString) {
string beginString = Message.ExtractBeginString(source.ToString());
private static Message CreateNewsReply(Message source, string headlineString) {
string beginString = Message.ExtractBeginString(source.ToString());

Message response = new();
response.Header.SetField(new BeginString(beginString));
response.Header.SetField(new MsgType("B"));
response.SetField(new Headline(headlineString));
Message response = new();
response.Header.SetField(new BeginString(beginString));
response.Header.SetField(new MsgType("B"));
response.SetField(new Headline(headlineString));

return response;
}
return response;
}

public void OnMessage(QuickFix.FIX41.News news, SessionID sessionId) { ProcessNews(news, sessionId); }
public void OnMessage(QuickFix.FIX42.News news, SessionID sessionId) { ProcessNews(news, sessionId); }
public void OnMessage(QuickFix.FIX43.News news, SessionID sessionId) { ProcessNews(news, sessionId); }
public void OnMessage(QuickFix.FIX44.News news, SessionID sessionId) { ProcessNews(news, sessionId); }
public void OnMessage(QuickFix.FIX50.News news, SessionID sessionId) { ProcessNews(news, sessionId); }
public void OnMessage(QuickFix.FIX50SP1.News news, SessionID sessionId) { ProcessNews(news, sessionId); }
public void OnMessage(QuickFix.FIX50SP2.News news, SessionID sessionId) { ProcessNews(news, sessionId); }
public void OnMessage(QuickFix.FIX41.News news, SessionID sessionId) { ProcessNews(news, sessionId); }
public void OnMessage(QuickFix.FIX42.News news, SessionID sessionId) { ProcessNews(news, sessionId); }
public void OnMessage(QuickFix.FIX43.News news, SessionID sessionId) { ProcessNews(news, sessionId); }
public void OnMessage(QuickFix.FIX44.News news, SessionID sessionId) { ProcessNews(news, sessionId); }
public void OnMessage(QuickFix.FIX50.News news, SessionID sessionId) { ProcessNews(news, sessionId); }
public void OnMessage(QuickFix.FIX50SP1.News news, SessionID sessionId) { ProcessNews(news, sessionId); }
public void OnMessage(QuickFix.FIX50SP2.News news, SessionID sessionId) { ProcessNews(news, sessionId); }

private void ProcessNews(Message msg, SessionID sessionId)
private void ProcessNews(Message msg, SessionID sessionId)
{
if (msg.IsSetField(Tags.Headline))
{
if (msg.IsSetField(Tags.Headline))
string headline = msg.GetString(Tags.Headline);
if (headline == "STOPME" && StopMeEvent is not null)
{
string headline = msg.GetString(Tags.Headline);
if (headline == "STOPME" && StopMeEvent is not null)
{
StopMeEvent();
}
else if (headline.StartsWith("echo:"))
{
Match match = Regex.Match(headline, "echo: *(.*)");
Message reply = CreateNewsReply(msg, match.Groups[1].Value);

if (msg.Header.IsSetField(Tags.MessageEncoding))
reply.Header.SetField(new MessageEncoding(msg.Header.GetString(Tags.MessageEncoding)));
if (msg.IsSetField(Tags.EncodedHeadline))
reply.SetField(new EncodedHeadline(msg.GetString(Tags.EncodedHeadline)));

Session.SendToTarget(reply, sessionId);
}
StopMeEvent();
}
}
else if (headline.StartsWith("echo:"))
{
Match match = Regex.Match(headline, "echo: *(.*)");
Message reply = CreateNewsReply(msg, match.Groups[1].Value);

public void OnMessage(QuickFix.FIX44.TradeCaptureReportRequest msg, SessionID sessionId)
{
// do nothing, just swallow it.
if (msg.Header.IsSetField(Tags.MessageEncoding))
reply.Header.SetField(new MessageEncoding(msg.Header.GetString(Tags.MessageEncoding)));
if (msg.IsSetField(Tags.EncodedHeadline))
reply.SetField(new EncodedHeadline(msg.GetString(Tags.EncodedHeadline)));

Session.SendToTarget(reply, sessionId);
}
}
}

#region Application Methods
public void OnMessage(QuickFix.FIX44.TradeCaptureReportRequest msg, SessionID sessionId)
{
// do nothing, just swallow it.
}

public void OnCreate(SessionID sessionId)
{
Session? session = Session.LookupSession(sessionId);
#region Application Methods

// Hey QF/N users, don't do this in a real app.
session?.Reset("AT Session Reset");
}
public void OnCreate(SessionID sessionId)
{
Session? session = Session.LookupSession(sessionId);

public void OnLogout(SessionID sessionId)
{
_clOrdIDs.Clear();
}
// Hey QF/N users, don't do this in a real app.
session?.Reset("AT Session Reset");
}

public void OnLogon(SessionID sessionId)
{ }
public void OnLogout(SessionID sessionId)
{
_clOrdIDs.Clear();
}

public void FromApp(Message message, SessionID sessionId)
public void OnLogon(SessionID sessionId)
{ }

public void FromApp(Message message, SessionID sessionId)
{
try
{
try
{
//string msgType = message.Header.GetString(QuickFix.Fields.Tags.MsgType);
// log_.OnEvent("Got message " + msgType);
// System.Console.WriteLine("===got message " + msgType);
//string msgType = message.Header.GetString(QuickFix.Fields.Tags.MsgType);
// log_.OnEvent("Got message " + msgType);
// System.Console.WriteLine("===got message " + msgType);

Crack(message, sessionId);
}
catch (UnsupportedMessageType)
{
throw;
}
catch (System.Exception e)
{
Session.LookupSession(sessionId)?.Log.Log(LogLevel.Error, e,
"Exception during FromApp: {Error}\n while processing msg ({Message})", e, message);
}
Crack(message, sessionId);
}
catch (UnsupportedMessageType)
{
throw;
}
catch (System.Exception e)
{
Session.LookupSession(sessionId)?.Log.Log(LogLevel.Error, e,
"Exception during FromApp: {Error}\n while processing msg ({Message})", e, message);
}
}

public void FromAdmin(Message msg, SessionID sessionId) {
if (msg.Header.GetString(35) == "n") {
string seqNo = msg.Header.GetString(34);
Session.SendToTarget(
CreateNewsReply(msg, $"Successfully received 'n' message with seqNo={seqNo}"),
sessionId);
}
public void FromAdmin(Message msg, SessionID sessionId) {
if (msg.Header.GetString(35) == "n") {
string seqNo = msg.Header.GetString(34);
Session.SendToTarget(
CreateNewsReply(msg, $"Successfully received 'n' message with seqNo={seqNo}"),
sessionId);
}
}

public void ToAdmin(Message message, SessionID sessionId) { }
public void ToApp(Message message, SessionID sessionId) { }
public void ToAdmin(Message message, SessionID sessionId) { }
public void ToApp(Message message, SessionID sessionId) { }

#endregion
}
#endregion
}
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