@SuppressWarnings("boxing")
public void testMajorToMinor() {
double majorPx = 25.12;
ClientNewOrderSingleImpl nos =
FixTestUtils.getClientNOS(_decoder, "TST0000001", 100, majorPx, _upMsgHandler);
nos.setCurrency(Currency.GBP);
((InstrumentWrite) nos.getInstrument()).setCurrency(Currency.GBp);
_proc.handle(nos);
MarketNewOrderSingleImpl mnos =
(MarketNewOrderSingleImpl) getMessage(_downQ, MarketNewOrderSingleImpl.class);
// MARKET IS IN POUNDS
assertSame(Currency.GBp, mnos.getCurrency());
assertEquals((majorPx * 100.0), mnos.getPrice(), Constants.PRICE_DP);
Order order = _proc.getOrder(nos.getClOrdId());
NewOrderAck mack =
FixTestUtils.getMarketACK(_decoder, "TST0000001", 100, 25.12, _mktOrderId, _execId);
_proc.handle(mack);
checkQueueSize(1, 0, 0);
ClientNewOrderAckImpl cack =
(ClientNewOrderAckImpl) getMessage(_upQ, ClientNewOrderAckImpl.class);
assertSame(Currency.GBP, cack.getCurrency());
assertEquals(majorPx, cack.getPrice(), Constants.WEIGHT);
ClientProfile client = order.getClientProfile();
double totVal = nos.getPrice() * nos.getOrderQty() * nos.getCurrency().toUSDFactor();
assertEquals(totVal, client.getTotalOrderValueUSD());
}
private void commonValidation(Exchange ex, OrderRequest req, Order order, long now) {
if (req.getClOrdId().length() == 0) addError(MISSING_CLORDID);
validateHandlingInstruction(req.getHandlInst());
validateAge(req.getTransactTime(), now);
Instrument inst = req.getInstrument();
final ViewString exDest = req.getExDest();
final ViewString secEx = req.getSecurityExchange();
final double price = order.getPendingVersion().getMarketPrice();
if (exDest.length() > 0 && !ex.getRecCode().equals(exDest)) {
delim()
.append(EXDEST_MISMATCH)
.append(exDest)
.append(Strings.EXPECTED)
.append(ex.getRecCode());
}
if (secEx.length() > 0 && !ex.getRecCode().equals(secEx)) {
delim().append(SECEX_MISMATCH).append(secEx).append(Strings.EXPECTED).append(ex.getRecCode());
}
validateTicksize(inst, price);
if (inst.isRestricted()
&& !canTradeRestricted(req.getClient(), req.getBookingType(), req.getOrderCapacity())) {
delim()
.append(RESTRICTED)
.append(req.getBookingType())
.append(Strings.ORDCAP)
.append(req.getOrderCapacity());
}
if (!inst.isEnabled()) {
delim().append(INSTRUMENT_DISABLED).append(inst.getRIC());
}
TradingRange band = inst.getValidTradingRange();
band.valid(price, req.getSide().getIsBuySide(), _err);
}
@Override
public boolean validate(CancelReplaceRequest newVersion, Order order) {
reset();
final OrderVersion lastAcc = order.getLastAckedVerion();
final OrderRequest previous = (OrderRequest) lastAcc.getBaseOrderRequest();
final int cumQty = order.getLastAckedVerion().getCumQty();
final Instrument inst = newVersion.getInstrument();
final Exchange ex = inst.getExchange();
if (!inst.isTestInstrument()) { // dont validate test instruments at ALL
final long now = System.currentTimeMillis();
final int newOrdQty = newVersion.getOrderQty();
commonValidation(ex, newVersion, order, now);
if (newVersion.getCurrency() != previous.getCurrency()) { // CANT CHANGE CCY
delim()
.append(UNABLE_TO_CHANGE_CCY)
.append(Strings.FROM)
.append(previous.getCurrency().toString())
.append(Strings.TO)
.append(newVersion.getCurrency().toString());
}
if (newVersion.getOrdType() != previous.getOrdType()) {
delim()
.append(UNABLE_TO_CHANGE_ORDTYPE)
.append(Strings.FROM)
.append(previous.getOrdType().toString())
.append(Strings.TO)
.append(newVersion.getOrdType().toString());
}
if (newVersion.getSide() != previous.getSide()) {
delim()
.append(UNABLE_TO_CHANGE_SIDE)
.append(Strings.FROM)
.append(previous.getSide().toString())
.append(Strings.TO)
.append(newVersion.getSide().toString());
}
if (!newVersion.getSymbol().equals(previous.getSymbol())) {
delim()
.append(UNABLE_TO_CHANGE_SYM)
.append(Strings.FROM)
.append(previous.getSymbol())
.append(Strings.TO)
.append(newVersion.getSymbol());
}
if (newVersion.getPrice() == previous.getPrice()
&& newOrdQty == previous.getOrderQty()
&& newVersion.getTimeInForce() == previous.getTimeInForce()) {
delim().append(MAJOR_FIELDS_UNCHANGED);
}
if (newOrdQty < cumQty) {
delim()
.append(CANNOT_AMEND_BELOW_CQTY)
.append(newOrdQty)
.append(Strings.CUMQTY)
.append(cumQty);
}
final OMExchangeValidator exchangeValidator =
(OMExchangeValidator) ex.getExchangeEventValidator();
if (exchangeValidator != null) {
exchangeValidator.validate(newVersion, _err, now);
}
}
return _err.length() == 0;
}
