@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());
}
public final Message XXdecodeNewOrderSingle() {
ClientNewOrderSingleImpl msg = _newOrderSingleFactory.get();
int tag = getTag();
int start;
int valLen;
while (tag != 0) {
switch (tag) {
case 1:
start = _idx;
valLen = getValLength();
msg.setAccount(start, valLen);
break;
case 11:
start = _idx;
valLen = getValLength();
msg.setClOrdId(start, valLen);
break;
case 15:
start = _idx;
valLen = getValLength();
msg.setCurrency(Currency.getVal(_fixMsg, start, valLen));
break;
case 21:
msg.setHandlInst(HandlInst.getVal(_fixMsg[_idx++]));
break;
case 22:
msg.setSecurityIDSource(SecurityIDSource.getVal(_fixMsg[_idx++]));
break;
case 38:
msg.setOrderQty(getIntVal());
break;
case 40:
msg.setOrdType(OrdType.getVal(_fixMsg[_idx++]));
break;
case 44:
msg.setPrice(getDoubleVal());
break;
case 48:
start = _idx;
valLen = getValLength();
msg.setSecurityId(start, valLen);
break;
case 49:
decodeSenderCompID();
break;
case 50:
decodeSenderSubID();
break;
case 52:
msg.setSendingTime(getMSFromStartDayUTC());
break;
case 54:
msg.setSide(Side.getVal(_fixMsg[_idx++]));
break;
case 55:
start = _idx;
valLen = getValLength();
msg.setSymbol(start, valLen);
break;
case 56:
decodeTargetCompID();
break;
case 57:
decodeTargetSubID();
break;
case 58:
start = _idx;
valLen = getValLength();
msg.setText(start, valLen);
break;
case 59:
msg.setTimeInForce(TimeInForce.getVal(_fixMsg[_idx++]));
break;
case 60:
msg.setTransactTime(getMSFromStartDayUTC());
break;
case 2:
case 3:
case 4:
case 5:
case 6:
case 7:
case 8:
case 9:
case 10:
case 12:
case 13:
case 14:
case 16:
case 17:
case 18:
case 19:
case 20:
case 23:
case 24:
case 25:
case 26:
case 27:
case 28:
case 29:
case 30:
case 31:
case 32:
case 33:
case 34:
case 35:
case 36:
case 37:
case 39:
case 41:
case 42:
case 43:
case 45:
case 46:
case 47:
case 51:
case 53:
getValLength();
break;
default:
switch (tag) {
case 100:
start = _idx;
valLen = getValLength();
msg.setExDest(start, valLen);
break;
case 528:
msg.setOrderCapacity(OrderCapacity.getVal(_fixMsg[_idx++]));
break;
case 207:
start = _idx;
valLen = getValLength();
msg.setSecurityExchange(start, valLen);
break;
case 211:
getValLength();
throwDecodeException("Tag 211 not supported in NewOrderSingle");
break;
}
break;
}
_idx++; /* past delimiter */
tag = getTag();
}
if (_idx > SizeType.VIEW_NOS_BUFFER.getSize()) {
throw new RuntimeDecodingException(
"NewOrderSingleMessage too big " + _idx + ", max=" + SizeType.VIEW_NOS_BUFFER.getSize());
}
msg.setViewBuf(_fixMsg, _offset, _idx);
// TODO instrument enrichment & ccy major/minor changes
return msg;
}
// decode methods
public Message decodeNewOrderSingle() {
// TODO get from pool
ClientNewOrderSingleImpl msg = _newOrderSingleFactory.get();
int tag = getTag();
int start;
int valLen;
while (tag != 0) {
switch (tag) {
case 0:
case 2:
case 3:
case 4:
case 5:
case 6:
case 7:
case 8:
case 9:
case 10:
case 12:
case 13:
case 14:
case 16:
case 17:
case 18:
case 19:
case 20:
// forced table switch from 0 to 60
start = _idx;
valLen = getValLength();
break;
case 1:
start = _idx;
valLen = getValLength();
msg.setAccount(start, valLen);
break;
case 11:
start = _idx;
valLen = getValLength();
msg.setClOrdId(start, valLen);
break;
case 15:
start = _idx;
valLen = getValLength();
msg.setCurrency(Currency.getVal(_fixMsg, start, valLen));
break;
case 21:
msg.setHandlInst(HandlInst.getVal(_fixMsg[_idx++]));
break;
case 22:
msg.setSecurityIDSource(SecurityIDSource.getVal(_fixMsg[_idx++]));
break;
case 38:
msg.setOrderQty(getIntVal());
break;
case 40:
msg.setOrdType(OrdType.getVal(_fixMsg[_idx++]));
break;
case 44:
msg.setPrice(getDoubleVal());
break;
case 48:
start = _idx;
valLen = getValLength();
msg.setSecurityId(start, valLen);
break;
case 49:
decodeSenderCompID();
break;
case 52:
msg.setSendingTime(getMSFromStartDayUTC());
break;
case 54:
msg.setSide(Side.getVal(_fixMsg[_idx++]));
break;
case 55:
start = _idx;
valLen = getValLength();
msg.setSymbol(start, valLen);
break;
case 56:
decodeTargetCompID();
break;
case 58:
start = _idx;
valLen = getValLength();
msg.setText(start, valLen);
break;
case 59:
msg.setTimeInForce(TimeInForce.getVal(_fixMsg[_idx++]));
break;
case 60:
msg.setTransactTime(getMSFromStartDayUTC());
break;
default: // SKIP
switch (tag) {
case 100: // exDest
start = _idx;
valLen = getValLength();
msg.setExDest(start, valLen);
break;
case 207: // securityExchange
start = _idx;
valLen = getValLength();
msg.setSecurityExchange(start, valLen);
break;
case 528:
msg.setOrderCapacity(OrderCapacity.getVal(_fixMsg[_idx++]));
break;
default:
start = _idx;
valLen = getValLength();
break;
}
}
_idx++; // past delimiter
tag = getTag();
}
if (_idx > SizeType.VIEW_NOS_BUFFER.getSize()) {
throw new RuntimeDecodingException(
"NewOrderSingle Message too big " + _idx + ", max=" + SizeType.VIEW_NOS_BUFFER.getSize());
}
msg.setViewBuf(_fixMsg, _offset, _idx);
// TODO instrument enrichment & ccy major/minor changes
return msg;
}