int testValidateDictQuoteRequest( int count )
{
FIX42::QuoteRequest message( FIX::QuoteReqID("1") );
FIX42::QuoteRequest::NoRelatedSym noRelatedSym;
for( int i = 1; i <= 10; ++i )
{
noRelatedSym.set( FIX::Symbol("IBM") );
noRelatedSym.set( FIX::MaturityMonthYear() );
noRelatedSym.set( FIX::PutOrCall(FIX::PutOrCall_PUT) );
noRelatedSym.set( FIX::StrikePrice(120) );
noRelatedSym.set( FIX::Side(FIX::Side_BUY) );
noRelatedSym.set( FIX::OrderQty(100) );
noRelatedSym.set( FIX::Currency("USD") );
noRelatedSym.set( FIX::OrdType(FIX::OrdType_MARKET) );
message.addGroup( noRelatedSym );
}
FIX::DataDictionary dataDictionary( "../spec/FIX42.xml" );
count = count - 1;
int start = GetTickCount();
for ( int j = 0; j <= count; ++j )
{
dataDictionary.validate( message );
}
return GetTickCount() - start;
}
int testSerializeFromStringQuoteRequest( int count )
{
FIX42::QuoteRequest message( FIX::QuoteReqID("1") );
FIX42::QuoteRequest::NoRelatedSym noRelatedSym;
for( int i = 1; i <= 10; ++i )
{
noRelatedSym.set( FIX::Symbol("IBM") );
noRelatedSym.set( FIX::MaturityMonthYear() );
noRelatedSym.set( FIX::PutOrCall(FIX::PutOrCall_PUT) );
noRelatedSym.set( FIX::StrikePrice(120) );
noRelatedSym.set( FIX::Side(FIX::Side_BUY) );
noRelatedSym.set( FIX::OrderQty(100) );
noRelatedSym.set( FIX::Currency("USD") );
noRelatedSym.set( FIX::OrdType(FIX::OrdType_MARKET) );
message.addGroup( noRelatedSym );
}
std::string string = message.toString();
count = count - 1;
int start = GetTickCount();
for ( int j = 0; j <= count; ++j )
{
message.setString( string );
}
return GetTickCount() - start;
}
void Application::queryQuoteRequest(FIX::Symbol symbol)
{
getQuote=false;
FIX42::QuoteRequest message;
FIX::QuoteReqID genQuoteReqID;
genQuoteReqID = m_generator.genOrderID();
message.set(genQuoteReqID);
FIX42::QuoteRequest::NoRelatedSym symbolGroup;
symbolGroup.set( symbol );
message.addGroup(symbolGroup);
setHeader( message.getHeader() );
FIX::Session::sendToTarget( message );
}
int testCreateQuoteRequest( int count )
{
count = count - 1;
int start = GetTickCount();
FIX::Symbol symbol;
FIX::MaturityMonthYear maturityMonthYear;
FIX::PutOrCall putOrCall;
FIX::StrikePrice strikePrice;
FIX::Side side;
FIX::OrderQty orderQty;
FIX::Currency currency;
FIX::OrdType ordType;
for ( int i = 0; i <= count; ++i )
{
FIX42::QuoteRequest massQuote( FIX::QuoteReqID("1") );
FIX42::QuoteRequest::NoRelatedSym noRelatedSym;
for( int j = 1; j <= 10; ++j )
{
symbol.setValue( "IBM" );
maturityMonthYear.setValue( "022003" );
putOrCall.setValue( FIX::PutOrCall_PUT );
strikePrice.setValue( 120 );
side.setValue( FIX::Side_BUY );
orderQty.setValue( 100 );
currency.setValue( "USD" );
ordType.setValue( FIX::OrdType_MARKET );
noRelatedSym.set( symbol );
noRelatedSym.set( maturityMonthYear );
noRelatedSym.set( putOrCall );
noRelatedSym.set( strikePrice );
noRelatedSym.set( side );
noRelatedSym.set( orderQty );
noRelatedSym.set( currency );
noRelatedSym.set( ordType );
massQuote.addGroup( noRelatedSym );
noRelatedSym.clear();
}
}
return GetTickCount() - start;
}
int testReadFromQuoteRequest( int count )
{
count = count - 1;
FIX42::QuoteRequest message( FIX::QuoteReqID("1") );
FIX42::QuoteRequest::NoRelatedSym group;
for( int i = 1; i <= 10; ++i )
{
group.set( FIX::Symbol("IBM") );
group.set( FIX::MaturityMonthYear() );
group.set( FIX::PutOrCall(FIX::PutOrCall_PUT) );
group.set( FIX::StrikePrice(120) );
group.set( FIX::Side(FIX::Side_BUY) );
group.set( FIX::OrderQty(100) );
group.set( FIX::Currency("USD") );
group.set( FIX::OrdType(FIX::OrdType_MARKET) );
message.addGroup( group );
}
group.clear();
int start = GetTickCount();
for ( int j = 0; j <= count; ++j )
{
FIX::QuoteReqID quoteReqID;
FIX::Symbol symbol;
FIX::MaturityMonthYear maturityMonthYear;
FIX::PutOrCall putOrCall;
FIX::StrikePrice strikePrice;
FIX::Side side;
FIX::OrderQty orderQty;
FIX::Currency currency;
FIX::OrdType ordType;
FIX::NoRelatedSym noRelatedSym;
message.get( noRelatedSym );
int end = noRelatedSym;
for( int k = 1; k <= end; ++k )
{
message.getGroup( k, group );
group.get( symbol );
group.get( maturityMonthYear );
group.get( putOrCall);
group.get( strikePrice );
group.get( side );
group.get( orderQty );
group.get( currency );
group.get( ordType );
maturityMonthYear.getValue();
putOrCall.getValue();
strikePrice.getValue();
side.getValue();
orderQty.getValue();
currency.getValue();
ordType.getValue();
}
}
return GetTickCount() - start;
}