int testSendOnThreadedSocket( int count, short port )
{
std::stringstream stream;
stream
<< "[DEFAULT]" << std::endl
<< "SocketConnectHost=localhost" << std::endl
<< "SocketConnectPort=" << (unsigned short)port << std::endl
<< "SocketAcceptPort=" << (unsigned short)port << std::endl
<< "SocketReuseAddress=Y" << std::endl
<< "StartTime=00:00:00" << std::endl
<< "EndTime=00:00:00" << std::endl
<< "UseDataDictionary=N" << std::endl
<< "BeginString=FIX.4.2" << std::endl
<< "PersistMessages=N" << std::endl
<< "[SESSION]" << std::endl
<< "ConnectionType=acceptor" << std::endl
<< "SenderCompID=SERVER" << std::endl
<< "TargetCompID=CLIENT" << std::endl
<< "[SESSION]" << std::endl
<< "ConnectionType=initiator" << std::endl
<< "SenderCompID=CLIENT" << std::endl
<< "TargetCompID=SERVER" << std::endl
<< "HeartBtInt=30" << std::endl;
FIX::ClOrdID clOrdID( "ORDERID" );
FIX::HandlInst handlInst( '1' );
FIX::Symbol symbol( "LNUX" );
FIX::Side side( FIX::Side_BUY );
FIX::TransactTime transactTime;
FIX::OrdType ordType( FIX::OrdType_MARKET );
FIX42::NewOrderSingle message( clOrdID, handlInst, symbol, side, transactTime, ordType );
FIX::SessionID sessionID( "FIX.4.2", "CLIENT", "SERVER" );
TestApplication application;
FIX::MemoryStoreFactory factory;
FIX::SessionSettings settings( stream );
FIX::ThreadedSocketAcceptor acceptor( application, factory, settings );
acceptor.start();
FIX::ThreadedSocketInitiator initiator( application, factory, settings );
initiator.start();
FIX::process_sleep( 1 );
int start = GetTickCount();
for ( int i = 0; i <= count; ++i )
FIX::Session::sendToTarget( message, sessionID );
while( application.getCount() < count )
FIX::process_sleep( 0.1 );
int ticks = GetTickCount() - start;
initiator.stop();
acceptor.stop();
return ticks;
}
int testFileStoreNewOrderSingle( int count )
{
FIX::BeginString beginString( FIX::BeginString_FIX42 );
FIX::SenderCompID senderCompID( "SENDER" );
FIX::TargetCompID targetCompID( "TARGET" );
FIX::SessionID id( beginString, senderCompID, targetCompID );
FIX::ClOrdID clOrdID( "ORDERID" );
FIX::HandlInst handlInst( '1' );
FIX::Symbol symbol( "LNUX" );
FIX::Side side( FIX::Side_BUY );
FIX::TransactTime transactTime;
FIX::OrdType ordType( FIX::OrdType_MARKET );
FIX42::NewOrderSingle message
( clOrdID, handlInst, symbol, side, transactTime, ordType );
message.getHeader().set( FIX::MsgSeqNum( 1 ) );
std::string messageString = message.toString();
FIX::FileStore store( "store", id );
store.reset();
count = count - 1;
int start = GetTickCount();
for ( int i = 0; i <= count; ++i )
{
store.set( ++i, messageString );
}
int end = GetTickCount();
store.reset();
return end - start;
}
int testCreateNewOrderSingle( int count )
{
int start = GetTickCount();
for ( int i = 0; i <= count; ++i )
{
FIX::ClOrdID clOrdID( "ORDERID" );
FIX::HandlInst handlInst( '1' );
FIX::Symbol symbol( "LNUX" );
FIX::Side side( FIX::Side_BUY );
FIX::TransactTime transactTime;
FIX::OrdType ordType( FIX::OrdType_MARKET );
FIX42::NewOrderSingle( clOrdID, handlInst, symbol, side, transactTime, ordType );
}
return GetTickCount() - start;
}
long testSerializeToStringNewOrderSingle( int count )
{
FIX::ClOrdID clOrdID( "ORDERID" );
FIX::HandlInst handlInst( '1' );
FIX::Symbol symbol( "LNUX" );
FIX::Side side( FIX::Side_BUY );
FIX::TransactTime transactTime;
FIX::OrdType ordType( FIX::OrdType_MARKET );
FIX42::NewOrderSingle message
( clOrdID, handlInst, symbol, side, transactTime, ordType );
count = count - 1;
long start = GetTickCount();
for ( int i = 0; i <= count; ++i )
{
message.toString();
}
return GetTickCount() - start;
}
long testSerializeFromStringAndValidateNewOrderSingle( int count )
{
FIX::ClOrdID clOrdID( "ORDERID" );
FIX::HandlInst handlInst( '1' );
FIX::Symbol symbol( "LNUX" );
FIX::Side side( FIX::Side_BUY );
FIX::TransactTime transactTime;
FIX::OrdType ordType( FIX::OrdType_MARKET );
FIX42::NewOrderSingle message
( clOrdID, handlInst, symbol, side, transactTime, ordType );
std::string string = message.toString();
count = count - 1;
long start = GetTickCount();
for ( int i = 0; i <= count; ++i )
{
message.setString( string, VALIDATE, s_dataDictionary.get() );
}
return GetTickCount() - start;
}
long testValidateDictNewOrderSingle( int count )
{
FIX::ClOrdID clOrdID( "ORDERID" );
FIX::HandlInst handlInst( '1' );
FIX::Symbol symbol( "LNUX" );
FIX::Side side( FIX::Side_BUY );
FIX::TransactTime transactTime;
FIX::OrdType ordType( FIX::OrdType_MARKET );
FIX42::NewOrderSingle message
( clOrdID, handlInst, symbol, side, transactTime, ordType );
message.getHeader().set( FIX::SenderCompID( "SENDER" ) );
message.getHeader().set( FIX::TargetCompID( "TARGET" ) );
message.getHeader().set( FIX::MsgSeqNum( 1 ) );
count = count - 1;
long start = GetTickCount();
for ( int i = 0; i <= count; ++i )
{
s_dataDictionary->validate( message );
}
return GetTickCount() - start;
}