fix_spec 0.1.0

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Files changed (33) hide show
  1. data/.document +5 -0
  2. data/.rspec +1 -0
  3. data/.travis.yml +11 -0
  4. data/CONTRIBUTION_GUIDELINES.md +22 -0
  5. data/Gemfile +12 -0
  6. data/Gemfile.lock +81 -0
  7. data/LICENSE.txt +14 -0
  8. data/QUICKFIX_LICENSE.txt +46 -0
  9. data/README.md +181 -0
  10. data/Rakefile +35 -0
  11. data/VERSION +1 -0
  12. data/features/builder.feature +148 -0
  13. data/features/equivalence.feature +52 -0
  14. data/features/equivalence_data_dictionary.feature +166 -0
  15. data/features/memory.feature +47 -0
  16. data/features/message_type.feature +25 -0
  17. data/features/nested_builder.feature +63 -0
  18. data/features/paths.feature +14 -0
  19. data/features/step_definitions/steps.rb +3 -0
  20. data/features/support/FIX42.xml +2670 -0
  21. data/features/support/env.rb +20 -0
  22. data/fix_spec.gemspec +89 -0
  23. data/lib/fix_spec/builder.rb +99 -0
  24. data/lib/fix_spec/configuration.rb +16 -0
  25. data/lib/fix_spec/cucumber.rb +76 -0
  26. data/lib/fix_spec/helpers.rb +98 -0
  27. data/lib/fix_spec/matchers/be_fix_eql.rb +45 -0
  28. data/lib/fix_spec/matchers/have_fix_path.rb +29 -0
  29. data/lib/fix_spec/matchers.rb +18 -0
  30. data/lib/fix_spec.rb +10 -0
  31. data/spec/fix_spec/helpers_spec.rb +114 -0
  32. data/spec/spec_helper.rb +13 -0
  33. metadata +194 -0
data/features/equivalence_data_dictionary.feature ADDED
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+ @with_data_dictionary
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+ Feature: Equivalence with data dictionary
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+
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+ When configured with a data dictionary, cucumber steps can accept richer, type specific fix parameters and values
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+
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+ Scenario: All these checks are acceptable
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+ Given the following unvalidated fix message:
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+ """
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+ 8=FIX.4.235=849=ITG56=SILO205=4315=86=100.25410=50.25424=23.45411=Y43=N40=15=N
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+ """
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+ When I get the fix message
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+
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+ Then the FIX at "SenderCompID" should be "ITG"
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+ Then the fix at tag "SenderCompID" should be "ITG"
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+ Then the fix message at "SenderCompID" should be "ITG"
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+ And the FIX at "SenderCompID" should not be "blah"
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+ And the fix message at tag "SenderCompID" should be:
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+ """
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+ "ITG"
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+ """
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+
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+ And the fix message at tag "SenderCompID" should not be:
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+ """
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+ "NOT ITG"
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+ """
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+
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+ Scenario: Identical Fix as JSON
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+ Given the following unvalidated fix message:
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+ """
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+ 8=FIX.4.235=849=ITG56=SILO205=4315=86=100.25410=50.25424=23.45411=Y43=N40=15=N
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+ """
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+ When I get the fix message
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+
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+ Then the FIX message should be:
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+ """
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+ {
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+ "BeginString":"FIX.4.2",
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+ "BodyLength":81,
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+ "MsgType":"ExecutionReport",
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+ "SenderCompID":"ITG",
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+ "TargetCompID":"SILO",
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+ "MaturityDay":4,
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+ "DayOrderQty": 23.45,
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+ "ExchangeForPhysical": true,
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+ "AvgPx": 100.25,
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+ "OrdType": "MARKET",
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+ "PossDupFlag": false,
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+ "AdvTransType": "NEW",
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+ "UnderlyingPutOrCall": 8,
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+ "WtAverageLiquidity": 50.25,
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+ "CheckSum":"083"
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+ }
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+ """
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+
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+ @ignore_length_and_checksum
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+ Scenario: Identical Fix as JSON, ignoring length and checksum
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+ Given the following unvalidated fix message:
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+ """
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+ 8=FIX.4.235=849=ITG56=SILO205=4315=86=100.25410=50.25424=23.45411=Y43=N40=15=N
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+ """
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+ When I get the fix message
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+
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+
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+ Then the FIX message should be:
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+ """
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+ {
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+ "BeginString":"FIX.4.2",
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+ "MsgType":"ExecutionReport",
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+ "SenderCompID":"ITG",
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+ "TargetCompID":"SILO",
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+ "MaturityDay":4,
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+ "DayOrderQty": 23.45,
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+ "ExchangeForPhysical": true,
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+ "AvgPx": 100.25,
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+ "OrdType": "MARKET",
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+ "PossDupFlag": false,
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+ "AdvTransType": "NEW",
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+ "UnderlyingPutOrCall": 8,
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+ "WtAverageLiquidity": 50.25
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+ }
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+ """
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+
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+ Scenario: Identical Fix as raw FIX.
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+ Given the following unvalidated fix message:
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+ """
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+ 8=FIX.4.235=849=ITG56=SILO205=4315=86=100.25410=50.25424=23.45411=Y43=N40=15=N
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+ """
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+ When I get the fix message
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+
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+
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+ Then the FIX message should be:
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+ """
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+ 8=FIX.4.235=849=ITG56=SILO205=4315=86=100.25410=50.25424=23.45411=Y43=N40=15=N
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+ """
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+
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+ Scenario Outline: Types values are type specific
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+ Given the following unvalidated fix message:
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+ """
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+ 8=FIX.4.235=849=ITG56=SILO205=4315=86=100.25410=50.25424=23.45411=Y43=N40=15=N
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+ """
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+ When I get the fix message
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+
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+
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+ Then the FIX at tag "<TAG>" should be <VALUE>
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+
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+ Examples: Enumerations
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+ | TAG | VALUE |
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+ | OrdType | "MARKET" |
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+ | AdvTransType | "NEW" |
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+
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+ Examples: MsgType -doesn't map to DD description
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+ | MsgType | "ExecutionReport"|
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+
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+ Examples: STRING
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+ | TAG | VALUE |
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+ | SenderCompID | "ITG" |
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+
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+ Examples: INT
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+ | TAG | VALUE |
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+ |UnderlyingPutOrCall | 8 |
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+
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+ Examples: DAYOFMONTH
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+ | TAG | VALUE |
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+ |MaturityDay | 4 |
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+
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+ Examples: FLOAT and derivative types can accept many different formats
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+ | TAG | VALUE |
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+ | AvgPx | 100.25|
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+ | AvgPx | 100.25000|
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+ | AvgPx | 100.25e0|
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+ | AvgPx | 100.25e+0|
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+ | AvgPx | 100.25e-0|
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+ | AvgPx | 1.0025e+2|
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+
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+ Examples: PRICE
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+ | TAG | VALUE |
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+ |AvgPx | 100.25 |
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+
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+ Examples: FLOAT
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+ | TAG | VALUE |
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+ |WtAverageLiquidity | 50.25 |
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+
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+ Examples: QTY
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+ | TAG | VALUE |
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+ |DayOrderQty | 23.45 |
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+
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+ Examples: BOOLEAN
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+ | TAG | VALUE |
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+ |PossDupFlag | false |
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+ |ExchangeForPhysical | true |
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+
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+
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+ Scenario: Table Format
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+ Given the following unvalidated fix message:
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+ """
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+ 8=FIX.4.235=849=ITG56=SILO205=4315=86=100.25410=50.25424=23.45411=Y43=N40=15=N
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+ """
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+ When I get the fix message
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+
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+
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+ Then the fix should have the following:
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+ | SenderCompID | "ITG" |
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+ | BeginString | "FIX.4.2" |
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+ | MaturityDay | 4 |
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+ | UnderlyingPutOrCall | 8 |
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+ | AvgPx | 100.25 |
data/features/memory.feature ADDED
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+ @with_data_dictionary @ignore_length_and_checksum
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+ Feature: Memory
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+
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+ Background:
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+
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+ Given the following fix message:
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+ """
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+ 8=FIX.4.235=849=ITG56=SILO44=1250.25
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+ """
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+
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+ When I get the fix message
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+
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+ Scenario: Entire FIX message
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+ When I keep the FIX message as "FIX1"
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+ Then the FIX message should be %{FIX1}
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+ And the FIX message should be:
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+ """
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+ %{FIX1}
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+ """
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+
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+ Scenario: String header field
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+ When I keep the FIX message at tag "MsgType" as "MSGTYPE"
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+ Then the FIX message at "MsgType" should be %{MSGTYPE}
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+ And the FIX message should be:
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+ """
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+ {
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+ "MsgType": %{MSGTYPE},
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+ "SenderCompID": "ITG",
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+ "TargetCompID": "SILO",
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+ "BeginString": "FIX.4.2",
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+ "Price": 1250.25
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+ }
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+ """
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+
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+ Scenario: Numerical body field
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+ When I keep the FIX message at tag "Price" as "PRICE"
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+ Then the FIX message at "Price" should be %{PRICE}
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+ And the FIX message should be:
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+ """
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+ {
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+ "MsgType": "ExecutionReport",
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+ "SenderCompID": "ITG",
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+ "TargetCompID": "SILO",
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+ "BeginString": "FIX.4.2",
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+ "Price": %{PRICE}
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+ }
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+ """
data/features/message_type.feature ADDED
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+ Feature: Message Type
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+
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+ Scenario: the FIX message type should be...
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+ Given the following unvalidated fix message:
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+ """
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+ 8=FIX.4.435=B49=TR_Initiator52=20090101-17:13:06.68456=TR_Acceptor61=033=158=uno58=dos148=abc
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+ """
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+ When I get the fix message
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+ Then the FIX message type should be "B"
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+
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+ Scenario: The FIX message type should not be...
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+ Given the following unvalidated fix message:
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+ """
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+ 8=FIX.4.435=B49=TR_Initiator52=20090101-17:13:06.68456=TR_Acceptor61=033=158=uno58=dos148=abc
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+ """
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+ When I get the fix message
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+ Then the FIX message type should not be "A"
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+
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+ @with_data_dictionary
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+ Scenario: With Data Dictionary loaded, message type is pretty string
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+ """
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+ 8=FIX.4.435=B49=TR_Initiator52=20090101-17:13:06.68456=TR_Acceptor61=033=158=uno58=dos148=abc
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+ """
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+ When I get the fix message
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+ Then the FIX message type should be "News"
data/features/nested_builder.feature ADDED
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+ @with_data_dictionary
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+ Feature: Building Fix Messages with repeating groups from raw fix
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+
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+ @ignore_length_and_checksum
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+ Scenario: Building fix message with 2 instances in a repeated group
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+ Given the following fix message:
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+ """
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+ 8=FIX.4.235=B49=ITG56=SILO148=Market Bulls Have Short Sellers on the Run33=258=The bears have been cowed by the bulls.58=Buy buy buy354=043=N40=15=N
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+ """
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+ When I get the fix message
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+
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+ Then the FIX message should be:
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+ """
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+ {
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+ "BeginString":"FIX.4.2",
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+ "MsgType":"News",
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+ "PossDupFlag":false,
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+ "SenderCompID":"ITG",
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+ "TargetCompID":"SILO",
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+ "Headline":"Market Bulls Have Short Sellers on the Run",
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+ "LinesOfText":[
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+ {
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+ "Text":"The bears have been cowed by the bulls."
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+ },
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+ {
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+ "Text":"Buy buy buy",
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+ "EncodedTextLen":0
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+ }
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+ ]
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+ }
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+ """
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+
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+
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+ @ignore_length_and_checksum
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+ Scenario: Building fix message with repeating groups in repeating groups
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+ Given the following fix message:
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+ """
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+ 8=FIX.4.235=i49=ITG56=SILO117=ITG_SILO_MASS_QUOTE_001296=1302=Qset001311=JDSU304=1295=1299=Qset001_Q001
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+ """
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+ When I get the fix message
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+
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+ Then the FIX message should be:
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+ """
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+ {
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+ "BeginString":"FIX.4.2",
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+ "MsgType":"MassQuote",
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+ "SenderCompID":"ITG",
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+ "TargetCompID":"SILO",
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+ "QuoteID":"ITG_SILO_MASS_QUOTE_001",
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+ "NoQuoteSets":[
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+ {
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+ "QuoteSetID":"Qset001",
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+ "UnderlyingSymbol":"JDSU",
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+ "TotQuoteEntries":1,
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+ "NoQuoteEntries":[
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+ {
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+ "QuoteEntryID":"Qset001_Q001"
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+ }
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+ ]
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+ }
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+ ]
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+ }
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+ """
data/features/paths.feature ADDED
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+ Feature: Paths
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+
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+ Background:
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+
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+ Given the following unvalidated fix message:
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+ """
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+ 8=FIX.4.235=849=ITG56=SILO
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+ """
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+
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+ When I get the fix message
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+
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+ Scenario: BasePaths
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+ Then the fix should have tag "35"
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+ And the fix should not have tag "50"
data/features/step_definitions/steps.rb ADDED
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+ When /^I get the fix message$/ do
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+ @last_fix = FIXSpec::Builder.message
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+ end