fix_spec 0.2.1 → 0.4.0

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Files changed (19) hide show
  1. checksums.yaml +7 -0
  2. data/.travis.yml +1 -1
  3. data/Gemfile +1 -1
  4. data/Gemfile.lock +2 -2
  5. data/README.md +28 -1
  6. data/VERSION +1 -1
  7. data/features/builder.feature +164 -5
  8. data/features/equivalence_data_dictionary.feature +49 -1
  9. data/features/message_type.feature +11 -0
  10. data/features/nested_builder.feature +229 -2
  11. data/features/support/FIX50SP1.xml +9419 -0
  12. data/features/support/FIXT11.xml +383 -0
  13. data/features/support/env.rb +8 -0
  14. data/fix_spec.gemspec +10 -7
  15. data/lib/fix_spec/builder.rb +89 -27
  16. data/lib/fix_spec/configuration.rb +19 -2
  17. data/lib/fix_spec/cucumber.rb +1 -2
  18. data/spec/fix_spec/data_dictionary_spec.rb +12 -6
  19. metadata +32 -49
checksums.yaml ADDED
@@ -0,0 +1,7 @@
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+ ---
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+ SHA1:
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+ metadata.gz: abf2ce70d94be701fd2f48bf20206908599bb073
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+ data.tar.gz: fe9acf913c8fa3384118f6df8011b3eee3ea933b
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+ SHA512:
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+ metadata.gz: 8c21f55b98b3e1dcbfa5356e2ccba30711b3d15f5f19eb4732bce5652f8744008ff231f6ca82f45b9be1339985fc43a482465c7e53045d3c2a0f97d4af4f05e5
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+ data.tar.gz: e817c489114ed90ab739aee03f0d2fe787af014e734d0790d3552d553e7c6edaa63e84d1845d1eb5d66b6b93c2db2e9f712166678eeb04c0dadad6415c56d82f
data/.travis.yml CHANGED
@@ -2,7 +2,7 @@ language: ruby
2
2
  rvm:
3
3
  - jruby-18mode
4
4
  - jruby-19mode
5
- - jruby-head
5
+ - jruby
6
6
  env:
7
7
  - JAVA_OPTS=-XX:MaxPermSize=2048m
8
8
 
data/Gemfile CHANGED
@@ -1,7 +1,7 @@
1
1
  source "http://rubygems.org"
2
2
 
3
3
  gem "json_spec", "~> 1.1.1"
4
- gem "quickfix-jruby", "~>1.5.3"
4
+ gem "quickfix-jruby", "~>1.6.0"
5
5
  gem "cuke_mem", "~> 0.1.1"
6
6
 
7
7
  group :development do
data/Gemfile.lock CHANGED
@@ -54,7 +54,7 @@ GEM
54
54
  multi_json (~> 1.0)
55
55
  multi_xml (~> 0.5)
56
56
  rack (~> 1.2)
57
- quickfix-jruby (1.5.4-java)
57
+ quickfix-jruby (1.6.0-java)
58
58
  rack (1.5.2)
59
59
  rake (10.1.0)
60
60
  rdoc (4.0.1)
@@ -76,6 +76,6 @@ DEPENDENCIES
76
76
  cuke_mem (~> 0.1.1)
77
77
  jeweler (~> 1.8)
78
78
  json_spec (~> 1.1.1)
79
- quickfix-jruby (~> 1.5.3)
79
+ quickfix-jruby (~> 1.6.0)
80
80
  rake (~> 10.1)
81
81
  rspec (~> 2.14)
data/README.md CHANGED
@@ -103,6 +103,31 @@ And I set the FIX message at "OrderQty" to 123
103
103
  Then I send the message
104
104
  ```
105
105
 
106
+ Or it can be simplified using a table:
107
+
108
+ ```cucumber
109
+ Given I create the following FIX.4.2 message of type "NewOrderSingle":
110
+ | SenderCompID | "MY_SENDER" |
111
+ | TargetCompID | "MY_TARGET" |
112
+ | OrdType | "MARKET" |
113
+ | OrderQty | 123 |
114
+ ```
115
+
116
+ You can even do repeating groups:
117
+
118
+ ```cucumber
119
+ Given I create the following FIX.4.2 message of type "NewOrderList":
120
+ | ListID | "List_ID" |
121
+ And I add the following "NoOrders" group:
122
+ | Symbol | "ABC" |
123
+ | Side | "BUY" |
124
+ | OrderQty | 123 |
125
+ And I add the following "NoOrders" group:
126
+ | Symbol | "ABC" |
127
+ | Side | "SELL" |
128
+ | OrderQty | 123 |
129
+ ```
130
+
106
131
  The built FIX message can be accessed through the `message` function in the ```FIXSpec::Builder``` module.
107
132
 
108
133
  ### Configuration
@@ -161,9 +186,11 @@ Credits
161
186
 
162
187
  Contributers:
163
188
 
164
- * Chris Busbey
189
+ * [Chris Busbey](https://github.com/cbusbey)
165
190
  * Matt Lane
166
191
  * Ben Gura
192
+ * Brad Haan
193
+ * [Mike Gatny](https://github.com/mgatny)
167
194
 
168
195
  ![Connamara Systems](http://www.connamara.com/images/home-connamara-logo-lg.png)
169
196
 
data/VERSION CHANGED
@@ -1 +1 @@
1
- 0.2.1
1
+ 0.4.0
data/features/builder.feature CHANGED
@@ -2,7 +2,7 @@
2
2
  Feature: Building Fix Messages
3
3
 
4
4
  @ignore_length_and_checksum
5
- Scenario: Building via raw fix
5
+ Scenario: Building via raw fix (prior to FIXT/FIX50)
6
6
  Given the following unvalidated fix message:
7
7
  """
8
8
  8=FIX.4.235=849=ITG56=SILO205=4315=86=100.25410=50.25424=23.45411=Y43=N40=15=N
@@ -28,7 +28,37 @@ Then the FIX message should be:
28
28
  }
29
29
  """
30
30
 
31
- Scenario: Building from scratch
31
+
32
+ @ignore_length_and_checksum @fix50
33
+ Scenario: Building via raw fix (using FIXT/FIX50)
34
+ Given the following unvalidated fix message:
35
+ """
36
+ 8=FIXT.1.135=81128=849=ITG56=SILO541=20130426315=86=100.25410=50.25424=23.45411=Y43=N40=15=N
37
+ """
38
+ When I get the fix message
39
+
40
+ Then the FIX message should be:
41
+ """
42
+ {
43
+ "BeginString":"FIXT.1.1",
44
+ "MsgType":"ExecutionReport",
45
+ "ApplVerID":"FIX50SP1",
46
+ "SenderCompID":"ITG",
47
+ "TargetCompID":"SILO",
48
+ "MaturityDate":"20130426",
49
+ "DayOrderQty": 23.45,
50
+ "ExchangeForPhysical": true,
51
+ "AvgPx": 100.25,
52
+ "OrdType": "MARKET",
53
+ "PossDupFlag": false,
54
+ "AdvTransType": "NEW",
55
+ "UnderlyingPutOrCall": 8,
56
+ "WtAverageLiquidity":"50.25"
57
+ }
58
+ """
59
+
60
+
61
+ Scenario: Building from scratch (prior to FIXT/FIX50)
32
62
 
33
63
  Given I create a fix message
34
64
  And I set the FIX message at "BeginString" to "FIX.4.2"
@@ -59,7 +89,41 @@ Then the fix message should be:
59
89
  }
60
90
  """
61
91
 
62
- Scenario: Building a message of some type
92
+ @fix50
93
+ Scenario: Building from scratch (using FIXT/FIX50)
94
+
95
+ Given I create a fix message
96
+ And I set the FIX message at "BeginString" to "FIXT.1.1"
97
+ And I set the FIX message at "MsgType" to "ExecutionReport"
98
+ And I set the FIX message at "ApplVerID" to "FIX50SP1"
99
+ And I set the FIX message at "SenderCompID" to "ITG"
100
+ And I set the FIX message at "TargetCompID" to "SILO"
101
+ And I set the FIX message at "MaturityDate" to "20110635"
102
+ And I set the FIX message at "DayOrderQty" to 23.45
103
+ And I set the FIX message at "ExchangeForPhysical" to true
104
+ And I set the FIX message at "AvgPx" to 100.25
105
+ And I set the FIX message at "OrdType" to "MARKET"
106
+ And I set the FIX message at "PossDupFlag" to false
107
+
108
+ When I get the fix message
109
+ Then the fix message should be:
110
+ """
111
+ {
112
+ "BeginString":"FIXT.1.1",
113
+ "MsgType":"ExecutionReport",
114
+ "ApplVerID":"FIX50SP1",
115
+ "SenderCompID":"ITG",
116
+ "TargetCompID":"SILO",
117
+ "MaturityDate":"20110635",
118
+ "DayOrderQty": 23.45,
119
+ "ExchangeForPhysical": true,
120
+ "AvgPx": 100.25,
121
+ "OrdType": "MARKET",
122
+ "PossDupFlag": false
123
+ }
124
+ """
125
+
126
+ Scenario: Building a message of some type (prior to FIXT/FIX50)
63
127
  Given I create a fix message of type "ExecutionReport"
64
128
  And I set the FIX message at "BeginString" to "FIX.4.2"
65
129
  And I set the FIX message at "SenderCompID" to "ITG"
@@ -88,8 +152,39 @@ Then the fix message should be:
88
152
  }
89
153
  """
90
154
 
155
+ @fix50
156
+ Scenario: Building a message of some type (using to FIXT/FIX50)
157
+ Given I create a fix message of type "ExecutionReport"
158
+ And I set the FIX message at "BeginString" to "FIXT.1.1"
159
+ And I set the FIX message at "ApplVerID" to "FIX50SP1"
160
+ And I set the FIX message at "SenderCompID" to "ITG"
161
+ And I set the FIX message at "TargetCompID" to "SILO"
162
+ And I set the FIX message at "MaturityDate" to "19590522"
163
+ And I set the FIX message at "DayOrderQty" to 23.45
164
+ And I set the FIX message at "ExchangeForPhysical" to true
165
+ And I set the FIX message at "AvgPx" to 100.25
166
+ And I set the FIX message at "OrdType" to "MARKET"
167
+ And I set the FIX message at "PossDupFlag" to false
168
+
169
+ When I get the fix message
170
+ Then the fix message should be:
171
+ """
172
+ {
173
+ "BeginString":"FIXT.1.1",
174
+ "MsgType":"ExecutionReport",
175
+ "ApplVerID":"FIX50SP1",
176
+ "SenderCompID":"ITG",
177
+ "TargetCompID":"SILO",
178
+ "MaturityDate":"19590522",
179
+ "DayOrderQty": 23.45,
180
+ "ExchangeForPhysical": true,
181
+ "AvgPx": 100.25,
182
+ "OrdType": "MARKET",
183
+ "PossDupFlag": false
184
+ }
185
+ """
91
186
 
92
- Scenario: Building a message of some type and version
187
+ Scenario: Building a message of some type and version (prior to FIXT/FIX50)
93
188
 
94
189
  Given I create a FIX.4.2 message of type "ExecutionReport"
95
190
  And I set the FIX message at "SenderCompID" to "ITG"
@@ -118,8 +213,40 @@ Then the fix message should be:
118
213
  }
119
214
  """
120
215
 
216
+ @fix50
217
+ Scenario: Building a message of some type and version (using to FIXT/FIX50)
218
+
219
+ Given I create a FIXT.1.1 message of type "ExecutionReport"
220
+ And I set the FIX message at "ApplVerID" to "FIX50SP1"
221
+ And I set the FIX message at "SenderCompID" to "ITG"
222
+ And I set the FIX message at "TargetCompID" to "SILO"
223
+ And I set the FIX message at "MaturityDate" to "20150415"
224
+ And I set the FIX message at "DayOrderQty" to 23.45
225
+ And I set the FIX message at "ExchangeForPhysical" to true
226
+ And I set the FIX message at "AvgPx" to 100.25
227
+ And I set the FIX message at "OrdType" to "MARKET"
228
+ And I set the FIX message at "PossDupFlag" to false
229
+
230
+ When I get the fix message
231
+ Then the fix message should be:
232
+ """
233
+ {
234
+ "BeginString":"FIXT.1.1",
235
+ "MsgType":"ExecutionReport",
236
+ "ApplVerID":"FIX50SP1",
237
+ "SenderCompID":"ITG",
238
+ "TargetCompID":"SILO",
239
+ "MaturityDate":"20150415",
240
+ "DayOrderQty": 23.45,
241
+ "ExchangeForPhysical": true,
242
+ "AvgPx": 100.25,
243
+ "OrdType": "MARKET",
244
+ "PossDupFlag": false
245
+ }
246
+ """
247
+
121
248
 
122
- Scenario: Setting message fields via table
249
+ Scenario: Setting message fields via table (prior to FIXT/FIX50)
123
250
  Given I create the following FIX.4.2 message of type "ExecutionReport":
124
251
  |SenderCompID | "ITG" |
125
252
  |TargetCompID | "SILO" |
@@ -146,3 +273,35 @@ Then the fix message should be:
146
273
  "PossDupFlag": false
147
274
  }
148
275
  """
276
+
277
+ @fix50
278
+ Scenario: Setting message fields via table (prior to FIXT/FIX50)
279
+ Given I create the following FIXT.1.1 message of type "ExecutionReport":
280
+ |ApplVerID | "FIX50SP1" |
281
+ |SenderCompID | "ITG" |
282
+ |TargetCompID | "SILO" |
283
+ |MaturityDate | "20150415" |
284
+ |DayOrderQty | 23.45 |
285
+ |ExchangeForPhysical | true |
286
+ |AvgPx | 100.25 |
287
+ |OrdType | "MARKET" |
288
+ |PossDupFlag | false |
289
+
290
+ When I get the fix message
291
+ Then the fix message should be:
292
+ """
293
+ {
294
+ "BeginString":"FIXT.1.1",
295
+ "MsgType":"ExecutionReport",
296
+ "ApplVerID":"FIX50SP1",
297
+ "SenderCompID":"ITG",
298
+ "TargetCompID":"SILO",
299
+ "MaturityDate":"20150415",
300
+ "DayOrderQty": 23.45,
301
+ "ExchangeForPhysical": true,
302
+ "AvgPx": 100.25,
303
+ "OrdType": "MARKET",
304
+ "PossDupFlag": false
305
+ }
306
+ """
307
+
data/features/equivalence_data_dictionary.feature CHANGED
@@ -24,6 +24,39 @@ And the fix message at tag "SenderCompID" should not be:
24
24
  "NOT ITG"
25
25
  """
26
26
 
27
+ @fix50
28
+ Scenario: All these checks are acceptable (FIXT/FIX50)
29
+ Given the following unvalidated fix message:
30
+ """
31
+ 8=FIXT.1.135=849=ITG56=SILO315=86=100.25410=50.25424=23.45411=Y43=N40=15=N
32
+ """
33
+ When I get the fix message
34
+
35
+ Then the FIX at "SenderCompID" should be "ITG"
36
+ Then the fix at tag "SenderCompID" should be "ITG"
37
+ Then the fix message at "SenderCompID" should be "ITG"
38
+ And the FIX at "SenderCompID" should not be "blah"
39
+ And the fix message at tag "SenderCompID" should be:
40
+ """
41
+ "ITG"
42
+ """
43
+ And the fix message at tag "SenderCompID" should not be:
44
+ """
45
+ "NOT ITG"
46
+ """
47
+ Then the FIX at "OrdType" should be "MARKET"
48
+ Then the fix at tag "OrdType" should be "MARKET"
49
+ Then the fix message at "OrdType" should be "MARKET"
50
+ And the FIX at "OrdType" should not be "STOP_LIMIT"
51
+ And the fix message at tag "OrdType" should be:
52
+ """
53
+ "MARKET"
54
+ """
55
+ And the fix message at tag "OrdType" should not be:
56
+ """
57
+ "STOP_LIMIT"
58
+ """
59
+
27
60
  Scenario: Identical Fix as JSON
28
61
  Given the following unvalidated fix message:
29
62
  """
@@ -157,10 +190,25 @@ Given the following unvalidated fix message:
157
190
  """
158
191
  When I get the fix message
159
192
 
160
-
161
193
  Then the fix should have the following:
162
194
  | SenderCompID | "ITG" |
163
195
  | BeginString | "FIX.4.2" |
164
196
  | MaturityDay | 4 |
165
197
  | UnderlyingPutOrCall | 8 |
166
198
  | AvgPx | 100.25 |
199
+
200
+
201
+ @fix50
202
+ Scenario: Table Format (using FIXT/FIX50)
203
+ Given the following unvalidated fix message:
204
+ """
205
+ 8=FIXT.1.135=849=ITG56=SILO315=86=100.25410=50.25424=23.45411=Y43=N40=15=N
206
+ """
207
+ When I get the fix message
208
+
209
+ Then the fix should have the following:
210
+ | SenderCompID | "ITG" |
211
+ | BeginString | "FIXT.1.1" |
212
+ | UnderlyingPutOrCall | 8 |
213
+ | AvgPx | 100.25 |
214
+
data/features/message_type.feature CHANGED
@@ -18,8 +18,19 @@ Then the FIX message type should not be "A"
18
18
 
19
19
  @with_data_dictionary
20
20
  Scenario: With Data Dictionary loaded, message type is pretty string
21
+ Given the following fix message:
21
22
  """
22
23
  8=FIX.4.435=B49=TR_Initiator52=20090101-17:13:06.68456=TR_Acceptor61=033=158=uno58=dos148=abc
23
24
  """
24
25
  When I get the fix message
25
26
  Then the FIX message type should be "News"
27
+
28
+ @with_data_dictionary @fix50
29
+ Scenario: With FIXT/FIX50 Data Dictionaries loaded, message type is pretty string
30
+ Given the following fix message:
31
+ """
32
+ 8=FIXT.1.135=B49=TR_Initiator52=20090101-17:13:06.68456=TR_Acceptor61=033=158=uno58=dos148=abc
33
+ """
34
+ When I get the fix message
35
+ Then the FIX message type should be "News"
36
+
data/features/nested_builder.feature CHANGED
@@ -2,7 +2,7 @@
2
2
  Feature: Building Fix Messages with repeating groups from raw fix
3
3
 
4
4
  @ignore_length_and_checksum
5
- Scenario: Building fix message with 2 instances in a repeated group
5
+ Scenario: Building fix message with 2 instances in a repeated group (prior to FIXT/FIX50)
6
6
  Given the following fix message:
7
7
  """
8
8
  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
@@ -30,9 +30,38 @@ Then the FIX message should be:
30
30
  }
31
31
  """
32
32
 
33
+ @ignore_length_and_checksum @fix50
34
+ Scenario: Building fix message with 2 instances in a repeated group (using FIXT/FIX50)
35
+ Given the following fix message:
36
+ """
37
+ 8=FIXT.1.135=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
38
+ """
39
+ When I get the fix message
40
+
41
+ Then the FIX message should be:
42
+ """
43
+ {
44
+ "BeginString":"FIXT.1.1",
45
+ "MsgType":"News",
46
+ "PossDupFlag":false,
47
+ "SenderCompID":"ITG",
48
+ "TargetCompID":"SILO",
49
+ "Headline":"Market Bulls Have Short Sellers on the Run",
50
+ "NoLinesOfText":[
51
+ {
52
+ "Text":"The bears have been cowed by the bulls."
53
+ },
54
+ {
55
+ "Text":"Buy buy buy",
56
+ "EncodedTextLen":"0"
57
+ }
58
+ ]
59
+ }
60
+ """
61
+
33
62
 
34
63
  @ignore_length_and_checksum
35
- Scenario: Building fix message with repeating groups in repeating groups
64
+ Scenario: Building fix message with repeating groups in repeating groups (prior to FIXT/FIX50)
36
65
  Given the following fix message:
37
66
  """
38
67
  8=FIX.4.235=i49=ITG56=SILO117=ITG_SILO_MASS_QUOTE_001296=1302=Qset001311=JDSU304=1295=1299=Qset001_Q001
@@ -61,3 +90,201 @@ Then the FIX message should be:
61
90
  ]
62
91
  }
63
92
  """
93
+
94
+ @ignore_length_and_checksum @fix50
95
+ Scenario: Building fix message with repeating groups in repeating groups (using FIXT/FIX50)
96
+ Given the following fix message:
97
+ """
98
+ 8=FIXT.1.135=i49=ITG56=SILO117=ITG_SILO_MASS_QUOTE_001296=1302=Qset001311=JDSU304=1295=1299=Qset001_Q001
99
+ """
100
+ When I get the fix message
101
+
102
+ Then the FIX message should be:
103
+ """
104
+ {
105
+ "BeginString":"FIXT.1.1",
106
+ "MsgType":"MassQuote",
107
+ "SenderCompID":"ITG",
108
+ "TargetCompID":"SILO",
109
+ "QuoteID":"ITG_SILO_MASS_QUOTE_001",
110
+ "NoQuoteSets":[
111
+ {
112
+ "QuoteSetID":"Qset001",
113
+ "UnderlyingSymbol":"JDSU",
114
+ "TotNoQuoteEntries":1,
115
+ "NoQuoteEntries":[
116
+ {
117
+ "QuoteEntryID":"Qset001_Q001"
118
+ }
119
+ ]
120
+ }
121
+ ]
122
+ }
123
+ """
124
+
125
+ @ignore_length_and_checksum
126
+ Scenario: Building fix message with repeating group builder (prior to FIXT/FIX50)
127
+ Given I create the following FIX.4.2 message of type "News":
128
+ | PossDupFlag | false |
129
+ | SenderCompID | "ITG" |
130
+ | TargetCompID | "SILO" |
131
+ | Headline | "Market Bulls Have Short Sellers on the Run" |
132
+ And I add the following "LinesOfText" group:
133
+ | Text | "The bears have been cowed by the bulls." |
134
+ And I add the following "LinesOfText" group:
135
+ | Text | "Buy buy buy" |
136
+ | EncodedTextLen | 0 |
137
+ When I get the fix message
138
+ Then the FIX message should be:
139
+ """
140
+ {
141
+ "BeginString":"FIX.4.2",
142
+ "MsgType":"News",
143
+ "PossDupFlag":false,
144
+ "SenderCompID":"ITG",
145
+ "TargetCompID":"SILO",
146
+ "Headline":"Market Bulls Have Short Sellers on the Run",
147
+ "LinesOfText":[
148
+ {
149
+ "Text":"The bears have been cowed by the bulls."
150
+ },
151
+ {
152
+ "Text":"Buy buy buy",
153
+ "EncodedTextLen":0
154
+ }
155
+ ]
156
+ }
157
+ """
158
+
159
+ @ignore_length_and_checksum @fix50
160
+ Scenario: Building fix message with repeating group builder (using FIXT/FIX50)
161
+ Given I create the following FIXT.1.1 message of type "News":
162
+ | PossDupFlag | false |
163
+ | SenderCompID | "ITG" |
164
+ | TargetCompID | "SILO" |
165
+ | Headline | "In the frozen land of Nador" |
166
+ And I add the following "NoLinesOfText" group:
167
+ | Text | "They were forced to eat Robin's minstrels..." |
168
+ And I add the following "NoLinesOfText" group:
169
+ | Text | "and there was much rejoicing." |
170
+ | EncodedTextLen | 0 |
171
+ When I get the fix message
172
+ Then the FIX message should be:
173
+ """
174
+ {
175
+ "BeginString":"FIXT.1.1",
176
+ "MsgType":"News",
177
+ "PossDupFlag":false,
178
+ "SenderCompID":"ITG",
179
+ "TargetCompID":"SILO",
180
+ "Headline":"In the frozen land of Nador",
181
+ "NoLinesOfText":[
182
+ {
183
+ "Text":"They were forced to eat Robin's minstrels..."
184
+ },
185
+ {
186
+ "Text":"and there was much rejoicing.",
187
+ "EncodedTextLen":"0"
188
+ }
189
+ ]
190
+ }
191
+ """
192
+
193
+
194
+ @ignore_length_and_checksum
195
+ Scenario: Building fix message with multi nested repeating groups (prior to FIXT/FIX50)
196
+ Given I create a FIX.4.2 message of type "MassQuote"
197
+ And I set the FIX message at "SenderCompID" to "ITG"
198
+ And I set the FIX message at "TargetCompID" to "SILO"
199
+ And I set the FIX message at "NoQuoteSets/0/TotQuoteEntries" to "2"
200
+ And I set the FIX message at "NoQuoteSets/0/NoQuoteEntries/0/Symbol" to "TSLA"
201
+ And I set the FIX message at "NoQuoteSets/0/NoQuoteEntries/1/Symbol" to "IBM"
202
+ And I set the FIX message at "NoQuoteSets/1/TotQuoteEntries" to "2"
203
+ And I set the FIX message at "NoQuoteSets/1/NoQuoteEntries/0/Symbol" to "GOOG"
204
+ And I set the FIX message at "NoQuoteSets/1/NoQuoteEntries/1/Symbol" to "APPL"
205
+
206
+ When I get the fix message
207
+
208
+ Then the FIX message should be:
209
+ """
210
+ {
211
+ "BeginString":"FIX.4.2",
212
+ "MsgType":"MassQuote",
213
+ "SenderCompID":"ITG",
214
+ "TargetCompID":"SILO",
215
+ "NoQuoteSets":[
216
+ {
217
+ "TotQuoteEntries":2,
218
+ "NoQuoteEntries":[
219
+ {
220
+ "Symbol":"TSLA"
221
+ },
222
+ {
223
+ "Symbol":"IBM"
224
+ }
225
+ ]
226
+ },
227
+ {
228
+ "TotQuoteEntries":2,
229
+ "NoQuoteEntries":[
230
+ {
231
+ "Symbol":"GOOG"
232
+ },
233
+ {
234
+ "Symbol":"APPL"
235
+ }
236
+ ]
237
+ }
238
+ ]
239
+ }
240
+ """
241
+
242
+
243
+ @ignore_length_and_checksum @fix50
244
+ Scenario: Building fix message with multi nested repeating groups (using FIXT/FIX50)
245
+ Given I create a FIXT.1.1 message of type "MassQuote"
246
+ And I set the FIX message at "SenderCompID" to "ITG"
247
+ And I set the FIX message at "TargetCompID" to "SILO"
248
+ And I set the FIX message at "NoQuoteSets/0/TotNoQuoteEntries" to "2"
249
+ And I set the FIX message at "NoQuoteSets/0/NoQuoteEntries/0/Symbol" to "TSLA"
250
+ And I set the FIX message at "NoQuoteSets/0/NoQuoteEntries/1/Symbol" to "IBM"
251
+ And I set the FIX message at "NoQuoteSets/1/TotNoQuoteEntries" to "2"
252
+ And I set the FIX message at "NoQuoteSets/1/NoQuoteEntries/0/Symbol" to "GOOG"
253
+ And I set the FIX message at "NoQuoteSets/1/NoQuoteEntries/1/Symbol" to "APPL"
254
+
255
+ When I get the fix message
256
+
257
+ Then the FIX message should be:
258
+ """
259
+ {
260
+ "BeginString":"FIXT.1.1",
261
+ "MsgType":"MassQuote",
262
+ "SenderCompID":"ITG",
263
+ "TargetCompID":"SILO",
264
+ "NoQuoteSets":[
265
+ {
266
+ "TotNoQuoteEntries":2,
267
+ "NoQuoteEntries":[
268
+ {
269
+ "Symbol":"TSLA"
270
+ },
271
+ {
272
+ "Symbol":"IBM"
273
+ }
274
+ ]
275
+ },
276
+ {
277
+ "TotNoQuoteEntries":2,
278
+ "NoQuoteEntries":[
279
+ {
280
+ "Symbol":"GOOG"
281
+ },
282
+ {
283
+ "Symbol":"APPL"
284
+ }
285
+ ]
286
+ }
287
+ ]
288
+ }
289
+ """
290
+