jspurefix 1.1.2 → 1.4.1

package/src/collections/dictionary.ts

@@ -51,6 +51,12 @@ export class Dictionary<T> {
     return this.container[key]
   }
 
+  public clear () {
+    this.keys().forEach(k => {
+      this.remove(k)
+    })
+  }
+
   public forEach (cb: IDictIteratorCb<T>): void {
     Object.keys(this.container).forEach((k: string) => cb(k, this.container[k]))
   }

package/src/config/js-fix-config.ts

@@ -9,10 +9,12 @@ export interface IJsFixConfig {
   definitions: FixDefinitions
   description: ISessionDescription
   delimiter?: number
+  logDelimiter?: number
   logFactory: JsFixLoggerFactory
 }
 
 export class JsFixConfig implements IJsFixConfig {
+  public logDelimiter: number = AsciiChars.Pipe
   constructor (
                public readonly factory: ISessionMsgFactory,
                public readonly definitions: FixDefinitions,

package/src/dictionary/parser/quickfix/field-set-parser.ts

@@ -15,13 +15,20 @@ export class FieldSetParser extends NodeParser {
       case 'header':
       case 'trailer': {
         const componentName: string = node.attributes.name || node.name
+        let fullName = componentName
+        if (componentName === 'header') {
+          fullName = 'StandardHeader'
+        } else if (componentName === 'trailer') {
+          fullName = 'StandardTrailer'
+        }
+
         if (!node.isSelfClosing) {
-          const set: ComponentFieldDefinition = new ComponentFieldDefinition(componentName, componentName, null, null)
-          const context: ParseContext = new ParseContext(componentName, true, set)
+          const set: ComponentFieldDefinition = new ComponentFieldDefinition(fullName, componentName, null, null)
+          const context: ParseContext = new ParseContext(fullName, true, set)
           this.parseContexts.push(context)
         } else {
-          this.addComponentField(componentName, node)
-          const context: ParseContext = new ParseContext(componentName, false, null)
+          this.addComponentField(fullName, node)
+          const context: ParseContext = new ParseContext(fullName, false, null)
           this.parseContexts.push(context)
         }
         break

package/src/dictionary/parser/quickfix/message-parser.ts

@@ -3,6 +3,7 @@ import { MessageDefinition } from '../../definition'
 import { NodeParser } from './node-parser'
 import { ParseContext } from './parse-context'
 import { QuickFixXmlFileParser } from './quick-fix-xml-file-parser'
+import { ContainedComponentField } from '../../contained'
 
 export class MessageParser extends NodeParser {
 
@@ -16,6 +17,9 @@ export class MessageParser extends NodeParser {
         const att: any = node.attributes
         const msg: MessageDefinition = new MessageDefinition(att.name, att.name, att.msgtype, att.msgcat, null)
         const context: ParseContext = new ParseContext(msg.name, true, msg)
+        const hdr = this.definitions.component.get('StandardHeader')
+        const contained = new ContainedComponentField(hdr, msg.fields.length, true)
+        msg.add(contained)
         this.parseContexts.push(context)
         break
       }

package/src/dictionary/parser/quickfix/quick-fix-xml-file-parser.ts

@@ -10,6 +10,7 @@ import { FixParser } from '../../fix-parser'
 import { FixDefinitionSource, VersionUtil } from '../../fix-versions'
 import { GetJsFixLogger } from '../../../config'
 import { promisify } from 'util'
+import { ContainedComponentField } from '../../contained'
 
 enum ParseState {
     Begin = 1,
@@ -185,6 +186,20 @@ export class QuickFixXmlFileParser extends FixParser {
     })
   }
 
+  private encloseMessages (): void {
+    const messages = this.definitions.message
+    const keys = messages.keys()
+    const trailerName = 'StandardTrailer'
+    keys.forEach(k => {
+      const message = messages.get(k)
+      const trailer = this.definitions.component.get(trailerName)
+      if (trailer && !message.components.containsKey(trailerName)) {
+        const contained = new ContainedComponentField(trailer, message.fields.length, true)
+        message.add(contained)
+      }
+    })
+  }
+
   public parse (): Promise<FixDefinitions> {
     return new Promise<FixDefinitions>(async (accept, reject) => {
       try {
@@ -193,6 +208,7 @@ export class QuickFixXmlFileParser extends FixParser {
         await this.onePass() // second pass of components top level with forward references replace
         await this.onePass() // third pass of components all fully resolved i.e. pick up versions from pass above
         await this.onePass() // lastly messages with all dependencies
+        this.encloseMessages()
         accept(this.definitions)
       } catch (e) {
         reject(e)

package/src/jsfix-cmd.ts

@@ -447,9 +447,10 @@ export class JsfixCmd {
         if (err) {
           reject(err)
         }
+        const toParse = new StringDuplex(contents.repeat(repeats), false)
         const startsAt: Date = new Date()
         let i = 0
-        const asciiParser: MsgParser = new AsciiParser(definitions, new StringDuplex(contents.repeat(repeats)).readable, delimiter)
+        const asciiParser: MsgParser = new AsciiParser(definitions, toParse.readable, delimiter)
         asciiParser.on('msg', (msgType: string, v: MsgView) => {
           ++i
           if (i === repeats) {

package/src/sample/http/oms/app.ts

@@ -25,4 +25,6 @@ class AppLauncher extends Launcher {
 const l = new AppLauncher()
 l.run().then(() => {
   console.log('finished.')
+}).catch(e => {
+  console.log(e)
 })

package/src/sample/launcher.ts

@@ -1,12 +1,14 @@
 import * as path from 'path'
 import { WinstonLogger, IJsFixConfig, JsFixWinstonLogFactory, IJsFixLogger } from '../config'
-import { SessionMsgFactory, makeConfig } from '../transport'
+import { makeConfig, ISessionDescription, ISessionMsgFactory } from '../transport'
+import { AsciiSessionMsgFactory } from '../transport/ascii'
+import { FixmlSessionMsgFactory } from '../transport/fixml'
 
 const root = '../../'
 const logFactory = new JsFixWinstonLogFactory(WinstonLogger.consoleOptions('info'))
 
 export abstract class Launcher {
-  private readonly logger: IJsFixLogger
+  protected readonly logger: IJsFixLogger
   protected constructor (public readonly initiatorConfig: string, public readonly acceptorConfig: string) {
     this.logger = logFactory.logger('launcher')
   }
@@ -28,14 +30,22 @@ export abstract class Launcher {
     })
   }
 
+  private makeSessionFactory (description: ISessionDescription): ISessionMsgFactory {
+    const fixml = description.application.protocol !== 'ascii'
+    const factory = fixml ?
+      new FixmlSessionMsgFactory(description) :
+      new AsciiSessionMsgFactory(description)
+    return factory
+  }
+
   private async setup () {
-    const clientDescription = require(path.join(root, this.initiatorConfig))
-    const serverDescription = require(path.join(root, this.acceptorConfig))
-    this.logger.info('launching ..')
+    const clientDescription: ISessionDescription = require(path.join(root, this.initiatorConfig))
+    const serverDescription: ISessionDescription = require(path.join(root, this.acceptorConfig))
+    this.logger.info(`launching [protocol ${clientDescription.application.protocol}] ...`)
     const clientConfig = await
-    makeConfig(clientDescription, logFactory, new SessionMsgFactory(clientDescription))
+    makeConfig(clientDescription, logFactory, this.makeSessionFactory(clientDescription))
     const serverConfig = await
-    makeConfig(serverDescription, logFactory, new SessionMsgFactory(serverDescription))
+    makeConfig(serverDescription, logFactory, this.makeSessionFactory(serverDescription))
     this.logger.info('create acceptor')
     const server = this.getAcceptor(serverConfig)
     this.logger.info('create initiator')

package/src/sample/tcp/qf-md/app.ts

@@ -0,0 +1,26 @@
+import { MDClient } from './md-client'
+import { MDServer } from './md-server'
+import { IJsFixConfig } from '../../../config'
+import { initiator, acceptor } from '../../../transport'
+import { Launcher } from '../../launcher'
+
+class AppLauncher extends Launcher {
+  public constructor () {
+    super(
+      'data/session/test-qf44-initiator.json',
+      'data/session/test-qf44-acceptor.json')
+  }
+
+  protected getAcceptor (config: IJsFixConfig): Promise<any> {
+    return acceptor(config, c => new MDServer(c))
+  }
+
+  protected getInitiator (config: IJsFixConfig): Promise<any> {
+    return initiator(config, c => new MDClient(c))
+  }
+}
+
+const l = new AppLauncher()
+l.run().then(() => {
+  console.log('finished.')
+})

package/src/sample/tcp/qf-md/md-client.ts

@@ -0,0 +1,51 @@
+import { MsgView } from '../../../buffer'
+import { AsciiSession } from '../../../transport'
+import { MsgType } from '../../../types'
+import { IJsFixLogger, IJsFixConfig } from '../../../config'
+
+import { MDFactory } from './md-factory'
+
+export class MDClient extends AsciiSession {
+  private readonly logger: IJsFixLogger
+  private readonly fixLog: IJsFixLogger
+
+  constructor (public readonly config: IJsFixConfig) {
+    super(config)
+    this.logReceivedMsgs = true
+    this.fixLog = config.logFactory.plain(`jsfix.${config!.description!.application!.name}.txt`)
+    this.logger = config.logFactory.logger(`${this.me}:MDClient`)
+  }
+
+  protected onApplicationMsg (msgType: string, view: MsgView): void {
+    this.logger.info(`${view.toJson()}`)
+  }
+
+  protected onStopped (): void {
+    this.logger.info('stopped')
+  }
+
+  // use msgType for example to persist only trade capture messages to database
+  protected onDecoded (msgType: string, txt: string): void {
+    this.fixLog.info(txt)
+  }
+
+  // delimiter substitution now done in encoding
+  protected onEncoded (msgType: string, txt: string): void {
+    this.fixLog.info(txt)
+  }
+
+  protected onReady (view: MsgView): void {
+    this.logger.info('ready')
+    const logoutSeconds = 32
+    this.logger.info(`will logout after ${logoutSeconds}`)
+    const mdr = MDFactory.BidOfferRequest('EUR/USD')
+    this.send(MsgType.MarketDataRequest, mdr)
+    setTimeout(() => {
+      this.done()
+    }, logoutSeconds * 1000)
+  }
+
+  protected onLogon (view: MsgView, user: string, password: string): boolean {
+    return true
+  }
+}

package/src/sample/tcp/qf-md/md-factory.ts

@@ -0,0 +1,34 @@
+import {
+  IMarketDataRequest,
+  MDEntryType,
+  SubscriptionRequestType } from '../../../types/FIX4.4/quickfix'
+
+export class MDFactory {
+  public static BidOfferRequest (symbol: string) {
+    return {
+      MDReqID: '1',
+      SubscriptionRequestType: SubscriptionRequestType.SnapshotPlusUpdates,
+      MarketDepth: 0,
+      MDReqGrp: {
+        NoMDEntryTypes: [
+          {
+            MDEntryType: MDEntryType.Bid
+          },
+          {
+            MDEntryType: MDEntryType.Offer
+          }
+        ]
+      },
+      InstrmtMDReqGrp: {
+        NoRelatedSym: [
+          {
+            Instrument: {
+              StrikeCurrency: 'USD',
+              Symbol: symbol
+            }
+          }
+        ]
+      }
+    } as IMarketDataRequest
+  }
+}

package/src/sample/tcp/qf-md/md-server.ts

@@ -0,0 +1,56 @@
+import { MsgView } from '../../../buffer'
+import { AsciiSession } from '../../../transport'
+import { MsgType } from '../../../types'
+import { IJsFixLogger, IJsFixConfig } from '../../../config'
+import { IMarketDataRequest } from '../../../types/FIX4.4/quickfix'
+
+// interfaces generated by compiler to make messages easy in an IDE
+
+export class MDServer extends AsciiSession {
+  private readonly logger: IJsFixLogger
+  private readonly fixLog: IJsFixLogger
+  private timerHandle: NodeJS.Timer = null
+
+  constructor (public readonly config: IJsFixConfig) {
+    super(config)
+    this.logReceivedMsgs = true
+    this.logger = config.logFactory.logger(`${this.me}:MDServer`)
+    this.fixLog = config.logFactory.plain(`jsfix.${config!.description!.application!.name}.txt`)
+  }
+
+  protected onApplicationMsg (msgType: string, view: MsgView): void {
+    this.logger.info(`${view.toJson()}`)
+    switch (msgType) {
+      case MsgType.MarketDataRequest: {
+        const req: IMarketDataRequest = view.toObject()
+        break
+      }
+    }
+  }
+
+  protected onReady (view: MsgView): void {
+    // server waits for client to make a request
+    this.logger.info('ready for requests.')
+  }
+
+  protected onStopped (): void {
+    this.logger.info('stopped')
+    if (this.timerHandle) {
+      clearInterval(this.timerHandle)
+    }
+  }
+
+  protected onLogon (view: MsgView, user: string, password: string): boolean {
+    return true
+  }
+
+  // use msgType for example to persist only trade capture messages to database
+  protected onDecoded (msgType: string, txt: string): void {
+    this.fixLog.info(txt)
+  }
+
+  // delimiter substitution now done in encoding
+  protected onEncoded (msgType: string, txt: string): void {
+    this.fixLog.info(txt)
+  }
+}

package/src/sample/tcp/recovering-skeleton/app.ts

@@ -0,0 +1,33 @@
+import { IJsFixConfig } from '../../../config'
+import { Launcher } from '../../launcher'
+import { SkeletonClient } from './skeleton-client'
+import { RecoveringTcpInitiator } from '../../../transport/tcp/recovering-tcp-initiator'
+import { RespawnAcceptor } from './respawn-acceptor'
+import { AsciiChars } from '../../../buffer'
+
+class AppLauncher extends Launcher {
+
+  public constructor () {
+    super(
+      'data/session/test-initiator.json',
+      'data/session/test-acceptor.json')
+  }
+
+  protected getAcceptor (config: IJsFixConfig): Promise<any> {
+    // use a different log delimiter as an example
+    config.logDelimiter = AsciiChars.Carat
+    const respawn = new RespawnAcceptor(config)
+    return respawn.waitFor()
+  }
+
+  protected getInitiator (config: IJsFixConfig): Promise<any> {
+    return new RecoveringTcpInitiator(config, c => new SkeletonClient(c)).run()
+  }
+}
+
+const l = new AppLauncher()
+l.run().then(() => {
+  console.log('finished.')
+}).catch((e: Error) => {
+  console.error(e.message)
+})

package/src/sample/tcp/recovering-skeleton/respawn-acceptor.ts

@@ -0,0 +1,41 @@
+import { IJsFixConfig, IJsFixLogger } from '../../../config'
+import { acceptor } from '../../../transport'
+import { SkeletonServer } from './skeleton-server'
+
+export class RespawnAcceptor {
+  private readonly logger: IJsFixLogger
+
+  constructor (public readonly config: IJsFixConfig) {
+    this.logger = config.logFactory.logger('RespawnAcceptor')
+  }
+
+  // if acceptor errors e.g. via a forced connection drop, then respawn
+  // a set number of times.
+
+  public async waitFor (respawns: number = 1): Promise<any> {
+    return new Promise<any>(async (resolve, reject) => {
+      let respawned = 0
+      while (respawned <= respawns) {
+        try {
+          this.logger.info(`waitFor: waiting for acceptor respawned = ${respawned}`)
+          await acceptor(this.config, (c) => {
+            const dropConnectionTimeout = respawned === 0 ? 5 : -1
+            this.logger.info(`waitFor: create a new acceptor session respawned = ${respawned}, dropConnectionTimeout = ${dropConnectionTimeout}`)
+            return new SkeletonServer(c, dropConnectionTimeout)
+          })
+          break
+        } catch (e) {
+          this.logger.info(`waitFor: error in acceptor respawned = ${respawned}`)
+        }
+        ++respawned
+      }
+      if (respawned > 0) {
+        this.logger.info(`acceptor respawned reject = ${respawned}`)
+        reject(respawned)
+      } else {
+        this.logger.info(`resolve = ${respawned}`)
+        resolve(respawned)
+      }
+    })
+  }
+}

package/src/sample/tcp/recovering-skeleton/skeleton-client.ts

@@ -0,0 +1,54 @@
+import { MsgView } from '../../../buffer'
+import { AsciiSession } from '../../../transport'
+import { IJsFixLogger, IJsFixConfig } from '../../../config'
+
+export class SkeletonClient extends AsciiSession {
+  private readonly logger: IJsFixLogger
+  private readonly fixLog: IJsFixLogger
+
+  constructor (public readonly config: IJsFixConfig,
+               public readonly logoutSeconds: number = 45) {
+    super(config)
+    this.logReceivedMsgs = true
+    this.fixLog = config.logFactory.plain(`jsfix.${config.description.application.name}.txt`)
+    this.logger = config.logFactory.logger(`${this.me}`)
+  }
+
+  protected onApplicationMsg (msgType: string, view: MsgView): void {
+    // dispatch messages
+    switch (msgType) {
+      default: {
+        this.logger.info(`received message type ${msgType}`)
+        break
+      }
+    }
+  }
+
+  // use msgType for example to persist only trade capture messages to database
+  protected onDecoded (msgType: string, txt: string): void {
+    this.fixLog.info(txt)
+  }
+
+  // delimiter substitution now done in encoding
+  protected onEncoded (msgType: string, txt: string): void {
+    this.fixLog.info(txt)
+  }
+
+  protected onLogon (view: MsgView, user: string, password: string): boolean {
+    this.logger.info(`peer logs in user ${user}`)
+    return true
+  }
+
+  protected onReady (view: MsgView): void {
+    this.logger.info('onReady')
+    const logoutSeconds = this.logoutSeconds
+    this.logger.info(`will logout after ${logoutSeconds}`)
+    setTimeout(() => {
+      this.done()
+    }, logoutSeconds * 1000)
+  }
+
+  protected onStopped (): void {
+    this.logger.info('stopped')
+  }
+}

package/src/sample/tcp/recovering-skeleton/skeleton-server.ts

@@ -0,0 +1,60 @@
+import { MsgView } from '../../../buffer'
+import { AsciiSession } from '../../../transport'
+import { IJsFixLogger, IJsFixConfig } from '../../../config'
+
+export class SkeletonServer extends AsciiSession {
+  private readonly logger: IJsFixLogger
+  private readonly fixLog: IJsFixLogger
+
+  constructor (public readonly config: IJsFixConfig,
+               public readonly dropConnectionTimeout: number) {
+    super(config)
+    this.logReceivedMsgs = true
+    this.fixLog = config.logFactory.plain(`jsfix.${config.description.application.name}.txt`)
+    this.logger = config.logFactory.logger(`${this.me}`)
+  }
+
+  protected onApplicationMsg (msgType: string, view: MsgView): void {
+    // dispatch messages
+    switch (msgType) {
+      default: {
+        this.logger.info(`received message type ${msgType}`)
+        break
+      }
+    }
+  }
+
+  // use msgType for example to persist only trade capture messages to database
+  protected onDecoded (msgType: string, txt: string): void {
+    this.fixLog.info(txt)
+  }
+
+  // delimiter substitution now done in encoding
+  protected onEncoded (msgType: string, txt: string): void {
+    this.fixLog.info(txt)
+  }
+
+  protected onLogon (view: MsgView, user: string, password: string): boolean {
+    this.logger.info(`peer logs in user ${user}`)
+    return true
+  }
+
+  protected onReady (view: MsgView): void {
+    this.logger.info('onReady')
+    if (this.dropConnectionTimeout > 0) {
+      this.logger.info(`acceptor is ready for requests - drop connection in ${this.dropConnectionTimeout}`)
+      setTimeout(() => {
+        setImmediate(() => {
+          this.logger.info(`kill transport`)
+          this.stop(new Error(`loss of tcp. ${this.me}`))
+        })
+      }, this.dropConnectionTimeout * 1000)
+    } else {
+      this.logger.info(`acceptor is ready for requests`)
+    }
+  }
+
+  protected onStopped (): void {
+    this.logger.info('stopped')
+  }
+}

package/src/sample/tcp/skeleton/app.ts

@@ -22,4 +22,6 @@ class AppLauncher extends Launcher {
 const l = new AppLauncher()
 l.run().then(() => {
   console.log('finished.')
+}).catch((e: Error) => {
+  console.log(e.message)
 })

package/src/sample/tcp/skeleton/skeleton-session.ts

@@ -1,12 +1,15 @@
 import { MsgView } from '../../../buffer'
 import { AsciiSession } from '../../../transport'
 import { IJsFixLogger, IJsFixConfig } from '../../../config'
+import { ILooseObject } from '../../../collections/collection'
 
 export class SkeletonSession extends AsciiSession {
   private readonly logger: IJsFixLogger
   private readonly fixLog: IJsFixLogger
+
   constructor (public readonly config: IJsFixConfig,
-               public readonly logoutSeconds: number = 45) {
+               public readonly logoutSeconds: number = 45,
+               public useInMemoryStore: boolean = false) {
     super(config)
     this.logReceivedMsgs = true
     this.fixLog = config.logFactory.plain(`jsfix.${config.description.application.name}.txt`)
@@ -15,22 +18,41 @@ export class SkeletonSession extends AsciiSession {
 
   protected onApplicationMsg (msgType: string, view: MsgView): void {
     // dispatch messages
+    if (this.useInMemoryStore) {
+      const rec = view.toMsgStoreRecord()
+      this.store.put(rec).then(r => {
+        this.logger.info(`store state ${JSON.stringify(r, null, 4)}`)
+        this.dispatch(msgType, view)
+      }).catch(e => {
+        this.logger.error(e)
+      })
+    } else {
+      this.dispatch(msgType, view)
+    }
+  }
+
+  private dispatch (msgType: string, view: MsgView) {
+    const o = view.toObject()
     switch (msgType) {
       default: {
-        this.logger.info(`received message type ${msgType}`)
+        this.logger.info(`received message type ${msgType} ${JSON.stringify(o, null, 4)}`)
         break
       }
     }
   }
 
+  public sendMessage (msgType: string, obj: ILooseObject): void {
+    this.send(msgType, obj)
+  }
+
   // use msgType for example to persist only trade capture messages to database
   protected onDecoded (msgType: string, txt: string): void {
     this.fixLog.info(txt)
   }
 
-  // no delimiter substitution on transmit messages
+  // delimiter substitution now done in encoding
   protected onEncoded (msgType: string, txt: string): void {
-    this.fixLog.info(AsciiSession.asPiped(txt))
+    this.fixLog.info(txt)
   }
 
   protected onLogon (view: MsgView, user: string, password: string): boolean {

package/src/sample/tcp/tls-trade-capture/app.ts

@@ -1,4 +1,4 @@
-import { TradeCaptureClient, TradeCaptureServer } from '../trade_capture'
+import { TradeCaptureClient, TradeCaptureServer } from '../trade-capture'
 import { IJsFixConfig } from '../../../config'
 import { Launcher } from '../../launcher'
 import { initiator, acceptor } from '../../../transport'

package/src/sample/tcp/{trade_capture → trade-capture}/trade-capture-client.ts

@@ -47,9 +47,15 @@ export class TradeCaptureClient extends AsciiSession {
     this.fixLog.info(txt)
   }
 
-  // no delimiter substitution on transmit messages
+  // delimiter substitution now done in encoding
   protected onEncoded (msgType: string, txt: string): void {
-    this.fixLog.info(AsciiSession.asPiped(txt))
+    this.fixLog.info(txt)
+  }
+
+  private logoutTimer (logoutSeconds: number = 32) {
+    setTimeout(() => {
+      this.done()
+    }, logoutSeconds * 1000)
   }
 
   protected onReady (view: MsgView): void {
@@ -59,12 +65,11 @@ export class TradeCaptureClient extends AsciiSession {
     this.send(MsgType.TradeCaptureReportRequest, tcr)
     const logoutSeconds = 32
     this.logger.info(`will logout after ${logoutSeconds}`)
-    setTimeout(() => {
-      this.done()
-    }, logoutSeconds * 1000)
+    this.logoutTimer()
   }
 
   protected onLogon (view: MsgView, user: string, password: string): boolean {
+    this.logger.info(`onLogon user ${user}`)
     return true
   }
 }

package/src/sample/tcp/{trade_capture → trade-capture}/trade-capture-server.ts

@@ -56,9 +56,9 @@ export class TradeCaptureServer extends AsciiSession {
     this.fixLog.info(txt)
   }
 
-  // no delimiter substitution on transmit messages
+  // delimiter substitution now done in encoding
   protected onEncoded (msgType: string, txt: string): void {
-    this.fixLog.info(AsciiSession.asPiped(txt))
+    this.fixLog.info(txt)
   }
 
   private tradeCaptureReportRequest (tcr: ITradeCaptureReportRequest): void {