jspurefix 1.1.2 → 1.4.1
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/.travis.yml +1 -1
- package/README.md +48 -2
- package/appveyor.yml +43 -11
- package/data/FIX44-MD.xml +6596 -0
- package/data/examples/FIX.4.4/jsfix.test_client.txt +15 -13
- package/data/session/test-qf44-acceptor.json +21 -0
- package/data/session/test-qf44-initiator.json +22 -0
- package/dist/buffer/ascii/ascii-encoder.d.ts +9 -2
- package/dist/buffer/ascii/ascii-encoder.js +72 -31
- package/dist/buffer/ascii/ascii-encoder.js.map +1 -1
- package/dist/buffer/ascii/ascii-parser.d.ts +1 -0
- package/dist/buffer/ascii/ascii-parser.js +7 -1
- package/dist/buffer/ascii/ascii-parser.js.map +1 -1
- package/dist/buffer/ascii/ascii-segment-parser.d.ts +0 -2
- package/dist/buffer/ascii/ascii-segment-parser.js +19 -25
- package/dist/buffer/ascii/ascii-segment-parser.js.map +1 -1
- package/dist/buffer/ascii/ascii-view.d.ts +2 -0
- package/dist/buffer/ascii/ascii-view.js +4 -0
- package/dist/buffer/ascii/ascii-view.js.map +1 -1
- package/dist/buffer/ascii/time-formatter.js.map +1 -1
- package/dist/buffer/ascii-chars.d.ts +1 -0
- package/dist/buffer/ascii-chars.js +1 -0
- package/dist/buffer/ascii-chars.js.map +1 -1
- package/dist/buffer/elastic-buffer.d.ts +1 -0
- package/dist/buffer/elastic-buffer.js +8 -0
- package/dist/buffer/elastic-buffer.js.map +1 -1
- package/dist/buffer/encode-proxy.js.map +1 -1
- package/dist/buffer/fixml/fixml-encoder.d.ts +3 -0
- package/dist/buffer/fixml/fixml-encoder.js +6 -0
- package/dist/buffer/fixml/fixml-encoder.js.map +1 -1
- package/dist/buffer/fixml/fixml-view.d.ts +2 -0
- package/dist/buffer/fixml/fixml-view.js +3 -0
- package/dist/buffer/fixml/fixml-view.js.map +1 -1
- package/dist/buffer/msg-encoder.d.ts +2 -0
- package/dist/buffer/msg-encoder.js.map +1 -1
- package/dist/buffer/msg-view.d.ts +2 -0
- package/dist/buffer/msg-view.js.map +1 -1
- package/dist/buffer/tags.js +5 -5
- package/dist/buffer/tags.js.map +1 -1
- package/dist/collections/dictionary.d.ts +1 -0
- package/dist/collections/dictionary.js +5 -0
- package/dist/collections/dictionary.js.map +1 -1
- package/dist/config/js-fix-config.d.ts +2 -0
- package/dist/config/js-fix-config.js +1 -0
- package/dist/config/js-fix-config.js.map +1 -1
- package/dist/dict-parser.js +2 -2
- package/dist/dict-parser.js.map +1 -1
- package/dist/dictionary/parser/quickfix/field-set-parser.js +11 -4
- package/dist/dictionary/parser/quickfix/field-set-parser.js.map +1 -1
- package/dist/dictionary/parser/quickfix/message-parser.js +4 -0
- package/dist/dictionary/parser/quickfix/message-parser.js.map +1 -1
- package/dist/dictionary/parser/quickfix/quick-fix-xml-file-parser.d.ts +1 -0
- package/dist/dictionary/parser/quickfix/quick-fix-xml-file-parser.js +15 -0
- package/dist/dictionary/parser/quickfix/quick-fix-xml-file-parser.js.map +1 -1
- package/dist/jsfix-cmd.js +2 -1
- package/dist/jsfix-cmd.js.map +1 -1
- package/dist/sample/http/oms/app.js +2 -0
- package/dist/sample/http/oms/app.js.map +1 -1
- package/dist/sample/launcher.d.ts +3 -2
- package/dist/sample/launcher.js +12 -3
- package/dist/sample/launcher.js.map +1 -1
- package/dist/sample/tcp/{trade_capture → qf-md}/app.d.ts +0 -0
- package/dist/sample/tcp/qf-md/app.js +22 -0
- package/dist/sample/tcp/qf-md/app.js.map +1 -0
- package/dist/sample/tcp/qf-md/md-client.d.ts +15 -0
- package/dist/sample/tcp/qf-md/md-client.js +42 -0
- package/dist/sample/tcp/qf-md/md-client.js.map +1 -0
- package/dist/sample/tcp/qf-md/md-factory.d.ts +4 -0
- package/dist/sample/tcp/qf-md/md-factory.js +35 -0
- package/dist/sample/tcp/qf-md/md-factory.js.map +1 -0
- package/dist/sample/tcp/qf-md/md-server.d.ts +16 -0
- package/dist/sample/tcp/qf-md/md-server.js +44 -0
- package/dist/sample/tcp/qf-md/md-server.js.map +1 -0
- package/dist/sample/tcp/recovering-skeleton/app.d.ts +1 -0
- package/dist/sample/tcp/recovering-skeleton/app.js +27 -0
- package/dist/sample/tcp/recovering-skeleton/app.js.map +1 -0
- package/dist/sample/tcp/recovering-skeleton/respawn-2.d.ts +2 -0
- package/dist/sample/tcp/recovering-skeleton/respawn-2.js +3 -0
- package/dist/sample/tcp/recovering-skeleton/respawn-2.js.map +1 -0
- package/dist/sample/tcp/recovering-skeleton/respawn-acceptor.d.ts +7 -0
- package/dist/sample/tcp/recovering-skeleton/respawn-acceptor.js +52 -0
- package/dist/sample/tcp/recovering-skeleton/respawn-acceptor.js.map +1 -0
- package/dist/sample/tcp/recovering-skeleton/skeleton-client.d.ts +16 -0
- package/dist/sample/tcp/recovering-skeleton/skeleton-client.js +45 -0
- package/dist/sample/tcp/recovering-skeleton/skeleton-client.js.map +1 -0
- package/dist/sample/tcp/recovering-skeleton/skeleton-server.d.ts +16 -0
- package/dist/sample/tcp/recovering-skeleton/skeleton-server.js +52 -0
- package/dist/sample/tcp/recovering-skeleton/skeleton-server.js.map +1 -0
- package/dist/sample/tcp/skeleton/app.js +2 -0
- package/dist/sample/tcp/skeleton/app.js.map +1 -1
- package/dist/sample/tcp/skeleton/skeleton-session.d.ts +5 -1
- package/dist/sample/tcp/skeleton/skeleton-session.js +22 -3
- package/dist/sample/tcp/skeleton/skeleton-session.js.map +1 -1
- package/dist/sample/tcp/tls-trade-capture/app.js +1 -1
- package/dist/sample/tcp/tls-trade-capture/app.js.map +1 -1
- package/dist/sample/tcp/trade-capture/app.d.ts +1 -0
- package/dist/sample/tcp/{trade_capture → trade-capture}/app.js +0 -0
- package/dist/sample/tcp/{trade_capture → trade-capture}/app.js.map +1 -1
- package/dist/sample/tcp/{trade_capture → trade-capture}/index.d.ts +0 -0
- package/dist/sample/tcp/{trade_capture → trade-capture}/index.js +0 -0
- package/dist/sample/tcp/{trade_capture → trade-capture}/index.js.map +1 -1
- package/dist/sample/tcp/{trade_capture → trade-capture}/trade-capture-client.d.ts +1 -0
- package/dist/sample/tcp/{trade_capture → trade-capture}/trade-capture-client.js +8 -4
- package/dist/sample/tcp/trade-capture/trade-capture-client.js.map +1 -0
- package/dist/sample/tcp/{trade_capture → trade-capture}/trade-capture-server.d.ts +0 -0
- package/dist/sample/tcp/{trade_capture → trade-capture}/trade-capture-server.js +1 -1
- package/dist/sample/tcp/trade-capture/trade-capture-server.js.map +1 -0
- package/dist/sample/tcp/{trade_capture → trade-capture}/trade-factory.d.ts +0 -0
- package/dist/sample/tcp/{trade_capture → trade-capture}/trade-factory.js +0 -0
- package/dist/sample/tcp/{trade_capture → trade-capture}/trade-factory.js.map +1 -1
- package/dist/store/fix-msg-ascii-store-resend.d.ts +6 -2
- package/dist/store/fix-msg-ascii-store-resend.js +49 -22
- package/dist/store/fix-msg-ascii-store-resend.js.map +1 -1
- package/dist/store/fix-msg-memory-store.d.ts +11 -8
- package/dist/store/fix-msg-memory-store.js +108 -42
- package/dist/store/fix-msg-memory-store.js.map +1 -1
- package/dist/store/fix-msg-store-record.d.ts +7 -3
- package/dist/store/fix-msg-store-record.js +5 -1
- package/dist/store/fix-msg-store-record.js.map +1 -1
- package/dist/store/fix-msg-store.d.ts +13 -9
- package/dist/store/fix-msg-store.js.map +1 -1
- package/dist/test/ascii-encode.test.js +20 -3
- package/dist/test/ascii-encode.test.js.map +1 -1
- package/dist/test/ascii-encoder.test.d.ts +1 -0
- package/dist/test/ascii-encoder.test.js +505 -0
- package/dist/test/ascii-encoder.test.js.map +1 -0
- package/dist/test/ascii-parser.test.js +8 -6
- package/dist/test/ascii-parser.test.js.map +1 -1
- package/dist/test/ascii-segment.test.js +6 -5
- package/dist/test/ascii-segment.test.js.map +1 -1
- package/dist/test/ascii-store-replay.test.js +59 -44
- package/dist/test/ascii-store-replay.test.js.map +1 -1
- package/dist/test/logon.test.js +1 -1
- package/dist/test/logon.test.js.map +1 -1
- package/dist/test/memory-store.test.js +24 -19
- package/dist/test/memory-store.test.js.map +1 -1
- package/dist/test/qf-full-msg.test.js +19 -14
- package/dist/test/qf-full-msg.test.js.map +1 -1
- package/dist/test/repo-full-ascii-msg.test.js +17 -15
- package/dist/test/repo-full-ascii-msg.test.js.map +1 -1
- package/dist/test/repo-full-fixml-msg.test.js +14 -14
- package/dist/test/repo-full-fixml-msg.test.js.map +1 -1
- package/dist/test/session-state.test.js +2 -2
- package/dist/test/session-state.test.js.map +1 -1
- package/dist/test/session.test.js +263 -143
- package/dist/test/session.test.js.map +1 -1
- package/dist/test/view-decode.test.js +2 -1
- package/dist/test/view-decode.test.js.map +1 -1
- package/dist/transport/a-session-msg-factory.d.ts +23 -0
- package/dist/transport/a-session-msg-factory.js +58 -0
- package/dist/transport/a-session-msg-factory.js.map +1 -0
- package/dist/transport/ascii/ascii-msg-transmitter.d.ts +1 -0
- package/dist/transport/ascii/ascii-msg-transmitter.js +39 -8
- package/dist/transport/ascii/ascii-msg-transmitter.js.map +1 -1
- package/dist/transport/ascii/ascii-session-msg-factory.d.ts +16 -0
- package/dist/transport/ascii/ascii-session-msg-factory.js +47 -0
- package/dist/transport/ascii/ascii-session-msg-factory.js.map +1 -0
- package/dist/transport/ascii/ascii-session.d.ts +10 -2
- package/dist/transport/ascii/ascii-session.js +86 -31
- package/dist/transport/ascii/ascii-session.js.map +1 -1
- package/dist/transport/ascii/index.d.ts +1 -0
- package/dist/transport/ascii/index.js +1 -0
- package/dist/transport/ascii/index.js.map +1 -1
- package/dist/transport/ascii-session-msg-factory.d.ts +16 -0
- package/dist/transport/ascii-session-msg-factory.js +47 -0
- package/dist/transport/ascii-session-msg-factory.js.map +1 -0
- package/dist/transport/duplex/http-duplex.js +2 -2
- package/dist/transport/duplex/http-duplex.js.map +1 -1
- package/dist/transport/fix-msg-factory.d.ts +1 -1
- package/dist/transport/fix-msg-factory.js.map +1 -1
- package/dist/transport/fix-session-state.d.ts +38 -12
- package/dist/transport/fix-session-state.js +49 -15
- package/dist/transport/fix-session-state.js.map +1 -1
- package/dist/transport/fix-session.d.ts +13 -6
- package/dist/transport/fix-session.js +143 -39
- package/dist/transport/fix-session.js.map +1 -1
- package/dist/transport/fixml/fixml-session-msg-factory.d.ts +13 -0
- package/dist/transport/fixml/fixml-session-msg-factory.js +68 -0
- package/dist/transport/fixml/fixml-session-msg-factory.js.map +1 -0
- package/dist/transport/fixml/fixml-session.js +1 -1
- package/dist/transport/fixml/fixml-session.js.map +1 -1
- package/dist/transport/fixml/index.d.ts +2 -1
- package/dist/transport/fixml/index.js +2 -1
- package/dist/transport/fixml/index.js.map +1 -1
- package/dist/transport/fixml-session-msg-factory.d.ts +13 -0
- package/dist/transport/fixml-session-msg-factory.js +68 -0
- package/dist/transport/fixml-session-msg-factory.js.map +1 -0
- package/dist/transport/http/http-acceptor.js +8 -7
- package/dist/transport/http/http-acceptor.js.map +1 -1
- package/dist/transport/index.d.ts +1 -1
- package/dist/transport/index.js +1 -1
- package/dist/transport/index.js.map +1 -1
- package/dist/transport/msg-transmitter.js +4 -3
- package/dist/transport/msg-transmitter.js.map +1 -1
- package/dist/transport/msg-transport.js +3 -2
- package/dist/transport/msg-transport.js.map +1 -1
- package/dist/transport/session-description.d.ts +1 -1
- package/dist/transport/session-description.js.map +1 -1
- package/dist/transport/session-msg-factory.d.ts +2 -2
- package/dist/transport/session-msg-factory.js +2 -2
- package/dist/transport/session-msg-factory.js.map +1 -1
- package/dist/transport/tcp/acceptor.js +5 -3
- package/dist/transport/tcp/acceptor.js.map +1 -1
- package/dist/transport/tcp/index.d.ts +1 -0
- package/dist/transport/tcp/index.js +1 -0
- package/dist/transport/tcp/index.js.map +1 -1
- package/dist/transport/tcp/initiator.js +1 -0
- package/dist/transport/tcp/initiator.js.map +1 -1
- package/dist/transport/tcp/recovering-initiator.d.ts +17 -0
- package/dist/transport/tcp/recovering-initiator.js +30 -0
- package/dist/transport/tcp/recovering-initiator.js.map +1 -0
- package/dist/transport/tcp/recovering-tcp-initiator.d.ts +28 -0
- package/dist/transport/tcp/recovering-tcp-initiator.js +120 -0
- package/dist/transport/tcp/recovering-tcp-initiator.js.map +1 -0
- package/dist/transport/tcp/tcp-acceptor.d.ts +7 -0
- package/dist/transport/tcp/tcp-acceptor.js +43 -11
- package/dist/transport/tcp/tcp-acceptor.js.map +1 -1
- package/dist/transport/tcp/tcp-initiator.d.ts +4 -0
- package/dist/transport/tcp/tcp-initiator.js +72 -35
- package/dist/transport/tcp/tcp-initiator.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/advertisement.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/advertisement.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/allocation_instruction.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/allocation_instruction.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/allocation_instruction_ack.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/allocation_instruction_ack.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/allocation_report.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/allocation_report.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/allocation_report_ack.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/allocation_report_ack.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/assignment_report.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/assignment_report.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/bid_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/bid_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/bid_response.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/bid_response.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/business_message_reject.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/business_message_reject.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/collateral_assignment.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/collateral_assignment.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/collateral_inquiry.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/collateral_inquiry.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/collateral_inquiry_ack.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/collateral_inquiry_ack.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/collateral_report.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/collateral_report.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/collateral_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/collateral_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/collateral_response.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/collateral_response.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/confirmation.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/confirmation.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/confirmation_ack.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/confirmation_ack.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/confirmation_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/confirmation_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/cross_order_cancel_replace_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/cross_order_cancel_replace_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/cross_order_cancel_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/cross_order_cancel_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/derivative_security_list.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/derivative_security_list.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/derivative_security_list_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/derivative_security_list_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/dont_know_trade.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/dont_know_trade.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/email.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/email.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/execution_report.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/execution_report.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/heartbeat.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/heartbeat.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/index.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/index.js +4 -0
- package/dist/types/FIX4.4/quickfix/index.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/ioi.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/ioi.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/list_cancel_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/list_cancel_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/list_execute.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/list_execute.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/list_status.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/list_status.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/list_status_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/list_status_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/list_strike_price.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/list_strike_price.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/logon.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/logon.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/logout.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/logout.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/market_data_incremental_refresh.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/market_data_incremental_refresh.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/market_data_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/market_data_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/market_data_request_reject.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/market_data_request_reject.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/market_data_snapshot_full_refresh.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/market_data_snapshot_full_refresh.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/mass_quote.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/mass_quote.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/mass_quote_acknowledgement.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/mass_quote_acknowledgement.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/multileg_order_cancel_replace.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/multileg_order_cancel_replace.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/network_counterparty_system_status_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/network_counterparty_system_status_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/network_counterparty_system_status_response.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/network_counterparty_system_status_response.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/new_order_cross.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/new_order_cross.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/new_order_list.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/new_order_list.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/new_order_multileg.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/new_order_multileg.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/new_order_single.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/new_order_single.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/news.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/news.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/order_cancel_reject.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/order_cancel_reject.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/order_cancel_replace_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/order_cancel_replace_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/order_cancel_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/order_cancel_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/order_mass_cancel_report.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/order_mass_cancel_report.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/order_mass_cancel_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/order_mass_cancel_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/order_mass_status_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/order_mass_status_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/order_status_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/order_status_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/position_maintenance_report.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/position_maintenance_report.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/position_maintenance_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/position_maintenance_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/position_report.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/position_report.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/quote.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/quote.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/quote_cancel.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/quote_cancel.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/quote_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/quote_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/quote_request_reject.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/quote_request_reject.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/quote_response.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/quote_response.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/quote_status_report.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/quote_status_report.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/quote_status_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/quote_status_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/registration_instructions.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/registration_instructions.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/registration_instructions_response.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/registration_instructions_response.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/reject.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/reject.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/request_for_positions.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/request_for_positions.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/request_for_positions_ack.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/request_for_positions_ack.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/resend_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/resend_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/rfq_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/rfq_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/security_definition.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/security_definition.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/security_definition_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/security_definition_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/security_list.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/security_list.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/security_list_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/security_list_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/security_status.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/security_status.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/security_status_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/security_status_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/security_type_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/security_type_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/security_types.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/security_types.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/sequence_reset.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/sequence_reset.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/set/header.d.ts +31 -0
- package/dist/types/FIX4.4/quickfix/set/header.js +3 -0
- package/dist/types/FIX4.4/quickfix/set/header.js.map +1 -0
- package/dist/types/FIX4.4/quickfix/set/hop.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/set/hop.js +3 -0
- package/dist/types/FIX4.4/quickfix/set/hop.js.map +1 -0
- package/dist/types/FIX4.4/quickfix/set/hop_no_hops.d.ts +5 -0
- package/dist/types/FIX4.4/quickfix/set/hop_no_hops.js +3 -0
- package/dist/types/FIX4.4/quickfix/set/hop_no_hops.js.map +1 -0
- package/dist/types/FIX4.4/quickfix/set/standard_header.d.ts +31 -0
- package/dist/types/FIX4.4/quickfix/set/standard_header.js +3 -0
- package/dist/types/FIX4.4/quickfix/set/standard_header.js.map +1 -0
- package/dist/types/FIX4.4/quickfix/set/standard_trailer.d.ts +6 -0
- package/dist/types/FIX4.4/quickfix/set/standard_trailer.js +3 -0
- package/dist/types/FIX4.4/quickfix/set/standard_trailer.js.map +1 -0
- package/dist/types/FIX4.4/quickfix/set/trailer.d.ts +6 -0
- package/dist/types/FIX4.4/quickfix/set/trailer.js +3 -0
- package/dist/types/FIX4.4/quickfix/set/trailer.js.map +1 -0
- package/dist/types/FIX4.4/quickfix/settlement_instruction_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/settlement_instruction_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/settlement_instructions.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/settlement_instructions.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/test_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/test_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/trade_capture_report.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/trade_capture_report.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/trade_capture_report_ack.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/trade_capture_report_ack.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/trade_capture_report_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/trade_capture_report_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/trade_capture_report_request_ack.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/trade_capture_report_request_ack.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/trading_session_status.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/trading_session_status.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/trading_session_status_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/trading_session_status_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/user_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/user_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/user_response.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/user_response.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/xm_lnon_fix.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/xm_lnon_fix.js.map +1 -1
- package/dist/types/FIX4.4/repo/enum/all-enum.js.map +1 -1
- package/package.json +25 -21
- package/script/build.sh +1 -0
- package/src/buffer/ascii/ascii-encoder.ts +110 -33
- package/src/buffer/ascii/ascii-parser.ts +8 -1
- package/src/buffer/ascii/ascii-segment-parser.ts +44 -38
- package/src/buffer/ascii/ascii-view.ts +5 -0
- package/src/buffer/ascii/time-formatter.ts +2 -2
- package/src/buffer/ascii-chars.ts +1 -0
- package/src/buffer/elastic-buffer.ts +9 -0
- package/src/buffer/encode-proxy.ts +2 -2
- package/src/buffer/fixml/fixml-encoder.ts +8 -0
- package/src/buffer/fixml/fixml-view.ts +5 -0
- package/src/buffer/msg-encoder.ts +2 -0
- package/src/buffer/msg-view.ts +3 -0
- package/src/buffer/tags.ts +1 -1
- package/src/collections/dictionary.ts +6 -0
- package/src/config/js-fix-config.ts +2 -0
- package/src/dictionary/parser/quickfix/field-set-parser.ts +11 -4
- package/src/dictionary/parser/quickfix/message-parser.ts +4 -0
- package/src/dictionary/parser/quickfix/quick-fix-xml-file-parser.ts +16 -0
- package/src/jsfix-cmd.ts +2 -1
- package/src/sample/http/oms/app.ts +2 -0
- package/src/sample/launcher.ts +17 -7
- package/src/sample/tcp/qf-md/app.ts +26 -0
- package/src/sample/tcp/qf-md/md-client.ts +51 -0
- package/src/sample/tcp/qf-md/md-factory.ts +34 -0
- package/src/sample/tcp/qf-md/md-server.ts +56 -0
- package/src/sample/tcp/recovering-skeleton/app.ts +33 -0
- package/src/sample/tcp/recovering-skeleton/respawn-acceptor.ts +41 -0
- package/src/sample/tcp/recovering-skeleton/skeleton-client.ts +54 -0
- package/src/sample/tcp/recovering-skeleton/skeleton-server.ts +60 -0
- package/src/sample/tcp/skeleton/app.ts +2 -0
- package/src/sample/tcp/skeleton/skeleton-session.ts +26 -4
- package/src/sample/tcp/tls-trade-capture/app.ts +1 -1
- package/src/sample/tcp/{trade_capture → trade-capture}/app.ts +0 -0
- package/src/sample/tcp/{trade_capture → trade-capture}/index.ts +0 -0
- package/src/sample/tcp/{trade_capture → trade-capture}/trade-capture-client.ts +10 -5
- package/src/sample/tcp/{trade_capture → trade-capture}/trade-capture-server.ts +2 -2
- package/src/sample/tcp/{trade_capture → trade-capture}/trade-factory.ts +0 -0
- package/src/store/fix-msg-ascii-store-resend.ts +87 -0
- package/src/store/fix-msg-memory-store.ts +171 -0
- package/src/store/fix-msg-store-record.ts +23 -0
- package/src/store/fix-msg-store.ts +23 -0
- package/src/store/index.ts +4 -0
- package/src/transport/a-session-msg-factory.ts +81 -0
- package/src/transport/ascii/ascii-msg-transmitter.ts +32 -11
- package/src/transport/ascii/ascii-session-msg-factory.ts +62 -0
- package/src/transport/ascii/ascii-session.ts +100 -36
- package/src/transport/ascii/index.ts +1 -0
- package/src/transport/duplex/http-duplex.ts +2 -2
- package/src/transport/fix-msg-factory.ts +1 -1
- package/src/transport/fix-session-state.ts +67 -15
- package/src/transport/fix-session.ts +156 -43
- package/src/transport/fixml/fixml-session-msg-factory.ts +76 -0
- package/src/transport/fixml/fixml-session.ts +1 -1
- package/src/transport/fixml/index.ts +2 -1
- package/src/transport/http/http-acceptor.ts +7 -6
- package/src/transport/index.ts +1 -1
- package/src/transport/msg-transmitter.ts +4 -3
- package/src/transport/msg-transport.ts +3 -2
- package/src/transport/session-description.ts +1 -1
- package/src/transport/tcp/acceptor.ts +5 -3
- package/src/transport/tcp/index.ts +1 -0
- package/src/transport/tcp/initiator.ts +1 -0
- package/src/transport/tcp/recovering-tcp-initiator.ts +149 -0
- package/src/transport/tcp/tcp-acceptor.ts +46 -11
- package/src/transport/tcp/tcp-initiator.ts +77 -40
- package/src/types/FIX4.4/quickfix/advertisement.ts +4 -0
- package/src/types/FIX4.4/quickfix/allocation_instruction.ts +4 -0
- package/src/types/FIX4.4/quickfix/allocation_instruction_ack.ts +4 -0
- package/src/types/FIX4.4/quickfix/allocation_report.ts +4 -0
- package/src/types/FIX4.4/quickfix/allocation_report_ack.ts +4 -0
- package/src/types/FIX4.4/quickfix/assignment_report.ts +4 -0
- package/src/types/FIX4.4/quickfix/bid_request.ts +4 -0
- package/src/types/FIX4.4/quickfix/bid_response.ts +4 -0
- package/src/types/FIX4.4/quickfix/business_message_reject.ts +5 -0
- package/src/types/FIX4.4/quickfix/collateral_assignment.ts +4 -0
- package/src/types/FIX4.4/quickfix/collateral_inquiry.ts +4 -0
- package/src/types/FIX4.4/quickfix/collateral_inquiry_ack.ts +4 -0
- package/src/types/FIX4.4/quickfix/collateral_report.ts +4 -0
- package/src/types/FIX4.4/quickfix/collateral_request.ts +4 -0
- package/src/types/FIX4.4/quickfix/collateral_response.ts +4 -0
- package/src/types/FIX4.4/quickfix/confirmation.ts +4 -0
- package/src/types/FIX4.4/quickfix/confirmation_ack.ts +5 -0
- package/src/types/FIX4.4/quickfix/confirmation_request.ts +4 -0
- package/src/types/FIX4.4/quickfix/cross_order_cancel_replace_request.ts +4 -0
- package/src/types/FIX4.4/quickfix/cross_order_cancel_request.ts +4 -0
- package/src/types/FIX4.4/quickfix/derivative_security_list.ts +4 -0
- package/src/types/FIX4.4/quickfix/derivative_security_list_request.ts +4 -0
- package/src/types/FIX4.4/quickfix/dont_know_trade.ts +4 -0
- package/src/types/FIX4.4/quickfix/email.ts +4 -0
- package/src/types/FIX4.4/quickfix/execution_report.ts +4 -0
- package/src/types/FIX4.4/quickfix/heartbeat.ts +5 -0
- package/src/types/FIX4.4/quickfix/index.ts +4 -0
- package/src/types/FIX4.4/quickfix/ioi.ts +4 -0
- package/src/types/FIX4.4/quickfix/list_cancel_request.ts +5 -0
- package/src/types/FIX4.4/quickfix/list_execute.ts +6 -1
- package/src/types/FIX4.4/quickfix/list_status.ts +4 -0
- package/src/types/FIX4.4/quickfix/list_status_request.ts +5 -0
- package/src/types/FIX4.4/quickfix/list_strike_price.ts +4 -0
- package/src/types/FIX4.4/quickfix/logon.ts +4 -0
- package/src/types/FIX4.4/quickfix/logout.ts +6 -1
- package/src/types/FIX4.4/quickfix/market_data_incremental_refresh.ts +4 -0
- package/src/types/FIX4.4/quickfix/market_data_request.ts +4 -0
- package/src/types/FIX4.4/quickfix/market_data_request_reject.ts +4 -0
- package/src/types/FIX4.4/quickfix/market_data_snapshot_full_refresh.ts +4 -0
- package/src/types/FIX4.4/quickfix/mass_quote.ts +4 -0
- package/src/types/FIX4.4/quickfix/mass_quote_acknowledgement.ts +4 -0
- package/src/types/FIX4.4/quickfix/multileg_order_cancel_replace.ts +4 -0
- package/src/types/FIX4.4/quickfix/network_counterparty_system_status_request.ts +4 -0
- package/src/types/FIX4.4/quickfix/network_counterparty_system_status_response.ts +4 -0
- package/src/types/FIX4.4/quickfix/new_order_cross.ts +4 -0
- package/src/types/FIX4.4/quickfix/new_order_list.ts +4 -0
- package/src/types/FIX4.4/quickfix/new_order_multileg.ts +4 -0
- package/src/types/FIX4.4/quickfix/new_order_single.ts +4 -0
- package/src/types/FIX4.4/quickfix/news.ts +4 -0
- package/src/types/FIX4.4/quickfix/order_cancel_reject.ts +5 -0
- package/src/types/FIX4.4/quickfix/order_cancel_replace_request.ts +4 -0
- package/src/types/FIX4.4/quickfix/order_cancel_request.ts +4 -0
- package/src/types/FIX4.4/quickfix/order_mass_cancel_report.ts +4 -0
- package/src/types/FIX4.4/quickfix/order_mass_cancel_request.ts +4 -0
- package/src/types/FIX4.4/quickfix/order_mass_status_request.ts +4 -0
- package/src/types/FIX4.4/quickfix/order_status_request.ts +4 -0
- package/src/types/FIX4.4/quickfix/position_maintenance_report.ts +4 -0
- package/src/types/FIX4.4/quickfix/position_maintenance_request.ts +4 -0
- package/src/types/FIX4.4/quickfix/position_report.ts +4 -0
- package/src/types/FIX4.4/quickfix/quote.ts +4 -0
- package/src/types/FIX4.4/quickfix/quote_cancel.ts +4 -0
- package/src/types/FIX4.4/quickfix/quote_request.ts +4 -0
- package/src/types/FIX4.4/quickfix/quote_request_reject.ts +4 -0
- package/src/types/FIX4.4/quickfix/quote_response.ts +4 -0
- package/src/types/FIX4.4/quickfix/quote_status_report.ts +4 -0
- package/src/types/FIX4.4/quickfix/quote_status_request.ts +4 -0
- package/src/types/FIX4.4/quickfix/registration_instructions.ts +4 -0
- package/src/types/FIX4.4/quickfix/registration_instructions_response.ts +4 -0
- package/src/types/FIX4.4/quickfix/reject.ts +6 -1
- package/src/types/FIX4.4/quickfix/request_for_positions.ts +4 -0
- package/src/types/FIX4.4/quickfix/request_for_positions_ack.ts +4 -0
- package/src/types/FIX4.4/quickfix/resend_request.ts +5 -0
- package/src/types/FIX4.4/quickfix/rfq_request.ts +4 -0
- package/src/types/FIX4.4/quickfix/security_definition.ts +4 -0
- package/src/types/FIX4.4/quickfix/security_definition_request.ts +4 -0
- package/src/types/FIX4.4/quickfix/security_list.ts +4 -0
- package/src/types/FIX4.4/quickfix/security_list_request.ts +4 -0
- package/src/types/FIX4.4/quickfix/security_status.ts +4 -0
- package/src/types/FIX4.4/quickfix/security_status_request.ts +4 -0
- package/src/types/FIX4.4/quickfix/security_type_request.ts +5 -0
- package/src/types/FIX4.4/quickfix/security_types.ts +4 -0
- package/src/types/FIX4.4/quickfix/sequence_reset.ts +5 -0
- package/src/types/FIX4.4/quickfix/set/hop.ts +5 -0
- package/src/types/FIX4.4/quickfix/set/hop_no_hops.ts +5 -0
- package/src/types/FIX4.4/quickfix/set/standard_header.ts +31 -0
- package/src/types/FIX4.4/quickfix/set/standard_trailer.ts +5 -0
- package/src/types/FIX4.4/quickfix/settlement_instruction_request.ts +4 -0
- package/src/types/FIX4.4/quickfix/settlement_instructions.ts +4 -0
- package/src/types/FIX4.4/quickfix/test_request.ts +5 -0
- package/src/types/FIX4.4/quickfix/trade_capture_report.ts +4 -0
- package/src/types/FIX4.4/quickfix/trade_capture_report_ack.ts +4 -0
- package/src/types/FIX4.4/quickfix/trade_capture_report_request.ts +4 -0
- package/src/types/FIX4.4/quickfix/trade_capture_report_request_ack.ts +4 -0
- package/src/types/FIX4.4/quickfix/trading_session_status.ts +5 -0
- package/src/types/FIX4.4/quickfix/trading_session_status_request.ts +5 -0
- package/src/types/FIX4.4/quickfix/user_request.ts +5 -0
- package/src/types/FIX4.4/quickfix/user_response.ts +5 -0
- package/src/types/FIX4.4/quickfix/xm_lnon_fix.ts +5 -0
- package/src/types/FIX4.4/repo/enum/all-enum.ts +0 -1
- package/dist/sample/tcp/tls-trade-capture/jsfix.test_client.txt +0 -77
- package/dist/sample/tcp/tls-trade-capture/jsfix.test_server.txt +0 -77
- package/dist/sample/tcp/trade_capture/jsfix.test_client.txt +0 -75
- package/dist/sample/tcp/trade_capture/jsfix.test_server.txt +0 -75
- package/dist/sample/tcp/trade_capture/trade-capture-client.js.map +0 -1
- package/dist/sample/tcp/trade_capture/trade-capture-server.js.map +0 -1
- package/src/transport/session-msg-factory.ts +0 -195
- package/src/transport/tcp/resilient-initiator.ts +0 -35
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import { IMsgApplication, ITcpTransportDescription } from '../session-description'
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import { MakeFixSession } from '../make-fixl-session'
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import { FixSession } from '../fix-session'
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import { TcpInitiator } from './tcp-initiator'
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/*
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create one application session instance - and recover a lost transport. Hence the application
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last known sequence number or sequence reset.
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public session: FixSession
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private application: IMsgApplication
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|
22
|
+
private initiator: TcpInitiator
|
|
23
|
+
private transport: MsgTransport
|
|
24
|
+
private th: Timeout = null
|
|
25
|
+
public recoveryAttemptSecs: number = 5
|
|
26
|
+
public backoffFailConnectSecs: number = 30
|
|
27
|
+
|
|
28
|
+
constructor (public readonly jsFixConfig: IJsFixConfig, public readonly sessionFactory: MakeFixSession) {
|
|
29
|
+
super()
|
|
30
|
+
this.application = this.jsFixConfig.description.application
|
|
31
|
+
this.logger = jsFixConfig.logFactory.logger(`${this.application.name}:RecoveringTcpInitiator`)
|
|
32
|
+
if (!this.application) {
|
|
33
|
+
const e: Error = new Error(`no application in session description.`)
|
|
34
|
+
this.logger.error(e)
|
|
35
|
+
throw e
|
|
36
|
+
}
|
|
37
|
+
this.tcp = this.application.tcp
|
|
38
|
+
if (!this.tcp) {
|
|
39
|
+
const e = new Error(`no tcp in session description need tcp { host: hostname, port: port }`)
|
|
40
|
+
this.logger.error(e)
|
|
41
|
+
throw e
|
|
42
|
+
}
|
|
43
|
+
this.createSession(jsFixConfig, sessionFactory)
|
|
44
|
+
}
|
|
45
|
+
|
|
46
|
+
private createSession (jsFixConfig: IJsFixConfig, sessionFactory: MakeFixSession) {
|
|
47
|
+
this.logger.info('creating an application session')
|
|
48
|
+
this.session = sessionFactory(jsFixConfig)
|
|
49
|
+
this.session.on('done', () => {
|
|
50
|
+
this.logger.info('session has permanently ended')
|
|
51
|
+
this.emit('end', this)
|
|
52
|
+
})
|
|
53
|
+
this.session.on('end', () => {
|
|
54
|
+
this.logger.info('session has permanently ended')
|
|
55
|
+
this.emit('end', this)
|
|
56
|
+
})
|
|
57
|
+
this.session.setState(SessionState.DisconnectedNoConnectionToday)
|
|
58
|
+
}
|
|
59
|
+
|
|
60
|
+
public getState (): SessionState {
|
|
61
|
+
return this.session.getState()
|
|
62
|
+
}
|
|
63
|
+
|
|
64
|
+
private newTransport (transport: MsgTransport) {
|
|
65
|
+
this.transport = transport
|
|
66
|
+
this.emit('transport', transport)
|
|
67
|
+
this.logger.info(`initiator connects id ${(transport.id)}`)
|
|
68
|
+
const session = this.session
|
|
69
|
+
session.setState(SessionState.NetworkConnectionEstablished)
|
|
70
|
+
session.run(transport).then((id: number) => {
|
|
71
|
+
if (!transport || id === transport.id) {
|
|
72
|
+
this.emit('end', this)
|
|
73
|
+
} else {
|
|
74
|
+
this.logger.info(`old transport ${id} ends waiting on ${(transport.id)}`)
|
|
75
|
+
}
|
|
76
|
+
}).catch(e => {
|
|
77
|
+
this.logger.info(`transport id ${(transport.id)} failed - session state ${session.getState()}`)
|
|
78
|
+
this.logger.error(e.message)
|
|
79
|
+
this.recover()
|
|
80
|
+
})
|
|
81
|
+
this.logger.info(`running session with transport ${transport.id} state = ${session.getState()}`)
|
|
82
|
+
}
|
|
83
|
+
|
|
84
|
+
private clearTimer () {
|
|
85
|
+
if (this.th) {
|
|
86
|
+
clearTimeout(this.th)
|
|
87
|
+
this.th = null
|
|
88
|
+
}
|
|
89
|
+
}
|
|
90
|
+
|
|
91
|
+
// at least one connection was established so retry to establish - either
|
|
92
|
+
// succeed in which case can restart session or fails in which case wait and
|
|
93
|
+
// restart an attempt to connect
|
|
94
|
+
|
|
95
|
+
private recover (): void {
|
|
96
|
+
this.session.setState(SessionState.DetectBrokenNetworkConnection)
|
|
97
|
+
this.logger.info(`recover session transport - attempt in ${this.recoveryAttemptSecs} secs`)
|
|
98
|
+
this.th = setTimeout(() => {
|
|
99
|
+
this.connect(60).then(t => {
|
|
100
|
+
this.logger.info(`new transport ${t.id}`)
|
|
101
|
+
}).catch((e) => {
|
|
102
|
+
this.logger.info(`failed to re-connect ${e.message} - backoff for ${this.backoffFailConnectSecs}`)
|
|
103
|
+
this.th = setTimeout(() => {
|
|
104
|
+
this.logger.info('returning to recover()')
|
|
105
|
+
this.recover()
|
|
106
|
+
}, this.backoffFailConnectSecs * 1000)
|
|
107
|
+
})
|
|
108
|
+
},this.recoveryAttemptSecs * 1000)
|
|
109
|
+
}
|
|
110
|
+
|
|
111
|
+
// for first connection - reject if no initial connection established within timeout
|
|
112
|
+
// once connection established, will not resolve until session is ended - i.e. lost
|
|
113
|
+
// connections are re-established using the same session instance.
|
|
114
|
+
|
|
115
|
+
public run (initialTimeout: number = 60): Promise<any> {
|
|
116
|
+
return new Promise<any>((resolve, reject) => {
|
|
117
|
+
this.connect(initialTimeout).then(() => {
|
|
118
|
+
this.on('end', () => {
|
|
119
|
+
this.clearTimer()
|
|
120
|
+
this.initiator.end()
|
|
121
|
+
this.logger.info(`run: transport ${this.transport.id} gracefully ends ${initialTimeout} - resolving`)
|
|
122
|
+
resolve(null)
|
|
123
|
+
})
|
|
124
|
+
}).catch(e => {
|
|
125
|
+
this.logger.info(`run: failed to connect to first transport ${initialTimeout} - rejecting`)
|
|
126
|
+
reject(e)
|
|
127
|
+
})
|
|
128
|
+
})
|
|
129
|
+
}
|
|
130
|
+
|
|
131
|
+
// return a promise for new transport - or reject if no connection within timeout
|
|
132
|
+
|
|
133
|
+
private connect (timeout: number): Promise<MsgTransport> {
|
|
134
|
+
return new Promise<MsgTransport>((resolve, reject) => {
|
|
135
|
+
this.logger.info(`connect: start initiator timeout ${timeout}`)
|
|
136
|
+
this.session.setState(SessionState.InitiateConnection)
|
|
137
|
+
this.initiator = new TcpInitiator(this.jsFixConfig)
|
|
138
|
+
this.initiator.connect(timeout).then((transport: MsgTransport) => {
|
|
139
|
+
this.logger.info(`connect: receive new transport ${transport.id}`)
|
|
140
|
+
this.newTransport(transport)
|
|
141
|
+
resolve(transport)
|
|
142
|
+
}).catch(e => {
|
|
143
|
+
this.logger.info(`connect: failed to connect within ${timeout} - rejecting`)
|
|
144
|
+
this.session.setState(SessionState.DetectBrokenNetworkConnection)
|
|
145
|
+
reject(e)
|
|
146
|
+
})
|
|
147
|
+
})
|
|
148
|
+
}
|
|
149
|
+
}
|
|
@@ -9,14 +9,34 @@ import { createServer as tlsCreateServer, TLSSocket, TlsOptions } from 'tls'
|
|
|
9
9
|
export class TcpAcceptor extends FixAcceptor {
|
|
10
10
|
private server: Server
|
|
11
11
|
private logger: IJsFixLogger
|
|
12
|
+
private nextId: number = 0
|
|
13
|
+
|
|
12
14
|
constructor (public readonly config: IJsFixConfig) {
|
|
13
15
|
super(config.description.application)
|
|
14
16
|
this.logger = config.logFactory.logger(`${config.description.application.name}:TcpAcceptor`)
|
|
15
|
-
|
|
16
|
-
const tcp = this.config.description.application.tcp
|
|
17
|
-
const tlsOptions: TlsOptions = getTlsOptions(tcp.tls)
|
|
18
|
-
this.logger.info('creating server')
|
|
17
|
+
const tlsOptions: TlsOptions = this.tlsOptions()
|
|
19
18
|
if (tlsOptions) {
|
|
19
|
+
this.tlsServer()
|
|
20
|
+
} else {
|
|
21
|
+
this.unsecureServer()
|
|
22
|
+
}
|
|
23
|
+
this.server.on('error', ((err: Error) => {
|
|
24
|
+
throw err
|
|
25
|
+
}))
|
|
26
|
+
}
|
|
27
|
+
|
|
28
|
+
getId (): number {
|
|
29
|
+
this.nextId++
|
|
30
|
+
const id: number = this.nextId
|
|
31
|
+
return id
|
|
32
|
+
}
|
|
33
|
+
|
|
34
|
+
tlsServer (): void {
|
|
35
|
+
try {
|
|
36
|
+
const config: IJsFixConfig = this.config
|
|
37
|
+
const tcp = this.config.description.application.tcp
|
|
38
|
+
const tlsOptions: TlsOptions = getTlsOptions(tcp.tls)
|
|
39
|
+
this.logger.info(`create tls server`)
|
|
20
40
|
this.server = tlsCreateServer(tlsOptions, (tlsSocket: TLSSocket) => {
|
|
21
41
|
if (tcp.tls.enableTrace) {
|
|
22
42
|
this.logger.info(`enabling tls session trace`)
|
|
@@ -24,24 +44,39 @@ export class TcpAcceptor extends FixAcceptor {
|
|
|
24
44
|
}
|
|
25
45
|
if (tlsSocket.authorized) {
|
|
26
46
|
tlsSocket.setEncoding('utf8')
|
|
27
|
-
const id: number =
|
|
47
|
+
const id: number = this.getId()
|
|
28
48
|
this.logger.info(`tls creates session ${id} ${tlsSocket.authorized}`)
|
|
29
49
|
this.onSocket(id, tlsSocket, config)
|
|
30
50
|
} else {
|
|
31
51
|
this.logger.info(`no transport created on tls with no authorized connection`)
|
|
32
52
|
}
|
|
33
53
|
})
|
|
34
|
-
}
|
|
54
|
+
} catch (e) {
|
|
55
|
+
this.logger.error(e)
|
|
56
|
+
throw e
|
|
57
|
+
}
|
|
58
|
+
}
|
|
59
|
+
|
|
60
|
+
unsecureServer () {
|
|
61
|
+
try {
|
|
62
|
+
const config = this.config
|
|
63
|
+
this.logger.info(`create unsecured server`)
|
|
35
64
|
this.server = netCreateServer((socket: Socket) => {
|
|
36
|
-
const id: number =
|
|
37
|
-
this.logger.info(`net creates session ${id}
|
|
65
|
+
const id: number = this.getId()
|
|
66
|
+
this.logger.info(`net creates session ${id}`)
|
|
38
67
|
socket.setNoDelay(true)
|
|
39
68
|
this.onSocket(id, socket, config)
|
|
40
69
|
})
|
|
70
|
+
} catch (e) {
|
|
71
|
+
this.logger.error(e)
|
|
72
|
+
throw e
|
|
41
73
|
}
|
|
42
|
-
|
|
43
|
-
|
|
44
|
-
|
|
74
|
+
}
|
|
75
|
+
|
|
76
|
+
tlsOptions (): TlsOptions {
|
|
77
|
+
const tcp = this.config.description.application.tcp
|
|
78
|
+
const tlsOptions: TlsOptions = getTlsOptions(tcp.tls)
|
|
79
|
+
return tlsOptions
|
|
45
80
|
}
|
|
46
81
|
|
|
47
82
|
private onSocket (id: number, socket: Socket, config: IJsFixConfig) {
|
|
@@ -6,9 +6,10 @@ import { IJsFixConfig, IJsFixLogger } from '../../config'
|
|
|
6
6
|
import { TcpDuplex, FixDuplex } from '../duplex'
|
|
7
7
|
|
|
8
8
|
import * as util from 'util'
|
|
9
|
-
import { connect as tlsConnect, TLSSocket } from 'tls'
|
|
9
|
+
import { connect as tlsConnect, ConnectionOptions, TLSSocket } from 'tls'
|
|
10
10
|
import { getTlsConnectionOptions } from './tls-options'
|
|
11
|
-
import {
|
|
11
|
+
import { createConnection } from 'net'
|
|
12
|
+
import Timeout = NodeJS.Timeout
|
|
12
13
|
|
|
13
14
|
export enum InitiatorState {
|
|
14
15
|
Idle = 1,
|
|
@@ -22,6 +23,7 @@ export class TcpInitiator extends FixInitiator {
|
|
|
22
23
|
public state: InitiatorState = InitiatorState.Idle
|
|
23
24
|
private readonly logger: IJsFixLogger
|
|
24
25
|
private duplex: FixDuplex
|
|
26
|
+
private th: Timeout = null
|
|
25
27
|
|
|
26
28
|
constructor (public readonly jsFixConfig: IJsFixConfig) {
|
|
27
29
|
super(jsFixConfig.description.application)
|
|
@@ -40,6 +42,7 @@ export class TcpInitiator extends FixInitiator {
|
|
|
40
42
|
}
|
|
41
43
|
|
|
42
44
|
public end (): void {
|
|
45
|
+
this.clearTimer()
|
|
43
46
|
switch (this.state) {
|
|
44
47
|
case InitiatorState.Connected: {
|
|
45
48
|
this.logger.info('end')
|
|
@@ -50,6 +53,8 @@ export class TcpInitiator extends FixInitiator {
|
|
|
50
53
|
|
|
51
54
|
default: {
|
|
52
55
|
this.logger.info(`end :state ${this.state}`)
|
|
56
|
+
this.state = InitiatorState.Stopped
|
|
57
|
+
break
|
|
53
58
|
}
|
|
54
59
|
}
|
|
55
60
|
}
|
|
@@ -75,66 +80,98 @@ export class TcpInitiator extends FixInitiator {
|
|
|
75
80
|
})
|
|
76
81
|
}
|
|
77
82
|
|
|
78
|
-
private
|
|
79
|
-
|
|
80
|
-
|
|
81
|
-
|
|
82
|
-
|
|
83
|
-
|
|
84
|
-
|
|
85
|
-
|
|
86
|
-
|
|
87
|
-
|
|
88
|
-
|
|
89
|
-
|
|
90
|
-
tlsSocket.end()
|
|
91
|
-
reject(tlsSocket.authorizationError)
|
|
92
|
-
} else {
|
|
93
|
-
tlsSocket.setEncoding('utf8')
|
|
94
|
-
this.duplex = new TcpDuplex(tlsSocket)
|
|
95
|
-
resolve(new MsgTransport(0, this.jsFixConfig, this.duplex))
|
|
83
|
+
private unsecureDuplex (): Promise<TcpDuplex> {
|
|
84
|
+
const tcp = this.tcp
|
|
85
|
+
return new Promise<TcpDuplex>((resolve, reject) => {
|
|
86
|
+
try {
|
|
87
|
+
this.logger.info(`unsecureDuplex try to connect to endPoint`)
|
|
88
|
+
const socket = createConnection(tcp, () => {
|
|
89
|
+
try {
|
|
90
|
+
this.logger.info(`net.createConnection cb, resolving`)
|
|
91
|
+
const tcpDuplex = new TcpDuplex(socket)
|
|
92
|
+
resolve(tcpDuplex)
|
|
93
|
+
} catch (e) {
|
|
94
|
+
reject(e)
|
|
96
95
|
}
|
|
97
96
|
})
|
|
97
|
+
} catch (e) {
|
|
98
|
+
reject(e)
|
|
99
|
+
}
|
|
100
|
+
})
|
|
101
|
+
}
|
|
98
102
|
|
|
99
|
-
|
|
100
|
-
|
|
101
|
-
|
|
102
|
-
|
|
103
|
-
|
|
104
|
-
|
|
105
|
-
|
|
106
|
-
|
|
107
|
-
|
|
108
|
-
|
|
109
|
-
|
|
110
|
-
|
|
111
|
-
|
|
112
|
-
|
|
113
|
-
|
|
103
|
+
private tlsDuplex (): Promise < TcpDuplex > {
|
|
104
|
+
return new Promise<TcpDuplex>((resolve, reject) => {
|
|
105
|
+
let tlsSocket: TLSSocket = null
|
|
106
|
+
const tcp = this.tcp
|
|
107
|
+
const connectionOptions: ConnectionOptions = getTlsConnectionOptions(tcp)
|
|
108
|
+
if (connectionOptions) {
|
|
109
|
+
try {
|
|
110
|
+
tlsSocket = tlsConnect(connectionOptions, () => {
|
|
111
|
+
this.logger.info(`client connected ${tlsSocket.authorized ? 'authorized' : 'unauthorized'}`)
|
|
112
|
+
if (!tlsSocket.authorized) {
|
|
113
|
+
const error = tlsSocket.authorizationError
|
|
114
|
+
this.logger.warning(`rejecting from state ${this.state} authorizationError ${error}`)
|
|
115
|
+
tlsSocket.end()
|
|
116
|
+
reject(error)
|
|
117
|
+
} else {
|
|
118
|
+
tlsSocket.setEncoding('utf8')
|
|
119
|
+
const tlsDuplex = new TcpDuplex(tlsSocket)
|
|
120
|
+
if (tcp.tls.enableTrace) {
|
|
121
|
+
this.logger.info(`enabling tls session trace`)
|
|
122
|
+
tlsSocket.enableTrace()
|
|
123
|
+
}
|
|
124
|
+
this.logger.info(`tlsDuplex resolving`)
|
|
125
|
+
resolve(tlsDuplex)
|
|
126
|
+
}
|
|
114
127
|
})
|
|
115
|
-
})
|
|
128
|
+
} catch (e) {
|
|
129
|
+
reject(e)
|
|
130
|
+
}
|
|
116
131
|
}
|
|
117
132
|
})
|
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}
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private
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private tryConnect (): Promise < MsgTransport > {
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return new Promise<MsgTransport>((resolve, reject) => {
|
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const tcp = this.tcp
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const connector = connectionOptions ? this.tlsDuplex() : this.unsecureDuplex()
|
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this.logger.info(`tryConnect ${tcp.host}:${tcp.port}`)
|
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connector.then(duplex => {
|
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this.duplex = duplex
|
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resolve(new MsgTransport(0, this.jsFixConfig, duplex))
|
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}).catch(e => {
|
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reject(e)
|
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})
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})
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}
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public clearTimer () {
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if (this .th) {
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clearInterval(this.th)
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this.th = null
|
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}
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}
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private repeatConnect (timeoutSeconds: number): Promise < MsgTransport > {
|
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|
return new Promise<MsgTransport>(async (resolve, reject) => {
|
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const application = this.application
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const promisify = util.promisify
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const timeoutPromise = promisify(setTimeout)
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let retries = 0
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this.th = setInterval(() => {
|
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++retries
|
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this.tryConnect().then((t: MsgTransport) => {
|
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this.state = InitiatorState.Connected
|
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|
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+
this.clearTimer()
|
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|
resolve(t)
|
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}).catch((e: Error) => {
|
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this.logger.info(`${application.name}: retries ${retries} ${e.message}`)
|
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|
})
|
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|
}, application.reconnectSeconds * 1000)
|
|
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|
timeoutPromise(timeoutSeconds * 1000).then(() => {
|
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-
|
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|
+
this.clearTimer()
|
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|
this.state = InitiatorState.Stopped
|
|
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|
const e = new Error(`${application.name}: timeout of ${timeoutSeconds} whilst connecting`)
|
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|
this.logger.warning(`repeatConnect reject with message ${e.message}`)
|
|
@@ -1,8 +1,11 @@
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1
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+
import { IStandardHeader } from './set/standard_header'
|
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1
2
|
import { IInstrument } from './set/instrument'
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2
3
|
import { IInstrmtLegGrp } from './set/instrmt_leg_grp'
|
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3
4
|
import { IUndInstrmtGrp } from './set/und_instrmt_grp'
|
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|
+
import { IStandardTrailer } from './set/standard_trailer'
|
|
4
6
|
|
|
5
7
|
export interface IAdvertisement {
|
|
8
|
+
StandardHeader: IStandardHeader
|
|
6
9
|
AdvId: string// 2
|
|
7
10
|
AdvTransType: string// 5
|
|
8
11
|
AdvRefID?: string// 3
|
|
@@ -23,4 +26,5 @@ export interface IAdvertisement {
|
|
|
23
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|
LastMkt?: string// 30
|
|
24
27
|
TradingSessionID?: string// 336
|
|
25
28
|
TradingSessionSubID?: string// 625
|
|
29
|
+
StandardTrailer: IStandardTrailer
|
|
26
30
|
}
|
|
@@ -1,3 +1,4 @@
|
|
|
1
|
+
import { IStandardHeader } from './set/standard_header'
|
|
1
2
|
import { IOrdAllocGrp } from './set/ord_alloc_grp'
|
|
2
3
|
import { IExecAllocGrp } from './set/exec_alloc_grp'
|
|
3
4
|
import { IInstrument } from './set/instrument'
|
|
@@ -10,8 +11,10 @@ import { IParties } from './set/parties'
|
|
|
10
11
|
import { IStipulations } from './set/stipulations'
|
|
11
12
|
import { IYieldData } from './set/yield_data'
|
|
12
13
|
import { IAllocGrp } from './set/alloc_grp'
|
|
14
|
+
import { IStandardTrailer } from './set/standard_trailer'
|
|
13
15
|
|
|
14
16
|
export interface IAllocationInstruction {
|
|
17
|
+
StandardHeader: IStandardHeader
|
|
15
18
|
AllocID: string// 70
|
|
16
19
|
AllocTransType: string// 71
|
|
17
20
|
AllocType: number// 626
|
|
@@ -75,4 +78,5 @@ export interface IAllocationInstruction {
|
|
|
75
78
|
TotNoAllocs?: number// 892
|
|
76
79
|
LastFragment?: boolean// 893
|
|
77
80
|
AllocGrp?: IAllocGrp
|
|
81
|
+
StandardTrailer: IStandardTrailer
|
|
78
82
|
}
|
|
@@ -1,7 +1,10 @@
|
|
|
1
|
+
import { IStandardHeader } from './set/standard_header'
|
|
1
2
|
import { IParties } from './set/parties'
|
|
2
3
|
import { IAllocAckGrp } from './set/alloc_ack_grp'
|
|
4
|
+
import { IStandardTrailer } from './set/standard_trailer'
|
|
3
5
|
|
|
4
6
|
export interface IAllocationInstructionAck {
|
|
7
|
+
StandardHeader: IStandardHeader
|
|
5
8
|
AllocID: string// 70
|
|
6
9
|
Parties?: IParties
|
|
7
10
|
SecondaryAllocID?: string// 793
|
|
@@ -18,4 +21,5 @@ export interface IAllocationInstructionAck {
|
|
|
18
21
|
EncodedTextLen?: number// 354
|
|
19
22
|
EncodedText?: Buffer// 355
|
|
20
23
|
AllocAckGrp?: IAllocAckGrp
|
|
24
|
+
StandardTrailer: IStandardTrailer
|
|
21
25
|
}
|
|
@@ -1,3 +1,4 @@
|
|
|
1
|
+
import { IStandardHeader } from './set/standard_header'
|
|
1
2
|
import { IOrdAllocGrp } from './set/ord_alloc_grp'
|
|
2
3
|
import { IExecAllocGrp } from './set/exec_alloc_grp'
|
|
3
4
|
import { IInstrument } from './set/instrument'
|
|
@@ -10,8 +11,10 @@ import { IParties } from './set/parties'
|
|
|
10
11
|
import { IStipulations } from './set/stipulations'
|
|
11
12
|
import { IYieldData } from './set/yield_data'
|
|
12
13
|
import { IAllocGrp } from './set/alloc_grp'
|
|
14
|
+
import { IStandardTrailer } from './set/standard_trailer'
|
|
13
15
|
|
|
14
16
|
export interface IAllocationReport {
|
|
17
|
+
StandardHeader: IStandardHeader
|
|
15
18
|
AllocReportID: string// 755
|
|
16
19
|
AllocID?: string// 70
|
|
17
20
|
AllocTransType: string// 71
|
|
@@ -79,4 +82,5 @@ export interface IAllocationReport {
|
|
|
79
82
|
TotNoAllocs?: number// 892
|
|
80
83
|
LastFragment?: boolean// 893
|
|
81
84
|
AllocGrp?: IAllocGrp
|
|
85
|
+
StandardTrailer: IStandardTrailer
|
|
82
86
|
}
|
|
@@ -1,7 +1,10 @@
|
|
|
1
|
+
import { IStandardHeader } from './set/standard_header'
|
|
1
2
|
import { IParties } from './set/parties'
|
|
2
3
|
import { IAllocAckGrp } from './set/alloc_ack_grp'
|
|
4
|
+
import { IStandardTrailer } from './set/standard_trailer'
|
|
3
5
|
|
|
4
6
|
export interface IAllocationReportAck {
|
|
7
|
+
StandardHeader: IStandardHeader
|
|
5
8
|
AllocReportID: string// 755
|
|
6
9
|
AllocID: string// 70
|
|
7
10
|
Parties?: IParties
|
|
@@ -19,4 +22,5 @@ export interface IAllocationReportAck {
|
|
|
19
22
|
EncodedTextLen?: number// 354
|
|
20
23
|
EncodedText?: Buffer// 355
|
|
21
24
|
AllocAckGrp?: IAllocAckGrp
|
|
25
|
+
StandardTrailer: IStandardTrailer
|
|
22
26
|
}
|
|
@@ -1,11 +1,14 @@
|
|
|
1
|
+
import { IStandardHeader } from './set/standard_header'
|
|
1
2
|
import { IParties } from './set/parties'
|
|
2
3
|
import { IInstrument } from './set/instrument'
|
|
3
4
|
import { IInstrmtLegGrp } from './set/instrmt_leg_grp'
|
|
4
5
|
import { IUndInstrmtGrp } from './set/und_instrmt_grp'
|
|
5
6
|
import { IPositionQty } from './set/position_qty'
|
|
6
7
|
import { IPositionAmountData } from './set/position_amount_data'
|
|
8
|
+
import { IStandardTrailer } from './set/standard_trailer'
|
|
7
9
|
|
|
8
10
|
export interface IAssignmentReport {
|
|
11
|
+
StandardHeader: IStandardHeader
|
|
9
12
|
AsgnRptID: string// 833
|
|
10
13
|
TotNumAssignmentReports?: number// 832
|
|
11
14
|
LastRptRequested?: boolean// 912
|
|
@@ -33,4 +36,5 @@ export interface IAssignmentReport {
|
|
|
33
36
|
Text?: string// 58
|
|
34
37
|
EncodedTextLen?: number// 354
|
|
35
38
|
EncodedText?: Buffer// 355
|
|
39
|
+
StandardTrailer: IStandardTrailer
|
|
36
40
|
}
|
|
@@ -1,7 +1,10 @@
|
|
|
1
|
+
import { IStandardHeader } from './set/standard_header'
|
|
1
2
|
import { IBidDescReqGrp } from './set/bid_desc_req_grp'
|
|
2
3
|
import { IBidCompReqGrp } from './set/bid_comp_req_grp'
|
|
4
|
+
import { IStandardTrailer } from './set/standard_trailer'
|
|
3
5
|
|
|
4
6
|
export interface IBidRequest {
|
|
7
|
+
StandardHeader: IStandardHeader
|
|
5
8
|
BidID?: string// 390
|
|
6
9
|
ClientBidID: string// 391
|
|
7
10
|
BidRequestTransType: string// 374
|
|
@@ -31,4 +34,5 @@ export interface IBidRequest {
|
|
|
31
34
|
Text?: string// 58
|
|
32
35
|
EncodedTextLen?: number// 354
|
|
33
36
|
EncodedText?: Buffer// 355
|
|
37
|
+
StandardTrailer: IStandardTrailer
|
|
34
38
|
}
|
|
@@ -1,7 +1,11 @@
|
|
|
1
|
+
import { IStandardHeader } from './set/standard_header'
|
|
1
2
|
import { IBidCompRspGrp } from './set/bid_comp_rsp_grp'
|
|
3
|
+
import { IStandardTrailer } from './set/standard_trailer'
|
|
2
4
|
|
|
3
5
|
export interface IBidResponse {
|
|
6
|
+
StandardHeader: IStandardHeader
|
|
4
7
|
BidID?: string// 390
|
|
5
8
|
ClientBidID?: string// 391
|
|
6
9
|
BidCompRspGrp?: IBidCompRspGrp
|
|
10
|
+
StandardTrailer: IStandardTrailer
|
|
7
11
|
}
|
|
@@ -1,4 +1,8 @@
|
|
|
1
|
+
import { IStandardHeader } from './set/standard_header'
|
|
2
|
+
import { IStandardTrailer } from './set/standard_trailer'
|
|
3
|
+
|
|
1
4
|
export interface IBusinessMessageReject {
|
|
5
|
+
StandardHeader: IStandardHeader
|
|
2
6
|
RefSeqNum?: number// 45
|
|
3
7
|
RefMsgType: string// 372
|
|
4
8
|
BusinessRejectRefID?: string// 379
|
|
@@ -6,4 +10,5 @@ export interface IBusinessMessageReject {
|
|
|
6
10
|
Text?: string// 58
|
|
7
11
|
EncodedTextLen?: number// 354
|
|
8
12
|
EncodedText?: Buffer// 355
|
|
13
|
+
StandardTrailer: IStandardTrailer
|
|
9
14
|
}
|
|
@@ -1,3 +1,4 @@
|
|
|
1
|
+
import { IStandardHeader } from './set/standard_header'
|
|
1
2
|
import { IParties } from './set/parties'
|
|
2
3
|
import { IExecCollGrp } from './set/exec_coll_grp'
|
|
3
4
|
import { ITrdCollGrp } from './set/trd_coll_grp'
|
|
@@ -10,8 +11,10 @@ import { IMiscFeesGrp } from './set/misc_fees_grp'
|
|
|
10
11
|
import { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'
|
|
11
12
|
import { IStipulations } from './set/stipulations'
|
|
12
13
|
import { ISettlInstructionsData } from './set/settl_instructions_data'
|
|
14
|
+
import { IStandardTrailer } from './set/standard_trailer'
|
|
13
15
|
|
|
14
16
|
export interface ICollateralAssignment {
|
|
17
|
+
StandardHeader: IStandardHeader
|
|
15
18
|
CollAsgnID: string// 902
|
|
16
19
|
CollReqID?: string// 894
|
|
17
20
|
CollAsgnReason: number// 895
|
|
@@ -59,4 +62,5 @@ export interface ICollateralAssignment {
|
|
|
59
62
|
Text?: string// 58
|
|
60
63
|
EncodedTextLen?: number// 354
|
|
61
64
|
EncodedText?: Buffer// 355
|
|
65
|
+
StandardTrailer: IStandardTrailer
|
|
62
66
|
}
|
|
@@ -1,3 +1,4 @@
|
|
|
1
|
+
import { IStandardHeader } from './set/standard_header'
|
|
1
2
|
import { ICollInqQualGrp } from './set/coll_inq_qual_grp'
|
|
2
3
|
import { IParties } from './set/parties'
|
|
3
4
|
import { IExecCollGrp } from './set/exec_coll_grp'
|
|
@@ -10,8 +11,10 @@ import { ITrdRegTimestamps } from './set/trd_reg_timestamps'
|
|
|
10
11
|
import { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'
|
|
11
12
|
import { IStipulations } from './set/stipulations'
|
|
12
13
|
import { ISettlInstructionsData } from './set/settl_instructions_data'
|
|
14
|
+
import { IStandardTrailer } from './set/standard_trailer'
|
|
13
15
|
|
|
14
16
|
export interface ICollateralInquiry {
|
|
17
|
+
StandardHeader: IStandardHeader
|
|
15
18
|
CollInquiryID?: string// 909
|
|
16
19
|
CollInqQualGrp?: ICollInqQualGrp
|
|
17
20
|
SubscriptionRequestType?: string// 263
|
|
@@ -56,4 +59,5 @@ export interface ICollateralInquiry {
|
|
|
56
59
|
Text?: string// 58
|
|
57
60
|
EncodedTextLen?: number// 354
|
|
58
61
|
EncodedText?: Buffer// 355
|
|
62
|
+
StandardTrailer: IStandardTrailer
|
|
59
63
|
}
|
|
@@ -1,3 +1,4 @@
|
|
|
1
|
+
import { IStandardHeader } from './set/standard_header'
|
|
1
2
|
import { ICollInqQualGrp } from './set/coll_inq_qual_grp'
|
|
2
3
|
import { IParties } from './set/parties'
|
|
3
4
|
import { IExecCollGrp } from './set/exec_coll_grp'
|
|
@@ -6,8 +7,10 @@ import { IInstrument } from './set/instrument'
|
|
|
6
7
|
import { IFinancingDetails } from './set/financing_details'
|
|
7
8
|
import { IInstrmtLegGrp } from './set/instrmt_leg_grp'
|
|
8
9
|
import { IUndInstrmtGrp } from './set/und_instrmt_grp'
|
|
10
|
+
import { IStandardTrailer } from './set/standard_trailer'
|
|
9
11
|
|
|
10
12
|
export interface ICollateralInquiryAck {
|
|
13
|
+
StandardHeader: IStandardHeader
|
|
11
14
|
CollInquiryID: string// 909
|
|
12
15
|
CollInquiryStatus: number// 945
|
|
13
16
|
CollInquiryResult?: number// 946
|
|
@@ -40,4 +43,5 @@ export interface ICollateralInquiryAck {
|
|
|
40
43
|
Text?: string// 58
|
|
41
44
|
EncodedTextLen?: number// 354
|
|
42
45
|
EncodedText?: Buffer// 355
|
|
46
|
+
StandardTrailer: IStandardTrailer
|
|
43
47
|
}
|
|
@@ -1,3 +1,4 @@
|
|
|
1
|
+
import { IStandardHeader } from './set/standard_header'
|
|
1
2
|
import { IParties } from './set/parties'
|
|
2
3
|
import { IExecCollGrp } from './set/exec_coll_grp'
|
|
3
4
|
import { ITrdCollGrp } from './set/trd_coll_grp'
|
|
@@ -10,8 +11,10 @@ import { IMiscFeesGrp } from './set/misc_fees_grp'
|
|
|
10
11
|
import { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'
|
|
11
12
|
import { IStipulations } from './set/stipulations'
|
|
12
13
|
import { ISettlInstructionsData } from './set/settl_instructions_data'
|
|
14
|
+
import { IStandardTrailer } from './set/standard_trailer'
|
|
13
15
|
|
|
14
16
|
export interface ICollateralReport {
|
|
17
|
+
StandardHeader: IStandardHeader
|
|
15
18
|
CollRptID: string// 908
|
|
16
19
|
CollInquiryID?: string// 909
|
|
17
20
|
CollStatus: number// 910
|
|
@@ -57,4 +60,5 @@ export interface ICollateralReport {
|
|
|
57
60
|
Text?: string// 58
|
|
58
61
|
EncodedTextLen?: number// 354
|
|
59
62
|
EncodedText?: Buffer// 355
|
|
63
|
+
StandardTrailer: IStandardTrailer
|
|
60
64
|
}
|