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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resolve(this.inflateRange(startSeq, endSeq, res));
|
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}).catch(e => {
|
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18
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reject(e);
|
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});
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});
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21
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}
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inflateRange(startSeq, endSeq, input) {
|
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23
|
+
const toResend = [];
|
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24
|
+
let expected = startSeq;
|
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25
|
+
for (let i = 0; i < input.length; ++i) {
|
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|
+
const record = input[i].clone();
|
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+
const seqNum = record.seqNum;
|
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28
|
+
const toGap = seqNum - expected;
|
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|
+
if (toGap > 0) {
|
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|
+
this.gap(expected, seqNum, toResend);
|
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21
31
|
}
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-
|
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-
|
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|
-
|
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-
}
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32
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expected = seqNum + 1;
|
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|
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if (record.encoded) {
|
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|
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this.inflate(record);
|
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35
|
}
|
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-
|
|
36
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toResend.push(record);
|
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|
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}
|
|
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if (endSeq - expected > 0) {
|
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this.gap(expected, endSeq + 1, toResend);
|
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|
}
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-
|
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return arr;
|
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return toResend;
|
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}
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|
gap(beginGap, seqNum, arr) {
|
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if (beginGap > 0) {
|
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|
-
arr.push(this.
|
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35
|
-
if (seqNum > beginGap) {
|
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36
|
-
arr.push(this.sequenceReset(seqNum));
|
|
37
|
-
}
|
|
45
|
+
arr.push(this.sequenceResetGap(beginGap, seqNum));
|
|
38
46
|
}
|
|
39
47
|
}
|
|
40
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-
|
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-
|
|
48
|
+
inflate(record) {
|
|
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|
+
if (record.obj)
|
|
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|
+
return;
|
|
51
|
+
if (!record.encoded)
|
|
52
|
+
return;
|
|
53
|
+
const parser = this.parser;
|
|
54
|
+
parser.on('error', (e) => {
|
|
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|
+
record.obj = null;
|
|
56
|
+
});
|
|
57
|
+
parser.on('msg', (view) => {
|
|
58
|
+
record.obj = view.toObject();
|
|
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|
+
});
|
|
60
|
+
parser.parseText(record.encoded);
|
|
61
|
+
}
|
|
62
|
+
sequenceResetGap(startGap, newSeq) {
|
|
63
|
+
const factory = this.config.factory;
|
|
64
|
+
const gapFill = factory.sequenceReset(newSeq, true);
|
|
65
|
+
gapFill.StandardHeader = factory.header(types_1.MsgType.SequenceReset, startGap);
|
|
66
|
+
gapFill.StandardHeader.PossDupFlag = true;
|
|
67
|
+
gapFill.NewSeqNo = newSeq;
|
|
68
|
+
return new fix_msg_store_record_1.FixMsgStoreRecord(types_1.MsgType.SequenceReset, new Date(), newSeq, gapFill, null);
|
|
42
69
|
}
|
|
43
70
|
}
|
|
44
71
|
exports.FixMsgAsciiStoreResend = FixMsgAsciiStoreResend;
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"fix-msg-ascii-store-resend.js","sourceRoot":"","sources":["../../src/store/fix-msg-ascii-store-resend.ts"],"names":[],"mappings":";;;AACA,iEAA8E;AAE9E,oCAAkC;
|
|
1
|
+
{"version":3,"file":"fix-msg-ascii-store-resend.js","sourceRoot":"","sources":["../../src/store/fix-msg-ascii-store-resend.ts"],"names":[],"mappings":";;;AACA,iEAA8E;AAE9E,oCAAkC;AAClC,sCAAgD;AAGhD,MAAa,sBAAsB;IAEjC,YAA6B,KAAmB,EAAkB,MAAoB;QAAzD,UAAK,GAAL,KAAK,CAAc;QAAkB,WAAM,GAAN,MAAM,CAAc;QACpF,IAAI,CAAC,MAAM,GAAG,IAAI,oBAAW,CAAC,IAAI,CAAC,MAAM,CAAC,WAAW,EAAE,IAAI,EAAE,IAAI,CAAC,MAAM,CAAC,SAAS,CAAC,CAAA;IACrF,CAAC;IAEM,gBAAgB,CAAE,QAAgB,EAAE,MAAc;QAMvD,OAAO,IAAI,OAAO,CAAC,CAAC,OAAO,EAAE,MAAM,EAAE,EAAE;YACrC,IAAI,CAAC,KAAK,CAAC,cAAc,CAAC,QAAQ,EAAE,MAAM,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,EAAE;gBACrD,OAAO,CAAC,IAAI,CAAC,YAAY,CAAC,QAAQ,EAAE,MAAM,EAAE,GAAG,CAAC,CAAC,CAAA;YACnD,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,EAAE;gBACX,MAAM,CAAC,CAAC,CAAC,CAAA;YACX,CAAC,CAAC,CAAA;QACJ,CAAC,CAAC,CAAA;IACJ,CAAC;IAEO,YAAY,CAAE,QAAgB,EAAE,MAAc,EAAE,KAA2B;QACjF,MAAM,QAAQ,GAAyB,EAAE,CAAA;QACzC,IAAI,QAAQ,GAAG,QAAQ,CAAA;QACvB,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,KAAK,CAAC,MAAM,EAAE,EAAE,CAAC,EAAE;YACrC,MAAM,MAAM,GAAG,KAAK,CAAC,CAAC,CAAC,CAAC,KAAK,EAAE,CAAA;YAC/B,MAAM,MAAM,GAAG,MAAM,CAAC,MAAM,CAAA;YAC5B,MAAM,KAAK,GAAG,MAAM,GAAG,QAAQ,CAAA;YAC/B,IAAI,KAAK,GAAG,CAAC,EAAE;gBACb,IAAI,CAAC,GAAG,CAAC,QAAQ,EAAE,MAAM,EAAE,QAAQ,CAAC,CAAA;aACrC;YACD,QAAQ,GAAG,MAAM,GAAG,CAAC,CAAA;YACrB,IAAI,MAAM,CAAC,OAAO,EAAE;gBAClB,IAAI,CAAC,OAAO,CAAC,MAAM,CAAC,CAAA;aACrB;YACD,QAAQ,CAAC,IAAI,CAAC,MAAM,CAAC,CAAA;SACtB;QACD,IAAI,MAAM,GAAG,QAAQ,GAAG,CAAC,EAAE;YACzB,IAAI,CAAC,GAAG,CAAC,QAAQ,EAAE,MAAM,GAAG,CAAC,EAAE,QAAQ,CAAC,CAAA;SACzC;QACD,OAAO,QAAQ,CAAA;IACjB,CAAC;IAEM,GAAG,CAAE,QAAgB,EAAE,MAAc,EAAE,GAAyB;QACrE,IAAI,QAAQ,GAAG,CAAC,EAAE;YAChB,GAAG,CAAC,IAAI,CAAC,IAAI,CAAC,gBAAgB,CAAC,QAAQ,EAAE,MAAM,CAAC,CAAC,CAAA;SAClD;IACH,CAAC;IAKM,OAAO,CAAE,MAA0B;QACxC,IAAI,MAAM,CAAC,GAAG;YAAE,OAAM;QACtB,IAAI,CAAC,MAAM,CAAC,OAAO;YAAE,OAAM;QAC3B,MAAM,MAAM,GAAG,IAAI,CAAC,MAAM,CAAA;QAC1B,MAAM,CAAC,EAAE,CAAC,OAAO,EAAE,CAAC,CAAQ,EAAE,EAAE;YAC9B,MAAM,CAAC,GAAG,GAAG,IAAI,CAAA;QACnB,CAAC,CAAC,CAAA;QACF,MAAM,CAAC,EAAE,CAAC,KAAK,EAAE,CAAC,IAAa,EAAE,EAAE;YACjC,MAAM,CAAC,GAAG,GAAG,IAAI,CAAC,QAAQ,EAAE,CAAA;QAC9B,CAAC,CAAC,CAAA;QAEF,MAAM,CAAC,SAAS,CAAC,MAAM,CAAC,OAAO,CAAC,CAAA;IAClC,CAAC;IAEM,gBAAgB,CAAE,QAAgB,EAAE,MAAc;QACvD,MAAM,OAAO,GAAG,IAAI,CAAC,MAAM,CAAC,OAAO,CAAA;QACnC,MAAM,OAAO,GAAmB,OAAO,CAAC,aAAa,CAAC,MAAM,EAAE,IAAI,CAAmB,CAAA;QACrF,OAAO,CAAC,cAAc,GAAG,OAAO,CAAC,MAAM,CAAC,eAAO,CAAC,aAAa,EAAE,QAAQ,CAAoB,CAAA;QAC3F,OAAO,CAAC,cAAc,CAAC,WAAW,GAAG,IAAI,CAAA;QACzC,OAAO,CAAC,QAAQ,GAAG,MAAM,CAAA;QACzB,OAAO,IAAI,wCAAiB,CAC1B,eAAO,CAAC,aAAa,EACrB,IAAI,IAAI,EAAE,EACV,MAAM,EACN,OAAO,EACP,IAAI,CAAC,CAAA;IACT,CAAC;CACF;AA/ED,wDA+EC","sourcesContent":["import { IFixMsgStore } from './fix-msg-store'\r\nimport { FixMsgStoreRecord, IFixMsgStoreRecord } from './fix-msg-store-record'\r\nimport { IJsFixConfig } from '../config'\r\nimport { MsgType } from '../types'\r\nimport { AsciiParser, MsgView } from '../buffer'\r\nimport { ISequenceReset, IStandardHeader } from '../types/FIX4.4/repo'\r\n\r\nexport class FixMsgAsciiStoreResend {\r\n parser: AsciiParser\r\n constructor (public readonly store: IFixMsgStore, public readonly config: IJsFixConfig) {\r\n this.parser = new AsciiParser(this.config.definitions, null, this.config.delimiter)\r\n }\r\n\r\n public getResendRequest (startSeq: number, endSeq: number): Promise<IFixMsgStoreRecord[]> {\r\n\r\n // need to cover request from start to end where any missing numbers are\r\n // included as gaps to allow vector of messages to be sent by the session\r\n // on a request\r\n\r\n return new Promise((resolve, reject) => {\r\n this.store.getSeqNumRange(startSeq, endSeq).then(res => {\r\n resolve(this.inflateRange(startSeq, endSeq, res))\r\n }).catch(e => {\r\n reject(e)\r\n })\r\n })\r\n }\r\n\r\n private inflateRange (startSeq: number, endSeq: number, input: IFixMsgStoreRecord[]): IFixMsgStoreRecord[] {\r\n const toResend: IFixMsgStoreRecord[] = []\r\n let expected = startSeq\r\n for (let i = 0; i < input.length; ++i) {\r\n const record = input[i].clone()\r\n const seqNum = record.seqNum\r\n const toGap = seqNum - expected\r\n if (toGap > 0) {\r\n this.gap(expected, seqNum, toResend)\r\n }\r\n expected = seqNum + 1\r\n if (record.encoded) {\r\n this.inflate(record)\r\n }\r\n toResend.push(record)\r\n }\r\n if (endSeq - expected > 0) {\r\n this.gap(expected, endSeq + 1, toResend)\r\n }\r\n return toResend\r\n }\r\n\r\n public gap (beginGap: number, seqNum: number, arr: IFixMsgStoreRecord[]) {\r\n if (beginGap > 0) {\r\n arr.push(this.sequenceResetGap(beginGap, seqNum))\r\n }\r\n }\r\n\r\n // if records were sent as encoded text then inflate back to object\r\n // so can be resent or examined\r\n\r\n public inflate (record: IFixMsgStoreRecord): void {\r\n if (record.obj) return\r\n if (!record.encoded) return\r\n const parser = this.parser\r\n parser.on('error', (e: Error) => {\r\n record.obj = null\r\n })\r\n parser.on('msg', (view: MsgView) => {\r\n record.obj = view.toObject()\r\n })\r\n // inline parse\r\n parser.parseText(record.encoded)\r\n }\r\n\r\n public sequenceResetGap (startGap: number, newSeq: number): IFixMsgStoreRecord {\r\n const factory = this.config.factory\r\n const gapFill: ISequenceReset = factory.sequenceReset(newSeq, true) as ISequenceReset\r\n gapFill.StandardHeader = factory.header(MsgType.SequenceReset, startGap) as IStandardHeader\r\n gapFill.StandardHeader.PossDupFlag = true\r\n gapFill.NewSeqNo = newSeq\r\n return new FixMsgStoreRecord(\r\n MsgType.SequenceReset,\r\n new Date(),\r\n newSeq,\r\n gapFill,\r\n null)\r\n }\r\n}\r\n"]}
|
|
@@ -1,25 +1,28 @@
|
|
|
1
1
|
import { IFixMsgStore } from './fix-msg-store';
|
|
2
2
|
import { IJsFixConfig, IJsFixLogger } from '../config';
|
|
3
3
|
import { IFixMsgStoreRecord } from './fix-msg-store-record';
|
|
4
|
+
import { IFixMsgStoreState } from '.';
|
|
4
5
|
export declare class FixMsgMemoryStore implements IFixMsgStore {
|
|
5
6
|
readonly id: string;
|
|
6
7
|
readonly config: IJsFixConfig;
|
|
7
8
|
protected readonly logger: IJsFixLogger;
|
|
8
9
|
heartbeat: boolean;
|
|
9
10
|
private sortedBySeqNum;
|
|
10
|
-
private sortedByDateTime;
|
|
11
11
|
private excluded;
|
|
12
12
|
length: number;
|
|
13
13
|
private sessionMessages;
|
|
14
14
|
constructor(id: string, config: IJsFixConfig);
|
|
15
15
|
static search(ar: IFixMsgStoreRecord[], target?: number, isDate?: boolean): number;
|
|
16
|
-
|
|
17
|
-
|
|
18
|
-
|
|
19
|
-
|
|
20
|
-
|
|
21
|
-
|
|
16
|
+
getMsgType(msgType: string): Promise<IFixMsgStoreRecord[]>;
|
|
17
|
+
private getIndex;
|
|
18
|
+
private bounded;
|
|
19
|
+
get(from: number): Promise<IFixMsgStoreRecord>;
|
|
20
|
+
getSeqNumRange(from: number, to?: number): Promise<IFixMsgStoreRecord[]>;
|
|
21
|
+
private buildState;
|
|
22
|
+
getState(): Promise<IFixMsgStoreState>;
|
|
23
|
+
clear(): Promise<IFixMsgStoreState>;
|
|
24
|
+
put(record: IFixMsgStoreRecord): Promise<IFixMsgStoreState>;
|
|
22
25
|
setExcMsgType(exclude: string[]): void;
|
|
23
26
|
private excludeRange;
|
|
24
|
-
|
|
27
|
+
exists(seqNum: number): Promise<boolean>;
|
|
25
28
|
}
|
|
@@ -9,13 +9,15 @@ class FixMsgMemoryStore {
|
|
|
9
9
|
this.config = config;
|
|
10
10
|
this.heartbeat = true;
|
|
11
11
|
this.sortedBySeqNum = [];
|
|
12
|
-
this.sortedByDateTime = [];
|
|
13
12
|
this.excluded = new collections_1.Dictionary();
|
|
14
13
|
this.length = 0;
|
|
15
14
|
this.sessionMessages = [
|
|
16
|
-
types_1.MsgType.Logon,
|
|
17
|
-
types_1.MsgType.
|
|
18
|
-
types_1.MsgType.
|
|
15
|
+
types_1.MsgType.Logon,
|
|
16
|
+
types_1.MsgType.Logout,
|
|
17
|
+
types_1.MsgType.ResendRequest,
|
|
18
|
+
types_1.MsgType.Heartbeat,
|
|
19
|
+
types_1.MsgType.TestRequest,
|
|
20
|
+
types_1.MsgType.SequenceReset
|
|
19
21
|
];
|
|
20
22
|
this.logger = config.logFactory.logger(`${this.id}:FixMsgMemoryStore`);
|
|
21
23
|
this.setExcMsgType([]);
|
|
@@ -39,50 +41,106 @@ class FixMsgMemoryStore {
|
|
|
39
41
|
}
|
|
40
42
|
return -m - 1;
|
|
41
43
|
}
|
|
42
|
-
getDateRange(from, to) {
|
|
43
|
-
return [];
|
|
44
|
-
}
|
|
45
44
|
getMsgType(msgType) {
|
|
46
|
-
return
|
|
47
|
-
|
|
48
|
-
|
|
49
|
-
|
|
50
|
-
|
|
51
|
-
|
|
45
|
+
return new Promise((resolve, reject) => {
|
|
46
|
+
const data = this.sortedBySeqNum;
|
|
47
|
+
if (data === null)
|
|
48
|
+
reject(new Error('no store'));
|
|
49
|
+
const required = data.filter(x => x.msgType === msgType);
|
|
50
|
+
resolve(required);
|
|
51
|
+
});
|
|
52
|
+
}
|
|
53
|
+
getIndex(seq) {
|
|
54
|
+
const arr = this.sortedBySeqNum;
|
|
55
|
+
let index = FixMsgMemoryStore.search(arr, seq);
|
|
56
|
+
if (index < 0) {
|
|
57
|
+
index = -(index + 1);
|
|
58
|
+
}
|
|
59
|
+
return index;
|
|
52
60
|
}
|
|
53
|
-
|
|
61
|
+
bounded(fromIdx, toIdx) {
|
|
54
62
|
const arr = this.sortedBySeqNum;
|
|
55
|
-
|
|
56
|
-
|
|
63
|
+
return fromIdx >= 0 && fromIdx <= arr.length && toIdx >= fromIdx && toIdx <= arr.length;
|
|
64
|
+
}
|
|
65
|
+
get(from) {
|
|
66
|
+
return new Promise((resolve, reject) => {
|
|
67
|
+
this.getSeqNumRange(from, from).then(res => {
|
|
68
|
+
if (res.length > 0) {
|
|
69
|
+
const record = res[0].clone();
|
|
70
|
+
resolve(record);
|
|
71
|
+
}
|
|
72
|
+
else {
|
|
73
|
+
reject(new Error(`${from} not in store`));
|
|
74
|
+
}
|
|
75
|
+
}).catch(e => {
|
|
76
|
+
reject(e);
|
|
77
|
+
});
|
|
78
|
+
});
|
|
57
79
|
}
|
|
58
80
|
getSeqNumRange(from, to) {
|
|
59
|
-
|
|
60
|
-
|
|
81
|
+
return new Promise((resolve, reject) => {
|
|
82
|
+
const arr = this.sortedBySeqNum;
|
|
83
|
+
if (from < 0)
|
|
84
|
+
reject(new Error(`illegal from ${from}`));
|
|
85
|
+
if (to < 0)
|
|
86
|
+
reject(new Error(`illegal to ${to}`));
|
|
87
|
+
let fromIdx = this.getIndex(from);
|
|
88
|
+
const toEnd = to === 0 || isNaN(to);
|
|
89
|
+
let toIdx = toEnd ? arr.length - 1 : this.getIndex(to);
|
|
90
|
+
if (this.bounded(fromIdx, toIdx)) {
|
|
91
|
+
resolve(arr.slice(fromIdx, toIdx + 1));
|
|
92
|
+
}
|
|
93
|
+
else {
|
|
94
|
+
reject(new Error(`incorrect bounds from=${from}, fromIdx=${fromIdx}, to=${to}, toIdx=${toIdx}, length=${arr.length}`));
|
|
95
|
+
}
|
|
96
|
+
});
|
|
97
|
+
}
|
|
98
|
+
buildState() {
|
|
61
99
|
const arr = this.sortedBySeqNum;
|
|
62
|
-
|
|
63
|
-
|
|
64
|
-
|
|
65
|
-
|
|
66
|
-
|
|
67
|
-
|
|
100
|
+
return {
|
|
101
|
+
firstSeq: arr.length > 0 ? arr[0].seqNum : 0,
|
|
102
|
+
lastSeq: arr.length > 0 ? arr[arr.length - 1].seqNum : 0,
|
|
103
|
+
id: this.id,
|
|
104
|
+
length: arr.length
|
|
105
|
+
};
|
|
106
|
+
}
|
|
107
|
+
getState() {
|
|
108
|
+
return new Promise((resolve, reject) => {
|
|
109
|
+
try {
|
|
110
|
+
resolve(this.buildState());
|
|
111
|
+
}
|
|
112
|
+
catch (e) {
|
|
113
|
+
reject(e);
|
|
114
|
+
}
|
|
115
|
+
});
|
|
68
116
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clear() {
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|
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|
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|
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|
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|
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|
exports.FixMsgMemoryStore = FixMsgMemoryStore;
|
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@@ -1 +1 @@
|
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1\r\n while (m <= n) {\r\n const k: number = (n + m) >> 1\r\n const check: number = isDate ? ar[k].timestamp.getDate() : ar[k].seqNum\r\n const cmp: number = target - check\r\n if (cmp > 0) {\r\n m = k + 1\r\n } else if (cmp < 0) {\r\n n = k - 1\r\n } else {\r\n return k\r\n }\r\n }\r\n return -m - 1\r\n }\r\n\r\n public getDateRange (from: Date, to: Date): IFixMsgStoreRecord[] {\r\n return []\r\n }\r\n\r\n public getMsgType (msgType: string): IFixMsgStoreRecord[] {\r\n return this.sortedBySeqNum.reduce((agg: IFixMsgStoreRecord[], last) => {\r\n if (last.msgType === msgType) {\r\n agg.push(last)\r\n }\r\n return agg\r\n }, [])\r\n }\r\n\r\n public getSeqNum (seqNum: number): IFixMsgStoreRecord {\r\n const arr = this.sortedBySeqNum\r\n const idx = FixMsgMemoryStore.search(arr, seqNum)\r\n return idx >= 0 ? arr[idx] : null\r\n }\r\n\r\n public getSeqNumRange (from: number, to?: number): IFixMsgStoreRecord[] {\r\n if (from < 0 || to < 0) return []\r\n const arr = this.sortedBySeqNum\r\n let fromIdx = FixMsgMemoryStore.search(arr, from)\r\n if (fromIdx < 0) {\r\n fromIdx = -(fromIdx + 1)\r\n }\r\n let toIdx: number = to === 0 || isNaN(to) ? arr.length - 1 : Math.abs(FixMsgMemoryStore.search(arr, to))\r\n return fromIdx >= 0 && fromIdx < arr.length && toIdx >= 0 && toIdx < arr.length ? arr.slice(fromIdx, toIdx + 1) : []\r\n }\r\n\r\n private addDate (record: IFixMsgStoreRecord) {\r\n const arr = this.sortedByDateTime\r\n const idx = Math.abs(FixMsgMemoryStore.search(arr, record.timestamp.getDate(), true))\r\n arr.splice(idx, 0, record)\r\n }\r\n\r\n public put (record: IFixMsgStoreRecord): boolean {\r\n if (this.excluded.containsKey(record.msgType)) return false\r\n const arr = this.sortedBySeqNum\r\n const idx = FixMsgMemoryStore.search(arr, record.seqNum)\r\n if (idx >= 0) { // seen this before\r\n return false\r\n }\r\n arr.splice(-idx, 0, record)\r\n this.addDate(record)\r\n this.length = arr.length\r\n return true\r\n }\r\n\r\n public setExcMsgType (exclude: string[]): void {\r\n this.excluded.clear()\r\n this.excludeRange(this.sessionMessages)\r\n this.excludeRange(exclude)\r\n }\r\n\r\n private excludeRange (exclude: string[]): void {\r\n exclude.forEach(s => {\r\n this.excluded.add(s, true)\r\n })\r\n }\r\n\r\n exits (seqNum: number): boolean {\r\n const arr = this.sortedBySeqNum\r\n return FixMsgMemoryStore.search(arr, seqNum) >= 0\r\n }\r\n}\r\n"]}
|
|
1
|
+
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e,CAAC,CAAA;QACvC,IAAI,CAAC,YAAY,CAAC,OAAO,CAAC,CAAA;IAC5B,CAAC;IAEO,YAAY,CAAE,OAAiB;QACrC,OAAO,CAAC,OAAO,CAAC,CAAC,CAAC,EAAE;YAClB,IAAI,CAAC,QAAQ,CAAC,GAAG,CAAC,CAAC,EAAE,IAAI,CAAC,CAAA;QAC5B,CAAC,CAAC,CAAA;IACJ,CAAC;IAED,MAAM,CAAE,MAAc;QACpB,OAAO,IAAI,OAAO,CAAC,CAAC,OAAO,EAAE,MAAM,EAAE,EAAE;YACrC,IAAI;gBACF,MAAM,GAAG,GAAG,IAAI,CAAC,cAAc,CAAA;gBAC/B,IAAI,KAAK,GAAG,iBAAiB,CAAC,MAAM,CAAC,GAAG,EAAE,MAAM,CAAC,CAAA;gBACjD,OAAO,CAAC,KAAK,IAAI,CAAC,CAAC,CAAA;aACpB;YAAC,OAAO,CAAC,EAAE;gBACV,MAAM,CAAC,CAAC,CAAC,CAAA;aACV;QACH,CAAC,CAAC,CAAA;IACJ,CAAC;CACF;AAnKD,8CAmKC","sourcesContent":["import { IFixMsgStore } from './fix-msg-store'\r\nimport { IJsFixConfig, IJsFixLogger } from '../config'\r\nimport { IFixMsgStoreRecord } from './fix-msg-store-record'\r\nimport { Dictionary } from '../collections'\r\nimport { MsgType } from '../types'\r\nimport { IFixMsgStoreState } from '.'\r\n\r\nexport class FixMsgMemoryStore implements IFixMsgStore {\r\n protected readonly logger: IJsFixLogger\r\n public heartbeat: boolean = true\r\n private sortedBySeqNum: IFixMsgStoreRecord[] = []\r\n private excluded: Dictionary<boolean> = new Dictionary<boolean>()\r\n public length: number = 0\r\n private sessionMessages: string[] = [\r\n MsgType.Logon,\r\n MsgType.Logout,\r\n MsgType.ResendRequest,\r\n MsgType.Heartbeat,\r\n MsgType.TestRequest,\r\n MsgType.SequenceReset\r\n ]\r\n\r\n public constructor (public readonly id: string, public readonly config: IJsFixConfig) {\r\n this.logger = config.logFactory.logger(`${this.id}:FixMsgMemoryStore`)\r\n this.setExcMsgType([])\r\n }\r\n\r\n public static search (ar: IFixMsgStoreRecord[], target?: number, isDate?: boolean): number {\r\n let m: number = 0\r\n let n: number = ar.length - 1\r\n while (m <= n) {\r\n const k: number = (n + m) >> 1\r\n const check: number = isDate ? ar[k].timestamp.getDate() : ar[k].seqNum\r\n const cmp: number = target - check\r\n if (cmp > 0) {\r\n m = k + 1\r\n } else if (cmp < 0) {\r\n n = k - 1\r\n } else {\r\n return k\r\n }\r\n }\r\n return -m - 1\r\n }\r\n\r\n public getMsgType (msgType: string): Promise<IFixMsgStoreRecord[]> {\r\n return new Promise((resolve, reject: any) => {\r\n const data = this.sortedBySeqNum\r\n if (data === null) reject(new Error('no store'))\r\n const required = data.filter(x => x.msgType === msgType)\r\n resolve(required)\r\n })\r\n }\r\n\r\n private getIndex (seq: number): number {\r\n const arr = this.sortedBySeqNum\r\n let index = FixMsgMemoryStore.search(arr, seq)\r\n if (index < 0) {\r\n index = -(index + 1)\r\n }\r\n return index\r\n }\r\n\r\n private bounded (fromIdx: number, toIdx: number) {\r\n const arr = this.sortedBySeqNum\r\n return fromIdx >= 0 && fromIdx <= arr.length && toIdx >= fromIdx && toIdx <= arr.length\r\n }\r\n\r\n public get (from: number): Promise<IFixMsgStoreRecord> {\r\n return new Promise((resolve, reject) => {\r\n this.getSeqNumRange(from, from).then(res => {\r\n if (res.length > 0) {\r\n const record = res[0].clone()\r\n resolve(record)\r\n } else {\r\n reject(new Error(`${from} not in store`))\r\n }\r\n }).catch(e => {\r\n reject(e)\r\n })\r\n })\r\n }\r\n\r\n public getSeqNumRange (from: number, to?: number): Promise<IFixMsgStoreRecord[]> {\r\n return new Promise((resolve, reject) => {\r\n const arr = this.sortedBySeqNum\r\n if (from < 0) reject(new Error(`illegal from ${from}`))\r\n if (to < 0) reject(new Error(`illegal to ${to}`))\r\n let fromIdx = this.getIndex(from)\r\n const toEnd = to === 0 || isNaN(to)\r\n let toIdx = toEnd ? arr.length - 1 : this.getIndex(to)\r\n if (this.bounded(fromIdx, toIdx)) {\r\n resolve(arr.slice(fromIdx, toIdx + 1))\r\n } else {\r\n reject(new Error(`incorrect bounds from=${from}, fromIdx=${fromIdx}, to=${to}, toIdx=${toIdx}, length=${arr.length}`))\r\n }\r\n })\r\n }\r\n\r\n private buildState (): IFixMsgStoreState {\r\n const arr = this.sortedBySeqNum\r\n return {\r\n firstSeq: arr.length > 0 ? arr[0].seqNum : 0,\r\n lastSeq: arr.length > 0 ? arr[arr.length - 1].seqNum : 0,\r\n id: this.id,\r\n length: arr.length\r\n } as IFixMsgStoreState\r\n }\r\n\r\n public getState (): Promise<IFixMsgStoreState> {\r\n return new Promise((resolve, reject) => {\r\n try {\r\n resolve(this.buildState())\r\n } catch (e) {\r\n reject(e)\r\n }\r\n })\r\n }\r\n\r\n public clear (): Promise<IFixMsgStoreState> {\r\n this.sortedBySeqNum = []\r\n return new Promise((resolve, reject) => {\r\n try {\r\n resolve(this.buildState())\r\n } catch (e) {\r\n reject(e)\r\n }\r\n })\r\n }\r\n\r\n public put (record: IFixMsgStoreRecord): Promise<IFixMsgStoreState> {\r\n return new Promise((resolve, reject) => {\r\n if (this.excluded.containsKey(record.msgType)) {\r\n resolve(this.buildState())\r\n } else {\r\n const arr = this.sortedBySeqNum\r\n const idx = FixMsgMemoryStore.search(arr, record.seqNum)\r\n if (idx >= 0) { // seen this before\r\n reject(new Error(`this seqNum ${record.seqNum} already in store`))\r\n }\r\n arr.splice(-idx, 0, record)\r\n this.length = arr.length\r\n resolve(this.buildState())\r\n }\r\n })\r\n }\r\n\r\n public setExcMsgType (exclude: string[]): void {\r\n this.excluded.clear()\r\n this.excludeRange(this.sessionMessages)\r\n this.excludeRange(exclude)\r\n }\r\n\r\n private excludeRange (exclude: string[]): void {\r\n exclude.forEach(s => {\r\n this.excluded.add(s, true)\r\n })\r\n }\r\n\r\n exists (seqNum: number): Promise<boolean> {\r\n return new Promise((resolve, reject) => {\r\n try {\r\n const arr = this.sortedBySeqNum\r\n let index = FixMsgMemoryStore.search(arr, seqNum)\r\n resolve(index >= 0)\r\n } catch (e) {\r\n reject(e)\r\n }\r\n })\r\n }\r\n}\r\n"]}
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@@ -3,12 +3,16 @@ export interface IFixMsgStoreRecord {
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readonly timestamp: Date;
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readonly seqNum: number;
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obj?: ILooseObject;
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readonly encoded?: string;
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clone(): IFixMsgStoreRecord;
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export declare class FixMsgStoreRecord implements IFixMsgStoreRecord {
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constructor(msgType: string, timestamp: Date, seqNum: number, obj?: ILooseObject, encoded?: string);
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.FixMsgStoreRecord = void 0;
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class FixMsgStoreRecord {
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constructor(msgType, timestamp, seqNum, obj) {
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constructor(msgType, timestamp, seqNum, obj, encoded) {
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this.msgType = msgType;
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this.timestamp = timestamp;
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this.seqNum = seqNum;
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this.obj = obj;
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this.encoded = encoded;
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}
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clone() {
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return new FixMsgStoreRecord(this.msgType, this.timestamp, this.seqNum, this.obj, this.encoded);
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}
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exports.FixMsgStoreRecord = FixMsgStoreRecord;
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{"version":3,"file":"fix-msg-store-record.js","sourceRoot":"","sources":["../../src/store/fix-msg-store-record.ts"],"names":[],"mappings":";;;
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{"version":3,"file":"fix-msg-store-record.js","sourceRoot":"","sources":["../../src/store/fix-msg-store-record.ts"],"names":[],"mappings":";;;AAWA,MAAa,iBAAiB;IAC5B,YAA6B,OAAe,EACf,SAAe,EACf,MAAc,EACvB,GAAkB,EACT,OAAgB;QAJhB,YAAO,GAAP,OAAO,CAAQ;QACf,cAAS,GAAT,SAAS,CAAM;QACf,WAAM,GAAN,MAAM,CAAQ;QACvB,QAAG,GAAH,GAAG,CAAe;QACT,YAAO,GAAP,OAAO,CAAS;IAC7C,CAAC;IAED,KAAK;QACH,OAAO,IAAI,iBAAiB,CAAC,IAAI,CAAC,OAAO,EAAE,IAAI,CAAC,SAAS,EAAE,IAAI,CAAC,MAAM,EAAE,IAAI,CAAC,GAAG,EAAE,IAAI,CAAC,OAAO,CAAC,CAAA;IACjG,CAAC;CACF;AAXD,8CAWC","sourcesContent":["import { ILooseObject } from '../collections/collection'\r\n\r\nexport interface IFixMsgStoreRecord {\r\n readonly msgType: string\r\n readonly timestamp: Date\r\n readonly seqNum: number\r\n obj?: ILooseObject\r\n readonly encoded?: string\r\n clone (): IFixMsgStoreRecord\r\n}\r\n\r\nexport class FixMsgStoreRecord implements IFixMsgStoreRecord {\r\n constructor (public readonly msgType: string,\r\n public readonly timestamp: Date,\r\n public readonly seqNum: number,\r\n public obj?: ILooseObject,\r\n public readonly encoded?: string) {\r\n }\r\n\r\n clone (): IFixMsgStoreRecord {\r\n return new FixMsgStoreRecord(this.msgType, this.timestamp, this.seqNum, this.obj, this.encoded)\r\n }\r\n}\r\n"]}
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import { IFixMsgStoreRecord } from './fix-msg-store-record';
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export interface
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readonly id: string;
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export interface IFixMsgStoreState {
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readonly firstSeq: number;
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readonly lastSeq: number;
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readonly id: string;
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}
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export interface IFixMsgStore {
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clear(): Promise<IFixMsgStoreState>;
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getState(): Promise<IFixMsgStoreState>;
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put(record: IFixMsgStoreRecord): Promise<IFixMsgStoreState>;
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get(seq: number): Promise<IFixMsgStoreRecord>;
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exists(seq: number): Promise<boolean>;
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getSeqNumRange(from: number, to?: number): Promise<IFixMsgStoreRecord[]>;
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getMsgType(msgType: string): Promise<IFixMsgStoreRecord[]>;
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}
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{"version":3,"file":"fix-msg-store.js","sourceRoot":"","sources":["../../src/store/fix-msg-store.ts"],"names":[],"mappings":"","sourcesContent":["/*\r\n a message store that represents a single entity which can be queried for recovery\r\n */\r\n\r\nimport { IFixMsgStoreRecord } from './fix-msg-store-record'\r\n\r\nexport interface
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1
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+
{"version":3,"file":"fix-msg-store.js","sourceRoot":"","sources":["../../src/store/fix-msg-store.ts"],"names":[],"mappings":"","sourcesContent":["/*\r\n a message store that represents a single entity which can be queried for recovery\r\n */\r\n\r\nimport { IFixMsgStoreRecord } from './fix-msg-store-record'\r\n\r\nexport interface IFixMsgStoreState {\r\n readonly length: number,\r\n readonly firstSeq: number,\r\n readonly lastSeq: number\r\n readonly id: string\r\n}\r\n\r\nexport interface IFixMsgStore {\r\n clear (): Promise<IFixMsgStoreState>\r\n getState (): Promise<IFixMsgStoreState>\r\n put (record: IFixMsgStoreRecord): Promise<IFixMsgStoreState>\r\n get (seq: number): Promise<IFixMsgStoreRecord>\r\n exists (seq: number): Promise<boolean>\r\n // if to = 0, then to the end of sequence\r\n getSeqNumRange (from: number, to?: number): Promise<IFixMsgStoreRecord[]>\r\n getMsgType (msgType: string): Promise<IFixMsgStoreRecord[]>\r\n}\r\n"]}
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@@ -36,13 +36,14 @@ beforeAll(() => __awaiter(void 0, void 0, void 0, function* () {
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36
36
|
test('expect a definition ', () => {
|
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37
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|
expect(nos).toBeTruthy();
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38
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|
});
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-
function toFix(o, set) {
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+
function toFix(o, set, enc) {
|
|
40
|
+
const theEncode = enc ? enc : encoder;
|
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|
session.buffer.reset();
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41
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|
if (set) {
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-
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+
theEncode.encode(o, set.name);
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}
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else {
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-
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+
theEncode.encode(o, nos.name);
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}
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return session.buffer.toString();
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}
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@@ -293,6 +294,22 @@ test('encode repeated group of simple repository Parties', () => {
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293
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const fix = toFix(e, er);
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expect(fix).toEqual('453=2|448=magna.|447=9|452=28|448=iaculis|447=F|452=2|');
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});
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297
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+
test('use a carat as log delimiter', () => {
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298
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+
expect(er).toBeTruthy();
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299
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const caratEncoder = new buffer_1.AsciiEncoder(session.buffer, definitions, new buffer_1.TimeFormatter(session.buffer), buffer_1.AsciiChars.Soh, buffer_1.AsciiChars.Carat);
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300
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+
const e = getParties();
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301
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const fix = toFix(e, er, caratEncoder);
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expect(fix).toEqual('453=2^448=magna.^447=9^452=28^448=iaculis^447=F^452=2^');
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+
});
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304
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+
test('use a carat as log delimiter with Soh in buffer to show encoding still works', () => {
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+
expect(er).toBeTruthy();
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+
const caratEncoder = new buffer_1.AsciiEncoder(session.buffer, definitions, new buffer_1.TimeFormatter(session.buffer), buffer_1.AsciiChars.Soh, buffer_1.AsciiChars.Carat);
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307
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+
const e = getParties();
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const fix = toFix(e, er, caratEncoder);
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|
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+
expect(fix).toEqual('453=2^448=magna.^447=9^452=28^448=iaculis^447=F^452=2^');
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+
const trimmed = caratEncoder.trim().toString();
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|
+
expect(trimmed).toEqual('453=2448=magna.447=9452=28448=iaculis447=F452=2');
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+
});
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test('encode repeated group with no delimiter - should throw', () => {
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expect(er).toBeTruthy();
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const e = getPartiesNoDelimiter();
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