jspurefix 1.2.0 → 2.0.0

package/dist/test/ascii/view-decode.test.js.map

@@ -0,0 +1 @@
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'reflect-metadata'\r\n\r\nimport * as path from 'path'\r\nimport { Structure, MsgView } from '../../buffer'\r\nimport { ILooseObject } from '../../collections/collection'\r\nimport { FixDefinitions, MessageDefinition } from '../../dictionary/definition'\r\nimport { IInstrumentLeg, IMarketDataRequest, MDEntryType, SubscriptionRequestType } from '../../types/FIX4.4/quickfix'\r\nimport { AsciiMsgTransmitter } from '../../transport/ascii/ascii-msg-transmitter'\r\nimport { Setup } from '../env/setup'\r\nimport { ParsingResult } from '../env/parsing-result'\r\n\r\nconst root: string = path.join(__dirname, '../../../data')\r\n\r\nlet definitions: FixDefinitions\r\nlet session: AsciiMsgTransmitter\r\nlet views: MsgView[]\r\nlet structure: Structure\r\nlet view: MsgView\r\nlet setup: Setup = null\r\n\r\nbeforeAll(async () => {\r\n  setup = new Setup('session/qf-fix44.json',null)\r\n  await setup.init()\r\n  definitions = setup.definitions\r\n  session = setup.client.transmitter as AsciiMsgTransmitter\r\n  views = await setup.client.replayer.replayFixFile(path.join(root, 'examples/FIX.4.4/quickfix/md-data-snapshot/fix.txt'))\r\n  if (views && views.length > 0) {\r\n    view = views[0]\r\n    structure = view.structure\r\n  }\r\n}, 45000)\r\n\r\ntest('expect a structure from fix msg', () => {\r\n  expect(structure).toBeTruthy()\r\n})\r\n\r\ntest('get NoMDEntries directly - expect an array', () => {\r\n  const noMDEntriesView: MsgView = view.getView('NoMDEntries')\r\n  expect(noMDEntriesView).toBeTruthy()\r\n  const noMDEntries: ILooseObject[] = noMDEntriesView.toObject()\r\n  expect(Array.isArray(noMDEntries)).toEqual(true)\r\n  expect(noMDEntries.length).toEqual(2)\r\n})\r\n\r\ntest('get NoMDEntries via MDFullGrp - array within a component', () => {\r\n  const mdFullGrp: MsgView = view.getView('MDFullGrp')\r\n  expect(mdFullGrp).toBeTruthy()\r\n  const mdFullGrpAsObject: ILooseObject = mdFullGrp.toObject()\r\n  const noMDEntries: ILooseObject[] = mdFullGrpAsObject.NoMDEntries\r\n  expect(Array.isArray(noMDEntries)).toEqual(true)\r\n  expect(noMDEntries.length).toEqual(2)\r\n})\r\n\r\nfunction getMdEntriesObjects (): ILooseObject[] {\r\n  const noMDEntriesView: MsgView = view.getView('NoMDEntries')\r\n  expect(noMDEntriesView).toBeTruthy()\r\n  const noMDEntries: ILooseObject[] = noMDEntriesView.toObject()\r\n  expect(Array.isArray(noMDEntries)).toEqual(true)\r\n  expect(noMDEntries.length).toEqual(2)\r\n  return noMDEntries\r\n}\r\n\r\n//  <field number='272' name='MDEntryDate' type='UTCDATEONLY' />\r\n\r\ntest('get UTCDATEONLY from NoMDEntries instance 1', () => {\r\n  const noMdEntriesAsObjects: ILooseObject[] = getMdEntriesObjects()\r\n  const noMDEntriesView: MsgView = view.getView('NoMDEntries')\r\n  const mmEntryView: MsgView = noMDEntriesView.getGroupInstance(1)\r\n\r\n  const instance: ILooseObject = noMdEntriesAsObjects[1]\r\n  const mmEntryDateAsString: string = mmEntryView.getString('MDEntryDate')\r\n  expect(mmEntryDateAsString).toEqual('20210129')\r\n  expect(mmEntryView.getString(272)).toEqual('20210129')\r\n  const asUtc: Date = new Date(Date.UTC(2021, 0, 29))\r\n  expect(instance.MDEntryDate).toEqual(asUtc)\r\n})\r\n\r\n// <field number='273' name='MDEntryTime' type='UTCTIMEONLY' />\r\n\r\ntest('get UTCTIMEONLY from NoMDEntries instance 0', () => {\r\n  const noMdEntriesAsObjects: ILooseObject[] = getMdEntriesObjects()\r\n  const noMDEntriesView: MsgView = view.getView('NoMDEntries')\r\n  const mmEntryView: MsgView = noMDEntriesView.getGroupInstance(0)\r\n\r\n  const instance: ILooseObject = noMdEntriesAsObjects[0]\r\n  const mmEntryTimeAsString: string = mmEntryView.getString('MDEntryTime')\r\n  expect(mmEntryTimeAsString).toEqual('19:45:19.852')\r\n  expect(mmEntryView.getString(273)).toEqual('19:45:19.852')\r\n  const asUtc: Date = new Date(Date.UTC(0, 0, 0, 19, 45, 19, 852))\r\n  expect(instance.MDEntryTime).toEqual(asUtc)\r\n})\r\n\r\n//   <field number='126' name='ExpireTime' type='UTCTIMESTAMP' />\r\n\r\ntest('get UTCTIMESTAMP from NoMDEntries instance 1', () => {\r\n  const noMdEntriesAsObjects: ILooseObject[] = getMdEntriesObjects()\r\n  const noMDEntriesView: MsgView = view.getView('NoMDEntries')\r\n  const mmEntryView: MsgView = noMDEntriesView.getGroupInstance(1)\r\n\r\n  const instance: ILooseObject = noMdEntriesAsObjects[1]\r\n  const mmEntryExpireTimeAsString: string = mmEntryView.getString('ExpireTime')\r\n  expect(mmEntryExpireTimeAsString).toEqual('20210129-19:45:19.000')\r\n  expect(mmEntryView.getString(126)).toEqual('20210129-19:45:19.000')\r\n  const asUtc: Date = new Date(Date.UTC(2021, 0, 29, 19, 45, 19, 0))\r\n  const d: Date = instance.ExpireTime\r\n  expect(d).toEqual(asUtc)\r\n})\r\n\r\n//   <field number='110' name='MinQty' type='QTY' />\r\n\r\ntest('get MinQty from NoMDEntries instance 1', () => {\r\n  const noMdEntriesAsObjects: ILooseObject[] = getMdEntriesObjects()\r\n  const noMDEntriesView: MsgView = view.getView('NoMDEntries')\r\n  const mmEntryView: MsgView = noMDEntriesView.getGroupInstance(1)\r\n\r\n  const instance: ILooseObject = noMdEntriesAsObjects[1]\r\n  const mmEntryMinQtyAsString: string = mmEntryView.getString('MinQty')\r\n  expect(mmEntryMinQtyAsString).toEqual('9.6478')\r\n  expect(mmEntryView.getString(110)).toEqual('9.6478')\r\n  expect(instance.MinQty).toEqual(9.6478)\r\n})\r\n\r\ntest('get selection tags one call - tag ids', () => {\r\n  const [a, b, c, d] = view.getTypedTags([8, 9, 35, 49])\r\n  expect(a).toEqual('FIX4.4')\r\n  expect(b).toEqual(3957)\r\n  expect(c).toEqual('W')\r\n  expect(d).toEqual('init-comp')\r\n})\r\n\r\n/*\r\n[0] 8 (BeginString) = FIX4.4, [1] 9 (BodyLength) = 0002955\r\n[2] 35 (MsgType) = W[MARKET_DATA_SNAPSHOT_FULL_REFRESH], [3] 49 (SenderCompID) = sender-10\r\n[4] 56 (TargetCompID) = target-20, [5] 34 (MsgSeqNum) = 1\r\n[6] 57 (TargetSubID) = sub-a, [7] 52 (SendingTime) = 20180608-21:10:59.047\r\n[8] 262 (MDReqID) = ipsum, [9] 55 (Symbol) = sit\r\n */\r\n\r\ntest('get selection tags one call - tag names', () => {\r\n  const [a, b, c, d, e, f] = view.getTypedTags([\r\n    'BeginString',\r\n    'BodyLength',\r\n    'MsgType',\r\n    'MsgSeqNum',\r\n    'MDReqID',\r\n    'Symbol'])\r\n  expect(a).toEqual('FIX4.4')\r\n  expect(b).toEqual(3957)\r\n  expect(c).toEqual('W')\r\n  expect(d).toEqual(1)\r\n  expect(e).toEqual('Lorem')\r\n  expect(f).toEqual('ipsum')\r\n})\r\n\r\ntest('nested view fetch' , () => {\r\n  const legGrpView = view.getView('InstrmtLegGrp.NoLegs')\r\n  expect(legGrpView).toBeTruthy()\r\n  const legGrp: IInstrumentLeg[] = legGrpView.toObject()\r\n  expect(legGrp).toBeTruthy()\r\n  expect(Array.isArray(legGrp))\r\n  expect(legGrp.length).toEqual(3)\r\n})\r\n\r\nfunction toFixMessage (o: ILooseObject, msg: MessageDefinition): string {\r\n  session.encodeMessage(msg.msgType, o)\r\n  return session.buffer.toString()\r\n}\r\n\r\nfunction BidOfferRequest (symbol: string): IMarketDataRequest {\r\n  return {\r\n    MDReqID: '1',\r\n    SubscriptionRequestType: SubscriptionRequestType.SnapshotPlusUpdates,\r\n    MarketDepth: 0,\r\n    MDReqGrp: {\r\n      NoMDEntryTypes: [\r\n        {\r\n          MDEntryType: MDEntryType.Bid\r\n        },\r\n        {\r\n          MDEntryType: MDEntryType.Offer\r\n        }\r\n      ]\r\n    },\r\n    InstrmtMDReqGrp: {\r\n      NoRelatedSym: [\r\n        {\r\n          Instrument: {\r\n            Symbol: symbol\r\n          }\r\n        }\r\n      ]\r\n    }\r\n  } as IMarketDataRequest\r\n}\r\n\r\ntest('market data request', async () => {\r\n  const mdr = BidOfferRequest('EUR/USD')\r\n  const def = definitions.message.get('MarketDataRequest')\r\n  const fix = toFixMessage(mdr, def)\r\n  expect(fix).toBeTruthy()\r\n  const res: ParsingResult = await setup.client.parseText(fix)\r\n  expect(res.event).toEqual('msg')\r\n  expect(res.msgType).toEqual(def.msgType)\r\n  const gv = res.view.getView('MDReqGrp')\r\n  expect(gv).toBeTruthy()\r\n  const s = gv.toString()\r\n  const newLine = require('os').EOL\r\n  expect(s).toEqual(`[0] 267 (NoMDEntryTypes) = 2, [1] 269 (MDEntryType) = 0[Bid]${newLine}[2] 269 (MDEntryType) = 1[Offer]`)\r\n  const iv = res.view.getView('InstrmtMDReqGrp.NoRelatedSym')\r\n  expect(iv).toBeTruthy()\r\n  const s2 = iv.toString()\r\n  expect(s2).toEqual(`[0] 146 (NoRelatedSym) = 1, [1] 55 (Symbol) = EUR/USD${newLine}`)\r\n})\r\n"]}

package/dist/test/ascii-encoder.test.d.ts

@@ -0,0 +1 @@
+import 'reflect-metadata';

package/dist/test/{ascii-encode.test.js → ascii-encoder.test.js}

@@ -9,12 +9,12 @@ var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, ge
     });
 };
 Object.defineProperty(exports, "__esModule", { value: true });
-const path = require("path");
+require("reflect-metadata");
 const buffer_1 = require("../buffer");
-const transport_1 = require("../transport");
-const config_1 = require("../config");
-const util_1 = require("../util");
-const root = path.join(__dirname, '../../data');
+const ascii_1 = require("../buffer/ascii");
+const quickfix_1 = require("../types/FIX4.4/quickfix");
+const __1 = require("..");
+const setup_1 = require("./env/setup");
 let definitions;
 let session;
 let encoder;
@@ -24,12 +24,17 @@ const localDate = new Date(2018, 6, 25);
 const utcTimeStamp = new Date(Date.UTC(2018, 5, 10, 16, 35, 0, 246));
 const utcDate = new Date(Date.UTC(2018, 5, 10, 0, 0, 0, 0));
 const utcTime = new Date(Date.UTC(2018, 0, 1, 16, 35, 0, 246));
+let setup;
+let buffer;
 beforeAll(() => __awaiter(void 0, void 0, void 0, function* () {
-    const sessionDescription = require(path.join(root, 'session/qf-fix44.json'));
-    definitions = yield util_1.getDefinitions(sessionDescription.application.dictionary);
-    const config = new config_1.JsFixConfig(new transport_1.SessionMsgFactory(sessionDescription), definitions, sessionDescription, buffer_1.AsciiChars.Pipe);
-    session = new transport_1.AsciiMsgTransmitter(config);
-    encoder = new buffer_1.AsciiEncoder(session.buffer, definitions, new buffer_1.TimeFormatter(session.buffer), buffer_1.AsciiChars.Pipe);
+    setup = new setup_1.Setup('session/qf-fix44.json', null);
+    yield setup.init();
+    definitions = setup.definitions;
+    const config = setup.clientConfig;
+    definitions = config.definitions;
+    session = setup.client.transmitter;
+    buffer = setup.client.txBuffer;
+    encoder = session.encoder;
     nos = definitions.message.get('NewOrderSingle');
     er = definitions.message.get('ExecutionReport');
 }), 45000);
@@ -51,36 +56,13 @@ function toFixMessage(o, msg) {
     session.encodeMessage(msg.msgType, o);
     return session.buffer.toString();
 }
-class ParsingResult {
-    constructor(event, msgType, view, contents, parser) {
-        this.event = event;
-        this.msgType = msgType;
-        this.view = view;
-        this.contents = contents;
-        this.parser = parser;
-    }
-}
-function toParse(text, chunks = false) {
-    return new Promise((resolve, reject) => {
-        const parser = new buffer_1.AsciiParser(definitions, new transport_1.StringDuplex(text, chunks).readable, buffer_1.AsciiChars.Pipe);
-        parser.on('error', (e) => {
-            reject(e);
-        });
-        parser.on('msg', (msgType, view) => {
-            resolve(new ParsingResult('msg', msgType, view.clone(), parser.state.elasticBuffer.toString(), parser));
-        });
-        parser.on('done', () => {
-            resolve(new ParsingResult('done', null, null, parser.state.elasticBuffer.toString(), parser));
-        });
-    });
-}
 test('encode heartbeat', () => __awaiter(void 0, void 0, void 0, function* () {
     const factory = session.config.factory;
     const hb = factory.heartbeat('test01');
     const hbd = definitions.message.get('Heartbeat');
     const fix = toFixMessage(hb, hbd);
     expect(fix).toBeTruthy();
-    const res = yield toParse(fix);
+    const res = yield setup.client.parseText(fix);
     expect(res.event).toEqual('msg');
     expect(res.msgType).toEqual('0');
     const len = res.view.getTyped(buffer_1.Tags.BodyLengthTag);
@@ -111,13 +93,13 @@ test('encode string ClOrdID ', () => {
     const fix = toFix(no);
     expect(fix).toEqual('11=Order-a|');
 });
-test('encode empty string', () => {
+test('should not encode empty string', () => {
     const no = {};
     no.ClOrdID = '';
     const fix = toFix(no);
-    expect(fix).toEqual('11=|');
+    expect(fix).toEqual('');
 });
-test('encode null string', () => {
+test('should not encode null string', () => {
     const no = {};
     no.ClOrdID = null;
     const fix = toFix(no);
@@ -205,6 +187,32 @@ test('encode UTCTIMEONLY MDEntryTime', () => {
     const fix = toFix(grp, mdGrp);
     expect(fix).toEqual('268=1|269=0|273=16:35:00.246|');
 });
+function getTCR1() {
+    const d0 = new Date(Date.UTC(2018, 11, 1, 0, 0, 0));
+    const d1 = new Date(Date.UTC(2018, 11, 2, 0, 0, 0));
+    const tcr = {
+        TradeRequestID: 'all-trades',
+        TradeRequestType: quickfix_1.TradeRequestType.AllTrades,
+        SubscriptionRequestType: quickfix_1.SubscriptionRequestType.SnapshotPlusUpdates,
+        TrdCapDtGrp: {
+            NoDates: [
+                {
+                    TransactTime: d0
+                },
+                {
+                    TransactTime: d1
+                }
+            ]
+        }
+    };
+    return tcr;
+}
+test('encode TradeCaptureReportRequest with TransactTime', () => {
+    const tcr = getTCR1();
+    const d = definitions.message.get('TradeCaptureReportRequest');
+    const fix = toFix(tcr, d);
+    expect(fix).toEqual('568=all-trades|569=0|263=1|580=2|60=20181201-00:00:00.000|60=20181202-00:00:00.000|');
+});
 test('encode BOOLEAN (true) ReportToExch', () => {
     expect(er).toBeTruthy();
     const e = {};
@@ -276,7 +284,7 @@ function getParties() {
         }
     };
 }
-function getPartiesNoDelimiter() {
+function getPartiesNoPartyID() {
     return {
         'Parties': {
             'NoPartyIDs': [
@@ -296,27 +304,25 @@ test('encode repeated group of simple repository Parties', () => {
 });
 test('use a carat as log delimiter', () => {
     expect(er).toBeTruthy();
-    const caratEncoder = new buffer_1.AsciiEncoder(session.buffer, definitions, new buffer_1.TimeFormatter(session.buffer), buffer_1.AsciiChars.Soh, buffer_1.AsciiChars.Carat);
+    const caratEncoder = new ascii_1.AsciiEncoder(session.buffer, definitions, new ascii_1.TimeFormatter(session.buffer), ascii_1.AsciiChars.Soh, ascii_1.AsciiChars.Carat);
     const e = getParties();
     const fix = toFix(e, er, caratEncoder);
     expect(fix).toEqual('453=2^448=magna.^447=9^452=28^448=iaculis^447=F^452=2^');
 });
 test('use a carat as log delimiter with Soh in buffer to show encoding still works', () => {
     expect(er).toBeTruthy();
-    const caratEncoder = new buffer_1.AsciiEncoder(session.buffer, definitions, new buffer_1.TimeFormatter(session.buffer), buffer_1.AsciiChars.Soh, buffer_1.AsciiChars.Carat);
+    const caratEncoder = new ascii_1.AsciiEncoder(session.buffer, definitions, new ascii_1.TimeFormatter(session.buffer), ascii_1.AsciiChars.Soh, ascii_1.AsciiChars.Carat);
     const e = getParties();
     const fix = toFix(e, er, caratEncoder);
     expect(fix).toEqual('453=2^448=magna.^447=9^452=28^448=iaculis^447=F^452=2^');
     const trimmed = caratEncoder.trim().toString();
     expect(trimmed).toEqual('453=2
448=magna.
447=9
452=28
448=iaculis
447=F
452=2
');
 });
-test('encode repeated group with no delimiter - should throw', () => {
+test('encode repeated group with no PartyID - should encode', () => {
     expect(er).toBeTruthy();
-    const e = getPartiesNoDelimiter();
-    function run() {
-        toFix(e, er);
-    }
-    expect(run).toThrow(/no delimiter/);
+    const e = getPartiesNoPartyID();
+    const fix = toFix(e, er);
+    expect(fix).toEqual('453=1|447=9|452=28|');
 });
 test('encode repeated group with no array - should throw', () => {
     expect(er).toBeTruthy();
@@ -390,7 +396,7 @@ test('encode group missing delimiter', () => {
     function run() {
         toFix(e, er);
     }
-    expect(run).toThrow(/group instance with no delimiter field SecurityAltID/);
+    expect(run).toThrow(/group instance \[1\] inconsisent delimeter 455 expected tag 456/);
 });
 test('encode group not an array of', () => {
     expect(er).toBeTruthy();
@@ -413,4 +419,90 @@ test('encode group not an array of', () => {
     }
     expect(run).toThrow(/expected array instance for group NoSecurityAltID/);
 });
-//# sourceMappingURL=ascii-encode.test.js.map
+function getCompID(securityType) {
+    switch (securityType) {
+        case quickfix_1.SecurityType.CommonStock: {
+            return 'DepA';
+        }
+        case quickfix_1.SecurityType.CorporateBond: {
+            return 'DepB';
+        }
+        case quickfix_1.SecurityType.ConvertibleBond: {
+            return 'DepC';
+        }
+        default:
+            return 'DepD';
+    }
+}
+function createOrder(id, symbol, securityType, side, qty, price) {
+    return {
+        StandardHeader: {
+            DeliverToCompID: getCompID(securityType)
+        },
+        ClOrdID: `Cli${id}`,
+        Account: 'MyAcc',
+        Side: side,
+        Price: price,
+        OrdType: quickfix_1.OrdType.Limit,
+        OrderQtyData: {
+            OrderQty: qty
+        },
+        Instrument: {
+            SecurityType: securityType,
+            Symbol: symbol,
+            SecurityID: '459200101',
+            SecurityIDSource: quickfix_1.SecurityIDSource.IsinNumber
+        },
+        TimeInForce: quickfix_1.TimeInForce.Day
+    };
+}
+test('encode custom header 1 - expect DeliverToCompID DepA', () => __awaiter(void 0, void 0, void 0, function* () {
+    const type = quickfix_1.SecurityType.CommonStock;
+    const o1 = createOrder(1, 'MS', type, quickfix_1.Side.Buy, 100, 1000.0);
+    const nosd = definitions.message.get('NewOrderSingle');
+    const fix = toFixMessage(o1, nosd);
+    expect(fix).toBeTruthy();
+    const res = yield setup.client.parseText(fix);
+    const tag = res.view.getTyped('DeliverToCompID');
+    expect(tag).toEqual('DepA');
+    expect(res.event).toEqual('msg');
+    expect(res.msgType).toEqual(__1.MsgType.NewOrderSingle);
+    const parsed = res.view.toObject();
+    expect(parsed.StandardHeader.DeliverToCompID).toEqual('DepA');
+}));
+test('encode custom header 2 - expect DeliverToCompID DepC', () => __awaiter(void 0, void 0, void 0, function* () {
+    const type = quickfix_1.SecurityType.ConvertibleBond;
+    const o1 = createOrder(1, 'MSCb', type, quickfix_1.Side.Buy, 100, 1000.0);
+    const nosd = definitions.message.get('NewOrderSingle');
+    const fix = toFixMessage(o1, nosd);
+    expect(fix).toBeTruthy();
+    const res = yield setup.client.parseText(fix);
+    const tag = res.view.getTyped('DeliverToCompID');
+    expect(tag).toEqual('DepC');
+    expect(res.event).toEqual('msg');
+    expect(res.msgType).toEqual(__1.MsgType.NewOrderSingle);
+    const parsed = res.view.toObject();
+    expect(parsed.StandardHeader.DeliverToCompID).toEqual('DepC');
+}));
+test('encode custom header - include MsgSeqNum (for resends we do not want to overwrite)', () => __awaiter(void 0, void 0, void 0, function* () {
+    const type = quickfix_1.SecurityType.ConvertibleBond;
+    const seqNum = 10;
+    const o1 = createOrder(1, 'MSCb', type, quickfix_1.Side.Buy, 100, 1000.0);
+    o1.StandardHeader.MsgSeqNum = seqNum;
+    o1.StandardHeader.PossDupFlag = true;
+    const nosd = definitions.message.get('NewOrderSingle');
+    expect(nosd).toBeTruthy();
+    const fix = toFixMessage(o1, nosd);
+    expect(fix).toBeTruthy();
+    const res = yield setup.client.parseText(fix);
+    expect(res.event).toEqual('msg');
+    expect(res.msgType).toEqual(__1.MsgType.NewOrderSingle);
+    const parsed = res.view.toObject();
+    const h = parsed.StandardHeader;
+    expect(h.DeliverToCompID).toEqual('DepC');
+    expect(h.MsgSeqNum).toEqual(seqNum);
+    expect(h.BeginString).toEqual('FIX4.4');
+    expect(h.PossDupFlag).toEqual(true);
+    expect(h.MsgType).toEqual(__1.MsgType.NewOrderSingle);
+}));
+//# sourceMappingURL=ascii-encoder.test.js.map

package/dist/test/ascii-encoder.test.js.map

@@ -0,0 +1 @@
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'reflect-metadata'\r\n\r\nimport { ComponentFieldDefinition, FixDefinitions, MessageDefinition } from '../dictionary/definition'\r\nimport { ElasticBuffer, Tags } from '../buffer'\r\nimport { AsciiChars, AsciiEncoder, TimeFormatter } from '../buffer/ascii'\r\nimport { ILooseObject } from '../collections/collection'\r\nimport { IInstrument, INewOrderSingle, IOrderQtyData, OrdType, SecurityIDSource,\r\n  SecurityType, Side, TimeInForce, IStandardHeader, ITradeCaptureReportRequest,\r\n  TradeRequestType, SubscriptionRequestType, ITrdCapDtGrpNoDates } from '../types/FIX4.4/quickfix'\r\nimport { MsgType } from '..'\r\nimport { ContainedFieldSet } from '../dictionary/contained'\r\nimport { AsciiMsgTransmitter } from '../transport/ascii/ascii-msg-transmitter'\r\nimport { Setup } from './env/setup'\r\nimport { ParsingResult } from './env/parsing-result'\r\n\r\nlet definitions: FixDefinitions\r\nlet session: AsciiMsgTransmitter\r\nlet encoder: AsciiEncoder\r\nlet nos: MessageDefinition\r\nlet er: MessageDefinition\r\n\r\nconst localDate: Date = new Date(2018, 6, 25)\r\nconst utcTimeStamp: Date = new Date(Date.UTC(2018, 5, 10, 16, 35, 0, 246))\r\nconst utcDate: Date = new Date(Date.UTC(2018, 5, 10, 0, 0, 0, 0))\r\nconst utcTime: Date = new Date(Date.UTC(2018, 0, 1, 16, 35, 0, 246))\r\nlet setup: Setup\r\nlet buffer: ElasticBuffer\r\n\r\nbeforeAll(async () => {\r\n  setup = new Setup('session/qf-fix44.json', null)\r\n  await setup.init()\r\n  definitions = setup.definitions\r\n  const config = setup.clientConfig\r\n  definitions = config.definitions\r\n  session = setup.client.transmitter as AsciiMsgTransmitter\r\n  buffer = setup.client.txBuffer\r\n  encoder = session.encoder as AsciiEncoder\r\n  nos = definitions.message.get('NewOrderSingle')\r\n  er = definitions.message.get('ExecutionReport')\r\n}, 45000)\r\n\r\ntest('expect a definition ', () => {\r\n  expect(nos).toBeTruthy()\r\n})\r\n\r\nfunction toFix (o: ILooseObject, set?: ContainedFieldSet, enc?: AsciiEncoder): string {\r\n  const theEncode = enc ? enc : encoder\r\n  session.buffer.reset()\r\n  if (set) {\r\n    theEncode.encode(o, set.name)\r\n  } else {\r\n    theEncode.encode(o, nos.name)\r\n  }\r\n  return session.buffer.toString()\r\n}\r\n\r\nfunction toFixMessage (o: ILooseObject, msg: MessageDefinition): string {\r\n  session.encodeMessage(msg.msgType, o)\r\n  return session.buffer.toString()\r\n}\r\n\r\ntest('encode heartbeat', async () => {\r\n  const factory = session.config.factory\r\n  const hb = factory.heartbeat('test01')\r\n  const hbd = definitions.message.get('Heartbeat')\r\n  const fix = toFixMessage(hb, hbd)\r\n  expect(fix).toBeTruthy()\r\n  const res: ParsingResult = await setup.client.parseText(fix)\r\n  expect(res.event).toEqual('msg')\r\n  expect(res.msgType).toEqual('0')\r\n  const len = res.view.getTyped(Tags.BodyLengthTag)\r\n  const expected = fix.length - '8=FIX4.4|9=0000081|'.length - '10=159|'.length\r\n  expect(len).toEqual(expected)\r\n})\r\n\r\ntest('encode custom header PossDupFlag', () => {\r\n  const no: ILooseObject = {\r\n    StandardHeader: {\r\n      PossDupFlag: true\r\n    }\r\n  }\r\n  const fix: string = toFixMessage(no, definitions.message.get('Heartbeat'))\r\n  expect(fix).toMatch('43=Y|')\r\n})\r\n\r\ntest('encode custom header PossDupFlag', () => {\r\n  const no: ILooseObject = {\r\n    StandardHeader: {\r\n      MsgSeqNum: 9999\r\n    }\r\n  }\r\n  const fix: string = toFixMessage(no, definitions.message.get('Heartbeat'))\r\n  expect(fix).toMatch('34=9999|')\r\n})\r\n\r\ntest('encode string ClOrdID ', () => {\r\n  const no: ILooseObject = {}\r\n  no.ClOrdID = 'Order-a'\r\n  const fix: string = toFix(no)\r\n  expect(fix).toEqual('11=Order-a|')\r\n})\r\n\r\ntest('should not encode empty string', () => {\r\n  const no: ILooseObject = {}\r\n  no.ClOrdID = ''\r\n  const fix: string = toFix(no)\r\n  expect(fix).toEqual('')\r\n})\r\n\r\ntest('should not encode null string', () => {\r\n  const no: ILooseObject = {}\r\n  no.ClOrdID = null\r\n  const fix: string = toFix(no)\r\n  expect(fix).toEqual('')\r\n})\r\n\r\ntest('encode +ve numeric (int) Price ', () => {\r\n  const no: ILooseObject = {}\r\n  no.Price = 100\r\n  const fix: string = toFix(no)\r\n  expect(fix).toEqual('44=100|')\r\n})\r\n\r\ntest('encode -ve numeric (int) Price ', () => {\r\n  const no: ILooseObject = {}\r\n  no.Price = -100\r\n  const fix: string = toFix(no)\r\n  expect(fix).toEqual('44=-100|')\r\n})\r\n\r\ntest('encode +ve numeric (double 8dp) Price ', () => {\r\n  const no: ILooseObject = {}\r\n  no.Price = 123.12345678\r\n  const fix: string = toFix(no)\r\n  expect(fix).toEqual('44=123.12345678|')\r\n})\r\n\r\ntest('encode +ve numeric (double 14dp) Price ', () => {\r\n  const no: ILooseObject = {}\r\n  no.Price = 123.12345678901234\r\n  const fix: string = toFix(no)\r\n  expect(fix).toEqual('44=123.12345678901234|')\r\n})\r\n\r\ntest('encode -ve numeric (double 14dp) Price ', () => {\r\n  const no: ILooseObject = {}\r\n  no.Price = -123.12345678901234\r\n  const fix: string = toFix(no)\r\n  expect(fix).toEqual('44=-123.12345678901234|')\r\n})\r\n\r\ntest('encode +ve string Price ', () => {\r\n  const no: ILooseObject = {}\r\n  no.Price = '123.12345678901234'\r\n  const fix: string = toFix(no)\r\n  expect(fix).toEqual('44=123.12345678901234|')\r\n})\r\n\r\ntest('encode LocalDate TradeDate ', () => {\r\n  const no: ILooseObject = {}\r\n  no.TradeDate = localDate\r\n  const fix: string = toFix(no)\r\n  expect(fix).toEqual('75=20180725|')\r\n})\r\n\r\ntest('encode UTCTIMESTAMP ExpireTime ', () => {\r\n  const no: ILooseObject = {}\r\n  no.ExpireTime = utcTimeStamp\r\n  const fix: string = toFix(no)\r\n  expect(fix).toEqual('126=20180610-16:35:00.246|')\r\n})\r\n\r\ntest('encode UTCTIMESTAMP ExpireTime - check padding', () => {\r\n  const no: ILooseObject = {}\r\n  no.ExpireTime = new Date(Date.UTC(2018, 0, 1, 0, 0, 0, 1))\r\n  const fix: string = toFix(no)\r\n  expect(fix).toEqual('126=20180101-00:00:00.001|')\r\n})\r\n\r\ntest('encode UTCDATEONLY MDEntryDate', () => {\r\n  const mdGrp: ComponentFieldDefinition = definitions.component.get('MDFullGrp')\r\n  expect(mdGrp).toBeTruthy()\r\n  const grp: ILooseObject = {\r\n    NoMDEntries: [\r\n      {\r\n        MDEntryType: '0',\r\n        MDEntryDate: utcDate\r\n      }\r\n    ]\r\n  }\r\n  const fix: string = toFix(grp, mdGrp)\r\n  expect(fix).toEqual('268=1|269=0|272=20180610|')\r\n})\r\n\r\ntest('encode UTCTIMEONLY MDEntryTime', () => {\r\n  const mdGrp: ComponentFieldDefinition = definitions.component.get('MDFullGrp')\r\n  expect(mdGrp).toBeTruthy()\r\n  const grp: ILooseObject = {\r\n    NoMDEntries: [\r\n      {\r\n        MDEntryType: '0',\r\n        MDEntryTime: utcTime\r\n      }\r\n    ]\r\n  }\r\n  const fix: string = toFix(grp, mdGrp)\r\n  expect(fix).toEqual('268=1|269=0|273=16:35:00.246|')\r\n})\r\n\r\nfunction getTCR1 (): ITradeCaptureReportRequest {\r\n  const d0 = new Date(Date.UTC(2018, 11, 1, 0, 0, 0))\r\n  const d1 = new Date(Date.UTC(2018, 11, 2, 0, 0, 0))\r\n  const tcr = {\r\n    TradeRequestID: 'all-trades',\r\n    TradeRequestType: TradeRequestType.AllTrades,\r\n    SubscriptionRequestType: SubscriptionRequestType.SnapshotPlusUpdates,\r\n    TrdCapDtGrp : {\r\n      NoDates: [\r\n        {\r\n          TransactTime: d0\r\n        },\r\n        {\r\n          TransactTime: d1\r\n        }\r\n      ] as ITrdCapDtGrpNoDates[]\r\n    }\r\n  } as ITradeCaptureReportRequest\r\n  return tcr\r\n}\r\n\r\ntest('encode TradeCaptureReportRequest with TransactTime', () => {\r\n  const tcr = getTCR1()\r\n  const d = definitions.message.get('TradeCaptureReportRequest')\r\n  const fix: string = toFix(tcr, d)\r\n  expect(fix).toEqual('568=all-trades|569=0|263=1|580=2|60=20181201-00:00:00.000|60=20181202-00:00:00.000|')\r\n})\r\n\r\ntest('encode BOOLEAN (true) ReportToExch', () => {\r\n  expect(er).toBeTruthy()\r\n  const e: ILooseObject = {}\r\n  e.ReportToExch = true\r\n  const fix: string = toFix(e, er)\r\n  expect(fix).toEqual('113=Y|')\r\n})\r\n\r\ntest('encode BOOLEAN (truthy) ReportToExch', () => {\r\n  expect(er).toBeTruthy()\r\n  const e: ILooseObject = {}\r\n  e.ReportToExch = 1\r\n  const fix: string = toFix(e, er)\r\n  expect(fix).toEqual('113=Y|')\r\n})\r\n\r\ntest('encode BOOLEAN (string) ReportToExch', () => {\r\n  expect(er).toBeTruthy()\r\n  const e: ILooseObject = {}\r\n  e.ReportToExch = 'TRUE'\r\n  const fix: string = toFix(e, er)\r\n  expect(fix).toEqual('113=Y|')\r\n})\r\n\r\ntest('encode BOOLEAN (false) ReportToExch', () => {\r\n  expect(er).toBeTruthy()\r\n  const e: ILooseObject = {}\r\n  e.ReportToExch = false\r\n  const fix: string = toFix(e, er)\r\n  expect(fix).toEqual('113=N|')\r\n})\r\n\r\ntest('encode BOOLEAN (falsy) ReportToExch', () => {\r\n  expect(er).toBeTruthy()\r\n  const e: ILooseObject = {}\r\n  e.ReportToExch = 0\r\n  const fix: string = toFix(e, er)\r\n  expect(fix).toEqual('113=N|')\r\n})\r\n\r\ntest('encode RawData EncodedText', () => {\r\n  expect(er).toBeTruthy()\r\n  const toEncode: string = 'this is fix'\r\n  const e: ILooseObject = {\r\n    EncodedText: Buffer.alloc(toEncode.length, toEncode, 'utf8')\r\n  }\r\n  const fix: string = toFix(e, er)\r\n  expect(fix).toEqual('354=11|355=this is fix|')\r\n})\r\n\r\ntest('encode empty RawData EncodedText', () => {\r\n  expect(er).toBeTruthy()\r\n  const toEncode: string = ''\r\n  const e: ILooseObject = {\r\n    EncodedText: Buffer.alloc(toEncode.length, toEncode, 'utf8')\r\n  }\r\n  const fix: string = toFix(e, er)\r\n  expect(fix).toEqual('354=0|355=|')\r\n})\r\n\r\nfunction getParties (): ILooseObject {\r\n  return {\r\n    'Parties': {\r\n      'NoPartyIDs': [\r\n        {\r\n          'PartyID': 'magna.',\r\n          'PartyIDSource': '9',\r\n          'PartyRole': 28\r\n        },\r\n        {\r\n          'PartyID': 'iaculis',\r\n          'PartyIDSource': 'F',\r\n          'PartyRole': 2\r\n        }]\r\n    }\r\n  }\r\n}\r\n\r\nfunction getPartiesNoPartyID (): ILooseObject {\r\n  return {\r\n    'Parties': {\r\n      'NoPartyIDs': [\r\n        {\r\n                    // missing PartyID\r\n          'PartyIDSource': '9',\r\n          'PartyRole': 28\r\n        }\r\n      ]\r\n    }\r\n  }\r\n}\r\n\r\ntest('encode repeated group of simple repository Parties', () => {\r\n  expect(er).toBeTruthy()\r\n  const e: ILooseObject = getParties()\r\n  const fix: string = toFix(e, er)\r\n  expect(fix).toEqual('453=2|448=magna.|447=9|452=28|448=iaculis|447=F|452=2|')\r\n})\r\n\r\ntest('use a carat as log delimiter', () => {\r\n  expect(er).toBeTruthy()\r\n  const caratEncoder = new AsciiEncoder(session.buffer, definitions, new TimeFormatter(session.buffer), AsciiChars.Soh, AsciiChars.Carat)\r\n  const e: ILooseObject = getParties()\r\n  const fix: string = toFix(e, er, caratEncoder)\r\n  expect(fix).toEqual('453=2^448=magna.^447=9^452=28^448=iaculis^447=F^452=2^')\r\n})\r\n\r\ntest('use a carat as log delimiter with Soh in buffer to show encoding still works', () => {\r\n  expect(er).toBeTruthy()\r\n  const caratEncoder = new AsciiEncoder(session.buffer, definitions, new TimeFormatter(session.buffer), AsciiChars.Soh, AsciiChars.Carat)\r\n  const e: ILooseObject = getParties()\r\n  const fix: string = toFix(e, er, caratEncoder)\r\n  expect(fix).toEqual('453=2^448=magna.^447=9^452=28^448=iaculis^447=F^452=2^')\r\n  const trimmed = caratEncoder.trim().toString()\r\n  expect(trimmed).toEqual('453=2\u0001448=magna.\u0001447=9\u0001452=28\u0001448=iaculis\u0001447=F\u0001452=2\u0001')\r\n})\r\n\r\ntest('encode repeated group with no PartyID - should encode', () => {\r\n  expect(er).toBeTruthy()\r\n  const e: ILooseObject = getPartiesNoPartyID()\r\n  const fix: string = toFix(e, er)\r\n  expect(fix).toEqual('453=1|447=9|452=28|')\r\n})\r\n\r\ntest('encode repeated group with no array - should throw', () => {\r\n  expect(er).toBeTruthy()\r\n  const e: ILooseObject = {\r\n    'Parties': {\r\n      'NoPartyIDs': 'should be an array'\r\n    }\r\n  }\r\n  function run (): void {\r\n    toFix(e, er)\r\n  }\r\n  expect(run).toThrow(/expected array/)\r\n})\r\n\r\ntest('encode repeated group with empty array', () => {\r\n  expect(er).toBeTruthy()\r\n  const e: ILooseObject = {\r\n    'Parties': {\r\n      'NoPartyIDs': []\r\n    }\r\n  }\r\n  expect(toFix(e, er)).toEqual('453=0|')\r\n})\r\n\r\nfunction getInstrument (): ILooseObject {\r\n  return {\r\n    'Instrument': {\r\n      'Symbol': 'ac,',\r\n      'SymbolSfx': 'non',\r\n      'SecurityID': 'Pellentesque',\r\n      'SecurityIDSource': 'B',\r\n      'Product': 2\r\n    }\r\n  }\r\n}\r\n\r\nfunction getInstrumentNestedGroup (): ILooseObject {\r\n  return {\r\n    'Instrument': {\r\n      'Symbol': 'ac,',\r\n      'SymbolSfx': 'non',\r\n      'SecurityID': 'Pellentesque',\r\n      'SecurityIDSource': 'B',\r\n      'SecAltIDGrp': {\r\n        'NoSecurityAltID': [\r\n          {\r\n            'SecurityAltID': 'lorem',\r\n            'SecurityAltIDSource': 'consequat'\r\n          },\r\n          {\r\n            'SecurityAltID': 'sapien',\r\n            'SecurityAltIDSource': 'tempor'\r\n          }\r\n        ]\r\n      },\r\n      'Product': 2\r\n    }\r\n  }\r\n}\r\n\r\ntest('encode component', () => {\r\n  expect(er).toBeTruthy()\r\n  const e: ILooseObject = getInstrument()\r\n  expect(toFix(e, er)).toEqual('55=ac,|65=non|48=Pellentesque|22=B|460=2|')\r\n})\r\n\r\ntest('encode component nested group', () => {\r\n  expect(er).toBeTruthy()\r\n  const e: ILooseObject = getInstrumentNestedGroup()\r\n  expect(toFix(e, er)).toEqual('55=ac,|65=non|48=Pellentesque|22=B|454=2|455=lorem|456=consequat|455=sapien|456=tempor|460=2|')\r\n})\r\n\r\ntest('encode group missing delimiter', () => {\r\n  expect(er).toBeTruthy()\r\n  const e: ILooseObject = getInstrumentNestedGroup()\r\n  delete e.Instrument.SecAltIDGrp.NoSecurityAltID[0]['SecurityAltID']\r\n  function run () {\r\n    toFix(e, er)\r\n  }\r\n  expect(run).toThrow(/group instance \\[1\\] inconsisent delimeter 455 expected tag 456/)\r\n})\r\n\r\ntest('encode group not an array of', () => {\r\n  expect(er).toBeTruthy()\r\n  const e: ILooseObject = {\r\n    'Instrument': {\r\n      'Symbol': 'ac,',\r\n      'SymbolSfx': 'non',\r\n      'SecurityID': 'Pellentesque',\r\n      'SecurityIDSource': 'B',\r\n      'SecAltIDGrp': {\r\n        'NoSecurityAltID': {\r\n          elements: []\r\n        }\r\n      },\r\n      'Product': 2\r\n    }\r\n  }\r\n  function run () {\r\n    toFix(e, er)\r\n  }\r\n  expect(run).toThrow(/expected array instance for group NoSecurityAltID/)\r\n})\r\n\r\nfunction getCompID (securityType: SecurityType): string {\r\n  switch (securityType) {\r\n    case SecurityType.CommonStock: {\r\n      return 'DepA'\r\n    }\r\n\r\n    case SecurityType.CorporateBond: {\r\n      return 'DepB'\r\n    }\r\n\r\n    case SecurityType.ConvertibleBond: {\r\n      return 'DepC'\r\n    }\r\n\r\n    default:\r\n      return 'DepD'\r\n  }\r\n}\r\n\r\nfunction createOrder (id: number, symbol: string, securityType: SecurityType, side: Side, qty: number, price: number): INewOrderSingle {\r\n  return {\r\n    StandardHeader: {\r\n      DeliverToCompID: getCompID(securityType)\r\n    } as IStandardHeader,\r\n    ClOrdID: `Cli${id}`,\r\n    Account: 'MyAcc',\r\n    Side: side,\r\n    Price: price,\r\n    OrdType: OrdType.Limit,\r\n    OrderQtyData: {\r\n      OrderQty: qty\r\n    } as IOrderQtyData,\r\n    Instrument: {\r\n      SecurityType: securityType,\r\n      Symbol: symbol,\r\n      SecurityID: '459200101',\r\n      SecurityIDSource: SecurityIDSource.IsinNumber\r\n    } as IInstrument,\r\n    TimeInForce: TimeInForce.Day\r\n  } as INewOrderSingle\r\n}\r\n\r\ntest('encode custom header 1 - expect DeliverToCompID DepA', async () => {\r\n  const type = SecurityType.CommonStock\r\n  const o1 = createOrder(1, 'MS', type, Side.Buy, 100, 1000.0)\r\n  const nosd = definitions.message.get('NewOrderSingle')\r\n  const fix = toFixMessage(o1, nosd)\r\n  expect(fix).toBeTruthy()\r\n  const res: ParsingResult = await setup.client.parseText(fix)\r\n  const tag = res.view.getTyped('DeliverToCompID')\r\n  expect(tag).toEqual('DepA')\r\n  expect(res.event).toEqual('msg')\r\n  expect(res.msgType).toEqual(MsgType.NewOrderSingle)\r\n  const parsed: INewOrderSingle = res.view.toObject()\r\n  expect(parsed.StandardHeader.DeliverToCompID).toEqual('DepA')\r\n})\r\n\r\ntest('encode custom header 2 - expect DeliverToCompID DepC', async () => {\r\n  const type = SecurityType.ConvertibleBond\r\n  const o1 = createOrder(1, 'MSCb', type, Side.Buy, 100, 1000.0)\r\n  const nosd = definitions.message.get('NewOrderSingle')\r\n  const fix = toFixMessage(o1, nosd)\r\n  expect(fix).toBeTruthy()\r\n  const res: ParsingResult = await setup.client.parseText(fix)\r\n  const tag = res.view.getTyped('DeliverToCompID')\r\n  expect(tag).toEqual('DepC')\r\n  expect(res.event).toEqual('msg')\r\n  expect(res.msgType).toEqual(MsgType.NewOrderSingle)\r\n  const parsed: INewOrderSingle = res.view.toObject()\r\n  expect(parsed.StandardHeader.DeliverToCompID).toEqual('DepC')\r\n})\r\n\r\ntest('encode custom header - include MsgSeqNum (for resends we do not want to overwrite)', async () => {\r\n  const type = SecurityType.ConvertibleBond\r\n  const seqNum: number = 10\r\n  const o1 = createOrder(1, 'MSCb', type, Side.Buy, 100, 1000.0)\r\n  o1.StandardHeader.MsgSeqNum = seqNum\r\n  o1.StandardHeader.PossDupFlag = true\r\n  const nosd = definitions.message.get('NewOrderSingle')\r\n  expect(nosd).toBeTruthy()\r\n  const fix = toFixMessage(o1, nosd)\r\n  expect(fix).toBeTruthy()\r\n  const res: ParsingResult = await setup.client.parseText(fix)\r\n  expect(res.event).toEqual('msg')\r\n  expect(res.msgType).toEqual(MsgType.NewOrderSingle)\r\n  const parsed: INewOrderSingle = res.view.toObject()\r\n  const h: IStandardHeader = parsed.StandardHeader\r\n  expect(h.DeliverToCompID).toEqual('DepC')\r\n  expect(h.MsgSeqNum).toEqual(seqNum)\r\n  expect(h.BeginString).toEqual('FIX4.4')\r\n  expect(h.PossDupFlag).toEqual(true)\r\n  expect(h.MsgType).toEqual(MsgType.NewOrderSingle)\r\n})\r\n"]}

package/dist/test/ascii-parser.test.d.ts

@@ -1 +1 @@
-export {};
+import 'reflect-metadata';

package/dist/test/ascii-parser.test.js

@@ -9,13 +9,15 @@ var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, ge
     });
 };
 Object.defineProperty(exports, "__esModule", { value: true });
+require("reflect-metadata");
 const buffer_1 = require("../buffer");
 const util_1 = require("../util");
-const transport_1 = require("../transport");
-const path = require("path");
+const __1 = require("..");
+const setup_1 = require("./env/setup");
+const segment_type_1 = require("../buffer/segment/segment-type");
+let config;
 let definitions;
 let jsonHelper;
-const root = path.join(__dirname, '../../data');
 const logon = '8=FIX4.4|9=0000208|35=A|49=sender-10|56=target-20|34=1|57=sub-a|52=20180610-10:39:01.621|98=2|108=62441|95=20|96=VgfoSqo56NqSVI1fLdlI|141=Y|789=4886|383=20|384=1|372=ipsum|385=R|464=N|553=sit|554=consectetur|10=49|';
 const expectedTagPos = [
     new buffer_1.TagPos(0, 8, 2, 6),
@@ -41,98 +43,79 @@ const expectedTagPos = [
     new buffer_1.TagPos(20, 554, 196, 11),
     new buffer_1.TagPos(21, 10, 211, 2)
 ];
+let setup = null;
 beforeAll(() => __awaiter(void 0, void 0, void 0, function* () {
     expect.assertions(1);
-    const sessionDescription = require(path.join(root, 'session/test-initiator.json'));
-    definitions = yield util_1.getDefinitions(sessionDescription.application.dictionary);
+    setup = new setup_1.Setup('session/test-initiator-tls.json', 'session/test-acceptor-tls.json');
+    yield setup.init();
+    definitions = setup.definitions;
+    config = setup.clientConfig;
+    definitions = setup.definitions;
     jsonHelper = new util_1.JsonHelper(definitions);
 }), 45000);
-class ParsingResult {
-    constructor(event, msgType, view, contents, parser) {
-        this.event = event;
-        this.msgType = msgType;
-        this.view = view;
-        this.contents = contents;
-        this.parser = parser;
-    }
-}
-function toParse(text, chunks = false) {
-    return new Promise((resolve, reject) => {
-        const parser = new buffer_1.AsciiParser(definitions, new transport_1.StringDuplex(text, chunks).readable, buffer_1.AsciiChars.Pipe);
-        parser.on('error', (e) => {
-            reject(e);
-        });
-        parser.on('msg', (msgType, view) => {
-            resolve(new ParsingResult('msg', msgType, view.clone(), parser.state.elasticBuffer.toString(), parser));
-        });
-        parser.on('done', () => {
-            resolve(new ParsingResult('done', null, null, parser.state.elasticBuffer.toString(), parser));
-        });
-    });
-}
 test('begin string incorrectly placed', () => {
-    return expect(toParse('8=FIX4.4|8=FIX4.4|')).rejects.toEqual(new Error('BeginString: not expected at position [2]'));
+    return expect(setup.client.parseText('8=FIX4.4|8=FIX4.4|')).rejects.toEqual(new Error('BeginString: not expected at position [2]'));
 });
 test('body length incorrectly placed', () => {
-    return expect(toParse('8=FIX4.4|9=101|9=101|')).rejects.toEqual(new Error('BodyLengthTag: not expected at position [3]'));
+    return expect(setup.client.parseText('8=FIX4.4|9=101|9=101|')).rejects.toEqual(new Error('BodyLengthTag: not expected at position [3]'));
 });
 test('msg type incorrectly placed', () => {
-    return expect(toParse('8=FIX4.4|9=101|35=A|35=A|')).rejects.toEqual(new Error('MsgTag: not expected at position [4]'));
+    return expect(setup.client.parseText('8=FIX4.4|9=101|35=A|35=A|')).rejects.toEqual(new Error('MsgTag: not expected at position [4]'));
 });
 test('do not start with 8=', () => {
-    return expect(toParse('59=FIX4.4|')).rejects.toEqual(new Error('position 1 [59] must be BeginString: 8='));
+    return expect(setup.client.parseText('59=FIX4.4|')).rejects.toEqual(new Error('position 1 [59] must be BeginString: 8='));
 });
 test('body length incorrectly placed', () => {
-    return expect(toParse('8=FIX4.4|59=101|9=101|')).rejects.toEqual(new Error('position 2 [59] must be BodyLengthTag: 9='));
+    return expect(setup.client.parseText('8=FIX4.4|59=101|9=101|')).rejects.toEqual(new Error('position 2 [59] must be BodyLengthTag: 9='));
 });
 test('msgTag incorrectly placed', () => {
-    return expect(toParse('8=FIX4.4|9=101|59=A|')).rejects.toEqual(new Error('position 3 [59] must be MsgTag: 35='));
+    return expect(setup.client.parseText('8=FIX4.4|9=101|59=A|')).rejects.toEqual(new Error('position 3 [59] must be MsgTag: 35='));
 });
 test('first 3 fields correctly placed', () => __awaiter(void 0, void 0, void 0, function* () {
-    const res = yield toParse('8=FIX4.4|9=101|35=A|');
+    const res = yield setup.client.parseText('8=FIX4.4|9=101|35=A|');
     expect(res.event).toEqual('done');
 }));
 test('complete msg parsed', () => __awaiter(void 0, void 0, void 0, function* () {
-    const res = yield toParse(logon);
+    const res = yield setup.client.parseText(logon);
     expect(res.event).toEqual('msg');
-    expect(res.msgType).toEqual('A');
+    expect(res.msgType).toEqual(__1.MsgType.Logon);
 }));
 test('complete msg in chunks parsed', () => __awaiter(void 0, void 0, void 0, function* () {
-    const res = yield toParse(logon, true);
+    const res = yield setup.client.parseText(logon, true);
     expect(res.event).toEqual('msg');
-    expect(res.msgType).toEqual('A');
+    expect(res.msgType).toEqual(__1.MsgType.Logon);
 }));
 test('msg sent in chunks matches parser buffer', () => __awaiter(void 0, void 0, void 0, function* () {
-    const res = yield toParse(logon, true);
-    expect(res.msgType).toEqual('A');
+    const res = yield setup.client.parseText(logon, true);
+    expect(res.msgType).toEqual(__1.MsgType.Logon);
     expect(res.contents).toEqual(logon);
 }));
 test('logon parsers to correct tag set', () => __awaiter(void 0, void 0, void 0, function* () {
-    const res = yield toParse(logon, true);
-    expect(res.msgType).toEqual('A');
+    const res = yield setup.client.parseText(logon, true);
+    expect(res.msgType).toEqual(__1.MsgType.Logon);
     expect(res.view.structure.tags.tagPos).toEqual(expectedTagPos);
 }));
 test('tags other than 10 past body length', () => __awaiter(void 0, void 0, void 0, function* () {
     const begin = '8=FIX4.4|9=0000208|';
     const changed = logon.replace('10=49|', '555=you know nothin|10=49');
-    return expect(toParse(changed)).rejects.toEqual(new Error(`Tag: [555] cant be after ${208 + begin.length - 1}`));
+    return expect(setup.client.parseText(changed)).rejects.toEqual(new Error(`Tag: [555] cant be after ${208 + begin.length - 1}`));
 }));
 test('unknown message type', () => __awaiter(void 0, void 0, void 0, function* () {
     const changed = logon.replace('35=A', '35=ZZ');
-    const res = yield toParse(changed);
+    const res = yield setup.client.parseText(changed);
     expect(res.view).toBeTruthy();
-    expect(res.view.segment.type).toEqual(buffer_1.SegmentType.Unknown);
+    expect(res.view.segment.type).toEqual(segment_type_1.SegmentType.Unknown);
 }));
 test('missing 1 required tag', () => __awaiter(void 0, void 0, void 0, function* () {
     const changed = logon.replace('108=62441|', '000=62441|');
-    const res = yield toParse(changed);
+    const res = yield setup.client.parseText(changed);
     expect(res.view).toBeTruthy();
     const missing = res.view.missing();
     expect(missing).toEqual([108]);
 }));
 test('missing 2 required tags', () => __awaiter(void 0, void 0, void 0, function* () {
     const changed = logon.replace('98=2|108=62441|', '01=2|000=62441|');
-    const res = yield toParse(changed);
+    const res = yield setup.client.parseText(changed);
     expect(res.view).toBeTruthy();
     const missing = res.view.missing();
     expect(missing).toEqual([98, 108]);

package/dist/test/ascii-parser.test.js.map

@@ -1 +1 @@
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{ TagPos, SegmentType, MsgView, AsciiChars, AsciiParser } from '../buffer'\r\nimport { FixDefinitions } from '../dictionary'\r\nimport { JsonHelper, getDefinitions } from '../util'\r\nimport { ISessionDescription, StringDuplex } from '../transport'\r\nimport * as path from 'path'\r\n\r\nlet definitions: FixDefinitions\r\nlet jsonHelper: JsonHelper\r\nconst root: string = path.join(__dirname, '../../data')\r\nconst logon: string = '8=FIX4.4|9=0000208|35=A|49=sender-10|56=target-20|34=1|57=sub-a|52=20180610-10:39:01.621|98=2|108=62441|95=20|96=VgfoSqo56NqSVI1fLdlI|141=Y|789=4886|383=20|384=1|372=ipsum|385=R|464=N|553=sit|554=consectetur|10=49|'\r\nconst expectedTagPos = [\r\n  new TagPos(0, 8, 2, 6),\r\n  new TagPos(1, 9, 11, 7),\r\n  new TagPos(2, 35, 22, 1),\r\n  new TagPos(3, 49, 27, 9),\r\n  new TagPos(4, 56, 40, 9),\r\n  new TagPos(5, 34, 53, 1),\r\n  new TagPos(6, 57, 58, 5),\r\n  new TagPos(7, 52, 67, 21),\r\n  new TagPos(8, 98, 92, 1),\r\n  new TagPos(9, 108, 98, 5),\r\n  new TagPos(10, 95, 107, 2),\r\n  new TagPos(11, 96, 113, 20),\r\n  new TagPos(12, 141, 138, 1),\r\n  new TagPos(13, 789, 144, 4),\r\n  new TagPos(14, 383, 153, 2),\r\n  new TagPos(15, 384, 160, 1),\r\n  new TagPos(16, 372, 166, 5),\r\n  new TagPos(17, 385, 176, 1),\r\n  new TagPos(18, 464, 182, 1),\r\n  new TagPos(19, 553, 188, 3),\r\n  new TagPos(20, 554, 196, 11),\r\n  new TagPos(21, 10, 211, 2)]\r\n\r\nbeforeAll(async () => {\r\n  expect.assertions(1)\r\n  const sessionDescription: ISessionDescription = require(path.join(root, 'session/test-initiator.json'))\r\n  definitions = await getDefinitions(sessionDescription.application.dictionary)\r\n  jsonHelper = new JsonHelper(definitions)\r\n}, 45000)\r\n\r\nclass ParsingResult {\r\n  constructor (public readonly event: string, public readonly msgType: string, public readonly view: MsgView,\r\n               public readonly contents: string, public readonly parser: AsciiParser) {\r\n  }\r\n}\r\n\r\nfunction toParse (text: string, chunks: boolean = false): Promise<ParsingResult> {\r\n  return new Promise<any>((resolve, reject) => {\r\n    const parser = new AsciiParser(definitions, new StringDuplex(text, chunks).readable, AsciiChars.Pipe)\r\n    parser.on('error', (e: Error) => {\r\n      reject(e)\r\n    })\r\n    parser.on('msg', (msgType: string, view: MsgView) => {\r\n      resolve(new ParsingResult('msg', msgType, view.clone(), parser.state.elasticBuffer.toString(), parser))\r\n    })\r\n    parser.on('done', () => {\r\n      resolve(new ParsingResult('done', null,null, parser.state.elasticBuffer.toString(), parser))\r\n    })\r\n  })\r\n}\r\n\r\ntest('begin string incorrectly placed', () => {\r\n  return expect(toParse('8=FIX4.4|8=FIX4.4|')).rejects.toEqual(\r\n    new Error('BeginString: not expected at position [2]')\r\n  )\r\n})\r\n\r\ntest('body length incorrectly placed', () => {\r\n  return expect(toParse('8=FIX4.4|9=101|9=101|')).rejects.toEqual(\r\n    new Error('BodyLengthTag: not expected at position [3]')\r\n  )\r\n})\r\n\r\ntest('msg type incorrectly placed', () => {\r\n  return expect(toParse('8=FIX4.4|9=101|35=A|35=A|')).rejects.toEqual(\r\n    new Error('MsgTag: not expected at position [4]')\r\n  )\r\n})\r\n\r\ntest('do not start with 8=', () => {\r\n  return expect(toParse('59=FIX4.4|')).rejects.toEqual(\r\n    new Error('position 1 [59] must be BeginString: 8=')\r\n  )\r\n})\r\n\r\ntest('body length incorrectly placed', () => {\r\n  return expect(toParse('8=FIX4.4|59=101|9=101|')).rejects.toEqual(\r\n    new Error('position 2 [59] must be BodyLengthTag: 9=')\r\n  )\r\n})\r\n\r\ntest('msgTag incorrectly placed', () => {\r\n  return expect(toParse('8=FIX4.4|9=101|59=A|')).rejects.toEqual(\r\n    new Error('position 3 [59] must be MsgTag: 35=')\r\n  )\r\n})\r\n\r\ntest('first 3 fields correctly placed', async () => {\r\n  const res: ParsingResult = await toParse('8=FIX4.4|9=101|35=A|')\r\n  expect(res.event).toEqual('done')\r\n})\r\n\r\ntest('complete msg parsed', async () => {\r\n  const res: ParsingResult = await toParse(logon)\r\n  expect(res.event).toEqual('msg')\r\n  expect(res.msgType).toEqual('A')\r\n})\r\n\r\ntest('complete msg in chunks parsed', async () => {\r\n  const res: ParsingResult = await toParse(logon, true)\r\n  expect(res.event).toEqual('msg')\r\n  expect(res.msgType).toEqual('A')\r\n})\r\n\r\ntest('msg sent in chunks matches parser buffer', async () => {\r\n  const res: ParsingResult = await toParse(logon, true)\r\n  expect(res.msgType).toEqual('A')\r\n  expect(res.contents).toEqual(logon)\r\n})\r\n\r\ntest('logon parsers to correct tag set', async () => {\r\n  const res: ParsingResult = await toParse(logon, true)\r\n  expect(res.msgType).toEqual('A')\r\n  expect(res.view.structure.tags.tagPos).toEqual(expectedTagPos)\r\n})\r\n\r\ntest('tags other than 10 past body length', async () => {\r\n  const begin = '8=FIX4.4|9=0000208|'\r\n  const changed = logon.replace('10=49|','555=you know nothin|10=49')\r\n  return expect(toParse(changed)).rejects.toEqual(\r\n    new Error(`Tag: [555] cant be after ${208 + begin.length - 1}`)\r\n  )\r\n})\r\n\r\ntest('unknown message type', async () => {\r\n  const changed = logon.replace('35=A', '35=ZZ')\r\n  const res = await toParse(changed)\r\n  expect(res.view).toBeTruthy()\r\n  expect(res.view.segment.type).toEqual(SegmentType.Unknown)\r\n})\r\n\r\ntest('missing 1 required tag', async () => {\r\n  const changed = logon.replace('108=62441|','000=62441|')\r\n  const res = await toParse(changed)\r\n  expect(res.view).toBeTruthy()\r\n  const missing = res.view.missing()\r\n  expect(missing).toEqual([108])\r\n})\r\n\r\ntest('missing 2 required tags', async () => {\r\n  // const changed = logon.replace('108=62441|','000=62441|')\r\n  const changed = logon.replace('98=2|108=62441|','01=2|000=62441|')\r\n  const res = await toParse(changed)\r\n  expect(res.view).toBeTruthy()\r\n  const missing = res.view.missing()\r\n  expect(missing).toEqual([98, 108])\r\n})\r\n"]}
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'reflect-metadata'\r\n\r\nimport { TagPos } from '../buffer'\r\nimport { FixDefinitions } from '../dictionary/definition'\r\nimport { JsonHelper } from '../util'\r\nimport { IJsFixConfig, MsgType } from '..'\r\nimport { Setup } from './env/setup'\r\nimport { SegmentType } from '../buffer/segment/segment-type'\r\nimport { ParsingResult } from './env/parsing-result'\r\n\r\nlet config: IJsFixConfig\r\nlet definitions: FixDefinitions\r\nlet jsonHelper: JsonHelper\r\n\r\nconst logon: string = '8=FIX4.4|9=0000208|35=A|49=sender-10|56=target-20|34=1|57=sub-a|52=20180610-10:39:01.621|98=2|108=62441|95=20|96=VgfoSqo56NqSVI1fLdlI|141=Y|789=4886|383=20|384=1|372=ipsum|385=R|464=N|553=sit|554=consectetur|10=49|'\r\nconst expectedTagPos = [\r\n  new TagPos(0, 8, 2, 6),\r\n  new TagPos(1, 9, 11, 7),\r\n  new TagPos(2, 35, 22, 1),\r\n  new TagPos(3, 49, 27, 9),\r\n  new TagPos(4, 56, 40, 9),\r\n  new TagPos(5, 34, 53, 1),\r\n  new TagPos(6, 57, 58, 5),\r\n  new TagPos(7, 52, 67, 21),\r\n  new TagPos(8, 98, 92, 1),\r\n  new TagPos(9, 108, 98, 5),\r\n  new TagPos(10, 95, 107, 2),\r\n  new TagPos(11, 96, 113, 20),\r\n  new TagPos(12, 141, 138, 1),\r\n  new TagPos(13, 789, 144, 4),\r\n  new TagPos(14, 383, 153, 2),\r\n  new TagPos(15, 384, 160, 1),\r\n  new TagPos(16, 372, 166, 5),\r\n  new TagPos(17, 385, 176, 1),\r\n  new TagPos(18, 464, 182, 1),\r\n  new TagPos(19, 553, 188, 3),\r\n  new TagPos(20, 554, 196, 11),\r\n  new TagPos(21, 10, 211, 2)]\r\n\r\nlet setup: Setup = null\r\nbeforeAll(async () => {\r\n  expect.assertions(1)\r\n  setup = new Setup('session/test-initiator-tls.json', 'session/test-acceptor-tls.json')\r\n  await setup.init()\r\n  definitions = setup.definitions\r\n  config = setup.clientConfig\r\n  definitions = setup.definitions\r\n  jsonHelper = new JsonHelper(definitions)\r\n}, 45000)\r\n\r\ntest('begin string incorrectly placed', () => {\r\n  return expect(setup.client.parseText('8=FIX4.4|8=FIX4.4|')).rejects.toEqual(\r\n    new Error('BeginString: not expected at position [2]')\r\n  )\r\n})\r\n\r\ntest('body length incorrectly placed', () => {\r\n  return expect(setup.client.parseText('8=FIX4.4|9=101|9=101|')).rejects.toEqual(\r\n    new Error('BodyLengthTag: not expected at position [3]')\r\n  )\r\n})\r\n\r\ntest('msg type incorrectly placed', () => {\r\n  return expect(setup.client.parseText('8=FIX4.4|9=101|35=A|35=A|')).rejects.toEqual(\r\n    new Error('MsgTag: not expected at position [4]')\r\n  )\r\n})\r\n\r\ntest('do not start with 8=', () => {\r\n  return expect(setup.client.parseText('59=FIX4.4|')).rejects.toEqual(\r\n    new Error('position 1 [59] must be BeginString: 8=')\r\n  )\r\n})\r\n\r\ntest('body length incorrectly placed', () => {\r\n  return expect(setup.client.parseText('8=FIX4.4|59=101|9=101|')).rejects.toEqual(\r\n    new Error('position 2 [59] must be BodyLengthTag: 9=')\r\n  )\r\n})\r\n\r\ntest('msgTag incorrectly placed', () => {\r\n  return expect(setup.client.parseText('8=FIX4.4|9=101|59=A|')).rejects.toEqual(\r\n    new Error('position 3 [59] must be MsgTag: 35=')\r\n  )\r\n})\r\n\r\ntest('first 3 fields correctly placed', async () => {\r\n  const res: ParsingResult = await setup.client.parseText('8=FIX4.4|9=101|35=A|')\r\n  expect(res.event).toEqual('done')\r\n})\r\n\r\ntest('complete msg parsed', async () => {\r\n  const res: ParsingResult = await setup.client.parseText(logon)\r\n  expect(res.event).toEqual('msg')\r\n  expect(res.msgType).toEqual(MsgType.Logon)\r\n})\r\n\r\ntest('complete msg in chunks parsed', async () => {\r\n  const res: ParsingResult = await setup.client.parseText(logon, true)\r\n  expect(res.event).toEqual('msg')\r\n  expect(res.msgType).toEqual(MsgType.Logon)\r\n})\r\n\r\ntest('msg sent in chunks matches parser buffer', async () => {\r\n  const res: ParsingResult = await setup.client.parseText(logon, true)\r\n  expect(res.msgType).toEqual(MsgType.Logon)\r\n  expect(res.contents).toEqual(logon)\r\n})\r\n\r\ntest('logon parsers to correct tag set', async () => {\r\n  const res: ParsingResult = await setup.client.parseText(logon, true)\r\n  expect(res.msgType).toEqual(MsgType.Logon)\r\n  expect(res.view.structure.tags.tagPos).toEqual(expectedTagPos)\r\n})\r\n\r\ntest('tags other than 10 past body length', async () => {\r\n  const begin = '8=FIX4.4|9=0000208|'\r\n  const changed = logon.replace('10=49|','555=you know nothin|10=49')\r\n  return expect(setup.client.parseText(changed)).rejects.toEqual(\r\n    new Error(`Tag: [555] cant be after ${208 + begin.length - 1}`)\r\n  )\r\n})\r\n\r\ntest('unknown message type', async () => {\r\n  const changed = logon.replace('35=A', '35=ZZ')\r\n  const res = await setup.client.parseText(changed)\r\n  expect(res.view).toBeTruthy()\r\n  expect(res.view.segment.type).toEqual(SegmentType.Unknown)\r\n})\r\n\r\ntest('missing 1 required tag', async () => {\r\n  const changed = logon.replace('108=62441|','000=62441|')\r\n  const res = await setup.client.parseText(changed)\r\n  expect(res.view).toBeTruthy()\r\n  const missing = res.view.missing()\r\n  expect(missing).toEqual([108])\r\n})\r\n\r\ntest('missing 2 required tags', async () => {\r\n  // const changed = logon.replace('108=62441|','000=62441|')\r\n  const changed = logon.replace('98=2|108=62441|','01=2|000=62441|')\r\n  const res = await setup.client.parseText(changed)\r\n  expect(res.view).toBeTruthy()\r\n  const missing = res.view.missing()\r\n  expect(missing).toEqual([98, 108])\r\n})\r\n"]}

package/dist/test/ascii-segment.test.d.ts

@@ -1 +1 @@
-export {};
+import 'reflect-metadata';