jspurefix 1.3.0 → 1.4.1

package/dist/store/fix-resend-record.d.ts

@@ -0,0 +1,12 @@
+import { ILooseObject } from '../collections/collection';
+export interface IFixResendRecord {
+    readonly object: ILooseObject;
+    readonly msgType: string;
+    readonly seqNum: number;
+}
+export declare class FixResendRecord implements IFixResendRecord {
+    readonly object: ILooseObject;
+    readonly msgType: string;
+    readonly seqNum: number;
+    constructor(object: ILooseObject, msgType: string, seqNum: number);
+}

package/dist/store/fix-resend-record.js

@@ -0,0 +1,12 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.FixResendRecord = void 0;
+class FixResendRecord {
+    constructor(object, msgType, seqNum) {
+        this.object = object;
+        this.msgType = msgType;
+        this.seqNum = seqNum;
+    }
+}
+exports.FixResendRecord = FixResendRecord;
+//# sourceMappingURL=fix-resend-record.js.map

package/dist/store/fix-resend-record.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"fix-resend-record.js","sourceRoot":"","sources":["../../src/store/fix-resend-record.ts"],"names":[],"mappings":";;;AAQA,MAAa,eAAe;IAC1B,YAA6B,MAAoB,EACpB,OAAe,EACf,MAAc;QAFd,WAAM,GAAN,MAAM,CAAc;QACpB,YAAO,GAAP,OAAO,CAAQ;QACf,WAAM,GAAN,MAAM,CAAQ;IAC3C,CAAC;CACF;AALD,0CAKC","sourcesContent":["import { ILooseObject } from '../collections/collection'\r\n\r\nexport interface IFixResendRecord {\r\n  readonly object: ILooseObject\r\n  readonly msgType: string\r\n  readonly seqNum: number\r\n}\r\n\r\nexport class FixResendRecord implements IFixResendRecord {\r\n  constructor (public readonly object: ILooseObject,\r\n               public readonly msgType: string,\r\n               public readonly seqNum: number) {\r\n  }\r\n}\r\n"]}

package/dist/store/replay-record.d.ts

@@ -0,0 +1,6 @@
+import { ILooseObject } from '../collections/collection';
+import { IFixMsgStoreRecord } from './fix-msg-store-record';
+export interface IStoreReplayRecord {
+    readonly object: ILooseObject;
+    readonly storeRecord: IFixMsgStoreRecord;
+}

package/dist/store/replay-record.js

@@ -0,0 +1,3 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+//# sourceMappingURL=replay-record.js.map

package/dist/store/replay-record.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"replay-record.js","sourceRoot":"","sources":["../../src/store/replay-record.ts"],"names":[],"mappings":"","sourcesContent":["import { ILooseObject } from '../collections/collection'\r\nimport { IFixMsgStoreRecord } from './fix-msg-store-record'\r\n\r\nexport interface IStoreReplayRecord {\r\n  readonly object: ILooseObject\r\n  readonly storeRecord: IFixMsgStoreRecord\r\n}\r\n"]}

package/dist/store/store-replay-record.d.ts

@@ -0,0 +1,12 @@
+import { ILooseObject } from '../collections/collection';
+export interface IStoreReplayRecord {
+    readonly object: ILooseObject;
+    readonly msgType: string;
+    readonly seqNum: number;
+}
+export declare class StoreReplayRecord implements IStoreReplayRecord {
+    readonly object: ILooseObject;
+    readonly msgType: string;
+    readonly seqNum: number;
+    constructor(object: ILooseObject, msgType: string, seqNum: number);
+}

package/dist/store/store-replay-record.js

@@ -0,0 +1,12 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.StoreReplayRecord = void 0;
+class StoreReplayRecord {
+    constructor(object, msgType, seqNum) {
+        this.object = object;
+        this.msgType = msgType;
+        this.seqNum = seqNum;
+    }
+}
+exports.StoreReplayRecord = StoreReplayRecord;
+//# sourceMappingURL=store-replay-record.js.map

package/dist/store/store-replay-record.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"store-replay-record.js","sourceRoot":"","sources":["../../src/store/store-replay-record.ts"],"names":[],"mappings":";;;AAQA,MAAa,iBAAiB;IAC5B,YAA6B,MAAoB,EACpB,OAAe,EACf,MAAc;QAFd,WAAM,GAAN,MAAM,CAAc;QACpB,YAAO,GAAP,OAAO,CAAQ;QACf,WAAM,GAAN,MAAM,CAAQ;IAC3C,CAAC;CACF;AALD,8CAKC","sourcesContent":["import { ILooseObject } from '../collections/collection'\r\n\r\nexport interface IStoreReplayRecord {\r\n  readonly object: ILooseObject\r\n  readonly msgType: string\r\n  readonly seqNum: number\r\n}\r\n\r\nexport class StoreReplayRecord implements IStoreReplayRecord {\r\n  constructor (public readonly object: ILooseObject,\r\n               public readonly msgType: string,\r\n               public readonly seqNum: number) {\r\n  }\r\n}\r\n"]}

package/dist/tcp/tls-options.d.ts

@@ -0,0 +1,5 @@
+/// <reference types="node" />
+import { ITcpTransportDescription } from '../session-description';
+import { ConnectionOptions, TlsOptions } from 'tls';
+export declare function getTlsOptions(tcp: ITcpTransportDescription): TlsOptions;
+export declare function getTlsConnectionOptions(tcp: ITcpTransportDescription): ConnectionOptions;

package/dist/tcp/tls-options.js

@@ -0,0 +1,45 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getTlsConnectionOptions = exports.getTlsOptions = void 0;
+const path = require('path');
+const fs = require('fs');
+function read(filePath) {
+    const root = path.join(__dirname, '../../../');
+    const fullPath = path.join(root, filePath);
+    return fs.readFileSync(fullPath, {
+        encoding: 'utf8', flag: 'r'
+    });
+}
+function getTlsOptions(tcp) {
+    let tlsOptions = null;
+    if (tcp.key) {
+        tlsOptions = {
+            key: read(tcp.key),
+            cert: read(tcp.cert),
+            requestCert: tcp.requestCert,
+            rejectUnauthorized: tcp.rejectUnauthorized
+        };
+        if (tcp.ca && tcp.ca.length > 0) {
+            tlsOptions.ca = tcp.ca.map(i => read(i));
+        }
+    }
+    return tlsOptions;
+}
+exports.getTlsOptions = getTlsOptions;
+function getTlsConnectionOptions(tcp) {
+    let connectionOptions = null;
+    if (tcp.key) {
+        connectionOptions = {
+            port: tcp.port,
+            host: tcp.host,
+            key: read(tcp.key),
+            cert: read(tcp.cert)
+        };
+        if (tcp.ca && tcp.ca.length > 0) {
+            connectionOptions.ca = tcp.ca.map(i => read(i));
+        }
+    }
+    return connectionOptions;
+}
+exports.getTlsConnectionOptions = getTlsConnectionOptions;
+//# sourceMappingURL=tls-options.js.map

package/dist/tcp/tls-options.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"tls-options.js","sourceRoot":"","sources":["../../src/transport/tcp/tls-options.ts"],"names":[],"mappings":";;;AAEA,MAAM,IAAI,GAAG,OAAO,CAAC,MAAM,CAAC,CAAA;AAC5B,MAAM,EAAE,GAAG,OAAO,CAAC,IAAI,CAAC,CAAA;AAExB,SAAS,IAAI,CAAE,QAAgB;IAC7B,MAAM,IAAI,GAAW,IAAI,CAAC,IAAI,CAAC,SAAS,EAAE,WAAW,CAAC,CAAA;IACtD,MAAM,QAAQ,GAAG,IAAI,CAAC,IAAI,CAAC,IAAI,EAAE,QAAQ,CAAC,CAAA;IAC1C,OAAO,EAAE,CAAC,YAAY,CAAC,QAAQ,EAC7B;QACE,QAAQ,EAAE,MAAM,EAAE,IAAI,EAAE,GAAG;KAC5B,CAAC,CAAA;AACN,CAAC;AAED,SAAgB,aAAa,CAAE,GAA6B;IAC1D,IAAI,UAAU,GAAe,IAAI,CAAA;IACjC,IAAI,GAAG,CAAC,GAAG,EAAE;QACX,UAAU,GAAG;YACX,GAAG,EAAE,IAAI,CAAC,GAAG,CAAC,GAAG,CAAC;YAClB,IAAI,EAAE,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC;YACpB,WAAW,EAAE,GAAG,CAAC,WAAW;YAC5B,kBAAkB,EAAE,GAAG,CAAC,kBAAkB;SAC7B,CAAA;QACf,IAAI,GAAG,CAAC,EAAE,IAAI,GAAG,CAAC,EAAE,CAAC,MAAM,GAAG,CAAC,EAAE;YAC/B,UAAU,CAAC,EAAE,GAAG,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,CAAA;SACzC;KACF;IACD,OAAO,UAAU,CAAA;AACnB,CAAC;AAdD,sCAcC;AAED,SAAgB,uBAAuB,CAAE,GAA6B;IACpE,IAAI,iBAAiB,GAAsB,IAAI,CAAA;IAC/C,IAAI,GAAG,CAAC,GAAG,EAAE;QACX,iBAAiB,GAAG;YAClB,IAAI,EAAE,GAAG,CAAC,IAAI;YACd,IAAI,EAAE,GAAG,CAAC,IAAI;YACd,GAAG,EAAE,IAAI,CAAC,GAAG,CAAC,GAAG,CAAC;YAClB,IAAI,EAAE,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC;SACA,CAAA;QACtB,IAAI,GAAG,CAAC,EAAE,IAAI,GAAG,CAAC,EAAE,CAAC,MAAM,GAAG,CAAC,EAAE;YAC/B,iBAAiB,CAAC,EAAE,GAAG,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,CAAA;SAChD;KACF;IACD,OAAO,iBAAiB,CAAA;AAC1B,CAAC;AAdD,0DAcC","sourcesContent":["import { ITcpTransportDescription } from '../session-description'\r\nimport { ConnectionOptions, TlsOptions} from 'tls'\r\nconst path = require('path')\r\nconst fs = require('fs')\r\n\r\nfunction read (filePath: string) {\r\n  const root: string = path.join(__dirname, '../../../')\r\n  const fullPath = path.join(root, filePath)\r\n  return fs.readFileSync(fullPath,\r\n    {\r\n      encoding: 'utf8', flag: 'r'\r\n    })\r\n}\r\n\r\nexport function getTlsOptions (tcp: ITcpTransportDescription): TlsOptions {\r\n  let tlsOptions: TlsOptions = null\r\n  if (tcp.key) {\r\n    tlsOptions = {\r\n      key: read(tcp.key),\r\n      cert: read(tcp.cert),\r\n      requestCert: tcp.requestCert,\r\n      rejectUnauthorized: tcp.rejectUnauthorized\r\n    } as TlsOptions\r\n    if (tcp.ca && tcp.ca.length > 0) {\r\n      tlsOptions.ca = tcp.ca.map(i => read(i))\r\n    }\r\n  }\r\n  return tlsOptions\r\n}\r\n\r\nexport function getTlsConnectionOptions (tcp: ITcpTransportDescription): ConnectionOptions {\r\n  let connectionOptions: ConnectionOptions = null\r\n  if (tcp.key) {\r\n    connectionOptions = {\r\n      port: tcp.port,\r\n      host: tcp.host,\r\n      key: read(tcp.key),\r\n      cert: read(tcp.cert)\r\n    } as ConnectionOptions\r\n    if (tcp.ca && tcp.ca.length > 0) {\r\n      connectionOptions.ca = tcp.ca.map(i => read(i))\r\n    }\r\n  }\r\n  return connectionOptions\r\n}\r\n"]}

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

@@ -0,0 +1 @@
+export {};

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

@@ -0,0 +1,416 @@
+"use strict";
+var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
+    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
+    return new (P || (P = Promise))(function (resolve, reject) {
+        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
+        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
+        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
+        step((generator = generator.apply(thisArg, _arguments || [])).next());
+    });
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+const path = require("path");
+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');
+let definitions;
+let session;
+let encoder;
+let nos;
+let er;
+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));
+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);
+    nos = definitions.message.get('NewOrderSingle');
+    er = definitions.message.get('ExecutionReport');
+}), 45000);
+test('expect a definition ', () => {
+    expect(nos).toBeTruthy();
+});
+function toFix(o, set, enc) {
+    const theEncode = enc ? enc : encoder;
+    session.buffer.reset();
+    if (set) {
+        theEncode.encode(o, set.name);
+    }
+    else {
+        theEncode.encode(o, nos.name);
+    }
+    return session.buffer.toString();
+}
+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);
+    expect(res.event).toEqual('msg');
+    expect(res.msgType).toEqual('0');
+    const len = res.view.getTyped(buffer_1.Tags.BodyLengthTag);
+    const expected = fix.length - '8=FIX4.4|9=0000081|'.length - '10=159|'.length;
+    expect(len).toEqual(expected);
+}));
+test('encode custom header PossDupFlag', () => {
+    const no = {
+        StandardHeader: {
+            PossDupFlag: true
+        }
+    };
+    const fix = toFixMessage(no, definitions.message.get('Heartbeat'));
+    expect(fix).toMatch('43=Y|');
+});
+test('encode custom header PossDupFlag', () => {
+    const no = {
+        StandardHeader: {
+            MsgSeqNum: 9999
+        }
+    };
+    const fix = toFixMessage(no, definitions.message.get('Heartbeat'));
+    expect(fix).toMatch('34=9999|');
+});
+test('encode string ClOrdID ', () => {
+    const no = {};
+    no.ClOrdID = 'Order-a';
+    const fix = toFix(no);
+    expect(fix).toEqual('11=Order-a|');
+});
+test('encode empty string', () => {
+    const no = {};
+    no.ClOrdID = '';
+    const fix = toFix(no);
+    expect(fix).toEqual('11=|');
+});
+test('encode null string', () => {
+    const no = {};
+    no.ClOrdID = null;
+    const fix = toFix(no);
+    expect(fix).toEqual('');
+});
+test('encode +ve numeric (int) Price ', () => {
+    const no = {};
+    no.Price = 100;
+    const fix = toFix(no);
+    expect(fix).toEqual('44=100|');
+});
+test('encode -ve numeric (int) Price ', () => {
+    const no = {};
+    no.Price = -100;
+    const fix = toFix(no);
+    expect(fix).toEqual('44=-100|');
+});
+test('encode +ve numeric (double 8dp) Price ', () => {
+    const no = {};
+    no.Price = 123.12345678;
+    const fix = toFix(no);
+    expect(fix).toEqual('44=123.12345678|');
+});
+test('encode +ve numeric (double 14dp) Price ', () => {
+    const no = {};
+    no.Price = 123.12345678901234;
+    const fix = toFix(no);
+    expect(fix).toEqual('44=123.12345678901234|');
+});
+test('encode -ve numeric (double 14dp) Price ', () => {
+    const no = {};
+    no.Price = -123.12345678901234;
+    const fix = toFix(no);
+    expect(fix).toEqual('44=-123.12345678901234|');
+});
+test('encode +ve string Price ', () => {
+    const no = {};
+    no.Price = '123.12345678901234';
+    const fix = toFix(no);
+    expect(fix).toEqual('44=123.12345678901234|');
+});
+test('encode LocalDate TradeDate ', () => {
+    const no = {};
+    no.TradeDate = localDate;
+    const fix = toFix(no);
+    expect(fix).toEqual('75=20180725|');
+});
+test('encode UTCTIMESTAMP ExpireTime ', () => {
+    const no = {};
+    no.ExpireTime = utcTimeStamp;
+    const fix = toFix(no);
+    expect(fix).toEqual('126=20180610-16:35:00.246|');
+});
+test('encode UTCTIMESTAMP ExpireTime - check padding', () => {
+    const no = {};
+    no.ExpireTime = new Date(Date.UTC(2018, 0, 1, 0, 0, 0, 1));
+    const fix = toFix(no);
+    expect(fix).toEqual('126=20180101-00:00:00.001|');
+});
+test('encode UTCDATEONLY MDEntryDate', () => {
+    const mdGrp = definitions.component.get('MDFullGrp');
+    expect(mdGrp).toBeTruthy();
+    const grp = {
+        NoMDEntries: [
+            {
+                MDEntryType: '0',
+                MDEntryDate: utcDate
+            }
+        ]
+    };
+    const fix = toFix(grp, mdGrp);
+    expect(fix).toEqual('268=1|269=0|272=20180610|');
+});
+test('encode UTCTIMEONLY MDEntryTime', () => {
+    const mdGrp = definitions.component.get('MDFullGrp');
+    expect(mdGrp).toBeTruthy();
+    const grp = {
+        NoMDEntries: [
+            {
+                MDEntryType: '0',
+                MDEntryTime: utcTime
+            }
+        ]
+    };
+    const fix = toFix(grp, mdGrp);
+    expect(fix).toEqual('268=1|269=0|273=16:35:00.246|');
+});
+test('encode BOOLEAN (true) ReportToExch', () => {
+    expect(er).toBeTruthy();
+    const e = {};
+    e.ReportToExch = true;
+    const fix = toFix(e, er);
+    expect(fix).toEqual('113=Y|');
+});
+test('encode BOOLEAN (truthy) ReportToExch', () => {
+    expect(er).toBeTruthy();
+    const e = {};
+    e.ReportToExch = 1;
+    const fix = toFix(e, er);
+    expect(fix).toEqual('113=Y|');
+});
+test('encode BOOLEAN (string) ReportToExch', () => {
+    expect(er).toBeTruthy();
+    const e = {};
+    e.ReportToExch = 'TRUE';
+    const fix = toFix(e, er);
+    expect(fix).toEqual('113=Y|');
+});
+test('encode BOOLEAN (false) ReportToExch', () => {
+    expect(er).toBeTruthy();
+    const e = {};
+    e.ReportToExch = false;
+    const fix = toFix(e, er);
+    expect(fix).toEqual('113=N|');
+});
+test('encode BOOLEAN (falsy) ReportToExch', () => {
+    expect(er).toBeTruthy();
+    const e = {};
+    e.ReportToExch = 0;
+    const fix = toFix(e, er);
+    expect(fix).toEqual('113=N|');
+});
+test('encode RawData EncodedText', () => {
+    expect(er).toBeTruthy();
+    const toEncode = 'this is fix';
+    const e = {
+        EncodedText: Buffer.alloc(toEncode.length, toEncode, 'utf8')
+    };
+    const fix = toFix(e, er);
+    expect(fix).toEqual('354=11|355=this is fix|');
+});
+test('encode empty RawData EncodedText', () => {
+    expect(er).toBeTruthy();
+    const toEncode = '';
+    const e = {
+        EncodedText: Buffer.alloc(toEncode.length, toEncode, 'utf8')
+    };
+    const fix = toFix(e, er);
+    expect(fix).toEqual('354=0|355=|');
+});
+function getParties() {
+    return {
+        'Parties': {
+            'NoPartyIDs': [
+                {
+                    'PartyID': 'magna.',
+                    'PartyIDSource': '9',
+                    'PartyRole': 28
+                },
+                {
+                    'PartyID': 'iaculis',
+                    'PartyIDSource': 'F',
+                    'PartyRole': 2
+                }
+            ]
+        }
+    };
+}
+function getPartiesNoDelimiter() {
+    return {
+        'Parties': {
+            'NoPartyIDs': [
+                {
+                    'PartyIDSource': '9',
+                    'PartyRole': 28
+                }
+            ]
+        }
+    };
+}
+test('encode repeated group of simple repository Parties', () => {
+    expect(er).toBeTruthy();
+    const e = getParties();
+    const fix = toFix(e, er);
+    expect(fix).toEqual('453=2|448=magna.|447=9|452=28|448=iaculis|447=F|452=2|');
+});
+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 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 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', () => {
+    expect(er).toBeTruthy();
+    const e = getPartiesNoDelimiter();
+    function run() {
+        toFix(e, er);
+    }
+    expect(run).toThrow(/no delimiter/);
+});
+test('encode repeated group with no array - should throw', () => {
+    expect(er).toBeTruthy();
+    const e = {
+        'Parties': {
+            'NoPartyIDs': 'should be an array'
+        }
+    };
+    function run() {
+        toFix(e, er);
+    }
+    expect(run).toThrow(/expected array/);
+});
+test('encode repeated group with empty array', () => {
+    expect(er).toBeTruthy();
+    const e = {
+        'Parties': {
+            'NoPartyIDs': []
+        }
+    };
+    expect(toFix(e, er)).toEqual('453=0|');
+});
+function getInstrument() {
+    return {
+        'Instrument': {
+            'Symbol': 'ac,',
+            'SymbolSfx': 'non',
+            'SecurityID': 'Pellentesque',
+            'SecurityIDSource': 'B',
+            'Product': 2
+        }
+    };
+}
+function getInstrumentNestedGroup() {
+    return {
+        'Instrument': {
+            'Symbol': 'ac,',
+            'SymbolSfx': 'non',
+            'SecurityID': 'Pellentesque',
+            'SecurityIDSource': 'B',
+            'SecAltIDGrp': {
+                'NoSecurityAltID': [
+                    {
+                        'SecurityAltID': 'lorem',
+                        'SecurityAltIDSource': 'consequat'
+                    },
+                    {
+                        'SecurityAltID': 'sapien',
+                        'SecurityAltIDSource': 'tempor'
+                    }
+                ]
+            },
+            'Product': 2
+        }
+    };
+}
+test('encode component', () => {
+    expect(er).toBeTruthy();
+    const e = getInstrument();
+    expect(toFix(e, er)).toEqual('55=ac,|65=non|48=Pellentesque|22=B|460=2|');
+});
+test('encode component nested group', () => {
+    expect(er).toBeTruthy();
+    const e = getInstrumentNestedGroup();
+    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|');
+});
+test('encode group missing delimiter', () => {
+    expect(er).toBeTruthy();
+    const e = getInstrumentNestedGroup();
+    delete e.Instrument.SecAltIDGrp.NoSecurityAltID[0]['SecurityAltID'];
+    function run() {
+        toFix(e, er);
+    }
+    expect(run).toThrow(/group instance with no delimiter field SecurityAltID/);
+});
+test('encode group not an array of', () => {
+    expect(er).toBeTruthy();
+    const e = {
+        'Instrument': {
+            'Symbol': 'ac,',
+            'SymbolSfx': 'non',
+            'SecurityID': 'Pellentesque',
+            'SecurityIDSource': 'B',
+            'SecAltIDGrp': {
+                'NoSecurityAltID': {
+                    elements: []
+                }
+            },
+            'Product': 2
+        }
+    };
+    function run() {
+        toFix(e, er);
+    }
+    expect(run).toThrow(/expected array instance for group NoSecurityAltID/);
+});
+//# sourceMappingURL=ascii-encode.test.js.map

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

@@ -0,0 +1 @@
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* as path from 'path'\r\nimport { ComponentFieldDefinition, ContainedFieldSet, FixDefinitions, MessageDefinition } from '../dictionary'\r\nimport { AsciiChars, AsciiEncoder, AsciiParser, MsgView, Tags, TimeFormatter } from '../buffer'\r\nimport { ILooseObject } from '../collections/collection'\r\nimport { AsciiMsgTransmitter, ISessionDescription, SessionMsgFactory, StringDuplex } from '../transport'\r\nimport { JsFixConfig } from '../config'\r\nimport { getDefinitions } from '../util'\r\n\r\nconst root: string = path.join(__dirname, '../../data')\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\n\r\nbeforeAll(async () => {\r\n  const sessionDescription: ISessionDescription = require(path.join(root, 'session/qf-fix44.json'))\r\n  definitions = await getDefinitions(sessionDescription.application.dictionary)\r\n  const config = new JsFixConfig(new SessionMsgFactory(sessionDescription), definitions, sessionDescription, AsciiChars.Pipe)\r\n  session = new AsciiMsgTransmitter(config)\r\n  encoder = new AsciiEncoder(session.buffer, definitions, new TimeFormatter(session.buffer), AsciiChars.Pipe)\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\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('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 toParse(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('encode empty string', () => {\r\n  const no: ILooseObject = {}\r\n  no.ClOrdID = ''\r\n  const fix: string = toFix(no)\r\n  expect(fix).toEqual('11=|')\r\n})\r\n\r\ntest('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\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 getPartiesNoDelimiter (): 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 delimiter - should throw', () => {\r\n  expect(er).toBeTruthy()\r\n  const e: ILooseObject = getPartiesNoDelimiter()\r\n  function run (): void {\r\n    toFix(e, er)\r\n  }\r\n  expect(run).toThrow(/no delimiter/)\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 with no delimiter field SecurityAltID/)\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"]}

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

@@ -29,7 +29,7 @@ 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));
 beforeAll(() => __awaiter(void 0, void 0, void 0, function* () {
     const sessionDescription = require(path.join(root, 'session/qf-fix44.json'));
-    definitions = yield (0, util_1.getDefinitions)(sessionDescription.application.dictionary);
+    definitions = yield util_1.getDefinitions(sessionDescription.application.dictionary);
     const config = new config_1.JsFixConfig(new ascii_1.AsciiSessionMsgFactory(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);
@@ -393,7 +393,7 @@ 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 456 expected tag 455/);
 });
 test('encode group not an array of', () => {
     expect(er).toBeTruthy();