jspurefix 1.3.0 → 2.0.2
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/.eslintrc.js +6 -0
- package/README.md +5 -2
- package/appveyor.yml +3 -0
- package/data/session/genkey.ps1 +179 -0
- package/dist/a-session-msg-factory.d.ts +0 -0
- package/dist/a-session-msg-factory.js +1 -0
- package/dist/a-session-msg-factory.js.map +1 -0
- package/dist/ascii-encoder.test.d.ts +0 -0
- package/dist/ascii-encoder.test.js +1 -0
- package/dist/ascii-encoder.test.js.map +1 -0
- package/dist/ascii-parser.test.d.ts +0 -0
- package/dist/ascii-parser.test.js +1 -0
- package/dist/ascii-parser.test.js.map +1 -0
- package/dist/ascii-segment.test.d.ts +0 -0
- package/dist/ascii-segment.test.js +1 -0
- package/dist/ascii-segment.test.js.map +1 -0
- package/dist/ascii-store-replay.test.d.ts +0 -0
- package/dist/ascii-store-replay.test.js +1 -0
- package/dist/ascii-store-replay.test.js.map +1 -0
- package/dist/ascii-tag-pos.test.d.ts +0 -0
- package/dist/ascii-tag-pos.test.js +1 -0
- package/dist/ascii-tag-pos.test.js.map +1 -0
- package/dist/buffer/{ascii-chars.d.ts → ascii/ascii-chars.d.ts} +0 -0
- package/dist/buffer/{ascii-chars.js → ascii/ascii-chars.js} +0 -0
- package/dist/buffer/ascii/ascii-chars.js.map +1 -0
- package/dist/buffer/ascii/ascii-encoder.d.ts +5 -3
- package/dist/buffer/ascii/ascii-encoder.js +81 -47
- package/dist/buffer/ascii/ascii-encoder.js.map +1 -1
- package/dist/buffer/ascii/ascii-parser-state.d.ts +3 -10
- package/dist/buffer/ascii/ascii-parser-state.js +37 -25
- package/dist/buffer/ascii/ascii-parser-state.js.map +1 -1
- package/dist/buffer/ascii/ascii-parser.d.ts +7 -7
- package/dist/buffer/ascii/ascii-parser.js +50 -24
- package/dist/buffer/ascii/ascii-parser.js.map +1 -1
- package/dist/buffer/ascii/ascii-segment-parser.d.ts +2 -2
- package/dist/buffer/ascii/ascii-segment-parser.js +34 -13
- package/dist/buffer/ascii/ascii-segment-parser.js.map +1 -1
- package/dist/buffer/ascii/ascii-view.d.ts +2 -4
- package/dist/buffer/ascii/ascii-view.js +11 -15
- package/dist/buffer/ascii/ascii-view.js.map +1 -1
- package/dist/buffer/ascii/index.d.ts +1 -0
- package/dist/buffer/ascii/index.js +1 -0
- package/dist/buffer/ascii/index.js.map +1 -1
- package/dist/buffer/ascii/parse-state.d.ts +8 -0
- package/dist/buffer/ascii/parse-state.js +13 -0
- package/dist/buffer/ascii/parse-state.js.map +1 -0
- package/dist/buffer/ascii/time-formatter.js +1 -1
- package/dist/buffer/ascii/time-formatter.js.map +1 -1
- package/dist/buffer/elastic-buffer.js +28 -7
- package/dist/buffer/elastic-buffer.js.map +1 -1
- package/dist/buffer/encode-proxy.d.ts +1 -1
- package/dist/buffer/encode-proxy.js +16 -17
- package/dist/buffer/encode-proxy.js.map +1 -1
- package/dist/buffer/fixml/fixml-encoder.d.ts +2 -1
- package/dist/buffer/fixml/fixml-encoder.js +43 -20
- package/dist/buffer/fixml/fixml-encoder.js.map +1 -1
- package/dist/buffer/fixml/fixml-parser.js +47 -24
- package/dist/buffer/fixml/fixml-parser.js.map +1 -1
- package/dist/buffer/fixml/fixml-view.d.ts +2 -2
- package/dist/buffer/fixml/fixml-view.js +13 -13
- package/dist/buffer/fixml/fixml-view.js.map +1 -1
- package/dist/buffer/fixml/populated-attributes.d.ts +5 -0
- package/dist/buffer/fixml/populated-attributes.js +3 -0
- package/dist/buffer/fixml/populated-attributes.js.map +1 -0
- package/dist/buffer/index.d.ts +4 -8
- package/dist/buffer/index.js +4 -8
- package/dist/buffer/index.js.map +1 -1
- package/dist/buffer/msg-encoder.d.ts +2 -1
- package/dist/buffer/msg-encoder.js.map +1 -1
- package/dist/buffer/msg-view.d.ts +3 -3
- package/dist/buffer/msg-view.js +8 -5
- package/dist/buffer/msg-view.js.map +1 -1
- package/dist/buffer/segment/segment-description.d.ts +26 -0
- package/dist/buffer/segment/segment-description.js +72 -0
- package/dist/buffer/segment/segment-description.js.map +1 -0
- package/dist/buffer/segment/segment-summary.d.ts +13 -0
- package/dist/buffer/segment/segment-summary.js +20 -0
- package/dist/buffer/segment/segment-summary.js.map +1 -0
- package/dist/buffer/segment/segment-type.d.ts +8 -0
- package/dist/buffer/segment/segment-type.js +13 -0
- package/dist/buffer/segment/segment-type.js.map +1 -0
- package/dist/buffer/segment-description.d.ts +2 -9
- package/dist/buffer/segment-description.js +5 -13
- package/dist/buffer/segment-description.js.map +1 -1
- package/dist/buffer/segment-type.d.ts +8 -0
- package/dist/buffer/segment-type.js +13 -0
- package/dist/buffer/segment-type.js.map +1 -0
- package/dist/buffer/structure.d.ts +3 -3
- package/dist/buffer/structure.js +1 -1
- package/dist/buffer/structure.js.map +1 -1
- package/dist/buffer/tag/tag-pos.d.ts +12 -0
- package/dist/buffer/tag/tag-pos.js +55 -0
- package/dist/buffer/tag/tag-pos.js.map +1 -0
- package/dist/buffer/tag/tag-type.d.ts +13 -0
- package/dist/buffer/tag/tag-type.js +18 -0
- package/dist/buffer/tag/tag-type.js.map +1 -0
- package/dist/buffer/tag/tags.d.ts +21 -0
- package/dist/buffer/tag/tags.js +122 -0
- package/dist/buffer/tag/tags.js.map +1 -0
- package/dist/buffer/tag-type.d.ts +13 -0
- package/dist/buffer/tag-type.js +18 -0
- package/dist/buffer/tag-type.js.map +1 -0
- package/dist/buffer/tags.d.ts +3 -14
- package/dist/buffer/tags.js +23 -36
- package/dist/buffer/tags.js.map +1 -1
- package/dist/config/get-js-fx-logger.d.ts +4 -0
- package/dist/{transport/make-fixl-session.js → config/get-js-fx-logger.js} +1 -1
- package/dist/config/get-js-fx-logger.js.map +1 -0
- package/dist/config/index.d.ts +1 -0
- package/dist/config/index.js +1 -0
- package/dist/config/index.js.map +1 -1
- package/dist/config/js-fix-config.d.ts +4 -1
- package/dist/config/js-fix-config.js +3 -3
- package/dist/config/js-fix-config.js.map +1 -1
- package/dist/config/js-fix-logger.d.ts +0 -3
- package/dist/config/js-fix-logger.js.map +1 -1
- package/dist/dict-parser.js +29 -24
- package/dist/dict-parser.js.map +1 -1
- package/dist/dictionary/compiler/compiler-type.js +7 -7
- package/dist/dictionary/compiler/compiler-type.js.map +1 -1
- package/dist/dictionary/compiler/enum-compiler.d.ts +1 -0
- package/dist/dictionary/compiler/enum-compiler.js +11 -1
- package/dist/dictionary/compiler/enum-compiler.js.map +1 -1
- package/dist/dictionary/compiler/msg-compiler.js +8 -6
- package/dist/dictionary/compiler/msg-compiler.js.map +1 -1
- package/dist/dictionary/contained/contained-component-field.js +2 -1
- package/dist/dictionary/contained/contained-component-field.js.map +1 -1
- package/dist/dictionary/contained/contained-field-dispatch.d.ts +1 -14
- package/dist/dictionary/contained/contained-field-dispatch.js +4 -4
- package/dist/dictionary/contained/contained-field-dispatch.js.map +1 -1
- package/dist/dictionary/contained/contained-field-dispatcher.d.ts +14 -0
- package/dist/dictionary/contained/contained-field-dispatcher.js +3 -0
- package/dist/dictionary/contained/contained-field-dispatcher.js.map +1 -0
- package/dist/dictionary/contained/contained-field-set.d.ts +1 -1
- package/dist/dictionary/contained/contained-field-set.js +12 -11
- package/dist/dictionary/contained/contained-field-set.js.map +1 -1
- package/dist/dictionary/contained/contained-field-type.d.ts +5 -0
- package/dist/dictionary/contained/contained-field-type.js +10 -0
- package/dist/dictionary/contained/contained-field-type.js.map +1 -0
- package/dist/dictionary/contained/contained-field.d.ts +1 -5
- package/dist/dictionary/contained/contained-field.js +1 -7
- package/dist/dictionary/contained/contained-field.js.map +1 -1
- package/dist/dictionary/contained/contained-group-field.js +2 -1
- package/dist/dictionary/contained/contained-group-field.js.map +1 -1
- package/dist/dictionary/contained/contained-simple-field.js +2 -1
- package/dist/dictionary/contained/contained-simple-field.js.map +1 -1
- package/dist/dictionary/{fields-dispatch.d.ts → contained/field-dispatcher.d.ts} +3 -2
- package/dist/dictionary/contained/field-dispatcher.js +3 -0
- package/dist/dictionary/contained/field-dispatcher.js.map +1 -0
- package/dist/dictionary/contained/fields-dispatch.d.ts +6 -0
- package/dist/dictionary/contained/fields-dispatch.js +42 -0
- package/dist/dictionary/contained/fields-dispatch.js.map +1 -0
- package/dist/dictionary/contained/index.d.ts +2 -0
- package/dist/dictionary/contained/index.js +2 -0
- package/dist/dictionary/contained/index.js.map +1 -1
- package/dist/dictionary/contained-set-type.d.ts +5 -0
- package/dist/dictionary/contained-set-type.js +10 -0
- package/dist/dictionary/contained-set-type.js.map +1 -0
- package/dist/dictionary/definition/component-field-definition.js +2 -2
- package/dist/dictionary/definition/component-field-definition.js.map +1 -1
- package/dist/dictionary/definition/fix-definitions.d.ts +2 -1
- package/dist/dictionary/definition/fix-definitions.js.map +1 -1
- package/dist/dictionary/definition/group-field-definition.js +2 -2
- package/dist/dictionary/definition/group-field-definition.js.map +1 -1
- package/dist/dictionary/definition/index.d.ts +0 -1
- package/dist/dictionary/definition/index.js +0 -1
- package/dist/dictionary/definition/index.js.map +1 -1
- package/dist/dictionary/definition/message-definition.js +2 -2
- package/dist/dictionary/definition/message-definition.js.map +1 -1
- package/dist/dictionary/definition/simple-field-definition.d.ts +1 -1
- package/dist/dictionary/definition/simple-field-definition.js +5 -4
- package/dist/dictionary/definition/simple-field-definition.js.map +1 -1
- package/dist/dictionary/dict-primitive.d.ts +0 -11
- package/dist/dictionary/dict-primitive.js +0 -7
- package/dist/dictionary/dict-primitive.js.map +1 -1
- package/dist/dictionary/fix-definition-source.d.ts +6 -0
- package/dist/dictionary/fix-definition-source.js +11 -0
- package/dist/dictionary/fix-definition-source.js.map +1 -0
- package/dist/dictionary/fix-versions.d.ts +0 -9
- package/dist/dictionary/fix-versions.js +1 -39
- package/dist/dictionary/fix-versions.js.map +1 -1
- package/dist/dictionary/index.d.ts +1 -5
- package/dist/dictionary/index.js +1 -5
- package/dist/dictionary/index.js.map +1 -1
- package/dist/dictionary/parser/fix-repository/abbreviations-parser.d.ts +1 -3
- package/dist/dictionary/parser/fix-repository/abbreviations-parser.js +2 -3
- package/dist/dictionary/parser/fix-repository/abbreviations-parser.js.map +1 -1
- package/dist/dictionary/parser/fix-repository/base-parser.d.ts +2 -4
- package/dist/dictionary/parser/fix-repository/base-parser.js +1 -2
- package/dist/dictionary/parser/fix-repository/base-parser.js.map +1 -1
- package/dist/dictionary/parser/fix-repository/components-parser.d.ts +1 -3
- package/dist/dictionary/parser/fix-repository/components-parser.js +2 -3
- package/dist/dictionary/parser/fix-repository/components-parser.js.map +1 -1
- package/dist/dictionary/parser/fix-repository/data-types-parser.d.ts +1 -3
- package/dist/dictionary/parser/fix-repository/data-types-parser.js +2 -3
- package/dist/dictionary/parser/fix-repository/data-types-parser.js.map +1 -1
- package/dist/dictionary/parser/fix-repository/enums-parser.d.ts +1 -3
- package/dist/dictionary/parser/fix-repository/enums-parser.js +2 -3
- package/dist/dictionary/parser/fix-repository/enums-parser.js.map +1 -1
- package/dist/dictionary/parser/fix-repository/fields-parser.d.ts +1 -3
- package/dist/dictionary/parser/fix-repository/fields-parser.js +2 -3
- package/dist/dictionary/parser/fix-repository/fields-parser.js.map +1 -1
- package/dist/dictionary/parser/fix-repository/messages-parser.d.ts +1 -3
- package/dist/dictionary/parser/fix-repository/messages-parser.js +2 -3
- package/dist/dictionary/parser/fix-repository/messages-parser.js.map +1 -1
- package/dist/dictionary/parser/fix-repository/msg-contents-parser.d.ts +1 -3
- package/dist/dictionary/parser/fix-repository/msg-contents-parser.js +2 -3
- package/dist/dictionary/parser/fix-repository/msg-contents-parser.js.map +1 -1
- package/dist/dictionary/parser/fix-repository/repository-abbreviation.d.ts +5 -0
- package/dist/dictionary/parser/fix-repository/repository-abbreviation.js +3 -0
- package/dist/dictionary/parser/fix-repository/repository-abbreviation.js.map +1 -0
- package/dist/dictionary/parser/fix-repository/repository-component.d.ts +10 -0
- package/dist/dictionary/parser/fix-repository/repository-component.js +3 -0
- package/dist/dictionary/parser/fix-repository/repository-component.js.map +1 -0
- package/dist/dictionary/parser/fix-repository/repository-data-type.d.ts +6 -0
- package/dist/dictionary/parser/fix-repository/repository-data-type.js +3 -0
- package/dist/dictionary/parser/fix-repository/repository-data-type.js.map +1 -0
- package/dist/dictionary/parser/fix-repository/repository-enum.d.ts +7 -0
- package/dist/dictionary/parser/fix-repository/repository-enum.js +3 -0
- package/dist/dictionary/parser/fix-repository/repository-enum.js.map +1 -0
- package/dist/dictionary/parser/fix-repository/repository-field.d.ts +11 -0
- package/dist/dictionary/parser/fix-repository/repository-field.js +3 -0
- package/dist/dictionary/parser/fix-repository/repository-field.js.map +1 -0
- package/dist/dictionary/parser/fix-repository/repository-message.d.ts +11 -0
- package/dist/dictionary/parser/fix-repository/repository-message.js +3 -0
- package/dist/dictionary/parser/fix-repository/repository-message.js.map +1 -0
- package/dist/dictionary/parser/fix-repository/repository-msg-content.d.ts +9 -0
- package/dist/dictionary/parser/fix-repository/repository-msg-content.js +3 -0
- package/dist/dictionary/parser/fix-repository/repository-msg-content.js.map +1 -0
- package/dist/dictionary/parser/fix-repository/repository-msg.d.ts +0 -0
- package/dist/dictionary/parser/fix-repository/repository-msg.js +1 -0
- package/dist/dictionary/parser/fix-repository/repository-msg.js.map +1 -0
- package/dist/dictionary/parser/fix-repository/repository-type.d.ts +0 -53
- package/dist/dictionary/parser/fix-repository/repository-type.js +0 -2
- package/dist/dictionary/parser/fix-repository/repository-type.js.map +1 -1
- package/dist/dictionary/parser/fix-repository/repository-xml-parser.js +9 -9
- package/dist/dictionary/parser/fix-repository/repository-xml-parser.js.map +1 -1
- package/dist/dictionary/parser/fix-repository/repository.d.ts +12 -1
- package/dist/dictionary/parser/fix-repository/repository.js +50 -28
- package/dist/dictionary/parser/fix-repository/repository.js.map +1 -1
- package/dist/dictionary/parser/fixml/components-parser.d.ts +1 -1
- package/dist/dictionary/parser/fixml/components-parser.js.map +1 -1
- package/dist/dictionary/parser/fixml/fields-parser.d.ts +1 -1
- package/dist/dictionary/parser/fixml/fields-parser.js.map +1 -1
- package/dist/dictionary/parser/fixml/fix-xsd-parser.js +3 -2
- package/dist/dictionary/parser/fixml/fix-xsd-parser.js.map +1 -1
- package/dist/dictionary/parser/fixml/include-graph.js.map +1 -1
- package/dist/dictionary/parser/fixml/xsd-parser.d.ts +1 -1
- package/dist/dictionary/parser/fixml/xsd-parser.js.map +1 -1
- package/dist/dictionary/parser/quickfix/field-definition-parser.d.ts +4 -4
- package/dist/dictionary/parser/quickfix/field-definition-parser.js +3 -3
- package/dist/dictionary/parser/quickfix/field-definition-parser.js.map +1 -1
- package/dist/dictionary/parser/quickfix/field-set-parser.d.ts +4 -4
- package/dist/dictionary/parser/quickfix/field-set-parser.js +3 -3
- package/dist/dictionary/parser/quickfix/field-set-parser.js.map +1 -1
- package/dist/dictionary/parser/quickfix/message-parser.d.ts +4 -4
- package/dist/dictionary/parser/quickfix/message-parser.js +3 -3
- package/dist/dictionary/parser/quickfix/message-parser.js.map +1 -1
- package/dist/dictionary/parser/quickfix/node-parser.d.ts +4 -5
- package/dist/dictionary/parser/quickfix/node-parser.js +4 -4
- package/dist/dictionary/parser/quickfix/node-parser.js.map +1 -1
- package/dist/dictionary/parser/quickfix/parse-state.d.ts +8 -0
- package/dist/dictionary/parser/quickfix/parse-state.js +13 -0
- package/dist/dictionary/parser/quickfix/parse-state.js.map +1 -0
- package/dist/dictionary/parser/quickfix/quick-fix-xml-file-parser.d.ts +1 -9
- package/dist/dictionary/parser/quickfix/quick-fix-xml-file-parser.js +27 -34
- package/dist/dictionary/parser/quickfix/quick-fix-xml-file-parser.js.map +1 -1
- package/dist/dictionary/sax-node.d.ts +6 -0
- package/dist/dictionary/sax-node.js +3 -0
- package/dist/dictionary/sax-node.js.map +1 -0
- package/dist/dictionary/set-reduce.d.ts +5 -12
- package/dist/dictionary/set-reduce.js +28 -26
- package/dist/dictionary/set-reduce.js.map +1 -1
- package/dist/dictionary/type-dispatcher.d.ts +12 -0
- package/dist/dictionary/type-dispatcher.js +3 -0
- package/dist/dictionary/type-dispatcher.js.map +1 -0
- package/dist/dictionary/version-util.d.ts +4 -0
- package/dist/dictionary/version-util.js +36 -0
- package/dist/dictionary/version-util.js.map +1 -0
- package/dist/execution-report.test.d.ts +0 -0
- package/dist/execution-report.test.js +1 -0
- package/dist/execution-report.test.js.map +1 -0
- package/dist/experiment.d.ts +0 -0
- package/dist/experiment.js +1 -0
- package/dist/experiment.js.map +1 -0
- package/dist/fix-repo-dict.test.d.ts +0 -0
- package/dist/fix-repo-dict.test.js +1 -0
- package/dist/fix-repo-dict.test.js.map +1 -0
- package/dist/fix-session-state-args.d.ts +0 -0
- package/dist/fix-session-state-args.js +1 -0
- package/dist/fix-session-state-args.js.map +1 -0
- package/dist/fix-session-state.d.ts +0 -0
- package/dist/fix-session-state.js +1 -0
- package/dist/fix-session-state.js.map +1 -0
- package/dist/fix-session.d.ts +0 -0
- package/dist/fix-session.js +1 -0
- package/dist/fix-session.js.map +1 -0
- package/dist/fix.txt +1 -0
- package/dist/fixml-alloc-parse.test.d.ts +0 -0
- package/dist/fixml-alloc-parse.test.js +1 -0
- package/dist/fixml-alloc-parse.test.js.map +1 -0
- package/dist/fixml-mkt-data-fut-parse.test.d.ts +0 -0
- package/dist/fixml-mkt-data-fut-parse.test.js +1 -0
- package/dist/fixml-mkt-data-fut-parse.test.js.map +1 -0
- package/dist/fixml-mkt-data-settle-parse.test.d.ts +0 -0
- package/dist/fixml-mkt-data-settle-parse.test.js +1 -0
- package/dist/fixml-mkt-data-settle-parse.test.js.map +1 -0
- package/dist/fixml-tc-bi-lateral-parse.test.d.ts +0 -0
- package/dist/fixml-tc-bi-lateral-parse.test.js +1 -0
- package/dist/fixml-tc-bi-lateral-parse.test.js.map +1 -0
- package/dist/includes.test.d.ts +0 -0
- package/dist/includes.test.js +1 -0
- package/dist/includes.test.js.map +1 -0
- package/dist/index.d.ts +1 -0
- package/dist/index.js +1 -0
- package/dist/index.js.map +1 -1
- package/dist/jsfix-cmd.d.ts +5 -0
- package/dist/jsfix-cmd.js +27 -20
- package/dist/jsfix-cmd.js.map +1 -1
- package/dist/launcher.d.ts +0 -0
- package/dist/launcher.js +1 -0
- package/dist/launcher.js.map +1 -0
- package/dist/logon.test.d.ts +0 -0
- package/dist/logon.test.js +1 -0
- package/dist/logon.test.js.map +1 -0
- package/dist/make-fix-session.d.ts +0 -0
- package/dist/make-fix-session.js +1 -0
- package/dist/make-fix-session.js.map +1 -0
- package/dist/memory-store.test.d.ts +0 -0
- package/dist/memory-store.test.js +1 -0
- package/dist/memory-store.test.js.map +1 -0
- package/dist/object.json +691 -0
- package/dist/qf-full-msg.test.d.ts +0 -0
- package/dist/qf-full-msg.test.js +1 -0
- package/dist/qf-full-msg.test.js.map +1 -0
- package/dist/repo-full-ascii-msg.test.d.ts +0 -0
- package/dist/repo-full-ascii-msg.test.js +1 -0
- package/dist/repo-full-ascii-msg.test.js.map +1 -0
- package/dist/runtime/DITokens.d.ts +20 -0
- package/dist/runtime/DITokens.js +25 -0
- package/dist/runtime/DITokens.js.map +1 -0
- package/dist/runtime/app-launcher.d.ts +27 -0
- package/dist/runtime/app-launcher.js +131 -0
- package/dist/runtime/app-launcher.js.map +1 -0
- package/dist/runtime/di-tokens.d.ts +28 -0
- package/dist/runtime/di-tokens.js +33 -0
- package/dist/runtime/di-tokens.js.map +1 -0
- package/dist/runtime/engine-factory.d.ts +4 -0
- package/dist/runtime/engine-factory.js +3 -0
- package/dist/runtime/engine-factory.js.map +1 -0
- package/dist/runtime/index.d.ts +5 -0
- package/dist/runtime/index.js +18 -0
- package/dist/runtime/index.js.map +1 -0
- package/dist/runtime/launcher.d.ts +29 -0
- package/dist/runtime/launcher.js +131 -0
- package/dist/runtime/launcher.js.map +1 -0
- package/dist/runtime/make-config.d.ts +11 -0
- package/dist/runtime/make-config.js +57 -0
- package/dist/runtime/make-config.js.map +1 -0
- package/dist/runtime/session-container.d.ts +16 -0
- package/dist/runtime/session-container.js +168 -0
- package/dist/runtime/session-container.js.map +1 -0
- package/dist/runtime/session-launcher.d.ts +27 -0
- package/dist/runtime/session-launcher.js +131 -0
- package/dist/runtime/session-launcher.js.map +1 -0
- package/dist/sample/http/oms/app.d.ts +1 -1
- package/dist/sample/http/oms/app.js +16 -14
- package/dist/sample/http/oms/app.js.map +1 -1
- package/dist/sample/http/oms/http-client.js +22 -2
- package/dist/sample/http/oms/http-client.js.map +1 -1
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- package/dist/transport/http/http-transport-description.d.ts +8 -0
- package/dist/transport/http/http-transport-description.js +3 -0
- package/dist/transport/http/http-transport-description.js.map +1 -0
- package/dist/transport/http/index.d.ts +1 -0
- package/dist/transport/http/index.js +1 -0
- package/dist/transport/http/index.js.map +1 -1
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- package/dist/transport/index.js +11 -10
- package/dist/transport/index.js.map +1 -1
- package/dist/transport/{make-fixl-session.d.ts → make-fix-session.d.ts} +0 -0
- package/dist/transport/make-fix-session.js +3 -0
- package/dist/transport/make-fix-session.js.map +1 -0
- package/dist/transport/msg-application.d.ts +12 -0
- package/dist/transport/msg-application.js +3 -0
- package/dist/transport/msg-application.js.map +1 -0
- package/dist/transport/msg-transmitter.d.ts +5 -5
- package/dist/transport/msg-transmitter.js +2 -3
- package/dist/transport/msg-transmitter.js.map +1 -1
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- package/dist/transport/session/a-session-msg-factory.js.map +1 -0
- package/dist/transport/session/fix-session-state-args.d.ts +8 -0
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- package/dist/transport/session/fix-session-state-args.js.map +1 -0
- package/dist/transport/session/fix-session-state.d.ts +32 -0
- package/dist/transport/session/fix-session-state.js +133 -0
- package/dist/transport/session/fix-session-state.js.map +1 -0
- package/dist/transport/session/fix-session.d.ts +50 -0
- package/dist/transport/session/fix-session.js +291 -0
- package/dist/transport/session/fix-session.js.map +1 -0
- package/dist/transport/session/make-fix-session.d.ts +5 -0
- package/dist/transport/session/make-fix-session.js +3 -0
- package/dist/transport/session/make-fix-session.js.map +1 -0
- package/dist/transport/session/session-description.d.ts +17 -0
- package/dist/transport/session/session-description.js +3 -0
- package/dist/transport/session/session-description.js.map +1 -0
- package/dist/transport/session/session-msg-factory.d.ts +15 -0
- package/dist/transport/session/session-msg-factory.js +3 -0
- package/dist/transport/session/session-msg-factory.js.map +1 -0
- package/dist/transport/session/session-state.d.ts +25 -0
- package/dist/transport/session/session-state.js +30 -0
- package/dist/transport/session/session-state.js.map +1 -0
- package/dist/transport/session-description.d.ts +1 -48
- package/dist/transport/session-description.js.map +1 -1
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- package/dist/transport/session-msg-factory.js +0 -10
- package/dist/transport/session-msg-factory.js.map +1 -1
- package/dist/transport/session-state.d.ts +25 -0
- package/dist/transport/session-state.js +30 -0
- package/dist/transport/session-state.js.map +1 -0
- package/dist/transport/tcp/index.d.ts +3 -2
- package/dist/transport/tcp/index.js +3 -2
- package/dist/transport/tcp/index.js.map +1 -1
- package/dist/transport/tcp/recovering-tcp-initiator.d.ts +7 -9
- package/dist/transport/tcp/recovering-tcp-initiator.js +41 -16
- package/dist/transport/tcp/recovering-tcp-initiator.js.map +1 -1
- package/dist/transport/tcp/tcp-acceptor-listener.d.ts +7 -0
- package/dist/transport/tcp/tcp-acceptor-listener.js +70 -0
- package/dist/transport/tcp/tcp-acceptor-listener.js.map +1 -0
- package/dist/transport/tcp/tcp-acceptor.d.ts +7 -0
- package/dist/transport/tcp/tcp-acceptor.js +79 -43
- package/dist/transport/tcp/tcp-acceptor.js.map +1 -1
- package/dist/transport/tcp/tcp-initiator-connector.d.ts +10 -0
- package/dist/transport/tcp/tcp-initiator-connector.js +97 -0
- package/dist/transport/tcp/tcp-initiator-connector.js.map +1 -0
- package/dist/transport/tcp/tcp-initiator.d.ts +4 -2
- package/dist/transport/tcp/tcp-initiator.js +82 -36
- package/dist/transport/tcp/tcp-initiator.js.map +1 -1
- package/dist/transport/tcp/tcp-transport-description.d.ts +6 -0
- package/dist/transport/tcp/tcp-transport-description.js +3 -0
- package/dist/transport/tcp/tcp-transport-description.js.map +1 -0
- package/dist/transport/tcp/tls-options-factory.d.ts +9 -0
- package/dist/transport/tcp/tls-options-factory.js +53 -0
- package/dist/transport/tcp/tls-options-factory.js.map +1 -0
- package/dist/transport/tcp/tls-options.d.ts +10 -5
- package/dist/transport/tcp/tls-options.js +0 -49
- package/dist/transport/tcp/tls-options.js.map +1 -1
- package/dist/transport/tick-action.d.ts +8 -0
- package/dist/transport/tick-action.js +13 -0
- package/dist/transport/tick-action.js.map +1 -0
- package/dist/util/definition-factory.d.ts +10 -0
- package/dist/util/definition-factory.js +56 -0
- package/dist/util/definition-factory.js.map +1 -0
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- package/dist/util/dictionary-path.js +3 -0
- package/dist/util/dictionary-path.js.map +1 -0
- package/dist/util/index.d.ts +1 -1
- package/dist/util/index.js +1 -1
- package/dist/util/index.js.map +1 -1
- package/dist/util/json-helper.d.ts +3 -1
- package/dist/util/json-helper.js +13 -12
- package/dist/util/json-helper.js.map +1 -1
- package/dist/util/message-generator.d.ts +1 -1
- package/dist/util/message-generator.js +16 -15
- package/dist/util/message-generator.js.map +1 -1
- package/dist/util/replay.d.ts +6 -3
- package/dist/util/replay.js +24 -26
- package/dist/util/replay.js.map +1 -1
- package/package.json +23 -17
- package/script/build.cmd +1 -0
- package/script/build.sh +1 -0
- package/script/genkey.ps1 +179 -179
- package/script/test.cmd +3 -0
- package/src/buffer/{ascii-chars.ts → ascii/ascii-chars.ts} +0 -0
- package/src/buffer/ascii/ascii-encoder.ts +78 -37
- package/src/buffer/ascii/ascii-parser-state.ts +7 -12
- package/src/buffer/ascii/ascii-parser.ts +23 -16
- package/src/buffer/ascii/ascii-segment-parser.ts +14 -8
- package/src/buffer/ascii/ascii-view.ts +4 -9
- package/src/buffer/ascii/index.ts +1 -0
- package/src/buffer/ascii/parse-state.ts +8 -0
- package/src/buffer/ascii/time-formatter.ts +3 -3
- package/src/buffer/elastic-buffer.ts +7 -2
- package/src/buffer/encode-proxy.ts +10 -5
- package/src/buffer/fixml/fixml-encoder.ts +15 -11
- package/src/buffer/fixml/fixml-parser.ts +16 -6
- package/src/buffer/fixml/fixml-view.ts +4 -4
- package/src/buffer/fixml/populated-attributes.ts +6 -0
- package/src/buffer/index.ts +4 -8
- package/src/buffer/msg-encoder.ts +2 -1
- package/src/buffer/msg-view.ts +13 -6
- package/src/buffer/{segment-description.ts → segment/segment-description.ts} +4 -11
- package/src/buffer/{segment-summary.ts → segment/segment-summary.ts} +0 -0
- package/src/buffer/segment/segment-type.ts +8 -0
- package/src/buffer/structure.ts +3 -3
- package/src/buffer/{tag-pos.ts → tag/tag-pos.ts} +0 -0
- package/src/buffer/tag/tag-type.ts +13 -0
- package/src/buffer/{tags.ts → tag/tags.ts} +4 -16
- package/src/config/get-js-fx-logger.ts +4 -0
- package/src/config/index.ts +1 -0
- package/src/config/js-fix-config.ts +5 -2
- package/src/config/js-fix-logger.ts +0 -3
- package/src/dictionary/compiler/compiler-type.ts +3 -3
- package/src/dictionary/compiler/enum-compiler.ts +12 -1
- package/src/dictionary/compiler/msg-compiler.ts +8 -7
- package/src/dictionary/contained/contained-component-field.ts +2 -1
- package/src/dictionary/contained/contained-field-dispatch.ts +3 -7
- package/src/dictionary/contained/contained-field-dispatcher.ts +9 -0
- package/src/dictionary/contained/contained-field-set.ts +5 -3
- package/src/dictionary/contained/contained-field-type.ts +5 -0
- package/src/dictionary/contained/contained-field.ts +1 -6
- package/src/dictionary/contained/contained-group-field.ts +2 -1
- package/src/dictionary/contained/contained-simple-field.ts +2 -1
- package/src/dictionary/contained/field-dispatcher.ts +9 -0
- package/src/dictionary/contained/fields-dispatch.ts +46 -0
- package/src/dictionary/contained/index.ts +2 -0
- package/src/dictionary/contained-set-type.ts +5 -0
- package/src/dictionary/definition/component-field-definition.ts +1 -1
- package/src/dictionary/definition/fix-definitions.ts +2 -1
- package/src/dictionary/definition/group-field-definition.ts +1 -1
- package/src/dictionary/definition/index.ts +0 -1
- package/src/dictionary/definition/message-definition.ts +1 -1
- package/src/dictionary/definition/simple-field-definition.ts +3 -1
- package/src/dictionary/dict-primitive.ts +0 -13
- package/src/dictionary/fix-definition-source.ts +6 -0
- package/src/dictionary/fix-versions.ts +0 -32
- package/src/dictionary/index.ts +1 -5
- package/src/dictionary/parser/fix-repository/abbreviations-parser.ts +2 -3
- package/src/dictionary/parser/fix-repository/base-parser.ts +2 -3
- package/src/dictionary/parser/fix-repository/components-parser.ts +2 -3
- package/src/dictionary/parser/fix-repository/data-types-parser.ts +2 -3
- package/src/dictionary/parser/fix-repository/enums-parser.ts +2 -3
- package/src/dictionary/parser/fix-repository/fields-parser.ts +2 -3
- package/src/dictionary/parser/fix-repository/messages-parser.ts +2 -3
- package/src/dictionary/parser/fix-repository/msg-contents-parser.ts +2 -3
- package/src/dictionary/parser/fix-repository/repository-abbreviation.ts +6 -0
- package/src/dictionary/parser/fix-repository/repository-component.ts +11 -0
- package/src/dictionary/parser/fix-repository/repository-data-type.ts +7 -0
- package/src/dictionary/parser/fix-repository/repository-enum.ts +8 -0
- package/src/dictionary/parser/fix-repository/repository-field.ts +12 -0
- package/src/dictionary/parser/fix-repository/repository-message.ts +12 -0
- package/src/dictionary/parser/fix-repository/repository-msg-content.ts +10 -0
- package/src/dictionary/parser/fix-repository/repository-type.ts +0 -59
- package/src/dictionary/parser/fix-repository/repository-xml-parser.ts +10 -9
- package/src/dictionary/parser/fix-repository/repository.ts +69 -38
- package/src/dictionary/parser/fixml/components-parser.ts +6 -3
- package/src/dictionary/parser/fixml/fields-parser.ts +1 -1
- package/src/dictionary/parser/fixml/fix-xsd-parser.ts +2 -1
- package/src/dictionary/parser/fixml/include-graph.ts +2 -1
- package/src/dictionary/parser/fixml/xsd-parser.ts +2 -1
- package/src/dictionary/parser/quickfix/field-definition-parser.ts +4 -5
- package/src/dictionary/parser/quickfix/field-set-parser.ts +4 -5
- package/src/dictionary/parser/quickfix/message-parser.ts +4 -5
- package/src/dictionary/parser/quickfix/node-parser.ts +3 -6
- package/src/dictionary/parser/quickfix/parse-state.ts +8 -0
- package/src/dictionary/parser/quickfix/quick-fix-xml-file-parser.ts +9 -15
- package/src/dictionary/sax-node.ts +7 -0
- package/src/dictionary/set-reduce.ts +30 -31
- package/src/dictionary/type-dispatcher.ts +7 -0
- package/src/dictionary/version-util.ts +25 -0
- package/src/index.ts +1 -0
- package/src/jsfix-cmd.ts +31 -16
- package/src/runtime/di-tokens.ts +48 -0
- package/src/runtime/engine-factory.ts +5 -0
- package/src/runtime/index.ts +5 -0
- package/src/runtime/make-config.ts +35 -0
- package/src/runtime/session-container.ts +180 -0
- package/src/runtime/session-launcher.ts +127 -0
- package/src/sample/http/oms/app.ts +20 -14
- package/src/sample/http/oms/http-client.ts +5 -2
- package/src/sample/http/oms/http-server.ts +5 -1
- package/src/sample/tcp/qf-md/app.ts +12 -12
- package/src/sample/tcp/qf-md/md-client.ts +4 -1
- package/src/sample/tcp/qf-md/md-server.ts +3 -1
- package/src/sample/tcp/recovering-skeleton/app.ts +37 -15
- package/src/sample/tcp/recovering-skeleton/respawn-acceptor.ts +16 -9
- package/src/sample/tcp/recovering-skeleton/skeleton-client.ts +4 -2
- package/src/sample/tcp/recovering-skeleton/skeleton-server.ts +4 -2
- package/src/sample/tcp/skeleton/app.ts +10 -15
- package/src/sample/tcp/skeleton/skeleton-session.ts +29 -3
- package/src/sample/tcp/tls-trade-capture/app.ts +8 -31
- package/src/sample/tcp/trade-capture/app-launcher.ts +22 -0
- package/src/sample/tcp/trade-capture/app.ts +3 -26
- package/src/sample/tcp/trade-capture/trade-capture-client.ts +10 -4
- package/src/sample/tcp/trade-capture/trade-capture-server.ts +2 -1
- package/src/sample/tcp/trade-capture/trade-factory.ts +7 -1
- package/src/store/fix-msg-ascii-store-resend.ts +6 -4
- package/src/store/fix-msg-memory-store.ts +1 -1
- package/src/store/fix-msg-store-record.ts +7 -0
- package/src/store/fix-msg-store-state.ts +6 -0
- package/src/store/fix-msg-store.ts +1 -7
- package/src/transport/ascii/ascii-msg-transmitter.ts +15 -8
- package/src/transport/ascii/ascii-session-msg-factory.ts +2 -2
- package/src/transport/ascii/ascii-session.ts +84 -25
- package/src/transport/ascii/index.ts +0 -1
- package/src/transport/duplex/http-duplex.ts +3 -3
- package/src/transport/duplex/tcp-duplex.ts +4 -1
- package/src/transport/factory/index.ts +1 -0
- package/src/transport/factory/msg-transport.ts +55 -0
- package/src/transport/fix-acceptor.ts +2 -2
- package/src/transport/fix-entity.ts +9 -0
- package/src/transport/fix-initiator.ts +2 -2
- package/src/transport/fixml/fixml-msg-transmitter.ts +8 -4
- package/src/transport/fixml/fixml-session-msg-factory.ts +2 -2
- package/src/transport/fixml/fixml-session.ts +2 -2
- package/src/transport/fixml/index.ts +0 -2
- package/src/transport/http/html-options.ts +8 -0
- package/src/transport/http/html-route.ts +6 -0
- package/src/transport/http/http-acceptor-listener.ts +42 -0
- package/src/transport/http/http-acceptor.ts +12 -8
- package/src/transport/http/http-adapter.ts +7 -0
- package/src/transport/http/http-initiator.ts +40 -25
- package/src/transport/http/http-json-sample-adapter.ts +7 -2
- package/src/transport/http/http-transaction.ts +1 -1
- package/src/transport/http/http-transport-description.ts +9 -0
- package/src/transport/http/index.ts +1 -0
- package/src/transport/index.ts +11 -10
- package/src/transport/msg-application.ts +13 -0
- package/src/transport/msg-transmitter.ts +5 -5
- package/src/transport/{a-session-msg-factory.ts → session/a-session-msg-factory.ts} +4 -4
- package/src/transport/session/fix-session-state-args.ts +9 -0
- package/src/transport/{fix-session-state.ts → session/fix-session-state.ts} +8 -45
- package/src/transport/{fix-session.ts → session/fix-session.ts} +108 -44
- package/src/transport/{make-fixl-session.ts → session/make-fix-session.ts} +1 -1
- package/src/transport/session/session-description.ts +18 -0
- package/src/transport/{fix-msg-factory.ts → session/session-msg-factory.ts} +2 -2
- package/src/transport/session/session-state.ts +25 -0
- package/src/transport/tcp/index.ts +3 -2
- package/src/transport/tcp/recovering-tcp-initiator.ts +24 -13
- package/src/transport/tcp/tcp-acceptor-listener.ts +45 -0
- package/src/transport/tcp/tcp-acceptor.ts +65 -40
- package/src/transport/tcp/tcp-initiator-connector.ts +71 -0
- package/src/transport/tcp/tcp-initiator.ts +71 -42
- package/src/transport/tcp/tcp-transport-description.ts +7 -0
- package/src/transport/tcp/tls-options-factory.ts +55 -0
- package/src/transport/tcp/tls-options.ts +9 -51
- package/src/transport/tick-action.ts +8 -0
- package/src/util/definition-factory.ts +47 -0
- package/src/util/dictionary-path.ts +4 -0
- package/src/util/index.ts +1 -1
- package/src/util/json-helper.ts +14 -4
- package/src/util/message-generator.ts +6 -3
- package/src/util/replay.ts +26 -21
- package/tsconfig.json +2 -0
- package/dist/buffer/ascii-chars.js.map +0 -1
- package/dist/dictionary/fields-dispatch.js +0 -40
- package/dist/dictionary/fields-dispatch.js.map +0 -1
- package/dist/transport/ascii-session-msg-factory.d.ts +0 -16
- package/dist/transport/ascii-session-msg-factory.js +0 -47
- package/dist/transport/ascii-session-msg-factory.js.map +0 -1
- package/dist/transport/fixml/acceptor.d.ts +0 -3
- package/dist/transport/fixml/acceptor.js +0 -38
- package/dist/transport/fixml/acceptor.js.map +0 -1
- package/dist/transport/fixml-session-msg-factory.d.ts +0 -13
- package/dist/transport/fixml-session-msg-factory.js +0 -68
- package/dist/transport/fixml-session-msg-factory.js.map +0 -1
- package/dist/transport/make-config.d.ts +0 -4
- package/dist/transport/make-config.js +0 -31
- package/dist/transport/make-config.js.map +0 -1
- package/dist/transport/make-fixl-session.js.map +0 -1
- package/dist/transport/msg-transport.js +0 -57
- package/dist/transport/msg-transport.js.map +0 -1
- package/dist/transport/tcp/acceptor.d.ts +0 -3
- package/dist/transport/tcp/acceptor.js +0 -40
- package/dist/transport/tcp/acceptor.js.map +0 -1
- package/dist/transport/tcp/initiator.d.ts +0 -3
- package/dist/transport/tcp/initiator.js +0 -67
- package/dist/transport/tcp/initiator.js.map +0 -1
- package/dist/util/dictionary-definitions.d.ts +0 -8
- package/dist/util/dictionary-definitions.js +0 -51
- package/dist/util/dictionary-definitions.js.map +0 -1
- package/src/dictionary/fields-dispatch.ts +0 -45
- package/src/sample/launcher.ts +0 -56
- package/src/transport/fixml/acceptor.ts +0 -29
- package/src/transport/make-config.ts +0 -19
- package/src/transport/msg-transport.ts +0 -67
- package/src/transport/session-description.ts +0 -70
- package/src/transport/tcp/acceptor.ts +0 -31
- package/src/transport/tcp/initiator.ts +0 -59
- package/src/util/dictionary-definitions.ts +0 -41
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* as path from 'path'\r\nimport { ContainedFieldType, FixDefinitions } from '../dictionary'\r\nimport { ISessionDescription } from '../transport'\r\nimport { getDefinitions } from '../util'\r\n\r\nconst root: string = path.join(__dirname, '../../data')\r\n\r\nlet definitions: FixDefinitions\r\n\r\nbeforeAll(async () => {\r\n const sessionDescription: ISessionDescription = require(path.join(root, 'session/test-initiator.json'))\r\n definitions = await getDefinitions(sessionDescription.application.dictionary)\r\n}, 45000)\r\n\r\n/*\r\n<Field added=\"FIX.2.7\">\r\n\t\t<Tag>1</Tag>\r\n\t\t<Name>Account</Name>\r\n\t\t<Type>String</Type>\r\n\t\t<AbbrName>Acct</AbbrName>\r\n\t\t<NotReqXML>0</NotReqXML>\r\n\t\t<Description>Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager.</Description>\r\n\t</Field>\r\n */\r\n\r\ntest('field check tag 1', () => {\r\n const simple = definitions.simple.get('1')\r\n expect(simple).toBeTruthy()\r\n expect(simple.tag).toEqual(1)\r\n expect(simple.name).toEqual('Account')\r\n expect(simple.type.toLowerCase()).toEqual('string')\r\n})\r\n\r\n/*\r\n\t<Field added=\"FIX.2.7\">\r\n\t\t<Tag>15</Tag>\r\n\t\t<Name>Currency</Name>\r\n\t\t<Type>Currency</Type>\r\n\t\t<AbbrName>Ccy</AbbrName>\r\n\t\t<NotReqXML>0</NotReqXML>\r\n\t\t<Description>Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See \"Appendix 6-A: Valid Currency Codes\" for information on obtaining valid values.</Description>\r\n\t</Field>\r\n */\r\n\r\ntest('field check tag 15', () => {\r\n const simple = definitions.simple.get('15')\r\n expect(simple).toBeTruthy()\r\n expect(simple.tag).toEqual(15)\r\n expect(simple.name).toEqual('Currency')\r\n expect(simple.type.toLowerCase()).toEqual('string') // maps to string\r\n})\r\n\r\n/*\r\n\t<Field added=\"FIX.2.7\">\r\n\t\t<Tag>35</Tag>\r\n\t\t<Name>MsgType</Name>\r\n\t\t<Type>String</Type>\r\n\t\t<AbbrName>MsgTyp</AbbrName>\r\n\t\t<NotReqXML>1</NotReqXML>\r\n\t\t<Description>Defines message type ALWAYS THIRD FIELD IN MESSAGE. (Always unencrypted)\r\nNote: A \"U\" as the first character in the MsgType field (i.e. U, U2, etc) indicates that the message format is privately defined between the sender and receiver.</Description>\r\n\t</Field>\r\n */\r\n\r\ntest('field check tag 35', () => {\r\n const simple = definitions.simple.get('35')\r\n expect(simple).toBeTruthy()\r\n expect(simple.tag).toEqual(35)\r\n expect(simple.name).toEqual('MsgType')\r\n expect(simple.type.toLowerCase()).toEqual('string')\r\n expect(simple.enums).toBeTruthy()\r\n expect(simple.enums.get('ZZZ')).toBeUndefined()\r\n expect(simple.enums.get('0').val).toEqual('Heartbeat')\r\n expect(simple.enums.get('8').val).toEqual('ExecutionReport')\r\n expect(simple.enums.get('AE').val).toEqual('TradeCaptureReport')\r\n})\r\n\r\n/*\r\n\t<Field added=\"FIX.2.7\">\r\n\t\t<Tag>54</Tag>\r\n\t\t<Name>Side</Name>\r\n\t\t<Type>char</Type>\r\n\t\t<AbbrName>Side</AbbrName>\r\n\t\t<NotReqXML>0</NotReqXML>\r\n\t\t<Description>Side of order</Description>\r\n\t</Field>\r\n */\r\n\r\ntest('field check tag 54', () => {\r\n const simple = definitions.simple.get('54')\r\n expect(simple).toBeTruthy()\r\n expect(simple.tag).toEqual(54)\r\n expect(simple.name).toEqual('Side')\r\n expect(simple.type.toLowerCase()).toEqual('char')\r\n expect(simple.enums).toBeTruthy()\r\n expect(simple.enums.get('1').val).toEqual('Buy')\r\n expect(simple.enums.get('2').val).toEqual('Sell')\r\n expect(simple.enums.get('3').val).toEqual('BuyMinus')\r\n expect(simple.enums.get('8').val).toEqual('Cross')\r\n})\r\n\r\n/*\r\n\t<Field added=\"FIX.2.7\">\r\n\t\t<Tag>99</Tag>\r\n\t\t<Name>StopPx</Name>\r\n\t\t<Type>Price</Type>\r\n\t\t<AbbrName>StopPx</AbbrName>\r\n\t\t<NotReqXML>0</NotReqXML>\r\n\t\t<Description>Price per unit of quantity (e.g. per share)</Description>\r\n\t</Field>\r\n */\r\n\r\ntest('field check tag 99', () => {\r\n const simple = definitions.simple.get('99')\r\n expect(simple).toBeTruthy()\r\n expect(simple.tag).toEqual(99)\r\n expect(simple.name).toEqual('StopPx')\r\n expect(simple.type.toLowerCase()).toEqual('float') // maps to float\r\n})\r\n\r\n/*\r\n\t<Field added=\"FIX.3.0\">\r\n\t\t<Tag>113</Tag>\r\n\t\t<Name>ReportToExch</Name>\r\n\t\t<Type>Boolean</Type>\r\n\t\t<AbbrName>RptToExch</AbbrName>\r\n\t\t<NotReqXML>0</NotReqXML>\r\n\t\t<Description>Identifies party of trade responsible for exchange reporting.</Description>\r\n\t</Field>\r\n */\r\n\r\ntest('field check tag 113', () => {\r\n const simple = definitions.simple.get('113')\r\n expect(simple).toBeTruthy()\r\n expect(simple.tag).toEqual(113)\r\n expect(simple.name).toEqual('ReportToExch')\r\n expect(simple.type.toLowerCase()).toEqual('boolean')\r\n})\r\n\r\n/*\r\n\t<Field added=\"FIX.4.0\">\r\n\t\t<Tag>119</Tag>\r\n\t\t<Name>SettlCurrAmt</Name>\r\n\t\t<Type>Amt</Type>\r\n\t\t<AbbrName>SettlCurrAmt</AbbrName>\r\n\t\t<NotReqXML>0</NotReqXML>\r\n\t\t<Description>Total amount due expressed in settlement currency (includes the effect of the forex transaction)</Description>\r\n\t</Field>\r\n */\r\n\r\ntest('field check tag 119', () => {\r\n const simple = definitions.simple.get('119')\r\n expect(simple).toBeTruthy()\r\n expect(simple.tag).toEqual(119)\r\n expect(simple.name).toEqual('SettlCurrAmt')\r\n expect(simple.type.toLowerCase()).toEqual('float') // maps to float\r\n})\r\n\r\n/*\r\n\t<Field added=\"FIX.4.0\">\r\n\t\t<Tag>135</Tag>\r\n\t\t<Name>OfferSize</Name>\r\n\t\t<Type>Qty</Type>\r\n\t\t<AbbrName>OfrSz</AbbrName>\r\n\t\t<NotReqXML>0</NotReqXML>\r\n\t\t<Description>Quantity of offer\r\n(Prior to FIX 4.2 this field was of type int)</Description>\r\n\t</Field>\r\n */\r\n\r\ntest('field check tag 135', () => {\r\n const simple = definitions.simple.get('135')\r\n expect(simple).toBeTruthy()\r\n expect(simple.tag).toEqual(135)\r\n expect(simple.name).toEqual('OfferSize')\r\n expect(simple.type.toLowerCase()).toEqual('float') // maps to float\r\n})\r\n\r\n/*\r\n\t<Field added=\"FIX.4.1\">\r\n\t\t<Tag>168</Tag>\r\n\t\t<Name>EffectiveTime</Name>\r\n\t\t<Type>UTCTimestamp</Type>\r\n\t\t<AbbrName>EfctvTm</AbbrName>\r\n\t\t<NotReqXML>0</NotReqXML>\r\n\t\t<Description>Time the details within the message should take effect (always expressed in UTC (Universal Time Coordinated, also known as \"GMT\")</Description>\r\n\t</Field>\r\n */\r\n\r\ntest('field check tag 168', () => {\r\n const simple = definitions.simple.get('168')\r\n expect(simple).toBeTruthy()\r\n expect(simple.tag).toEqual(168)\r\n expect(simple.name).toEqual('EffectiveTime')\r\n expect(simple.type.toLowerCase()).toEqual('utctimestamp')\r\n})\r\n\r\n/*\r\n\t<Field added=\"FIX.2.7\">\r\n\t\t<Tag>95</Tag>\r\n\t\t<Name>RawDataLength</Name>\r\n\t\t<Type>Length</Type>\r\n\t\t<AssociatedDataTag>96</AssociatedDataTag>\r\n\t\t<AbbrName>RawDataLength</AbbrName>\r\n\t\t<NotReqXML>0</NotReqXML>\r\n\t\t<Description>Number of bytes in raw data field.</Description>\r\n\t</Field>\r\n */\r\n\r\ntest('field check tag 95', () => {\r\n const simple = definitions.simple.get('95')\r\n expect(simple).toBeTruthy()\r\n expect(simple.tag).toEqual(95)\r\n expect(simple.name).toEqual('RawDataLength')\r\n expect(simple.type.toLowerCase()).toEqual('int')\r\n})\r\n\r\n/*\r\n\t<Field added=\"FIX.2.7\">\r\n\t\t<Tag>96</Tag>\r\n\t\t<Name>RawData</Name>\r\n\t\t<Type>data</Type>\r\n\t\t<AbbrName>RawData</AbbrName>\r\n\t\t<NotReqXML>0</NotReqXML>\r\n\t\t<Description>Unformatted raw data, can include bitmaps, word processor documents, etc.</Description>\r\n\t</Field>\r\n */\r\n\r\ntest('field check tag 96', () => {\r\n const simple = definitions.simple.get('96')\r\n expect(simple).toBeTruthy()\r\n expect(simple.tag).toEqual(96)\r\n expect(simple.name).toEqual('RawData')\r\n expect(simple.type.toLowerCase()).toEqual('data')\r\n})\r\n\r\n/*\r\n\t<Field added=\"FIX.2.7\">\r\n\t\t<Tag>100</Tag>\r\n\t\t<Name>ExDestination</Name>\r\n\t\t<Type>Exchange</Type>\r\n\t\t<AbbrName>ExDest</AbbrName>\r\n\t\t<NotReqXML>0</NotReqXML>\r\n\t\t<Description>Execution destination as defined by institution when order is entered.\r\nValid values:\r\nSee \"Appendix 6-C\"</Description>\r\n\t</Field>\r\n */\r\n\r\ntest('field check tag 100', () => {\r\n const simple = definitions.simple.get('100')\r\n expect(simple).toBeTruthy()\r\n expect(simple.tag).toEqual(100)\r\n expect(simple.name).toEqual('ExDestination')\r\n expect(simple.type.toLowerCase()).toEqual('string')\r\n})\r\n\r\ntest('message check TestRequest', () => {\r\n const msg = definitions.message.get('TestRequest')\r\n expect(msg).toBeTruthy()\r\n expect(msg.msgType).toEqual('1')\r\n expect(msg.fields.length).toEqual(3)\r\n expect(msg.fields[0].type).toEqual(ContainedFieldType.Component)\r\n expect(msg.fields[0].name).toEqual('StandardHeader')\r\n expect(msg.fields[1].type).toEqual(ContainedFieldType.Simple)\r\n expect(msg.fields[1].name).toEqual('TestReqID')\r\n expect(msg.fields[2].type).toEqual(ContainedFieldType.Component)\r\n expect(msg.fields[2].name).toEqual('StandardTrailer')\r\n})\r\n"]}
|
|
1
|
+
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'reflect-metadata'\r\n\r\nimport * as path from 'path'\r\nimport { FixDefinitions } from '../dictionary/definition'\r\nimport { ISessionDescription } from '../transport'\r\nimport { DefinitionFactory } from '../util'\r\nimport { ContainedFieldType } from '../dictionary/contained/'\r\n\r\nconst root: string = path.join(__dirname, '../../data')\r\n\r\nlet definitions: FixDefinitions\r\n\r\nbeforeAll(async () => {\r\n const sessionDescription: ISessionDescription = require(path.join(root, 'session/test-initiator.json'))\r\n definitions = await new DefinitionFactory().getDefinitions(sessionDescription.application.dictionary)\r\n}, 45000)\r\n\r\n/*\r\n<Field added=\"FIX.2.7\">\r\n\t\t<Tag>1</Tag>\r\n\t\t<Name>Account</Name>\r\n\t\t<Type>String</Type>\r\n\t\t<AbbrName>Acct</AbbrName>\r\n\t\t<NotReqXML>0</NotReqXML>\r\n\t\t<Description>Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager.</Description>\r\n\t</Field>\r\n */\r\n\r\ntest('field check tag 1', () => {\r\n const simple = definitions.simple.get('1')\r\n expect(simple).toBeTruthy()\r\n expect(simple.tag).toEqual(1)\r\n expect(simple.name).toEqual('Account')\r\n expect(simple.type.toLowerCase()).toEqual('string')\r\n})\r\n\r\n/*\r\n\t<Field added=\"FIX.2.7\">\r\n\t\t<Tag>15</Tag>\r\n\t\t<Name>Currency</Name>\r\n\t\t<Type>Currency</Type>\r\n\t\t<AbbrName>Ccy</AbbrName>\r\n\t\t<NotReqXML>0</NotReqXML>\r\n\t\t<Description>Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See \"Appendix 6-A: Valid Currency Codes\" for information on obtaining valid values.</Description>\r\n\t</Field>\r\n */\r\n\r\ntest('field check tag 15', () => {\r\n const simple = definitions.simple.get('15')\r\n expect(simple).toBeTruthy()\r\n expect(simple.tag).toEqual(15)\r\n expect(simple.name).toEqual('Currency')\r\n expect(simple.type.toLowerCase()).toEqual('string') // maps to string\r\n})\r\n\r\n/*\r\n\t<Field added=\"FIX.2.7\">\r\n\t\t<Tag>35</Tag>\r\n\t\t<Name>MsgType</Name>\r\n\t\t<Type>String</Type>\r\n\t\t<AbbrName>MsgTyp</AbbrName>\r\n\t\t<NotReqXML>1</NotReqXML>\r\n\t\t<Description>Defines message type ALWAYS THIRD FIELD IN MESSAGE. (Always unencrypted)\r\nNote: A \"U\" as the first character in the MsgType field (i.e. U, U2, etc) indicates that the message format is privately defined between the sender and receiver.</Description>\r\n\t</Field>\r\n */\r\n\r\ntest('field check tag 35', () => {\r\n const simple = definitions.simple.get('35')\r\n expect(simple).toBeTruthy()\r\n expect(simple.tag).toEqual(35)\r\n expect(simple.name).toEqual('MsgType')\r\n expect(simple.type.toLowerCase()).toEqual('string')\r\n expect(simple.enums).toBeTruthy()\r\n expect(simple.enums.get('ZZZ')).toBeUndefined()\r\n expect(simple.enums.get('0').val).toEqual('Heartbeat')\r\n expect(simple.enums.get('8').val).toEqual('ExecutionReport')\r\n expect(simple.enums.get('AE').val).toEqual('TradeCaptureReport')\r\n})\r\n\r\n/*\r\n\t<Field added=\"FIX.2.7\">\r\n\t\t<Tag>54</Tag>\r\n\t\t<Name>Side</Name>\r\n\t\t<Type>char</Type>\r\n\t\t<AbbrName>Side</AbbrName>\r\n\t\t<NotReqXML>0</NotReqXML>\r\n\t\t<Description>Side of order</Description>\r\n\t</Field>\r\n */\r\n\r\ntest('field check tag 54', () => {\r\n const simple = definitions.simple.get('54')\r\n expect(simple).toBeTruthy()\r\n expect(simple.tag).toEqual(54)\r\n expect(simple.name).toEqual('Side')\r\n expect(simple.type.toLowerCase()).toEqual('char')\r\n expect(simple.enums).toBeTruthy()\r\n expect(simple.enums.get('1').val).toEqual('Buy')\r\n expect(simple.enums.get('2').val).toEqual('Sell')\r\n expect(simple.enums.get('3').val).toEqual('BuyMinus')\r\n expect(simple.enums.get('8').val).toEqual('Cross')\r\n})\r\n\r\n/*\r\n\t<Field added=\"FIX.2.7\">\r\n\t\t<Tag>99</Tag>\r\n\t\t<Name>StopPx</Name>\r\n\t\t<Type>Price</Type>\r\n\t\t<AbbrName>StopPx</AbbrName>\r\n\t\t<NotReqXML>0</NotReqXML>\r\n\t\t<Description>Price per unit of quantity (e.g. per share)</Description>\r\n\t</Field>\r\n */\r\n\r\ntest('field check tag 99', () => {\r\n const simple = definitions.simple.get('99')\r\n expect(simple).toBeTruthy()\r\n expect(simple.tag).toEqual(99)\r\n expect(simple.name).toEqual('StopPx')\r\n expect(simple.type.toLowerCase()).toEqual('float') // maps to float\r\n})\r\n\r\n/*\r\n\t<Field added=\"FIX.3.0\">\r\n\t\t<Tag>113</Tag>\r\n\t\t<Name>ReportToExch</Name>\r\n\t\t<Type>Boolean</Type>\r\n\t\t<AbbrName>RptToExch</AbbrName>\r\n\t\t<NotReqXML>0</NotReqXML>\r\n\t\t<Description>Identifies party of trade responsible for exchange reporting.</Description>\r\n\t</Field>\r\n */\r\n\r\ntest('field check tag 113', () => {\r\n const simple = definitions.simple.get('113')\r\n expect(simple).toBeTruthy()\r\n expect(simple.tag).toEqual(113)\r\n expect(simple.name).toEqual('ReportToExch')\r\n expect(simple.type.toLowerCase()).toEqual('boolean')\r\n})\r\n\r\n/*\r\n\t<Field added=\"FIX.4.0\">\r\n\t\t<Tag>119</Tag>\r\n\t\t<Name>SettlCurrAmt</Name>\r\n\t\t<Type>Amt</Type>\r\n\t\t<AbbrName>SettlCurrAmt</AbbrName>\r\n\t\t<NotReqXML>0</NotReqXML>\r\n\t\t<Description>Total amount due expressed in settlement currency (includes the effect of the forex transaction)</Description>\r\n\t</Field>\r\n */\r\n\r\ntest('field check tag 119', () => {\r\n const simple = definitions.simple.get('119')\r\n expect(simple).toBeTruthy()\r\n expect(simple.tag).toEqual(119)\r\n expect(simple.name).toEqual('SettlCurrAmt')\r\n expect(simple.type.toLowerCase()).toEqual('float') // maps to float\r\n})\r\n\r\n/*\r\n\t<Field added=\"FIX.4.0\">\r\n\t\t<Tag>135</Tag>\r\n\t\t<Name>OfferSize</Name>\r\n\t\t<Type>Qty</Type>\r\n\t\t<AbbrName>OfrSz</AbbrName>\r\n\t\t<NotReqXML>0</NotReqXML>\r\n\t\t<Description>Quantity of offer\r\n(Prior to FIX 4.2 this field was of type int)</Description>\r\n\t</Field>\r\n */\r\n\r\ntest('field check tag 135', () => {\r\n const simple = definitions.simple.get('135')\r\n expect(simple).toBeTruthy()\r\n expect(simple.tag).toEqual(135)\r\n expect(simple.name).toEqual('OfferSize')\r\n expect(simple.type.toLowerCase()).toEqual('float') // maps to float\r\n})\r\n\r\n/*\r\n\t<Field added=\"FIX.4.1\">\r\n\t\t<Tag>168</Tag>\r\n\t\t<Name>EffectiveTime</Name>\r\n\t\t<Type>UTCTimestamp</Type>\r\n\t\t<AbbrName>EfctvTm</AbbrName>\r\n\t\t<NotReqXML>0</NotReqXML>\r\n\t\t<Description>Time the details within the message should take effect (always expressed in UTC (Universal Time Coordinated, also known as \"GMT\")</Description>\r\n\t</Field>\r\n */\r\n\r\ntest('field check tag 168', () => {\r\n const simple = definitions.simple.get('168')\r\n expect(simple).toBeTruthy()\r\n expect(simple.tag).toEqual(168)\r\n expect(simple.name).toEqual('EffectiveTime')\r\n expect(simple.type.toLowerCase()).toEqual('utctimestamp')\r\n})\r\n\r\n/*\r\n\t<Field added=\"FIX.2.7\">\r\n\t\t<Tag>95</Tag>\r\n\t\t<Name>RawDataLength</Name>\r\n\t\t<Type>Length</Type>\r\n\t\t<AssociatedDataTag>96</AssociatedDataTag>\r\n\t\t<AbbrName>RawDataLength</AbbrName>\r\n\t\t<NotReqXML>0</NotReqXML>\r\n\t\t<Description>Number of bytes in raw data field.</Description>\r\n\t</Field>\r\n */\r\n\r\ntest('field check tag 95', () => {\r\n const simple = definitions.simple.get('95')\r\n expect(simple).toBeTruthy()\r\n expect(simple.tag).toEqual(95)\r\n expect(simple.name).toEqual('RawDataLength')\r\n expect(simple.type.toLowerCase()).toEqual('int')\r\n})\r\n\r\n/*\r\n\t<Field added=\"FIX.2.7\">\r\n\t\t<Tag>96</Tag>\r\n\t\t<Name>RawData</Name>\r\n\t\t<Type>data</Type>\r\n\t\t<AbbrName>RawData</AbbrName>\r\n\t\t<NotReqXML>0</NotReqXML>\r\n\t\t<Description>Unformatted raw data, can include bitmaps, word processor documents, etc.</Description>\r\n\t</Field>\r\n */\r\n\r\ntest('field check tag 96', () => {\r\n const simple = definitions.simple.get('96')\r\n expect(simple).toBeTruthy()\r\n expect(simple.tag).toEqual(96)\r\n expect(simple.name).toEqual('RawData')\r\n expect(simple.type.toLowerCase()).toEqual('data')\r\n})\r\n\r\n/*\r\n\t<Field added=\"FIX.2.7\">\r\n\t\t<Tag>100</Tag>\r\n\t\t<Name>ExDestination</Name>\r\n\t\t<Type>Exchange</Type>\r\n\t\t<AbbrName>ExDest</AbbrName>\r\n\t\t<NotReqXML>0</NotReqXML>\r\n\t\t<Description>Execution destination as defined by institution when order is entered.\r\nValid values:\r\nSee \"Appendix 6-C\"</Description>\r\n\t</Field>\r\n */\r\n\r\ntest('field check tag 100', () => {\r\n const simple = definitions.simple.get('100')\r\n expect(simple).toBeTruthy()\r\n expect(simple.tag).toEqual(100)\r\n expect(simple.name).toEqual('ExDestination')\r\n expect(simple.type.toLowerCase()).toEqual('string')\r\n})\r\n\r\ntest('message check TestRequest', () => {\r\n const msg = definitions.message.get('TestRequest')\r\n expect(msg).toBeTruthy()\r\n expect(msg.msgType).toEqual('1')\r\n expect(msg.fields.length).toEqual(3)\r\n expect(msg.fields[0].type).toEqual(ContainedFieldType.Component)\r\n expect(msg.fields[0].name).toEqual('StandardHeader')\r\n expect(msg.fields[1].type).toEqual(ContainedFieldType.Simple)\r\n expect(msg.fields[1].name).toEqual('TestReqID')\r\n expect(msg.fields[2].type).toEqual(ContainedFieldType.Component)\r\n expect(msg.fields[2].name).toEqual('StandardTrailer')\r\n})\r\n"]}
|
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import 'reflect-metadata';
|
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@@ -0,0 +1,161 @@
|
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1
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"use strict";
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2
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+
var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
|
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3
|
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function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
|
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4
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return new (P || (P = Promise))(function (resolve, reject) {
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function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
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function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
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function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
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step((generator = generator.apply(thisArg, _arguments || [])).next());
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9
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});
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};
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Object.defineProperty(exports, "__esModule", { value: true });
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require("reflect-metadata");
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const to_views_1 = require("../env/to-views");
|
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14
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const moment = require("moment");
|
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15
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const testFolder = 'examples/FIXML/cme/alloc/Clearing System Notifies Allocation to the Claiming Firm - Cross-Exchange';
|
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16
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const toViews = new to_views_1.ToViews(testFolder);
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beforeAll(() => __awaiter(void 0, void 0, void 0, function* () {
|
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yield toViews.load();
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}), 45000);
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20
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test('expect a view from fix msg', () => {
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const views = toViews.views;
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22
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expect(views.length).toEqual(1);
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});
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24
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test('expect Hdr view to be available', () => {
|
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25
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const views = toViews.views;
|
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26
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const v = views[0];
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const hdr = v.getView('Hdr');
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expect(hdr).toBeTruthy();
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});
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test('fetch attributes from Hdr', () => {
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const views = toViews.views;
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const v = views[0];
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const hdr = v.getView('Hdr').toObject();
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expect(hdr).toBeTruthy();
|
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35
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expect(hdr.SenderCompID).toEqual('CME');
|
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36
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expect(v.getTyped('SID')).toEqual('CME');
|
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37
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+
expect(v.getTyped('TID')).toEqual('560');
|
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38
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+
expect(hdr.SenderSubID).toEqual('CME');
|
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39
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+
expect(hdr.TargetSubID).toEqual('CME');
|
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40
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});
|
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41
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+
test('fetch attributes from main object', () => {
|
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42
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+
const views = toViews.views;
|
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43
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const v = views[0];
|
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44
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const allocation = v.toObject();
|
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45
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expect(allocation.AllocReportID).toEqual('12E251CB2133225C1CC112533311');
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expect(allocation.TradeMatchID).toEqual('12A80D9ED85HI04008310');
|
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expect(allocation.AllocReportType).toEqual(16);
|
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48
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expect(allocation.AllocStatus).toEqual(6);
|
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49
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+
expect(allocation.TrdType).toEqual(2);
|
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50
|
+
expect(allocation.ExecutingClaimingIndicator).toEqual(1);
|
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51
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+
expect(allocation.Quantity).toEqual(4);
|
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52
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+
});
|
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53
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+
test('test complex sub structure OrdAllocGrp', () => {
|
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54
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+
const views = toViews.views;
|
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55
|
+
const v = views[0];
|
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56
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+
const allocInstruction = v.toObject();
|
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57
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+
expect(allocInstruction).toBeTruthy();
|
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58
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+
expect(allocInstruction.OrdAllocGrp[0].ClOrdID).toEqual('SX1');
|
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+
});
|
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60
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test('test instrument on fixml allocation - use abbreviation', () => {
|
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61
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+
const views = toViews.views;
|
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62
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+
const v = views[0];
|
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63
|
+
const instrument = v.getView('Instrmt').toObject();
|
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64
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+
expect(instrument).toBeTruthy();
|
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65
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+
});
|
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66
|
+
test('test instrument attributes', () => {
|
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67
|
+
const views = toViews.views;
|
|
68
|
+
const v = views[0];
|
|
69
|
+
const instrument = v.getView('Instrmt').toObject();
|
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70
|
+
expect(instrument).toBeTruthy();
|
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71
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+
expect(instrument.SecurityID).toEqual('ED');
|
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72
|
+
expect(instrument.CFICode).toEqual('FFDCSO');
|
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73
|
+
expect(instrument.SecurityType).toEqual('FUT');
|
|
74
|
+
expect(instrument.MaturityMonthYear).toEqual('201512');
|
|
75
|
+
expect(instrument.PriceQuoteCurrency).toEqual('USD');
|
|
76
|
+
expect(instrument.SecurityExchange).toEqual('CME');
|
|
77
|
+
});
|
|
78
|
+
test('test instrument on fixml allocation - use full name', () => {
|
|
79
|
+
const views = toViews.views;
|
|
80
|
+
const v = views[0];
|
|
81
|
+
const instrument = v.getView('Instrument').toObject();
|
|
82
|
+
expect(instrument).toBeTruthy();
|
|
83
|
+
});
|
|
84
|
+
test('test complex sub structure AllocGrp', () => {
|
|
85
|
+
const views = toViews.views;
|
|
86
|
+
const v = views[0];
|
|
87
|
+
const allocInstruction = v.toObject();
|
|
88
|
+
expect(allocInstruction).toBeTruthy();
|
|
89
|
+
expect(Array.isArray(allocInstruction.AllocGrp)).toBeTruthy();
|
|
90
|
+
expect(allocInstruction.AllocGrp.length).toEqual(1);
|
|
91
|
+
expect(allocInstruction.AllocGrp[0].AllocQty).toEqual(4);
|
|
92
|
+
expect(allocInstruction.AllocGrp[0].IndividualAllocID).toEqual('307006');
|
|
93
|
+
expect(allocInstruction.AllocGrp[0].SecondaryIndividualAllocID).toEqual('178004');
|
|
94
|
+
expect(allocInstruction.AllocGrp[0].AllocCustomerCapacity).toEqual('4');
|
|
95
|
+
expect(allocInstruction.AllocGrp[0].OriginalSecondaryTradeID).toEqual('12A80D9ED85HI040083A');
|
|
96
|
+
});
|
|
97
|
+
test('test OrdAllocGrp', () => {
|
|
98
|
+
const views = toViews.views;
|
|
99
|
+
const v = views[0];
|
|
100
|
+
const ordAlloc = v.getView('OrdAllocGrp').toObject();
|
|
101
|
+
expect(ordAlloc).toBeTruthy();
|
|
102
|
+
expect(Array.isArray(ordAlloc)).toBeTruthy();
|
|
103
|
+
expect(ordAlloc.length).toEqual(1);
|
|
104
|
+
expect(ordAlloc[0].ClOrdID).toEqual('SX1');
|
|
105
|
+
});
|
|
106
|
+
test('main Party Group', () => {
|
|
107
|
+
const views = toViews.views;
|
|
108
|
+
const v = views[0];
|
|
109
|
+
const parties = v.getView('Parties').toObject();
|
|
110
|
+
expect(parties).toBeTruthy();
|
|
111
|
+
expect(Array.isArray(parties)).toBeTruthy();
|
|
112
|
+
expect(parties.length).toEqual(4);
|
|
113
|
+
expect(parties[0]).toEqual({
|
|
114
|
+
PartyID: 'CME',
|
|
115
|
+
PartyRole: 21
|
|
116
|
+
});
|
|
117
|
+
expect(parties[1]).toEqual({
|
|
118
|
+
PartyID: 'CME',
|
|
119
|
+
PartyRole: 22
|
|
120
|
+
});
|
|
121
|
+
expect(parties[2]).toEqual({
|
|
122
|
+
PartyID: '560',
|
|
123
|
+
PartyRole: 1
|
|
124
|
+
});
|
|
125
|
+
});
|
|
126
|
+
test('test party sub group', () => {
|
|
127
|
+
const views = toViews.views;
|
|
128
|
+
const v = views[0];
|
|
129
|
+
const parties = v.getView('Parties.PtysSubGrp').toObject();
|
|
130
|
+
expect(parties).toBeTruthy();
|
|
131
|
+
expect(Array.isArray(parties)).toBeTruthy();
|
|
132
|
+
expect(parties.length).toEqual(1);
|
|
133
|
+
expect(parties[0]).toEqual({
|
|
134
|
+
PartySubID: '1',
|
|
135
|
+
MiscFeeType: '26'
|
|
136
|
+
});
|
|
137
|
+
});
|
|
138
|
+
test('test AllocGrp.NestedParties.NstdPtysSubGrp', () => {
|
|
139
|
+
const views = toViews.views;
|
|
140
|
+
const v = views[0];
|
|
141
|
+
const parties = v.getView('AllocGrp.NestedParties.NstdPtysSubGrp').toObject();
|
|
142
|
+
expect(parties).toBeTruthy();
|
|
143
|
+
expect(Array.isArray(parties)).toBeTruthy();
|
|
144
|
+
expect(parties.length).toEqual(1);
|
|
145
|
+
expect(parties[0]).toEqual({
|
|
146
|
+
NestedPartySubID: '1',
|
|
147
|
+
NestedPartySubIDType: 26
|
|
148
|
+
});
|
|
149
|
+
});
|
|
150
|
+
test('main attributes', () => {
|
|
151
|
+
const views = toViews.views;
|
|
152
|
+
const v = views[0];
|
|
153
|
+
expect(v.getTyped('AllocReportID')).toEqual('12E251CB2133225C1CC112533311');
|
|
154
|
+
expect(v.getTyped('TradeMatchID')).toEqual('12A80D9ED85HI04008310');
|
|
155
|
+
expect(v.getTyped('AllocReportType')).toEqual(16);
|
|
156
|
+
expect(v.getTyped('TrdType')).toEqual(2);
|
|
157
|
+
expect(v.getTyped('AvgPx')).toEqual(95.5);
|
|
158
|
+
expect(v.getTyped('TradeDate')).toEqual(moment('2015-08-05').utc(true).toDate());
|
|
159
|
+
expect(v.getTyped('TradeMatchID')).toEqual('12A80D9ED85HI04008310');
|
|
160
|
+
});
|
|
161
|
+
//# sourceMappingURL=fixml-alloc-parse.test.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
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'reflect-metadata'\r\n\r\nimport { MsgView } from '../../buffer'\r\n// use the compiled interfaces for intelisense\r\n\r\nimport {\r\n IStandardHeader, IInstrument, IPtysSubGrp, IParties, INstdPtysSubGrp,\r\n IAllocationInstruction, IAllocationReport, IOrdAllocGrp } from '../../types/FIXML50SP2'\r\n\r\nimport { ToViews } from '../env/to-views'\r\nimport * as moment from 'moment'\r\n\r\nconst testFolder: string = 'examples/FIXML/cme/alloc/Clearing System Notifies Allocation to the Claiming Firm - Cross-Exchange'\r\nconst toViews: ToViews = new ToViews(testFolder)\r\n\r\nbeforeAll(async () => {\r\n await toViews.load()\r\n}, 45000)\r\n\r\ntest('expect a view from fix msg', () => {\r\n const views = toViews.views\r\n expect(views.length).toEqual(1)\r\n})\r\n\r\ntest('expect Hdr view to be available', () => {\r\n const views = toViews.views\r\n const v = views[0]\r\n const hdr: MsgView = v.getView('Hdr')\r\n expect(hdr).toBeTruthy()\r\n})\r\n\r\n/*\r\n \"StandardHeader\": {\r\n \"SenderCompID\": \"CME\",\r\n \"TargetCompID\": \"560\",\r\n \"SenderSubID\": \"CME\",\r\n \"TargetSubID\": \"CME\",\r\n \"HopSendingTime\": \"2015-08-13T15:12:09.000Z\"\r\n },\r\n */\r\n\r\ntest('fetch attributes from Hdr', () => {\r\n const views = toViews.views\r\n const v = views[0]\r\n const hdr: IStandardHeader = v.getView('Hdr').toObject() as IStandardHeader\r\n expect(hdr).toBeTruthy()\r\n expect(hdr.SenderCompID).toEqual('CME')\r\n expect(v.getTyped('SID')).toEqual('CME')\r\n expect(v.getTyped('TID')).toEqual('560')\r\n expect(hdr.SenderSubID).toEqual('CME')\r\n expect(hdr.TargetSubID).toEqual('CME')\r\n /*\r\n fails on uni test host\r\n const st = moment('2015-08-13T16:12:09.000Z').utc(false).toDate()\r\n expect(hdr.SendingTime).toEqual(st)\r\n const snt: Date = v.getTyped('SendingTime')\r\n expect(snt).toEqual(st)\r\n */\r\n})\r\n\r\ntest('fetch attributes from main object', () => {\r\n const views = toViews.views\r\n const v = views[0]\r\n const allocation: IAllocationReport = v.toObject() as IAllocationReport\r\n expect(allocation.AllocReportID).toEqual('12E251CB2133225C1CC112533311')\r\n expect(allocation.TradeMatchID).toEqual('12A80D9ED85HI04008310')\r\n expect(allocation.AllocReportType).toEqual(16)\r\n expect(allocation.AllocStatus).toEqual(6)\r\n expect(allocation.TrdType).toEqual(2)\r\n expect(allocation.ExecutingClaimingIndicator).toEqual(1)\r\n expect(allocation.Quantity).toEqual(4)\r\n})\r\n\r\ntest('test complex sub structure OrdAllocGrp', () => {\r\n const views = toViews.views\r\n const v = views[0]\r\n const allocInstruction: IAllocationInstruction = v.toObject()\r\n expect(allocInstruction).toBeTruthy()\r\n expect(allocInstruction.OrdAllocGrp[0].ClOrdID).toEqual('SX1')\r\n})\r\n\r\n/*\r\n\"Instrument\": {\r\n \"BatchID\": \"ED\",\r\n \"InstrumentScopeCFICode\": \"FFDCSO\",\r\n \"RelatedSecurityType\": \"FUT\",\r\n \"RelatedMaturityMonthYear\": \"201512\",\r\n \"DerivativePriceQuoteCurrency\": \"USD\",\r\n \"UnderlyingStreamCommodityExchange\": \"CME\"\r\n},\r\n */\r\n\r\ntest('test instrument on fixml allocation - use abbreviation', () => {\r\n const views = toViews.views\r\n const v = views[0]\r\n const instrument: IInstrument = v.getView('Instrmt').toObject()\r\n expect(instrument).toBeTruthy()\r\n})\r\n\r\ntest('test instrument attributes', () => {\r\n const views = toViews.views\r\n const v = views[0]\r\n const instrument: IInstrument = v.getView('Instrmt').toObject()\r\n expect(instrument).toBeTruthy()\r\n expect(instrument.SecurityID).toEqual('ED')\r\n expect(instrument.CFICode).toEqual('FFDCSO')\r\n expect(instrument.SecurityType).toEqual('FUT')\r\n expect(instrument.MaturityMonthYear).toEqual('201512')\r\n expect(instrument.PriceQuoteCurrency).toEqual('USD')\r\n expect(instrument.SecurityExchange).toEqual('CME')\r\n})\r\n\r\ntest('test instrument on fixml allocation - use full name', () => {\r\n const views = toViews.views\r\n const v = views[0]\r\n const instrument: IInstrument = v.getView('Instrument').toObject()\r\n expect(instrument).toBeTruthy()\r\n})\r\n\r\ntest('test complex sub structure AllocGrp', () => {\r\n const views = toViews.views\r\n const v = views[0]\r\n const allocInstruction: IAllocationInstruction = v.toObject()\r\n expect(allocInstruction).toBeTruthy()\r\n expect(Array.isArray(allocInstruction.AllocGrp)).toBeTruthy()\r\n expect(allocInstruction.AllocGrp.length).toEqual(1)\r\n expect(allocInstruction.AllocGrp[0].AllocQty).toEqual(4)\r\n expect(allocInstruction.AllocGrp[0].IndividualAllocID).toEqual('307006')\r\n expect(allocInstruction.AllocGrp[0].SecondaryIndividualAllocID).toEqual('178004')\r\n expect(allocInstruction.AllocGrp[0].AllocCustomerCapacity).toEqual('4')\r\n expect(allocInstruction.AllocGrp[0].OriginalSecondaryTradeID).toEqual('12A80D9ED85HI040083A')\r\n\r\n})\r\n\r\ntest('test OrdAllocGrp', () => {\r\n const views = toViews.views\r\n const v = views[0]\r\n const ordAlloc: IOrdAllocGrp[] = v.getView('OrdAllocGrp').toObject()\r\n expect(ordAlloc).toBeTruthy()\r\n expect(Array.isArray(ordAlloc)).toBeTruthy()\r\n expect(ordAlloc.length).toEqual(1)\r\n expect(ordAlloc[0].ClOrdID).toEqual('SX1')\r\n})\r\n\r\ntest('main Party Group', () => {\r\n const views = toViews.views\r\n const v = views[0]\r\n const parties: IParties[] = v.getView('Parties').toObject()\r\n expect(parties).toBeTruthy()\r\n expect(Array.isArray(parties)).toBeTruthy()\r\n expect(parties.length).toEqual(4)\r\n expect(parties[0]).toEqual({\r\n PartyID: 'CME',\r\n PartyRole: 21\r\n })\r\n expect(parties[1]).toEqual({\r\n PartyID: 'CME',\r\n PartyRole: 22\r\n })\r\n expect(parties[2]).toEqual({\r\n PartyID: '560',\r\n PartyRole: 1\r\n })\r\n})\r\n\r\ntest('test party sub group', () => {\r\n const views = toViews.views\r\n const v = views[0]\r\n const parties: IPtysSubGrp[] = v.getView('Parties.PtysSubGrp').toObject()\r\n expect(parties).toBeTruthy()\r\n expect(Array.isArray(parties)).toBeTruthy()\r\n expect(parties.length).toEqual(1)\r\n expect(parties[0]).toEqual(\r\n {\r\n PartySubID: '1',\r\n MiscFeeType: '26'\r\n })\r\n})\r\n\r\ntest('test AllocGrp.NestedParties.NstdPtysSubGrp', () => {\r\n const views = toViews.views\r\n const v = views[0]\r\n const parties: INstdPtysSubGrp[] = v.getView('AllocGrp.NestedParties.NstdPtysSubGrp').toObject()\r\n expect(parties).toBeTruthy()\r\n expect(Array.isArray(parties)).toBeTruthy()\r\n expect(parties.length).toEqual(1)\r\n expect(parties[0]).toEqual(\r\n {\r\n NestedPartySubID: '1',\r\n NestedPartySubIDType: 26\r\n })\r\n})\r\n\r\ntest('main attributes', () => {\r\n const views = toViews.views\r\n const v = views[0]\r\n expect(v.getTyped('AllocReportID')).toEqual('12E251CB2133225C1CC112533311')\r\n expect(v.getTyped('TradeMatchID')).toEqual('12A80D9ED85HI04008310')\r\n expect(v.getTyped('AllocReportType')).toEqual(16)\r\n expect(v.getTyped('TrdType')).toEqual(2)\r\n expect(v.getTyped('AvgPx')).toEqual(95.5)\r\n expect(v.getTyped('TradeDate')).toEqual(moment('2015-08-05').utc(true).toDate())\r\n expect(v.getTyped('TradeMatchID')).toEqual('12A80D9ED85HI04008310')\r\n})\r\n"]}
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import 'reflect-metadata';
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"use strict";
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var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
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function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
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return new (P || (P = Promise))(function (resolve, reject) {
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function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
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function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
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function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
|
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step((generator = generator.apply(thisArg, _arguments || [])).next());
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});
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};
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Object.defineProperty(exports, "__esModule", { value: true });
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require("reflect-metadata");
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const to_views_1 = require("../env/to-views");
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const testFolder = 'examples/FIXML/cme/md/futures/';
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const toViews = new to_views_1.ToViews(testFolder);
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beforeAll(() => __awaiter(void 0, void 0, void 0, function* () {
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yield toViews.load();
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}), 45000);
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test('expect a view from fix msg', () => {
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const views = toViews.views;
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expect(views.length).toEqual(1);
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const v0 = views[0];
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expect(v0).toBeTruthy();
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});
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test('test msg structure', () => {
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const views = toViews.views;
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const v0 = views[0].toObject();
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expect(v0).toBeTruthy();
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expect(v0.ClearingBusinessDate).toEqual(new Date('2008-12-09T00:00:00.000Z'));
|
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expect(v0.Instrument).toBeTruthy();
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expect(v0.MDFullGrp).toBeTruthy();
|
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});
|
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test('expect an instrument from fix msg', () => {
|
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const views = toViews.views;
|
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const v0 = views[0].getView('Instrument');
|
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expect(v0).toBeTruthy();
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const i = v0.toObject();
|
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expect(i).toBeTruthy();
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expect(i.Symbol).toEqual('ZCZ9');
|
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expect(i.SecurityID).toEqual('01');
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expect(i.SecurityIDSource).toEqual('H');
|
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expect(i.CFICode).toEqual('FFCPSO');
|
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expect(i.SecurityType).toEqual('FUT');
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expect(i.MaturityMonthYear).toEqual('200906');
|
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|
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expect(i.SecurityExchange).toEqual('CME');
|
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|
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});
|
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test('expect an md group from fix msg', () => {
|
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const views = toViews.views;
|
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const v0 = views[0].getView('MDFullGrp');
|
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expect(v0).toBeTruthy();
|
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const fullGrp = v0.toObject();
|
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expect(fullGrp).toBeTruthy();
|
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expect(Array.isArray(fullGrp));
|
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expect(fullGrp.length).toEqual(1);
|
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const first = fullGrp[0];
|
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expect(first).toBeTruthy();
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expect(first.MDEntryPx).toEqual(18.97);
|
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expect(first.MDEntryType).toEqual('6');
|
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expect(first.MDMkt).toEqual('CME');
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});
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{"version":3,"file":"fixml-mkt-data-fut-parse.test.js","sourceRoot":"","sources":["../../../src/test/fixml/fixml-mkt-data-fut-parse.test.ts"],"names":[],"mappings":";;;;;;;;;;;AACA,4BAAyB;AAEzB,8CAAyC;AAGzC,MAAM,UAAU,GAAW,gCAAgC,CAAA;AAC3D,MAAM,OAAO,GAAY,IAAI,kBAAO,CAAC,UAAU,CAAC,CAAA;AAEhD,SAAS,CAAC,GAAS,EAAE;IACnB,MAAM,OAAO,CAAC,IAAI,EAAE,CAAA;AACtB,CAAC,CAAA,EAAE,KAAK,CAAC,CAAA;AAET,IAAI,CAAC,4BAA4B,EAAE,GAAG,EAAE;IACtC,MAAM,KAAK,GAAG,OAAO,CAAC,KAAK,CAAA;IAC3B,MAAM,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAA;IAC/B,MAAM,EAAE,GAAG,KAAK,CAAC,CAAC,CAAC,CAAA;IACnB,MAAM,CAAC,EAAE,CAAC,CAAC,UAAU,EAAE,CAAA;AACzB,CAAC,CAAC,CAAA;AAEF,IAAI,CAAC,oBAAoB,EAAE,GAAG,EAAE;IAC9B,MAAM,KAAK,GAAG,OAAO,CAAC,KAAK,CAAA;IAC3B,MAAM,EAAE,GAAmC,KAAK,CAAC,CAAC,CAAC,CAAC,QAAQ,EAAE,CAAA;IAC9D,MAAM,CAAC,EAAE,CAAC,CAAC,UAAU,EAAE,CAAA;IACvB,MAAM,CAAC,EAAE,CAAC,oBAAoB,CAAC,CAAC,OAAO,CAAC,IAAI,IAAI,CAAC,0BAA0B,CAAC,CAAC,CAAA;IAC7E,MAAM,CAAC,EAAE,CAAC,UAAU,CAAC,CAAC,UAAU,EAAE,CAAA;IAClC,MAAM,CAAC,EAAE,CAAC,SAAS,CAAC,CAAC,UAAU,EAAE,CAAA;AACnC,CAAC,CAAC,CAAA;AAEF,IAAI,CAAC,mCAAmC,EAAE,GAAG,EAAE;IAC7C,MAAM,KAAK,GAAG,OAAO,CAAC,KAAK,CAAA;IAC3B,MAAM,EAAE,GAAG,KAAK,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,YAAY,CAAC,CAAA;IACzC,MAAM,CAAC,EAAE,CAAC,CAAC,UAAU,EAAE,CAAA;IACvB,MAAM,CAAC,GAAgB,EAAE,CAAC,QAAQ,EAAE,CAAA;IACpC,MAAM,CAAC,CAAC,CAAC,CAAC,UAAU,EAAE,CAAA;IACtB,MAAM,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,MAAM,CAAC,CAAA;IAChC,MAAM,CAAC,CAAC,CAAC,UAAU,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAA;IAClC,MAAM,CAAC,CAAC,CAAC,gBAAgB,CAAC,CAAC,OAAO,CAAC,GAAG,CAAC,CAAA;IACvC,MAAM,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,OAAO,CAAC,QAAQ,CAAC,CAAA;IACnC,MAAM,CAAC,CAAC,CAAC,YAAY,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAA;IACrC,MAAM,CAAC,CAAC,CAAC,iBAAiB,CAAC,CAAC,OAAO,CAAC,QAAQ,CAAC,CAAA;IAC7C,MAAM,CAAC,CAAC,CAAC,gBAAgB,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAA;AAC3C,CAAC,CAAC,CAAA;AAEF,IAAI,CAAC,iCAAiC,EAAE,GAAG,EAAE;IAC3C,MAAM,KAAK,GAAG,OAAO,CAAC,KAAK,CAAA;IAC3B,MAAM,EAAE,GAAG,KAAK,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,WAAW,CAAC,CAAA;IACxC,MAAM,CAAC,EAAE,CAAC,CAAC,UAAU,EAAE,CAAA;IACvB,MAAM,OAAO,GAAiB,EAAE,CAAC,QAAQ,EAAE,CAAA;IAC3C,MAAM,CAAC,OAAO,CAAC,CAAC,UAAU,EAAE,CAAA;IAC5B,MAAM,CAAC,KAAK,CAAC,OAAO,CAAC,OAAO,CAAC,CAAC,CAAA;IAC9B,MAAM,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAA;IACjC,MAAM,KAAK,GAAe,OAAO,CAAC,CAAC,CAAC,CAAA;IACpC,MAAM,CAAC,KAAK,CAAC,CAAC,UAAU,EAAE,CAAA;IAC1B,MAAM,CAAC,KAAK,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAA;IACtC,MAAM,CAAC,KAAK,CAAC,WAAW,CAAC,CAAC,OAAO,CAAC,GAAG,CAAC,CAAA;IACtC,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAA;AACpC,CAAC,CAAC,CAAA","sourcesContent":["// use the compiled interfaces for intelisense\r\nimport 'reflect-metadata'\r\n\r\nimport { ToViews } from '../env/to-views'\r\nimport { IInstrument, IMDFullGrp, IMarketDataSnapshotFullRefresh } from '../../types/FIXML50SP2'\r\n\r\nconst testFolder: string = 'examples/FIXML/cme/md/futures/'\r\nconst toViews: ToViews = new ToViews(testFolder)\r\n\r\nbeforeAll(async () => {\r\n await toViews.load()\r\n}, 45000)\r\n\r\ntest('expect a view from fix msg', () => {\r\n const views = toViews.views\r\n expect(views.length).toEqual(1)\r\n const v0 = views[0]\r\n expect(v0).toBeTruthy()\r\n})\r\n\r\ntest('test msg structure', () => {\r\n const views = toViews.views\r\n const v0: IMarketDataSnapshotFullRefresh = views[0].toObject()\r\n expect(v0).toBeTruthy()\r\n expect(v0.ClearingBusinessDate).toEqual(new Date('2008-12-09T00:00:00.000Z'))\r\n expect(v0.Instrument).toBeTruthy()\r\n expect(v0.MDFullGrp).toBeTruthy()\r\n})\r\n\r\ntest('expect an instrument from fix msg', () => {\r\n const views = toViews.views\r\n const v0 = views[0].getView('Instrument')\r\n expect(v0).toBeTruthy()\r\n const i: IInstrument = v0.toObject()\r\n expect(i).toBeTruthy()\r\n expect(i.Symbol).toEqual('ZCZ9')\r\n expect(i.SecurityID).toEqual('01')\r\n expect(i.SecurityIDSource).toEqual('H')\r\n expect(i.CFICode).toEqual('FFCPSO')\r\n expect(i.SecurityType).toEqual('FUT')\r\n expect(i.MaturityMonthYear).toEqual('200906')\r\n expect(i.SecurityExchange).toEqual('CME')\r\n})\r\n\r\ntest('expect an md group from fix msg', () => {\r\n const views = toViews.views\r\n const v0 = views[0].getView('MDFullGrp')\r\n expect(v0).toBeTruthy()\r\n const fullGrp: IMDFullGrp[] = v0.toObject()\r\n expect(fullGrp).toBeTruthy()\r\n expect(Array.isArray(fullGrp))\r\n expect(fullGrp.length).toEqual(1)\r\n const first: IMDFullGrp = fullGrp[0]\r\n expect(first).toBeTruthy()\r\n expect(first.MDEntryPx).toEqual(18.97)\r\n expect(first.MDEntryType).toEqual('6')\r\n expect(first.MDMkt).toEqual('CME')\r\n})\r\n"]}
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
import 'reflect-metadata';
|
|
@@ -0,0 +1,34 @@
|
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|
1
|
+
"use strict";
|
|
2
|
+
var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
|
|
3
|
+
function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
|
|
4
|
+
return new (P || (P = Promise))(function (resolve, reject) {
|
|
5
|
+
function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
|
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|
+
function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
|
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|
+
function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
|
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|
+
step((generator = generator.apply(thisArg, _arguments || [])).next());
|
|
9
|
+
});
|
|
10
|
+
};
|
|
11
|
+
Object.defineProperty(exports, "__esModule", { value: true });
|
|
12
|
+
require("reflect-metadata");
|
|
13
|
+
const to_views_1 = require("../env/to-views");
|
|
14
|
+
const testFolder = 'examples/FIXML/cme/md/settle/';
|
|
15
|
+
const toViews = new to_views_1.ToViews(testFolder);
|
|
16
|
+
beforeAll(() => __awaiter(void 0, void 0, void 0, function* () {
|
|
17
|
+
yield toViews.load();
|
|
18
|
+
}), 45000);
|
|
19
|
+
test('expect 2 views from fix msg', () => {
|
|
20
|
+
const views = toViews.views;
|
|
21
|
+
expect(views.length).toEqual(2);
|
|
22
|
+
const v0 = views[0];
|
|
23
|
+
expect(v0).toBeTruthy();
|
|
24
|
+
const v1 = views[1];
|
|
25
|
+
expect(v1).toBeTruthy();
|
|
26
|
+
});
|
|
27
|
+
test('expect 1 batch from fix msg', () => {
|
|
28
|
+
const batch = toViews.batch.toObject();
|
|
29
|
+
expect(batch).toBeTruthy();
|
|
30
|
+
expect(batch.Batch).toBeTruthy();
|
|
31
|
+
expect(Array.isArray(batch.Batch)).toBeTruthy();
|
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32
|
+
expect(batch.Batch.length).toEqual(2);
|
|
33
|
+
});
|
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34
|
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//# sourceMappingURL=fixml-mkt-data-settle-parse.test.js.map
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{"version":3,"file":"fixml-mkt-data-settle-parse.test.js","sourceRoot":"","sources":["../../../src/test/fixml/fixml-mkt-data-settle-parse.test.ts"],"names":[],"mappings":";;;;;;;;;;;AACA,4BAAyB;AAEzB,8CAAyC;AAGzC,MAAM,UAAU,GAAW,+BAA+B,CAAA;AAC1D,MAAM,OAAO,GAAY,IAAI,kBAAO,CAAC,UAAU,CAAC,CAAA;AAEhD,SAAS,CAAC,GAAS,EAAE;IACnB,MAAM,OAAO,CAAC,IAAI,EAAE,CAAA;AACtB,CAAC,CAAA,EAAE,KAAK,CAAC,CAAA;AAET,IAAI,CAAC,6BAA6B,EAAE,GAAG,EAAE;IACvC,MAAM,KAAK,GAAG,OAAO,CAAC,KAAK,CAAA;IAC3B,MAAM,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAA;IAC/B,MAAM,EAAE,GAAG,KAAK,CAAC,CAAC,CAAC,CAAA;IACnB,MAAM,CAAC,EAAE,CAAC,CAAC,UAAU,EAAE,CAAA;IACvB,MAAM,EAAE,GAAG,KAAK,CAAC,CAAC,CAAC,CAAA;IACnB,MAAM,CAAC,EAAE,CAAC,CAAC,UAAU,EAAE,CAAA;AACzB,CAAC,CAAC,CAAA;AAEF,IAAI,CAAC,6BAA6B,EAAE,GAAG,EAAE;IACvC,MAAM,KAAK,GAAW,OAAO,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAA;IAC9C,MAAM,CAAC,KAAK,CAAC,CAAC,UAAU,EAAE,CAAA;IAC1B,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC,CAAC,UAAU,EAAE,CAAA;IAChC,MAAM,CAAC,KAAK,CAAC,OAAO,CAAC,KAAK,CAAC,KAAK,CAAC,CAAC,CAAC,UAAU,EAAE,CAAA;IAC/C,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAA;AACvC,CAAC,CAAC,CAAA","sourcesContent":["// use the compiled interfaces for intelisense\r\nimport 'reflect-metadata'\r\n\r\nimport { ToViews } from '../env/to-views'\r\nimport { IBatch } from '../../types/FIXML50SP2/set/batch'\r\n\r\nconst testFolder: string = 'examples/FIXML/cme/md/settle/'\r\nconst toViews: ToViews = new ToViews(testFolder)\r\n\r\nbeforeAll(async () => {\r\n await toViews.load()\r\n}, 45000)\r\n\r\ntest('expect 2 views from fix msg', () => {\r\n const views = toViews.views\r\n expect(views.length).toEqual(2)\r\n const v0 = views[0]\r\n expect(v0).toBeTruthy()\r\n const v1 = views[1]\r\n expect(v1).toBeTruthy()\r\n})\r\n\r\ntest('expect 1 batch from fix msg', () => {\r\n const batch: IBatch = toViews.batch.toObject()\r\n expect(batch).toBeTruthy()\r\n expect(batch.Batch).toBeTruthy()\r\n expect(Array.isArray(batch.Batch)).toBeTruthy()\r\n expect(batch.Batch.length).toEqual(2)\r\n})\r\n"]}
|
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|
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|
1
|
+
import 'reflect-metadata';
|
|
@@ -0,0 +1,97 @@
|
|
|
1
|
+
"use strict";
|
|
2
|
+
var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
|
|
3
|
+
function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
|
|
4
|
+
return new (P || (P = Promise))(function (resolve, reject) {
|
|
5
|
+
function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
|
|
6
|
+
function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
|
|
7
|
+
function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
|
|
8
|
+
step((generator = generator.apply(thisArg, _arguments || [])).next());
|
|
9
|
+
});
|
|
10
|
+
};
|
|
11
|
+
Object.defineProperty(exports, "__esModule", { value: true });
|
|
12
|
+
require("reflect-metadata");
|
|
13
|
+
const to_views_1 = require("../env/to-views");
|
|
14
|
+
const testFolder = 'examples/FIXML/cme/tc/Delivery Fixed Commodity Swap';
|
|
15
|
+
const toViews = new to_views_1.ToViews(testFolder);
|
|
16
|
+
beforeAll(() => __awaiter(void 0, void 0, void 0, function* () {
|
|
17
|
+
yield toViews.load();
|
|
18
|
+
}), 45000);
|
|
19
|
+
test('expect a view from fix msg', () => {
|
|
20
|
+
const views = toViews.views;
|
|
21
|
+
expect(views.length).toEqual(1);
|
|
22
|
+
});
|
|
23
|
+
test('expect a batch view ', () => {
|
|
24
|
+
const batch = toViews.batch;
|
|
25
|
+
expect(batch).toBeTruthy();
|
|
26
|
+
const o = batch.toObject();
|
|
27
|
+
expect(o).toBeTruthy();
|
|
28
|
+
const instances = o.Batch;
|
|
29
|
+
expect(Array.isArray(instances)).toEqual(true);
|
|
30
|
+
expect(instances.length).toEqual(1);
|
|
31
|
+
});
|
|
32
|
+
test('expect an instrument', () => {
|
|
33
|
+
const views = toViews.views;
|
|
34
|
+
const t = views[0].toObject();
|
|
35
|
+
expect(t).toBeTruthy();
|
|
36
|
+
const i = t.Instrument;
|
|
37
|
+
expect(i).toBeTruthy();
|
|
38
|
+
});
|
|
39
|
+
test('check instrument attributes', () => {
|
|
40
|
+
const views = toViews.views;
|
|
41
|
+
const t = views[0].toObject();
|
|
42
|
+
const i = t.Instrument;
|
|
43
|
+
expect(i).toBeTruthy();
|
|
44
|
+
const iv = views[0].getView('Instrument');
|
|
45
|
+
expect(iv).toBeTruthy();
|
|
46
|
+
expect(i.SecurityExchange).toEqual('XXXX');
|
|
47
|
+
expect(iv.getString('SecurityExchange')).toEqual('XXXX');
|
|
48
|
+
expect(iv.getString('SecurityType')).toEqual('CMDTYSWAP');
|
|
49
|
+
expect(i.SecurityType).toEqual('CMDTYSWAP');
|
|
50
|
+
});
|
|
51
|
+
test('check instrument groups', () => {
|
|
52
|
+
const views = toViews.views;
|
|
53
|
+
const t = views[0].toObject();
|
|
54
|
+
const i = t.Instrument;
|
|
55
|
+
const stream = i.StreamGrp;
|
|
56
|
+
expect(stream).toBeTruthy();
|
|
57
|
+
expect(Array.isArray(stream));
|
|
58
|
+
expect(stream.length).toEqual(2);
|
|
59
|
+
const grpView = views[0].getView('Instrument.StreamGrp');
|
|
60
|
+
expect(grpView).toBeTruthy();
|
|
61
|
+
const g0 = grpView.getGroupInstance(0);
|
|
62
|
+
const g1 = grpView.getGroupInstance(1);
|
|
63
|
+
expect(g0).toBeTruthy();
|
|
64
|
+
expect(g1).toBeTruthy();
|
|
65
|
+
const keys = ['StreamTotalNotionalUnitOfMeasure', 'StreamTotalNotional', 'StreamNotionalUnitOfMeasure', 'StreamNotionalFrequencyUnit', 'StreamNotionalFrequencyPeriod', 'StreamNotional', 'StreamReceiveSide', 'StreamPaySide', 'StreamType'];
|
|
66
|
+
const v0 = g0.getTypedTags(keys);
|
|
67
|
+
expect(v0[0]).toEqual('MMBtu');
|
|
68
|
+
expect(v0[1]).toEqual(310000.10);
|
|
69
|
+
expect(v0[2]).toEqual('MMBtu');
|
|
70
|
+
expect(v0[3]).toEqual('D');
|
|
71
|
+
expect(v0[4]).toEqual(1);
|
|
72
|
+
expect(v0[5]).toEqual(10000.20);
|
|
73
|
+
expect(v0[6]).toEqual(1);
|
|
74
|
+
expect(v0[7]).toEqual(2);
|
|
75
|
+
expect(v0[8]).toEqual(1);
|
|
76
|
+
const v1 = g1.getTypedTags(keys);
|
|
77
|
+
expect(v1[0]).toEqual('MMBtu');
|
|
78
|
+
expect(v1[1]).toEqual(310000.10);
|
|
79
|
+
expect(v1[2]).toEqual('MMBtu');
|
|
80
|
+
expect(v1[3]).toEqual('D');
|
|
81
|
+
expect(v1[4]).toEqual(1);
|
|
82
|
+
expect(v1[5]).toEqual(10000.20);
|
|
83
|
+
expect(v1[6]).toEqual(2);
|
|
84
|
+
expect(v1[7]).toEqual(1);
|
|
85
|
+
expect(v1[8]).toEqual(0);
|
|
86
|
+
});
|
|
87
|
+
test('expect Hdr view to be on Batch', () => {
|
|
88
|
+
const batch = toViews.batch;
|
|
89
|
+
const o = batch.toObject();
|
|
90
|
+
const hdr = o.StandardHeader;
|
|
91
|
+
expect(hdr).toBeTruthy();
|
|
92
|
+
expect(hdr.SenderCompID).toEqual('CME');
|
|
93
|
+
expect(hdr.TargetCompID).toEqual('ATS_BROKER1');
|
|
94
|
+
expect(hdr.SenderSubID).toEqual('STP');
|
|
95
|
+
expect(hdr.TargetSubID).toEqual('STP_API_IRAT_T');
|
|
96
|
+
});
|
|
97
|
+
//# sourceMappingURL=fixml-tc-bi-lateral-parse.test.js.map
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|
|
|
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|
+
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use the compiled interfaces for intelisense\r\nimport 'reflect-metadata'\r\n\r\nimport { ILooseObject } from '../../collections/collection'\r\nimport { ITradeCaptureReport, IInstrument, IStandardHeader } from '../../types/FIXML50SP2'\r\nimport { IBatch } from '../../types/FIXML50SP2/set/batch'\r\nimport { ToViews } from '../env/to-views'\r\n\r\nconst testFolder: string = 'examples/FIXML/cme/tc/Delivery Fixed Commodity Swap'\r\nconst toViews: ToViews = new ToViews(testFolder)\r\n\r\nbeforeAll(async () => {\r\n await toViews.load()\r\n}, 45000)\r\n\r\ntest('expect a view from fix msg', () => {\r\n const views = toViews.views\r\n expect(views.length).toEqual(1)\r\n})\r\n\r\ntest('expect a batch view ', () => {\r\n const batch = toViews.batch\r\n expect(batch).toBeTruthy()\r\n const o: IBatch = batch.toObject()\r\n expect(o).toBeTruthy()\r\n const instances: ILooseObject[] = o.Batch\r\n expect(Array.isArray(instances)).toEqual(true)\r\n expect(instances.length).toEqual(1)\r\n})\r\n\r\ntest('expect an instrument', () => {\r\n const views = toViews.views\r\n const t: ITradeCaptureReport = views[0].toObject()\r\n expect(t).toBeTruthy()\r\n const i = t.Instrument\r\n expect(i).toBeTruthy()\r\n})\r\n\r\ntest('check instrument attributes', () => {\r\n const views = toViews.views\r\n const t: ITradeCaptureReport = views[0].toObject()\r\n const i = t.Instrument\r\n expect(i).toBeTruthy()\r\n const iv = views[0].getView('Instrument')\r\n expect(iv).toBeTruthy()\r\n expect(i.SecurityExchange).toEqual('XXXX')\r\n expect(iv.getString('SecurityExchange')).toEqual('XXXX')\r\n expect(iv.getString('SecurityType')).toEqual('CMDTYSWAP')\r\n expect(i.SecurityType).toEqual('CMDTYSWAP')\r\n})\r\n\r\ntest('check instrument groups', () => {\r\n const views = toViews.views\r\n const t: ITradeCaptureReport = views[0].toObject()\r\n const i: IInstrument = t.Instrument\r\n const stream = i.StreamGrp\r\n expect(stream).toBeTruthy()\r\n expect(Array.isArray(stream))\r\n expect(stream.length).toEqual(2)\r\n const grpView = views[0].getView('Instrument.StreamGrp')\r\n expect(grpView).toBeTruthy()\r\n const g0 = grpView.getGroupInstance(0)\r\n const g1 = grpView.getGroupInstance(1)\r\n expect(g0).toBeTruthy()\r\n expect(g1).toBeTruthy()\r\n // TotNotlUOM=\"MMBtu\" TotNotl=\"310000.10\" NotlUOM=\"MMBtu\" NotlUnit=\"D\" NotlPeriod=\"1\" Notl=\"10000.20\" RcvSide=\"1\" PaySide=\"2\" Typ=\"1\"\r\n const keys = ['StreamTotalNotionalUnitOfMeasure', 'StreamTotalNotional', 'StreamNotionalUnitOfMeasure', 'StreamNotionalFrequencyUnit', 'StreamNotionalFrequencyPeriod', 'StreamNotional', 'StreamReceiveSide', 'StreamPaySide', 'StreamType']\r\n\r\n const v0: any[] = g0.getTypedTags(keys)\r\n expect(v0[0]).toEqual('MMBtu')\r\n expect(v0[1]).toEqual(310000.10)\r\n expect(v0[2]).toEqual('MMBtu')\r\n expect(v0[3]).toEqual('D')\r\n expect(v0[4]).toEqual(1)\r\n expect(v0[5]).toEqual(10000.20)\r\n expect(v0[6]).toEqual(1)\r\n expect(v0[7]).toEqual(2)\r\n expect(v0[8]).toEqual(1)\r\n\r\n // TotNotlUOM=\"MMBtu\" TotNotl=\"310000.10\" NotlUOM=\"MMBtu\" NotlUnit=\"D\" NotlPeriod=\"1\" Notl=\"10000.20\" RcvSide=\"2\" PaySide=\"1\" Typ=\"0\">\r\n const v1: any[] = g1.getTypedTags(keys)\r\n expect(v1[0]).toEqual('MMBtu')\r\n expect(v1[1]).toEqual(310000.10)\r\n expect(v1[2]).toEqual('MMBtu')\r\n expect(v1[3]).toEqual('D')\r\n expect(v1[4]).toEqual(1)\r\n expect(v1[5]).toEqual(10000.20)\r\n expect(v1[6]).toEqual(2)\r\n expect(v1[7]).toEqual(1)\r\n expect(v1[8]).toEqual(0)\r\n})\r\n\r\n/*{\r\n\"SenderCompID\": \"CME\",\r\n\"TargetCompID\": \"ATS_BROKER1\",\r\n\"SenderSubID\": \"STP\",\r\n\"TargetSubID\": \"STP_API_IRAT_T\"\r\n*/\r\n\r\ntest('expect Hdr view to be on Batch', () => {\r\n const batch = toViews.batch\r\n const o: IBatch = batch.toObject()\r\n const hdr: IStandardHeader = o.StandardHeader\r\n expect(hdr).toBeTruthy()\r\n expect(hdr.SenderCompID).toEqual('CME')\r\n expect(hdr.TargetCompID).toEqual('ATS_BROKER1')\r\n expect(hdr.SenderSubID).toEqual('STP')\r\n expect(hdr.TargetSubID).toEqual('STP_API_IRAT_T')\r\n})\r\n"]}
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
import 'reflect-metadata';
|