jspurefix 1.4.1 → 2.0.0

package/dist/test/ascii/ascii-store-replay.test.js

@@ -0,0 +1,92 @@
+"use strict";
+var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
+    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
+    return new (P || (P = Promise))(function (resolve, reject) {
+        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
+        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
+        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
+        step((generator = generator.apply(thisArg, _arguments || [])).next());
+    });
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+require("reflect-metadata");
+const path = require("path");
+const types_1 = require("../../types");
+const setup_1 = require("../env/setup");
+const test_recovery_1 = require("../env/test-recovery");
+const root = path.join(__dirname, '../../../data');
+let definitions;
+let server;
+let client;
+let setup = null;
+beforeAll(() => __awaiter(void 0, void 0, void 0, function* () {
+    setup = new setup_1.Setup('session/test-initiator-tls.json', 'session/test-acceptor-tls.json');
+    yield setup.init();
+    definitions = setup.definitions;
+    const serverConfig = setup.serverConfig;
+    const clientConfig = setup.clientConfig;
+    const views = yield setup.server.replayer.replayFixFile(path.join(root, 'examples/FIX.4.4/jsfix.test_client.txt'));
+    server = new test_recovery_1.TestRecovery(views, serverConfig);
+    client = new test_recovery_1.TestRecovery(views, clientConfig);
+    yield server.populate();
+    yield client.populate();
+}), 45000);
+test('expect 15 messages in log', () => {
+    expect(server.views.length).toEqual(15);
+    expect(client.views.length).toEqual(15);
+});
+test('server store states', () => __awaiter(void 0, void 0, void 0, function* () {
+    const s1 = yield server.recovery.store.getState();
+    expect(s1.length).toEqual(9);
+}));
+test('client store states', () => __awaiter(void 0, void 0, void 0, function* () {
+    const s1 = yield client.recovery.store.getState();
+    expect(s1.length).toEqual(1);
+}));
+test('server replay request from seq=1 to seq=10', () => __awaiter(void 0, void 0, void 0, function* () {
+    const vec = yield server.recovery.getResendRequest(1, 10);
+    expect(vec).toBeTruthy();
+    expect(Array.isArray(vec));
+    expect(vec.length).toEqual(10);
+    checkSeqReset(vec[0], 1, 2);
+    expect(vec[1].msgType).toEqual(types_1.MsgType.TradeCaptureReportRequestAck);
+    expect(vec[1].seqNum).toEqual(2);
+    for (let i = 2; i <= 6; ++i) {
+        expect(vec[i].msgType).toEqual(types_1.MsgType.TradeCaptureReport);
+        expect(vec[i].seqNum).toEqual(i + 1);
+    }
+    expect(vec[7].msgType).toEqual(types_1.MsgType.TradeCaptureReportRequestAck);
+    expect(vec[7].seqNum).toEqual(8);
+    for (let i = 8; i < 10; ++i) {
+        expect(vec[i].msgType).toEqual(types_1.MsgType.TradeCaptureReport);
+        expect(vec[i].seqNum).toEqual(i + 1);
+    }
+}));
+test('client replay request from seq=1 to seq=10', () => __awaiter(void 0, void 0, void 0, function* () {
+    const vec = yield client.recovery.getResendRequest(1, 10);
+    expect(vec).toBeTruthy();
+    expect(Array.isArray(vec));
+    expect(vec.length).toEqual(3);
+    checkSeqReset(vec[0], 1, 2);
+    expect(vec[1].msgType).toEqual(types_1.MsgType.TradeCaptureReportRequest);
+    expect(vec[1].seqNum).toEqual(2);
+    checkSeqReset(vec[2], 3, 11);
+}));
+function checkSeqReset(rec, from, to) {
+    const reset = rec.obj;
+    expect(rec.msgType).toEqual(types_1.MsgType.SequenceReset);
+    expect(rec.obj).toBeTruthy();
+    expect(rec.seqNum).toEqual(to);
+    expect(reset.GapFillFlag).toBeTruthy();
+    expect(reset.StandardHeader.MsgType).toEqual(types_1.MsgType.SequenceReset);
+    expect(reset.StandardHeader.PossDupFlag).toBeTruthy();
+    expect(reset.StandardHeader.MsgSeqNum).toEqual(from);
+}
+test('client replay request from seq=4 to seq=10', () => __awaiter(void 0, void 0, void 0, function* () {
+    const vec = yield client.recovery.getResendRequest(4, 10);
+    expect(vec).toBeTruthy();
+    expect(Array.isArray(vec));
+    expect(vec.length).toEqual(1);
+    checkSeqReset(vec[0], 4, 11);
+}));
+//# sourceMappingURL=ascii-store-replay.test.js.map

package/dist/test/ascii/ascii-store-replay.test.js.map

@@ -0,0 +1 @@
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'reflect-metadata'\r\n\r\nimport * as path from 'path'\r\nimport { FixDefinitions } from '../../dictionary/definition'\r\n\r\nimport {\r\n  IFixMsgStoreRecord\r\n} from '../../store'\r\nimport { MsgType } from '../../types'\r\nimport { ISequenceReset } from '../../types/FIX4.4/repo'\r\n\r\nimport { Setup } from '../env/setup'\r\nimport { TestRecovery } from '../env/test-recovery'\r\n\r\nconst root: string = path.join(__dirname, '../../../data')\r\n\r\nlet definitions: FixDefinitions\r\n\r\nlet server: TestRecovery\r\nlet client: TestRecovery\r\nlet setup: Setup = null\r\n\r\nbeforeAll(async () => {\r\n  setup = new Setup(\r\n    'session/test-initiator-tls.json',\r\n    'session/test-acceptor-tls.json')\r\n  await setup.init()\r\n  definitions = setup.definitions\r\n  const serverConfig = setup.serverConfig\r\n  const clientConfig = setup.clientConfig\r\n  const views = await setup.server.replayer.replayFixFile(path.join(root, 'examples/FIX.4.4/jsfix.test_client.txt'))\r\n  server = new TestRecovery(views, serverConfig)\r\n  client = new TestRecovery(views, clientConfig)\r\n  await server.populate()\r\n  await client.populate()\r\n}, 45000)\r\n\r\ntest('expect 15 messages in log', () => {\r\n  expect(server.views.length).toEqual(15)\r\n  expect(client.views.length).toEqual(15)\r\n})\r\n\r\n/*\r\nclient: (all client messages)\r\n8=FIX4.4|9=000124|35=AD|49=init-tls-comp|56=accept-tls-comp|34=2|57=fix|52=20210307-16:16:44.388|568=all-trades|569=0|263=1|580=1|75=20210307|10=187|\r\n8=FIX4.4|9=000112|35=0|49=init-tls-comp|56=accept-tls-comp|34=3|57=fix|52=20210307-16:17:14.431|112=Sun, 07 Mar 2021 16:17:14 GMT|10=220|\r\n8=FIX4.4|9=000109|35=5|49=init-tls-comp|56=accept-tls-comp|34=4|57=fix|52=20210307-16:17:16.397|58=test_client initiate logout|10=191|\r\n */\r\n\r\n/*\r\nserver: (application only)\r\n\r\n8=FIX4.4|9=000112|35=AQ|49=accept-tls-comp|56=init-tls-comp|34=2|57=fix|52=20210307-16:16:44.429|568=all-trades|569=0|749=0|750=0|10=142|\r\n8=FIX4.4|9=000209|35=AE|49=accept-tls-comp|56=init-tls-comp|34=3|57=fix|52=20210307-16:16:44.430|571=100000|487=0|856=0|828=0|17=600000|39=2|570=N|55=Platinum|48=Platinum.INC|32=172|31=7.36|75=20210307|60=20210307-16:16:44.430|10=043|\r\n8=FIX4.4|9=000202|35=AE|49=accept-tls-comp|56=init-tls-comp|34=4|57=fix|52=20210307-16:16:44.431|571=100001|487=0|856=0|828=0|17=600001|39=2|570=N|55=Gold|48=Gold.INC|32=175|31=83.67|75=20210307|60=20210307-16:16:44.430|10=219|\r\n8=FIX4.4|9=000210|35=AE|49=accept-tls-comp|56=init-tls-comp|34=5|57=fix|52=20210307-16:16:44.432|571=100002|487=0|856=0|828=0|17=600002|39=2|570=N|55=Platinum|48=Platinum.INC|32=146|31=41.79|75=20210307|60=20210307-16:16:44.430|10=097|\r\n8=FIX4.4|9=000211|35=AE|49=accept-tls-comp|56=init-tls-comp|34=6|57=fix|52=20210307-16:16:44.432|571=100003|487=0|856=0|828=0|17=600003|39=2|570=N|55=Magnesium|48=Magnesium.INC|32=156|31=8.02|75=20210307|60=20210307-16:16:44.430|10=227|\r\n8=FIX4.4|9=000202|35=AE|49=accept-tls-comp|56=init-tls-comp|34=7|57=fix|52=20210307-16:16:44.432|571=100004|487=0|856=0|828=0|17=600004|39=2|570=N|55=Gold|48=Gold.INC|32=136|31=32.13|75=20210307|60=20210307-16:16:44.430|10=211|\r\n8=FIX4.4|9=000112|35=AQ|49=accept-tls-comp|56=init-tls-comp|34=8|57=fix|52=20210307-16:16:44.433|568=all-trades|569=0|749=0|750=1|10=144|\r\n8=FIX4.4|9=000202|35=AE|49=accept-tls-comp|56=init-tls-comp|34=9|57=fix|52=20210307-16:16:59.449|571=100005|487=0|856=0|828=0|17=600005|39=2|570=N|55=Gold|48=Gold.INC|32=166|31=53.91|75=20210307|60=20210307-16:16:59.449|10=001|\r\n8=FIX4.4|9=000206|35=AE|49=accept-tls-comp|56=init-tls-comp|34=10|57=fix|52=20210307-16:17:14.477|571=100006|487=0|856=0|828=0|17=600006|39=2|570=N|55=Silver|48=Silver.INC|32=105|31=61.2|75=20210307|60=20210307-16:17:14.477|10=191|\r\n */\r\n\r\ntest('server store states',async () => {\r\n  const s1 = await server.recovery.store.getState()\r\n  expect(s1.length).toEqual(9)\r\n})\r\n\r\ntest('client store states',async () => {\r\n  const s1 = await client.recovery.store.getState()\r\n  expect(s1.length).toEqual(1)\r\n})\r\n\r\ntest('server replay request from seq=1 to seq=10', async () => {\r\n  const vec = await server.recovery.getResendRequest(1, 10)\r\n  expect(vec).toBeTruthy()\r\n  expect(Array.isArray(vec))\r\n  expect(vec.length).toEqual(10)\r\n\r\n  checkSeqReset(vec[0], 1, 2)\r\n\r\n  expect(vec[1].msgType).toEqual(MsgType.TradeCaptureReportRequestAck)\r\n  expect(vec[1].seqNum).toEqual(2)\r\n\r\n  for (let i = 2; i <= 6; ++i) {\r\n    expect(vec[i].msgType).toEqual(MsgType.TradeCaptureReport)\r\n    expect(vec[i].seqNum).toEqual(i + 1)\r\n  }\r\n\r\n  expect(vec[7].msgType).toEqual(MsgType.TradeCaptureReportRequestAck)\r\n  expect(vec[7].seqNum).toEqual(8)\r\n\r\n  for (let i = 8; i < 10; ++i) {\r\n    expect(vec[i].msgType).toEqual(MsgType.TradeCaptureReport)\r\n    expect(vec[i].seqNum).toEqual(i + 1)\r\n  }\r\n})\r\n\r\ntest('client replay request from seq=1 to seq=10', async () => {\r\n  const vec = await client.recovery.getResendRequest(1, 10)\r\n  expect(vec).toBeTruthy()\r\n  expect(Array.isArray(vec))\r\n  expect(vec.length).toEqual(3)\r\n\r\n  checkSeqReset(vec[0], 1, 2)\r\n\r\n  expect(vec[1].msgType).toEqual(MsgType.TradeCaptureReportRequest)\r\n  expect(vec[1].seqNum).toEqual(2)\r\n\r\n  checkSeqReset(vec[2], 3, 11)\r\n})\r\n\r\nfunction checkSeqReset (rec: IFixMsgStoreRecord, from: number, to: number) {\r\n  const reset: ISequenceReset = rec.obj as ISequenceReset\r\n  expect(rec.msgType).toEqual(MsgType.SequenceReset)\r\n  expect(rec.obj).toBeTruthy()\r\n  expect(rec.seqNum).toEqual(to)\r\n  expect(reset.GapFillFlag).toBeTruthy()\r\n  expect(reset.StandardHeader.MsgType).toEqual(MsgType.SequenceReset)\r\n  expect(reset.StandardHeader.PossDupFlag).toBeTruthy()\r\n  expect(reset.StandardHeader.MsgSeqNum).toEqual(from)\r\n}\r\n\r\n// expect to gap fill entire request - and move expected seqNo to 11\r\n// which will be the next message sent\r\ntest('client replay request from seq=4 to seq=10', async () => {\r\n  const vec = await client.recovery.getResendRequest(4, 10)\r\n  expect(vec).toBeTruthy()\r\n  expect(Array.isArray(vec))\r\n  expect(vec.length).toEqual(1)\r\n  checkSeqReset(vec[0], 4, 11)\r\n})\r\n"]}

package/dist/test/ascii/ascii-tag-pos.test.d.ts

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

package/dist/test/ascii/ascii-tag-pos.test.js

@@ -0,0 +1,105 @@
+"use strict";
+var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
+    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
+    return new (P || (P = Promise))(function (resolve, reject) {
+        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
+        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
+        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
+        step((generator = generator.apply(thisArg, _arguments || [])).next());
+    });
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+require("reflect-metadata");
+const path = require("path");
+const buffer_1 = require("../../buffer");
+const setup_1 = require("../env/setup");
+const root = path.join(__dirname, '../../../data');
+let definitions;
+let session;
+let views;
+let structure;
+let tp;
+const testTags = [
+    new buffer_1.TagPos(0, 120, 0, 1),
+    new buffer_1.TagPos(1, 50, 1, 1),
+    new buffer_1.TagPos(2, 50, 2, 1),
+    new buffer_1.TagPos(3, 120, 3, 1),
+    new buffer_1.TagPos(4, 100, 4, 1)
+];
+const expected = [
+    new buffer_1.TagPos(1, 50, 1, 1),
+    new buffer_1.TagPos(2, 50, 2, 1),
+    new buffer_1.TagPos(4, 100, 4, 1),
+    new buffer_1.TagPos(0, 120, 0, 1),
+    new buffer_1.TagPos(3, 120, 3, 1)
+];
+const unsortedLogon = [
+    new buffer_1.TagPos(0, 8, 2, 6),
+    new buffer_1.TagPos(1, 9, 11, 7),
+    new buffer_1.TagPos(2, 35, 22, 1),
+    new buffer_1.TagPos(3, 49, 27, 9),
+    new buffer_1.TagPos(4, 56, 40, 9),
+    new buffer_1.TagPos(5, 34, 53, 1),
+    new buffer_1.TagPos(6, 57, 58, 5),
+    new buffer_1.TagPos(7, 52, 67, 21),
+    new buffer_1.TagPos(8, 98, 92, 1),
+    new buffer_1.TagPos(9, 108, 98, 5),
+    new buffer_1.TagPos(10, 95, 107, 2),
+    new buffer_1.TagPos(11, 96, 113, 20),
+    new buffer_1.TagPos(12, 141, 138, 1),
+    new buffer_1.TagPos(13, 789, 144, 4),
+    new buffer_1.TagPos(14, 383, 153, 2),
+    new buffer_1.TagPos(15, 384, 160, 1),
+    new buffer_1.TagPos(16, 372, 166, 5),
+    new buffer_1.TagPos(17, 385, 176, 1),
+    new buffer_1.TagPos(18, 464, 182, 1),
+    new buffer_1.TagPos(19, 553, 188, 3),
+    new buffer_1.TagPos(20, 554, 196, 11)
+];
+let setup = null;
+beforeAll(() => __awaiter(void 0, void 0, void 0, function* () {
+    setup = new setup_1.Setup('session/test-initiator.json', null);
+    yield setup.init();
+    definitions = setup.clientConfig.definitions;
+    session = setup.client.transmitter;
+    views = yield setup.client.replayer.replayFixFile(path.join(root, 'examples/FIX.4.4/quickfix/logon/fix.txt'));
+    if (views && views.length > 0) {
+        structure = views[0].structure;
+        tp = views[0].structure.tags.tagPos.slice(0, views[0].segment.endPosition);
+    }
+}), 45000);
+test('logon tags parsed fully', () => {
+    expect(tp).toEqual(unsortedLogon);
+});
+test('expect tags to sort in tag first order', () => {
+    const sorted = testTags.slice().sort(buffer_1.TagPos.compare);
+    const sortedTags = sorted.map(e => e.tag);
+    expect(sortedTags).toEqual([50, 50, 100, 120, 120]);
+});
+test('expect tags to sort in tag then start order', () => {
+    const sorted = testTags.slice().sort(buffer_1.TagPos.compare);
+    expect(sorted[0].tag).toEqual(sorted[1].tag);
+    expect(sorted[0].start < sorted[1].start).toEqual(true);
+});
+test('expect start to carry with its tag', () => {
+    const sorted = testTags.slice().sort(buffer_1.TagPos.compare);
+    expect(sorted).toEqual(expected);
+});
+test('binary search on sorted', () => {
+    const sorted = testTags.slice().sort(buffer_1.TagPos.compare);
+    expect(buffer_1.TagPos.binarySearch(sorted, 100)).toEqual(2);
+});
+test('binary search for non existing tag', () => {
+    const sorted = testTags.slice().sort(buffer_1.TagPos.compare);
+    expect(buffer_1.TagPos.binarySearch(sorted, 1000) < 0).toEqual(true);
+});
+test('binary search duplicate tag', () => {
+    const sorted = testTags.slice().sort(buffer_1.TagPos.compare);
+    expect(buffer_1.TagPos.binarySearch(sorted, 50) <= 1).toEqual(true);
+});
+test('check logon', () => {
+    const sorted = tp.slice().sort(buffer_1.TagPos.compare);
+    expect(sorted[0].tag).toEqual(8);
+    expect(sorted[sorted.length - 1].tag).toEqual(789);
+});
+//# sourceMappingURL=ascii-tag-pos.test.js.map

package/dist/test/ascii/ascii-tag-pos.test.js.map

@@ -0,0 +1 @@
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GAAG,CAAC,CAAA;AACpD,CAAC,CAAC,CAAA","sourcesContent":["import 'reflect-metadata'\r\n\r\nimport * as path from 'path'\r\nimport { MsgView, TagPos, Structure } from '../../buffer'\r\nimport { FixDefinitions } from '../../dictionary/definition'\r\nimport { AsciiMsgTransmitter } from '../../transport/ascii/ascii-msg-transmitter'\r\nimport { Setup } from '../env/setup'\r\n\r\nconst root: string = path.join(__dirname, '../../../data')\r\n\r\nlet definitions: FixDefinitions\r\nlet session: AsciiMsgTransmitter\r\nlet views: MsgView[]\r\nlet structure: Structure\r\nlet tp: TagPos[]\r\n\r\nconst testTags: TagPos[] = [\r\n  new TagPos(0, 120, 0, 1), // 3\r\n  new TagPos(1, 50, 1, 1), // 0\r\n  new TagPos(2, 50, 2, 1), // 1\r\n  new TagPos(3, 120, 3, 1), // 4\r\n  new TagPos(4, 100, 4, 1) // 2\r\n]\r\n\r\nconst expected: TagPos[] = [\r\n  new TagPos(1, 50, 1, 1), // 0\r\n  new TagPos(2, 50, 2, 1), // 1\r\n  new TagPos(4, 100, 4, 1), // 2\r\n  new TagPos(0, 120, 0, 1), // 3\r\n  new TagPos(3, 120, 3, 1) // 4\r\n]\r\n\r\nconst unsortedLogon = [\r\n  new TagPos(0, 8, 2, 6),\r\n  new TagPos(1, 9, 11, 7),\r\n  new TagPos(2, 35, 22, 1),\r\n  new TagPos(3, 49, 27, 9),\r\n  new TagPos(4, 56, 40, 9),\r\n  new TagPos(5, 34, 53, 1),\r\n  new TagPos(6, 57, 58, 5),\r\n  new TagPos(7, 52, 67, 21),\r\n  new TagPos(8, 98, 92, 1),\r\n  new TagPos(9, 108, 98, 5),\r\n  new TagPos(10, 95, 107, 2),\r\n  new TagPos(11, 96, 113, 20),\r\n  new TagPos(12, 141, 138, 1),\r\n  new TagPos(13, 789, 144, 4),\r\n  new TagPos(14, 383, 153, 2),\r\n  new TagPos(15, 384, 160, 1),\r\n  new TagPos(16, 372, 166, 5),\r\n  new TagPos(17, 385, 176, 1),\r\n  new TagPos(18, 464, 182, 1),\r\n  new TagPos(19, 553, 188, 3),\r\n  new TagPos(20, 554, 196, 11)\r\n]\r\n\r\nlet setup: Setup = null\r\nbeforeAll(async () => {\r\n  setup = new Setup('session/test-initiator.json', null)\r\n  await setup.init()\r\n  definitions = setup.clientConfig.definitions\r\n  session = setup.client.transmitter as AsciiMsgTransmitter\r\n  views = await setup.client.replayer.replayFixFile(path.join(root, 'examples/FIX.4.4/quickfix/logon/fix.txt'))\r\n  if (views && views.length > 0) {\r\n    structure = views[0].structure\r\n    tp = views[0].structure.tags.tagPos.slice(0, views[0].segment.endPosition)\r\n  }\r\n}, 45000)\r\n\r\ntest('logon tags parsed fully', () => {\r\n  expect(tp).toEqual(unsortedLogon)\r\n})\r\n\r\ntest('expect tags to sort in tag first order', () => {\r\n  const sorted = testTags.slice().sort(TagPos.compare)\r\n  const sortedTags = sorted.map(e => e.tag)\r\n  expect(sortedTags).toEqual([50, 50, 100, 120, 120])\r\n})\r\n\r\ntest('expect tags to sort in tag then start order', () => {\r\n  const sorted = testTags.slice().sort(TagPos.compare)\r\n  expect(sorted[0].tag).toEqual(sorted[1].tag)\r\n  expect(sorted[0].start < sorted[1].start).toEqual(true)\r\n})\r\n\r\ntest('expect start to carry with its tag', () => {\r\n  const sorted = testTags.slice().sort(TagPos.compare)\r\n  expect(sorted).toEqual(expected)\r\n})\r\n\r\ntest('binary search on sorted', () => {\r\n  const sorted = testTags.slice().sort(TagPos.compare)\r\n  expect(TagPos.binarySearch(sorted, 100)).toEqual(2)\r\n})\r\n\r\ntest('binary search for non existing tag', () => {\r\n  const sorted = testTags.slice().sort(TagPos.compare)\r\n  expect(TagPos.binarySearch(sorted, 1000) < 0).toEqual(true)\r\n})\r\n\r\ntest('binary search duplicate tag', () => {\r\n  const sorted = testTags.slice().sort(TagPos.compare)\r\n  expect(TagPos.binarySearch(sorted, 50) <= 1).toEqual(true)\r\n})\r\n\r\ntest('check logon', () => {\r\n  const sorted = tp.slice().sort(TagPos.compare)\r\n  expect(sorted[0].tag).toEqual(8)\r\n  expect(sorted[sorted.length - 1].tag).toEqual(789)\r\n})\r\n"]}

package/dist/test/ascii/execution-report.test.d.ts

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