jspurefix 1.4.1 → 2.0.3

package/dist/sample/tcp/trade-capture/trade-factory.js.map

@@ -1 +1 @@
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i < toMake; ++i) {\r\n      const tc: ITradeCaptureReport = this.singleTradeCaptureReport()\r\n      arr.push(tc)\r\n    }\r\n    return arr\r\n  }\r\n\r\n  public singleTradeCaptureReport (): ITradeCaptureReport {\r\n    const tradeReportId = this.nextTradeId++\r\n    const qty: number = TradeFactory.getRandomInt(100, 200)\r\n    const price: number = Math.round(Math.random() * 100 * 100) / 100\r\n    const instrument: number = TradeFactory.getRandomInt(0, this.securities.length - 1)\r\n    const securities = this.securities\r\n    const execId = this.nextExecId++\r\n    return {\r\n      TradeReportID: tradeReportId.toString(),\r\n      TradeReportTransType: TradeReportTransType.New,\r\n      TradeReportType: TradeReportType.Submit,\r\n      TrdType: TrdType.RegularTrade,\r\n      TransactTime: new Date(),\r\n      ExecID: execId.toString(),\r\n      PreviouslyReported: false,\r\n      OrdStatus: OrdStatus.Filled,\r\n      Instrument: {\r\n        SecurityID: `${securities[instrument]}.INC`,\r\n        Symbol: `${securities[instrument]}`\r\n      },\r\n      TradeDate: new Date(),\r\n      LastQty: qty,\r\n      LastPx: price\r\n\r\n    } as ITradeCaptureReport\r\n  }\r\n}\r\n"]}
+{"version":3,"file":"trade-factory.js","sourceRoot":"","sources":["../../../../src/sample/tcp/trade-capture/trade-factory.ts"],"names":[],"mappings":";;;AAAA,qDAWmC;AAEnC,0DAAgE;AAEhE,MAAa,YAAY;IAAzB;QACU,gBAAW,GAAW,MAAM,CAAA;QAC5B,eAAU,GAAW,MAAM,CAAA;QAClB,eAAU,GACzB;YACE,MAAM;YACN,QAAQ;YACR,UAAU;YACV,WAAW;YACX,OAAO;SACR,CAAA;IA2EL,CAAC;IAzEQ,MAAM,CAAC,4BAA4B,CAAE,GAA+B,EAAE,MAA0B;QAErG,OAAO;YACL,cAAc,EAAE,GAAG,CAAC,cAAc;YAClC,gBAAgB,EAAE,GAAG,CAAC,gBAAgB;YACtC,kBAAkB,EAAE,MAAM;YAC1B,kBAAkB,EAAE,yBAAkB,CAAC,UAAU;SACjB,CAAA;IACpC,CAAC;IAEM,MAAM,CAAC,yBAAyB,CAAE,SAAiB,EAAE,SAAe;QACzE,MAAM,EAAE,GAAG,SAAS,CAAA;QACpB,MAAM,EAAE,GAAG,IAAI,IAAI,CAAC,SAAS,CAAC,OAAO,EAAE,CAAC,CAAA;QACxC,EAAE,CAAC,OAAO,CAAC,EAAE,CAAC,OAAO,EAAE,GAAG,CAAC,CAAC,CAAA;QAC5B,OAAO;YACL,cAAc,EAAE,YAAY;YAC5B,gBAAgB,EAAE,uBAAgB,CAAC,SAAS;YAC5C,uBAAuB,EAAE,8BAAuB,CAAC,kBAAkB;YACnE,WAAW,EAAE;gBACX;oBACE,YAAY,EAAE,EAAE;iBACjB;gBACD;oBACE,YAAY,EAAE,EAAE;iBACjB;aACF;SAC4B,CAAA;IACjC,CAAC;IAEO,MAAM,CAAC,YAAY,CAAE,GAAW,EAAE,GAAW;QACnD,GAAG,GAAG,IAAI,CAAC,IAAI,CAAC,GAAG,CAAC,CAAA;QACpB,GAAG,GAAG,IAAI,CAAC,KAAK,CAAC,GAAG,CAAC,CAAA;QACrB,OAAO,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,MAAM,EAAE,GAAG,CAAC,GAAG,GAAG,GAAG,CAAC,CAAC,GAAG,GAAG,CAAA;IACtD,CAAC;IAEM,yBAAyB,CAAE,MAAe;QAC/C,IAAI,CAAC,MAAM,EAAE;YACX,MAAM,GAAG,YAAY,CAAC,YAAY,CAAC,CAAC,EAAE,CAAC,CAAC,CAAA;SACzC;QACD,MAAM,GAAG,GAA0B,EAAE,CAAA;QACrC,KAAK,IAAI,CAAC,GAAW,CAAC,EAAE,CAAC,GAAG,MAAM,EAAE,EAAE,CAAC,EAAE;YACvC,MAAM,EAAE,GAAwB,IAAI,CAAC,wBAAwB,EAAE,CAAA;YAC/D,GAAG,CAAC,IAAI,CAAC,EAAE,CAAC,CAAA;SACb;QACD,OAAO,GAAG,CAAA;IACZ,CAAC;IAEM,wBAAwB;QAC7B,MAAM,aAAa,GAAG,IAAI,CAAC,WAAW,EAAE,CAAA;QACxC,MAAM,GAAG,GAAW,YAAY,CAAC,YAAY,CAAC,GAAG,EAAE,GAAG,CAAC,CAAA;QACvD,MAAM,KAAK,GAAW,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,MAAM,EAAE,GAAG,GAAG,GAAG,GAAG,CAAC,GAAG,GAAG,CAAA;QACjE,MAAM,UAAU,GAAW,YAAY,CAAC,YAAY,CAAC,CAAC,EAAE,IAAI,CAAC,UAAU,CAAC,MAAM,GAAG,CAAC,CAAC,CAAA;QACnF,MAAM,UAAU,GAAG,IAAI,CAAC,UAAU,CAAA;QAClC,MAAM,MAAM,GAAG,IAAI,CAAC,UAAU,EAAE,CAAA;QAChC,OAAO;YACL,aAAa,EAAE,aAAa,CAAC,QAAQ,EAAE;YACvC,oBAAoB,EAAE,iCAAoB,CAAC,GAAG;YAC9C,eAAe,EAAE,sBAAe,CAAC,MAAM;YACvC,OAAO,EAAE,cAAO,CAAC,YAAY;YAC7B,YAAY,EAAE,IAAI,IAAI,EAAE;YACxB,MAAM,EAAE,MAAM,CAAC,QAAQ,EAAE;YACzB,kBAAkB,EAAE,KAAK;YACzB,SAAS,EAAE,gBAAS,CAAC,MAAM;YAC3B,UAAU,EAAE;gBACV,UAAU,EAAE,GAAG,UAAU,CAAC,UAAU,CAAC,MAAM;gBAC3C,MAAM,EAAE,GAAG,UAAU,CAAC,UAAU,CAAC,EAAE;aACpC;YACD,SAAS,EAAE,IAAI,IAAI,EAAE;YACrB,OAAO,EAAE,GAAG;YACZ,MAAM,EAAE,KAAK;SAES,CAAA;IAC1B,CAAC;CACF;AArFD,oCAqFC","sourcesContent":["import {\r\n  OrdStatus,\r\n  SubscriptionRequestType,\r\n  TradeReportType,\r\n  TradeRequestResult,\r\n  TradeRequestStatus,\r\n  TradeRequestType,\r\n  TrdType,\r\n  ITradeCaptureReportRequestAck,\r\n  ITradeCaptureReport,\r\n  ITradeCaptureReportRequest\r\n} from '../../../types/FIX4.4/repo'\r\n\r\nimport { TradeReportTransType } from '../../../types/FIXML50SP2'\r\n\r\nexport class TradeFactory {\r\n  private nextTradeId: number = 100000\r\n  private nextExecId: number = 600000\r\n  private readonly securities: string[] =\r\n    [\r\n      'Gold',\r\n      'Silver',\r\n      'Platinum',\r\n      'Magnesium',\r\n      'Steel'\r\n    ]\r\n\r\n  public static tradeCaptureReportRequestAck (tcr: ITradeCaptureReportRequest, status: TradeRequestStatus): ITradeCaptureReportRequestAck {\r\n    // send back an ack.\r\n    return {\r\n      TradeRequestID: tcr.TradeRequestID,\r\n      TradeRequestType: tcr.TradeRequestType,\r\n      TradeRequestStatus: status,\r\n      TradeRequestResult: TradeRequestResult.Successful\r\n    } as ITradeCaptureReportRequestAck\r\n  }\r\n\r\n  public static tradeCaptureReportRequest (requestId: string, tradeDate: Date): ITradeCaptureReportRequest {\r\n    const d0 = tradeDate\r\n    const d1 = new Date(tradeDate.getTime())\r\n    d1.setDate(d1.getDate() + 1)\r\n    return {\r\n      TradeRequestID: 'all-trades',\r\n      TradeRequestType: TradeRequestType.AllTrades,\r\n      SubscriptionRequestType: SubscriptionRequestType.SnapshotAndUpdates,\r\n      TrdCapDtGrp: [\r\n        {\r\n          TransactTime: d0\r\n        },\r\n        {\r\n          TransactTime: d1\r\n        }\r\n      ]\r\n    } as ITradeCaptureReportRequest\r\n  }\r\n\r\n  private static getRandomInt (min: number, max: number) {\r\n    min = Math.ceil(min)\r\n    max = Math.floor(max)\r\n    return Math.floor(Math.random() * (max - min)) + min\r\n  }\r\n\r\n  public batchOfTradeCaptureReport (toMake?: number): ITradeCaptureReport[] {\r\n    if (!toMake) {\r\n      toMake = TradeFactory.getRandomInt(4, 8)\r\n    }\r\n    const arr: ITradeCaptureReport[] = []\r\n    for (let i: number = 0; i < toMake; ++i) {\r\n      const tc: ITradeCaptureReport = this.singleTradeCaptureReport()\r\n      arr.push(tc)\r\n    }\r\n    return arr\r\n  }\r\n\r\n  public singleTradeCaptureReport (): ITradeCaptureReport {\r\n    const tradeReportId = this.nextTradeId++\r\n    const qty: number = TradeFactory.getRandomInt(100, 200)\r\n    const price: number = Math.round(Math.random() * 100 * 100) / 100\r\n    const instrument: number = TradeFactory.getRandomInt(0, this.securities.length - 1)\r\n    const securities = this.securities\r\n    const execId = this.nextExecId++\r\n    return {\r\n      TradeReportID: tradeReportId.toString(),\r\n      TradeReportTransType: TradeReportTransType.New,\r\n      TradeReportType: TradeReportType.Submit,\r\n      TrdType: TrdType.RegularTrade,\r\n      TransactTime: new Date(),\r\n      ExecID: execId.toString(),\r\n      PreviouslyReported: false,\r\n      OrdStatus: OrdStatus.Filled,\r\n      Instrument: {\r\n        SecurityID: `${securities[instrument]}.INC`,\r\n        Symbol: `${securities[instrument]}`\r\n      },\r\n      TradeDate: new Date(),\r\n      LastQty: qty,\r\n      LastPx: price\r\n\r\n    } as ITradeCaptureReport\r\n  }\r\n}\r\n"]}

package/dist/store/fix-msg-ascii-store-resend.d.ts

@@ -1,7 +1,7 @@
 import { IFixMsgStore } from './fix-msg-store';
 import { IFixMsgStoreRecord } from './fix-msg-store-record';
 import { IJsFixConfig } from '../config';
-import { AsciiParser } from '../buffer';
+import { AsciiParser } from '../buffer/ascii';
 export declare class FixMsgAsciiStoreResend {
     readonly store: IFixMsgStore;
     readonly config: IJsFixConfig;

package/dist/store/fix-msg-ascii-store-resend.js

@@ -4,11 +4,12 @@ exports.FixMsgAsciiStoreResend = void 0;
 const fix_msg_store_record_1 = require("./fix-msg-store-record");
 const types_1 = require("../types");
 const buffer_1 = require("../buffer");
+const ascii_1 = require("../buffer/ascii");
 class FixMsgAsciiStoreResend {
     constructor(store, config) {
         this.store = store;
         this.config = config;
-        this.parser = new buffer_1.AsciiParser(this.config.definitions, null, this.config.delimiter);
+        this.parser = new ascii_1.AsciiParser(this.config, null, new buffer_1.ElasticBuffer(160 * 1024));
     }
     getResendRequest(startSeq, endSeq) {
         return new Promise((resolve, reject) => {

package/dist/store/fix-msg-ascii-store-resend.js.map

@@ -1 +1 @@
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i < input.length; ++i) {\r\n      const record = input[i].clone()\r\n      const seqNum = record.seqNum\r\n      const toGap = seqNum - expected\r\n      if (toGap > 0) {\r\n        this.gap(expected, seqNum, toResend)\r\n      }\r\n      expected = seqNum + 1\r\n      if (record.encoded) {\r\n        this.inflate(record)\r\n      }\r\n      toResend.push(record)\r\n    }\r\n    if (endSeq - expected > 0) {\r\n      this.gap(expected, endSeq + 1, toResend)\r\n    }\r\n    return toResend\r\n  }\r\n\r\n  public gap (beginGap: number, seqNum: number, arr: IFixMsgStoreRecord[]) {\r\n    if (beginGap > 0) {\r\n      arr.push(this.sequenceResetGap(beginGap, seqNum))\r\n    }\r\n  }\r\n\r\n  // if records were sent as encoded text then inflate back to object\r\n  // so can be resent or examined\r\n\r\n  public inflate (record: IFixMsgStoreRecord): void {\r\n    if (record.obj) return\r\n    if (!record.encoded) return\r\n    const parser = this.parser\r\n    parser.on('error', (e: Error) => {\r\n      record.obj = null\r\n    })\r\n    parser.on('msg', (view: MsgView) => {\r\n      record.obj = view.toObject()\r\n    })\r\n    // inline parse\r\n    parser.parseText(record.encoded)\r\n  }\r\n\r\n  public sequenceResetGap (startGap: number, newSeq: number): IFixMsgStoreRecord {\r\n    const factory = this.config.factory\r\n    const gapFill: ISequenceReset = factory.sequenceReset(newSeq, true) as ISequenceReset\r\n    gapFill.StandardHeader = factory.header(MsgType.SequenceReset, startGap) as IStandardHeader\r\n    gapFill.StandardHeader.PossDupFlag = true\r\n    gapFill.NewSeqNo = newSeq\r\n    return new FixMsgStoreRecord(\r\n      MsgType.SequenceReset,\r\n      new Date(),\r\n      newSeq,\r\n      gapFill,\r\n      null)\r\n  }\r\n}\r\n"]}
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i < input.length; ++i) {\r\n      const record = input[i].clone()\r\n      const seqNum = record.seqNum\r\n      const toGap = seqNum - expected\r\n      if (toGap > 0) {\r\n        this.gap(expected, seqNum, toResend)\r\n      }\r\n      expected = seqNum + 1\r\n      if (record.encoded) {\r\n        this.inflate(record)\r\n      }\r\n      toResend.push(record)\r\n    }\r\n    if (endSeq - expected > 0) {\r\n      this.gap(expected, endSeq + 1, toResend)\r\n    }\r\n    return toResend\r\n  }\r\n\r\n  public gap (beginGap: number, seqNum: number, arr: IFixMsgStoreRecord[]) {\r\n    if (beginGap > 0) {\r\n      arr.push(this.sequenceResetGap(beginGap, seqNum))\r\n    }\r\n  }\r\n\r\n  // if records were sent as encoded text then inflate back to object\r\n  // so can be resent or examined\r\n\r\n  public inflate (record: IFixMsgStoreRecord): void {\r\n    if (record.obj) return\r\n    if (!record.encoded) return\r\n    const parser = this.parser\r\n    parser.on('error', (e: Error) => {\r\n      record.obj = null\r\n    })\r\n    parser.on('msg', (view: MsgView) => {\r\n      record.obj = view.toObject()\r\n    })\r\n    // inline parse\r\n    parser.parseText(record.encoded)\r\n  }\r\n\r\n  public sequenceResetGap (startGap: number, newSeq: number): IFixMsgStoreRecord {\r\n    const factory = this.config.factory\r\n    const gapFill: ISequenceReset = factory.sequenceReset(newSeq, true) as ISequenceReset\r\n    gapFill.StandardHeader = factory.header(MsgType.SequenceReset, startGap) as IStandardHeader\r\n    gapFill.StandardHeader.PossDupFlag = true\r\n    gapFill.NewSeqNo = newSeq\r\n    return new FixMsgStoreRecord(\r\n      MsgType.SequenceReset,\r\n      new Date(),\r\n      newSeq,\r\n      gapFill,\r\n      null)\r\n  }\r\n}\r\n"]}

package/dist/store/fix-msg-memory-store.d.ts

@@ -1,7 +1,7 @@
 import { IFixMsgStore } from './fix-msg-store';
 import { IJsFixConfig, IJsFixLogger } from '../config';
 import { IFixMsgStoreRecord } from './fix-msg-store-record';
-import { IFixMsgStoreState } from '.';
+import { IFixMsgStoreState } from './fix-msg-store-state';
 export declare class FixMsgMemoryStore implements IFixMsgStore {
     readonly id: string;
     readonly config: IJsFixConfig;

package/dist/store/fix-msg-memory-store.js.map

@@ -1 +1 @@
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{ IFixMsgStore } from './fix-msg-store'\r\nimport { IJsFixConfig, IJsFixLogger } from '../config'\r\nimport { IFixMsgStoreRecord } from './fix-msg-store-record'\r\nimport { Dictionary } from '../collections'\r\nimport { MsgType } from '../types'\r\nimport { IFixMsgStoreState } from '.'\r\n\r\nexport class FixMsgMemoryStore implements IFixMsgStore {\r\n  protected readonly logger: IJsFixLogger\r\n  public heartbeat: boolean = true\r\n  private sortedBySeqNum: IFixMsgStoreRecord[] = []\r\n  private excluded: Dictionary<boolean> = new Dictionary<boolean>()\r\n  public length: number = 0\r\n  private sessionMessages: string[] = [\r\n    MsgType.Logon,\r\n    MsgType.Logout,\r\n    MsgType.ResendRequest,\r\n    MsgType.Heartbeat,\r\n    MsgType.TestRequest,\r\n    MsgType.SequenceReset\r\n  ]\r\n\r\n  public constructor (public readonly id: string, public readonly config: IJsFixConfig) {\r\n    this.logger = config.logFactory.logger(`${this.id}:FixMsgMemoryStore`)\r\n    this.setExcMsgType([])\r\n  }\r\n\r\n  public static search (ar: IFixMsgStoreRecord[], target?: number, isDate?: boolean): number {\r\n    let m: number = 0\r\n    let n: number = ar.length - 1\r\n    while (m <= n) {\r\n      const k: number = (n + m) >> 1\r\n      const check: number = isDate ? ar[k].timestamp.getDate() : ar[k].seqNum\r\n      const cmp: number = target - check\r\n      if (cmp > 0) {\r\n        m = k + 1\r\n      } else if (cmp < 0) {\r\n        n = k - 1\r\n      } else {\r\n        return k\r\n      }\r\n    }\r\n    return -m - 1\r\n  }\r\n\r\n  public getMsgType (msgType: string): Promise<IFixMsgStoreRecord[]> {\r\n    return new Promise((resolve, reject: any) => {\r\n      const data = this.sortedBySeqNum\r\n      if (data === null) reject(new Error('no store'))\r\n      const required = data.filter(x => x.msgType === msgType)\r\n      resolve(required)\r\n    })\r\n  }\r\n\r\n  private getIndex (seq: number): number {\r\n    const arr = this.sortedBySeqNum\r\n    let index = FixMsgMemoryStore.search(arr, seq)\r\n    if (index < 0) {\r\n      index = -(index + 1)\r\n    }\r\n    return index\r\n  }\r\n\r\n  private bounded (fromIdx: number, toIdx: number) {\r\n    const arr = this.sortedBySeqNum\r\n    return fromIdx >= 0 && fromIdx <= arr.length && toIdx >= fromIdx && toIdx <= arr.length\r\n  }\r\n\r\n  public get (from: number): Promise<IFixMsgStoreRecord> {\r\n    return new Promise((resolve, reject) => {\r\n      this.getSeqNumRange(from, from).then(res => {\r\n        if (res.length > 0) {\r\n          const record = res[0].clone()\r\n          resolve(record)\r\n        } else {\r\n          reject(new Error(`${from} not in store`))\r\n        }\r\n      }).catch(e => {\r\n        reject(e)\r\n      })\r\n    })\r\n  }\r\n\r\n  public getSeqNumRange (from: number, to?: number): Promise<IFixMsgStoreRecord[]> {\r\n    return new Promise((resolve, reject) => {\r\n      const arr = this.sortedBySeqNum\r\n      if (from < 0) reject(new Error(`illegal from ${from}`))\r\n      if (to < 0) reject(new Error(`illegal to ${to}`))\r\n      let fromIdx = this.getIndex(from)\r\n      const toEnd = to === 0 || isNaN(to)\r\n      let toIdx = toEnd ? arr.length - 1 : this.getIndex(to)\r\n      if (this.bounded(fromIdx, toIdx)) {\r\n        resolve(arr.slice(fromIdx, toIdx + 1))\r\n      } else {\r\n        reject(new Error(`incorrect bounds from=${from}, fromIdx=${fromIdx}, to=${to}, toIdx=${toIdx}, length=${arr.length}`))\r\n      }\r\n    })\r\n  }\r\n\r\n  private buildState (): IFixMsgStoreState {\r\n    const arr = this.sortedBySeqNum\r\n    return {\r\n      firstSeq: arr.length > 0 ? arr[0].seqNum : 0,\r\n      lastSeq: arr.length > 0 ? arr[arr.length - 1].seqNum : 0,\r\n      id: this.id,\r\n      length: arr.length\r\n    } as IFixMsgStoreState\r\n  }\r\n\r\n  public getState (): Promise<IFixMsgStoreState> {\r\n    return new Promise((resolve, reject) => {\r\n      try {\r\n        resolve(this.buildState())\r\n      } catch (e) {\r\n        reject(e)\r\n      }\r\n    })\r\n  }\r\n\r\n  public clear (): Promise<IFixMsgStoreState> {\r\n    this.sortedBySeqNum = []\r\n    return new Promise((resolve, reject) => {\r\n      try {\r\n        resolve(this.buildState())\r\n      } catch (e) {\r\n        reject(e)\r\n      }\r\n    })\r\n  }\r\n\r\n  public put (record: IFixMsgStoreRecord): Promise<IFixMsgStoreState> {\r\n    return new Promise((resolve, reject) => {\r\n      if (this.excluded.containsKey(record.msgType)) {\r\n        resolve(this.buildState())\r\n      } else {\r\n        const arr = this.sortedBySeqNum\r\n        const idx = FixMsgMemoryStore.search(arr, record.seqNum)\r\n        if (idx >= 0) { // seen this before\r\n          reject(new Error(`this seqNum ${record.seqNum} already in store`))\r\n        }\r\n        arr.splice(-idx, 0, record)\r\n        this.length = arr.length\r\n        resolve(this.buildState())\r\n      }\r\n    })\r\n  }\r\n\r\n  public setExcMsgType (exclude: string[]): void {\r\n    this.excluded.clear()\r\n    this.excludeRange(this.sessionMessages)\r\n    this.excludeRange(exclude)\r\n  }\r\n\r\n  private excludeRange (exclude: string[]): void {\r\n    exclude.forEach(s => {\r\n      this.excluded.add(s, true)\r\n    })\r\n  }\r\n\r\n  exists (seqNum: number): Promise<boolean> {\r\n    return new Promise((resolve, reject) => {\r\n      try {\r\n        const arr = this.sortedBySeqNum\r\n        let index = FixMsgMemoryStore.search(arr, seqNum)\r\n        resolve(index >= 0)\r\n      } catch (e) {\r\n        reject(e)\r\n      }\r\n    })\r\n  }\r\n}\r\n"]}
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{ IFixMsgStore } from './fix-msg-store'\r\nimport { IJsFixConfig, IJsFixLogger } from '../config'\r\nimport { IFixMsgStoreRecord } from './fix-msg-store-record'\r\nimport { Dictionary } from '../collections'\r\nimport { MsgType } from '../types'\r\nimport { IFixMsgStoreState } from './fix-msg-store-state'\r\n\r\nexport class FixMsgMemoryStore implements IFixMsgStore {\r\n  protected readonly logger: IJsFixLogger\r\n  public heartbeat: boolean = true\r\n  private sortedBySeqNum: IFixMsgStoreRecord[] = []\r\n  private excluded: Dictionary<boolean> = new Dictionary<boolean>()\r\n  public length: number = 0\r\n  private sessionMessages: string[] = [\r\n    MsgType.Logon,\r\n    MsgType.Logout,\r\n    MsgType.ResendRequest,\r\n    MsgType.Heartbeat,\r\n    MsgType.TestRequest,\r\n    MsgType.SequenceReset\r\n  ]\r\n\r\n  public constructor (public readonly id: string, public readonly config: IJsFixConfig) {\r\n    this.logger = config.logFactory.logger(`${this.id}:FixMsgMemoryStore`)\r\n    this.setExcMsgType([])\r\n  }\r\n\r\n  public static search (ar: IFixMsgStoreRecord[], target?: number, isDate?: boolean): number {\r\n    let m: number = 0\r\n    let n: number = ar.length - 1\r\n    while (m <= n) {\r\n      const k: number = (n + m) >> 1\r\n      const check: number = isDate ? ar[k].timestamp.getDate() : ar[k].seqNum\r\n      const cmp: number = target - check\r\n      if (cmp > 0) {\r\n        m = k + 1\r\n      } else if (cmp < 0) {\r\n        n = k - 1\r\n      } else {\r\n        return k\r\n      }\r\n    }\r\n    return -m - 1\r\n  }\r\n\r\n  public getMsgType (msgType: string): Promise<IFixMsgStoreRecord[]> {\r\n    return new Promise((resolve, reject: any) => {\r\n      const data = this.sortedBySeqNum\r\n      if (data === null) reject(new Error('no store'))\r\n      const required = data.filter(x => x.msgType === msgType)\r\n      resolve(required)\r\n    })\r\n  }\r\n\r\n  private getIndex (seq: number): number {\r\n    const arr = this.sortedBySeqNum\r\n    let index = FixMsgMemoryStore.search(arr, seq)\r\n    if (index < 0) {\r\n      index = -(index + 1)\r\n    }\r\n    return index\r\n  }\r\n\r\n  private bounded (fromIdx: number, toIdx: number) {\r\n    const arr = this.sortedBySeqNum\r\n    return fromIdx >= 0 && fromIdx <= arr.length && toIdx >= fromIdx && toIdx <= arr.length\r\n  }\r\n\r\n  public get (from: number): Promise<IFixMsgStoreRecord> {\r\n    return new Promise((resolve, reject) => {\r\n      this.getSeqNumRange(from, from).then(res => {\r\n        if (res.length > 0) {\r\n          const record = res[0].clone()\r\n          resolve(record)\r\n        } else {\r\n          reject(new Error(`${from} not in store`))\r\n        }\r\n      }).catch(e => {\r\n        reject(e)\r\n      })\r\n    })\r\n  }\r\n\r\n  public getSeqNumRange (from: number, to?: number): Promise<IFixMsgStoreRecord[]> {\r\n    return new Promise((resolve, reject) => {\r\n      const arr = this.sortedBySeqNum\r\n      if (from < 0) reject(new Error(`illegal from ${from}`))\r\n      if (to < 0) reject(new Error(`illegal to ${to}`))\r\n      let fromIdx = this.getIndex(from)\r\n      const toEnd = to === 0 || isNaN(to)\r\n      let toIdx = toEnd ? arr.length - 1 : this.getIndex(to)\r\n      if (this.bounded(fromIdx, toIdx)) {\r\n        resolve(arr.slice(fromIdx, toIdx + 1))\r\n      } else {\r\n        reject(new Error(`incorrect bounds from=${from}, fromIdx=${fromIdx}, to=${to}, toIdx=${toIdx}, length=${arr.length}`))\r\n      }\r\n    })\r\n  }\r\n\r\n  private buildState (): IFixMsgStoreState {\r\n    const arr = this.sortedBySeqNum\r\n    return {\r\n      firstSeq: arr.length > 0 ? arr[0].seqNum : 0,\r\n      lastSeq: arr.length > 0 ? arr[arr.length - 1].seqNum : 0,\r\n      id: this.id,\r\n      length: arr.length\r\n    } as IFixMsgStoreState\r\n  }\r\n\r\n  public getState (): Promise<IFixMsgStoreState> {\r\n    return new Promise((resolve, reject) => {\r\n      try {\r\n        resolve(this.buildState())\r\n      } catch (e) {\r\n        reject(e)\r\n      }\r\n    })\r\n  }\r\n\r\n  public clear (): Promise<IFixMsgStoreState> {\r\n    this.sortedBySeqNum = []\r\n    return new Promise((resolve, reject) => {\r\n      try {\r\n        resolve(this.buildState())\r\n      } catch (e) {\r\n        reject(e)\r\n      }\r\n    })\r\n  }\r\n\r\n  public put (record: IFixMsgStoreRecord): Promise<IFixMsgStoreState> {\r\n    return new Promise((resolve, reject) => {\r\n      if (this.excluded.containsKey(record.msgType)) {\r\n        resolve(this.buildState())\r\n      } else {\r\n        const arr = this.sortedBySeqNum\r\n        const idx = FixMsgMemoryStore.search(arr, record.seqNum)\r\n        if (idx >= 0) { // seen this before\r\n          reject(new Error(`this seqNum ${record.seqNum} already in store`))\r\n        }\r\n        arr.splice(-idx, 0, record)\r\n        this.length = arr.length\r\n        resolve(this.buildState())\r\n      }\r\n    })\r\n  }\r\n\r\n  public setExcMsgType (exclude: string[]): void {\r\n    this.excluded.clear()\r\n    this.excludeRange(this.sessionMessages)\r\n    this.excludeRange(exclude)\r\n  }\r\n\r\n  private excludeRange (exclude: string[]): void {\r\n    exclude.forEach(s => {\r\n      this.excluded.add(s, true)\r\n    })\r\n  }\r\n\r\n  exists (seqNum: number): Promise<boolean> {\r\n    return new Promise((resolve, reject) => {\r\n      try {\r\n        const arr = this.sortedBySeqNum\r\n        let index = FixMsgMemoryStore.search(arr, seqNum)\r\n        resolve(index >= 0)\r\n      } catch (e) {\r\n        reject(e)\r\n      }\r\n    })\r\n  }\r\n}\r\n"]}

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

@@ -1,4 +1,5 @@
 import { ILooseObject } from '../collections/collection';
+import { MsgView } from '../buffer';
 export interface IFixMsgStoreRecord {
     readonly msgType: string;
     readonly timestamp: Date;
@@ -14,5 +15,6 @@ export declare class FixMsgStoreRecord implements IFixMsgStoreRecord {
     obj?: ILooseObject;
     readonly encoded?: string;
     constructor(msgType: string, timestamp: Date, seqNum: number, obj?: ILooseObject, encoded?: string);
+    static toMsgStoreRecord(v: MsgView): IFixMsgStoreRecord;
     clone(): IFixMsgStoreRecord;
 }

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

@@ -1,6 +1,7 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.FixMsgStoreRecord = void 0;
+const types_1 = require("../types");
 class FixMsgStoreRecord {
     constructor(msgType, timestamp, seqNum, obj, encoded) {
         this.msgType = msgType;
@@ -9,6 +10,9 @@ class FixMsgStoreRecord {
         this.obj = obj;
         this.encoded = encoded;
     }
+    static toMsgStoreRecord(v) {
+        return new FixMsgStoreRecord(v.getString(types_1.MsgTag.MsgType), v.getTyped(types_1.MsgTag.SendingTime), v.getTyped(types_1.MsgTag.MsgSeqNum), v.toObject());
+    }
     clone() {
         return new FixMsgStoreRecord(this.msgType, this.timestamp, this.seqNum, this.obj, this.encoded);
     }

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

@@ -1 +1 @@
-{"version":3,"file":"fix-msg-store-record.js","sourceRoot":"","sources":["../../src/store/fix-msg-store-record.ts"],"names":[],"mappings":";;;AAWA,MAAa,iBAAiB;IAC5B,YAA6B,OAAe,EACf,SAAe,EACf,MAAc,EACvB,GAAkB,EACT,OAAgB;QAJhB,YAAO,GAAP,OAAO,CAAQ;QACf,cAAS,GAAT,SAAS,CAAM;QACf,WAAM,GAAN,MAAM,CAAQ;QACvB,QAAG,GAAH,GAAG,CAAe;QACT,YAAO,GAAP,OAAO,CAAS;IAC7C,CAAC;IAED,KAAK;QACH,OAAO,IAAI,iBAAiB,CAAC,IAAI,CAAC,OAAO,EAAE,IAAI,CAAC,SAAS,EAAE,IAAI,CAAC,MAAM,EAAE,IAAI,CAAC,GAAG,EAAE,IAAI,CAAC,OAAO,CAAC,CAAA;IACjG,CAAC;CACF;AAXD,8CAWC","sourcesContent":["import { ILooseObject } from '../collections/collection'\r\n\r\nexport interface IFixMsgStoreRecord {\r\n  readonly msgType: string\r\n  readonly timestamp: Date\r\n  readonly seqNum: number\r\n  obj?: ILooseObject\r\n  readonly encoded?: string\r\n  clone (): IFixMsgStoreRecord\r\n}\r\n\r\nexport class FixMsgStoreRecord implements IFixMsgStoreRecord {\r\n  constructor (public readonly msgType: string,\r\n               public readonly timestamp: Date,\r\n               public readonly seqNum: number,\r\n               public obj?: ILooseObject,\r\n               public readonly encoded?: string) {\r\n  }\r\n\r\n  clone (): IFixMsgStoreRecord {\r\n    return new FixMsgStoreRecord(this.msgType, this.timestamp, this.seqNum, this.obj, this.encoded)\r\n  }\r\n}\r\n"]}
+{"version":3,"file":"fix-msg-store-record.js","sourceRoot":"","sources":["../../src/store/fix-msg-store-record.ts"],"names":[],"mappings":";;;AAEA,oCAAiC;AAWjC,MAAa,iBAAiB;IAC5B,YAA6B,OAAe,EACf,SAAe,EACf,MAAc,EACvB,GAAkB,EACT,OAAgB;QAJhB,YAAO,GAAP,OAAO,CAAQ;QACf,cAAS,GAAT,SAAS,CAAM;QACf,WAAM,GAAN,MAAM,CAAQ;QACvB,QAAG,GAAH,GAAG,CAAe;QACT,YAAO,GAAP,OAAO,CAAS;IAC7C,CAAC;IAED,MAAM,CAAC,gBAAgB,CAAE,CAAU;QACjC,OAAO,IAAI,iBAAiB,CAAC,CAAC,CAAC,SAAS,CAAC,cAAM,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC,QAAQ,CAAC,cAAM,CAAC,WAAW,CAAC,EAAE,CAAC,CAAC,QAAQ,CAAC,cAAM,CAAC,SAAS,CAAC,EAAE,CAAC,CAAC,QAAQ,EAAE,CAAC,CAAA;IACvI,CAAC;IAED,KAAK;QACH,OAAO,IAAI,iBAAiB,CAAC,IAAI,CAAC,OAAO,EAAE,IAAI,CAAC,SAAS,EAAE,IAAI,CAAC,MAAM,EAAE,IAAI,CAAC,GAAG,EAAE,IAAI,CAAC,OAAO,CAAC,CAAA;IACjG,CAAC;CACF;AAfD,8CAeC","sourcesContent":["import { ILooseObject } from '../collections/collection'\r\nimport { MsgView } from '../buffer'\r\nimport { MsgTag } from '../types'\r\n\r\nexport interface IFixMsgStoreRecord {\r\n  readonly msgType: string\r\n  readonly timestamp: Date\r\n  readonly seqNum: number\r\n  obj?: ILooseObject\r\n  readonly encoded?: string\r\n  clone (): IFixMsgStoreRecord\r\n}\r\n\r\nexport class FixMsgStoreRecord implements IFixMsgStoreRecord {\r\n  constructor (public readonly msgType: string,\r\n               public readonly timestamp: Date,\r\n               public readonly seqNum: number,\r\n               public obj?: ILooseObject,\r\n               public readonly encoded?: string) {\r\n  }\r\n\r\n  static toMsgStoreRecord (v: MsgView): IFixMsgStoreRecord {\r\n    return new FixMsgStoreRecord(v.getString(MsgTag.MsgType), v.getTyped(MsgTag.SendingTime), v.getTyped(MsgTag.MsgSeqNum), v.toObject())\r\n  }\r\n\r\n  clone (): IFixMsgStoreRecord {\r\n    return new FixMsgStoreRecord(this.msgType, this.timestamp, this.seqNum, this.obj, this.encoded)\r\n  }\r\n}\r\n"]}

package/dist/store/fix-msg-store-state.d.ts

@@ -0,0 +1,6 @@
+export interface IFixMsgStoreState {
+    readonly length: number;
+    readonly firstSeq: number;
+    readonly lastSeq: number;
+    readonly id: string;
+}

package/dist/store/fix-msg-store-state.js

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

package/dist/store/fix-msg-store-state.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"fix-msg-store-state.js","sourceRoot":"","sources":["../../src/store/fix-msg-store-state.ts"],"names":[],"mappings":"","sourcesContent":["export interface IFixMsgStoreState {\r\n  readonly length: number,\r\n  readonly firstSeq: number,\r\n  readonly lastSeq: number\r\n  readonly id: string\r\n}\r\n"]}

package/dist/store/fix-msg-store.d.ts

@@ -1,10 +1,5 @@
 import { IFixMsgStoreRecord } from './fix-msg-store-record';
-export interface IFixMsgStoreState {
-    readonly length: number;
-    readonly firstSeq: number;
-    readonly lastSeq: number;
-    readonly id: string;
-}
+import { IFixMsgStoreState } from './fix-msg-store-state';
 export interface IFixMsgStore {
     clear(): Promise<IFixMsgStoreState>;
     getState(): Promise<IFixMsgStoreState>;

package/dist/store/fix-msg-store.js.map

@@ -1 +1 @@
-{"version":3,"file":"fix-msg-store.js","sourceRoot":"","sources":["../../src/store/fix-msg-store.ts"],"names":[],"mappings":"","sourcesContent":["/*\r\n a message store that represents a single entity which can be queried for recovery\r\n */\r\n\r\nimport { IFixMsgStoreRecord } from './fix-msg-store-record'\r\n\r\nexport interface IFixMsgStoreState {\r\n  readonly length: number,\r\n  readonly firstSeq: number,\r\n  readonly lastSeq: number\r\n  readonly id: string\r\n}\r\n\r\nexport interface IFixMsgStore {\r\n  clear (): Promise<IFixMsgStoreState>\r\n  getState (): Promise<IFixMsgStoreState>\r\n  put (record: IFixMsgStoreRecord): Promise<IFixMsgStoreState>\r\n  get (seq: number): Promise<IFixMsgStoreRecord>\r\n  exists (seq: number): Promise<boolean>\r\n  // if to = 0, then to the end of sequence\r\n  getSeqNumRange (from: number, to?: number): Promise<IFixMsgStoreRecord[]>\r\n  getMsgType (msgType: string): Promise<IFixMsgStoreRecord[]>\r\n}\r\n"]}
+{"version":3,"file":"fix-msg-store.js","sourceRoot":"","sources":["../../src/store/fix-msg-store.ts"],"names":[],"mappings":"","sourcesContent":["/*\r\n a message store that represents a single entity which can be queried for recovery\r\n */\r\n\r\nimport { IFixMsgStoreRecord } from './fix-msg-store-record'\r\nimport { IFixMsgStoreState } from './fix-msg-store-state'\r\n\r\nexport interface IFixMsgStore {\r\n  clear (): Promise<IFixMsgStoreState>\r\n  getState (): Promise<IFixMsgStoreState>\r\n  put (record: IFixMsgStoreRecord): Promise<IFixMsgStoreState>\r\n  get (seq: number): Promise<IFixMsgStoreRecord>\r\n  exists (seq: number): Promise<boolean>\r\n  // if to = 0, then to the end of sequence\r\n  getSeqNumRange (from: number, to?: number): Promise<IFixMsgStoreRecord[]>\r\n  getMsgType (msgType: string): Promise<IFixMsgStoreRecord[]>\r\n}\r\n"]}

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

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

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

@@ -9,15 +9,12 @@ var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, ge
     });
 };
 Object.defineProperty(exports, "__esModule", { value: true });
-const path = require("path");
-const buffer_1 = require("../buffer");
-const transport_1 = require("../transport");
-const config_1 = require("../config");
-const util_1 = require("../util");
-const quickfix_1 = require("../types/FIX4.4/quickfix");
-const __1 = require("..");
-const ascii_1 = require("../transport/ascii");
-const root = path.join(__dirname, '../../data');
+require("reflect-metadata");
+const buffer_1 = require("../../buffer");
+const ascii_1 = require("../../buffer/ascii");
+const quickfix_1 = require("../../types/FIX4.4/quickfix");
+const index_1 = require("../../index");
+const setup_1 = require("../env/setup");
 let definitions;
 let session;
 let encoder;
@@ -27,12 +24,17 @@ const localDate = new Date(2018, 6, 25);
 const utcTimeStamp = new Date(Date.UTC(2018, 5, 10, 16, 35, 0, 246));
 const utcDate = new Date(Date.UTC(2018, 5, 10, 0, 0, 0, 0));
 const utcTime = new Date(Date.UTC(2018, 0, 1, 16, 35, 0, 246));
+let setup;
+let buffer;
 beforeAll(() => __awaiter(void 0, void 0, void 0, function* () {
-    const sessionDescription = require(path.join(root, 'session/qf-fix44.json'));
-    definitions = yield util_1.getDefinitions(sessionDescription.application.dictionary);
-    const config = new config_1.JsFixConfig(new ascii_1.AsciiSessionMsgFactory(sessionDescription), definitions, sessionDescription, buffer_1.AsciiChars.Pipe);
-    session = new transport_1.AsciiMsgTransmitter(config);
-    encoder = new buffer_1.AsciiEncoder(session.buffer, definitions, new buffer_1.TimeFormatter(session.buffer), buffer_1.AsciiChars.Pipe);
+    setup = new setup_1.Setup('session/qf-fix44.json', null);
+    yield setup.init();
+    definitions = setup.definitions;
+    const config = setup.clientConfig;
+    definitions = config.definitions;
+    session = setup.client.transmitter;
+    buffer = setup.client.txBuffer;
+    encoder = session.encoder;
     nos = definitions.message.get('NewOrderSingle');
     er = definitions.message.get('ExecutionReport');
 }), 45000);
@@ -54,36 +56,13 @@ function toFixMessage(o, msg) {
     session.encodeMessage(msg.msgType, o);
     return session.buffer.toString();
 }
-class ParsingResult {
-    constructor(event, msgType, view, contents, parser) {
-        this.event = event;
-        this.msgType = msgType;
-        this.view = view;
-        this.contents = contents;
-        this.parser = parser;
-    }
-}
-function toParse(text, chunks = false) {
-    return new Promise((resolve, reject) => {
-        const parser = new buffer_1.AsciiParser(definitions, new transport_1.StringDuplex(text, chunks).readable, buffer_1.AsciiChars.Pipe);
-        parser.on('error', (e) => {
-            reject(e);
-        });
-        parser.on('msg', (msgType, view) => {
-            resolve(new ParsingResult('msg', msgType, view.clone(), parser.state.elasticBuffer.toString(), parser));
-        });
-        parser.on('done', () => {
-            resolve(new ParsingResult('done', null, null, parser.state.elasticBuffer.toString(), parser));
-        });
-    });
-}
 test('encode heartbeat', () => __awaiter(void 0, void 0, void 0, function* () {
     const factory = session.config.factory;
     const hb = factory.heartbeat('test01');
     const hbd = definitions.message.get('Heartbeat');
     const fix = toFixMessage(hb, hbd);
     expect(fix).toBeTruthy();
-    const res = yield toParse(fix);
+    const res = yield setup.client.parseText(fix);
     expect(res.event).toEqual('msg');
     expect(res.msgType).toEqual('0');
     const len = res.view.getTyped(buffer_1.Tags.BodyLengthTag);
@@ -208,6 +187,31 @@ test('encode UTCTIMEONLY MDEntryTime', () => {
     const fix = toFix(grp, mdGrp);
     expect(fix).toEqual('268=1|269=0|273=16:35:00.246|');
 });
+function getTCR1() {
+    const d0 = new Date(Date.UTC(2018, 11, 1, 0, 0, 0));
+    const d1 = new Date(Date.UTC(2018, 11, 2, 0, 0, 0));
+    return {
+        TradeRequestID: 'all-trades',
+        TradeRequestType: quickfix_1.TradeRequestType.AllTrades,
+        SubscriptionRequestType: quickfix_1.SubscriptionRequestType.SnapshotPlusUpdates,
+        TrdCapDtGrp: {
+            NoDates: [
+                {
+                    TransactTime: d0
+                },
+                {
+                    TransactTime: d1
+                }
+            ]
+        }
+    };
+}
+test('encode TradeCaptureReportRequest with TransactTime', () => {
+    const tcr = getTCR1();
+    const d = definitions.message.get('TradeCaptureReportRequest');
+    const fix = toFix(tcr, d);
+    expect(fix).toEqual('568=all-trades|569=0|263=1|580=2|60=20181201-00:00:00.000|60=20181202-00:00:00.000|');
+});
 test('encode BOOLEAN (true) ReportToExch', () => {
     expect(er).toBeTruthy();
     const e = {};
@@ -279,7 +283,7 @@ function getParties() {
         }
     };
 }
-function getPartiesNoDelimiter() {
+function getPartiesNoPartyID() {
     return {
         'Parties': {
             'NoPartyIDs': [
@@ -299,27 +303,25 @@ test('encode repeated group of simple repository Parties', () => {
 });
 test('use a carat as log delimiter', () => {
     expect(er).toBeTruthy();
-    const caratEncoder = new buffer_1.AsciiEncoder(session.buffer, definitions, new buffer_1.TimeFormatter(session.buffer), buffer_1.AsciiChars.Soh, buffer_1.AsciiChars.Carat);
+    const caratEncoder = new ascii_1.AsciiEncoder(session.buffer, definitions, new ascii_1.TimeFormatter(session.buffer), ascii_1.AsciiChars.Soh, ascii_1.AsciiChars.Carat);
     const e = getParties();
     const fix = toFix(e, er, caratEncoder);
     expect(fix).toEqual('453=2^448=magna.^447=9^452=28^448=iaculis^447=F^452=2^');
 });
 test('use a carat as log delimiter with Soh in buffer to show encoding still works', () => {
     expect(er).toBeTruthy();
-    const caratEncoder = new buffer_1.AsciiEncoder(session.buffer, definitions, new buffer_1.TimeFormatter(session.buffer), buffer_1.AsciiChars.Soh, buffer_1.AsciiChars.Carat);
+    const caratEncoder = new ascii_1.AsciiEncoder(session.buffer, definitions, new ascii_1.TimeFormatter(session.buffer), ascii_1.AsciiChars.Soh, ascii_1.AsciiChars.Carat);
     const e = getParties();
     const fix = toFix(e, er, caratEncoder);
     expect(fix).toEqual('453=2^448=magna.^447=9^452=28^448=iaculis^447=F^452=2^');
     const trimmed = caratEncoder.trim().toString();
     expect(trimmed).toEqual('453=2
448=magna.
447=9
452=28
448=iaculis
447=F
452=2
');
 });
-test('encode repeated group with no delimiter - should throw', () => {
+test('encode repeated group with no PartyID - should encode', () => {
     expect(er).toBeTruthy();
-    const e = getPartiesNoDelimiter();
-    function run() {
-        toFix(e, er);
-    }
-    expect(run).toThrow(/no delimiter/);
+    const e = getPartiesNoPartyID();
+    const fix = toFix(e, er);
+    expect(fix).toEqual('453=1|447=9|452=28|');
 });
 test('encode repeated group with no array - should throw', () => {
     expect(er).toBeTruthy();
@@ -393,7 +395,7 @@ test('encode group missing delimiter', () => {
     function run() {
         toFix(e, er);
     }
-    expect(run).toThrow(/group instance [1] inconsisent delimeter 456 expected tag 455/);
+    expect(run).toThrow(/group instance \[1] inconsisent delimeter 455 expected tag 456/);
 });
 test('encode group not an array of', () => {
     expect(er).toBeTruthy();
@@ -459,11 +461,11 @@ test('encode custom header 1 - expect DeliverToCompID DepA', () => __awaiter(voi
     const nosd = definitions.message.get('NewOrderSingle');
     const fix = toFixMessage(o1, nosd);
     expect(fix).toBeTruthy();
-    const res = yield toParse(fix);
+    const res = yield setup.client.parseText(fix);
     const tag = res.view.getTyped('DeliverToCompID');
     expect(tag).toEqual('DepA');
     expect(res.event).toEqual('msg');
-    expect(res.msgType).toEqual(__1.MsgType.NewOrderSingle);
+    expect(res.msgType).toEqual(index_1.MsgType.NewOrderSingle);
     const parsed = res.view.toObject();
     expect(parsed.StandardHeader.DeliverToCompID).toEqual('DepA');
 }));
@@ -473,11 +475,11 @@ test('encode custom header 2 - expect DeliverToCompID DepC', () => __awaiter(voi
     const nosd = definitions.message.get('NewOrderSingle');
     const fix = toFixMessage(o1, nosd);
     expect(fix).toBeTruthy();
-    const res = yield toParse(fix);
+    const res = yield setup.client.parseText(fix);
     const tag = res.view.getTyped('DeliverToCompID');
     expect(tag).toEqual('DepC');
     expect(res.event).toEqual('msg');
-    expect(res.msgType).toEqual(__1.MsgType.NewOrderSingle);
+    expect(res.msgType).toEqual(index_1.MsgType.NewOrderSingle);
     const parsed = res.view.toObject();
     expect(parsed.StandardHeader.DeliverToCompID).toEqual('DepC');
 }));
@@ -491,15 +493,15 @@ test('encode custom header - include MsgSeqNum (for resends we do not want to ov
     expect(nosd).toBeTruthy();
     const fix = toFixMessage(o1, nosd);
     expect(fix).toBeTruthy();
-    const res = yield toParse(fix);
+    const res = yield setup.client.parseText(fix);
     expect(res.event).toEqual('msg');
-    expect(res.msgType).toEqual(__1.MsgType.NewOrderSingle);
+    expect(res.msgType).toEqual(index_1.MsgType.NewOrderSingle);
     const parsed = res.view.toObject();
     const h = parsed.StandardHeader;
     expect(h.DeliverToCompID).toEqual('DepC');
     expect(h.MsgSeqNum).toEqual(seqNum);
     expect(h.BeginString).toEqual('FIX4.4');
     expect(h.PossDupFlag).toEqual(true);
-    expect(h.MsgType).toEqual(__1.MsgType.NewOrderSingle);
+    expect(h.MsgType).toEqual(index_1.MsgType.NewOrderSingle);
 }));
 //# sourceMappingURL=ascii-encoder.test.js.map

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

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

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

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