jspurefix 2.0.2 → 2.0.3

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.
Files changed (272) hide show
  1. package/appveyor.yml +1 -0
  2. package/dist/runtime/session-launcher.js +2 -2
  3. package/dist/runtime/session-launcher.js.map +1 -1
  4. package/package.json +7 -7
  5. package/src/runtime/session-launcher.ts +2 -2
  6. package/dist/a-session-msg-factory.d.ts +0 -0
  7. package/dist/a-session-msg-factory.js +0 -1
  8. package/dist/a-session-msg-factory.js.map +0 -1
  9. package/dist/ascii-encoder.test.d.ts +0 -0
  10. package/dist/ascii-encoder.test.js +0 -1
  11. package/dist/ascii-encoder.test.js.map +0 -1
  12. package/dist/ascii-parser.test.d.ts +0 -0
  13. package/dist/ascii-parser.test.js +0 -1
  14. package/dist/ascii-parser.test.js.map +0 -1
  15. package/dist/ascii-segment.test.d.ts +0 -0
  16. package/dist/ascii-segment.test.js +0 -1
  17. package/dist/ascii-segment.test.js.map +0 -1
  18. package/dist/ascii-store-replay.test.d.ts +0 -0
  19. package/dist/ascii-store-replay.test.js +0 -1
  20. package/dist/ascii-store-replay.test.js.map +0 -1
  21. package/dist/ascii-tag-pos.test.d.ts +0 -0
  22. package/dist/ascii-tag-pos.test.js +0 -1
  23. package/dist/ascii-tag-pos.test.js.map +0 -1
  24. package/dist/buffer/segment-description.d.ts +0 -26
  25. package/dist/buffer/segment-description.js +0 -72
  26. package/dist/buffer/segment-description.js.map +0 -1
  27. package/dist/buffer/segment-summary.d.ts +0 -13
  28. package/dist/buffer/segment-summary.js +0 -20
  29. package/dist/buffer/segment-summary.js.map +0 -1
  30. package/dist/buffer/segment-type.d.ts +0 -8
  31. package/dist/buffer/segment-type.js +0 -13
  32. package/dist/buffer/segment-type.js.map +0 -1
  33. package/dist/buffer/tag-pos.d.ts +0 -12
  34. package/dist/buffer/tag-pos.js +0 -55
  35. package/dist/buffer/tag-pos.js.map +0 -1
  36. package/dist/buffer/tag-type.d.ts +0 -13
  37. package/dist/buffer/tag-type.js +0 -18
  38. package/dist/buffer/tag-type.js.map +0 -1
  39. package/dist/buffer/tags.d.ts +0 -21
  40. package/dist/buffer/tags.js +0 -122
  41. package/dist/buffer/tags.js.map +0 -1
  42. package/dist/dictionary/parser/fix-repository/repository-msg.d.ts +0 -0
  43. package/dist/dictionary/parser/fix-repository/repository-msg.js +0 -1
  44. package/dist/dictionary/parser/fix-repository/repository-msg.js.map +0 -1
  45. package/dist/execution-report.test.d.ts +0 -0
  46. package/dist/execution-report.test.js +0 -1
  47. package/dist/execution-report.test.js.map +0 -1
  48. package/dist/experiment.d.ts +0 -0
  49. package/dist/experiment.js +0 -1
  50. package/dist/experiment.js.map +0 -1
  51. package/dist/fix-repo-dict.test.d.ts +0 -0
  52. package/dist/fix-repo-dict.test.js +0 -1
  53. package/dist/fix-repo-dict.test.js.map +0 -1
  54. package/dist/fix-session-state-args.d.ts +0 -0
  55. package/dist/fix-session-state-args.js +0 -1
  56. package/dist/fix-session-state-args.js.map +0 -1
  57. package/dist/fix-session-state.d.ts +0 -0
  58. package/dist/fix-session-state.js +0 -1
  59. package/dist/fix-session-state.js.map +0 -1
  60. package/dist/fix-session.d.ts +0 -0
  61. package/dist/fix-session.js +0 -1
  62. package/dist/fix-session.js.map +0 -1
  63. package/dist/fix.txt +0 -1
  64. package/dist/fixml-alloc-parse.test.d.ts +0 -0
  65. package/dist/fixml-alloc-parse.test.js +0 -1
  66. package/dist/fixml-alloc-parse.test.js.map +0 -1
  67. package/dist/fixml-mkt-data-fut-parse.test.d.ts +0 -0
  68. package/dist/fixml-mkt-data-fut-parse.test.js +0 -1
  69. package/dist/fixml-mkt-data-fut-parse.test.js.map +0 -1
  70. package/dist/fixml-mkt-data-settle-parse.test.d.ts +0 -0
  71. package/dist/fixml-mkt-data-settle-parse.test.js +0 -1
  72. package/dist/fixml-mkt-data-settle-parse.test.js.map +0 -1
  73. package/dist/fixml-tc-bi-lateral-parse.test.d.ts +0 -0
  74. package/dist/fixml-tc-bi-lateral-parse.test.js +0 -1
  75. package/dist/fixml-tc-bi-lateral-parse.test.js.map +0 -1
  76. package/dist/includes.test.d.ts +0 -0
  77. package/dist/includes.test.js +0 -1
  78. package/dist/includes.test.js.map +0 -1
  79. package/dist/launcher.d.ts +0 -0
  80. package/dist/launcher.js +0 -1
  81. package/dist/launcher.js.map +0 -1
  82. package/dist/logon.test.d.ts +0 -0
  83. package/dist/logon.test.js +0 -1
  84. package/dist/logon.test.js.map +0 -1
  85. package/dist/make-fix-session.d.ts +0 -0
  86. package/dist/make-fix-session.js +0 -1
  87. package/dist/make-fix-session.js.map +0 -1
  88. package/dist/memory-store.test.d.ts +0 -0
  89. package/dist/memory-store.test.js +0 -1
  90. package/dist/memory-store.test.js.map +0 -1
  91. package/dist/object.json +0 -691
  92. package/dist/qf-full-msg.test.d.ts +0 -0
  93. package/dist/qf-full-msg.test.js +0 -1
  94. package/dist/qf-full-msg.test.js.map +0 -1
  95. package/dist/repo-full-ascii-msg.test.d.ts +0 -0
  96. package/dist/repo-full-ascii-msg.test.js +0 -1
  97. package/dist/repo-full-ascii-msg.test.js.map +0 -1
  98. package/dist/runtime/DITokens.d.ts +0 -20
  99. package/dist/runtime/DITokens.js +0 -25
  100. package/dist/runtime/DITokens.js.map +0 -1
  101. package/dist/runtime/app-launcher.d.ts +0 -27
  102. package/dist/runtime/app-launcher.js +0 -131
  103. package/dist/runtime/app-launcher.js.map +0 -1
  104. package/dist/runtime/launcher.d.ts +0 -29
  105. package/dist/runtime/launcher.js +0 -131
  106. package/dist/runtime/launcher.js.map +0 -1
  107. package/dist/sample/launcher.d.ts +0 -29
  108. package/dist/sample/launcher.js +0 -131
  109. package/dist/sample/launcher.js.map +0 -1
  110. package/dist/sample/tcp/trade-capture/app-launher.d.ts +0 -0
  111. package/dist/sample/tcp/trade-capture/app-launher.js +0 -1
  112. package/dist/sample/tcp/trade-capture/app-launher.js.map +0 -1
  113. package/dist/sample/tcp/trade-capture/jsfix.test_client.txt +0 -11
  114. package/dist/sample/tcp/trade-capture/jsfix.test_server.txt +0 -10
  115. package/dist/segment-description.d.ts +0 -0
  116. package/dist/segment-description.js +0 -1
  117. package/dist/segment-description.js.map +0 -1
  118. package/dist/segment-summary.d.ts +0 -0
  119. package/dist/segment-summary.js +0 -1
  120. package/dist/segment-summary.js.map +0 -1
  121. package/dist/segment-type.d.ts +0 -0
  122. package/dist/segment-type.js +0 -1
  123. package/dist/segment-type.js.map +0 -1
  124. package/dist/session-description.d.ts +0 -0
  125. package/dist/session-description.js +0 -1
  126. package/dist/session-description.js.map +0 -1
  127. package/dist/session-msg-factory.d.ts +0 -0
  128. package/dist/session-msg-factory.js +0 -1
  129. package/dist/session-msg-factory.js.map +0 -1
  130. package/dist/session-state.d.ts +0 -0
  131. package/dist/session-state.js +0 -1
  132. package/dist/session-state.js.map +0 -1
  133. package/dist/session-state.test.d.ts +0 -0
  134. package/dist/session-state.test.js +0 -1
  135. package/dist/session-state.test.js.map +0 -1
  136. package/dist/session.test.d.ts +0 -0
  137. package/dist/session.test.js +0 -1
  138. package/dist/session.test.js.map +0 -1
  139. package/dist/setup.d.ts +0 -0
  140. package/dist/setup.js +0 -1
  141. package/dist/setup.js.map +0 -1
  142. package/dist/skeleton-runner.d.ts +0 -0
  143. package/dist/skeleton-runner.js +0 -1
  144. package/dist/skeleton-runner.js.map +0 -1
  145. package/dist/structure.json +0 -631
  146. package/dist/tag-pos.d.ts +0 -0
  147. package/dist/tag-pos.js +0 -1
  148. package/dist/tag-pos.js.map +0 -1
  149. package/dist/tag-type.d.ts +0 -0
  150. package/dist/tag-type.js +0 -1
  151. package/dist/tag-type.js.map +0 -1
  152. package/dist/tags.d.ts +0 -0
  153. package/dist/tags.js +0 -1
  154. package/dist/tags.js.map +0 -1
  155. package/dist/test/ascii-encoder.test.d.ts +0 -1
  156. package/dist/test/ascii-encoder.test.js +0 -508
  157. package/dist/test/ascii-encoder.test.js.map +0 -1
  158. package/dist/test/ascii-parser.test.d.ts +0 -1
  159. package/dist/test/ascii-parser.test.js +0 -123
  160. package/dist/test/ascii-parser.test.js.map +0 -1
  161. package/dist/test/ascii-segment.test.d.ts +0 -1
  162. package/dist/test/ascii-segment.test.js +0 -86
  163. package/dist/test/ascii-segment.test.js.map +0 -1
  164. package/dist/test/ascii-store-replay.test.d.ts +0 -1
  165. package/dist/test/ascii-store-replay.test.js +0 -92
  166. package/dist/test/ascii-store-replay.test.js.map +0 -1
  167. package/dist/test/ascii-tag-pos.test.d.ts +0 -1
  168. package/dist/test/ascii-tag-pos.test.js +0 -105
  169. package/dist/test/ascii-tag-pos.test.js.map +0 -1
  170. package/dist/test/execution-report.test.d.ts +0 -1
  171. package/dist/test/execution-report.test.js +0 -494
  172. package/dist/test/execution-report.test.js.map +0 -1
  173. package/dist/test/experiment.d.ts +0 -23
  174. package/dist/test/experiment.js +0 -33
  175. package/dist/test/experiment.js.map +0 -1
  176. package/dist/test/expieriment.d.ts +0 -23
  177. package/dist/test/expieriment.js +0 -33
  178. package/dist/test/expieriment.js.map +0 -1
  179. package/dist/test/fix-log-replay.test.d.ts +0 -1
  180. package/dist/test/fix-log-replay.test.js +0 -47
  181. package/dist/test/fix-log-replay.test.js.map +0 -1
  182. package/dist/test/fix-repo-dict.test.d.ts +0 -1
  183. package/dist/test/fix-repo-dict.test.js +0 -128
  184. package/dist/test/fix-repo-dict.test.js.map +0 -1
  185. package/dist/test/fixml-alloc-parse.test.d.ts +0 -1
  186. package/dist/test/fixml-alloc-parse.test.js +0 -161
  187. package/dist/test/fixml-alloc-parse.test.js.map +0 -1
  188. package/dist/test/fixml-mkt-data-fut-parse.test.d.ts +0 -1
  189. package/dist/test/fixml-mkt-data-fut-parse.test.js +0 -61
  190. package/dist/test/fixml-mkt-data-fut-parse.test.js.map +0 -1
  191. package/dist/test/fixml-mkt-data-settle-parse.test.d.ts +0 -1
  192. package/dist/test/fixml-mkt-data-settle-parse.test.js +0 -34
  193. package/dist/test/fixml-mkt-data-settle-parse.test.js.map +0 -1
  194. package/dist/test/fixml-tc-bi-lateral-parse.test.d.ts +0 -1
  195. package/dist/test/fixml-tc-bi-lateral-parse.test.js +0 -97
  196. package/dist/test/fixml-tc-bi-lateral-parse.test.js.map +0 -1
  197. package/dist/test/includes.test.d.ts +0 -1
  198. package/dist/test/includes.test.js +0 -43
  199. package/dist/test/includes.test.js.map +0 -1
  200. package/dist/test/logon.test.d.ts +0 -1
  201. package/dist/test/logon.test.js +0 -93
  202. package/dist/test/logon.test.js.map +0 -1
  203. package/dist/test/memory-store.test.d.ts +0 -1
  204. package/dist/test/memory-store.test.js +0 -78
  205. package/dist/test/memory-store.test.js.map +0 -1
  206. package/dist/test/qf-full-msg.test.d.ts +0 -1
  207. package/dist/test/qf-full-msg.test.js +0 -81
  208. package/dist/test/qf-full-msg.test.js.map +0 -1
  209. package/dist/test/repo-full-ascii-msg.test.d.ts +0 -1
  210. package/dist/test/repo-full-ascii-msg.test.js +0 -87
  211. package/dist/test/repo-full-ascii-msg.test.js.map +0 -1
  212. package/dist/test/repo-full-fixml-msg.test.d.ts +0 -1
  213. package/dist/test/repo-full-fixml-msg.test.js +0 -139
  214. package/dist/test/repo-full-fixml-msg.test.js.map +0 -1
  215. package/dist/test/session-state.test.d.ts +0 -1
  216. package/dist/test/session-state.test.js +0 -73
  217. package/dist/test/session-state.test.js.map +0 -1
  218. package/dist/test/session.test.d.ts +0 -1
  219. package/dist/test/session.test.js +0 -280
  220. package/dist/test/session.test.js.map +0 -1
  221. package/dist/test/setup.d.ts +0 -45
  222. package/dist/test/setup.js +0 -102
  223. package/dist/test/setup.js.map +0 -1
  224. package/dist/test/skeleton-runner.d.ts +0 -15
  225. package/dist/test/skeleton-runner.js +0 -108
  226. package/dist/test/skeleton-runner.js.map +0 -1
  227. package/dist/test/time-formatter.test.d.ts +0 -1
  228. package/dist/test/time-formatter.test.js +0 -80
  229. package/dist/test/time-formatter.test.js.map +0 -1
  230. package/dist/test/to-views.d.ts +0 -11
  231. package/dist/test/to-views.js +0 -56
  232. package/dist/test/to-views.js.map +0 -1
  233. package/dist/test/view-decode.test.d.ts +0 -1
  234. package/dist/test/view-decode.test.js +0 -183
  235. package/dist/test/view-decode.test.js.map +0 -1
  236. package/dist/time-formatter.test.d.ts +0 -0
  237. package/dist/time-formatter.test.js +0 -1
  238. package/dist/time-formatter.test.js.map +0 -1
  239. package/dist/to-views.d.ts +0 -0
  240. package/dist/to-views.js +0 -1
  241. package/dist/to-views.js.map +0 -1
  242. package/dist/token.txt +0 -248
  243. package/dist/transport/FixEntity.d.ts +0 -8
  244. package/dist/transport/FixEntity.js +0 -12
  245. package/dist/transport/FixEntity.js.map +0 -1
  246. package/dist/transport/a-session-msg-factory.d.ts +0 -23
  247. package/dist/transport/a-session-msg-factory.js +0 -58
  248. package/dist/transport/a-session-msg-factory.js.map +0 -1
  249. package/dist/transport/fix-msg-factory.d.ts +0 -15
  250. package/dist/transport/fix-msg-factory.js +0 -3
  251. package/dist/transport/fix-msg-factory.js.map +0 -1
  252. package/dist/transport/fix-session-state-args.d.ts +0 -8
  253. package/dist/transport/fix-session-state-args.js +0 -3
  254. package/dist/transport/fix-session-state-args.js.map +0 -1
  255. package/dist/transport/fix-session-state.d.ts +0 -32
  256. package/dist/transport/fix-session-state.js +0 -133
  257. package/dist/transport/fix-session-state.js.map +0 -1
  258. package/dist/transport/fix-session.d.ts +0 -50
  259. package/dist/transport/fix-session.js +0 -291
  260. package/dist/transport/fix-session.js.map +0 -1
  261. package/dist/transport/make-fix-session.d.ts +0 -5
  262. package/dist/transport/make-fix-session.js +0 -3
  263. package/dist/transport/make-fix-session.js.map +0 -1
  264. package/dist/transport/session-description.d.ts +0 -17
  265. package/dist/transport/session-description.js +0 -3
  266. package/dist/transport/session-description.js.map +0 -1
  267. package/dist/transport/session-msg-factory.d.ts +0 -15
  268. package/dist/transport/session-msg-factory.js +0 -3
  269. package/dist/transport/session-msg-factory.js.map +0 -1
  270. package/dist/transport/session-state.d.ts +0 -25
  271. package/dist/transport/session-state.js +0 -30
  272. package/dist/transport/session-state.js.map +0 -1
@@ -1,494 +0,0 @@
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 path = require("path");
14
- const util_1 = require("../util");
15
- const di_tokens_1 = require("../runtime/di-tokens");
16
- const runtime_1 = require("../runtime/");
17
- const segment_type_1 = require("../buffer/segment/segment-type");
18
- const root = path.join(__dirname, '../../data');
19
- let definitions;
20
- let views;
21
- let structure;
22
- const fixContainer = new runtime_1.SessionContainer();
23
- beforeAll(() => __awaiter(void 0, void 0, void 0, function* () {
24
- fixContainer.reset();
25
- fixContainer.registerGlobal();
26
- const sessionDescription = require(path.join(root, 'session/qf-fix44.json'));
27
- const sessionContainer = yield fixContainer.makeSystem(sessionDescription);
28
- const config = sessionContainer.resolve(di_tokens_1.DITokens.IJsFixConfig);
29
- config.delimiter = config.logDelimiter;
30
- definitions = config.definitions;
31
- views = yield new util_1.FileReplayer(config).replayFixFile(path.join(root, 'examples/FIX.4.4/quickfix/execution-report/fix.txt'));
32
- if (views && views.length > 0) {
33
- structure = views[0].structure;
34
- }
35
- }), 45000);
36
- test('expect a structure from fix msg', () => {
37
- expect(structure).toBeTruthy();
38
- });
39
- test('Parties structure', () => {
40
- const parties = structure.layout.Parties;
41
- const noPartyIDs = structure.layout.NoPartyIDs;
42
- expect(parties).toBeTruthy();
43
- expect(parties.startPosition === 20);
44
- expect(parties.endPosition === 44);
45
- expect(parties.depth === 1);
46
- expect(parties.type === segment_type_1.SegmentType.Component);
47
- expect(noPartyIDs.startPosition === 20);
48
- expect(noPartyIDs.endPosition === 44);
49
- expect(noPartyIDs.depth === 2);
50
- expect(parties.type === segment_type_1.SegmentType.Group);
51
- });
52
- test('Parties PartySubIDType sub-structure', () => {
53
- const ptysSubGrp = structure.layout.PtysSubGrp;
54
- expect(ptysSubGrp).toBeTruthy();
55
- expect(Array.isArray(ptysSubGrp)).toEqual(true);
56
- expect(ptysSubGrp.length).toEqual(3);
57
- expect(ptysSubGrp[0].startPosition).toEqual(24);
58
- expect(ptysSubGrp[0].type).toEqual(segment_type_1.SegmentType.Component);
59
- expect(ptysSubGrp[1].startPosition).toEqual(32);
60
- expect(ptysSubGrp[1].type).toEqual(segment_type_1.SegmentType.Component);
61
- expect(ptysSubGrp[2].startPosition).toEqual(42);
62
- expect(ptysSubGrp[2].type).toEqual(segment_type_1.SegmentType.Component);
63
- const noPartySubIDs = structure.layout.NoPartySubIDs;
64
- expect(noPartySubIDs).toBeTruthy();
65
- expect(Array.isArray(noPartySubIDs)).toEqual(true);
66
- expect(noPartySubIDs.length).toEqual(3);
67
- expect(noPartySubIDs[0].delimiterTag).toEqual(523);
68
- expect(noPartySubIDs[0].type).toEqual(segment_type_1.SegmentType.Group);
69
- expect(noPartySubIDs[0].delimiterPositions).toEqual([25, 27]);
70
- expect(noPartySubIDs[0].depth).toEqual(4);
71
- expect(noPartySubIDs[1].delimiterTag).toEqual(523);
72
- expect(noPartySubIDs[1].type).toEqual(segment_type_1.SegmentType.Group);
73
- expect(noPartySubIDs[1].delimiterPositions).toEqual([33, 35, 37]);
74
- expect(noPartySubIDs[1].depth).toEqual(4);
75
- expect(noPartySubIDs[2].delimiterTag).toEqual(523);
76
- expect(noPartySubIDs[2].type).toEqual(segment_type_1.SegmentType.Group);
77
- expect(noPartySubIDs[2].delimiterPositions).toEqual([43]);
78
- expect(noPartySubIDs[2].depth).toEqual(4);
79
- });
80
- test('ContraGrp structure', () => {
81
- const contraGrp = structure.layout.ContraGrp;
82
- expect(contraGrp).toBeTruthy();
83
- expect(contraGrp.depth).toEqual(1);
84
- expect(contraGrp.type).toEqual(segment_type_1.SegmentType.Component);
85
- expect(contraGrp.startPosition).toEqual(46);
86
- expect(contraGrp.endPosition).toEqual(61);
87
- const noContraBrokers = structure.layout.NoContraBrokers;
88
- expect(noContraBrokers).toBeTruthy();
89
- expect(noContraBrokers.depth).toEqual(2);
90
- expect(noContraBrokers.type).toEqual(segment_type_1.SegmentType.Group);
91
- expect(noContraBrokers.delimiterTag).toEqual(375);
92
- expect(noContraBrokers.delimiterPositions).toEqual([47, 52, 57]);
93
- });
94
- test('Instrument structure', () => {
95
- const instrument = structure.layout.Instrument;
96
- expect(instrument).toBeTruthy();
97
- expect(instrument.type).toEqual(segment_type_1.SegmentType.Component);
98
- expect(instrument.startPosition).toEqual(83);
99
- expect(instrument.startTag).toEqual(55);
100
- expect(instrument.endPosition).toEqual(133);
101
- expect(instrument.endTag).toEqual(874);
102
- const noSecurityAltID = structure.layout.NoSecurityAltID;
103
- expect(noSecurityAltID).toBeTruthy();
104
- expect(noSecurityAltID.type).toEqual(segment_type_1.SegmentType.Group);
105
- expect(noSecurityAltID.delimiterTag).toEqual(455);
106
- expect(noSecurityAltID.delimiterPositions).toEqual([88, 90]);
107
- });
108
- test('FinancingDetails structure', () => {
109
- const financingDetails = structure.layout.FinancingDetails;
110
- expect(financingDetails).toBeTruthy();
111
- expect(financingDetails.depth).toEqual(1);
112
- expect(financingDetails.type).toEqual(segment_type_1.SegmentType.Component);
113
- expect(financingDetails.startPosition).toEqual(134);
114
- expect(financingDetails.startTag).toEqual(913);
115
- expect(financingDetails.endPosition).toEqual(142);
116
- expect(financingDetails.endTag).toEqual(898);
117
- });
118
- test('PegInstructions structure', () => {
119
- const pegInstructions = structure.layout.PegInstructions;
120
- expect(pegInstructions).toBeTruthy();
121
- expect(pegInstructions.depth).toEqual(1);
122
- expect(pegInstructions.type).toEqual(segment_type_1.SegmentType.Component);
123
- expect(pegInstructions.startPosition).toEqual(272);
124
- expect(pegInstructions.startTag).toEqual(211);
125
- expect(pegInstructions.endPosition).toEqual(277);
126
- expect(pegInstructions.endTag).toEqual(840);
127
- });
128
- test('DiscretionInstructions structure', () => {
129
- const discretionInstructions = structure.layout.DiscretionInstructions;
130
- expect(discretionInstructions).toBeTruthy();
131
- expect(discretionInstructions.depth).toEqual(1);
132
- expect(discretionInstructions.type).toEqual(segment_type_1.SegmentType.Component);
133
- expect(discretionInstructions.startPosition).toEqual(278);
134
- expect(discretionInstructions.startTag).toEqual(388);
135
- expect(discretionInstructions.endPosition).toEqual(284);
136
- expect(discretionInstructions.endTag).toEqual(846);
137
- });
138
- test('CommissionData structure', () => {
139
- const commisionData = structure.layout.CommissionData;
140
- expect(commisionData).toBeTruthy();
141
- expect(commisionData.depth).toEqual(1);
142
- expect(commisionData.type).toEqual(segment_type_1.SegmentType.Component);
143
- expect(commisionData.startPosition).toEqual(324);
144
- expect(commisionData.startTag).toEqual(12);
145
- expect(commisionData.endPosition).toEqual(327);
146
- expect(commisionData.endTag).toEqual(497);
147
- });
148
- test('SpreadOrBenchmarkCurveData structure', () => {
149
- const spreadBenchData = structure.layout.SpreadOrBenchmarkCurveData;
150
- expect(spreadBenchData).toBeTruthy();
151
- expect(spreadBenchData.depth).toEqual(1);
152
- expect(spreadBenchData.type).toEqual(segment_type_1.SegmentType.Component);
153
- expect(spreadBenchData.startPosition).toEqual(328);
154
- expect(spreadBenchData.startTag).toEqual(218);
155
- expect(spreadBenchData.endPosition).toEqual(335);
156
- expect(spreadBenchData.endTag).toEqual(761);
157
- });
158
- test('YieldData structure', () => {
159
- const yieldData = structure.layout.YieldData;
160
- expect(yieldData).toBeTruthy();
161
- expect(yieldData.depth).toEqual(1);
162
- expect(yieldData.type).toEqual(segment_type_1.SegmentType.Component);
163
- expect(yieldData.startPosition).toEqual(336);
164
- expect(yieldData.startTag).toEqual(235);
165
- expect(yieldData.endPosition).toEqual(341);
166
- expect(yieldData.endTag).toEqual(698);
167
- });
168
- test('ContAmtGrp structure', () => {
169
- const contAmtGrp = structure.layout.ContAmtGrp;
170
- expect(contAmtGrp).toBeTruthy();
171
- expect(contAmtGrp.depth).toEqual(1);
172
- expect(contAmtGrp.type).toEqual(segment_type_1.SegmentType.Component);
173
- expect(contAmtGrp.startPosition).toEqual(385);
174
- expect(contAmtGrp.startTag).toEqual(518);
175
- expect(contAmtGrp.endPosition).toEqual(394);
176
- expect(contAmtGrp.endTag).toEqual(521);
177
- const noContAmts = structure.layout.NoContAmts;
178
- expect(noContAmts).toBeTruthy();
179
- expect(noContAmts.depth).toEqual(2);
180
- expect(noContAmts.type).toEqual(segment_type_1.SegmentType.Group);
181
- expect(noContAmts.startPosition).toEqual(385);
182
- expect(noContAmts.startTag).toEqual(518);
183
- expect(noContAmts.endPosition).toEqual(394);
184
- expect(noContAmts.endTag).toEqual(521);
185
- expect(noContAmts.delimiterTag).toEqual(519);
186
- expect(noContAmts.delimiterPositions).toEqual([386, 389, 392]);
187
- });
188
- test('MiscFeesGrp structure', () => {
189
- const miscFees = structure.layout.MiscFeesGrp;
190
- expect(miscFees).toBeTruthy();
191
- expect(miscFees.depth).toEqual(1);
192
- expect(miscFees.type).toEqual(segment_type_1.SegmentType.Component);
193
- expect(miscFees.startPosition).toEqual(636);
194
- expect(miscFees.startTag).toEqual(136);
195
- expect(miscFees.endPosition).toEqual(644);
196
- expect(miscFees.endTag).toEqual(891);
197
- const noMiscfees = structure.layout.NoMiscFees;
198
- expect(noMiscfees).toBeTruthy();
199
- expect(noMiscfees.depth).toEqual(2);
200
- expect(noMiscfees.type).toEqual(segment_type_1.SegmentType.Group);
201
- expect(noMiscfees.startPosition).toEqual(636);
202
- expect(noMiscfees.startTag).toEqual(136);
203
- expect(noMiscfees.endPosition).toEqual(644);
204
- expect(noMiscfees.endTag).toEqual(891);
205
- expect(noMiscfees.delimiterTag).toEqual(137);
206
- expect(noMiscfees.delimiterPositions).toEqual([637, 641]);
207
- });
208
- test('UndInstrmtGrp structure', () => {
209
- const undInstrmtGrp = structure.layout.UndInstrmtGrp;
210
- expect(undInstrmtGrp).toBeTruthy();
211
- expect(undInstrmtGrp.type).toEqual(segment_type_1.SegmentType.Component);
212
- expect(undInstrmtGrp.startPosition).toEqual(143);
213
- expect(undInstrmtGrp.startTag).toEqual(711);
214
- expect(undInstrmtGrp.endPosition).toEqual(257);
215
- expect(undInstrmtGrp.endTag).toEqual(889);
216
- expect(undInstrmtGrp.depth).toEqual(1);
217
- const noUnderlyings = structure.layout.NoUnderlyings;
218
- expect(noUnderlyings).toBeTruthy();
219
- expect(noUnderlyings.delimiterTag).toEqual(311);
220
- expect(noUnderlyings.delimiterPositions).toEqual([144, 203]);
221
- expect(noUnderlyings.depth).toEqual(2);
222
- expect(noUnderlyings.type).toEqual(segment_type_1.SegmentType.Group);
223
- const underlyingInstrument = structure.layout.UnderlyingInstrument;
224
- expect(underlyingInstrument).toBeTruthy();
225
- expect(underlyingInstrument.length).toEqual(2);
226
- expect(underlyingInstrument).toBeTruthy();
227
- expect(underlyingInstrument[0].startPosition).toEqual(144);
228
- expect(underlyingInstrument[0].startTag).toEqual(311);
229
- expect(underlyingInstrument[0].endPosition).toEqual(202);
230
- expect(underlyingInstrument[0].endTag).toEqual(889);
231
- expect(underlyingInstrument[0].depth).toEqual(3);
232
- expect(underlyingInstrument[0].type).toEqual(segment_type_1.SegmentType.Component);
233
- expect(underlyingInstrument[1].startPosition).toEqual(203);
234
- expect(underlyingInstrument[1].startTag).toEqual(311);
235
- expect(underlyingInstrument[1].endPosition).toEqual(257);
236
- expect(underlyingInstrument[1].endTag).toEqual(889);
237
- expect(underlyingInstrument[1].depth).toEqual(3);
238
- expect(underlyingInstrument[1].type).toEqual(segment_type_1.SegmentType.Component);
239
- const undSecAltIDGrp = structure.layout.UndSecAltIDGrp;
240
- expect(undSecAltIDGrp.length).toEqual(2);
241
- expect(undSecAltIDGrp[0].startPosition).toEqual(148);
242
- expect(undSecAltIDGrp[0].startTag).toEqual(457);
243
- expect(undSecAltIDGrp[0].endPosition).toEqual(154);
244
- expect(undSecAltIDGrp[0].endTag).toEqual(459);
245
- expect(undSecAltIDGrp[0].depth).toEqual(4);
246
- expect(undSecAltIDGrp[0].type).toEqual(segment_type_1.SegmentType.Component);
247
- expect(undSecAltIDGrp[1].startPosition).toEqual(207);
248
- expect(undSecAltIDGrp[1].startTag).toEqual(457);
249
- expect(undSecAltIDGrp[1].endPosition).toEqual(209);
250
- expect(undSecAltIDGrp[1].endTag).toEqual(459);
251
- expect(undSecAltIDGrp[1].depth).toEqual(4);
252
- expect(undSecAltIDGrp[1].type).toEqual(segment_type_1.SegmentType.Component);
253
- const noUnderlyingSecurityAltID = structure.layout.NoUnderlyingSecurityAltID;
254
- expect(noUnderlyingSecurityAltID.length).toEqual(2);
255
- expect(noUnderlyingSecurityAltID).toBeTruthy();
256
- expect(noUnderlyingSecurityAltID[0].depth).toEqual(5);
257
- expect(noUnderlyingSecurityAltID[0].delimiterTag).toEqual(458);
258
- expect(noUnderlyingSecurityAltID[0].type).toEqual(segment_type_1.SegmentType.Group);
259
- expect(noUnderlyingSecurityAltID[0].startPosition).toEqual(148);
260
- expect(noUnderlyingSecurityAltID[0].endPosition).toEqual(154);
261
- expect(noUnderlyingSecurityAltID[0].delimiterPositions).toEqual([149, 151, 153]);
262
- expect(noUnderlyingSecurityAltID[1].depth).toEqual(5);
263
- expect(noUnderlyingSecurityAltID[1].delimiterTag).toEqual(458);
264
- expect(noUnderlyingSecurityAltID[1].type).toEqual(segment_type_1.SegmentType.Group);
265
- expect(noUnderlyingSecurityAltID[1].startPosition).toEqual(207);
266
- expect(noUnderlyingSecurityAltID[1].endPosition).toEqual(209);
267
- expect(noUnderlyingSecurityAltID[1].delimiterPositions).toEqual([208]);
268
- const boundNoUnderlyingSecurityAltID = structure.firstContainedWithin('NoUnderlyingSecurityAltID', underlyingInstrument[1]);
269
- expect(boundNoUnderlyingSecurityAltID).toBeTruthy();
270
- });
271
- test('InstrmtLegExecGrp structure', () => {
272
- const instrmtLegExecGrp = structure.layout.InstrmtLegExecGrp;
273
- expect(instrmtLegExecGrp).toBeTruthy();
274
- expect(instrmtLegExecGrp.type).toEqual(segment_type_1.SegmentType.Component);
275
- expect(instrmtLegExecGrp.startPosition).toEqual(395);
276
- expect(instrmtLegExecGrp.startTag).toEqual(555);
277
- expect(instrmtLegExecGrp.endTag).toEqual(637);
278
- expect(instrmtLegExecGrp.endPosition).toEqual(634);
279
- expect(instrmtLegExecGrp.depth).toEqual(1);
280
- const noLegs = structure.layout.NoLegs;
281
- expect(noLegs).toBeTruthy();
282
- expect(noLegs.type).toEqual(segment_type_1.SegmentType.Group);
283
- expect(noLegs.startPosition).toEqual(395);
284
- expect(noLegs.startTag).toEqual(555);
285
- expect(noLegs.endTag).toEqual(637);
286
- expect(noLegs.endPosition).toEqual(634);
287
- expect(noLegs.depth).toEqual(2);
288
- expect(noLegs.delimiterTag).toEqual(600);
289
- expect(noLegs.delimiterPositions).toEqual([396, 465, 554]);
290
- });
291
- test('instrumentLeg structure', () => {
292
- const instrumentLeg = structure.layout.InstrumentLeg;
293
- expect(instrumentLeg).toBeTruthy();
294
- expect(Array.isArray(instrumentLeg)).toEqual(true);
295
- expect(instrumentLeg.length).toEqual(3);
296
- expect(instrumentLeg[0].type).toEqual(segment_type_1.SegmentType.Component);
297
- expect(instrumentLeg[0].depth).toEqual(3);
298
- expect(instrumentLeg[0].startTag).toEqual(600);
299
- expect(instrumentLeg[0].startPosition).toEqual(396);
300
- expect(instrumentLeg[0].endPosition).toEqual(443);
301
- expect(instrumentLeg[0].endTag).toEqual(956);
302
- expect(instrumentLeg[1].type).toEqual(segment_type_1.SegmentType.Component);
303
- expect(instrumentLeg[1].depth).toEqual(3);
304
- expect(instrumentLeg[1].startTag).toEqual(600);
305
- expect(instrumentLeg[1].startPosition).toEqual(465);
306
- expect(instrumentLeg[1].endPosition).toEqual(512);
307
- expect(instrumentLeg[1].endTag).toEqual(956);
308
- expect(instrumentLeg[2].type).toEqual(segment_type_1.SegmentType.Component);
309
- expect(instrumentLeg[2].depth).toEqual(3);
310
- expect(instrumentLeg[2].startTag).toEqual(600);
311
- expect(instrumentLeg[2].startPosition).toEqual(554);
312
- expect(instrumentLeg[2].endPosition).toEqual(601);
313
- expect(instrumentLeg[2].endTag).toEqual(956);
314
- });
315
- test('LegSecAltIDGrp [0] structure', () => {
316
- const legSecAltIDGrp = structure.layout.LegSecAltIDGrp;
317
- expect(legSecAltIDGrp).toBeTruthy();
318
- expect(Array.isArray(legSecAltIDGrp)).toEqual(true);
319
- expect(legSecAltIDGrp.length).toEqual(3);
320
- const index = 0;
321
- expect(legSecAltIDGrp[index].type).toEqual(segment_type_1.SegmentType.Component);
322
- expect(legSecAltIDGrp[index].depth).toEqual(4);
323
- expect(legSecAltIDGrp[index].startTag).toEqual(604);
324
- expect(legSecAltIDGrp[index].startPosition).toEqual(400);
325
- expect(legSecAltIDGrp[index].endPosition).toEqual(406);
326
- expect(legSecAltIDGrp[index].endTag).toEqual(606);
327
- const noLegSecurityAltID = structure.layout.NoLegSecurityAltID;
328
- expect(noLegSecurityAltID).toBeTruthy();
329
- expect(Array.isArray(noLegSecurityAltID)).toEqual(true);
330
- expect(noLegSecurityAltID.length).toEqual(3);
331
- expect(noLegSecurityAltID[index].type).toEqual(segment_type_1.SegmentType.Group);
332
- expect(noLegSecurityAltID[index].depth).toEqual(5);
333
- expect(noLegSecurityAltID[index].startTag).toEqual(604);
334
- expect(noLegSecurityAltID[index].startPosition).toEqual(400);
335
- expect(noLegSecurityAltID[index].endPosition).toEqual(406);
336
- expect(noLegSecurityAltID[index].endTag).toEqual(606);
337
- expect(noLegSecurityAltID[index].delimiterTag).toEqual(605);
338
- expect(noLegSecurityAltID[index].delimiterPositions).toEqual([401, 403, 405]);
339
- });
340
- test('LegSecAltIDGrp [1] structure', () => {
341
- const legSecAltIDGrp = structure.layout.LegSecAltIDGrp;
342
- expect(legSecAltIDGrp).toBeTruthy();
343
- expect(Array.isArray(legSecAltIDGrp)).toEqual(true);
344
- expect(legSecAltIDGrp.length).toEqual(3);
345
- const index = 1;
346
- expect(legSecAltIDGrp[index].type).toEqual(segment_type_1.SegmentType.Component);
347
- expect(legSecAltIDGrp[index].depth).toEqual(4);
348
- expect(legSecAltIDGrp[index].startTag).toEqual(604);
349
- expect(legSecAltIDGrp[index].startPosition).toEqual(469);
350
- expect(legSecAltIDGrp[index].endPosition).toEqual(475);
351
- expect(legSecAltIDGrp[index].endTag).toEqual(606);
352
- const noLegSecurityAltID = structure.layout.NoLegSecurityAltID;
353
- expect(noLegSecurityAltID).toBeTruthy();
354
- expect(Array.isArray(noLegSecurityAltID)).toEqual(true);
355
- expect(noLegSecurityAltID.length).toEqual(3);
356
- expect(noLegSecurityAltID[index].type).toEqual(segment_type_1.SegmentType.Group);
357
- expect(noLegSecurityAltID[index].depth).toEqual(5);
358
- expect(noLegSecurityAltID[index].startTag).toEqual(604);
359
- expect(noLegSecurityAltID[index].startPosition).toEqual(469);
360
- expect(noLegSecurityAltID[index].endPosition).toEqual(475);
361
- expect(noLegSecurityAltID[index].endTag).toEqual(606);
362
- expect(noLegSecurityAltID[index].delimiterTag).toEqual(605);
363
- expect(noLegSecurityAltID[index].delimiterPositions).toEqual([470, 472, 474]);
364
- });
365
- test('LegSecAltIDGrp [2] structure', () => {
366
- const legSecAltIDGrp = structure.layout.LegSecAltIDGrp;
367
- expect(legSecAltIDGrp).toBeTruthy();
368
- expect(Array.isArray(legSecAltIDGrp)).toEqual(true);
369
- expect(legSecAltIDGrp.length).toEqual(3);
370
- const index = 2;
371
- expect(legSecAltIDGrp[index].type).toEqual(segment_type_1.SegmentType.Component);
372
- expect(legSecAltIDGrp[index].depth).toEqual(4);
373
- expect(legSecAltIDGrp[index].startTag).toEqual(604);
374
- expect(legSecAltIDGrp[index].startPosition).toEqual(558);
375
- expect(legSecAltIDGrp[index].endPosition).toEqual(564);
376
- expect(legSecAltIDGrp[index].endTag).toEqual(606);
377
- const noLegSecurityAltID = structure.layout.NoLegSecurityAltID;
378
- expect(noLegSecurityAltID).toBeTruthy();
379
- expect(Array.isArray(noLegSecurityAltID)).toEqual(true);
380
- expect(noLegSecurityAltID.length).toEqual(3);
381
- expect(noLegSecurityAltID[index].type).toEqual(segment_type_1.SegmentType.Group);
382
- expect(noLegSecurityAltID[index].depth).toEqual(5);
383
- expect(noLegSecurityAltID[index].startTag).toEqual(604);
384
- expect(noLegSecurityAltID[index].startPosition).toEqual(558);
385
- expect(noLegSecurityAltID[index].endPosition).toEqual(564);
386
- expect(noLegSecurityAltID[index].endTag).toEqual(606);
387
- expect(noLegSecurityAltID[index].delimiterTag).toEqual(605);
388
- expect(noLegSecurityAltID[index].delimiterPositions).toEqual([559, 561, 563]);
389
- });
390
- test('expect one message view from one line fix file', () => {
391
- expect(views).toHaveLength(1);
392
- }, 1000);
393
- test('can create object from view', () => {
394
- const erView = views[0];
395
- const erAsObject = erView.toObject();
396
- expect(erAsObject).toBeTruthy();
397
- }, 1000);
398
- test('simple tag decoding', () => {
399
- const erView = views[0];
400
- expect(erView.getString(35)).toEqual('8');
401
- expect(erView.getString('MsgType')).toEqual('8');
402
- expect(erView.getString(8)).toEqual('FIX4.4');
403
- expect(erView.getTyped(9)).toEqual(6545);
404
- expect(erView.getTyped('TotNumReports')).toEqual(19404);
405
- expect(erView.getTyped('StrikePrice')).toEqual(52639);
406
- }, 1000);
407
- test('simple repeated tag decoding', () => {
408
- const erView = views[0];
409
- expect(erView.getStrings('PartyID')).toEqual(['magna.', 'iaculis', 'vitae,']);
410
- }, 1000);
411
- test('repeated group decoding of Parties', () => {
412
- const erView = views[0];
413
- const partyView = erView.getView('Parties');
414
- expect(partyView).toBeTruthy();
415
- const partyViewAsObject = partyView.toObject();
416
- expect(partyViewAsObject).toBeTruthy();
417
- expect(partyViewAsObject.NoPartyIDs.length).toEqual(3);
418
- expect(partyViewAsObject.NoPartyIDs[0]).toEqual({
419
- PartyID: 'magna.',
420
- PartyIDSource: '9',
421
- PartyRole: 28,
422
- PtysSubGrp: {
423
- NoPartySubIDs: [
424
- {
425
- PartySubID: 'et',
426
- PartySubIDType: 22
427
- },
428
- {
429
- PartySubID: 'leo,',
430
- PartySubIDType: 10
431
- }
432
- ]
433
- }
434
- });
435
- const noParties = partyView.getView('NoPartyIDs');
436
- expect(noParties).toBeTruthy();
437
- expect(noParties.groupCount()).toEqual(3);
438
- const np0View = noParties.getGroupInstance(0);
439
- expect(np0View).toBeTruthy();
440
- expect(np0View.getString('PartyID')).toEqual('magna.');
441
- expect(np0View.getString('PartyIDSource')).toEqual('9');
442
- const np0ViewPtysSubGrp = np0View.getView('PtysSubGrp');
443
- const np0ViewPtysSubGrpAsObject = np0ViewPtysSubGrp.toObject();
444
- expect(np0ViewPtysSubGrpAsObject).toBeTruthy();
445
- expect(np0ViewPtysSubGrpAsObject).toEqual(partyViewAsObject.NoPartyIDs[0].PtysSubGrp);
446
- }, 1000);
447
- test('instrument component decode', () => {
448
- const erView = views[0];
449
- const instrumentView = erView.getView('Instrument');
450
- expect(instrumentView).toBeTruthy();
451
- expect(instrumentView.getString('Symbol')).toEqual('ac,');
452
- const secAltIDGrpAsObject = instrumentView.getView('SecAltIDGrp').toObject();
453
- expect(secAltIDGrpAsObject).toBeTruthy();
454
- expect(secAltIDGrpAsObject.NoSecurityAltID.length).toEqual(2);
455
- }, 1000);
456
- test('UndInstrmtGrp component decode', () => {
457
- const erView = views[0];
458
- const undInstrmtGrpView = erView.getView('UndInstrmtGrp');
459
- expect(undInstrmtGrpView).toBeTruthy();
460
- const undInstrmtGrpViewAsObject = undInstrmtGrpView.toObject();
461
- expect(undInstrmtGrpViewAsObject).toBeTruthy();
462
- expect(undInstrmtGrpViewAsObject.NoUnderlyings.length).toEqual(2);
463
- const underlying0 = undInstrmtGrpViewAsObject.NoUnderlyings[0].UnderlyingInstrument;
464
- expect(underlying0).toBeTruthy();
465
- expect(underlying0.UnderlyingSymbol).toEqual('massa.');
466
- expect(underlying0.UndSecAltIDGrp).toEqual({
467
- NoUnderlyingSecurityAltID: [
468
- {
469
- UnderlyingSecurityAltID: 'ornare',
470
- UnderlyingSecurityAltIDSource: 'magna.'
471
- },
472
- {
473
- UnderlyingSecurityAltID: 'non',
474
- UnderlyingSecurityAltIDSource: 'at'
475
- },
476
- {
477
- UnderlyingSecurityAltID: 'hendrerit',
478
- UnderlyingSecurityAltIDSource: 'Pellentesque'
479
- }
480
- ]
481
- });
482
- const underlying1 = undInstrmtGrpViewAsObject.NoUnderlyings[1].UnderlyingInstrument;
483
- expect(underlying1).toBeTruthy();
484
- expect(underlying1.UnderlyingSymbol).toEqual('erat');
485
- expect(underlying1.UndSecAltIDGrp).toEqual({
486
- NoUnderlyingSecurityAltID: [
487
- {
488
- UnderlyingSecurityAltID: 'Quisque',
489
- UnderlyingSecurityAltIDSource: 'tortor'
490
- }
491
- ]
492
- });
493
- }, 1000);
494
- //# sourceMappingURL=execution-report.test.js.map