jspurefix 2.0.2 → 2.0.5

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 (364) hide show
  1. package/appveyor.yml +1 -0
  2. package/dist/buffer/ascii/index.js +5 -1
  3. package/dist/buffer/ascii/index.js.map +1 -1
  4. package/dist/buffer/fixml/index.js +5 -1
  5. package/dist/buffer/fixml/index.js.map +1 -1
  6. package/dist/buffer/index.js +5 -1
  7. package/dist/buffer/index.js.map +1 -1
  8. package/dist/collections/index.js +5 -1
  9. package/dist/collections/index.js.map +1 -1
  10. package/dist/config/index.js +5 -1
  11. package/dist/config/index.js.map +1 -1
  12. package/dist/dictionary/compiler/index.js +5 -1
  13. package/dist/dictionary/compiler/index.js.map +1 -1
  14. package/dist/dictionary/contained/index.js +5 -1
  15. package/dist/dictionary/contained/index.js.map +1 -1
  16. package/dist/dictionary/definition/index.js +5 -1
  17. package/dist/dictionary/definition/index.js.map +1 -1
  18. package/dist/dictionary/index.js +5 -1
  19. package/dist/dictionary/index.js.map +1 -1
  20. package/dist/dictionary/parser/fix-repository/index.js +5 -1
  21. package/dist/dictionary/parser/fix-repository/index.js.map +1 -1
  22. package/dist/dictionary/parser/fixml/index.js +5 -1
  23. package/dist/dictionary/parser/fixml/index.js.map +1 -1
  24. package/dist/dictionary/parser/index.js +5 -1
  25. package/dist/dictionary/parser/index.js.map +1 -1
  26. package/dist/dictionary/parser/quickfix/index.js +5 -1
  27. package/dist/dictionary/parser/quickfix/index.js.map +1 -1
  28. package/dist/index.js +5 -1
  29. package/dist/index.js.map +1 -1
  30. package/dist/runtime/index.js +5 -1
  31. package/dist/runtime/index.js.map +1 -1
  32. package/dist/runtime/session-launcher.js +2 -2
  33. package/dist/runtime/session-launcher.js.map +1 -1
  34. package/dist/sample/tcp/skeleton/jsfix.test_client.txt +6 -0
  35. package/dist/sample/tcp/skeleton/jsfix.test_server.txt +6 -0
  36. package/dist/sample/tcp/trade-capture/index.js +5 -1
  37. package/dist/sample/tcp/trade-capture/index.js.map +1 -1
  38. package/dist/sample/tcp/trade-capture/jsfix.test_client.txt +16 -11
  39. package/dist/sample/tcp/trade-capture/jsfix.test_server.txt +16 -10
  40. package/dist/store/index.js +5 -1
  41. package/dist/store/index.js.map +1 -1
  42. package/dist/transport/ascii/index.js +5 -1
  43. package/dist/transport/ascii/index.js.map +1 -1
  44. package/dist/transport/duplex/index.js +5 -1
  45. package/dist/transport/duplex/index.js.map +1 -1
  46. package/dist/transport/factory/index.js +5 -1
  47. package/dist/transport/factory/index.js.map +1 -1
  48. package/dist/transport/fixml/index.js +5 -1
  49. package/dist/transport/fixml/index.js.map +1 -1
  50. package/dist/transport/http/index.js +5 -1
  51. package/dist/transport/http/index.js.map +1 -1
  52. package/dist/transport/index.js +5 -1
  53. package/dist/transport/index.js.map +1 -1
  54. package/dist/transport/tcp/index.js +5 -1
  55. package/dist/transport/tcp/index.js.map +1 -1
  56. package/dist/transport/tcp/tls-options-factory.js +11 -7
  57. package/dist/transport/tcp/tls-options-factory.js.map +1 -1
  58. package/dist/types/FIX.5.0SP2/repo/enum/index.js +5 -1
  59. package/dist/types/FIX.5.0SP2/repo/enum/index.js.map +1 -1
  60. package/dist/types/FIX.5.0SP2/repo/index.js +5 -1
  61. package/dist/types/FIX.5.0SP2/repo/index.js.map +1 -1
  62. package/dist/types/FIX4.0/repo/enum/index.js +5 -1
  63. package/dist/types/FIX4.0/repo/enum/index.js.map +1 -1
  64. package/dist/types/FIX4.0/repo/index.js +5 -1
  65. package/dist/types/FIX4.0/repo/index.js.map +1 -1
  66. package/dist/types/FIX4.1/repo/enum/index.js +5 -1
  67. package/dist/types/FIX4.1/repo/enum/index.js.map +1 -1
  68. package/dist/types/FIX4.1/repo/index.js +5 -1
  69. package/dist/types/FIX4.1/repo/index.js.map +1 -1
  70. package/dist/types/FIX4.2/repo/enum/index.js +5 -1
  71. package/dist/types/FIX4.2/repo/enum/index.js.map +1 -1
  72. package/dist/types/FIX4.2/repo/index.js +5 -1
  73. package/dist/types/FIX4.2/repo/index.js.map +1 -1
  74. package/dist/types/FIX4.3/repo/enum/index.js +5 -1
  75. package/dist/types/FIX4.3/repo/enum/index.js.map +1 -1
  76. package/dist/types/FIX4.3/repo/index.js +5 -1
  77. package/dist/types/FIX4.3/repo/index.js.map +1 -1
  78. package/dist/types/FIX4.4/quickfix/enum/index.js +5 -1
  79. package/dist/types/FIX4.4/quickfix/enum/index.js.map +1 -1
  80. package/dist/types/FIX4.4/quickfix/index.js +5 -1
  81. package/dist/types/FIX4.4/quickfix/index.js.map +1 -1
  82. package/dist/types/FIX4.4/repo/enum/index.js +5 -1
  83. package/dist/types/FIX4.4/repo/enum/index.js.map +1 -1
  84. package/dist/types/FIX4.4/repo/index.js +5 -1
  85. package/dist/types/FIX4.4/repo/index.js.map +1 -1
  86. package/dist/types/FIXML50SP2/enum/index.js +5 -1
  87. package/dist/types/FIXML50SP2/enum/index.js.map +1 -1
  88. package/dist/types/FIXML50SP2/index.js +5 -1
  89. package/dist/types/FIXML50SP2/index.js.map +1 -1
  90. package/dist/types/enum/index.js +5 -1
  91. package/dist/types/enum/index.js.map +1 -1
  92. package/dist/types/index.js +5 -1
  93. package/dist/types/index.js.map +1 -1
  94. package/dist/util/index.js +5 -1
  95. package/dist/util/index.js.map +1 -1
  96. package/package.json +14 -14
  97. package/src/runtime/session-launcher.ts +2 -2
  98. package/src/transport/tcp/tls-options-factory.ts +13 -7
  99. package/.eslintrc.js +0 -6
  100. package/dist/a-session-msg-factory.d.ts +0 -0
  101. package/dist/a-session-msg-factory.js +0 -1
  102. package/dist/a-session-msg-factory.js.map +0 -1
  103. package/dist/ascii-encoder.test.d.ts +0 -0
  104. package/dist/ascii-encoder.test.js +0 -1
  105. package/dist/ascii-encoder.test.js.map +0 -1
  106. package/dist/ascii-parser.test.d.ts +0 -0
  107. package/dist/ascii-parser.test.js +0 -1
  108. package/dist/ascii-parser.test.js.map +0 -1
  109. package/dist/ascii-segment.test.d.ts +0 -0
  110. package/dist/ascii-segment.test.js +0 -1
  111. package/dist/ascii-segment.test.js.map +0 -1
  112. package/dist/ascii-store-replay.test.d.ts +0 -0
  113. package/dist/ascii-store-replay.test.js +0 -1
  114. package/dist/ascii-store-replay.test.js.map +0 -1
  115. package/dist/ascii-tag-pos.test.d.ts +0 -0
  116. package/dist/ascii-tag-pos.test.js +0 -1
  117. package/dist/ascii-tag-pos.test.js.map +0 -1
  118. package/dist/buffer/segment-description.d.ts +0 -26
  119. package/dist/buffer/segment-description.js +0 -72
  120. package/dist/buffer/segment-description.js.map +0 -1
  121. package/dist/buffer/segment-summary.d.ts +0 -13
  122. package/dist/buffer/segment-summary.js +0 -20
  123. package/dist/buffer/segment-summary.js.map +0 -1
  124. package/dist/buffer/segment-type.d.ts +0 -8
  125. package/dist/buffer/segment-type.js +0 -13
  126. package/dist/buffer/segment-type.js.map +0 -1
  127. package/dist/buffer/tag-pos.d.ts +0 -12
  128. package/dist/buffer/tag-pos.js +0 -55
  129. package/dist/buffer/tag-pos.js.map +0 -1
  130. package/dist/buffer/tag-type.d.ts +0 -13
  131. package/dist/buffer/tag-type.js +0 -18
  132. package/dist/buffer/tag-type.js.map +0 -1
  133. package/dist/buffer/tags.d.ts +0 -21
  134. package/dist/buffer/tags.js +0 -122
  135. package/dist/buffer/tags.js.map +0 -1
  136. package/dist/dictionary/parser/fix-repository/repository-msg.d.ts +0 -0
  137. package/dist/dictionary/parser/fix-repository/repository-msg.js +0 -1
  138. package/dist/dictionary/parser/fix-repository/repository-msg.js.map +0 -1
  139. package/dist/execution-report.test.d.ts +0 -0
  140. package/dist/execution-report.test.js +0 -1
  141. package/dist/execution-report.test.js.map +0 -1
  142. package/dist/experiment.d.ts +0 -0
  143. package/dist/experiment.js +0 -1
  144. package/dist/experiment.js.map +0 -1
  145. package/dist/fix-repo-dict.test.d.ts +0 -0
  146. package/dist/fix-repo-dict.test.js +0 -1
  147. package/dist/fix-repo-dict.test.js.map +0 -1
  148. package/dist/fix-session-state-args.d.ts +0 -0
  149. package/dist/fix-session-state-args.js +0 -1
  150. package/dist/fix-session-state-args.js.map +0 -1
  151. package/dist/fix-session-state.d.ts +0 -0
  152. package/dist/fix-session-state.js +0 -1
  153. package/dist/fix-session-state.js.map +0 -1
  154. package/dist/fix-session.d.ts +0 -0
  155. package/dist/fix-session.js +0 -1
  156. package/dist/fix-session.js.map +0 -1
  157. package/dist/fix.txt +0 -1
  158. package/dist/fixml-alloc-parse.test.d.ts +0 -0
  159. package/dist/fixml-alloc-parse.test.js +0 -1
  160. package/dist/fixml-alloc-parse.test.js.map +0 -1
  161. package/dist/fixml-mkt-data-fut-parse.test.d.ts +0 -0
  162. package/dist/fixml-mkt-data-fut-parse.test.js +0 -1
  163. package/dist/fixml-mkt-data-fut-parse.test.js.map +0 -1
  164. package/dist/fixml-mkt-data-settle-parse.test.d.ts +0 -0
  165. package/dist/fixml-mkt-data-settle-parse.test.js +0 -1
  166. package/dist/fixml-mkt-data-settle-parse.test.js.map +0 -1
  167. package/dist/fixml-tc-bi-lateral-parse.test.d.ts +0 -0
  168. package/dist/fixml-tc-bi-lateral-parse.test.js +0 -1
  169. package/dist/fixml-tc-bi-lateral-parse.test.js.map +0 -1
  170. package/dist/includes.test.d.ts +0 -0
  171. package/dist/includes.test.js +0 -1
  172. package/dist/includes.test.js.map +0 -1
  173. package/dist/launcher.d.ts +0 -0
  174. package/dist/launcher.js +0 -1
  175. package/dist/launcher.js.map +0 -1
  176. package/dist/logon.test.d.ts +0 -0
  177. package/dist/logon.test.js +0 -1
  178. package/dist/logon.test.js.map +0 -1
  179. package/dist/make-fix-session.d.ts +0 -0
  180. package/dist/make-fix-session.js +0 -1
  181. package/dist/make-fix-session.js.map +0 -1
  182. package/dist/memory-store.test.d.ts +0 -0
  183. package/dist/memory-store.test.js +0 -1
  184. package/dist/memory-store.test.js.map +0 -1
  185. package/dist/object.json +0 -691
  186. package/dist/qf-full-msg.test.d.ts +0 -0
  187. package/dist/qf-full-msg.test.js +0 -1
  188. package/dist/qf-full-msg.test.js.map +0 -1
  189. package/dist/repo-full-ascii-msg.test.d.ts +0 -0
  190. package/dist/repo-full-ascii-msg.test.js +0 -1
  191. package/dist/repo-full-ascii-msg.test.js.map +0 -1
  192. package/dist/runtime/DITokens.d.ts +0 -20
  193. package/dist/runtime/DITokens.js +0 -25
  194. package/dist/runtime/DITokens.js.map +0 -1
  195. package/dist/runtime/app-launcher.d.ts +0 -27
  196. package/dist/runtime/app-launcher.js +0 -131
  197. package/dist/runtime/app-launcher.js.map +0 -1
  198. package/dist/runtime/launcher.d.ts +0 -29
  199. package/dist/runtime/launcher.js +0 -131
  200. package/dist/runtime/launcher.js.map +0 -1
  201. package/dist/sample/launcher.d.ts +0 -29
  202. package/dist/sample/launcher.js +0 -131
  203. package/dist/sample/launcher.js.map +0 -1
  204. package/dist/sample/tcp/trade-capture/app-launher.d.ts +0 -0
  205. package/dist/sample/tcp/trade-capture/app-launher.js +0 -1
  206. package/dist/sample/tcp/trade-capture/app-launher.js.map +0 -1
  207. package/dist/segment-description.d.ts +0 -0
  208. package/dist/segment-description.js +0 -1
  209. package/dist/segment-description.js.map +0 -1
  210. package/dist/segment-summary.d.ts +0 -0
  211. package/dist/segment-summary.js +0 -1
  212. package/dist/segment-summary.js.map +0 -1
  213. package/dist/segment-type.d.ts +0 -0
  214. package/dist/segment-type.js +0 -1
  215. package/dist/segment-type.js.map +0 -1
  216. package/dist/session-description.d.ts +0 -0
  217. package/dist/session-description.js +0 -1
  218. package/dist/session-description.js.map +0 -1
  219. package/dist/session-msg-factory.d.ts +0 -0
  220. package/dist/session-msg-factory.js +0 -1
  221. package/dist/session-msg-factory.js.map +0 -1
  222. package/dist/session-state.d.ts +0 -0
  223. package/dist/session-state.js +0 -1
  224. package/dist/session-state.js.map +0 -1
  225. package/dist/session-state.test.d.ts +0 -0
  226. package/dist/session-state.test.js +0 -1
  227. package/dist/session-state.test.js.map +0 -1
  228. package/dist/session.test.d.ts +0 -0
  229. package/dist/session.test.js +0 -1
  230. package/dist/session.test.js.map +0 -1
  231. package/dist/setup.d.ts +0 -0
  232. package/dist/setup.js +0 -1
  233. package/dist/setup.js.map +0 -1
  234. package/dist/skeleton-runner.d.ts +0 -0
  235. package/dist/skeleton-runner.js +0 -1
  236. package/dist/skeleton-runner.js.map +0 -1
  237. package/dist/structure.json +0 -631
  238. package/dist/tag-pos.d.ts +0 -0
  239. package/dist/tag-pos.js +0 -1
  240. package/dist/tag-pos.js.map +0 -1
  241. package/dist/tag-type.d.ts +0 -0
  242. package/dist/tag-type.js +0 -1
  243. package/dist/tag-type.js.map +0 -1
  244. package/dist/tags.d.ts +0 -0
  245. package/dist/tags.js +0 -1
  246. package/dist/tags.js.map +0 -1
  247. package/dist/test/ascii-encoder.test.d.ts +0 -1
  248. package/dist/test/ascii-encoder.test.js +0 -508
  249. package/dist/test/ascii-encoder.test.js.map +0 -1
  250. package/dist/test/ascii-parser.test.d.ts +0 -1
  251. package/dist/test/ascii-parser.test.js +0 -123
  252. package/dist/test/ascii-parser.test.js.map +0 -1
  253. package/dist/test/ascii-segment.test.d.ts +0 -1
  254. package/dist/test/ascii-segment.test.js +0 -86
  255. package/dist/test/ascii-segment.test.js.map +0 -1
  256. package/dist/test/ascii-store-replay.test.d.ts +0 -1
  257. package/dist/test/ascii-store-replay.test.js +0 -92
  258. package/dist/test/ascii-store-replay.test.js.map +0 -1
  259. package/dist/test/ascii-tag-pos.test.d.ts +0 -1
  260. package/dist/test/ascii-tag-pos.test.js +0 -105
  261. package/dist/test/ascii-tag-pos.test.js.map +0 -1
  262. package/dist/test/execution-report.test.d.ts +0 -1
  263. package/dist/test/execution-report.test.js +0 -494
  264. package/dist/test/execution-report.test.js.map +0 -1
  265. package/dist/test/experiment.d.ts +0 -23
  266. package/dist/test/experiment.js +0 -33
  267. package/dist/test/experiment.js.map +0 -1
  268. package/dist/test/expieriment.d.ts +0 -23
  269. package/dist/test/expieriment.js +0 -33
  270. package/dist/test/expieriment.js.map +0 -1
  271. package/dist/test/fix-log-replay.test.d.ts +0 -1
  272. package/dist/test/fix-log-replay.test.js +0 -47
  273. package/dist/test/fix-log-replay.test.js.map +0 -1
  274. package/dist/test/fix-repo-dict.test.d.ts +0 -1
  275. package/dist/test/fix-repo-dict.test.js +0 -128
  276. package/dist/test/fix-repo-dict.test.js.map +0 -1
  277. package/dist/test/fixml-alloc-parse.test.d.ts +0 -1
  278. package/dist/test/fixml-alloc-parse.test.js +0 -161
  279. package/dist/test/fixml-alloc-parse.test.js.map +0 -1
  280. package/dist/test/fixml-mkt-data-fut-parse.test.d.ts +0 -1
  281. package/dist/test/fixml-mkt-data-fut-parse.test.js +0 -61
  282. package/dist/test/fixml-mkt-data-fut-parse.test.js.map +0 -1
  283. package/dist/test/fixml-mkt-data-settle-parse.test.d.ts +0 -1
  284. package/dist/test/fixml-mkt-data-settle-parse.test.js +0 -34
  285. package/dist/test/fixml-mkt-data-settle-parse.test.js.map +0 -1
  286. package/dist/test/fixml-tc-bi-lateral-parse.test.d.ts +0 -1
  287. package/dist/test/fixml-tc-bi-lateral-parse.test.js +0 -97
  288. package/dist/test/fixml-tc-bi-lateral-parse.test.js.map +0 -1
  289. package/dist/test/includes.test.d.ts +0 -1
  290. package/dist/test/includes.test.js +0 -43
  291. package/dist/test/includes.test.js.map +0 -1
  292. package/dist/test/logon.test.d.ts +0 -1
  293. package/dist/test/logon.test.js +0 -93
  294. package/dist/test/logon.test.js.map +0 -1
  295. package/dist/test/memory-store.test.d.ts +0 -1
  296. package/dist/test/memory-store.test.js +0 -78
  297. package/dist/test/memory-store.test.js.map +0 -1
  298. package/dist/test/qf-full-msg.test.d.ts +0 -1
  299. package/dist/test/qf-full-msg.test.js +0 -81
  300. package/dist/test/qf-full-msg.test.js.map +0 -1
  301. package/dist/test/repo-full-ascii-msg.test.d.ts +0 -1
  302. package/dist/test/repo-full-ascii-msg.test.js +0 -87
  303. package/dist/test/repo-full-ascii-msg.test.js.map +0 -1
  304. package/dist/test/repo-full-fixml-msg.test.d.ts +0 -1
  305. package/dist/test/repo-full-fixml-msg.test.js +0 -139
  306. package/dist/test/repo-full-fixml-msg.test.js.map +0 -1
  307. package/dist/test/session-state.test.d.ts +0 -1
  308. package/dist/test/session-state.test.js +0 -73
  309. package/dist/test/session-state.test.js.map +0 -1
  310. package/dist/test/session.test.d.ts +0 -1
  311. package/dist/test/session.test.js +0 -280
  312. package/dist/test/session.test.js.map +0 -1
  313. package/dist/test/setup.d.ts +0 -45
  314. package/dist/test/setup.js +0 -102
  315. package/dist/test/setup.js.map +0 -1
  316. package/dist/test/skeleton-runner.d.ts +0 -15
  317. package/dist/test/skeleton-runner.js +0 -108
  318. package/dist/test/skeleton-runner.js.map +0 -1
  319. package/dist/test/time-formatter.test.d.ts +0 -1
  320. package/dist/test/time-formatter.test.js +0 -80
  321. package/dist/test/time-formatter.test.js.map +0 -1
  322. package/dist/test/to-views.d.ts +0 -11
  323. package/dist/test/to-views.js +0 -56
  324. package/dist/test/to-views.js.map +0 -1
  325. package/dist/test/view-decode.test.d.ts +0 -1
  326. package/dist/test/view-decode.test.js +0 -183
  327. package/dist/test/view-decode.test.js.map +0 -1
  328. package/dist/time-formatter.test.d.ts +0 -0
  329. package/dist/time-formatter.test.js +0 -1
  330. package/dist/time-formatter.test.js.map +0 -1
  331. package/dist/to-views.d.ts +0 -0
  332. package/dist/to-views.js +0 -1
  333. package/dist/to-views.js.map +0 -1
  334. package/dist/token.txt +0 -248
  335. package/dist/transport/FixEntity.d.ts +0 -8
  336. package/dist/transport/FixEntity.js +0 -12
  337. package/dist/transport/FixEntity.js.map +0 -1
  338. package/dist/transport/a-session-msg-factory.d.ts +0 -23
  339. package/dist/transport/a-session-msg-factory.js +0 -58
  340. package/dist/transport/a-session-msg-factory.js.map +0 -1
  341. package/dist/transport/fix-msg-factory.d.ts +0 -15
  342. package/dist/transport/fix-msg-factory.js +0 -3
  343. package/dist/transport/fix-msg-factory.js.map +0 -1
  344. package/dist/transport/fix-session-state-args.d.ts +0 -8
  345. package/dist/transport/fix-session-state-args.js +0 -3
  346. package/dist/transport/fix-session-state-args.js.map +0 -1
  347. package/dist/transport/fix-session-state.d.ts +0 -32
  348. package/dist/transport/fix-session-state.js +0 -133
  349. package/dist/transport/fix-session-state.js.map +0 -1
  350. package/dist/transport/fix-session.d.ts +0 -50
  351. package/dist/transport/fix-session.js +0 -291
  352. package/dist/transport/fix-session.js.map +0 -1
  353. package/dist/transport/make-fix-session.d.ts +0 -5
  354. package/dist/transport/make-fix-session.js +0 -3
  355. package/dist/transport/make-fix-session.js.map +0 -1
  356. package/dist/transport/session-description.d.ts +0 -17
  357. package/dist/transport/session-description.js +0 -3
  358. package/dist/transport/session-description.js.map +0 -1
  359. package/dist/transport/session-msg-factory.d.ts +0 -15
  360. package/dist/transport/session-msg-factory.js +0 -3
  361. package/dist/transport/session-msg-factory.js.map +0 -1
  362. package/dist/transport/session-state.d.ts +0 -25
  363. package/dist/transport/session-state.js +0 -30
  364. package/dist/transport/session-state.js.map +0 -1
@@ -1,161 +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 to_views_1 = require("./env/to-views");
14
- const moment = require("moment");
15
- const testFolder = 'examples/FIXML/cme/alloc/Clearing System Notifies Allocation to the Claiming Firm - Cross-Exchange';
16
- const toViews = new to_views_1.ToViews(testFolder);
17
- beforeAll(() => __awaiter(void 0, void 0, void 0, function* () {
18
- yield toViews.load();
19
- }), 45000);
20
- test('expect a view from fix msg', () => {
21
- const views = toViews.views;
22
- expect(views.length).toEqual(1);
23
- });
24
- test('expect Hdr view to be available', () => {
25
- const views = toViews.views;
26
- const v = views[0];
27
- const hdr = v.getView('Hdr');
28
- expect(hdr).toBeTruthy();
29
- });
30
- test('fetch attributes from Hdr', () => {
31
- const views = toViews.views;
32
- const v = views[0];
33
- const hdr = v.getView('Hdr').toObject();
34
- expect(hdr).toBeTruthy();
35
- expect(hdr.SenderCompID).toEqual('CME');
36
- expect(v.getTyped('SID')).toEqual('CME');
37
- expect(v.getTyped('TID')).toEqual('560');
38
- expect(hdr.SenderSubID).toEqual('CME');
39
- expect(hdr.TargetSubID).toEqual('CME');
40
- });
41
- test('fetch attributes from main object', () => {
42
- const views = toViews.views;
43
- const v = views[0];
44
- const allocation = v.toObject();
45
- expect(allocation.AllocReportID).toEqual('12E251CB2133225C1CC112533311');
46
- expect(allocation.TradeMatchID).toEqual('12A80D9ED85HI04008310');
47
- expect(allocation.AllocReportType).toEqual(16);
48
- expect(allocation.AllocStatus).toEqual(6);
49
- expect(allocation.TrdType).toEqual(2);
50
- expect(allocation.ExecutingClaimingIndicator).toEqual(1);
51
- expect(allocation.Quantity).toEqual(4);
52
- });
53
- test('test complex sub structure OrdAllocGrp', () => {
54
- const views = toViews.views;
55
- const v = views[0];
56
- const allocInstruction = v.toObject();
57
- expect(allocInstruction).toBeTruthy();
58
- expect(allocInstruction.OrdAllocGrp[0].ClOrdID).toEqual('SX1');
59
- });
60
- test('test instrument on fixml allocation - use abbreviation', () => {
61
- const views = toViews.views;
62
- const v = views[0];
63
- const instrument = v.getView('Instrmt').toObject();
64
- expect(instrument).toBeTruthy();
65
- });
66
- test('test instrument attributes', () => {
67
- const views = toViews.views;
68
- const v = views[0];
69
- const instrument = v.getView('Instrmt').toObject();
70
- expect(instrument).toBeTruthy();
71
- expect(instrument.SecurityID).toEqual('ED');
72
- expect(instrument.CFICode).toEqual('FFDCSO');
73
- expect(instrument.SecurityType).toEqual('FUT');
74
- expect(instrument.MaturityMonthYear).toEqual('201512');
75
- expect(instrument.PriceQuoteCurrency).toEqual('USD');
76
- expect(instrument.SecurityExchange).toEqual('CME');
77
- });
78
- test('test instrument on fixml allocation - use full name', () => {
79
- const views = toViews.views;
80
- const v = views[0];
81
- const instrument = v.getView('Instrument').toObject();
82
- expect(instrument).toBeTruthy();
83
- });
84
- test('test complex sub structure AllocGrp', () => {
85
- const views = toViews.views;
86
- const v = views[0];
87
- const allocInstruction = v.toObject();
88
- expect(allocInstruction).toBeTruthy();
89
- expect(Array.isArray(allocInstruction.AllocGrp)).toBeTruthy();
90
- expect(allocInstruction.AllocGrp.length).toEqual(1);
91
- expect(allocInstruction.AllocGrp[0].AllocQty).toEqual(4);
92
- expect(allocInstruction.AllocGrp[0].IndividualAllocID).toEqual('307006');
93
- expect(allocInstruction.AllocGrp[0].SecondaryIndividualAllocID).toEqual('178004');
94
- expect(allocInstruction.AllocGrp[0].AllocCustomerCapacity).toEqual('4');
95
- expect(allocInstruction.AllocGrp[0].OriginalSecondaryTradeID).toEqual('12A80D9ED85HI040083A');
96
- });
97
- test('test OrdAllocGrp', () => {
98
- const views = toViews.views;
99
- const v = views[0];
100
- const ordAlloc = v.getView('OrdAllocGrp').toObject();
101
- expect(ordAlloc).toBeTruthy();
102
- expect(Array.isArray(ordAlloc)).toBeTruthy();
103
- expect(ordAlloc.length).toEqual(1);
104
- expect(ordAlloc[0].ClOrdID).toEqual('SX1');
105
- });
106
- test('main Party Group', () => {
107
- const views = toViews.views;
108
- const v = views[0];
109
- const parties = v.getView('Parties').toObject();
110
- expect(parties).toBeTruthy();
111
- expect(Array.isArray(parties)).toBeTruthy();
112
- expect(parties.length).toEqual(4);
113
- expect(parties[0]).toEqual({
114
- PartyID: 'CME',
115
- PartyRole: 21
116
- });
117
- expect(parties[1]).toEqual({
118
- PartyID: 'CME',
119
- PartyRole: 22
120
- });
121
- expect(parties[2]).toEqual({
122
- PartyID: '560',
123
- PartyRole: 1
124
- });
125
- });
126
- test('test party sub group', () => {
127
- const views = toViews.views;
128
- const v = views[0];
129
- const parties = v.getView('Parties.PtysSubGrp').toObject();
130
- expect(parties).toBeTruthy();
131
- expect(Array.isArray(parties)).toBeTruthy();
132
- expect(parties.length).toEqual(1);
133
- expect(parties[0]).toEqual({
134
- PartySubID: '1',
135
- MiscFeeType: '26'
136
- });
137
- });
138
- test('test AllocGrp.NestedParties.NstdPtysSubGrp', () => {
139
- const views = toViews.views;
140
- const v = views[0];
141
- const parties = v.getView('AllocGrp.NestedParties.NstdPtysSubGrp').toObject();
142
- expect(parties).toBeTruthy();
143
- expect(Array.isArray(parties)).toBeTruthy();
144
- expect(parties.length).toEqual(1);
145
- expect(parties[0]).toEqual({
146
- NestedPartySubID: '1',
147
- NestedPartySubIDType: 26
148
- });
149
- });
150
- test('main attributes', () => {
151
- const views = toViews.views;
152
- const v = views[0];
153
- expect(v.getTyped('AllocReportID')).toEqual('12E251CB2133225C1CC112533311');
154
- expect(v.getTyped('TradeMatchID')).toEqual('12A80D9ED85HI04008310');
155
- expect(v.getTyped('AllocReportType')).toEqual(16);
156
- expect(v.getTyped('TrdType')).toEqual(2);
157
- expect(v.getTyped('AvgPx')).toEqual(95.5);
158
- expect(v.getTyped('TradeDate')).toEqual(moment('2015-08-05').utc(true).toDate());
159
- expect(v.getTyped('TradeMatchID')).toEqual('12A80D9ED85HI04008310');
160
- });
161
- //# sourceMappingURL=fixml-alloc-parse.test.js.map
@@ -1 +0,0 @@
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'reflect-metadata'\r\n\r\nimport { MsgView } from '../buffer'\r\n// use the compiled interfaces for intelisense\r\n\r\nimport {\r\n IStandardHeader, IInstrument, IPtysSubGrp, IParties, INstdPtysSubGrp,\r\n IAllocationInstruction, IAllocationReport, IOrdAllocGrp } from '../types/FIXML50SP2'\r\n\r\nimport { ToViews } from './env/to-views'\r\nimport * as moment from 'moment'\r\n\r\nconst testFolder: string = 'examples/FIXML/cme/alloc/Clearing System Notifies Allocation to the Claiming Firm - Cross-Exchange'\r\nconst toViews: ToViews = new ToViews(testFolder)\r\n\r\nbeforeAll(async () => {\r\n await toViews.load()\r\n}, 45000)\r\n\r\ntest('expect a view from fix msg', () => {\r\n const views = toViews.views\r\n expect(views.length).toEqual(1)\r\n})\r\n\r\ntest('expect Hdr view to be available', () => {\r\n const views = toViews.views\r\n const v = views[0]\r\n const hdr: MsgView = v.getView('Hdr')\r\n expect(hdr).toBeTruthy()\r\n})\r\n\r\n/*\r\n \"StandardHeader\": {\r\n \"SenderCompID\": \"CME\",\r\n \"TargetCompID\": \"560\",\r\n \"SenderSubID\": \"CME\",\r\n \"TargetSubID\": \"CME\",\r\n \"HopSendingTime\": \"2015-08-13T15:12:09.000Z\"\r\n },\r\n */\r\n\r\ntest('fetch attributes from Hdr', () => {\r\n const views = toViews.views\r\n const v = views[0]\r\n const hdr: IStandardHeader = v.getView('Hdr').toObject() as IStandardHeader\r\n expect(hdr).toBeTruthy()\r\n expect(hdr.SenderCompID).toEqual('CME')\r\n expect(v.getTyped('SID')).toEqual('CME')\r\n expect(v.getTyped('TID')).toEqual('560')\r\n expect(hdr.SenderSubID).toEqual('CME')\r\n expect(hdr.TargetSubID).toEqual('CME')\r\n /*\r\n fails on uni test host\r\n const st = moment('2015-08-13T16:12:09.000Z').utc(false).toDate()\r\n expect(hdr.SendingTime).toEqual(st)\r\n const snt: Date = v.getTyped('SendingTime')\r\n expect(snt).toEqual(st)\r\n */\r\n})\r\n\r\ntest('fetch attributes from main object', () => {\r\n const views = toViews.views\r\n const v = views[0]\r\n const allocation: IAllocationReport = v.toObject() as IAllocationReport\r\n expect(allocation.AllocReportID).toEqual('12E251CB2133225C1CC112533311')\r\n expect(allocation.TradeMatchID).toEqual('12A80D9ED85HI04008310')\r\n expect(allocation.AllocReportType).toEqual(16)\r\n expect(allocation.AllocStatus).toEqual(6)\r\n expect(allocation.TrdType).toEqual(2)\r\n expect(allocation.ExecutingClaimingIndicator).toEqual(1)\r\n expect(allocation.Quantity).toEqual(4)\r\n})\r\n\r\ntest('test complex sub structure OrdAllocGrp', () => {\r\n const views = toViews.views\r\n const v = views[0]\r\n const allocInstruction: IAllocationInstruction = v.toObject()\r\n expect(allocInstruction).toBeTruthy()\r\n expect(allocInstruction.OrdAllocGrp[0].ClOrdID).toEqual('SX1')\r\n})\r\n\r\n/*\r\n\"Instrument\": {\r\n \"BatchID\": \"ED\",\r\n \"InstrumentScopeCFICode\": \"FFDCSO\",\r\n \"RelatedSecurityType\": \"FUT\",\r\n \"RelatedMaturityMonthYear\": \"201512\",\r\n \"DerivativePriceQuoteCurrency\": \"USD\",\r\n \"UnderlyingStreamCommodityExchange\": \"CME\"\r\n},\r\n */\r\n\r\ntest('test instrument on fixml allocation - use abbreviation', () => {\r\n const views = toViews.views\r\n const v = views[0]\r\n const instrument: IInstrument = v.getView('Instrmt').toObject()\r\n expect(instrument).toBeTruthy()\r\n})\r\n\r\ntest('test instrument attributes', () => {\r\n const views = toViews.views\r\n const v = views[0]\r\n const instrument: IInstrument = v.getView('Instrmt').toObject()\r\n expect(instrument).toBeTruthy()\r\n expect(instrument.SecurityID).toEqual('ED')\r\n expect(instrument.CFICode).toEqual('FFDCSO')\r\n expect(instrument.SecurityType).toEqual('FUT')\r\n expect(instrument.MaturityMonthYear).toEqual('201512')\r\n expect(instrument.PriceQuoteCurrency).toEqual('USD')\r\n expect(instrument.SecurityExchange).toEqual('CME')\r\n})\r\n\r\ntest('test instrument on fixml allocation - use full name', () => {\r\n const views = toViews.views\r\n const v = views[0]\r\n const instrument: IInstrument = v.getView('Instrument').toObject()\r\n expect(instrument).toBeTruthy()\r\n})\r\n\r\ntest('test complex sub structure AllocGrp', () => {\r\n const views = toViews.views\r\n const v = views[0]\r\n const allocInstruction: IAllocationInstruction = v.toObject()\r\n expect(allocInstruction).toBeTruthy()\r\n expect(Array.isArray(allocInstruction.AllocGrp)).toBeTruthy()\r\n expect(allocInstruction.AllocGrp.length).toEqual(1)\r\n expect(allocInstruction.AllocGrp[0].AllocQty).toEqual(4)\r\n expect(allocInstruction.AllocGrp[0].IndividualAllocID).toEqual('307006')\r\n expect(allocInstruction.AllocGrp[0].SecondaryIndividualAllocID).toEqual('178004')\r\n expect(allocInstruction.AllocGrp[0].AllocCustomerCapacity).toEqual('4')\r\n expect(allocInstruction.AllocGrp[0].OriginalSecondaryTradeID).toEqual('12A80D9ED85HI040083A')\r\n\r\n})\r\n\r\ntest('test OrdAllocGrp', () => {\r\n const views = toViews.views\r\n const v = views[0]\r\n const ordAlloc: IOrdAllocGrp[] = v.getView('OrdAllocGrp').toObject()\r\n expect(ordAlloc).toBeTruthy()\r\n expect(Array.isArray(ordAlloc)).toBeTruthy()\r\n expect(ordAlloc.length).toEqual(1)\r\n expect(ordAlloc[0].ClOrdID).toEqual('SX1')\r\n})\r\n\r\ntest('main Party Group', () => {\r\n const views = toViews.views\r\n const v = views[0]\r\n const parties: IParties[] = v.getView('Parties').toObject()\r\n expect(parties).toBeTruthy()\r\n expect(Array.isArray(parties)).toBeTruthy()\r\n expect(parties.length).toEqual(4)\r\n expect(parties[0]).toEqual({\r\n PartyID: 'CME',\r\n PartyRole: 21\r\n })\r\n expect(parties[1]).toEqual({\r\n PartyID: 'CME',\r\n PartyRole: 22\r\n })\r\n expect(parties[2]).toEqual({\r\n PartyID: '560',\r\n PartyRole: 1\r\n })\r\n})\r\n\r\ntest('test party sub group', () => {\r\n const views = toViews.views\r\n const v = views[0]\r\n const parties: IPtysSubGrp[] = v.getView('Parties.PtysSubGrp').toObject()\r\n expect(parties).toBeTruthy()\r\n expect(Array.isArray(parties)).toBeTruthy()\r\n expect(parties.length).toEqual(1)\r\n expect(parties[0]).toEqual(\r\n {\r\n PartySubID: '1',\r\n MiscFeeType: '26'\r\n })\r\n})\r\n\r\ntest('test AllocGrp.NestedParties.NstdPtysSubGrp', () => {\r\n const views = toViews.views\r\n const v = views[0]\r\n const parties: INstdPtysSubGrp[] = v.getView('AllocGrp.NestedParties.NstdPtysSubGrp').toObject()\r\n expect(parties).toBeTruthy()\r\n expect(Array.isArray(parties)).toBeTruthy()\r\n expect(parties.length).toEqual(1)\r\n expect(parties[0]).toEqual(\r\n {\r\n NestedPartySubID: '1',\r\n NestedPartySubIDType: 26\r\n })\r\n})\r\n\r\ntest('main attributes', () => {\r\n const views = toViews.views\r\n const v = views[0]\r\n expect(v.getTyped('AllocReportID')).toEqual('12E251CB2133225C1CC112533311')\r\n expect(v.getTyped('TradeMatchID')).toEqual('12A80D9ED85HI04008310')\r\n expect(v.getTyped('AllocReportType')).toEqual(16)\r\n expect(v.getTyped('TrdType')).toEqual(2)\r\n expect(v.getTyped('AvgPx')).toEqual(95.5)\r\n expect(v.getTyped('TradeDate')).toEqual(moment('2015-08-05').utc(true).toDate())\r\n expect(v.getTyped('TradeMatchID')).toEqual('12A80D9ED85HI04008310')\r\n})\r\n"]}
@@ -1 +0,0 @@
1
- import 'reflect-metadata';
@@ -1,61 +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 to_views_1 = require("./env/to-views");
14
- const testFolder = 'examples/FIXML/cme/md/futures/';
15
- const toViews = new to_views_1.ToViews(testFolder);
16
- beforeAll(() => __awaiter(void 0, void 0, void 0, function* () {
17
- yield toViews.load();
18
- }), 45000);
19
- test('expect a view from fix msg', () => {
20
- const views = toViews.views;
21
- expect(views.length).toEqual(1);
22
- const v0 = views[0];
23
- expect(v0).toBeTruthy();
24
- });
25
- test('test msg structure', () => {
26
- const views = toViews.views;
27
- const v0 = views[0].toObject();
28
- expect(v0).toBeTruthy();
29
- expect(v0.ClearingBusinessDate).toEqual(new Date('2008-12-09T00:00:00.000Z'));
30
- expect(v0.Instrument).toBeTruthy();
31
- expect(v0.MDFullGrp).toBeTruthy();
32
- });
33
- test('expect an instrument from fix msg', () => {
34
- const views = toViews.views;
35
- const v0 = views[0].getView('Instrument');
36
- expect(v0).toBeTruthy();
37
- const i = v0.toObject();
38
- expect(i).toBeTruthy();
39
- expect(i.Symbol).toEqual('ZCZ9');
40
- expect(i.SecurityID).toEqual('01');
41
- expect(i.SecurityIDSource).toEqual('H');
42
- expect(i.CFICode).toEqual('FFCPSO');
43
- expect(i.SecurityType).toEqual('FUT');
44
- expect(i.MaturityMonthYear).toEqual('200906');
45
- expect(i.SecurityExchange).toEqual('CME');
46
- });
47
- test('expect an md group from fix msg', () => {
48
- const views = toViews.views;
49
- const v0 = views[0].getView('MDFullGrp');
50
- expect(v0).toBeTruthy();
51
- const fullGrp = v0.toObject();
52
- expect(fullGrp).toBeTruthy();
53
- expect(Array.isArray(fullGrp));
54
- expect(fullGrp.length).toEqual(1);
55
- const first = fullGrp[0];
56
- expect(first).toBeTruthy();
57
- expect(first.MDEntryPx).toEqual(18.97);
58
- expect(first.MDEntryType).toEqual('6');
59
- expect(first.MDMkt).toEqual('CME');
60
- });
61
- //# sourceMappingURL=fixml-mkt-data-fut-parse.test.js.map
@@ -1 +0,0 @@
1
- {"version":3,"file":"fixml-mkt-data-fut-parse.test.js","sourceRoot":"","sources":["../../src/test/fixml-mkt-data-fut-parse.test.ts"],"names":[],"mappings":";;;;;;;;;;;AACA,4BAAyB;AAEzB,6CAAwC;AAGxC,MAAM,UAAU,GAAW,gCAAgC,CAAA;AAC3D,MAAM,OAAO,GAAY,IAAI,kBAAO,CAAC,UAAU,CAAC,CAAA;AAEhD,SAAS,CAAC,GAAS,EAAE;IACnB,MAAM,OAAO,CAAC,IAAI,EAAE,CAAA;AACtB,CAAC,CAAA,EAAE,KAAK,CAAC,CAAA;AAET,IAAI,CAAC,4BAA4B,EAAE,GAAG,EAAE;IACtC,MAAM,KAAK,GAAG,OAAO,CAAC,KAAK,CAAA;IAC3B,MAAM,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAA;IAC/B,MAAM,EAAE,GAAG,KAAK,CAAC,CAAC,CAAC,CAAA;IACnB,MAAM,CAAC,EAAE,CAAC,CAAC,UAAU,EAAE,CAAA;AACzB,CAAC,CAAC,CAAA;AAEF,IAAI,CAAC,oBAAoB,EAAE,GAAG,EAAE;IAC9B,MAAM,KAAK,GAAG,OAAO,CAAC,KAAK,CAAA;IAC3B,MAAM,EAAE,GAAmC,KAAK,CAAC,CAAC,CAAC,CAAC,QAAQ,EAAE,CAAA;IAC9D,MAAM,CAAC,EAAE,CAAC,CAAC,UAAU,EAAE,CAAA;IACvB,MAAM,CAAC,EAAE,CAAC,oBAAoB,CAAC,CAAC,OAAO,CAAC,IAAI,IAAI,CAAC,0BAA0B,CAAC,CAAC,CAAA;IAC7E,MAAM,CAAC,EAAE,CAAC,UAAU,CAAC,CAAC,UAAU,EAAE,CAAA;IAClC,MAAM,CAAC,EAAE,CAAC,SAAS,CAAC,CAAC,UAAU,EAAE,CAAA;AACnC,CAAC,CAAC,CAAA;AAEF,IAAI,CAAC,mCAAmC,EAAE,GAAG,EAAE;IAC7C,MAAM,KAAK,GAAG,OAAO,CAAC,KAAK,CAAA;IAC3B,MAAM,EAAE,GAAG,KAAK,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,YAAY,CAAC,CAAA;IACzC,MAAM,CAAC,EAAE,CAAC,CAAC,UAAU,EAAE,CAAA;IACvB,MAAM,CAAC,GAAgB,EAAE,CAAC,QAAQ,EAAE,CAAA;IACpC,MAAM,CAAC,CAAC,CAAC,CAAC,UAAU,EAAE,CAAA;IACtB,MAAM,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,MAAM,CAAC,CAAA;IAChC,MAAM,CAAC,CAAC,CAAC,UAAU,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAA;IAClC,MAAM,CAAC,CAAC,CAAC,gBAAgB,CAAC,CAAC,OAAO,CAAC,GAAG,CAAC,CAAA;IACvC,MAAM,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,OAAO,CAAC,QAAQ,CAAC,CAAA;IACnC,MAAM,CAAC,CAAC,CAAC,YAAY,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAA;IACrC,MAAM,CAAC,CAAC,CAAC,iBAAiB,CAAC,CAAC,OAAO,CAAC,QAAQ,CAAC,CAAA;IAC7C,MAAM,CAAC,CAAC,CAAC,gBAAgB,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAA;AAC3C,CAAC,CAAC,CAAA;AAEF,IAAI,CAAC,iCAAiC,EAAE,GAAG,EAAE;IAC3C,MAAM,KAAK,GAAG,OAAO,CAAC,KAAK,CAAA;IAC3B,MAAM,EAAE,GAAG,KAAK,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,WAAW,CAAC,CAAA;IACxC,MAAM,CAAC,EAAE,CAAC,CAAC,UAAU,EAAE,CAAA;IACvB,MAAM,OAAO,GAAiB,EAAE,CAAC,QAAQ,EAAE,CAAA;IAC3C,MAAM,CAAC,OAAO,CAAC,CAAC,UAAU,EAAE,CAAA;IAC5B,MAAM,CAAC,KAAK,CAAC,OAAO,CAAC,OAAO,CAAC,CAAC,CAAA;IAC9B,MAAM,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAA;IACjC,MAAM,KAAK,GAAe,OAAO,CAAC,CAAC,CAAC,CAAA;IACpC,MAAM,CAAC,KAAK,CAAC,CAAC,UAAU,EAAE,CAAA;IAC1B,MAAM,CAAC,KAAK,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAA;IACtC,MAAM,CAAC,KAAK,CAAC,WAAW,CAAC,CAAC,OAAO,CAAC,GAAG,CAAC,CAAA;IACtC,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAA;AACpC,CAAC,CAAC,CAAA","sourcesContent":["// use the compiled interfaces for intelisense\r\nimport 'reflect-metadata'\r\n\r\nimport { ToViews } from './env/to-views'\r\nimport { IInstrument, IMDFullGrp, IMarketDataSnapshotFullRefresh } from '../types/FIXML50SP2'\r\n\r\nconst testFolder: string = 'examples/FIXML/cme/md/futures/'\r\nconst toViews: ToViews = new ToViews(testFolder)\r\n\r\nbeforeAll(async () => {\r\n await toViews.load()\r\n}, 45000)\r\n\r\ntest('expect a view from fix msg', () => {\r\n const views = toViews.views\r\n expect(views.length).toEqual(1)\r\n const v0 = views[0]\r\n expect(v0).toBeTruthy()\r\n})\r\n\r\ntest('test msg structure', () => {\r\n const views = toViews.views\r\n const v0: IMarketDataSnapshotFullRefresh = views[0].toObject()\r\n expect(v0).toBeTruthy()\r\n expect(v0.ClearingBusinessDate).toEqual(new Date('2008-12-09T00:00:00.000Z'))\r\n expect(v0.Instrument).toBeTruthy()\r\n expect(v0.MDFullGrp).toBeTruthy()\r\n})\r\n\r\ntest('expect an instrument from fix msg', () => {\r\n const views = toViews.views\r\n const v0 = views[0].getView('Instrument')\r\n expect(v0).toBeTruthy()\r\n const i: IInstrument = v0.toObject()\r\n expect(i).toBeTruthy()\r\n expect(i.Symbol).toEqual('ZCZ9')\r\n expect(i.SecurityID).toEqual('01')\r\n expect(i.SecurityIDSource).toEqual('H')\r\n expect(i.CFICode).toEqual('FFCPSO')\r\n expect(i.SecurityType).toEqual('FUT')\r\n expect(i.MaturityMonthYear).toEqual('200906')\r\n expect(i.SecurityExchange).toEqual('CME')\r\n})\r\n\r\ntest('expect an md group from fix msg', () => {\r\n const views = toViews.views\r\n const v0 = views[0].getView('MDFullGrp')\r\n expect(v0).toBeTruthy()\r\n const fullGrp: IMDFullGrp[] = v0.toObject()\r\n expect(fullGrp).toBeTruthy()\r\n expect(Array.isArray(fullGrp))\r\n expect(fullGrp.length).toEqual(1)\r\n const first: IMDFullGrp = fullGrp[0]\r\n expect(first).toBeTruthy()\r\n expect(first.MDEntryPx).toEqual(18.97)\r\n expect(first.MDEntryType).toEqual('6')\r\n expect(first.MDMkt).toEqual('CME')\r\n})\r\n"]}
@@ -1 +0,0 @@
1
- import 'reflect-metadata';
@@ -1,34 +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 to_views_1 = require("./env/to-views");
14
- const testFolder = 'examples/FIXML/cme/md/settle/';
15
- const toViews = new to_views_1.ToViews(testFolder);
16
- beforeAll(() => __awaiter(void 0, void 0, void 0, function* () {
17
- yield toViews.load();
18
- }), 45000);
19
- test('expect 2 views from fix msg', () => {
20
- const views = toViews.views;
21
- expect(views.length).toEqual(2);
22
- const v0 = views[0];
23
- expect(v0).toBeTruthy();
24
- const v1 = views[1];
25
- expect(v1).toBeTruthy();
26
- });
27
- test('expect 1 batch from fix msg', () => {
28
- const batch = toViews.batch.toObject();
29
- expect(batch).toBeTruthy();
30
- expect(batch.Batch).toBeTruthy();
31
- expect(Array.isArray(batch.Batch)).toBeTruthy();
32
- expect(batch.Batch.length).toEqual(2);
33
- });
34
- //# sourceMappingURL=fixml-mkt-data-settle-parse.test.js.map
@@ -1 +0,0 @@
1
- {"version":3,"file":"fixml-mkt-data-settle-parse.test.js","sourceRoot":"","sources":["../../src/test/fixml-mkt-data-settle-parse.test.ts"],"names":[],"mappings":";;;;;;;;;;;AACA,4BAAyB;AAEzB,6CAAwC;AAGxC,MAAM,UAAU,GAAW,+BAA+B,CAAA;AAC1D,MAAM,OAAO,GAAY,IAAI,kBAAO,CAAC,UAAU,CAAC,CAAA;AAEhD,SAAS,CAAC,GAAS,EAAE;IACnB,MAAM,OAAO,CAAC,IAAI,EAAE,CAAA;AACtB,CAAC,CAAA,EAAE,KAAK,CAAC,CAAA;AAET,IAAI,CAAC,6BAA6B,EAAE,GAAG,EAAE;IACvC,MAAM,KAAK,GAAG,OAAO,CAAC,KAAK,CAAA;IAC3B,MAAM,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAA;IAC/B,MAAM,EAAE,GAAG,KAAK,CAAC,CAAC,CAAC,CAAA;IACnB,MAAM,CAAC,EAAE,CAAC,CAAC,UAAU,EAAE,CAAA;IACvB,MAAM,EAAE,GAAG,KAAK,CAAC,CAAC,CAAC,CAAA;IACnB,MAAM,CAAC,EAAE,CAAC,CAAC,UAAU,EAAE,CAAA;AACzB,CAAC,CAAC,CAAA;AAEF,IAAI,CAAC,6BAA6B,EAAE,GAAG,EAAE;IACvC,MAAM,KAAK,GAAW,OAAO,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAA;IAC9C,MAAM,CAAC,KAAK,CAAC,CAAC,UAAU,EAAE,CAAA;IAC1B,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC,CAAC,UAAU,EAAE,CAAA;IAChC,MAAM,CAAC,KAAK,CAAC,OAAO,CAAC,KAAK,CAAC,KAAK,CAAC,CAAC,CAAC,UAAU,EAAE,CAAA;IAC/C,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAA;AACvC,CAAC,CAAC,CAAA","sourcesContent":["// use the compiled interfaces for intelisense\r\nimport 'reflect-metadata'\r\n\r\nimport { ToViews } from './env/to-views'\r\nimport { IBatch } from '../types/FIXML50SP2/set/batch'\r\n\r\nconst testFolder: string = 'examples/FIXML/cme/md/settle/'\r\nconst toViews: ToViews = new ToViews(testFolder)\r\n\r\nbeforeAll(async () => {\r\n await toViews.load()\r\n}, 45000)\r\n\r\ntest('expect 2 views from fix msg', () => {\r\n const views = toViews.views\r\n expect(views.length).toEqual(2)\r\n const v0 = views[0]\r\n expect(v0).toBeTruthy()\r\n const v1 = views[1]\r\n expect(v1).toBeTruthy()\r\n})\r\n\r\ntest('expect 1 batch from fix msg', () => {\r\n const batch: IBatch = toViews.batch.toObject()\r\n expect(batch).toBeTruthy()\r\n expect(batch.Batch).toBeTruthy()\r\n expect(Array.isArray(batch.Batch)).toBeTruthy()\r\n expect(batch.Batch.length).toEqual(2)\r\n})\r\n"]}
@@ -1 +0,0 @@
1
- import 'reflect-metadata';
@@ -1,97 +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 to_views_1 = require("./env/to-views");
14
- const testFolder = 'examples/FIXML/cme/tc/Delivery Fixed Commodity Swap';
15
- const toViews = new to_views_1.ToViews(testFolder);
16
- beforeAll(() => __awaiter(void 0, void 0, void 0, function* () {
17
- yield toViews.load();
18
- }), 45000);
19
- test('expect a view from fix msg', () => {
20
- const views = toViews.views;
21
- expect(views.length).toEqual(1);
22
- });
23
- test('expect a batch view ', () => {
24
- const batch = toViews.batch;
25
- expect(batch).toBeTruthy();
26
- const o = batch.toObject();
27
- expect(o).toBeTruthy();
28
- const instances = o.Batch;
29
- expect(Array.isArray(instances)).toEqual(true);
30
- expect(instances.length).toEqual(1);
31
- });
32
- test('expect an instrument', () => {
33
- const views = toViews.views;
34
- const t = views[0].toObject();
35
- expect(t).toBeTruthy();
36
- const i = t.Instrument;
37
- expect(i).toBeTruthy();
38
- });
39
- test('check instrument attributes', () => {
40
- const views = toViews.views;
41
- const t = views[0].toObject();
42
- const i = t.Instrument;
43
- expect(i).toBeTruthy();
44
- const iv = views[0].getView('Instrument');
45
- expect(iv).toBeTruthy();
46
- expect(i.SecurityExchange).toEqual('XXXX');
47
- expect(iv.getString('SecurityExchange')).toEqual('XXXX');
48
- expect(iv.getString('SecurityType')).toEqual('CMDTYSWAP');
49
- expect(i.SecurityType).toEqual('CMDTYSWAP');
50
- });
51
- test('check instrument groups', () => {
52
- const views = toViews.views;
53
- const t = views[0].toObject();
54
- const i = t.Instrument;
55
- const stream = i.StreamGrp;
56
- expect(stream).toBeTruthy();
57
- expect(Array.isArray(stream));
58
- expect(stream.length).toEqual(2);
59
- const grpView = views[0].getView('Instrument.StreamGrp');
60
- expect(grpView).toBeTruthy();
61
- const g0 = grpView.getGroupInstance(0);
62
- const g1 = grpView.getGroupInstance(1);
63
- expect(g0).toBeTruthy();
64
- expect(g1).toBeTruthy();
65
- const keys = ['StreamTotalNotionalUnitOfMeasure', 'StreamTotalNotional', 'StreamNotionalUnitOfMeasure', 'StreamNotionalFrequencyUnit', 'StreamNotionalFrequencyPeriod', 'StreamNotional', 'StreamReceiveSide', 'StreamPaySide', 'StreamType'];
66
- const v0 = g0.getTypedTags(keys);
67
- expect(v0[0]).toEqual('MMBtu');
68
- expect(v0[1]).toEqual(310000.10);
69
- expect(v0[2]).toEqual('MMBtu');
70
- expect(v0[3]).toEqual('D');
71
- expect(v0[4]).toEqual(1);
72
- expect(v0[5]).toEqual(10000.20);
73
- expect(v0[6]).toEqual(1);
74
- expect(v0[7]).toEqual(2);
75
- expect(v0[8]).toEqual(1);
76
- const v1 = g1.getTypedTags(keys);
77
- expect(v1[0]).toEqual('MMBtu');
78
- expect(v1[1]).toEqual(310000.10);
79
- expect(v1[2]).toEqual('MMBtu');
80
- expect(v1[3]).toEqual('D');
81
- expect(v1[4]).toEqual(1);
82
- expect(v1[5]).toEqual(10000.20);
83
- expect(v1[6]).toEqual(2);
84
- expect(v1[7]).toEqual(1);
85
- expect(v1[8]).toEqual(0);
86
- });
87
- test('expect Hdr view to be on Batch', () => {
88
- const batch = toViews.batch;
89
- const o = batch.toObject();
90
- const hdr = o.StandardHeader;
91
- expect(hdr).toBeTruthy();
92
- expect(hdr.SenderCompID).toEqual('CME');
93
- expect(hdr.TargetCompID).toEqual('ATS_BROKER1');
94
- expect(hdr.SenderSubID).toEqual('STP');
95
- expect(hdr.TargetSubID).toEqual('STP_API_IRAT_T');
96
- });
97
- //# sourceMappingURL=fixml-tc-bi-lateral-parse.test.js.map
@@ -1 +0,0 @@
1
- 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use the compiled interfaces for intelisense\r\nimport 'reflect-metadata'\r\n\r\nimport { ILooseObject } from '../collections/collection'\r\nimport { ITradeCaptureReport, IInstrument, IStandardHeader } from '../types/FIXML50SP2'\r\nimport { IBatch } from '../types/FIXML50SP2/set/batch'\r\nimport { ToViews } from './env/to-views'\r\n\r\nconst testFolder: string = 'examples/FIXML/cme/tc/Delivery Fixed Commodity Swap'\r\nconst toViews: ToViews = new ToViews(testFolder)\r\n\r\nbeforeAll(async () => {\r\n await toViews.load()\r\n}, 45000)\r\n\r\ntest('expect a view from fix msg', () => {\r\n const views = toViews.views\r\n expect(views.length).toEqual(1)\r\n})\r\n\r\ntest('expect a batch view ', () => {\r\n const batch = toViews.batch\r\n expect(batch).toBeTruthy()\r\n const o: IBatch = batch.toObject()\r\n expect(o).toBeTruthy()\r\n const instances: ILooseObject[] = o.Batch\r\n expect(Array.isArray(instances)).toEqual(true)\r\n expect(instances.length).toEqual(1)\r\n})\r\n\r\ntest('expect an instrument', () => {\r\n const views = toViews.views\r\n const t: ITradeCaptureReport = views[0].toObject()\r\n expect(t).toBeTruthy()\r\n const i = t.Instrument\r\n expect(i).toBeTruthy()\r\n})\r\n\r\ntest('check instrument attributes', () => {\r\n const views = toViews.views\r\n const t: ITradeCaptureReport = views[0].toObject()\r\n const i = t.Instrument\r\n expect(i).toBeTruthy()\r\n const iv = views[0].getView('Instrument')\r\n expect(iv).toBeTruthy()\r\n expect(i.SecurityExchange).toEqual('XXXX')\r\n expect(iv.getString('SecurityExchange')).toEqual('XXXX')\r\n expect(iv.getString('SecurityType')).toEqual('CMDTYSWAP')\r\n expect(i.SecurityType).toEqual('CMDTYSWAP')\r\n})\r\n\r\ntest('check instrument groups', () => {\r\n const views = toViews.views\r\n const t: ITradeCaptureReport = views[0].toObject()\r\n const i: IInstrument = t.Instrument\r\n const stream = i.StreamGrp\r\n expect(stream).toBeTruthy()\r\n expect(Array.isArray(stream))\r\n expect(stream.length).toEqual(2)\r\n const grpView = views[0].getView('Instrument.StreamGrp')\r\n expect(grpView).toBeTruthy()\r\n const g0 = grpView.getGroupInstance(0)\r\n const g1 = grpView.getGroupInstance(1)\r\n expect(g0).toBeTruthy()\r\n expect(g1).toBeTruthy()\r\n // TotNotlUOM=\"MMBtu\" TotNotl=\"310000.10\" NotlUOM=\"MMBtu\" NotlUnit=\"D\" NotlPeriod=\"1\" Notl=\"10000.20\" RcvSide=\"1\" PaySide=\"2\" Typ=\"1\"\r\n const keys = ['StreamTotalNotionalUnitOfMeasure', 'StreamTotalNotional', 'StreamNotionalUnitOfMeasure', 'StreamNotionalFrequencyUnit', 'StreamNotionalFrequencyPeriod', 'StreamNotional', 'StreamReceiveSide', 'StreamPaySide', 'StreamType']\r\n\r\n const v0: any[] = g0.getTypedTags(keys)\r\n expect(v0[0]).toEqual('MMBtu')\r\n expect(v0[1]).toEqual(310000.10)\r\n expect(v0[2]).toEqual('MMBtu')\r\n expect(v0[3]).toEqual('D')\r\n expect(v0[4]).toEqual(1)\r\n expect(v0[5]).toEqual(10000.20)\r\n expect(v0[6]).toEqual(1)\r\n expect(v0[7]).toEqual(2)\r\n expect(v0[8]).toEqual(1)\r\n\r\n // TotNotlUOM=\"MMBtu\" TotNotl=\"310000.10\" NotlUOM=\"MMBtu\" NotlUnit=\"D\" NotlPeriod=\"1\" Notl=\"10000.20\" RcvSide=\"2\" PaySide=\"1\" Typ=\"0\">\r\n const v1: any[] = g1.getTypedTags(keys)\r\n expect(v1[0]).toEqual('MMBtu')\r\n expect(v1[1]).toEqual(310000.10)\r\n expect(v1[2]).toEqual('MMBtu')\r\n expect(v1[3]).toEqual('D')\r\n expect(v1[4]).toEqual(1)\r\n expect(v1[5]).toEqual(10000.20)\r\n expect(v1[6]).toEqual(2)\r\n expect(v1[7]).toEqual(1)\r\n expect(v1[8]).toEqual(0)\r\n})\r\n\r\n/*{\r\n\"SenderCompID\": \"CME\",\r\n\"TargetCompID\": \"ATS_BROKER1\",\r\n\"SenderSubID\": \"STP\",\r\n\"TargetSubID\": \"STP_API_IRAT_T\"\r\n*/\r\n\r\ntest('expect Hdr view to be on Batch', () => {\r\n const batch = toViews.batch\r\n const o: IBatch = batch.toObject()\r\n const hdr: IStandardHeader = o.StandardHeader\r\n expect(hdr).toBeTruthy()\r\n expect(hdr.SenderCompID).toEqual('CME')\r\n expect(hdr.TargetCompID).toEqual('ATS_BROKER1')\r\n expect(hdr.SenderSubID).toEqual('STP')\r\n expect(hdr.TargetSubID).toEqual('STP_API_IRAT_T')\r\n})\r\n"]}
@@ -1 +0,0 @@
1
- import 'reflect-metadata';
@@ -1,43 +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 include_graph_1 = require("../dictionary/parser/fixml/include-graph");
14
- const path = require("path");
15
- let includes;
16
- const ver = '5-0-SP2';
17
- const root = path.join(__dirname, `../../data/fix_repo/fixmlschema_FIX.5.0SP2_EP228`);
18
- const dataTypes = `fixml-datatypes-${ver}.xsd`;
19
- const fieldsBase = `fixml-fields-base-${ver}.xsd`;
20
- const fieldsImpl = `fixml-fields-impl-${ver}.xsd`;
21
- const componentsBase = `fixml-components-base-${ver}.xsd`;
22
- const componentsImpl = `fixml-components-impl-${ver}.xsd`;
23
- const main = `fixml-main-${ver}.xsd`;
24
- beforeAll(() => __awaiter(void 0, void 0, void 0, function* () {
25
- includes = new include_graph_1.IncludeGraph(root, main);
26
- yield includes.build();
27
- }), 45000);
28
- test('test resolving node with no dependencies', () => __awaiter(void 0, void 0, void 0, function* () {
29
- expect(includes.resolve(dataTypes)).toEqual([dataTypes]);
30
- }), 1000);
31
- test('test resolving fields base with 1 dependency', () => __awaiter(void 0, void 0, void 0, function* () {
32
- expect(includes.resolve(fieldsBase)).toEqual([dataTypes, fieldsBase]);
33
- }), 1000);
34
- test('test resolving fields impl with 2 dependencies', () => __awaiter(void 0, void 0, void 0, function* () {
35
- expect(includes.resolve(fieldsImpl)).toEqual([dataTypes, fieldsBase, fieldsImpl]);
36
- }), 1000);
37
- test('test resolving components base depends on fields impl', () => __awaiter(void 0, void 0, void 0, function* () {
38
- expect(includes.resolve(componentsBase)).toEqual([dataTypes, fieldsBase, fieldsImpl, componentsBase]);
39
- }), 1000);
40
- test('test resolving components impl depends on components base', () => __awaiter(void 0, void 0, void 0, function* () {
41
- expect(includes.resolve(componentsImpl)).toEqual([dataTypes, fieldsBase, fieldsImpl, componentsBase, componentsImpl]);
42
- }), 1000);
43
- //# sourceMappingURL=includes.test.js.map
@@ -1 +0,0 @@
1
- {"version":3,"file":"includes.test.js","sourceRoot":"","sources":["../../src/test/includes.test.ts"],"names":[],"mappings":";;;;;;;;;;;AAAA,4BAAyB;AAEzB,4EAAuE;AACvE,6BAA4B;AAE5B,IAAI,QAAsB,CAAA;AAC1B,MAAM,GAAG,GAAW,SAAS,CAAA;AAC7B,MAAM,IAAI,GAAW,IAAI,CAAC,IAAI,CAAC,SAAS,EAAE,kDAAkD,CAAC,CAAA;AAC7F,MAAM,SAAS,GAAW,mBAAmB,GAAG,MAAM,CAAA;AACtD,MAAM,UAAU,GAAW,qBAAqB,GAAG,MAAM,CAAA;AACzD,MAAM,UAAU,GAAW,qBAAqB,GAAG,MAAM,CAAA;AACzD,MAAM,cAAc,GAAW,yBAAyB,GAAG,MAAM,CAAA;AACjE,MAAM,cAAc,GAAW,yBAAyB,GAAG,MAAM,CAAA;AAEjE,MAAM,IAAI,GAAW,cAAc,GAAG,MAAM,CAAA;AAE5C,SAAS,CAAC,GAAS,EAAE;IACnB,QAAQ,GAAG,IAAI,4BAAY,CAAC,IAAI,EAAE,IAAI,CAAC,CAAA;IACvC,MAAM,QAAQ,CAAC,KAAK,EAAE,CAAA;AACxB,CAAC,CAAA,EAAE,KAAK,CAAC,CAAA;AAET,IAAI,CAAC,0CAA0C,EAAE,GAAS,EAAE;IAC1D,MAAM,CAAC,QAAQ,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,SAAS,CAAC,CAAC,CAAA;AAC1D,CAAC,CAAA,EAAE,IAAI,CAAC,CAAA;AAER,IAAI,CAAC,8CAA8C,EAAE,GAAS,EAAE;IAC9D,MAAM,CAAC,QAAQ,CAAC,OAAO,CAAC,UAAU,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,SAAS,EAAE,UAAU,CAAC,CAAC,CAAA;AACvE,CAAC,CAAA,EAAE,IAAI,CAAC,CAAA;AAER,IAAI,CAAC,gDAAgD,EAAE,GAAS,EAAE;IAChE,MAAM,CAAC,QAAQ,CAAC,OAAO,CAAC,UAAU,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,SAAS,EAAE,UAAU,EAAE,UAAU,CAAC,CAAC,CAAA;AACnF,CAAC,CAAA,EAAE,IAAI,CAAC,CAAA;AAER,IAAI,CAAC,uDAAuD,EAAE,GAAS,EAAE;IACvE,MAAM,CAAC,QAAQ,CAAC,OAAO,CAAC,cAAc,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,SAAS,EAAE,UAAU,EAAE,UAAU,EAAE,cAAc,CAAC,CAAC,CAAA;AACvG,CAAC,CAAA,EAAE,IAAI,CAAC,CAAA;AAER,IAAI,CAAC,2DAA2D,EAAE,GAAS,EAAE;IAC3E,MAAM,CAAC,QAAQ,CAAC,OAAO,CAAC,cAAc,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,SAAS,EAAE,UAAU,EAAE,UAAU,EAAE,cAAc,EAAE,cAAc,CAAC,CAAC,CAAA;AACvH,CAAC,CAAA,EAAE,IAAI,CAAC,CAAA","sourcesContent":["import 'reflect-metadata'\r\n\r\nimport { IncludeGraph } from '../dictionary/parser/fixml/include-graph'\r\nimport * as path from 'path'\r\n\r\nlet includes: IncludeGraph\r\nconst ver: string = '5-0-SP2'\r\nconst root: string = path.join(__dirname, `../../data/fix_repo/fixmlschema_FIX.5.0SP2_EP228`)\r\nconst dataTypes: string = `fixml-datatypes-${ver}.xsd`\r\nconst fieldsBase: string = `fixml-fields-base-${ver}.xsd`\r\nconst fieldsImpl: string = `fixml-fields-impl-${ver}.xsd`\r\nconst componentsBase: string = `fixml-components-base-${ver}.xsd`\r\nconst componentsImpl: string = `fixml-components-impl-${ver}.xsd`\r\n\r\nconst main: string = `fixml-main-${ver}.xsd`\r\n\r\nbeforeAll(async () => {\r\n includes = new IncludeGraph(root, main)\r\n await includes.build()\r\n}, 45000)\r\n\r\ntest('test resolving node with no dependencies', async () => {\r\n expect(includes.resolve(dataTypes)).toEqual([dataTypes])\r\n}, 1000)\r\n\r\ntest('test resolving fields base with 1 dependency', async () => {\r\n expect(includes.resolve(fieldsBase)).toEqual([dataTypes, fieldsBase])\r\n}, 1000)\r\n\r\ntest('test resolving fields impl with 2 dependencies', async () => {\r\n expect(includes.resolve(fieldsImpl)).toEqual([dataTypes, fieldsBase, fieldsImpl])\r\n}, 1000)\r\n\r\ntest('test resolving components base depends on fields impl', async () => {\r\n expect(includes.resolve(componentsBase)).toEqual([dataTypes, fieldsBase, fieldsImpl, componentsBase])\r\n}, 1000)\r\n\r\ntest('test resolving components impl depends on components base', async () => {\r\n expect(includes.resolve(componentsImpl)).toEqual([dataTypes, fieldsBase, fieldsImpl, componentsBase, componentsImpl])\r\n}, 1000)\r\n"]}
@@ -1 +0,0 @@
1
- import 'reflect-metadata';
@@ -1,93 +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 setup_1 = require("./env/setup");
16
- const segment_type_1 = require("../buffer/segment/segment-type");
17
- const root = path.join(__dirname, '../../data');
18
- let definitions;
19
- let views;
20
- let structure;
21
- let setup = null;
22
- const asStrings = [
23
- 'FIX4.4',
24
- '0000208',
25
- 'A',
26
- 'sender-10',
27
- 'target-20',
28
- '1',
29
- 'sub-a',
30
- '20180610-10:39:01.621',
31
- '2',
32
- '62441',
33
- '20',
34
- 'VgfoSqo56NqSVI1fLdlI',
35
- 'Y',
36
- '4886',
37
- '20',
38
- '1',
39
- 'ipsum',
40
- 'R',
41
- 'N',
42
- 'sit',
43
- 'consectetur',
44
- '49'
45
- ];
46
- beforeAll(() => __awaiter(void 0, void 0, void 0, function* () {
47
- setup = new setup_1.Setup('session/qf-fix44.json', 'session/qf-fix44.json');
48
- yield setup.init();
49
- definitions = setup.serverConfig.definitions;
50
- const config = setup.serverConfig;
51
- views = yield new util_1.FileReplayer(config).replayFixFile(path.join(root, 'examples/FIX.4.4/quickfix/logon/fix.txt'));
52
- if (views && views.length > 0) {
53
- structure = views[0].structure;
54
- }
55
- }), 45000);
56
- test('expect a structure from fix msg', () => {
57
- expect(structure).toBeTruthy();
58
- });
59
- test('Logon structure', () => {
60
- const logon = structure.layout.Logon;
61
- expect(logon).toBeTruthy();
62
- expect(logon.type).toEqual(segment_type_1.SegmentType.Msg);
63
- expect(logon.startPosition).toEqual(0);
64
- expect(logon.startTag).toEqual(8);
65
- expect(logon.endPosition).toEqual(21);
66
- expect(logon.endTag).toEqual(10);
67
- });
68
- test('Logon MsgTypes', () => {
69
- const msgTypes = structure.layout.NoMsgTypes;
70
- expect(msgTypes).toBeTruthy();
71
- expect(msgTypes.type).toEqual(segment_type_1.SegmentType.Group);
72
- expect(msgTypes.delimiterTag).toEqual(372);
73
- expect(msgTypes.delimiterPositions.length).toEqual(1);
74
- expect(msgTypes.delimiterPositions).toEqual([16]);
75
- });
76
- test('Logon Object', () => {
77
- const logonAsObject = views[0].toObject();
78
- expect(logonAsObject).toBeTruthy();
79
- expect(logonAsObject.Username).toEqual('sit');
80
- expect(logonAsObject.Password).toEqual('consectetur');
81
- expect(logonAsObject.NoMsgTypes).toEqual([
82
- {
83
- MsgDirection: 'R',
84
- RefMsgType: 'ipsum'
85
- }
86
- ]);
87
- });
88
- test('values as strings', () => {
89
- const view = views[0];
90
- const strings = view.getStrings();
91
- expect(strings).toEqual(asStrings);
92
- });
93
- //# sourceMappingURL=logon.test.js.map
@@ -1 +0,0 @@
1
- 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'reflect-metadata'\r\n\r\nimport * as path from 'path'\r\nimport { SegmentDescription, Structure, MsgView } from '../buffer'\r\nimport { ILooseObject } from '../collections/collection'\r\nimport { FixDefinitions } from '../dictionary/definition'\r\nimport { FileReplayer } from '../util'\r\nimport { Setup } from './env/setup'\r\nimport { SegmentType } from '../buffer/segment/segment-type'\r\n\r\nconst root: string = path.join(__dirname, '../../data')\r\n\r\nlet definitions: FixDefinitions\r\nlet views: MsgView[]\r\nlet structure: Structure\r\nlet setup: Setup = null\r\n\r\nconst asStrings: string[] = [\r\n 'FIX4.4',\r\n '0000208',\r\n 'A',\r\n 'sender-10',\r\n 'target-20',\r\n '1',\r\n 'sub-a',\r\n '20180610-10:39:01.621',\r\n '2',\r\n '62441',\r\n '20',\r\n 'VgfoSqo56NqSVI1fLdlI',\r\n 'Y',\r\n '4886',\r\n '20',\r\n '1',\r\n 'ipsum',\r\n 'R',\r\n 'N',\r\n 'sit',\r\n 'consectetur',\r\n '49'\r\n]\r\n\r\nbeforeAll(async () => {\r\n setup = new Setup('session/qf-fix44.json','session/qf-fix44.json')\r\n await setup.init()\r\n definitions = setup.serverConfig.definitions\r\n const config = setup.serverConfig\r\n views = await new FileReplayer(config).replayFixFile(path.join(root, 'examples/FIX.4.4/quickfix/logon/fix.txt'))\r\n if (views && views.length > 0) {\r\n structure = views[0].structure\r\n }\r\n}, 45000)\r\n\r\ntest('expect a structure from fix msg', () => {\r\n expect(structure).toBeTruthy()\r\n})\r\n\r\ntest('Logon structure', () => {\r\n const logon: SegmentDescription = structure.layout.Logon\r\n expect(logon).toBeTruthy()\r\n expect(logon.type).toEqual(SegmentType.Msg)\r\n expect(logon.startPosition).toEqual(0)\r\n expect(logon.startTag).toEqual(8)\r\n expect(logon.endPosition).toEqual(21)\r\n expect(logon.endTag).toEqual(10)\r\n})\r\n\r\ntest('Logon MsgTypes', () => {\r\n const msgTypes: SegmentDescription = structure.layout.NoMsgTypes\r\n expect(msgTypes).toBeTruthy()\r\n expect(msgTypes.type).toEqual(SegmentType.Group)\r\n expect(msgTypes.delimiterTag).toEqual(372)\r\n expect(msgTypes.delimiterPositions.length).toEqual(1)\r\n expect(msgTypes.delimiterPositions).toEqual([16])\r\n})\r\n\r\ntest('Logon Object', () => {\r\n const logonAsObject: ILooseObject = views[0].toObject()\r\n expect(logonAsObject).toBeTruthy()\r\n expect(logonAsObject.Username).toEqual('sit')\r\n expect(logonAsObject.Password).toEqual('consectetur')\r\n expect(logonAsObject.NoMsgTypes).toEqual([\r\n {\r\n MsgDirection: 'R',\r\n RefMsgType: 'ipsum'\r\n }])\r\n})\r\n\r\ntest('values as strings', () => {\r\n const view: MsgView = views[0]\r\n const strings: string[] = view.getStrings()\r\n expect(strings).toEqual(asStrings)\r\n})\r\n"]}
@@ -1 +0,0 @@
1
- import 'reflect-metadata';