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.
- package/appveyor.yml +1 -0
- package/dist/buffer/ascii/index.js +5 -1
- package/dist/buffer/ascii/index.js.map +1 -1
- package/dist/buffer/fixml/index.js +5 -1
- package/dist/buffer/fixml/index.js.map +1 -1
- package/dist/buffer/index.js +5 -1
- package/dist/buffer/index.js.map +1 -1
- package/dist/collections/index.js +5 -1
- package/dist/collections/index.js.map +1 -1
- package/dist/config/index.js +5 -1
- package/dist/config/index.js.map +1 -1
- package/dist/dictionary/compiler/index.js +5 -1
- package/dist/dictionary/compiler/index.js.map +1 -1
- package/dist/dictionary/contained/index.js +5 -1
- package/dist/dictionary/contained/index.js.map +1 -1
- package/dist/dictionary/definition/index.js +5 -1
- package/dist/dictionary/definition/index.js.map +1 -1
- package/dist/dictionary/index.js +5 -1
- package/dist/dictionary/index.js.map +1 -1
- package/dist/dictionary/parser/fix-repository/index.js +5 -1
- package/dist/dictionary/parser/fix-repository/index.js.map +1 -1
- package/dist/dictionary/parser/fixml/index.js +5 -1
- package/dist/dictionary/parser/fixml/index.js.map +1 -1
- package/dist/dictionary/parser/index.js +5 -1
- package/dist/dictionary/parser/index.js.map +1 -1
- package/dist/dictionary/parser/quickfix/index.js +5 -1
- package/dist/dictionary/parser/quickfix/index.js.map +1 -1
- package/dist/index.js +5 -1
- package/dist/index.js.map +1 -1
- package/dist/runtime/index.js +5 -1
- package/dist/runtime/index.js.map +1 -1
- package/dist/runtime/session-launcher.js +2 -2
- package/dist/runtime/session-launcher.js.map +1 -1
- package/dist/sample/tcp/skeleton/jsfix.test_client.txt +6 -0
- package/dist/sample/tcp/skeleton/jsfix.test_server.txt +6 -0
- package/dist/sample/tcp/trade-capture/index.js +5 -1
- package/dist/sample/tcp/trade-capture/index.js.map +1 -1
- package/dist/sample/tcp/trade-capture/jsfix.test_client.txt +16 -11
- package/dist/sample/tcp/trade-capture/jsfix.test_server.txt +16 -10
- package/dist/store/index.js +5 -1
- package/dist/store/index.js.map +1 -1
- package/dist/transport/ascii/index.js +5 -1
- package/dist/transport/ascii/index.js.map +1 -1
- package/dist/transport/duplex/index.js +5 -1
- package/dist/transport/duplex/index.js.map +1 -1
- package/dist/transport/factory/index.js +5 -1
- package/dist/transport/factory/index.js.map +1 -1
- package/dist/transport/fixml/index.js +5 -1
- package/dist/transport/fixml/index.js.map +1 -1
- package/dist/transport/http/index.js +5 -1
- package/dist/transport/http/index.js.map +1 -1
- package/dist/transport/index.js +5 -1
- package/dist/transport/index.js.map +1 -1
- package/dist/transport/tcp/index.js +5 -1
- package/dist/transport/tcp/index.js.map +1 -1
- package/dist/transport/tcp/tls-options-factory.js +11 -7
- package/dist/transport/tcp/tls-options-factory.js.map +1 -1
- package/dist/types/FIX.5.0SP2/repo/enum/index.js +5 -1
- package/dist/types/FIX.5.0SP2/repo/enum/index.js.map +1 -1
- package/dist/types/FIX.5.0SP2/repo/index.js +5 -1
- package/dist/types/FIX.5.0SP2/repo/index.js.map +1 -1
- package/dist/types/FIX4.0/repo/enum/index.js +5 -1
- package/dist/types/FIX4.0/repo/enum/index.js.map +1 -1
- package/dist/types/FIX4.0/repo/index.js +5 -1
- package/dist/types/FIX4.0/repo/index.js.map +1 -1
- package/dist/types/FIX4.1/repo/enum/index.js +5 -1
- package/dist/types/FIX4.1/repo/enum/index.js.map +1 -1
- package/dist/types/FIX4.1/repo/index.js +5 -1
- package/dist/types/FIX4.1/repo/index.js.map +1 -1
- package/dist/types/FIX4.2/repo/enum/index.js +5 -1
- package/dist/types/FIX4.2/repo/enum/index.js.map +1 -1
- package/dist/types/FIX4.2/repo/index.js +5 -1
- package/dist/types/FIX4.2/repo/index.js.map +1 -1
- package/dist/types/FIX4.3/repo/enum/index.js +5 -1
- package/dist/types/FIX4.3/repo/enum/index.js.map +1 -1
- package/dist/types/FIX4.3/repo/index.js +5 -1
- package/dist/types/FIX4.3/repo/index.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/enum/index.js +5 -1
- package/dist/types/FIX4.4/quickfix/enum/index.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/index.js +5 -1
- package/dist/types/FIX4.4/quickfix/index.js.map +1 -1
- package/dist/types/FIX4.4/repo/enum/index.js +5 -1
- package/dist/types/FIX4.4/repo/enum/index.js.map +1 -1
- package/dist/types/FIX4.4/repo/index.js +5 -1
- package/dist/types/FIX4.4/repo/index.js.map +1 -1
- package/dist/types/FIXML50SP2/enum/index.js +5 -1
- package/dist/types/FIXML50SP2/enum/index.js.map +1 -1
- package/dist/types/FIXML50SP2/index.js +5 -1
- package/dist/types/FIXML50SP2/index.js.map +1 -1
- package/dist/types/enum/index.js +5 -1
- package/dist/types/enum/index.js.map +1 -1
- package/dist/types/index.js +5 -1
- package/dist/types/index.js.map +1 -1
- package/dist/util/index.js +5 -1
- package/dist/util/index.js.map +1 -1
- package/package.json +14 -14
- package/src/runtime/session-launcher.ts +2 -2
- package/src/transport/tcp/tls-options-factory.ts +13 -7
- package/.eslintrc.js +0 -6
- package/dist/a-session-msg-factory.d.ts +0 -0
- package/dist/a-session-msg-factory.js +0 -1
- package/dist/a-session-msg-factory.js.map +0 -1
- package/dist/ascii-encoder.test.d.ts +0 -0
- package/dist/ascii-encoder.test.js +0 -1
- package/dist/ascii-encoder.test.js.map +0 -1
- package/dist/ascii-parser.test.d.ts +0 -0
- package/dist/ascii-parser.test.js +0 -1
- package/dist/ascii-parser.test.js.map +0 -1
- package/dist/ascii-segment.test.d.ts +0 -0
- package/dist/ascii-segment.test.js +0 -1
- package/dist/ascii-segment.test.js.map +0 -1
- package/dist/ascii-store-replay.test.d.ts +0 -0
- package/dist/ascii-store-replay.test.js +0 -1
- package/dist/ascii-store-replay.test.js.map +0 -1
- package/dist/ascii-tag-pos.test.d.ts +0 -0
- package/dist/ascii-tag-pos.test.js +0 -1
- package/dist/ascii-tag-pos.test.js.map +0 -1
- package/dist/buffer/segment-description.d.ts +0 -26
- package/dist/buffer/segment-description.js +0 -72
- package/dist/buffer/segment-description.js.map +0 -1
- package/dist/buffer/segment-summary.d.ts +0 -13
- package/dist/buffer/segment-summary.js +0 -20
- package/dist/buffer/segment-summary.js.map +0 -1
- package/dist/buffer/segment-type.d.ts +0 -8
- package/dist/buffer/segment-type.js +0 -13
- package/dist/buffer/segment-type.js.map +0 -1
- package/dist/buffer/tag-pos.d.ts +0 -12
- package/dist/buffer/tag-pos.js +0 -55
- package/dist/buffer/tag-pos.js.map +0 -1
- package/dist/buffer/tag-type.d.ts +0 -13
- package/dist/buffer/tag-type.js +0 -18
- package/dist/buffer/tag-type.js.map +0 -1
- package/dist/buffer/tags.d.ts +0 -21
- package/dist/buffer/tags.js +0 -122
- package/dist/buffer/tags.js.map +0 -1
- package/dist/dictionary/parser/fix-repository/repository-msg.d.ts +0 -0
- package/dist/dictionary/parser/fix-repository/repository-msg.js +0 -1
- package/dist/dictionary/parser/fix-repository/repository-msg.js.map +0 -1
- package/dist/execution-report.test.d.ts +0 -0
- package/dist/execution-report.test.js +0 -1
- package/dist/execution-report.test.js.map +0 -1
- package/dist/experiment.d.ts +0 -0
- package/dist/experiment.js +0 -1
- package/dist/experiment.js.map +0 -1
- package/dist/fix-repo-dict.test.d.ts +0 -0
- package/dist/fix-repo-dict.test.js +0 -1
- package/dist/fix-repo-dict.test.js.map +0 -1
- package/dist/fix-session-state-args.d.ts +0 -0
- package/dist/fix-session-state-args.js +0 -1
- package/dist/fix-session-state-args.js.map +0 -1
- package/dist/fix-session-state.d.ts +0 -0
- package/dist/fix-session-state.js +0 -1
- package/dist/fix-session-state.js.map +0 -1
- package/dist/fix-session.d.ts +0 -0
- package/dist/fix-session.js +0 -1
- package/dist/fix-session.js.map +0 -1
- package/dist/fix.txt +0 -1
- package/dist/fixml-alloc-parse.test.d.ts +0 -0
- package/dist/fixml-alloc-parse.test.js +0 -1
- package/dist/fixml-alloc-parse.test.js.map +0 -1
- package/dist/fixml-mkt-data-fut-parse.test.d.ts +0 -0
- package/dist/fixml-mkt-data-fut-parse.test.js +0 -1
- package/dist/fixml-mkt-data-fut-parse.test.js.map +0 -1
- package/dist/fixml-mkt-data-settle-parse.test.d.ts +0 -0
- package/dist/fixml-mkt-data-settle-parse.test.js +0 -1
- package/dist/fixml-mkt-data-settle-parse.test.js.map +0 -1
- package/dist/fixml-tc-bi-lateral-parse.test.d.ts +0 -0
- package/dist/fixml-tc-bi-lateral-parse.test.js +0 -1
- package/dist/fixml-tc-bi-lateral-parse.test.js.map +0 -1
- package/dist/includes.test.d.ts +0 -0
- package/dist/includes.test.js +0 -1
- package/dist/includes.test.js.map +0 -1
- package/dist/launcher.d.ts +0 -0
- package/dist/launcher.js +0 -1
- package/dist/launcher.js.map +0 -1
- package/dist/logon.test.d.ts +0 -0
- package/dist/logon.test.js +0 -1
- package/dist/logon.test.js.map +0 -1
- package/dist/make-fix-session.d.ts +0 -0
- package/dist/make-fix-session.js +0 -1
- package/dist/make-fix-session.js.map +0 -1
- package/dist/memory-store.test.d.ts +0 -0
- package/dist/memory-store.test.js +0 -1
- package/dist/memory-store.test.js.map +0 -1
- package/dist/object.json +0 -691
- package/dist/qf-full-msg.test.d.ts +0 -0
- package/dist/qf-full-msg.test.js +0 -1
- package/dist/qf-full-msg.test.js.map +0 -1
- package/dist/repo-full-ascii-msg.test.d.ts +0 -0
- package/dist/repo-full-ascii-msg.test.js +0 -1
- package/dist/repo-full-ascii-msg.test.js.map +0 -1
- package/dist/runtime/DITokens.d.ts +0 -20
- package/dist/runtime/DITokens.js +0 -25
- package/dist/runtime/DITokens.js.map +0 -1
- package/dist/runtime/app-launcher.d.ts +0 -27
- package/dist/runtime/app-launcher.js +0 -131
- package/dist/runtime/app-launcher.js.map +0 -1
- package/dist/runtime/launcher.d.ts +0 -29
- package/dist/runtime/launcher.js +0 -131
- package/dist/runtime/launcher.js.map +0 -1
- package/dist/sample/launcher.d.ts +0 -29
- package/dist/sample/launcher.js +0 -131
- package/dist/sample/launcher.js.map +0 -1
- package/dist/sample/tcp/trade-capture/app-launher.d.ts +0 -0
- package/dist/sample/tcp/trade-capture/app-launher.js +0 -1
- package/dist/sample/tcp/trade-capture/app-launher.js.map +0 -1
- package/dist/segment-description.d.ts +0 -0
- package/dist/segment-description.js +0 -1
- package/dist/segment-description.js.map +0 -1
- package/dist/segment-summary.d.ts +0 -0
- package/dist/segment-summary.js +0 -1
- package/dist/segment-summary.js.map +0 -1
- package/dist/segment-type.d.ts +0 -0
- package/dist/segment-type.js +0 -1
- package/dist/segment-type.js.map +0 -1
- package/dist/session-description.d.ts +0 -0
- package/dist/session-description.js +0 -1
- package/dist/session-description.js.map +0 -1
- package/dist/session-msg-factory.d.ts +0 -0
- package/dist/session-msg-factory.js +0 -1
- package/dist/session-msg-factory.js.map +0 -1
- package/dist/session-state.d.ts +0 -0
- package/dist/session-state.js +0 -1
- package/dist/session-state.js.map +0 -1
- package/dist/session-state.test.d.ts +0 -0
- package/dist/session-state.test.js +0 -1
- package/dist/session-state.test.js.map +0 -1
- package/dist/session.test.d.ts +0 -0
- package/dist/session.test.js +0 -1
- package/dist/session.test.js.map +0 -1
- package/dist/setup.d.ts +0 -0
- package/dist/setup.js +0 -1
- package/dist/setup.js.map +0 -1
- package/dist/skeleton-runner.d.ts +0 -0
- package/dist/skeleton-runner.js +0 -1
- package/dist/skeleton-runner.js.map +0 -1
- package/dist/structure.json +0 -631
- package/dist/tag-pos.d.ts +0 -0
- package/dist/tag-pos.js +0 -1
- package/dist/tag-pos.js.map +0 -1
- package/dist/tag-type.d.ts +0 -0
- package/dist/tag-type.js +0 -1
- package/dist/tag-type.js.map +0 -1
- package/dist/tags.d.ts +0 -0
- package/dist/tags.js +0 -1
- package/dist/tags.js.map +0 -1
- package/dist/test/ascii-encoder.test.d.ts +0 -1
- package/dist/test/ascii-encoder.test.js +0 -508
- package/dist/test/ascii-encoder.test.js.map +0 -1
- package/dist/test/ascii-parser.test.d.ts +0 -1
- package/dist/test/ascii-parser.test.js +0 -123
- package/dist/test/ascii-parser.test.js.map +0 -1
- package/dist/test/ascii-segment.test.d.ts +0 -1
- package/dist/test/ascii-segment.test.js +0 -86
- package/dist/test/ascii-segment.test.js.map +0 -1
- package/dist/test/ascii-store-replay.test.d.ts +0 -1
- package/dist/test/ascii-store-replay.test.js +0 -92
- package/dist/test/ascii-store-replay.test.js.map +0 -1
- package/dist/test/ascii-tag-pos.test.d.ts +0 -1
- package/dist/test/ascii-tag-pos.test.js +0 -105
- package/dist/test/ascii-tag-pos.test.js.map +0 -1
- package/dist/test/execution-report.test.d.ts +0 -1
- package/dist/test/execution-report.test.js +0 -494
- package/dist/test/execution-report.test.js.map +0 -1
- package/dist/test/experiment.d.ts +0 -23
- package/dist/test/experiment.js +0 -33
- package/dist/test/experiment.js.map +0 -1
- package/dist/test/expieriment.d.ts +0 -23
- package/dist/test/expieriment.js +0 -33
- package/dist/test/expieriment.js.map +0 -1
- package/dist/test/fix-log-replay.test.d.ts +0 -1
- package/dist/test/fix-log-replay.test.js +0 -47
- package/dist/test/fix-log-replay.test.js.map +0 -1
- package/dist/test/fix-repo-dict.test.d.ts +0 -1
- package/dist/test/fix-repo-dict.test.js +0 -128
- package/dist/test/fix-repo-dict.test.js.map +0 -1
- package/dist/test/fixml-alloc-parse.test.d.ts +0 -1
- package/dist/test/fixml-alloc-parse.test.js +0 -161
- package/dist/test/fixml-alloc-parse.test.js.map +0 -1
- package/dist/test/fixml-mkt-data-fut-parse.test.d.ts +0 -1
- package/dist/test/fixml-mkt-data-fut-parse.test.js +0 -61
- package/dist/test/fixml-mkt-data-fut-parse.test.js.map +0 -1
- package/dist/test/fixml-mkt-data-settle-parse.test.d.ts +0 -1
- package/dist/test/fixml-mkt-data-settle-parse.test.js +0 -34
- package/dist/test/fixml-mkt-data-settle-parse.test.js.map +0 -1
- package/dist/test/fixml-tc-bi-lateral-parse.test.d.ts +0 -1
- package/dist/test/fixml-tc-bi-lateral-parse.test.js +0 -97
- package/dist/test/fixml-tc-bi-lateral-parse.test.js.map +0 -1
- package/dist/test/includes.test.d.ts +0 -1
- package/dist/test/includes.test.js +0 -43
- package/dist/test/includes.test.js.map +0 -1
- package/dist/test/logon.test.d.ts +0 -1
- package/dist/test/logon.test.js +0 -93
- package/dist/test/logon.test.js.map +0 -1
- package/dist/test/memory-store.test.d.ts +0 -1
- package/dist/test/memory-store.test.js +0 -78
- package/dist/test/memory-store.test.js.map +0 -1
- package/dist/test/qf-full-msg.test.d.ts +0 -1
- package/dist/test/qf-full-msg.test.js +0 -81
- package/dist/test/qf-full-msg.test.js.map +0 -1
- package/dist/test/repo-full-ascii-msg.test.d.ts +0 -1
- package/dist/test/repo-full-ascii-msg.test.js +0 -87
- package/dist/test/repo-full-ascii-msg.test.js.map +0 -1
- package/dist/test/repo-full-fixml-msg.test.d.ts +0 -1
- package/dist/test/repo-full-fixml-msg.test.js +0 -139
- package/dist/test/repo-full-fixml-msg.test.js.map +0 -1
- package/dist/test/session-state.test.d.ts +0 -1
- package/dist/test/session-state.test.js +0 -73
- package/dist/test/session-state.test.js.map +0 -1
- package/dist/test/session.test.d.ts +0 -1
- package/dist/test/session.test.js +0 -280
- package/dist/test/session.test.js.map +0 -1
- package/dist/test/setup.d.ts +0 -45
- package/dist/test/setup.js +0 -102
- package/dist/test/setup.js.map +0 -1
- package/dist/test/skeleton-runner.d.ts +0 -15
- package/dist/test/skeleton-runner.js +0 -108
- package/dist/test/skeleton-runner.js.map +0 -1
- package/dist/test/time-formatter.test.d.ts +0 -1
- package/dist/test/time-formatter.test.js +0 -80
- package/dist/test/time-formatter.test.js.map +0 -1
- package/dist/test/to-views.d.ts +0 -11
- package/dist/test/to-views.js +0 -56
- package/dist/test/to-views.js.map +0 -1
- package/dist/test/view-decode.test.d.ts +0 -1
- package/dist/test/view-decode.test.js +0 -183
- package/dist/test/view-decode.test.js.map +0 -1
- package/dist/time-formatter.test.d.ts +0 -0
- package/dist/time-formatter.test.js +0 -1
- package/dist/time-formatter.test.js.map +0 -1
- package/dist/to-views.d.ts +0 -0
- package/dist/to-views.js +0 -1
- package/dist/to-views.js.map +0 -1
- package/dist/token.txt +0 -248
- package/dist/transport/FixEntity.d.ts +0 -8
- package/dist/transport/FixEntity.js +0 -12
- package/dist/transport/FixEntity.js.map +0 -1
- package/dist/transport/a-session-msg-factory.d.ts +0 -23
- package/dist/transport/a-session-msg-factory.js +0 -58
- package/dist/transport/a-session-msg-factory.js.map +0 -1
- package/dist/transport/fix-msg-factory.d.ts +0 -15
- package/dist/transport/fix-msg-factory.js +0 -3
- package/dist/transport/fix-msg-factory.js.map +0 -1
- package/dist/transport/fix-session-state-args.d.ts +0 -8
- package/dist/transport/fix-session-state-args.js +0 -3
- package/dist/transport/fix-session-state-args.js.map +0 -1
- package/dist/transport/fix-session-state.d.ts +0 -32
- package/dist/transport/fix-session-state.js +0 -133
- package/dist/transport/fix-session-state.js.map +0 -1
- package/dist/transport/fix-session.d.ts +0 -50
- package/dist/transport/fix-session.js +0 -291
- package/dist/transport/fix-session.js.map +0 -1
- package/dist/transport/make-fix-session.d.ts +0 -5
- package/dist/transport/make-fix-session.js +0 -3
- package/dist/transport/make-fix-session.js.map +0 -1
- package/dist/transport/session-description.d.ts +0 -17
- package/dist/transport/session-description.js +0 -3
- package/dist/transport/session-description.js.map +0 -1
- package/dist/transport/session-msg-factory.d.ts +0 -15
- package/dist/transport/session-msg-factory.js +0 -3
- package/dist/transport/session-msg-factory.js.map +0 -1
- package/dist/transport/session-state.d.ts +0 -25
- package/dist/transport/session-state.js +0 -30
- package/dist/transport/session-state.js.map +0 -1
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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 @@
|
|
|
1
|
-
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'reflect-metadata'\r\n\r\nimport { MsgView } from '../buffer'\r\n// use the compiled interfaces for intelisense\r\n\r\nimport {\r\n IStandardHeader, IInstrument, IPtysSubGrp, IParties, INstdPtysSubGrp,\r\n IAllocationInstruction, IAllocationReport, IOrdAllocGrp } from '../types/FIXML50SP2'\r\n\r\nimport { ToViews } from './env/to-views'\r\nimport * as moment from 'moment'\r\n\r\nconst testFolder: string = 'examples/FIXML/cme/alloc/Clearing System Notifies Allocation to the Claiming Firm - Cross-Exchange'\r\nconst toViews: ToViews = new ToViews(testFolder)\r\n\r\nbeforeAll(async () => {\r\n await toViews.load()\r\n}, 45000)\r\n\r\ntest('expect a view from fix msg', () => {\r\n const views = toViews.views\r\n expect(views.length).toEqual(1)\r\n})\r\n\r\ntest('expect Hdr view to be available', () => {\r\n const views = toViews.views\r\n const v = views[0]\r\n const hdr: MsgView = v.getView('Hdr')\r\n expect(hdr).toBeTruthy()\r\n})\r\n\r\n/*\r\n \"StandardHeader\": {\r\n \"SenderCompID\": \"CME\",\r\n \"TargetCompID\": \"560\",\r\n \"SenderSubID\": \"CME\",\r\n \"TargetSubID\": \"CME\",\r\n \"HopSendingTime\": \"2015-08-13T15:12:09.000Z\"\r\n },\r\n */\r\n\r\ntest('fetch attributes from Hdr', () => {\r\n const views = toViews.views\r\n const v = views[0]\r\n const hdr: IStandardHeader = v.getView('Hdr').toObject() as IStandardHeader\r\n expect(hdr).toBeTruthy()\r\n expect(hdr.SenderCompID).toEqual('CME')\r\n expect(v.getTyped('SID')).toEqual('CME')\r\n expect(v.getTyped('TID')).toEqual('560')\r\n expect(hdr.SenderSubID).toEqual('CME')\r\n expect(hdr.TargetSubID).toEqual('CME')\r\n /*\r\n fails on uni test host\r\n const st = moment('2015-08-13T16:12:09.000Z').utc(false).toDate()\r\n expect(hdr.SendingTime).toEqual(st)\r\n const snt: Date = v.getTyped('SendingTime')\r\n expect(snt).toEqual(st)\r\n */\r\n})\r\n\r\ntest('fetch attributes from main object', () => {\r\n const views = toViews.views\r\n const v = views[0]\r\n const allocation: IAllocationReport = v.toObject() as IAllocationReport\r\n expect(allocation.AllocReportID).toEqual('12E251CB2133225C1CC112533311')\r\n expect(allocation.TradeMatchID).toEqual('12A80D9ED85HI04008310')\r\n expect(allocation.AllocReportType).toEqual(16)\r\n expect(allocation.AllocStatus).toEqual(6)\r\n expect(allocation.TrdType).toEqual(2)\r\n expect(allocation.ExecutingClaimingIndicator).toEqual(1)\r\n expect(allocation.Quantity).toEqual(4)\r\n})\r\n\r\ntest('test complex sub structure OrdAllocGrp', () => {\r\n const views = toViews.views\r\n const v = views[0]\r\n const allocInstruction: IAllocationInstruction = v.toObject()\r\n expect(allocInstruction).toBeTruthy()\r\n expect(allocInstruction.OrdAllocGrp[0].ClOrdID).toEqual('SX1')\r\n})\r\n\r\n/*\r\n\"Instrument\": {\r\n \"BatchID\": \"ED\",\r\n \"InstrumentScopeCFICode\": \"FFDCSO\",\r\n \"RelatedSecurityType\": \"FUT\",\r\n \"RelatedMaturityMonthYear\": \"201512\",\r\n \"DerivativePriceQuoteCurrency\": \"USD\",\r\n \"UnderlyingStreamCommodityExchange\": \"CME\"\r\n},\r\n */\r\n\r\ntest('test instrument on fixml allocation - use abbreviation', () => {\r\n const views = toViews.views\r\n const v = views[0]\r\n const instrument: IInstrument = v.getView('Instrmt').toObject()\r\n expect(instrument).toBeTruthy()\r\n})\r\n\r\ntest('test instrument attributes', () => {\r\n const views = toViews.views\r\n const v = views[0]\r\n const instrument: IInstrument = v.getView('Instrmt').toObject()\r\n expect(instrument).toBeTruthy()\r\n expect(instrument.SecurityID).toEqual('ED')\r\n expect(instrument.CFICode).toEqual('FFDCSO')\r\n expect(instrument.SecurityType).toEqual('FUT')\r\n expect(instrument.MaturityMonthYear).toEqual('201512')\r\n expect(instrument.PriceQuoteCurrency).toEqual('USD')\r\n expect(instrument.SecurityExchange).toEqual('CME')\r\n})\r\n\r\ntest('test instrument on fixml allocation - use full name', () => {\r\n const views = toViews.views\r\n const v = views[0]\r\n const instrument: IInstrument = v.getView('Instrument').toObject()\r\n expect(instrument).toBeTruthy()\r\n})\r\n\r\ntest('test complex sub structure AllocGrp', () => {\r\n const views = toViews.views\r\n const v = views[0]\r\n const allocInstruction: IAllocationInstruction = v.toObject()\r\n expect(allocInstruction).toBeTruthy()\r\n expect(Array.isArray(allocInstruction.AllocGrp)).toBeTruthy()\r\n expect(allocInstruction.AllocGrp.length).toEqual(1)\r\n expect(allocInstruction.AllocGrp[0].AllocQty).toEqual(4)\r\n expect(allocInstruction.AllocGrp[0].IndividualAllocID).toEqual('307006')\r\n expect(allocInstruction.AllocGrp[0].SecondaryIndividualAllocID).toEqual('178004')\r\n expect(allocInstruction.AllocGrp[0].AllocCustomerCapacity).toEqual('4')\r\n expect(allocInstruction.AllocGrp[0].OriginalSecondaryTradeID).toEqual('12A80D9ED85HI040083A')\r\n\r\n})\r\n\r\ntest('test OrdAllocGrp', () => {\r\n const views = toViews.views\r\n const v = views[0]\r\n const ordAlloc: IOrdAllocGrp[] = v.getView('OrdAllocGrp').toObject()\r\n expect(ordAlloc).toBeTruthy()\r\n expect(Array.isArray(ordAlloc)).toBeTruthy()\r\n expect(ordAlloc.length).toEqual(1)\r\n expect(ordAlloc[0].ClOrdID).toEqual('SX1')\r\n})\r\n\r\ntest('main Party Group', () => {\r\n const views = toViews.views\r\n const v = views[0]\r\n const parties: IParties[] = v.getView('Parties').toObject()\r\n expect(parties).toBeTruthy()\r\n expect(Array.isArray(parties)).toBeTruthy()\r\n expect(parties.length).toEqual(4)\r\n expect(parties[0]).toEqual({\r\n PartyID: 'CME',\r\n PartyRole: 21\r\n })\r\n expect(parties[1]).toEqual({\r\n PartyID: 'CME',\r\n PartyRole: 22\r\n })\r\n expect(parties[2]).toEqual({\r\n PartyID: '560',\r\n PartyRole: 1\r\n })\r\n})\r\n\r\ntest('test party sub group', () => {\r\n const views = toViews.views\r\n const v = views[0]\r\n const parties: IPtysSubGrp[] = v.getView('Parties.PtysSubGrp').toObject()\r\n expect(parties).toBeTruthy()\r\n expect(Array.isArray(parties)).toBeTruthy()\r\n expect(parties.length).toEqual(1)\r\n expect(parties[0]).toEqual(\r\n {\r\n PartySubID: '1',\r\n MiscFeeType: '26'\r\n })\r\n})\r\n\r\ntest('test AllocGrp.NestedParties.NstdPtysSubGrp', () => {\r\n const views = toViews.views\r\n const v = views[0]\r\n const parties: INstdPtysSubGrp[] = v.getView('AllocGrp.NestedParties.NstdPtysSubGrp').toObject()\r\n expect(parties).toBeTruthy()\r\n expect(Array.isArray(parties)).toBeTruthy()\r\n expect(parties.length).toEqual(1)\r\n expect(parties[0]).toEqual(\r\n {\r\n NestedPartySubID: '1',\r\n NestedPartySubIDType: 26\r\n })\r\n})\r\n\r\ntest('main attributes', () => {\r\n const views = toViews.views\r\n const v = views[0]\r\n expect(v.getTyped('AllocReportID')).toEqual('12E251CB2133225C1CC112533311')\r\n expect(v.getTyped('TradeMatchID')).toEqual('12A80D9ED85HI04008310')\r\n expect(v.getTyped('AllocReportType')).toEqual(16)\r\n expect(v.getTyped('TrdType')).toEqual(2)\r\n expect(v.getTyped('AvgPx')).toEqual(95.5)\r\n expect(v.getTyped('TradeDate')).toEqual(moment('2015-08-05').utc(true).toDate())\r\n expect(v.getTyped('TradeMatchID')).toEqual('12A80D9ED85HI04008310')\r\n})\r\n"]}
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test('test msg structure', () => {
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test('expect an md group from fix msg', () => {
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{"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"]}
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require("reflect-metadata");
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const to_views_1 = require("./env/to-views");
|
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const testFolder = 'examples/FIXML/cme/md/settle/';
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const toViews = new to_views_1.ToViews(testFolder);
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yield toViews.load();
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test('expect 2 views from fix msg', () => {
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expect(views.length).toEqual(2);
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});
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test('expect 1 batch from fix msg', () => {
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{"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"]}
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const to_views_1 = require("./env/to-views");
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const testFolder = 'examples/FIXML/cme/tc/Delivery Fixed Commodity Swap';
|
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|
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const toViews = new to_views_1.ToViews(testFolder);
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yield toViews.load();
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}), 45000);
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test('expect a view from fix msg', () => {
|
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const views = toViews.views;
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});
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test('expect a batch view ', () => {
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|
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|
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expect(batch).toBeTruthy();
|
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const o = batch.toObject();
|
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expect(o).toBeTruthy();
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const instances = o.Batch;
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expect(Array.isArray(instances)).toEqual(true);
|
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expect(instances.length).toEqual(1);
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});
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test('expect an instrument', () => {
|
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const views = toViews.views;
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|
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const i = t.Instrument;
|
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});
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|
-
test('check instrument attributes', () => {
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|
-
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|
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|
-
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|
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|
-
const i = t.Instrument;
|
|
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|
-
expect(i).toBeTruthy();
|
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|
-
const iv = views[0].getView('Instrument');
|
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|
-
expect(iv).toBeTruthy();
|
|
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|
-
expect(i.SecurityExchange).toEqual('XXXX');
|
|
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|
-
expect(iv.getString('SecurityExchange')).toEqual('XXXX');
|
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|
-
expect(iv.getString('SecurityType')).toEqual('CMDTYSWAP');
|
|
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|
-
expect(i.SecurityType).toEqual('CMDTYSWAP');
|
|
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|
-
});
|
|
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|
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test('check instrument groups', () => {
|
|
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|
-
const views = toViews.views;
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|
-
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|
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-
const i = t.Instrument;
|
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|
-
const stream = i.StreamGrp;
|
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|
-
expect(stream).toBeTruthy();
|
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|
-
expect(Array.isArray(stream));
|
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|
-
expect(stream.length).toEqual(2);
|
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|
-
const grpView = views[0].getView('Instrument.StreamGrp');
|
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|
-
expect(grpView).toBeTruthy();
|
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|
-
const g0 = grpView.getGroupInstance(0);
|
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|
-
const g1 = grpView.getGroupInstance(1);
|
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|
-
expect(g0).toBeTruthy();
|
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|
-
expect(g1).toBeTruthy();
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|
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const keys = ['StreamTotalNotionalUnitOfMeasure', 'StreamTotalNotional', 'StreamNotionalUnitOfMeasure', 'StreamNotionalFrequencyUnit', 'StreamNotionalFrequencyPeriod', 'StreamNotional', 'StreamReceiveSide', 'StreamPaySide', 'StreamType'];
|
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const v0 = g0.getTypedTags(keys);
|
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67
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expect(v0[0]).toEqual('MMBtu');
|
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expect(v0[1]).toEqual(310000.10);
|
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expect(v0[2]).toEqual('MMBtu');
|
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expect(v0[3]).toEqual('D');
|
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expect(v0[4]).toEqual(1);
|
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expect(v0[5]).toEqual(10000.20);
|
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73
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expect(v0[6]).toEqual(1);
|
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expect(v0[7]).toEqual(2);
|
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75
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expect(v0[8]).toEqual(1);
|
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const v1 = g1.getTypedTags(keys);
|
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77
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expect(v1[0]).toEqual('MMBtu');
|
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78
|
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expect(v1[1]).toEqual(310000.10);
|
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expect(v1[2]).toEqual('MMBtu');
|
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80
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expect(v1[3]).toEqual('D');
|
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expect(v1[4]).toEqual(1);
|
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expect(v1[5]).toEqual(10000.20);
|
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expect(v1[6]).toEqual(2);
|
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expect(v1[7]).toEqual(1);
|
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expect(v1[8]).toEqual(0);
|
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});
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test('expect Hdr view to be on Batch', () => {
|
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const batch = toViews.batch;
|
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const o = batch.toObject();
|
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90
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const hdr = o.StandardHeader;
|
|
91
|
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expect(hdr).toBeTruthy();
|
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|
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expect(hdr.SenderCompID).toEqual('CME');
|
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|
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expect(hdr.TargetCompID).toEqual('ATS_BROKER1');
|
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|
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expect(hdr.SenderSubID).toEqual('STP');
|
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|
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expect(hdr.TargetSubID).toEqual('STP_API_IRAT_T');
|
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|
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});
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use the compiled interfaces for intelisense\r\nimport 'reflect-metadata'\r\n\r\nimport { ILooseObject } from '../collections/collection'\r\nimport { ITradeCaptureReport, IInstrument, IStandardHeader } from '../types/FIXML50SP2'\r\nimport { IBatch } from '../types/FIXML50SP2/set/batch'\r\nimport { ToViews } from './env/to-views'\r\n\r\nconst testFolder: string = 'examples/FIXML/cme/tc/Delivery Fixed Commodity Swap'\r\nconst toViews: ToViews = new ToViews(testFolder)\r\n\r\nbeforeAll(async () => {\r\n await toViews.load()\r\n}, 45000)\r\n\r\ntest('expect a view from fix msg', () => {\r\n const views = toViews.views\r\n expect(views.length).toEqual(1)\r\n})\r\n\r\ntest('expect a batch view ', () => {\r\n const batch = toViews.batch\r\n expect(batch).toBeTruthy()\r\n const o: IBatch = batch.toObject()\r\n expect(o).toBeTruthy()\r\n const instances: ILooseObject[] = o.Batch\r\n expect(Array.isArray(instances)).toEqual(true)\r\n expect(instances.length).toEqual(1)\r\n})\r\n\r\ntest('expect an instrument', () => {\r\n const views = toViews.views\r\n const t: ITradeCaptureReport = views[0].toObject()\r\n expect(t).toBeTruthy()\r\n const i = t.Instrument\r\n expect(i).toBeTruthy()\r\n})\r\n\r\ntest('check instrument attributes', () => {\r\n const views = toViews.views\r\n const t: ITradeCaptureReport = views[0].toObject()\r\n const i = t.Instrument\r\n expect(i).toBeTruthy()\r\n const iv = views[0].getView('Instrument')\r\n expect(iv).toBeTruthy()\r\n expect(i.SecurityExchange).toEqual('XXXX')\r\n expect(iv.getString('SecurityExchange')).toEqual('XXXX')\r\n expect(iv.getString('SecurityType')).toEqual('CMDTYSWAP')\r\n expect(i.SecurityType).toEqual('CMDTYSWAP')\r\n})\r\n\r\ntest('check instrument groups', () => {\r\n const views = toViews.views\r\n const t: ITradeCaptureReport = views[0].toObject()\r\n const i: IInstrument = t.Instrument\r\n const stream = i.StreamGrp\r\n expect(stream).toBeTruthy()\r\n expect(Array.isArray(stream))\r\n expect(stream.length).toEqual(2)\r\n const grpView = views[0].getView('Instrument.StreamGrp')\r\n expect(grpView).toBeTruthy()\r\n const g0 = grpView.getGroupInstance(0)\r\n const g1 = grpView.getGroupInstance(1)\r\n expect(g0).toBeTruthy()\r\n expect(g1).toBeTruthy()\r\n // TotNotlUOM=\"MMBtu\" TotNotl=\"310000.10\" NotlUOM=\"MMBtu\" NotlUnit=\"D\" NotlPeriod=\"1\" Notl=\"10000.20\" RcvSide=\"1\" PaySide=\"2\" Typ=\"1\"\r\n const keys = ['StreamTotalNotionalUnitOfMeasure', 'StreamTotalNotional', 'StreamNotionalUnitOfMeasure', 'StreamNotionalFrequencyUnit', 'StreamNotionalFrequencyPeriod', 'StreamNotional', 'StreamReceiveSide', 'StreamPaySide', 'StreamType']\r\n\r\n const v0: any[] = g0.getTypedTags(keys)\r\n expect(v0[0]).toEqual('MMBtu')\r\n expect(v0[1]).toEqual(310000.10)\r\n expect(v0[2]).toEqual('MMBtu')\r\n expect(v0[3]).toEqual('D')\r\n expect(v0[4]).toEqual(1)\r\n expect(v0[5]).toEqual(10000.20)\r\n expect(v0[6]).toEqual(1)\r\n expect(v0[7]).toEqual(2)\r\n expect(v0[8]).toEqual(1)\r\n\r\n // TotNotlUOM=\"MMBtu\" TotNotl=\"310000.10\" NotlUOM=\"MMBtu\" NotlUnit=\"D\" NotlPeriod=\"1\" Notl=\"10000.20\" RcvSide=\"2\" PaySide=\"1\" Typ=\"0\">\r\n const v1: any[] = g1.getTypedTags(keys)\r\n expect(v1[0]).toEqual('MMBtu')\r\n expect(v1[1]).toEqual(310000.10)\r\n expect(v1[2]).toEqual('MMBtu')\r\n expect(v1[3]).toEqual('D')\r\n expect(v1[4]).toEqual(1)\r\n expect(v1[5]).toEqual(10000.20)\r\n expect(v1[6]).toEqual(2)\r\n expect(v1[7]).toEqual(1)\r\n expect(v1[8]).toEqual(0)\r\n})\r\n\r\n/*{\r\n\"SenderCompID\": \"CME\",\r\n\"TargetCompID\": \"ATS_BROKER1\",\r\n\"SenderSubID\": \"STP\",\r\n\"TargetSubID\": \"STP_API_IRAT_T\"\r\n*/\r\n\r\ntest('expect Hdr view to be on Batch', () => {\r\n const batch = toViews.batch\r\n const o: IBatch = batch.toObject()\r\n const hdr: IStandardHeader = o.StandardHeader\r\n expect(hdr).toBeTruthy()\r\n expect(hdr.SenderCompID).toEqual('CME')\r\n expect(hdr.TargetCompID).toEqual('ATS_BROKER1')\r\n expect(hdr.SenderSubID).toEqual('STP')\r\n expect(hdr.TargetSubID).toEqual('STP_API_IRAT_T')\r\n})\r\n"]}
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import 'reflect-metadata';
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@@ -1,43 +0,0 @@
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"use strict";
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var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
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function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
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return new (P || (P = Promise))(function (resolve, reject) {
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step((generator = generator.apply(thisArg, _arguments || [])).next());
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});
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};
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Object.defineProperty(exports, "__esModule", { value: true });
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require("reflect-metadata");
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const include_graph_1 = require("../dictionary/parser/fixml/include-graph");
|
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const path = require("path");
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15
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-
let includes;
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-
const ver = '5-0-SP2';
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const root = path.join(__dirname, `../../data/fix_repo/fixmlschema_FIX.5.0SP2_EP228`);
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const dataTypes = `fixml-datatypes-${ver}.xsd`;
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const fieldsBase = `fixml-fields-base-${ver}.xsd`;
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const fieldsImpl = `fixml-fields-impl-${ver}.xsd`;
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const componentsBase = `fixml-components-base-${ver}.xsd`;
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const componentsImpl = `fixml-components-impl-${ver}.xsd`;
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const main = `fixml-main-${ver}.xsd`;
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beforeAll(() => __awaiter(void 0, void 0, void 0, function* () {
|
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includes = new include_graph_1.IncludeGraph(root, main);
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yield includes.build();
|
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}), 45000);
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test('test resolving node with no dependencies', () => __awaiter(void 0, void 0, void 0, function* () {
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expect(includes.resolve(dataTypes)).toEqual([dataTypes]);
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}), 1000);
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test('test resolving fields base with 1 dependency', () => __awaiter(void 0, void 0, void 0, function* () {
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expect(includes.resolve(fieldsBase)).toEqual([dataTypes, fieldsBase]);
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}), 1000);
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test('test resolving fields impl with 2 dependencies', () => __awaiter(void 0, void 0, void 0, function* () {
|
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expect(includes.resolve(fieldsImpl)).toEqual([dataTypes, fieldsBase, fieldsImpl]);
|
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}), 1000);
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test('test resolving components base depends on fields impl', () => __awaiter(void 0, void 0, void 0, function* () {
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expect(includes.resolve(componentsBase)).toEqual([dataTypes, fieldsBase, fieldsImpl, componentsBase]);
|
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}), 1000);
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test('test resolving components impl depends on components base', () => __awaiter(void 0, void 0, void 0, function* () {
|
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expect(includes.resolve(componentsImpl)).toEqual([dataTypes, fieldsBase, fieldsImpl, componentsBase, componentsImpl]);
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//# sourceMappingURL=includes.test.js.map
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{"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"]}
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package/dist/test/logon.test.js
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'FIX4.4',
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'0000208',
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'A',
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'sender-10',
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'target-20',
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'1',
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'sub-a',
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'20180610-10:39:01.621',
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'2',
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'62441',
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'20',
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'VgfoSqo56NqSVI1fLdlI',
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'Y',
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'4886',
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'20',
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'1',
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'ipsum',
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'R',
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'N',
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'sit',
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'consectetur',
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'49'
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];
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definitions = setup.serverConfig.definitions;
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const config = setup.serverConfig;
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views = yield new util_1.FileReplayer(config).replayFixFile(path.join(root, 'examples/FIX.4.4/quickfix/logon/fix.txt'));
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}
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}), 45000);
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});
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test('Logon structure', () => {
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const logon = structure.layout.Logon;
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expect(logon.type).toEqual(segment_type_1.SegmentType.Msg);
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expect(logon.startPosition).toEqual(0);
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expect(logon.startTag).toEqual(8);
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expect(logon.endPosition).toEqual(21);
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expect(logon.endTag).toEqual(10);
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});
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test('Logon MsgTypes', () => {
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const msgTypes = structure.layout.NoMsgTypes;
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expect(msgTypes).toBeTruthy();
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expect(msgTypes.type).toEqual(segment_type_1.SegmentType.Group);
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expect(msgTypes.delimiterTag).toEqual(372);
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expect(msgTypes.delimiterPositions.length).toEqual(1);
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expect(msgTypes.delimiterPositions).toEqual([16]);
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});
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test('Logon Object', () => {
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const logonAsObject = views[0].toObject();
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expect(logonAsObject).toBeTruthy();
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expect(logonAsObject.Username).toEqual('sit');
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expect(logonAsObject.Password).toEqual('consectetur');
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expect(logonAsObject.NoMsgTypes).toEqual([
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{
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MsgDirection: 'R',
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RefMsgType: 'ipsum'
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}
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]);
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});
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test('values as strings', () => {
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const view = views[0];
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const strings = view.getStrings();
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expect(strings).toEqual(asStrings);
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});
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{"version":3,"file":"logon.test.js","sourceRoot":"","sources":["../../src/test/logon.test.ts"],"names":[],"mappings":";;;;;;;;;;;AAAA,4BAAyB;AAEzB,6BAA4B;AAI5B,kCAAsC;AACtC,uCAAmC;AACnC,iEAA4D;AAE5D,MAAM,IAAI,GAAW,IAAI,CAAC,IAAI,CAAC,SAAS,EAAE,YAAY,CAAC,CAAA;AAEvD,IAAI,WAA2B,CAAA;AAC/B,IAAI,KAAgB,CAAA;AACpB,IAAI,SAAoB,CAAA;AACxB,IAAI,KAAK,GAAU,IAAI,CAAA;AAEvB,MAAM,SAAS,GAAa;IAC1B,QAAQ;IACR,SAAS;IACT,GAAG;IACH,WAAW;IACX,WAAW;IACX,GAAG;IACH,OAAO;IACP,uBAAuB;IACvB,GAAG;IACH,OAAO;IACP,IAAI;IACJ,sBAAsB;IACtB,GAAG;IACH,MAAM;IACN,IAAI;IACJ,GAAG;IACH,OAAO;IACP,GAAG;IACH,GAAG;IACH,KAAK;IACL,aAAa;IACb,IAAI;CACL,CAAA;AAED,SAAS,CAAC,GAAS,EAAE;IACnB,KAAK,GAAG,IAAI,aAAK,CAAC,uBAAuB,EAAC,uBAAuB,CAAC,CAAA;IAClE,MAAM,KAAK,CAAC,IAAI,EAAE,CAAA;IAClB,WAAW,GAAG,KAAK,CAAC,YAAY,CAAC,WAAW,CAAA;IAC5C,MAAM,MAAM,GAAG,KAAK,CAAC,YAAY,CAAA;IACjC,KAAK,GAAG,MAAM,IAAI,mBAAY,CAAC,MAAM,CAAC,CAAC,aAAa,CAAC,IAAI,CAAC,IAAI,CAAC,IAAI,EAAE,yCAAyC,CAAC,CAAC,CAAA;IAChH,IAAI,KAAK,IAAI,KAAK,CAAC,MAAM,GAAG,CAAC,EAAE;QAC7B,SAAS,GAAG,KAAK,CAAC,CAAC,CAAC,CAAC,SAAS,CAAA;KAC/B;AACH,CAAC,CAAA,EAAE,KAAK,CAAC,CAAA;AAET,IAAI,CAAC,iCAAiC,EAAE,GAAG,EAAE;IAC3C,MAAM,CAAC,SAAS,CAAC,CAAC,UAAU,EAAE,CAAA;AAChC,CAAC,CAAC,CAAA;AAEF,IAAI,CAAC,iBAAiB,EAAE,GAAG,EAAE;IAC3B,MAAM,KAAK,GAAuB,SAAS,CAAC,MAAM,CAAC,KAAK,CAAA;IACxD,MAAM,CAAC,KAAK,CAAC,CAAC,UAAU,EAAE,CAAA;IAC1B,MAAM,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,0BAAW,CAAC,GAAG,CAAC,CAAA;IAC3C,MAAM,CAAC,KAAK,CAAC,aAAa,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAA;IACtC,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAA;IACjC,MAAM,CAAC,KAAK,CAAC,WAAW,CAAC,CAAC,OAAO,CAAC,EAAE,CAAC,CAAA;IACrC,MAAM,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,EAAE,CAAC,CAAA;AAClC,CAAC,CAAC,CAAA;AAEF,IAAI,CAAC,gBAAgB,EAAE,GAAG,EAAE;IAC1B,MAAM,QAAQ,GAAuB,SAAS,CAAC,MAAM,CAAC,UAAU,CAAA;IAChE,MAAM,CAAC,QAAQ,CAAC,CAAC,UAAU,EAAE,CAAA;IAC7B,MAAM,CAAC,QAAQ,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,0BAAW,CAAC,KAAK,CAAC,CAAA;IAChD,MAAM,CAAC,QAAQ,CAAC,YAAY,CAAC,CAAC,OAAO,CAAC,GAAG,CAAC,CAAA;IAC1C,MAAM,CAAC,QAAQ,CAAC,kBAAkB,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAA;IACrD,MAAM,CAAC,QAAQ,CAAC,kBAAkB,CAAC,CAAC,OAAO,CAAC,CAAC,EAAE,CAAC,CAAC,CAAA;AACnD,CAAC,CAAC,CAAA;AAEF,IAAI,CAAC,cAAc,EAAE,GAAG,EAAE;IACxB,MAAM,aAAa,GAAiB,KAAK,CAAC,CAAC,CAAC,CAAC,QAAQ,EAAE,CAAA;IACvD,MAAM,CAAC,aAAa,CAAC,CAAC,UAAU,EAAE,CAAA;IAClC,MAAM,CAAC,aAAa,CAAC,QAAQ,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAA;IAC7C,MAAM,CAAC,aAAa,CAAC,QAAQ,CAAC,CAAC,OAAO,CAAC,aAAa,CAAC,CAAA;IACrD,MAAM,CAAC,aAAa,CAAC,UAAU,CAAC,CAAC,OAAO,CAAC;QACvC;YACE,YAAY,EAAE,GAAG;YACjB,UAAU,EAAE,OAAO;SACpB;KAAC,CAAC,CAAA;AACP,CAAC,CAAC,CAAA;AAEF,IAAI,CAAC,mBAAmB,EAAE,GAAG,EAAE;IAC7B,MAAM,IAAI,GAAY,KAAK,CAAC,CAAC,CAAC,CAAA;IAC9B,MAAM,OAAO,GAAa,IAAI,CAAC,UAAU,EAAE,CAAA;IAC3C,MAAM,CAAC,OAAO,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAA;AACpC,CAAC,CAAC,CAAA","sourcesContent":["import '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"]}
|
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1
|
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import 'reflect-metadata';
|