jspurefix 2.2.0 → 2.2.1

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

@@ -0,0 +1,529 @@
+"use strict";
+var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
+    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
+    return new (P || (P = Promise))(function (resolve, reject) {
+        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
+        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
+        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
+        step((generator = generator.apply(thisArg, _arguments || [])).next());
+    });
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+const path = require("path");
+const buffer_1 = require("../buffer");
+const transport_1 = require("../transport");
+const config_1 = require("../config");
+const util_1 = require("../util");
+const quickfix_1 = require("../types/FIX4.4/quickfix");
+const __1 = require("..");
+const ascii_1 = require("../transport/ascii");
+const root = path.join(__dirname, '../../data');
+let definitions;
+let session;
+let encoder;
+let nos;
+let er;
+const localDate = new Date(2018, 6, 25);
+const utcTimeStamp = new Date(Date.UTC(2018, 5, 10, 16, 35, 0, 246));
+const utcDate = new Date(Date.UTC(2018, 5, 10, 0, 0, 0, 0));
+const utcTime = new Date(Date.UTC(2018, 0, 1, 16, 35, 0, 246));
+beforeAll(() => __awaiter(void 0, void 0, void 0, function* () {
+    const sessionDescription = require(path.join(root, 'session/qf-fix44.json'));
+    definitions = yield (0, util_1.getDefinitions)(sessionDescription.application.dictionary);
+    const config = new config_1.JsFixConfig(new ascii_1.AsciiSessionMsgFactory(sessionDescription), definitions, sessionDescription, buffer_1.AsciiChars.Pipe);
+    session = new ascii_1.AsciiMsgTransmitter(config);
+    encoder = new buffer_1.AsciiEncoder(session.buffer, definitions, new buffer_1.TimeFormatter(session.buffer), buffer_1.AsciiChars.Pipe);
+    nos = definitions.message.get('NewOrderSingle');
+    er = definitions.message.get('ExecutionReport');
+}), 45000);
+test('expect a definition ', () => {
+    expect(nos).toBeTruthy();
+});
+function toFix(o, set, enc) {
+    const theEncode = enc ? enc : encoder;
+    session.buffer.reset();
+    if (set) {
+        theEncode.encode(o, set.name);
+    }
+    else {
+        theEncode.encode(o, nos.name);
+    }
+    return session.buffer.toString();
+}
+function toFixMessage(o, msg) {
+    session.encodeMessage(msg.msgType, o);
+    return session.buffer.toString();
+}
+class ParsingResult {
+    constructor(event, msgType, view, contents, parser) {
+        this.event = event;
+        this.msgType = msgType;
+        this.view = view;
+        this.contents = contents;
+        this.parser = parser;
+    }
+}
+function toParse(text, chunks = false) {
+    return new Promise((resolve, reject) => {
+        const parser = new buffer_1.AsciiParser(definitions, new transport_1.StringDuplex(text, chunks).readable, buffer_1.AsciiChars.Pipe);
+        parser.on('error', (e) => {
+            reject(e);
+        });
+        parser.on('msg', (msgType, view) => {
+            resolve(new ParsingResult('msg', msgType, view.clone(), parser.state.elasticBuffer.toString(), parser));
+        });
+        parser.on('done', () => {
+            resolve(new ParsingResult('done', null, null, parser.state.elasticBuffer.toString(), parser));
+        });
+    });
+}
+test('encode heartbeat', () => __awaiter(void 0, void 0, void 0, function* () {
+    const factory = session.config.factory;
+    const hb = factory.heartbeat('test01');
+    const hbd = definitions.message.get('Heartbeat');
+    const fix = toFixMessage(hb, hbd);
+    expect(fix).toBeTruthy();
+    const res = yield toParse(fix);
+    expect(res.event).toEqual('msg');
+    expect(res.msgType).toEqual('0');
+    const len = res.view.getTyped(buffer_1.Tags.BodyLengthTag);
+    const expected = fix.length - '8=FIX4.4|9=0000081|'.length - '10=159|'.length;
+    expect(len).toEqual(expected);
+}));
+test('encode custom header PossDupFlag', () => {
+    const no = {
+        StandardHeader: {
+            PossDupFlag: true
+        }
+    };
+    const fix = toFixMessage(no, definitions.message.get('Heartbeat'));
+    expect(fix).toMatch('43=Y|');
+});
+test('encode custom header PossDupFlag', () => {
+    const no = {
+        StandardHeader: {
+            MsgSeqNum: 9999
+        }
+    };
+    const fix = toFixMessage(no, definitions.message.get('Heartbeat'));
+    expect(fix).toMatch('34=9999|');
+});
+test('encode string ClOrdID ', () => {
+    const no = {};
+    no.ClOrdID = 'Order-a';
+    const fix = toFix(no);
+    expect(fix).toEqual('11=Order-a|');
+});
+test('should not encode empty string', () => {
+    const no = {};
+    no.ClOrdID = '';
+    const fix = toFix(no);
+    expect(fix).toEqual('');
+});
+test('should not encode null string', () => {
+    const no = {};
+    no.ClOrdID = null;
+    const fix = toFix(no);
+    expect(fix).toEqual('');
+});
+test('encode +ve numeric (int) Price ', () => {
+    const no = {};
+    no.Price = 100;
+    const fix = toFix(no);
+    expect(fix).toEqual('44=100|');
+});
+test('encode -ve numeric (int) Price ', () => {
+    const no = {};
+    no.Price = -100;
+    const fix = toFix(no);
+    expect(fix).toEqual('44=-100|');
+});
+test('encode +ve numeric (double 8dp) Price ', () => {
+    const no = {};
+    no.Price = 123.12345678;
+    const fix = toFix(no);
+    expect(fix).toEqual('44=123.12345678|');
+});
+test('encode +ve numeric (double 14dp) Price ', () => {
+    const no = {};
+    no.Price = 123.12345678901234;
+    const fix = toFix(no);
+    expect(fix).toEqual('44=123.12345678901234|');
+});
+test('encode -ve numeric (double 14dp) Price ', () => {
+    const no = {};
+    no.Price = -123.12345678901234;
+    const fix = toFix(no);
+    expect(fix).toEqual('44=-123.12345678901234|');
+});
+test('encode +ve string Price ', () => {
+    const no = {};
+    no.Price = '123.12345678901234';
+    const fix = toFix(no);
+    expect(fix).toEqual('44=123.12345678901234|');
+});
+test('encode LocalDate TradeDate ', () => {
+    const no = {};
+    no.TradeDate = localDate;
+    const fix = toFix(no);
+    expect(fix).toEqual('75=20180725|');
+});
+test('encode UTCTIMESTAMP ExpireTime ', () => {
+    const no = {};
+    no.ExpireTime = utcTimeStamp;
+    const fix = toFix(no);
+    expect(fix).toEqual('126=20180610-16:35:00.246|');
+});
+test('encode UTCTIMESTAMP ExpireTime - check padding', () => {
+    const no = {};
+    no.ExpireTime = new Date(Date.UTC(2018, 0, 1, 0, 0, 0, 1));
+    const fix = toFix(no);
+    expect(fix).toEqual('126=20180101-00:00:00.001|');
+});
+test('encode UTCDATEONLY MDEntryDate', () => {
+    const mdGrp = definitions.component.get('MDFullGrp');
+    expect(mdGrp).toBeTruthy();
+    const grp = {
+        NoMDEntries: [
+            {
+                MDEntryType: '0',
+                MDEntryDate: utcDate
+            }
+        ]
+    };
+    const fix = toFix(grp, mdGrp);
+    expect(fix).toEqual('268=1|269=0|272=20180610|');
+});
+test('encode UTCTIMEONLY MDEntryTime', () => {
+    const mdGrp = definitions.component.get('MDFullGrp');
+    expect(mdGrp).toBeTruthy();
+    const grp = {
+        NoMDEntries: [
+            {
+                MDEntryType: '0',
+                MDEntryTime: utcTime
+            }
+        ]
+    };
+    const fix = toFix(grp, mdGrp);
+    expect(fix).toEqual('268=1|269=0|273=16:35:00.246|');
+});
+function getTCR1() {
+    const d0 = new Date(Date.UTC(2018, 11, 1, 0, 0, 0));
+    const d1 = new Date(Date.UTC(2018, 11, 2, 0, 0, 0));
+    const tcr = {
+        TradeRequestID: 'all-trades',
+        TradeRequestType: quickfix_1.TradeRequestType.AllTrades,
+        SubscriptionRequestType: quickfix_1.SubscriptionRequestType.SnapshotPlusUpdates,
+        TrdCapDtGrp: {
+            NoDates: [
+                {
+                    TransactTime: d0
+                },
+                {
+                    TransactTime: d1
+                }
+            ]
+        }
+    };
+    return tcr;
+}
+test('encode TradeCaptureReportRequest with TransactTime', () => {
+    const tcr = getTCR1();
+    const d = definitions.message.get('TradeCaptureReportRequest');
+    const fix = toFix(tcr, d);
+    expect(fix).toEqual('568=all-trades|569=0|263=1|580=2|60=20181201-00:00:00.000|60=20181202-00:00:00.000|');
+});
+test('encode BOOLEAN (true) ReportToExch', () => {
+    expect(er).toBeTruthy();
+    const e = {};
+    e.ReportToExch = true;
+    const fix = toFix(e, er);
+    expect(fix).toEqual('113=Y|');
+});
+test('encode BOOLEAN (truthy) ReportToExch', () => {
+    expect(er).toBeTruthy();
+    const e = {};
+    e.ReportToExch = 1;
+    const fix = toFix(e, er);
+    expect(fix).toEqual('113=Y|');
+});
+test('encode BOOLEAN (string) ReportToExch', () => {
+    expect(er).toBeTruthy();
+    const e = {};
+    e.ReportToExch = 'TRUE';
+    const fix = toFix(e, er);
+    expect(fix).toEqual('113=Y|');
+});
+test('encode BOOLEAN (false) ReportToExch', () => {
+    expect(er).toBeTruthy();
+    const e = {};
+    e.ReportToExch = false;
+    const fix = toFix(e, er);
+    expect(fix).toEqual('113=N|');
+});
+test('encode BOOLEAN (falsy) ReportToExch', () => {
+    expect(er).toBeTruthy();
+    const e = {};
+    e.ReportToExch = 0;
+    const fix = toFix(e, er);
+    expect(fix).toEqual('113=N|');
+});
+test('encode RawData EncodedText', () => {
+    expect(er).toBeTruthy();
+    const toEncode = 'this is fix';
+    const e = {
+        EncodedText: Buffer.alloc(toEncode.length, toEncode, 'utf8')
+    };
+    const fix = toFix(e, er);
+    expect(fix).toEqual('354=11|355=this is fix|');
+});
+test('encode empty RawData EncodedText', () => {
+    expect(er).toBeTruthy();
+    const toEncode = '';
+    const e = {
+        EncodedText: Buffer.alloc(toEncode.length, toEncode, 'utf8')
+    };
+    const fix = toFix(e, er);
+    expect(fix).toEqual('354=0|355=|');
+});
+function getParties() {
+    return {
+        'Parties': {
+            'NoPartyIDs': [
+                {
+                    'PartyID': 'magna.',
+                    'PartyIDSource': '9',
+                    'PartyRole': 28
+                },
+                {
+                    'PartyID': 'iaculis',
+                    'PartyIDSource': 'F',
+                    'PartyRole': 2
+                }
+            ]
+        }
+    };
+}
+function getPartiesNoPartyID() {
+    return {
+        'Parties': {
+            'NoPartyIDs': [
+                {
+                    'PartyIDSource': '9',
+                    'PartyRole': 28
+                }
+            ]
+        }
+    };
+}
+test('encode repeated group of simple repository Parties', () => {
+    expect(er).toBeTruthy();
+    const e = getParties();
+    const fix = toFix(e, er);
+    expect(fix).toEqual('453=2|448=magna.|447=9|452=28|448=iaculis|447=F|452=2|');
+});
+test('use a carat as log delimiter', () => {
+    expect(er).toBeTruthy();
+    const caratEncoder = new buffer_1.AsciiEncoder(session.buffer, definitions, new buffer_1.TimeFormatter(session.buffer), buffer_1.AsciiChars.Soh, buffer_1.AsciiChars.Carat);
+    const e = getParties();
+    const fix = toFix(e, er, caratEncoder);
+    expect(fix).toEqual('453=2^448=magna.^447=9^452=28^448=iaculis^447=F^452=2^');
+});
+test('use a carat as log delimiter with Soh in buffer to show encoding still works', () => {
+    expect(er).toBeTruthy();
+    const caratEncoder = new buffer_1.AsciiEncoder(session.buffer, definitions, new buffer_1.TimeFormatter(session.buffer), buffer_1.AsciiChars.Soh, buffer_1.AsciiChars.Carat);
+    const e = getParties();
+    const fix = toFix(e, er, caratEncoder);
+    expect(fix).toEqual('453=2^448=magna.^447=9^452=28^448=iaculis^447=F^452=2^');
+    const trimmed = caratEncoder.trim().toString();
+    expect(trimmed).toEqual('453=2
448=magna.
447=9
452=28
448=iaculis
447=F
452=2
');
+});
+test('encode repeated group with no PartyID - should encode', () => {
+    expect(er).toBeTruthy();
+    const e = getPartiesNoPartyID();
+    const fix = toFix(e, er);
+    expect(fix).toEqual('453=1|447=9|452=28|');
+});
+test('encode repeated group with no array - should throw', () => {
+    expect(er).toBeTruthy();
+    const e = {
+        'Parties': {
+            'NoPartyIDs': 'should be an array'
+        }
+    };
+    function run() {
+        toFix(e, er);
+    }
+    expect(run).toThrow(/expected array/);
+});
+test('encode repeated group with empty array', () => {
+    expect(er).toBeTruthy();
+    const e = {
+        'Parties': {
+            'NoPartyIDs': []
+        }
+    };
+    expect(toFix(e, er)).toEqual('453=0|');
+});
+function getInstrument() {
+    return {
+        'Instrument': {
+            'Symbol': 'ac,',
+            'SymbolSfx': 'non',
+            'SecurityID': 'Pellentesque',
+            'SecurityIDSource': 'B',
+            'Product': 2
+        }
+    };
+}
+function getInstrumentNestedGroup() {
+    return {
+        'Instrument': {
+            'Symbol': 'ac,',
+            'SymbolSfx': 'non',
+            'SecurityID': 'Pellentesque',
+            'SecurityIDSource': 'B',
+            'SecAltIDGrp': {
+                'NoSecurityAltID': [
+                    {
+                        'SecurityAltID': 'lorem',
+                        'SecurityAltIDSource': 'consequat'
+                    },
+                    {
+                        'SecurityAltID': 'sapien',
+                        'SecurityAltIDSource': 'tempor'
+                    }
+                ]
+            },
+            'Product': 2
+        }
+    };
+}
+test('encode component', () => {
+    expect(er).toBeTruthy();
+    const e = getInstrument();
+    expect(toFix(e, er)).toEqual('55=ac,|65=non|48=Pellentesque|22=B|460=2|');
+});
+test('encode component nested group', () => {
+    expect(er).toBeTruthy();
+    const e = getInstrumentNestedGroup();
+    expect(toFix(e, er)).toEqual('55=ac,|65=non|48=Pellentesque|22=B|454=2|455=lorem|456=consequat|455=sapien|456=tempor|460=2|');
+});
+test('encode group missing delimiter', () => {
+    expect(er).toBeTruthy();
+    const e = getInstrumentNestedGroup();
+    delete e.Instrument.SecAltIDGrp.NoSecurityAltID[0]['SecurityAltID'];
+    function run() {
+        toFix(e, er);
+    }
+    expect(run).toThrow(/group instance \[1\] inconsisent delimeter 455 expected tag 456/);
+});
+test('encode group not an array of', () => {
+    expect(er).toBeTruthy();
+    const e = {
+        'Instrument': {
+            'Symbol': 'ac,',
+            'SymbolSfx': 'non',
+            'SecurityID': 'Pellentesque',
+            'SecurityIDSource': 'B',
+            'SecAltIDGrp': {
+                'NoSecurityAltID': {
+                    elements: []
+                }
+            },
+            'Product': 2
+        }
+    };
+    function run() {
+        toFix(e, er);
+    }
+    expect(run).toThrow(/expected array instance for group NoSecurityAltID/);
+});
+function getCompID(securityType) {
+    switch (securityType) {
+        case quickfix_1.SecurityType.CommonStock: {
+            return 'DepA';
+        }
+        case quickfix_1.SecurityType.CorporateBond: {
+            return 'DepB';
+        }
+        case quickfix_1.SecurityType.ConvertibleBond: {
+            return 'DepC';
+        }
+        default:
+            return 'DepD';
+    }
+}
+function createOrder(id, symbol, securityType, side, qty, price) {
+    return {
+        StandardHeader: {
+            DeliverToCompID: getCompID(securityType)
+        },
+        ClOrdID: `Cli${id}`,
+        Account: 'MyAcc',
+        Side: side,
+        Price: price,
+        OrdType: quickfix_1.OrdType.Limit,
+        OrderQtyData: {
+            OrderQty: qty
+        },
+        Instrument: {
+            SecurityType: securityType,
+            Symbol: symbol,
+            SecurityID: '459200101',
+            SecurityIDSource: quickfix_1.SecurityIDSource.IsinNumber
+        },
+        TimeInForce: quickfix_1.TimeInForce.Day
+    };
+}
+test('encode custom header 1 - expect DeliverToCompID DepA', () => __awaiter(void 0, void 0, void 0, function* () {
+    const type = quickfix_1.SecurityType.CommonStock;
+    const o1 = createOrder(1, 'MS', type, quickfix_1.Side.Buy, 100, 1000.0);
+    const nosd = definitions.message.get('NewOrderSingle');
+    const fix = toFixMessage(o1, nosd);
+    expect(fix).toBeTruthy();
+    const res = yield toParse(fix);
+    const tag = res.view.getTyped('DeliverToCompID');
+    expect(tag).toEqual('DepA');
+    expect(res.event).toEqual('msg');
+    expect(res.msgType).toEqual(__1.MsgType.NewOrderSingle);
+    const parsed = res.view.toObject();
+    expect(parsed.StandardHeader.DeliverToCompID).toEqual('DepA');
+}));
+test('encode custom header 2 - expect DeliverToCompID DepC', () => __awaiter(void 0, void 0, void 0, function* () {
+    const type = quickfix_1.SecurityType.ConvertibleBond;
+    const o1 = createOrder(1, 'MSCb', type, quickfix_1.Side.Buy, 100, 1000.0);
+    const nosd = definitions.message.get('NewOrderSingle');
+    const fix = toFixMessage(o1, nosd);
+    expect(fix).toBeTruthy();
+    const res = yield toParse(fix);
+    const tag = res.view.getTyped('DeliverToCompID');
+    expect(tag).toEqual('DepC');
+    expect(res.event).toEqual('msg');
+    expect(res.msgType).toEqual(__1.MsgType.NewOrderSingle);
+    const parsed = res.view.toObject();
+    expect(parsed.StandardHeader.DeliverToCompID).toEqual('DepC');
+}));
+test('encode custom header - include MsgSeqNum (for resends we do not want to overwrite)', () => __awaiter(void 0, void 0, void 0, function* () {
+    const type = quickfix_1.SecurityType.ConvertibleBond;
+    const seqNum = 10;
+    const o1 = createOrder(1, 'MSCb', type, quickfix_1.Side.Buy, 100, 1000.0);
+    o1.StandardHeader.MsgSeqNum = seqNum;
+    o1.StandardHeader.PossDupFlag = true;
+    const nosd = definitions.message.get('NewOrderSingle');
+    expect(nosd).toBeTruthy();
+    const fix = toFixMessage(o1, nosd);
+    expect(fix).toBeTruthy();
+    const res = yield toParse(fix);
+    expect(res.event).toEqual('msg');
+    expect(res.msgType).toEqual(__1.MsgType.NewOrderSingle);
+    const parsed = res.view.toObject();
+    const h = parsed.StandardHeader;
+    expect(h.DeliverToCompID).toEqual('DepC');
+    expect(h.MsgSeqNum).toEqual(seqNum);
+    expect(h.BeginString).toEqual('FIX4.4');
+    expect(h.PossDupFlag).toEqual(true);
+    expect(h.MsgType).toEqual(__1.MsgType.NewOrderSingle);
+}));
+//# sourceMappingURL=ascii-encoder.test.js.map

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

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

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

@@ -0,0 +1 @@
+export {};