npm - jspurefix - Versions diffs - 2.2.0 → 2.2.1 - Mend

jspurefix 2.2.0 → 2.2.1

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.

Files changed (2342) hide show

package/dist/test/execution-report.test.js.map ADDED Viewed

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* as path from 'path'\r\nimport { SegmentDescription, SegmentType, MsgView, Structure, AsciiChars } from '../buffer'\r\nimport { ILooseObject } from '../collections/collection'\r\nimport { FixDefinitions } from '../dictionary'\r\nimport { ISessionDescription } from '../transport'\r\nimport { JsFixConfig } from '../config'\r\nimport { IUndInstrmtGrp, IUnderlyingInstrument } from '../types/FIX4.4/quickfix'\r\nimport { replayFixFile, getDefinitions } from '../util'\r\nimport { AsciiMsgTransmitter } 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 views: MsgView[]\r\nlet structure: Structure\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(null, definitions, sessionDescription, AsciiChars.Pipe)\r\n session = new AsciiMsgTransmitter(config)\r\n views = await replayFixFile(definitions, sessionDescription, path.join(root, 'examples/FIX.4.4/quickfix/execution-report/fix.txt'), AsciiChars.Pipe)\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\n/*\r\n[20] 453 (NoPartyIDs) = 3, [21] 448 (PartyID) = magna.\r\n[22] 447 (PartyIDSource) = 9[AUSTRALIAN_BUSINESS_NUMBER], [23] 452 (PartyRole) = 28[CUSTODIAN]\r\n[24] 802 (NoPartySubIDs) = 2, [25] 523 (PartySubID) = et\r\n[26] 803 (PartySubIDType) = 22[SECURITIES_ACCOUNT_NAME], [27] 523 (PartySubID) = leo,\r\n[28] 803 (PartySubIDType) = 10[SECURITIES_ACCOUNT_NUMBER], [29] 448 (PartyID) = iaculis\r\n[30] 447 (PartyIDSource) = F[SETTLEMENT_ENTITY_LOCATION], [31] 452 (PartyRole) = 2[BROKER_OF_CREDIT]\r\n[32] 802 (NoPartySubIDs) = 3, [33] 523 (PartySubID) = Nullam\r\n[34] 803 (PartySubIDType) = 12[REGISTERED_ADDRESS_12], [35] 523 (PartySubID) = lectus,\r\n[36] 803 (PartySubIDType) = 13[REGULATORY_STATUS], [37] 523 (PartySubID) = eget\r\n[38] 803 (PartySubIDType) = 18[REGISTERED_ADDRESS_18], [39] 448 (PartyID) = vitae,\r\n[40] 447 (PartyIDSource) = 9[AUSTRALIAN_BUSINESS_NUMBER], [41] 452 (PartyRole) = 5[INVESTOR_ID]\r\n[42] 802 (NoPartySubIDs) = 1, [43] 523 (PartySubID) = ac\r\n[44] 803 (PartySubIDType) = 6[POSTAL_ADDRESS], [45] 229 (TradeOriginationDate) = 20180528-16:38:03.972\r\n */\r\n\r\ntest('Parties structure', () => {\r\n const parties: SegmentDescription = structure.layout.Parties\r\n const noPartyIDs: SegmentDescription = structure.layout.NoPartyIDs\r\n expect(parties).toBeTruthy()\r\n expect(parties.startPosition === 20)\r\n expect(parties.endPosition === 44)\r\n expect(parties.depth === 1)\r\n expect(parties.type === SegmentType.Component)\r\n expect(noPartyIDs.startPosition === 20)\r\n expect(noPartyIDs.endPosition === 44)\r\n expect(noPartyIDs.depth === 2)\r\n expect(parties.type === SegmentType.Group)\r\n})\r\n\r\ntest('Parties PartySubIDType sub-structure', () => {\r\n const ptysSubGrp: SegmentDescription[] = structure.layout.PtysSubGrp\r\n expect(ptysSubGrp).toBeTruthy()\r\n expect(Array.isArray(ptysSubGrp)).toEqual(true)\r\n expect(ptysSubGrp.length).toEqual(3)\r\n expect(ptysSubGrp[0].startPosition).toEqual(24)\r\n expect(ptysSubGrp[0].type).toEqual(SegmentType.Component)\r\n expect(ptysSubGrp[1].startPosition).toEqual(32)\r\n expect(ptysSubGrp[1].type).toEqual(SegmentType.Component)\r\n expect(ptysSubGrp[2].startPosition).toEqual(42)\r\n expect(ptysSubGrp[2].type).toEqual(SegmentType.Component)\r\n\r\n const noPartySubIDs: SegmentDescription[] = structure.layout.NoPartySubIDs\r\n expect(noPartySubIDs).toBeTruthy()\r\n expect(Array.isArray(noPartySubIDs)).toEqual(true)\r\n expect(noPartySubIDs.length).toEqual(3)\r\n\r\n expect(noPartySubIDs[0].delimiterTag).toEqual(523)\r\n expect(noPartySubIDs[0].type).toEqual(SegmentType.Group)\r\n expect(noPartySubIDs[0].delimiterPositions).toEqual([25, 27])\r\n expect(noPartySubIDs[0].depth).toEqual(4)\r\n\r\n expect(noPartySubIDs[1].delimiterTag).toEqual(523)\r\n expect(noPartySubIDs[1].type).toEqual(SegmentType.Group)\r\n expect(noPartySubIDs[1].delimiterPositions).toEqual([33, 35, 37])\r\n expect(noPartySubIDs[1].depth).toEqual(4)\r\n\r\n expect(noPartySubIDs[2].delimiterTag).toEqual(523)\r\n expect(noPartySubIDs[2].type).toEqual(SegmentType.Group)\r\n expect(noPartySubIDs[2].delimiterPositions).toEqual([43])\r\n expect(noPartySubIDs[2].depth).toEqual(4)\r\n})\r\n\r\n/*\r\n[46] 382 (NoContraBrokers) = 3, [47] 375 (ContraBroker) = Quisque\r\n[48] 337 (ContraTrader) = tincidunt, [49] 437 (ContraTradeQty) = 18171\r\n[50] 438 (ContraTradeTime) = 20180528-16:38:03.972, [51] 655 (ContraLegRefID) = Class\r\n[52] 375 (ContraBroker) = taciti, [53] 337 (ContraTrader) = ad\r\n[54] 437 (ContraTradeQty) = 91261, [55] 438 (ContraTradeTime) = 20180528-16:38:03.972\r\n[56] 655 (ContraLegRefID) = torquent, [57] 375 (ContraBroker) = conubia\r\n[58] 337 (ContraTrader) = per, [59] 437 (ContraTradeQty) = 97017\r\n[60] 438 (ContraTradeTime) = 20180528-16:38:03.972, [61] 655 (ContraLegRefID) = himenaeos.\r\n */\r\n\r\ntest('ContraGrp structure', () => {\r\n const contraGrp: SegmentDescription = structure.layout.ContraGrp\r\n expect(contraGrp).toBeTruthy()\r\n expect(contraGrp.depth).toEqual(1)\r\n expect(contraGrp.type).toEqual(SegmentType.Component)\r\n expect(contraGrp.startPosition).toEqual(46)\r\n expect(contraGrp.endPosition).toEqual(61)\r\n\r\n const noContraBrokers: SegmentDescription = structure.layout.NoContraBrokers\r\n expect(noContraBrokers).toBeTruthy()\r\n expect(noContraBrokers.depth).toEqual(2)\r\n expect(noContraBrokers.type).toEqual(SegmentType.Group)\r\n expect(noContraBrokers.delimiterTag).toEqual(375)\r\n expect(noContraBrokers.delimiterPositions).toEqual([47, 52, 57])\r\n\r\n})\r\n\r\n/*\r\n[82] 635 (ClearingFeeIndicator) = 5[5TH_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT], [83] 55 (Symbol) = ac,\r\n[84] 65 (SymbolSfx) = non, [85] 48 (SecurityID) = Pellentesque\r\n[86] 22 (SecurityIDSource) = B[WERTPAPIER], [87] 454 (NoSecurityAltID) = 2\r\n[88] 455 (SecurityAltID) = lorem, [89] 456 (SecurityAltIDSource) = consequat\r\n[90] 455 (SecurityAltID) = sapien, [91] 456 (SecurityAltIDSource) = tempor\r\n[92] 460 (Product) = 2[COMMODITY], [93] 461 (CFICode) = a\r\n[94] 167 (SecurityType) = SECLOAN[SECURITIES_LOAN], [95] 762 (SecuritySubType) = purus\r\n[96] 200 (MaturityMonthYear) = ut, [97] 541 (MaturityDate) = 20180528-16:38:03.972\r\n[98] 201 (PutOrCall) = 1[CALL], [99] 224 (CouponPaymentDate) = 20180528-16:38:03.972\r\n[100] 225 (IssueDate) = 20180528-16:38:03.972, [101] 239 (RepoCollateralSecurityType) = Proin\r\n[102] 226 (RepurchaseTerm) = 62025, [103] 227 (RepurchaseRate) = 27005\r\n[104] 228 (Factor) = 68810, [105] 255 (CreditRating) = justo\r\n[106] 543 (InstrRegistry) = ut, [107] 470 (CountryOfIssue) = nibh\r\n[108] 471 (StateOrProvinceOfIssue) = at., [109] 472 (LocaleOfIssue) = fermentum\r\n[110] 240 (RedemptionDate) = 20180528-16:38:03.972, [111] 202 (StrikePrice) = 52639\r\n[112] 947 (StrikeCurrency) = 50824, [113] 206 (OptAttribute) = risus,\r\n[114] 231 (ContractMultiplier) = 10378, [115] 223 (CouponRate) = 25946\r\n[116] 207 (SecurityExchange) = placerat, [117] 106 (Issuer) = luctus\r\n[118] 348 (EncodedIssuerLen) = 20, [119] 349 (EncodedIssuer) = zqJsegy0CQ8EyKQ1bmLw\r\n[120] 107 (SecurityDesc) = Vivamus, [121] 350 (EncodedSecurityDescLen) = 20\r\n[122] 351 (EncodedSecurityDesc) = A1xB4jDS31E4zM1xAbk5, [123] 691 (Pool) = mi\r\n[124] 667 (ContractSettlMonth) = arcu, [125] 875 (CPProgram) = 2[4]\r\n[126] 876 (CPRegType) = rhoncus, [127] 864 (NoEvents) = 1\r\n[128] 865 (EventType) = 1[PUT], [129] 866 (EventDate) = 20180528-16:38:03.973\r\n[130] 867 (EventPx) = 16817, [131] 868 (EventText) = amet\r\n[132] 873 (DatedDate) = 20180528-16:38:03.973, [133] 874 (InterestAccrualDate) = 20180528-16:38:03.973\r\n */\r\n\r\ntest('Instrument structure', () => {\r\n const instrument: SegmentDescription = structure.layout.Instrument\r\n expect(instrument).toBeTruthy()\r\n expect(instrument.type).toEqual(SegmentType.Component)\r\n expect(instrument.startPosition).toEqual(83)\r\n expect(instrument.startTag).toEqual(55)\r\n expect(instrument.endPosition).toEqual(133)\r\n expect(instrument.endTag).toEqual(874)\r\n\r\n const noSecurityAltID: SegmentDescription = structure.layout.NoSecurityAltID\r\n expect(noSecurityAltID).toBeTruthy()\r\n expect(noSecurityAltID.type).toEqual(SegmentType.Group)\r\n expect(noSecurityAltID.delimiterTag).toEqual(455)\r\n expect(noSecurityAltID.delimiterPositions).toEqual([88, 90])\r\n})\r\n\r\n/*\r\n[134] 913 (AgreementDesc) = sit, [135] 914 (AgreementID) = eleifend\r\n[136] 915 (AgreementDate) = 20180528-16:38:03.973, [137] 918 (AgreementCurrency) = 78552\r\n[138] 788 (TerminationType) = 2[TERM], [139] 916 (StartDate) = 20180528-16:38:03.973\r\n[140] 917 (EndDate) = 20180528-16:38:03.973, [141] 919 (DeliveryType) = 3[HOLD_IN_CUSTODY]\r\n[142] 898 (MarginRatio) = 13625, [143] 711 (NoUnderlyings) = 2\r\n */\r\n\r\ntest('FinancingDetails structure', () => {\r\n const financingDetails: SegmentDescription = structure.layout.FinancingDetails\r\n expect(financingDetails).toBeTruthy()\r\n expect(financingDetails.depth).toEqual(1)\r\n expect(financingDetails.type).toEqual(SegmentType.Component)\r\n expect(financingDetails.startPosition).toEqual(134)\r\n expect(financingDetails.startTag).toEqual(913)\r\n expect(financingDetails.endPosition).toEqual(142)\r\n expect(financingDetails.endTag).toEqual(898)\r\n})\r\n\r\n/*\r\n[272] 211 (PegOffsetValue) = 38459, [273] 835 (PegMoveType) = 1[FIXED]\r\n[274] 836 (PegOffsetType) = [undefined], [275] 837 (PegLimitType) = 2\r\n[276] 838 (PegRoundDirection) = 2, [277] 840 (PegScope) = 4[NATIONAL_EXCLUDING_LOCAL]\r\n */\r\n\r\ntest('PegInstructions structure', () => {\r\n const pegInstructions: SegmentDescription = structure.layout.PegInstructions\r\n expect(pegInstructions).toBeTruthy()\r\n expect(pegInstructions.depth).toEqual(1)\r\n expect(pegInstructions.type).toEqual(SegmentType.Component)\r\n expect(pegInstructions.startPosition).toEqual(272)\r\n expect(pegInstructions.startTag).toEqual(211)\r\n expect(pegInstructions.endPosition).toEqual(277)\r\n expect(pegInstructions.endTag).toEqual(840)\r\n})\r\n\r\n/*\r\n[278] 388 (DiscretionInst) = 2[RELATED_TO_PRIMARY_PRICE], [279] 389 (DiscretionOffsetValue) = 48430\r\n[280] 841 (DiscretionMoveType) = 1[FIXED], [281] 842 (DiscretionOffsetType) = 3[PRICE_TIER]\r\n[282] 843 (DiscretionLimitType) = 2, [283] 844 (DiscretionRoundDirection) = 2\r\n[284] 846 (DiscretionScope) = 4[NATIONAL_EXCLUDING_LOCAL], [285] 839 (PeggedPrice) = 18644\r\n */\r\n\r\ntest('DiscretionInstructions structure', () => {\r\n const discretionInstructions: SegmentDescription = structure.layout.DiscretionInstructions\r\n expect(discretionInstructions).toBeTruthy()\r\n expect(discretionInstructions.depth).toEqual(1)\r\n expect(discretionInstructions.type).toEqual(SegmentType.Component)\r\n expect(discretionInstructions.startPosition).toEqual(278)\r\n expect(discretionInstructions.startTag).toEqual(388)\r\n expect(discretionInstructions.endPosition).toEqual(284)\r\n expect(discretionInstructions.endTag).toEqual(846)\r\n})\r\n\r\n/*\r\n[324] 12 (Commission) = 3339, [325] 13 (CommType) = 1[PER_UNIT]\r\n[326] 479 (CommCurrency) = 25841, [327] 497 (FundRenewWaiv) = N[NO]\r\n */\r\ntest('CommissionData structure', () => {\r\n const commisionData: SegmentDescription = structure.layout.CommissionData\r\n expect(commisionData).toBeTruthy()\r\n expect(commisionData.depth).toEqual(1)\r\n expect(commisionData.type).toEqual(SegmentType.Component)\r\n expect(commisionData.startPosition).toEqual(324)\r\n expect(commisionData.startTag).toEqual(12)\r\n expect(commisionData.endPosition).toEqual(327)\r\n expect(commisionData.endTag).toEqual(497)\r\n})\r\n\r\n/*\r\n[328] 218 (Spread) = 72687, [329] 220 (BenchmarkCurveCurrency) = 84249\r\n[330] 221 (BenchmarkCurveName) = Pellentesque, [331] 222 (BenchmarkCurvePoint) = luctus\r\n[332] 662 (BenchmarkPrice) = 90721, [333] 663 (BenchmarkPriceType) = 66615\r\n[334] 699 (BenchmarkSecurityID) = et, [335] 761 (BenchmarkSecurityIDSource) = nunc.\r\n */\r\n\r\ntest('SpreadOrBenchmarkCurveData structure', () => {\r\n const spreadBenchData: SegmentDescription = structure.layout.SpreadOrBenchmarkCurveData\r\n expect(spreadBenchData).toBeTruthy()\r\n expect(spreadBenchData.depth).toEqual(1)\r\n expect(spreadBenchData.type).toEqual(SegmentType.Component)\r\n expect(spreadBenchData.startPosition).toEqual(328)\r\n expect(spreadBenchData.startTag).toEqual(218)\r\n expect(spreadBenchData.endPosition).toEqual(335)\r\n expect(spreadBenchData.endTag).toEqual(761)\r\n})\r\n\r\n/*\r\n[336] 235 (YieldType) = INVERSEFLOATER[INVERSE_FLOATER_BOND_YIELD], [337] 236 (Yield) = 34183\r\n[338] 701 (YieldCalcDate) = 20180528-16:38:03.973, [339] 696 (YieldRedemptionDate) = 20180528-16:38:03.973\r\n[340] 697 (YieldRedemptionPrice) = 3652, [341] 698 (YieldRedemptionPriceType) = 10535\r\n */\r\n\r\ntest('YieldData structure', () => {\r\n const yieldData: SegmentDescription = structure.layout.YieldData\r\n expect(yieldData).toBeTruthy()\r\n expect(yieldData.depth).toEqual(1)\r\n expect(yieldData.type).toEqual(SegmentType.Component)\r\n expect(yieldData.startPosition).toEqual(336)\r\n expect(yieldData.startTag).toEqual(235)\r\n expect(yieldData.endPosition).toEqual(341)\r\n expect(yieldData.endTag).toEqual(698)\r\n})\r\n\r\n/*\r\n[384] 851 (LastLiquidityInd) = 3[LIQUIDITY_ROUTED_OUT], [385] 518 (NoContAmts) = 3\r\n[386] 519 (ContAmtType) = 5[DISCOUNT_AMOUNT], [387] 520 (ContAmtValue) = 95673\r\n[388] 521 (ContAmtCurr) = 87528, [389] 519 (ContAmtType) = 14[FUND_BASED_RENEWAL_COMMISSION_AMOUNT_14]\r\n[390] 520 (ContAmtValue) = 56344, [391] 521 (ContAmtCurr) = 46066\r\n[392] 519 (ContAmtType) = 11[FUND_BASED_RENEWAL_COMMISSION], [393] 520 (ContAmtValue) = 94762\r\n[394] 521 (ContAmtCurr) = 6779, [395] 555 (NoLegs) = 3\r\n */\r\n\r\ntest('ContAmtGrp structure', () => {\r\n const contAmtGrp: SegmentDescription = structure.layout.ContAmtGrp\r\n expect(contAmtGrp).toBeTruthy()\r\n expect(contAmtGrp.depth).toEqual(1)\r\n expect(contAmtGrp.type).toEqual(SegmentType.Component)\r\n expect(contAmtGrp.startPosition).toEqual(385)\r\n expect(contAmtGrp.startTag).toEqual(518)\r\n expect(contAmtGrp.endPosition).toEqual(394)\r\n expect(contAmtGrp.endTag).toEqual(521)\r\n\r\n const noContAmts: SegmentDescription = structure.layout.NoContAmts\r\n expect(noContAmts).toBeTruthy()\r\n expect(noContAmts.depth).toEqual(2)\r\n expect(noContAmts.type).toEqual(SegmentType.Group)\r\n expect(noContAmts.startPosition).toEqual(385)\r\n expect(noContAmts.startTag).toEqual(518)\r\n expect(noContAmts.endPosition).toEqual(394)\r\n expect(noContAmts.endTag).toEqual(521)\r\n expect(noContAmts.delimiterTag).toEqual(519)\r\n expect(noContAmts.delimiterPositions).toEqual([386, 389, 392])\r\n})\r\n\r\n/*\r\n[636] 136 (NoMiscFees) = 2, [637] 137 (MiscFeeAmt) = 56059\r\n[638] 138 (MiscFeeCurr) = 92115, [639] 139 (MiscFeeType) = 7[OTHER]\r\n[640] 891 (MiscFeeBasis) = [undefined], [641] 137 (MiscFeeAmt) = 93185\r\n[642] 138 (MiscFeeCurr) = 72195, [643] 139 (MiscFeeType) = 12[AGENT]\r\n[644] 891 (MiscFeeBasis) = [undefined], [645] 10 (CheckSum) = 59\r\n */\r\n\r\ntest('MiscFeesGrp structure', () => {\r\n const miscFees: SegmentDescription = structure.layout.MiscFeesGrp\r\n expect(miscFees).toBeTruthy()\r\n expect(miscFees.depth).toEqual(1)\r\n expect(miscFees.type).toEqual(SegmentType.Component)\r\n expect(miscFees.startPosition).toEqual(636)\r\n expect(miscFees.startTag).toEqual(136)\r\n expect(miscFees.endPosition).toEqual(644)\r\n expect(miscFees.endTag).toEqual(891)\r\n\r\n const noMiscfees: SegmentDescription = structure.layout.NoMiscFees\r\n expect(noMiscfees).toBeTruthy()\r\n expect(noMiscfees.depth).toEqual(2)\r\n expect(noMiscfees.type).toEqual(SegmentType.Group)\r\n expect(noMiscfees.startPosition).toEqual(636)\r\n expect(noMiscfees.startTag).toEqual(136)\r\n expect(noMiscfees.endPosition).toEqual(644)\r\n expect(noMiscfees.endTag).toEqual(891)\r\n expect(noMiscfees.delimiterTag).toEqual(137)\r\n expect(noMiscfees.delimiterPositions).toEqual([637, 641])\r\n})\r\n\r\n/*\r\n[142] 898 (MarginRatio) = 13625, [143] 711 (NoUnderlyings) = 2\r\n[144] 311 (UnderlyingSymbol) = massa., [145] 312 (UnderlyingSymbolSfx) = metus\r\n[146] 309 (UnderlyingSecurityID) = maximus, [147] 305 (UnderlyingSecurityIDSource) = facilisis\r\n[148] 457 (NoUnderlyingSecurityAltID) = 3, [149] 458 (UnderlyingSecurityAltID) = ornare\r\n[150] 459 (UnderlyingSecurityAltIDSource) = magna., [151] 458 (UnderlyingSecurityAltID) = non\r\n[152] 459 (UnderlyingSecurityAltIDSource) = at, [153] 458 (UnderlyingSecurityAltID) = hendrerit\r\n[154] 459 (UnderlyingSecurityAltIDSource) = Pellentesque, [155] 462 (UnderlyingProduct) = 89682\r\n[156] 463 (UnderlyingCFICode) = arcu,, [157] 310 (UnderlyingSecurityType) = eu\r\n[158] 763 (UnderlyingSecuritySubType) = vitae,, [159] 313 (UnderlyingMaturityMonthYear) = ut\r\n[160] 542 (UnderlyingMaturityDate) = 20180528-16:38:03.973, [161] 315 (UnderlyingPutOrCall) = 81619\r\n[162] 241 (UnderlyingCouponPaymentDate) = 20180528-16:38:03.973, [163] 242 (UnderlyingIssueDate) = 20180528-16:38:03.973\r\n[164] 243 (UnderlyingRepoCollateralSecurityType) = Aliquam, [165] 244 (UnderlyingRepurchaseTerm) = 1819\r\n[166] 245 (UnderlyingRepurchaseRate) = 12004, [167] 246 (UnderlyingFactor) = 81916\r\n[168] 256 (UnderlyingCreditRating) = erat, [169] 595 (UnderlyingInstrRegistry) = tellus\r\n[170] 592 (UnderlyingCountryOfIssue) = in, [171] 593 (UnderlyingStateOrProvinceOfIssue) = nisi\r\n[172] 594 (UnderlyingLocaleOfIssue) = Interdum, [173] 247 (UnderlyingRedemptionDate) = 20180528-16:38:03.973\r\n[174] 316 (UnderlyingStrikePrice) = 46328, [175] 941 (UnderlyingStrikeCurrency) = 21536\r\n[176] 317 (UnderlyingOptAttribute) = malesuada, [177] 436 (UnderlyingContractMultiplier) = 83404\r\n[178] 435 (UnderlyingCouponRate) = 1709, [179] 308 (UnderlyingSecurityExchange) = ac\r\n[180] 306 (UnderlyingIssuer) = ipsum, [181] 362 (EncodedUnderlyingIssuerLen) = 20\r\n[182] 363 (EncodedUnderlyingIssuer) = gJ40LPqdkNUGQxMisPLk, [183] 307 (UnderlyingSecurityDesc) = in\r\n[184] 364 (EncodedUnderlyingSecurityDescLen) = 20, [185] 365 (EncodedUnderlyingSecurityDesc) = RUQjbmg6gsPoWBsuwDCh\r\n[186] 877 (UnderlyingCPProgram) = Ut, [187] 878 (UnderlyingCPRegType) = massa\r\n[188] 318 (UnderlyingCurrency) = 47704, [189] 879 (UnderlyingQty) = 31703\r\n[190] 810 (UnderlyingPx) = 60977, [191] 882 (UnderlyingDirtyPrice) = 67361\r\n[192] 883 (UnderlyingEndPrice) = 51785, [193] 884 (UnderlyingStartValue) = 80625\r\n[194] 885 (UnderlyingCurrentValue) = 29888, [195] 886 (UnderlyingEndValue) = 49266\r\n[196] 887 (NoUnderlyingStips) = 3, [197] 888 (UnderlyingStipType) = cursus\r\n[198] 889 (UnderlyingStipValue) = Vivamus, [199] 888 (UnderlyingStipType) = convallis\r\n[200] 889 (UnderlyingStipValue) = nec, [201] 888 (UnderlyingStipType) = urna\r\n[202] 889 (UnderlyingStipValue) = vitae., [203] 311 (UnderlyingSymbol) = erat\r\n[204] 312 (UnderlyingSymbolSfx) = In, [205] 309 (UnderlyingSecurityID) = feugiat\r\n[206] 305 (UnderlyingSecurityIDSource) = ut, [207] 457 (NoUnderlyingSecurityAltID) = 1\r\n[208] 458 (UnderlyingSecurityAltID) = Quisque, [209] 459 (UnderlyingSecurityAltIDSource) = tortor\r\n[210] 462 (UnderlyingProduct) = 36068, [211] 463 (UnderlyingCFICode) = est\r\n[212] 310 (UnderlyingSecurityType) = Lorem, [213] 763 (UnderlyingSecuritySubType) = dolor\r\n[214] 313 (UnderlyingMaturityMonthYear) = amet,, [215] 542 (UnderlyingMaturityDate) = 20180528-16:38:03.973\r\n[216] 315 (UnderlyingPutOrCall) = 94032, [217] 241 (UnderlyingCouponPaymentDate) = 20180528-16:38:03.973\r\n[218] 242 (UnderlyingIssueDate) = 20180528-16:38:03.973, [219] 243 (UnderlyingRepoCollateralSecurityType) = adipiscing\r\n[220] 244 (UnderlyingRepurchaseTerm) = 17712, [221] 245 (UnderlyingRepurchaseRate) = 95092\r\n[222] 246 (UnderlyingFactor) = 82914, [223] 256 (UnderlyingCreditRating) = Nunc\r\n[224] 595 (UnderlyingInstrRegistry) = orci,, [225] 592 (UnderlyingCountryOfIssue) = vel\r\n[226] 593 (UnderlyingStateOrProvinceOfIssue) = sed,, [227] 594 (UnderlyingLocaleOfIssue) = cursus\r\n[228] 247 (UnderlyingRedemptionDate) = 20180528-16:38:03.973, [229] 316 (UnderlyingStrikePrice) = 84513\r\n[230] 941 (UnderlyingStrikeCurrency) = 31556, [231] 317 (UnderlyingOptAttribute) = Aenean\r\n[232] 436 (UnderlyingContractMultiplier) = 8879, [233] 435 (UnderlyingCouponRate) = 68005\r\n[234] 308 (UnderlyingSecurityExchange) = diam, [235] 306 (UnderlyingIssuer) = Aenean\r\n[236] 362 (EncodedUnderlyingIssuerLen) = 20, [237] 363 (EncodedUnderlyingIssuer) = VxRjId4eWuuNiBYgjNpp\r\n[238] 307 (UnderlyingSecurityDesc) = viverra, [239] 364 (EncodedUnderlyingSecurityDescLen) = 20\r\n[240] 365 (EncodedUnderlyingSecurityDesc) = fwlY5CmVswvapjFalVLb, [241] 877 (UnderlyingCPProgram) = non\r\n[242] 878 (UnderlyingCPRegType) = neque., [243] 318 (UnderlyingCurrency) = 53806\r\n[244] 879 (UnderlyingQty) = 26390, [245] 810 (UnderlyingPx) = 32442\r\n[246] 882 (UnderlyingDirtyPrice) = 82617, [247] 883 (UnderlyingEndPrice) = 86326\r\n[248] 884 (UnderlyingStartValue) = 34911, [249] 885 (UnderlyingCurrentValue) = 46867\r\n[250] 886 (UnderlyingEndValue) = 94014, [251] 887 (NoUnderlyingStips) = 3\r\n[252] 888 (UnderlyingStipType) = arcu, [253] 889 (UnderlyingStipValue) = dignissim\r\n[254] 888 (UnderlyingStipType) = auctor, [255] 889 (UnderlyingStipValue) = maximus\r\n[256] 888 (UnderlyingStipType) = quam., [257] 889 (UnderlyingStipValue) = varius\r\n */\r\n\r\ntest('UndInstrmtGrp structure', () => {\r\n const undInstrmtGrp: SegmentDescription = structure.layout.UndInstrmtGrp\r\n expect(undInstrmtGrp).toBeTruthy()\r\n expect(undInstrmtGrp.type).toEqual(SegmentType.Component)\r\n expect(undInstrmtGrp.startPosition).toEqual(143)\r\n expect(undInstrmtGrp.startTag).toEqual(711)\r\n expect(undInstrmtGrp.endPosition).toEqual(257)\r\n expect(undInstrmtGrp.endTag).toEqual(889)\r\n expect(undInstrmtGrp.depth).toEqual(1)\r\n\r\n const noUnderlyings: SegmentDescription = structure.layout.NoUnderlyings\r\n expect(noUnderlyings).toBeTruthy()\r\n expect(noUnderlyings.delimiterTag).toEqual(311)\r\n expect(noUnderlyings.delimiterPositions).toEqual([144, 203])\r\n expect(noUnderlyings.depth).toEqual(2)\r\n expect(noUnderlyings.type).toEqual(SegmentType.Group)\r\n\r\n const underlyingInstrument: SegmentDescription[] = structure.layout.UnderlyingInstrument\r\n expect(underlyingInstrument).toBeTruthy()\r\n expect(underlyingInstrument.length).toEqual(2)\r\n expect(underlyingInstrument).toBeTruthy()\r\n\r\n expect(underlyingInstrument[0].startPosition).toEqual(144)\r\n expect(underlyingInstrument[0].startTag).toEqual(311)\r\n expect(underlyingInstrument[0].endPosition).toEqual(202)\r\n expect(underlyingInstrument[0].endTag).toEqual(889)\r\n expect(underlyingInstrument[0].depth).toEqual(3)\r\n expect(underlyingInstrument[0].type).toEqual(SegmentType.Component)\r\n\r\n expect(underlyingInstrument[1].startPosition).toEqual(203)\r\n expect(underlyingInstrument[1].startTag).toEqual(311)\r\n expect(underlyingInstrument[1].endPosition).toEqual(257)\r\n expect(underlyingInstrument[1].endTag).toEqual(889)\r\n expect(underlyingInstrument[1].depth).toEqual(3)\r\n expect(underlyingInstrument[1].type).toEqual(SegmentType.Component)\r\n\r\n const undSecAltIDGrp: SegmentDescription[] = structure.layout.UndSecAltIDGrp\r\n expect(undSecAltIDGrp.length).toEqual(2)\r\n expect(undSecAltIDGrp[0].startPosition).toEqual(148)\r\n expect(undSecAltIDGrp[0].startTag).toEqual(457)\r\n expect(undSecAltIDGrp[0].endPosition).toEqual(154)\r\n expect(undSecAltIDGrp[0].endTag).toEqual(459)\r\n expect(undSecAltIDGrp[0].depth).toEqual(4)\r\n expect(undSecAltIDGrp[0].type).toEqual(SegmentType.Component)\r\n\r\n expect(undSecAltIDGrp[1].startPosition).toEqual(207)\r\n expect(undSecAltIDGrp[1].startTag).toEqual(457)\r\n expect(undSecAltIDGrp[1].endPosition).toEqual(209)\r\n expect(undSecAltIDGrp[1].endTag).toEqual(459)\r\n expect(undSecAltIDGrp[1].depth).toEqual(4)\r\n expect(undSecAltIDGrp[1].type).toEqual(SegmentType.Component)\r\n\r\n const noUnderlyingSecurityAltID: SegmentDescription[] = structure.layout.NoUnderlyingSecurityAltID\r\n expect(noUnderlyingSecurityAltID.length).toEqual(2)\r\n expect(noUnderlyingSecurityAltID).toBeTruthy()\r\n\r\n expect(noUnderlyingSecurityAltID[0].depth).toEqual(5)\r\n expect(noUnderlyingSecurityAltID[0].delimiterTag).toEqual(458)\r\n expect(noUnderlyingSecurityAltID[0].type).toEqual(SegmentType.Group)\r\n expect(noUnderlyingSecurityAltID[0].startPosition).toEqual(148)\r\n expect(noUnderlyingSecurityAltID[0].endPosition).toEqual(154)\r\n expect(noUnderlyingSecurityAltID[0].delimiterPositions).toEqual([149, 151, 153])\r\n\r\n expect(noUnderlyingSecurityAltID[1].depth).toEqual(5)\r\n expect(noUnderlyingSecurityAltID[1].delimiterTag).toEqual(458)\r\n expect(noUnderlyingSecurityAltID[1].type).toEqual(SegmentType.Group)\r\n expect(noUnderlyingSecurityAltID[1].startPosition).toEqual(207)\r\n expect(noUnderlyingSecurityAltID[1].endPosition).toEqual(209)\r\n expect(noUnderlyingSecurityAltID[1].delimiterPositions).toEqual([208])\r\n\r\n const boundNoUnderlyingSecurityAltID: SegmentDescription = structure.firstContainedWithin(\r\n 'NoUnderlyingSecurityAltID',\r\n underlyingInstrument[1])\r\n expect(boundNoUnderlyingSecurityAltID).toBeTruthy()\r\n})\r\n\r\n/*\r\n[394] 521 (ContAmtCurr) = 6779, [395] 555 (NoLegs) = 3\r\n[396] 600 (LegSymbol) = posuere, [397] 601 (LegSymbolSfx) = nibh.\r\n[398] 602 (LegSecurityID) = ornare,, [399] 603 (LegSecurityIDSource) = semper\r\n[400] 604 (NoLegSecurityAltID) = 3, [401] 605 (LegSecurityAltID) = laoreet,\r\n[402] 606 (LegSecurityAltIDSource) = odio, [403] 605 (LegSecurityAltID) = velit,\r\n[404] 606 (LegSecurityAltIDSource) = sollicitudin, [405] 605 (LegSecurityAltID) = augue\r\n[406] 606 (LegSecurityAltIDSource) = odio., [407] 607 (LegProduct) = 12438\r\n[408] 608 (LegCFICode) = tempor, [409] 609 (LegSecurityType) = nisi,\r\n[410] 764 (LegSecuritySubType) = euismod, [411] 610 (LegMaturityMonthYear) = convallis\r\n[412] 611 (LegMaturityDate) = 20180528-16:38:03.973, [413] 248 (LegCouponPaymentDate) = 20180528-16:38:03.973\r\n[414] 249 (LegIssueDate) = 20180528-16:38:03.973, [415] 250 (LegRepoCollateralSecurityType) = Donec\r\n[416] 251 (LegRepurchaseTerm) = 50636, [417] 252 (LegRepurchaseRate) = 29567\r\n[418] 253 (LegFactor) = 12603, [419] 257 (LegCreditRating) = erat\r\n[420] 599 (LegInstrRegistry) = vel, [421] 596 (LegCountryOfIssue) = nulla\r\n[422] 597 (LegStateOrProvinceOfIssue) = ac., [423] 598 (LegLocaleOfIssue) = vel\r\n[424] 254 (LegRedemptionDate) = 20180528-16:38:03.973, [425] 612 (LegStrikePrice) = 45964\r\n[426] 942 (LegStrikeCurrency) = 52294, [427] 613 (LegOptAttribute) = eros.\r\n[428] 614 (LegContractMultiplier) = 15566, [429] 615 (LegCouponRate) = 29897\r\n[430] 616 (LegSecurityExchange) = urna,, [431] 617 (LegIssuer) = sit\r\n[432] 618 (EncodedLegIssuerLen) = 20, [433] 619 (EncodedLegIssuer) = bsCdR5NlOBXt99NrTSbA\r\n[434] 620 (LegSecurityDesc) = bibendum, [435] 621 (EncodedLegSecurityDescLen) = 20\r\n[436] 622 (EncodedLegSecurityDesc) = 3Mzh9ClDlcxCLLtgAZ0x, [437] 623 (LegRatioQty) = 47570\r\n[438] 624 (LegSide) = amet,, [439] 556 (LegCurrency) = 18817\r\n[440] 740 (LegPool) = non, [441] 739 (LegDatedDate) = 20180528-16:38:03.973\r\n[442] 955 (LegContractSettlMonth) = Nam, [443] 956 (LegInterestAccrualDate) = 20180528-16:38:03.973\r\n[444] 687 (LegQty) = 38413, [445] 690 (LegSwapType) = 4[RISK]\r\n[446] 683 (NoLegStipulations) = 2, [447] 688 (LegStipulationType) = mi,\r\n[448] 689 (LegStipulationValue) = et, [449] 688 (LegStipulationType) = in,\r\n[450] 689 (LegStipulationValue) = sed, [451] 564 (LegPositionEffect) = Nulla\r\n[452] 565 (LegCoveredOrUncovered) = 45098, [453] 539 (NoNestedPartyIDs) = 1\r\n[454] 524 (NestedPartyID) = leo, [455] 525 (NestedPartyIDSource) = odio\r\n[456] 538 (NestedPartyRole) = 59224, [457] 804 (NoNestedPartySubIDs) = 1\r\n[458] 545 (NestedPartySubID) = placerat., [459] 805 (NestedPartySubIDType) = 83297\r\n[460] 654 (LegRefID) = felis, [461] 566 (LegPrice) = 39429\r\n[462] 587 (LegSettlType) = elementum, [463] 588 (LegSettlDate) = 20180528-16:38:03.973\r\n[464] 637 (LegLastPx) = 75387, [465] 600 (LegSymbol) = mollis\r\n[466] 601 (LegSymbolSfx) = euismod, [467] 602 (LegSecurityID) = diam.\r\n[468] 603 (LegSecurityIDSource) = porttitor, [469] 604 (NoLegSecurityAltID) = 3\r\n[470] 605 (LegSecurityAltID) = eget, [471] 606 (LegSecurityAltIDSource) = cursus,\r\n[472] 605 (LegSecurityAltID) = hendrerit, [473] 606 (LegSecurityAltIDSource) = tempus.\r\n[474] 605 (LegSecurityAltID) = et, [475] 606 (LegSecurityAltIDSource) = fames\r\n[476] 607 (LegProduct) = 6990, [477] 608 (LegCFICode) = ante\r\n[478] 609 (LegSecurityType) = primis, [479] 764 (LegSecuritySubType) = faucibus.\r\n[480] 610 (LegMaturityMonthYear) = egestas, [481] 611 (LegMaturityDate) = 20180528-16:38:03.973\r\n[482] 248 (LegCouponPaymentDate) = 20180528-16:38:03.973, [483] 249 (LegIssueDate) = 20180528-16:38:03.973\r\n[484] 250 (LegRepoCollateralSecurityType) = ac, [485] 251 (LegRepurchaseTerm) = 58397\r\n[486] 252 (LegRepurchaseRate) = 22917, [487] 253 (LegFactor) = 96132\r\n[488] 257 (LegCreditRating) = semper., [489] 599 (LegInstrRegistry) = rhoncus\r\n[490] 596 (LegCountryOfIssue) = nulla,, [491] 597 (LegStateOrProvinceOfIssue) = ornare\r\n[492] 598 (LegLocaleOfIssue) = iaculis, [493] 254 (LegRedemptionDate) = 20180528-16:38:03.973\r\n[494] 612 (LegStrikePrice) = 86522, [495] 942 (LegStrikeCurrency) = 3727\r\n[496] 613 (LegOptAttribute) = Aliquam, [497] 614 (LegContractMultiplier) = 18485\r\n[498] 615 (LegCouponRate) = 36169, [499] 616 (LegSecurityExchange) = volutpat.\r\n[500] 617 (LegIssuer) = condimentum, [501] 618 (EncodedLegIssuerLen) = 20\r\n[502] 619 (EncodedLegIssuer) = P813lip75NKBgG1C8re8, [503] 620 (LegSecurityDesc) = sem\r\n[504] 621 (EncodedLegSecurityDescLen) = 20, [505] 622 (EncodedLegSecurityDesc) = 8qbetIHVFcKFS7EY3XOK\r\n[506] 623 (LegRatioQty) = 42919, [507] 624 (LegSide) = porttitor.\r\n[508] 556 (LegCurrency) = 34832, [509] 740 (LegPool) = pellentesque\r\n[510] 739 (LegDatedDate) = 20180528-16:38:03.973, [511] 955 (LegContractSettlMonth) = eget\r\n[512] 956 (LegInterestAccrualDate) = 20180528-16:38:03.973, [513] 687 (LegQty) = 16560\r\n[514] 690 (LegSwapType) = 1[PAR_FOR_PAR], [515] 683 (NoLegStipulations) = 3\r\n[516] 688 (LegStipulationType) = tincidunt, [517] 689 (LegStipulationValue) = ipsum\r\n[518] 688 (LegStipulationType) = sit, [519] 689 (LegStipulationValue) = consectetur\r\n[520] 688 (LegStipulationType) = elit., [521] 689 (LegStipulationValue) = odio\r\n[522] 564 (LegPositionEffect) = blandit, [523] 565 (LegCoveredOrUncovered) = 61021\r\n[524] 539 (NoNestedPartyIDs) = 3, [525] 524 (NestedPartyID) = semper\r\n[526] 525 (NestedPartyIDSource) = bibendum, [527] 538 (NestedPartyRole) = 33332\r\n[528] 804 (NoNestedPartySubIDs) = 1, [529] 545 (NestedPartySubID) = lectus.\r\n[530] 805 (NestedPartySubIDType) = 78292, [531] 524 (NestedPartyID) = vel\r\n[532] 525 (NestedPartyIDSource) = magna., [533] 538 (NestedPartyRole) = 8563\r\n[534] 804 (NoNestedPartySubIDs) = 3, [535] 545 (NestedPartySubID) = et\r\n[536] 805 (NestedPartySubIDType) = 91784, [537] 545 (NestedPartySubID) = leo,\r\n[538] 805 (NestedPartySubIDType) = 69741, [539] 545 (NestedPartySubID) = iaculis\r\n[540] 805 (NestedPartySubIDType) = 88660, [541] 524 (NestedPartyID) = Nullam\r\n[542] 525 (NestedPartyIDSource) = lectus,, [543] 538 (NestedPartyRole) = 92219\r\n[544] 804 (NoNestedPartySubIDs) = 2, [545] 545 (NestedPartySubID) = eget\r\n[546] 805 (NestedPartySubIDType) = 61048, [547] 545 (NestedPartySubID) = vitae,\r\n[548] 805 (NestedPartySubIDType) = 82229, [549] 654 (LegRefID) = ac\r\n[550] 566 (LegPrice) = 87104, [551] 587 (LegSettlType) = Quisque\r\n[552] 588 (LegSettlDate) = 20180528-16:38:03.974, [553] 637 (LegLastPx) = 56182\r\n[554] 600 (LegSymbol) = tincidunt, [555] 601 (LegSymbolSfx) = Class\r\n[556] 602 (LegSecurityID) = taciti, [557] 603 (LegSecurityIDSource) = ad\r\n[558] 604 (NoLegSecurityAltID) = 3, [559] 605 (LegSecurityAltID) = torquent\r\n[560] 606 (LegSecurityAltIDSource) = conubia, [561] 605 (LegSecurityAltID) = per\r\n[562] 606 (LegSecurityAltIDSource) = himenaeos., [563] 605 (LegSecurityAltID) = eu\r\n[564] 606 (LegSecurityAltIDSource) = risus,, [565] 607 (LegProduct) = 36203\r\n[566] 608 (LegCFICode) = tincidunt, [567] 609 (LegSecurityType) = Morbi\r\n[568] 764 (LegSecuritySubType) = mi,, [569] 610 (LegMaturityMonthYear) = vel\r\n[570] 611 (LegMaturityDate) = 20180528-16:38:03.974, [571] 248 (LegCouponPaymentDate) = 20180528-16:38:03.974\r\n[572] 249 (LegIssueDate) = 20180528-16:38:03.974, [573] 250 (LegRepoCollateralSecurityType) = ac,\r\n[574] 251 (LegRepurchaseTerm) = 89976, [575] 252 (LegRepurchaseRate) = 16951\r\n[576] 253 (LegFactor) = 28912, [577] 257 (LegCreditRating) = non\r\n[578] 599 (LegInstrRegistry) = Pellentesque, [579] 596 (LegCountryOfIssue) = lorem\r\n[580] 597 (LegStateOrProvinceOfIssue) = consequat, [581] 598 (LegLocaleOfIssue) = sapien\r\n[582] 254 (LegRedemptionDate) = 20180528-16:38:03.974, [583] 612 (LegStrikePrice) = 97965\r\n[584] 942 (LegStrikeCurrency) = 62977, [585] 613 (LegOptAttribute) = tempor\r\n[586] 614 (LegContractMultiplier) = 4694, [587] 615 (LegCouponRate) = 20263\r\n[588] 616 (LegSecurityExchange) = a, [589] 617 (LegIssuer) = purus\r\n[590] 618 (EncodedLegIssuerLen) = 20, [591] 619 (EncodedLegIssuer) = Z2GKqFkA713xSVG2nqOx\r\n[592] 620 (LegSecurityDesc) = ut, [593] 621 (EncodedLegSecurityDescLen) = 20\r\n[594] 622 (EncodedLegSecurityDesc) = lyQLPxezPpjDNJnvSnCo, [595] 623 (LegRatioQty) = 24444\r\n[596] 624 (LegSide) = Proin, [597] 556 (LegCurrency) = 86893\r\n[598] 740 (LegPool) = justo, [599] 739 (LegDatedDate) = 20180528-16:38:03.974\r\n[600] 955 (LegContractSettlMonth) = ut, [601] 956 (LegInterestAccrualDate) = 20180528-16:38:03.974\r\n[602] 687 (LegQty) = 33589, [603] 690 (LegSwapType) = 4[RISK]\r\n[604] 683 (NoLegStipulations) = 2, [605] 688 (LegStipulationType) = nibh\r\n[606] 689 (LegStipulationValue) = at., [607] 688 (LegStipulationType) = fermentum\r\n[608] 689 (LegStipulationValue) = risus,, [609] 564 (LegPositionEffect) = placerat\r\n[610] 565 (LegCoveredOrUncovered) = 74238, [611] 539 (NoNestedPartyIDs) = 2\r\n[612] 524 (NestedPartyID) = luctus, [613] 525 (NestedPartyIDSource) = Vivamus\r\n[614] 538 (NestedPartyRole) = 41104, [615] 804 (NoNestedPartySubIDs) = 3\r\n[616] 545 (NestedPartySubID) = mi, [617] 805 (NestedPartySubIDType) = 26305\r\n[618] 545 (NestedPartySubID) = arcu, [619] 805 (NestedPartySubIDType) = 97537\r\n[620] 545 (NestedPartySubID) = rhoncus, [621] 805 (NestedPartySubIDType) = 71231\r\n[622] 524 (NestedPartyID) = amet, [623] 525 (NestedPartyIDSource) = sit\r\n[624] 538 (NestedPartyRole) = 66844, [625] 804 (NoNestedPartySubIDs) = 2\r\n[626] 545 (NestedPartySubID) = eleifend, [627] 805 (NestedPartySubIDType) = 8186\r\n[628] 545 (NestedPartySubID) = massa., [629] 805 (NestedPartySubIDType) = 82689\r\n[630] 654 (LegRefID) = metus, [631] 566 (LegPrice) = 6725\r\n[632] 587 (LegSettlType) = maximus, [633] 588 (LegSettlDate) = 20180528-16:38:03.974\r\n[634] 637 (LegLastPx) = 88665, [635] 797 (CopyMsgIndicator) = Y\r\n */\r\n\r\ntest('InstrmtLegExecGrp structure', () => {\r\n const instrmtLegExecGrp: SegmentDescription = structure.layout.InstrmtLegExecGrp\r\n expect(instrmtLegExecGrp).toBeTruthy()\r\n expect(instrmtLegExecGrp.type).toEqual(SegmentType.Component)\r\n expect(instrmtLegExecGrp.startPosition).toEqual(395)\r\n expect(instrmtLegExecGrp.startTag).toEqual(555)\r\n expect(instrmtLegExecGrp.endTag).toEqual(637)\r\n expect(instrmtLegExecGrp.endPosition).toEqual(634)\r\n expect(instrmtLegExecGrp.depth).toEqual(1)\r\n\r\n const noLegs: SegmentDescription = structure.layout.NoLegs\r\n expect(noLegs).toBeTruthy()\r\n expect(noLegs.type).toEqual(SegmentType.Group)\r\n expect(noLegs.startPosition).toEqual(395)\r\n expect(noLegs.startTag).toEqual(555)\r\n expect(noLegs.endTag).toEqual(637)\r\n expect(noLegs.endPosition).toEqual(634)\r\n expect(noLegs.depth).toEqual(2)\r\n expect(noLegs.delimiterTag).toEqual(600)\r\n expect(noLegs.delimiterPositions).toEqual([396, 465, 554])\r\n})\r\n\r\ntest('instrumentLeg structure', () => {\r\n const instrumentLeg: SegmentDescription[] = structure.layout.InstrumentLeg\r\n expect(instrumentLeg).toBeTruthy()\r\n expect(Array.isArray(instrumentLeg)).toEqual(true)\r\n expect(instrumentLeg.length).toEqual(3)\r\n\r\n expect(instrumentLeg[0].type).toEqual(SegmentType.Component)\r\n expect(instrumentLeg[0].depth).toEqual(3)\r\n expect(instrumentLeg[0].startTag).toEqual(600)\r\n expect(instrumentLeg[0].startPosition).toEqual(396)\r\n expect(instrumentLeg[0].endPosition).toEqual(443)\r\n expect(instrumentLeg[0].endTag).toEqual(956)\r\n\r\n expect(instrumentLeg[1].type).toEqual(SegmentType.Component)\r\n expect(instrumentLeg[1].depth).toEqual(3)\r\n expect(instrumentLeg[1].startTag).toEqual(600)\r\n expect(instrumentLeg[1].startPosition).toEqual(465)\r\n expect(instrumentLeg[1].endPosition).toEqual(512)\r\n expect(instrumentLeg[1].endTag).toEqual(956)\r\n\r\n expect(instrumentLeg[2].type).toEqual(SegmentType.Component)\r\n expect(instrumentLeg[2].depth).toEqual(3)\r\n expect(instrumentLeg[2].startTag).toEqual(600)\r\n expect(instrumentLeg[2].startPosition).toEqual(554)\r\n expect(instrumentLeg[2].endPosition).toEqual(601)\r\n expect(instrumentLeg[2].endTag).toEqual(956)\r\n})\r\n\r\ntest('LegSecAltIDGrp [0] structure', () => {\r\n const legSecAltIDGrp: SegmentDescription[] = structure.layout.LegSecAltIDGrp\r\n expect(legSecAltIDGrp).toBeTruthy()\r\n expect(Array.isArray(legSecAltIDGrp)).toEqual(true)\r\n expect(legSecAltIDGrp.length).toEqual(3)\r\n const index: number = 0\r\n expect(legSecAltIDGrp[index].type).toEqual(SegmentType.Component)\r\n expect(legSecAltIDGrp[index].depth).toEqual(4)\r\n expect(legSecAltIDGrp[index].startTag).toEqual(604)\r\n expect(legSecAltIDGrp[index].startPosition).toEqual(400)\r\n expect(legSecAltIDGrp[index].endPosition).toEqual(406)\r\n expect(legSecAltIDGrp[index].endTag).toEqual(606)\r\n\r\n const noLegSecurityAltID: SegmentDescription[] = structure.layout.NoLegSecurityAltID\r\n expect(noLegSecurityAltID).toBeTruthy()\r\n expect(Array.isArray(noLegSecurityAltID)).toEqual(true)\r\n expect(noLegSecurityAltID.length).toEqual(3)\r\n\r\n expect(noLegSecurityAltID[index].type).toEqual(SegmentType.Group)\r\n expect(noLegSecurityAltID[index].depth).toEqual(5)\r\n expect(noLegSecurityAltID[index].startTag).toEqual(604)\r\n expect(noLegSecurityAltID[index].startPosition).toEqual(400)\r\n expect(noLegSecurityAltID[index].endPosition).toEqual(406)\r\n expect(noLegSecurityAltID[index].endTag).toEqual(606)\r\n expect(noLegSecurityAltID[index].delimiterTag).toEqual(605)\r\n expect(noLegSecurityAltID[index].delimiterPositions).toEqual([401, 403, 405])\r\n})\r\n\r\ntest('LegSecAltIDGrp [1] structure', () => {\r\n const legSecAltIDGrp: SegmentDescription[] = structure.layout.LegSecAltIDGrp\r\n expect(legSecAltIDGrp).toBeTruthy()\r\n expect(Array.isArray(legSecAltIDGrp)).toEqual(true)\r\n expect(legSecAltIDGrp.length).toEqual(3)\r\n const index: number = 1\r\n expect(legSecAltIDGrp[index].type).toEqual(SegmentType.Component)\r\n expect(legSecAltIDGrp[index].depth).toEqual(4)\r\n expect(legSecAltIDGrp[index].startTag).toEqual(604)\r\n expect(legSecAltIDGrp[index].startPosition).toEqual(469)\r\n expect(legSecAltIDGrp[index].endPosition).toEqual(475)\r\n expect(legSecAltIDGrp[index].endTag).toEqual(606)\r\n\r\n const noLegSecurityAltID: SegmentDescription[] = structure.layout.NoLegSecurityAltID\r\n expect(noLegSecurityAltID).toBeTruthy()\r\n expect(Array.isArray(noLegSecurityAltID)).toEqual(true)\r\n expect(noLegSecurityAltID.length).toEqual(3)\r\n\r\n expect(noLegSecurityAltID[index].type).toEqual(SegmentType.Group)\r\n expect(noLegSecurityAltID[index].depth).toEqual(5)\r\n expect(noLegSecurityAltID[index].startTag).toEqual(604)\r\n expect(noLegSecurityAltID[index].startPosition).toEqual(469)\r\n expect(noLegSecurityAltID[index].endPosition).toEqual(475)\r\n expect(noLegSecurityAltID[index].endTag).toEqual(606)\r\n expect(noLegSecurityAltID[index].delimiterTag).toEqual(605)\r\n expect(noLegSecurityAltID[index].delimiterPositions).toEqual([470, 472, 474])\r\n})\r\n\r\ntest('LegSecAltIDGrp [2] structure', () => {\r\n const legSecAltIDGrp: SegmentDescription[] = structure.layout.LegSecAltIDGrp\r\n expect(legSecAltIDGrp).toBeTruthy()\r\n expect(Array.isArray(legSecAltIDGrp)).toEqual(true)\r\n expect(legSecAltIDGrp.length).toEqual(3)\r\n const index: number = 2\r\n expect(legSecAltIDGrp[index].type).toEqual(SegmentType.Component)\r\n expect(legSecAltIDGrp[index].depth).toEqual(4)\r\n expect(legSecAltIDGrp[index].startTag).toEqual(604)\r\n expect(legSecAltIDGrp[index].startPosition).toEqual(558)\r\n expect(legSecAltIDGrp[index].endPosition).toEqual(564)\r\n expect(legSecAltIDGrp[index].endTag).toEqual(606)\r\n\r\n const noLegSecurityAltID: SegmentDescription[] = structure.layout.NoLegSecurityAltID\r\n expect(noLegSecurityAltID).toBeTruthy()\r\n expect(Array.isArray(noLegSecurityAltID)).toEqual(true)\r\n expect(noLegSecurityAltID.length).toEqual(3)\r\n\r\n expect(noLegSecurityAltID[index].type).toEqual(SegmentType.Group)\r\n expect(noLegSecurityAltID[index].depth).toEqual(5)\r\n expect(noLegSecurityAltID[index].startTag).toEqual(604)\r\n expect(noLegSecurityAltID[index].startPosition).toEqual(558)\r\n expect(noLegSecurityAltID[index].endPosition).toEqual(564)\r\n expect(noLegSecurityAltID[index].endTag).toEqual(606)\r\n expect(noLegSecurityAltID[index].delimiterTag).toEqual(605)\r\n expect(noLegSecurityAltID[index].delimiterPositions).toEqual([559, 561, 563])\r\n})\r\n\r\ntest('expect one message view from one line fix file', () => {\r\n expect(views).toHaveLength(1)\r\n}, 1000)\r\n\r\ntest('can create object from view', () => {\r\n const erView: MsgView = views[0]\r\n const erAsObject: ILooseObject = erView.toObject()\r\n expect(erAsObject).toBeTruthy()\r\n}, 1000)\r\n\r\ntest('simple tag decoding', () => {\r\n const erView: MsgView = views[0]\r\n expect(erView.getString(35)).toEqual('8')\r\n expect(erView.getString('MsgType')).toEqual('8')\r\n expect(erView.getString(8)).toEqual('FIX4.4')\r\n expect(erView.getTyped(9)).toEqual(6545)\r\n expect(erView.getTyped('TotNumReports')).toEqual(19404)\r\n expect(erView.getTyped('StrikePrice')).toEqual(52639)\r\n}, 1000)\r\n\r\ntest('simple repeated tag decoding', () => {\r\n const erView: MsgView = views[0]\r\n expect(erView.getStrings('PartyID')).toEqual(['magna.', 'iaculis', 'vitae,'])\r\n}, 1000)\r\n\r\ntest('repeated group decoding of Parties', () => {\r\n const erView: MsgView = views[0]\r\n const partyView: MsgView = erView.getView('Parties')\r\n expect(partyView).toBeTruthy()\r\n const partyViewAsObject: ILooseObject = partyView.toObject()\r\n expect(partyViewAsObject).toBeTruthy()\r\n expect(partyViewAsObject.NoPartyIDs.length).toEqual(3)\r\n expect(partyViewAsObject.NoPartyIDs[0]).toEqual({\r\n PartyID: 'magna.',\r\n PartyIDSource: '9',\r\n PartyRole: 28,\r\n PtysSubGrp: {\r\n NoPartySubIDs: [\r\n {\r\n PartySubID: 'et',\r\n PartySubIDType: 22\r\n },\r\n {\r\n PartySubID: 'leo,',\r\n PartySubIDType: 10\r\n }\r\n ]\r\n }\r\n })\r\n const noParties: MsgView = partyView.getView('NoPartyIDs')\r\n expect(noParties).toBeTruthy()\r\n expect(noParties.groupCount()).toEqual(3)\r\n const np0View: MsgView = noParties.getGroupInstance(0)\r\n expect(np0View).toBeTruthy()\r\n expect(np0View.getString('PartyID')).toEqual('magna.')\r\n expect(np0View.getString('PartyIDSource')).toEqual('9')\r\n const np0ViewPtysSubGrp: MsgView = np0View.getView('PtysSubGrp')\r\n const np0ViewPtysSubGrpAsObject: ILooseObject = np0ViewPtysSubGrp.toObject()\r\n expect(np0ViewPtysSubGrpAsObject).toBeTruthy()\r\n expect(np0ViewPtysSubGrpAsObject).toEqual(partyViewAsObject.NoPartyIDs[0].PtysSubGrp)\r\n}, 1000)\r\n\r\ntest('instrument component decode', () => {\r\n const erView: MsgView = views[0]\r\n // check the instrument component\r\n const instrumentView: MsgView = erView.getView('Instrument')\r\n expect(instrumentView).toBeTruthy()\r\n expect(instrumentView.getString('Symbol')).toEqual('ac,')\r\n const secAltIDGrpAsObject: ILooseObject = instrumentView.getView('SecAltIDGrp').toObject()\r\n expect(secAltIDGrpAsObject).toBeTruthy()\r\n expect(secAltIDGrpAsObject.NoSecurityAltID.length).toEqual(2)\r\n}, 1000)\r\n\r\ntest('UndInstrmtGrp component decode', () => {\r\n const erView: MsgView = views[0]\r\n // check the instrument component\r\n const undInstrmtGrpView: MsgView = erView.getView('UndInstrmtGrp')\r\n expect(undInstrmtGrpView).toBeTruthy()\r\n const undInstrmtGrpViewAsObject: IUndInstrmtGrp = undInstrmtGrpView.toObject()\r\n expect(undInstrmtGrpViewAsObject).toBeTruthy()\r\n expect(undInstrmtGrpViewAsObject.NoUnderlyings.length).toEqual(2)\r\n const underlying0: IUnderlyingInstrument = undInstrmtGrpViewAsObject.NoUnderlyings[0].UnderlyingInstrument\r\n expect(underlying0).toBeTruthy()\r\n expect(underlying0.UnderlyingSymbol).toEqual('massa.')\r\n expect(underlying0.UndSecAltIDGrp).toEqual(\r\n {\r\n NoUnderlyingSecurityAltID: [\r\n {\r\n UnderlyingSecurityAltID: 'ornare',\r\n UnderlyingSecurityAltIDSource: 'magna.'\r\n },\r\n {\r\n UnderlyingSecurityAltID: 'non',\r\n UnderlyingSecurityAltIDSource: 'at'\r\n },\r\n {\r\n UnderlyingSecurityAltID: 'hendrerit',\r\n UnderlyingSecurityAltIDSource: 'Pellentesque'\r\n }]\r\n })\r\n const underlying1: ILooseObject = undInstrmtGrpViewAsObject.NoUnderlyings[1].UnderlyingInstrument\r\n expect(underlying1).toBeTruthy()\r\n expect(underlying1.UnderlyingSymbol).toEqual('erat')\r\n expect(underlying1.UndSecAltIDGrp).toEqual(\r\n {\r\n NoUnderlyingSecurityAltID: [\r\n {\r\n UnderlyingSecurityAltID: 'Quisque',\r\n UnderlyingSecurityAltIDSource: 'tortor'\r\n }\r\n ]\r\n })\r\n}, 1000)\r\n"]}

package/dist/test/fix-log-replay.test.d.ts ADDED Viewed

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

package/dist/test/fix-log-replay.test.js ADDED Viewed

@@ -0,0 +1,45 @@
+"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 util_1 = require("../util");
+const root = path.join(__dirname, '../../data');
+let definitions;
+let views;
+let expected;
+beforeAll(() => __awaiter(void 0, void 0, void 0, function* () {
+    const sessionDescription = require(path.join(root, 'session/test-initiator.json'));
+    expected = require(path.join(root, 'examples/FIX.4.4/fix.json'));
+    definitions = yield (0, util_1.getDefinitions)(sessionDescription.application.dictionary);
+    views = yield (0, util_1.replayFixFile)(definitions, sessionDescription, path.join(root, 'examples/FIX.4.4/fix.txt'), buffer_1.AsciiChars.Pipe);
+}), 45000);
+test('expect 50 messages in log', () => {
+    expect(views.length).toEqual(50);
+});
+test('expect 50 messages of specific types in log', () => {
+    const layout = views.reduce((a, latest) => {
+        const def = definitions.message.get(latest.segment.name);
+        if (def) {
+            let lookup = a[def.msgType];
+            if (!lookup) {
+                lookup = 1;
+            }
+            else {
+                lookup++;
+            }
+            a[def.msgType] = lookup;
+        }
+        return a;
+    }, {});
+    expect(layout).toEqual(expected);
+});
+//# sourceMappingURL=fix-log-replay.test.js.map

package/dist/test/fix-log-replay.test.js.map ADDED Viewed

@@ -0,0 +1 @@

+ {"version":3,"file":"fix-log-replay.test.js","sourceRoot":"","sources":["../../src/test/fix-log-replay.test.ts"],"names":[],"mappings":";;;;;;;;;;;AAAA,6BAA4B;AAE5B,sCAA+C;AAG/C,kCAAuD;AAEvD,MAAM,IAAI,GAAW,IAAI,CAAC,IAAI,CAAC,SAAS,EAAE,YAAY,CAAC,CAAA;AAEvD,IAAI,WAA2B,CAAA;AAC/B,IAAI,KAAgB,CAAA;AACpB,IAAI,QAAsB,CAAA;AAE1B,SAAS,CAAC,GAAS,EAAE;IACnB,MAAM,kBAAkB,GAAwB,OAAO,CAAC,IAAI,CAAC,IAAI,CAAC,IAAI,EAAE,6BAA6B,CAAC,CAAC,CAAA;IACvG,QAAQ,GAAG,OAAO,CAAC,IAAI,CAAC,IAAI,CAAC,IAAI,EAAE,2BAA2B,CAAC,CAAC,CAAA;IAChE,WAAW,GAAG,MAAM,IAAA,qBAAc,EAAC,kBAAkB,CAAC,WAAW,CAAC,UAAU,CAAC,CAAA;IAC7E,KAAK,GAAG,MAAM,IAAA,oBAAa,EAAC,WAAW,EAAE,kBAAkB,EAAE,IAAI,CAAC,IAAI,CAAC,IAAI,EAAE,0BAA0B,CAAC,EAAE,mBAAU,CAAC,IAAI,CAAC,CAAA;AAC5H,CAAC,CAAA,EAAE,KAAK,CAAC,CAAA;AAET,IAAI,CAAC,2BAA2B,EAAE,GAAG,EAAE;IACrC,MAAM,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,EAAE,CAAC,CAAA;AAClC,CAAC,CAAC,CAAA;AAEF,IAAI,CAAC,6CAA6C,EAAE,GAAG,EAAE;IACvD,MAAM,MAAM,GAAG,KAAK,CAAC,MAAM,CAAC,CAAC,CAAe,EAAE,MAAe,EAAE,EAAE;QAC/D,MAAM,GAAG,GAAsB,WAAW,CAAC,OAAO,CAAC,GAAG,CAAC,MAAM,CAAC,OAAO,CAAC,IAAI,CAAC,CAAA;QAC3E,IAAI,GAAG,EAAE;YACP,IAAI,MAAM,GAAG,CAAC,CAAC,GAAG,CAAC,OAAO,CAAC,CAAA;YAC3B,IAAI,CAAC,MAAM,EAAE;gBACX,MAAM,GAAG,CAAC,CAAA;aACX;iBAAM;gBACL,MAAM,EAAE,CAAA;aACT;YACD,CAAC,CAAC,GAAG,CAAC,OAAO,CAAC,GAAG,MAAM,CAAA;SACxB;QACD,OAAO,CAAC,CAAA;IACV,CAAC,EAAE,EAAkB,CAAC,CAAA;IACtB,MAAM,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,QAAQ,CAAC,CAAA;AAClC,CAAC,CAAC,CAAA","sourcesContent":["import * as path from 'path'\r\nimport { FixDefinitions, MessageDefinition } from '../dictionary'\r\nimport { MsgView, AsciiChars } from '../buffer'\r\nimport { ISessionDescription } from '../transport'\r\nimport { ILooseObject } from '../collections/collection'\r\nimport { replayFixFile, getDefinitions } from '../util'\r\n\r\nconst root: string = path.join(__dirname, '../../data')\r\n\r\nlet definitions: FixDefinitions\r\nlet views: MsgView[]\r\nlet expected: ILooseObject\r\n\r\nbeforeAll(async () => {\r\n const sessionDescription: ISessionDescription = require(path.join(root, 'session/test-initiator.json'))\r\n expected = require(path.join(root, 'examples/FIX.4.4/fix.json'))\r\n definitions = await getDefinitions(sessionDescription.application.dictionary)\r\n views = await replayFixFile(definitions, sessionDescription, path.join(root, 'examples/FIX.4.4/fix.txt'), AsciiChars.Pipe)\r\n}, 45000)\r\n\r\ntest('expect 50 messages in log', () => {\r\n expect(views.length).toEqual(50)\r\n})\r\n\r\ntest('expect 50 messages of specific types in log', () => {\r\n const layout = views.reduce((a: ILooseObject, latest: MsgView) => {\r\n const def: MessageDefinition = definitions.message.get(latest.segment.name)\r\n if (def) {\r\n let lookup = a[def.msgType]\r\n if (!lookup) {\r\n lookup = 1\r\n } else {\r\n lookup++\r\n }\r\n a[def.msgType] = lookup\r\n }\r\n return a\r\n }, {} as ILooseObject)\r\n expect(layout).toEqual(expected)\r\n})\r\n"]}

package/dist/test/fix-repo-dict.test.d.ts ADDED Viewed

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

package/dist/test/fix-repo-dict.test.js ADDED Viewed

@@ -0,0 +1,127 @@
+"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 dictionary_1 = require("../dictionary");
+const util_1 = require("../util");
+const root = path.join(__dirname, '../../data');
+let definitions;
+beforeAll(() => __awaiter(void 0, void 0, void 0, function* () {
+    const sessionDescription = require(path.join(root, 'session/test-initiator.json'));
+    definitions = yield (0, util_1.getDefinitions)(sessionDescription.application.dictionary);
+}), 45000);
+test('field check tag 1', () => {
+    const simple = definitions.simple.get('1');
+    expect(simple).toBeTruthy();
+    expect(simple.tag).toEqual(1);
+    expect(simple.name).toEqual('Account');
+    expect(simple.type.toLowerCase()).toEqual('string');
+});
+test('field check tag 15', () => {
+    const simple = definitions.simple.get('15');
+    expect(simple).toBeTruthy();
+    expect(simple.tag).toEqual(15);
+    expect(simple.name).toEqual('Currency');
+    expect(simple.type.toLowerCase()).toEqual('string');
+});
+test('field check tag 35', () => {
+    const simple = definitions.simple.get('35');
+    expect(simple).toBeTruthy();
+    expect(simple.tag).toEqual(35);
+    expect(simple.name).toEqual('MsgType');
+    expect(simple.type.toLowerCase()).toEqual('string');
+    expect(simple.enums).toBeTruthy();
+    expect(simple.enums.get('ZZZ')).toBeUndefined();
+    expect(simple.enums.get('0').val).toEqual('Heartbeat');
+    expect(simple.enums.get('8').val).toEqual('ExecutionReport');
+    expect(simple.enums.get('AE').val).toEqual('TradeCaptureReport');
+});
+test('field check tag 54', () => {
+    const simple = definitions.simple.get('54');
+    expect(simple).toBeTruthy();
+    expect(simple.tag).toEqual(54);
+    expect(simple.name).toEqual('Side');
+    expect(simple.type.toLowerCase()).toEqual('char');
+    expect(simple.enums).toBeTruthy();
+    expect(simple.enums.get('1').val).toEqual('Buy');
+    expect(simple.enums.get('2').val).toEqual('Sell');
+    expect(simple.enums.get('3').val).toEqual('BuyMinus');
+    expect(simple.enums.get('8').val).toEqual('Cross');
+});
+test('field check tag 99', () => {
+    const simple = definitions.simple.get('99');
+    expect(simple).toBeTruthy();
+    expect(simple.tag).toEqual(99);
+    expect(simple.name).toEqual('StopPx');
+    expect(simple.type.toLowerCase()).toEqual('float');
+});
+test('field check tag 113', () => {
+    const simple = definitions.simple.get('113');
+    expect(simple).toBeTruthy();
+    expect(simple.tag).toEqual(113);
+    expect(simple.name).toEqual('ReportToExch');
+    expect(simple.type.toLowerCase()).toEqual('boolean');
+});
+test('field check tag 119', () => {
+    const simple = definitions.simple.get('119');
+    expect(simple).toBeTruthy();
+    expect(simple.tag).toEqual(119);
+    expect(simple.name).toEqual('SettlCurrAmt');
+    expect(simple.type.toLowerCase()).toEqual('float');
+});
+test('field check tag 135', () => {
+    const simple = definitions.simple.get('135');
+    expect(simple).toBeTruthy();
+    expect(simple.tag).toEqual(135);
+    expect(simple.name).toEqual('OfferSize');
+    expect(simple.type.toLowerCase()).toEqual('float');
+});
+test('field check tag 168', () => {
+    const simple = definitions.simple.get('168');
+    expect(simple).toBeTruthy();
+    expect(simple.tag).toEqual(168);
+    expect(simple.name).toEqual('EffectiveTime');
+    expect(simple.type.toLowerCase()).toEqual('utctimestamp');
+});
+test('field check tag 95', () => {
+    const simple = definitions.simple.get('95');
+    expect(simple).toBeTruthy();
+    expect(simple.tag).toEqual(95);
+    expect(simple.name).toEqual('RawDataLength');
+    expect(simple.type.toLowerCase()).toEqual('int');
+});
+test('field check tag 96', () => {
+    const simple = definitions.simple.get('96');
+    expect(simple).toBeTruthy();
+    expect(simple.tag).toEqual(96);
+    expect(simple.name).toEqual('RawData');
+    expect(simple.type.toLowerCase()).toEqual('data');
+});
+test('field check tag 100', () => {
+    const simple = definitions.simple.get('100');
+    expect(simple).toBeTruthy();
+    expect(simple.tag).toEqual(100);
+    expect(simple.name).toEqual('ExDestination');
+    expect(simple.type.toLowerCase()).toEqual('string');
+});
+test('message check TestRequest', () => {
+    const msg = definitions.message.get('TestRequest');
+    expect(msg).toBeTruthy();
+    expect(msg.msgType).toEqual('1');
+    expect(msg.fields.length).toEqual(3);
+    expect(msg.fields[0].type).toEqual(dictionary_1.ContainedFieldType.Component);
+    expect(msg.fields[0].name).toEqual('StandardHeader');
+    expect(msg.fields[1].type).toEqual(dictionary_1.ContainedFieldType.Simple);
+    expect(msg.fields[1].name).toEqual('TestReqID');
+    expect(msg.fields[2].type).toEqual(dictionary_1.ContainedFieldType.Component);
+    expect(msg.fields[2].name).toEqual('StandardTrailer');
+});
+//# sourceMappingURL=fix-repo-dict.test.js.map

package/dist/test/fix-repo-dict.test.js.map ADDED Viewed

@@ -0,0 +1 @@

+ 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* as path from 'path'\r\nimport { ContainedFieldType, FixDefinitions } from '../dictionary'\r\nimport { ISessionDescription } from '../transport'\r\nimport { getDefinitions } from '../util'\r\n\r\nconst root: string = path.join(__dirname, '../../data')\r\n\r\nlet definitions: FixDefinitions\r\n\r\nbeforeAll(async () => {\r\n const sessionDescription: ISessionDescription = require(path.join(root, 'session/test-initiator.json'))\r\n definitions = await getDefinitions(sessionDescription.application.dictionary)\r\n}, 45000)\r\n\r\n/*\r\n<Field added=\"FIX.2.7\">\r\n\t\t<Tag>1</Tag>\r\n\t\t<Name>Account</Name>\r\n\t\t<Type>String</Type>\r\n\t\t<AbbrName>Acct</AbbrName>\r\n\t\t<NotReqXML>0</NotReqXML>\r\n\t\t<Description>Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager.</Description>\r\n\t</Field>\r\n */\r\n\r\ntest('field check tag 1', () => {\r\n const simple = definitions.simple.get('1')\r\n expect(simple).toBeTruthy()\r\n expect(simple.tag).toEqual(1)\r\n expect(simple.name).toEqual('Account')\r\n expect(simple.type.toLowerCase()).toEqual('string')\r\n})\r\n\r\n/*\r\n\t<Field added=\"FIX.2.7\">\r\n\t\t<Tag>15</Tag>\r\n\t\t<Name>Currency</Name>\r\n\t\t<Type>Currency</Type>\r\n\t\t<AbbrName>Ccy</AbbrName>\r\n\t\t<NotReqXML>0</NotReqXML>\r\n\t\t<Description>Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See \"Appendix 6-A: Valid Currency Codes\" for information on obtaining valid values.</Description>\r\n\t</Field>\r\n */\r\n\r\ntest('field check tag 15', () => {\r\n const simple = definitions.simple.get('15')\r\n expect(simple).toBeTruthy()\r\n expect(simple.tag).toEqual(15)\r\n expect(simple.name).toEqual('Currency')\r\n expect(simple.type.toLowerCase()).toEqual('string') // maps to string\r\n})\r\n\r\n/*\r\n\t<Field added=\"FIX.2.7\">\r\n\t\t<Tag>35</Tag>\r\n\t\t<Name>MsgType</Name>\r\n\t\t<Type>String</Type>\r\n\t\t<AbbrName>MsgTyp</AbbrName>\r\n\t\t<NotReqXML>1</NotReqXML>\r\n\t\t<Description>Defines message type ALWAYS THIRD FIELD IN MESSAGE. (Always unencrypted)\r\nNote: A \"U\" as the first character in the MsgType field (i.e. U, U2, etc) indicates that the message format is privately defined between the sender and receiver.</Description>\r\n\t</Field>\r\n */\r\n\r\ntest('field check tag 35', () => {\r\n const simple = definitions.simple.get('35')\r\n expect(simple).toBeTruthy()\r\n expect(simple.tag).toEqual(35)\r\n expect(simple.name).toEqual('MsgType')\r\n expect(simple.type.toLowerCase()).toEqual('string')\r\n expect(simple.enums).toBeTruthy()\r\n expect(simple.enums.get('ZZZ')).toBeUndefined()\r\n expect(simple.enums.get('0').val).toEqual('Heartbeat')\r\n expect(simple.enums.get('8').val).toEqual('ExecutionReport')\r\n expect(simple.enums.get('AE').val).toEqual('TradeCaptureReport')\r\n})\r\n\r\n/*\r\n\t<Field added=\"FIX.2.7\">\r\n\t\t<Tag>54</Tag>\r\n\t\t<Name>Side</Name>\r\n\t\t<Type>char</Type>\r\n\t\t<AbbrName>Side</AbbrName>\r\n\t\t<NotReqXML>0</NotReqXML>\r\n\t\t<Description>Side of order</Description>\r\n\t</Field>\r\n */\r\n\r\ntest('field check tag 54', () => {\r\n const simple = definitions.simple.get('54')\r\n expect(simple).toBeTruthy()\r\n expect(simple.tag).toEqual(54)\r\n expect(simple.name).toEqual('Side')\r\n expect(simple.type.toLowerCase()).toEqual('char')\r\n expect(simple.enums).toBeTruthy()\r\n expect(simple.enums.get('1').val).toEqual('Buy')\r\n expect(simple.enums.get('2').val).toEqual('Sell')\r\n expect(simple.enums.get('3').val).toEqual('BuyMinus')\r\n expect(simple.enums.get('8').val).toEqual('Cross')\r\n})\r\n\r\n/*\r\n\t<Field added=\"FIX.2.7\">\r\n\t\t<Tag>99</Tag>\r\n\t\t<Name>StopPx</Name>\r\n\t\t<Type>Price</Type>\r\n\t\t<AbbrName>StopPx</AbbrName>\r\n\t\t<NotReqXML>0</NotReqXML>\r\n\t\t<Description>Price per unit of quantity (e.g. per share)</Description>\r\n\t</Field>\r\n */\r\n\r\ntest('field check tag 99', () => {\r\n const simple = definitions.simple.get('99')\r\n expect(simple).toBeTruthy()\r\n expect(simple.tag).toEqual(99)\r\n expect(simple.name).toEqual('StopPx')\r\n expect(simple.type.toLowerCase()).toEqual('float') // maps to float\r\n})\r\n\r\n/*\r\n\t<Field added=\"FIX.3.0\">\r\n\t\t<Tag>113</Tag>\r\n\t\t<Name>ReportToExch</Name>\r\n\t\t<Type>Boolean</Type>\r\n\t\t<AbbrName>RptToExch</AbbrName>\r\n\t\t<NotReqXML>0</NotReqXML>\r\n\t\t<Description>Identifies party of trade responsible for exchange reporting.</Description>\r\n\t</Field>\r\n */\r\n\r\ntest('field check tag 113', () => {\r\n const simple = definitions.simple.get('113')\r\n expect(simple).toBeTruthy()\r\n expect(simple.tag).toEqual(113)\r\n expect(simple.name).toEqual('ReportToExch')\r\n expect(simple.type.toLowerCase()).toEqual('boolean')\r\n})\r\n\r\n/*\r\n\t<Field added=\"FIX.4.0\">\r\n\t\t<Tag>119</Tag>\r\n\t\t<Name>SettlCurrAmt</Name>\r\n\t\t<Type>Amt</Type>\r\n\t\t<AbbrName>SettlCurrAmt</AbbrName>\r\n\t\t<NotReqXML>0</NotReqXML>\r\n\t\t<Description>Total amount due expressed in settlement currency (includes the effect of the forex transaction)</Description>\r\n\t</Field>\r\n */\r\n\r\ntest('field check tag 119', () => {\r\n const simple = definitions.simple.get('119')\r\n expect(simple).toBeTruthy()\r\n expect(simple.tag).toEqual(119)\r\n expect(simple.name).toEqual('SettlCurrAmt')\r\n expect(simple.type.toLowerCase()).toEqual('float') // maps to float\r\n})\r\n\r\n/*\r\n\t<Field added=\"FIX.4.0\">\r\n\t\t<Tag>135</Tag>\r\n\t\t<Name>OfferSize</Name>\r\n\t\t<Type>Qty</Type>\r\n\t\t<AbbrName>OfrSz</AbbrName>\r\n\t\t<NotReqXML>0</NotReqXML>\r\n\t\t<Description>Quantity of offer\r\n(Prior to FIX 4.2 this field was of type int)</Description>\r\n\t</Field>\r\n */\r\n\r\ntest('field check tag 135', () => {\r\n const simple = definitions.simple.get('135')\r\n expect(simple).toBeTruthy()\r\n expect(simple.tag).toEqual(135)\r\n expect(simple.name).toEqual('OfferSize')\r\n expect(simple.type.toLowerCase()).toEqual('float') // maps to float\r\n})\r\n\r\n/*\r\n\t<Field added=\"FIX.4.1\">\r\n\t\t<Tag>168</Tag>\r\n\t\t<Name>EffectiveTime</Name>\r\n\t\t<Type>UTCTimestamp</Type>\r\n\t\t<AbbrName>EfctvTm</AbbrName>\r\n\t\t<NotReqXML>0</NotReqXML>\r\n\t\t<Description>Time the details within the message should take effect (always expressed in UTC (Universal Time Coordinated, also known as \"GMT\")</Description>\r\n\t</Field>\r\n */\r\n\r\ntest('field check tag 168', () => {\r\n const simple = definitions.simple.get('168')\r\n expect(simple).toBeTruthy()\r\n expect(simple.tag).toEqual(168)\r\n expect(simple.name).toEqual('EffectiveTime')\r\n expect(simple.type.toLowerCase()).toEqual('utctimestamp')\r\n})\r\n\r\n/*\r\n\t<Field added=\"FIX.2.7\">\r\n\t\t<Tag>95</Tag>\r\n\t\t<Name>RawDataLength</Name>\r\n\t\t<Type>Length</Type>\r\n\t\t<AssociatedDataTag>96</AssociatedDataTag>\r\n\t\t<AbbrName>RawDataLength</AbbrName>\r\n\t\t<NotReqXML>0</NotReqXML>\r\n\t\t<Description>Number of bytes in raw data field.</Description>\r\n\t</Field>\r\n */\r\n\r\ntest('field check tag 95', () => {\r\n const simple = definitions.simple.get('95')\r\n expect(simple).toBeTruthy()\r\n expect(simple.tag).toEqual(95)\r\n expect(simple.name).toEqual('RawDataLength')\r\n expect(simple.type.toLowerCase()).toEqual('int')\r\n})\r\n\r\n/*\r\n\t<Field added=\"FIX.2.7\">\r\n\t\t<Tag>96</Tag>\r\n\t\t<Name>RawData</Name>\r\n\t\t<Type>data</Type>\r\n\t\t<AbbrName>RawData</AbbrName>\r\n\t\t<NotReqXML>0</NotReqXML>\r\n\t\t<Description>Unformatted raw data, can include bitmaps, word processor documents, etc.</Description>\r\n\t</Field>\r\n */\r\n\r\ntest('field check tag 96', () => {\r\n const simple = definitions.simple.get('96')\r\n expect(simple).toBeTruthy()\r\n expect(simple.tag).toEqual(96)\r\n expect(simple.name).toEqual('RawData')\r\n expect(simple.type.toLowerCase()).toEqual('data')\r\n})\r\n\r\n/*\r\n\t<Field added=\"FIX.2.7\">\r\n\t\t<Tag>100</Tag>\r\n\t\t<Name>ExDestination</Name>\r\n\t\t<Type>Exchange</Type>\r\n\t\t<AbbrName>ExDest</AbbrName>\r\n\t\t<NotReqXML>0</NotReqXML>\r\n\t\t<Description>Execution destination as defined by institution when order is entered.\r\nValid values:\r\nSee \"Appendix 6-C\"</Description>\r\n\t</Field>\r\n */\r\n\r\ntest('field check tag 100', () => {\r\n const simple = definitions.simple.get('100')\r\n expect(simple).toBeTruthy()\r\n expect(simple.tag).toEqual(100)\r\n expect(simple.name).toEqual('ExDestination')\r\n expect(simple.type.toLowerCase()).toEqual('string')\r\n})\r\n\r\ntest('message check TestRequest', () => {\r\n const msg = definitions.message.get('TestRequest')\r\n expect(msg).toBeTruthy()\r\n expect(msg.msgType).toEqual('1')\r\n expect(msg.fields.length).toEqual(3)\r\n expect(msg.fields[0].type).toEqual(ContainedFieldType.Component)\r\n expect(msg.fields[0].name).toEqual('StandardHeader')\r\n expect(msg.fields[1].type).toEqual(ContainedFieldType.Simple)\r\n expect(msg.fields[1].name).toEqual('TestReqID')\r\n expect(msg.fields[2].type).toEqual(ContainedFieldType.Component)\r\n expect(msg.fields[2].name).toEqual('StandardTrailer')\r\n})\r\n"]}

package/dist/test/fixml-alloc-parse.test.d.ts ADDED Viewed

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

package/dist/test/fixml-alloc-parse.test.js ADDED Viewed

@@ -0,0 +1,160 @@
+"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 to_views_1 = require("./to-views");
+const moment = require("moment");
+const testFolder = 'examples/FIXML/cme/alloc/Clearing System Notifies Allocation to the Claiming Firm - Cross-Exchange';
+const toViews = new to_views_1.ToViews(testFolder);
+beforeAll(() => __awaiter(void 0, void 0, void 0, function* () {
+    yield toViews.load();
+}), 45000);
+test('expect a view from fix msg', () => {
+    const views = toViews.views;
+    expect(views.length).toEqual(1);
+});
+test('expect Hdr view to be available', () => {
+    const views = toViews.views;
+    const v = views[0];
+    const hdr = v.getView('Hdr');
+    expect(hdr).toBeTruthy();
+});
+test('fetch attributes from Hdr', () => {
+    const views = toViews.views;
+    const v = views[0];
+    const hdr = v.getView('Hdr').toObject();
+    expect(hdr).toBeTruthy();
+    expect(hdr.SenderCompID).toEqual('CME');
+    expect(v.getTyped('SID')).toEqual('CME');
+    expect(v.getTyped('TID')).toEqual('560');
+    expect(hdr.SenderSubID).toEqual('CME');
+    expect(hdr.TargetSubID).toEqual('CME');
+});
+test('fetch attributes from main object', () => {
+    const views = toViews.views;
+    const v = views[0];
+    const allocation = v.toObject();
+    expect(allocation.AllocReportID).toEqual('12E251CB2133225C1CC112533311');
+    expect(allocation.TradeMatchID).toEqual('12A80D9ED85HI04008310');
+    expect(allocation.AllocReportType).toEqual(16);
+    expect(allocation.AllocStatus).toEqual(6);
+    expect(allocation.TrdType).toEqual(2);
+    expect(allocation.ExecutingClaimingIndicator).toEqual(1);
+    expect(allocation.Quantity).toEqual(4);
+});
+test('test complex sub structure OrdAllocGrp', () => {
+    const views = toViews.views;
+    const v = views[0];
+    const allocInstruction = v.toObject();
+    expect(allocInstruction).toBeTruthy();
+    expect(allocInstruction.OrdAllocGrp[0].ClOrdID).toEqual('SX1');
+});
+test('test instrument on fixml allocation - use abbreviation', () => {
+    const views = toViews.views;
+    const v = views[0];
+    const instrument = v.getView('Instrmt').toObject();
+    expect(instrument).toBeTruthy();
+});
+test('test instrument attributes', () => {
+    const views = toViews.views;
+    const v = views[0];
+    const instrument = v.getView('Instrmt').toObject();
+    expect(instrument).toBeTruthy();
+    expect(instrument.SecurityID).toEqual('ED');
+    expect(instrument.CFICode).toEqual('FFDCSO');
+    expect(instrument.SecurityType).toEqual('FUT');
+    expect(instrument.MaturityMonthYear).toEqual('201512');
+    expect(instrument.PriceQuoteCurrency).toEqual('USD');
+    expect(instrument.SecurityExchange).toEqual('CME');
+});
+test('test instrument on fixml allocation - use full name', () => {
+    const views = toViews.views;
+    const v = views[0];
+    const instrument = v.getView('Instrument').toObject();
+    expect(instrument).toBeTruthy();
+});
+test('test complex sub structure AllocGrp', () => {
+    const views = toViews.views;
+    const v = views[0];
+    const allocInstruction = v.toObject();
+    expect(allocInstruction).toBeTruthy();
+    expect(Array.isArray(allocInstruction.AllocGrp)).toBeTruthy();
+    expect(allocInstruction.AllocGrp.length).toEqual(1);
+    expect(allocInstruction.AllocGrp[0].AllocQty).toEqual(4);
+    expect(allocInstruction.AllocGrp[0].IndividualAllocID).toEqual('307006');
+    expect(allocInstruction.AllocGrp[0].SecondaryIndividualAllocID).toEqual('178004');
+    expect(allocInstruction.AllocGrp[0].AllocCustomerCapacity).toEqual('4');
+    expect(allocInstruction.AllocGrp[0].OriginalSecondaryTradeID).toEqual('12A80D9ED85HI040083A');
+});
+test('test OrdAllocGrp', () => {
+    const views = toViews.views;
+    const v = views[0];
+    const ordAlloc = v.getView('OrdAllocGrp').toObject();
+    expect(ordAlloc).toBeTruthy();
+    expect(Array.isArray(ordAlloc)).toBeTruthy();
+    expect(ordAlloc.length).toEqual(1);
+    expect(ordAlloc[0].ClOrdID).toEqual('SX1');
+});
+test('main Party Group', () => {
+    const views = toViews.views;
+    const v = views[0];
+    const parties = v.getView('Parties').toObject();
+    expect(parties).toBeTruthy();
+    expect(Array.isArray(parties)).toBeTruthy();
+    expect(parties.length).toEqual(4);
+    expect(parties[0]).toEqual({
+        PartyID: 'CME',
+        PartyRole: 21
+    });
+    expect(parties[1]).toEqual({
+        PartyID: 'CME',
+        PartyRole: 22
+    });
+    expect(parties[2]).toEqual({
+        PartyID: '560',
+        PartyRole: 1
+    });
+});
+test('test party sub group', () => {
+    const views = toViews.views;
+    const v = views[0];
+    const parties = v.getView('Parties.PtysSubGrp').toObject();
+    expect(parties).toBeTruthy();
+    expect(Array.isArray(parties)).toBeTruthy();
+    expect(parties.length).toEqual(1);
+    expect(parties[0]).toEqual({
+        PartySubID: '1',
+        MiscFeeType: '26'
+    });
+});
+test('test AllocGrp.NestedParties.NstdPtysSubGrp', () => {
+    const views = toViews.views;
+    const v = views[0];
+    const parties = v.getView('AllocGrp.NestedParties.NstdPtysSubGrp').toObject();
+    expect(parties).toBeTruthy();
+    expect(Array.isArray(parties)).toBeTruthy();
+    expect(parties.length).toEqual(1);
+    expect(parties[0]).toEqual({
+        NestedPartySubID: '1',
+        NestedPartySubIDType: 26
+    });
+});
+test('main attributes', () => {
+    const views = toViews.views;
+    const v = views[0];
+    expect(v.getTyped('AllocReportID')).toEqual('12E251CB2133225C1CC112533311');
+    expect(v.getTyped('TradeMatchID')).toEqual('12A80D9ED85HI04008310');
+    expect(v.getTyped('AllocReportType')).toEqual(16);
+    expect(v.getTyped('TrdType')).toEqual(2);
+    expect(v.getTyped('AvgPx')).toEqual(95.5);
+    expect(v.getTyped('TradeDate')).toEqual(moment('2015-08-05').utc(true).toDate());
+    expect(v.getTyped('TradeMatchID')).toEqual('12A80D9ED85HI04008310');
+});
+//# sourceMappingURL=fixml-alloc-parse.test.js.map

package/dist/test/fixml-alloc-parse.test.js.map ADDED Viewed

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{ 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 './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"]}

package/dist/test/fixml-mkt-data-fut-parse.test.d.ts ADDED Viewed

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