npm - jspurefix - Versions diffs - 3.0.0 → 3.1.0 - Mend

jspurefix 3.0.0 → 3.1.0

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

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'reflect-metadata'\r\n\r\nimport { ComponentFieldDefinition, FixDefinitions, MessageDefinition } from '../../dictionary/definition'\r\nimport { ElasticBuffer, Tags } from '../../buffer'\r\nimport { AsciiChars, AsciiEncoder, TimeFormatter } from '../../buffer/ascii'\r\nimport { ILooseObject } from '../../collections/collection'\r\nimport {\r\n IInstrument,\r\n INewOrderSingle,\r\n IOrderQtyData,\r\n IStandardHeader,\r\n ITradeCaptureReportRequest,\r\n ITrdCapDtGrpNoDates,\r\n OrdType,\r\n SecurityIDSource,\r\n SecurityType,\r\n Side,\r\n SubscriptionRequestType,\r\n TimeInForce,\r\n TradeRequestType\r\n} from '../../types/FIX4.4/quickfix'\r\nimport { MsgType } from '../../index'\r\nimport { ContainedFieldSet } from '../../dictionary/contained'\r\nimport { AsciiMsgTransmitter } from '../../transport/ascii/ascii-msg-transmitter'\r\nimport { Setup } from '../env/setup'\r\nimport { ParsingResult } from '../env/parsing-result'\r\n\r\nlet definitions: FixDefinitions\r\nlet session: AsciiMsgTransmitter\r\nlet encoder: AsciiEncoder\r\nlet nos: MessageDefinition \| null\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\nlet setup: Setup\r\nlet buffer: ElasticBuffer\r\n\r\nbeforeAll(async () => {\r\n setup = new Setup('session/qf-fix44.json', null)\r\n await setup.init()\r\n definitions = setup.definitions\r\n const config = setup.clientConfig\r\n definitions = config.definitions\r\n session = setup.client.transmitter as AsciiMsgTransmitter\r\n buffer = setup.client.txBuffer\r\n encoder = session.encoder as AsciiEncoder\r\n nos = definitions.message.get('NewOrderSingle')\r\n const erd = definitions.message.get('ExecutionReport')\r\n if (erd) {\r\n er = erd\r\n }\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 ?? 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\ntest('encode heartbeat', async () => {\r\n const factory = session.config.factory\r\n expect(factory).toBeTruthy()\r\n if (!factory) return\r\n const hb = factory.heartbeat('test01')\r\n const hbd = definitions.message.get('Heartbeat')\r\n expect(hbd).toBeTruthy()\r\n if (!hbd) return\r\n const fix = toFixMessage(hb, hbd)\r\n expect(fix).toBeTruthy()\r\n const res: ParsingResult = await setup.client.parseText(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=FIX.4.4\|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 hb = definitions.message.get('Heartbeat')\r\n const fix: string = hb ? toFixMessage(no, hb) : ''\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 hb = definitions.message.get('Heartbeat')\r\n const fix: string = hb ? toFixMessage(no, hb) : ''\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 \| null = definitions.component.get('MDFullGrp')\r\n expect(mdGrp).toBeTruthy()\r\n if (!mdGrp) return\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 \| null = 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 if (!mdGrp) return\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 return {\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}\r\n\r\ntest('encode TradeCaptureReportRequest with TransactTime', () => {\r\n const tcr = getTCR1()\r\n const d = definitions.message.get('TradeCaptureReportRequest')\r\n if (!d) return\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 (): void {\r\n toFix(e, er)\r\n }\r\n expect(run).toThrow(/group instance \\[1] inconsistent delimiter 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 (): void {\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\nasync function getNewOrderSingle (o1: INewOrderSingle): Promise<any> {\r\n const nosd = definitions.message.get('NewOrderSingle')\r\n expect(nosd).toBeTruthy()\r\n if (!nosd) return\r\n const fix = toFixMessage(o1, nosd)\r\n expect(fix).toBeTruthy()\r\n const res: ParsingResult = await setup.client.parseText(fix)\r\n const tag = res.view?.getTyped('DeliverToCompID')\r\n return { res, tag }\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 { res, tag } = await getNewOrderSingle(o1)\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 { res, tag } = await getNewOrderSingle(o1)\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 if (!nosd) return\r\n const fix = toFixMessage(o1, nosd)\r\n expect(fix).toBeTruthy()\r\n const res: ParsingResult = await setup.client.parseText(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('FIX.4.4')\r\n expect(h.PossDupFlag).toEqual(true)\r\n expect(h.MsgType).toEqual(MsgType.NewOrderSingle)\r\n})\r\n"]}
1	+ 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'reflect-metadata'\r\n\r\nimport { ComponentFieldDefinition, FixDefinitions, MessageDefinition } from '../../dictionary/definition'\r\nimport { ElasticBuffer, Tags } from '../../buffer'\r\nimport { AsciiChars, AsciiEncoder, TimeFormatter } from '../../buffer/ascii'\r\nimport { ILooseObject } from '../../collections/collection'\r\nimport {\r\n IInstrument,\r\n INewOrderSingle,\r\n IOrderQtyData,\r\n IStandardHeader,\r\n ITradeCaptureReportRequest,\r\n ITrdCapDtGrpNoDates,\r\n OrdType,\r\n SecurityIDSource,\r\n SecurityType,\r\n Side,\r\n SubscriptionRequestType,\r\n TimeInForce,\r\n TradeRequestType\r\n} from '../../types/FIX4.4/quickfix'\r\nimport { MsgType } from '../../index'\r\nimport { ContainedFieldSet } from '../../dictionary/contained'\r\nimport { AsciiMsgTransmitter } from '../../transport/ascii/ascii-msg-transmitter'\r\nimport { Setup } from '../env/setup'\r\nimport { ParsingResult } from '../env/parsing-result'\r\n\r\nlet definitions: FixDefinitions\r\nlet session: AsciiMsgTransmitter\r\nlet encoder: AsciiEncoder\r\nlet nos: MessageDefinition \| null\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\nlet setup: Setup\r\nlet buffer: ElasticBuffer\r\n\r\nbeforeAll(async () => {\r\n setup = new Setup('session/qf-fix44.json', null)\r\n await setup.init()\r\n definitions = setup.definitions\r\n const config = setup.clientConfig\r\n definitions = config.definitions\r\n session = setup.client.transmitter as AsciiMsgTransmitter\r\n buffer = setup.client.txBuffer\r\n encoder = session.encoder as AsciiEncoder\r\n nos = definitions.message.get('NewOrderSingle')\r\n const erd = definitions.message.get('ExecutionReport')\r\n if (erd) {\r\n er = erd\r\n }\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 ?? 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\ntest('encode heartbeat', async () => {\r\n const factory = session.config.factory\r\n expect(factory).toBeTruthy()\r\n if (!factory) return\r\n const hb = factory.heartbeat('test01')\r\n const hbd = definitions.message.get('Heartbeat')\r\n expect(hbd).toBeTruthy()\r\n if (!hbd) return\r\n const fix = toFixMessage(hb, hbd)\r\n expect(fix).toBeTruthy()\r\n const res: ParsingResult = await setup.client.parseText(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=FIX.4.4\|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 hb = definitions.message.get('Heartbeat')\r\n const fix: string = hb ? toFixMessage(no, hb) : ''\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 hb = definitions.message.get('Heartbeat')\r\n const fix: string = hb ? toFixMessage(no, hb) : ''\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 \| null = definitions.component.get('MDFullGrp')\r\n expect(mdGrp).toBeTruthy()\r\n if (!mdGrp) return\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 \| null = 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 if (!mdGrp) return\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 return {\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}\r\n\r\ntest('encode TradeCaptureReportRequest with TransactTime', () => {\r\n const tcr = getTCR1()\r\n const d = definitions.message.get('TradeCaptureReportRequest')\r\n if (!d) return\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 (): void {\r\n toFix(e, er)\r\n }\r\n expect(run).toThrow(/group instance \\[1] inconsistent delimiter 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 (): void {\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\nasync function getNewOrderSingle (o1: INewOrderSingle): Promise<any> {\r\n const nosd = definitions.message.get('NewOrderSingle')\r\n expect(nosd).toBeTruthy()\r\n if (!nosd) return\r\n const fix = toFixMessage(o1, nosd)\r\n expect(fix).toBeTruthy()\r\n const res: ParsingResult = await setup.client.parseText(fix)\r\n const tag = res.view?.getTyped('DeliverToCompID')\r\n return { res, tag }\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 { res, tag } = await getNewOrderSingle(o1)\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 { res, tag } = await getNewOrderSingle(o1)\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 if (!nosd) return\r\n const fix = toFixMessage(o1, nosd)\r\n expect(fix).toBeTruthy()\r\n const res: ParsingResult = await setup.client.parseText(fix)\r\n expect(res.event).toEqual('msg')\r\n expect(res.msgType).toEqual(MsgType.NewOrderSingle)\r\n const parsed: INewOrderSingle = res.view!.toObject() as INewOrderSingle\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('FIX.4.4')\r\n expect(h.PossDupFlag).toEqual(true)\r\n expect(h.MsgType).toEqual(MsgType.NewOrderSingle)\r\n})\r\n"]}

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

	@@ -1 +1 @@
1	- import 'reflect-metadata';
1	+ import 'reflect-metadata';

package/dist/test/ascii/ascii-parser.test.js CHANGED Viewed

@@ -1,127 +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 });
-require("reflect-metadata");
-const buffer_1 = require("../../buffer");
-const util_1 = require("../../util");
-const index_1 = require("../../index");
-const setup_1 = require("../env/setup");
-const segment_type_1 = require("../../buffer/segment/segment-type");
-let config;
-let definitions;
-let jsonHelper;
-const logon = '8=FIX4.4|9=0000208|35=A|49=sender-10|56=target-20|34=1|57=sub-a|52=20180610-10:39:01.621|98=2|108=62441|95=20|96=VgfoSqo56NqSVI1fLdlI|141=Y|789=4886|383=20|384=1|372=ipsum|385=R|464=N|553=sit|554=consectetur|10=49|';
-const expectedTagPos = [
-    new buffer_1.TagPos(0, 8, 2, 6),
-    new buffer_1.TagPos(1, 9, 11, 7),
-    new buffer_1.TagPos(2, 35, 22, 1),
-    new buffer_1.TagPos(3, 49, 27, 9),
-    new buffer_1.TagPos(4, 56, 40, 9),
-    new buffer_1.TagPos(5, 34, 53, 1),
-    new buffer_1.TagPos(6, 57, 58, 5),
-    new buffer_1.TagPos(7, 52, 67, 21),
-    new buffer_1.TagPos(8, 98, 92, 1),
-    new buffer_1.TagPos(9, 108, 98, 5),
-    new buffer_1.TagPos(10, 95, 107, 2),
-    new buffer_1.TagPos(11, 96, 113, 20),
-    new buffer_1.TagPos(12, 141, 138, 1),
-    new buffer_1.TagPos(13, 789, 144, 4),
-    new buffer_1.TagPos(14, 383, 153, 2),
-    new buffer_1.TagPos(15, 384, 160, 1),
-    new buffer_1.TagPos(16, 372, 166, 5),
-    new buffer_1.TagPos(17, 385, 176, 1),
-    new buffer_1.TagPos(18, 464, 182, 1),
-    new buffer_1.TagPos(19, 553, 188, 3),
-    new buffer_1.TagPos(20, 554, 196, 11),
-    new buffer_1.TagPos(21, 10, 211, 2)
-];
-let setup;
-beforeAll(() => __awaiter(void 0, void 0, void 0, function* () {
-    expect.assertions(1);
-    setup = new setup_1.Setup('session/test-initiator-tls.json', 'session/test-acceptor-tls.json');
-    yield setup.init();
-    definitions = setup.definitions;
-    config = setup.clientConfig;
-    definitions = setup.definitions;
-    jsonHelper = new util_1.JsonHelper(definitions);
-}), 45000);
-test('begin string incorrectly placed', () => __awaiter(void 0, void 0, void 0, function* () {
-    return yield expect(setup.client.parseText('8=FIX4.4|8=FIX4.4|')).rejects.toEqual(new Error('BeginString: not expected at position [2]'));
-}));
-test('body length incorrectly placed', () => __awaiter(void 0, void 0, void 0, function* () {
-    return yield expect(setup.client.parseText('8=FIX4.4|9=101|9=101|')).rejects.toEqual(new Error('BodyLengthTag: not expected at position [3]'));
-}));
-test('msg type incorrectly placed', () => __awaiter(void 0, void 0, void 0, function* () {
-    return yield expect(setup.client.parseText('8=FIX4.4|9=101|35=A|35=A|')).rejects.toEqual(new Error('MsgTag: not expected at position [4]'));
-}));
-test('do not start with 8=', () => __awaiter(void 0, void 0, void 0, function* () {
-    return yield expect(setup.client.parseText('59=FIX4.4|')).rejects.toEqual(new Error('position 1 [59] must be BeginString: 8='));
-}));
-test('body length incorrectly placed', () => __awaiter(void 0, void 0, void 0, function* () {
-    return yield expect(setup.client.parseText('8=FIX4.4|59=101|9=101|')).rejects.toEqual(new Error('position 2 [59] must be BodyLengthTag: 9='));
-}));
-test('msgTag incorrectly placed', () => __awaiter(void 0, void 0, void 0, function* () {
-    return yield expect(setup.client.parseText('8=FIX4.4|9=101|59=A|')).rejects.toEqual(new Error('position 3 [59] must be MsgTag: 35='));
-}));
-test('first 3 fields correctly placed', () => __awaiter(void 0, void 0, void 0, function* () {
-    const res = yield setup.client.parseText('8=FIX4.4|9=101|35=A|');
-    expect(res.event).toEqual('done');
-}));
-test('complete msg parsed', () => __awaiter(void 0, void 0, void 0, function* () {
-    const res = yield setup.client.parseText(logon);
-    expect(res.event).toEqual('msg');
-    expect(res.msgType).toEqual(index_1.MsgType.Logon);
-}));
-test('complete msg in chunks parsed', () => __awaiter(void 0, void 0, void 0, function* () {
-    const res = yield setup.client.parseText(logon, true);
-    expect(res.event).toEqual('msg');
-    expect(res.msgType).toEqual(index_1.MsgType.Logon);
-}));
-test('msg sent in chunks matches parser buffer', () => __awaiter(void 0, void 0, void 0, function* () {
-    const res = yield setup.client.parseText(logon, true);
-    expect(res.msgType).toEqual(index_1.MsgType.Logon);
-    expect(res.contents).toEqual(logon);
-}));
-test('logon parsers to correct tag set', () => __awaiter(void 0, void 0, void 0, function* () {
-    var _a, _b;
-    const res = yield setup.client.parseText(logon, true);
-    expect(res.msgType).toEqual(index_1.MsgType.Logon);
-    expect((_b = (_a = res === null || res === void 0 ? void 0 : res.view) === null || _a === void 0 ? void 0 : _a.structure) === null || _b === void 0 ? void 0 : _b.tags.tagPos).toEqual(expectedTagPos);
-}));
-test('tags other than 10 past body length', () => __awaiter(void 0, void 0, void 0, function* () {
-    const begin = '8=FIX4.4|9=0000208|';
-    const changed = logon.replace('10=49|', '555=you know nothin|10=49');
-    return yield expect(setup.client.parseText(changed)).rejects.toEqual(new Error(`Tag: [555] cant be after ${208 + begin.length - 1}`));
-}));
-test('unknown message type', () => __awaiter(void 0, void 0, void 0, function* () {
-    var _c;
-    const changed = logon.replace('35=A', '35=ZZ');
-    const res = yield setup.client.parseText(changed);
-    expect(res.view).toBeTruthy();
-    expect((_c = res === null || res === void 0 ? void 0 : res.view) === null || _c === void 0 ? void 0 : _c.segment.type).toEqual(segment_type_1.SegmentType.Unknown);
-}));
-test('missing 1 required tag', () => __awaiter(void 0, void 0, void 0, function* () {
-    var _d;
-    const changed = logon.replace('108=62441|', '000=62441|');
-    const res = yield setup.client.parseText(changed);
-    expect(res.view).toBeTruthy();
-    const missing = (_d = res === null || res === void 0 ? void 0 : res.view) === null || _d === void 0 ? void 0 : _d.missing();
-    expect(missing).toEqual([108]);
-}));
-test('missing 2 required tags', () => __awaiter(void 0, void 0, void 0, function* () {
-    var _e;
-    const changed = logon.replace('98=2|108=62441|', '01=2|000=62441|');
-    const res = yield setup.client.parseText(changed);
-    expect(res.view).toBeTruthy();
-    const missing = (_e = res === null || res === void 0 ? void 0 : res.view) === null || _e === void 0 ? void 0 : _e.missing();
-    expect(missing).toEqual([98, 108]);
-}));
+"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 });
+require("reflect-metadata");
+const buffer_1 = require("../../buffer");
+const util_1 = require("../../util");
+const index_1 = require("../../index");
+const setup_1 = require("../env/setup");
+const segment_type_1 = require("../../buffer/segment/segment-type");
+let config;
+let definitions;
+let jsonHelper;
+const logon = '8=FIX4.4|9=0000208|35=A|49=sender-10|56=target-20|34=1|57=sub-a|52=20180610-10:39:01.621|98=2|108=62441|95=20|96=VgfoSqo56NqSVI1fLdlI|141=Y|789=4886|383=20|384=1|372=ipsum|385=R|464=N|553=sit|554=consectetur|10=49|';
+const expectedTagPos = [
+    new buffer_1.TagPos(0, 8, 2, 6),
+    new buffer_1.TagPos(1, 9, 11, 7),
+    new buffer_1.TagPos(2, 35, 22, 1),
+    new buffer_1.TagPos(3, 49, 27, 9),
+    new buffer_1.TagPos(4, 56, 40, 9),
+    new buffer_1.TagPos(5, 34, 53, 1),
+    new buffer_1.TagPos(6, 57, 58, 5),
+    new buffer_1.TagPos(7, 52, 67, 21),
+    new buffer_1.TagPos(8, 98, 92, 1),
+    new buffer_1.TagPos(9, 108, 98, 5),
+    new buffer_1.TagPos(10, 95, 107, 2),
+    new buffer_1.TagPos(11, 96, 113, 20),
+    new buffer_1.TagPos(12, 141, 138, 1),
+    new buffer_1.TagPos(13, 789, 144, 4),
+    new buffer_1.TagPos(14, 383, 153, 2),
+    new buffer_1.TagPos(15, 384, 160, 1),
+    new buffer_1.TagPos(16, 372, 166, 5),
+    new buffer_1.TagPos(17, 385, 176, 1),
+    new buffer_1.TagPos(18, 464, 182, 1),
+    new buffer_1.TagPos(19, 553, 188, 3),
+    new buffer_1.TagPos(20, 554, 196, 11),
+    new buffer_1.TagPos(21, 10, 211, 2)
+];
+let setup;
+beforeAll(() => __awaiter(void 0, void 0, void 0, function* () {
+    expect.assertions(1);
+    setup = new setup_1.Setup('session/test-initiator-tls.json', 'session/test-acceptor-tls.json');
+    yield setup.init();
+    definitions = setup.definitions;
+    config = setup.clientConfig;
+    definitions = setup.definitions;
+    jsonHelper = new util_1.JsonHelper(definitions);
+}), 45000);
+test('begin string incorrectly placed', () => __awaiter(void 0, void 0, void 0, function* () {
+    return yield expect(setup.client.parseText('8=FIX4.4|8=FIX4.4|')).rejects.toEqual(new Error('BeginString: not expected at position [2]'));
+}));
+test('body length incorrectly placed', () => __awaiter(void 0, void 0, void 0, function* () {
+    return yield expect(setup.client.parseText('8=FIX4.4|9=101|9=101|')).rejects.toEqual(new Error('BodyLengthTag: not expected at position [3]'));
+}));
+test('msg type incorrectly placed', () => __awaiter(void 0, void 0, void 0, function* () {
+    return yield expect(setup.client.parseText('8=FIX4.4|9=101|35=A|35=A|')).rejects.toEqual(new Error('MsgTag: not expected at position [4]'));
+}));
+test('do not start with 8=', () => __awaiter(void 0, void 0, void 0, function* () {
+    return yield expect(setup.client.parseText('59=FIX4.4|')).rejects.toEqual(new Error('position 1 [59] must be BeginString: 8='));
+}));
+test('body length incorrectly placed', () => __awaiter(void 0, void 0, void 0, function* () {
+    return yield expect(setup.client.parseText('8=FIX4.4|59=101|9=101|')).rejects.toEqual(new Error('position 2 [59] must be BodyLengthTag: 9='));
+}));
+test('msgTag incorrectly placed', () => __awaiter(void 0, void 0, void 0, function* () {
+    return yield expect(setup.client.parseText('8=FIX4.4|9=101|59=A|')).rejects.toEqual(new Error('position 3 [59] must be MsgTag: 35='));
+}));
+test('first 3 fields correctly placed', () => __awaiter(void 0, void 0, void 0, function* () {
+    const res = yield setup.client.parseText('8=FIX4.4|9=101|35=A|');
+    expect(res.event).toEqual('done');
+}));
+test('complete msg parsed', () => __awaiter(void 0, void 0, void 0, function* () {
+    const res = yield setup.client.parseText(logon);
+    expect(res.event).toEqual('msg');
+    expect(res.msgType).toEqual(index_1.MsgType.Logon);
+}));
+test('complete msg in chunks parsed', () => __awaiter(void 0, void 0, void 0, function* () {
+    const res = yield setup.client.parseText(logon, true);
+    expect(res.event).toEqual('msg');
+    expect(res.msgType).toEqual(index_1.MsgType.Logon);
+}));
+test('msg sent in chunks matches parser buffer', () => __awaiter(void 0, void 0, void 0, function* () {
+    const res = yield setup.client.parseText(logon, true);
+    expect(res.msgType).toEqual(index_1.MsgType.Logon);
+    expect(res.contents).toEqual(logon);
+}));
+test('logon parsers to correct tag set', () => __awaiter(void 0, void 0, void 0, function* () {
+    var _a, _b;
+    const res = yield setup.client.parseText(logon, true);
+    expect(res.msgType).toEqual(index_1.MsgType.Logon);
+    expect((_b = (_a = res === null || res === void 0 ? void 0 : res.view) === null || _a === void 0 ? void 0 : _a.structure) === null || _b === void 0 ? void 0 : _b.tags.tagPos).toEqual(expectedTagPos);
+}));
+test('tags other than 10 past body length', () => __awaiter(void 0, void 0, void 0, function* () {
+    const begin = '8=FIX4.4|9=0000208|';
+    const changed = logon.replace('10=49|', '555=you know nothin|10=49');
+    return yield expect(setup.client.parseText(changed)).rejects.toEqual(new Error(`Tag: [555] cant be after ${208 + begin.length - 1}`));
+}));
+test('unknown message type', () => __awaiter(void 0, void 0, void 0, function* () {
+    var _c;
+    const changed = logon.replace('35=A', '35=ZZ');
+    const res = yield setup.client.parseText(changed);
+    expect(res.view).toBeTruthy();
+    expect((_c = res === null || res === void 0 ? void 0 : res.view) === null || _c === void 0 ? void 0 : _c.segment.type).toEqual(segment_type_1.SegmentType.Unknown);
+}));
+test('missing 1 required tag', () => __awaiter(void 0, void 0, void 0, function* () {
+    var _d;
+    const changed = logon.replace('108=62441|', '000=62441|');
+    const res = yield setup.client.parseText(changed);
+    expect(res.view).toBeTruthy();
+    const missing = (_d = res === null || res === void 0 ? void 0 : res.view) === null || _d === void 0 ? void 0 : _d.missing();
+    expect(missing).toEqual([108]);
+}));
+test('missing 2 required tags', () => __awaiter(void 0, void 0, void 0, function* () {
+    var _e;
+    const changed = logon.replace('98=2|108=62441|', '01=2|000=62441|');
+    const res = yield setup.client.parseText(changed);
+    expect(res.view).toBeTruthy();
+    const missing = (_e = res === null || res === void 0 ? void 0 : res.view) === null || _e === void 0 ? void 0 : _e.missing();
+    expect(missing).toEqual([98, 108]);
+}));
 //# sourceMappingURL=ascii-parser.test.js.map

package/dist/test/ascii/ascii-segment.test.d.ts CHANGED Viewed

	@@ -1 +1 @@
1	- import 'reflect-metadata';
1	+ import 'reflect-metadata';