jspurefix 5.11.0 → 5.11.2
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/README.md +13 -1
- package/dist/buffer/fixml/fixml-parser.js +1 -1
- package/dist/buffer/fixml/fixml-parser.js.map +1 -1
- package/dist/config/empty-log-factory.d.ts +2 -2
- package/dist/config/empty-log-factory.js +1 -1
- package/dist/config/empty-log-factory.js.map +1 -1
- package/dist/config/get-js-fx-logger.d.ts +2 -2
- package/dist/config/get-js-fx-logger.js.map +1 -1
- package/dist/config/js-fix-logger-factory.d.ts +2 -2
- package/dist/config/js-fix-logger-factory.js.map +1 -1
- package/dist/config/js-fix-logger.d.ts +9 -8
- package/dist/config/js-fix-logger.js +4 -4
- package/dist/config/js-fix-logger.js.map +1 -1
- package/dist/config/js-fix-winston-log-factory.d.ts +2 -2
- package/dist/config/js-fix-winston-log-factory.js +2 -2
- package/dist/config/js-fix-winston-log-factory.js.map +1 -1
- package/dist/config/winston-logger.d.ts +5 -2
- package/dist/config/winston-logger.js +55 -9
- package/dist/config/winston-logger.js.map +1 -1
- package/dist/dictionary/fragment-safety.d.ts +26 -0
- package/dist/dictionary/fragment-safety.js +154 -0
- package/dist/dictionary/fragment-safety.js.map +1 -0
- package/dist/dictionary/index.d.ts +1 -0
- package/dist/dictionary/index.js +1 -0
- package/dist/dictionary/index.js.map +1 -1
- package/dist/runtime/make-config.js +1 -1
- package/dist/runtime/make-config.js.map +1 -1
- package/dist/runtime/session-launcher.js +1 -1
- package/dist/runtime/session-launcher.js.map +1 -1
- package/dist/sample/http/oms/http-client.js +1 -1
- package/dist/sample/http/oms/http-client.js.map +1 -1
- package/dist/sample/http/oms/http-server.js +1 -1
- package/dist/sample/http/oms/http-server.js.map +1 -1
- package/dist/sample/tcp/qf-md/md-client.js +1 -1
- package/dist/sample/tcp/qf-md/md-client.js.map +1 -1
- package/dist/sample/tcp/qf-md/md-server.js +1 -1
- package/dist/sample/tcp/qf-md/md-server.js.map +1 -1
- package/dist/sample/tcp/recovering-skeleton/respawn-acceptor.js +1 -1
- package/dist/sample/tcp/recovering-skeleton/respawn-acceptor.js.map +1 -1
- package/dist/sample/tcp/recovering-skeleton/skeleton-client.js +1 -1
- package/dist/sample/tcp/recovering-skeleton/skeleton-client.js.map +1 -1
- package/dist/sample/tcp/recovering-skeleton/skeleton-server.js +1 -1
- package/dist/sample/tcp/recovering-skeleton/skeleton-server.js.map +1 -1
- package/dist/sample/tcp/skeleton/skeleton-session.js +1 -1
- package/dist/sample/tcp/skeleton/skeleton-session.js.map +1 -1
- package/dist/sample/tcp/trade-capture/trade-capture-client.js +1 -1
- package/dist/sample/tcp/trade-capture/trade-capture-client.js.map +1 -1
- package/dist/sample/tcp/trade-capture/trade-capture-server.js +1 -1
- package/dist/sample/tcp/trade-capture/trade-capture-server.js.map +1 -1
- package/dist/store/fix-msg-memory-store.js +1 -1
- package/dist/store/fix-msg-memory-store.js.map +1 -1
- package/dist/transport/ascii/ascii-msg-transmitter.js +1 -1
- package/dist/transport/ascii/ascii-msg-transmitter.js.map +1 -1
- package/dist/transport/ascii/ascii-session.js +1 -1
- package/dist/transport/ascii/ascii-session.js.map +1 -1
- package/dist/transport/http/http-acceptor-listener.js +1 -1
- package/dist/transport/http/http-acceptor-listener.js.map +1 -1
- package/dist/transport/http/http-acceptor.js +2 -2
- package/dist/transport/http/http-acceptor.js.map +1 -1
- package/dist/transport/http/http-initiator.js +1 -1
- package/dist/transport/http/http-initiator.js.map +1 -1
- package/dist/transport/http/http-json-sample-adapter.js +1 -1
- package/dist/transport/http/http-json-sample-adapter.js.map +1 -1
- package/dist/transport/session/fix-session.js +3 -3
- package/dist/transport/session/fix-session.js.map +1 -1
- package/dist/transport/session/session-registry.js +1 -1
- package/dist/transport/session/session-registry.js.map +1 -1
- package/dist/transport/tcp/connect-error.d.ts +2 -0
- package/dist/transport/tcp/connect-error.js +32 -0
- package/dist/transport/tcp/connect-error.js.map +1 -0
- package/dist/transport/tcp/recovering-tcp-initiator.js +3 -2
- package/dist/transport/tcp/recovering-tcp-initiator.js.map +1 -1
- package/dist/transport/tcp/tcp-acceptor-listener.js +2 -2
- package/dist/transport/tcp/tcp-acceptor-listener.js.map +1 -1
- package/dist/transport/tcp/tcp-acceptor.js +2 -2
- package/dist/transport/tcp/tcp-acceptor.js.map +1 -1
- package/dist/transport/tcp/tcp-initiator-connector.js +2 -2
- package/dist/transport/tcp/tcp-initiator-connector.js.map +1 -1
- package/dist/transport/tcp/tcp-initiator.js +5 -4
- package/dist/transport/tcp/tcp-initiator.js.map +1 -1
- package/docs/instrumentation.md +346 -0
- package/docs/scattered-components.md +280 -0
- package/jsfix.test_client.txt +62 -62
- package/jsfix.test_server.txt +72 -72
- package/package.json +1 -1
- package/src/buffer/fixml/fixml-parser.ts +1 -1
- package/src/config/empty-log-factory.ts +2 -2
- package/src/config/get-js-fx-logger.ts +2 -2
- package/src/config/js-fix-logger-factory.ts +8 -2
- package/src/config/js-fix-logger.ts +23 -8
- package/src/config/js-fix-winston-log-factory.ts +3 -3
- package/src/config/winston-logger.ts +85 -10
- package/src/dictionary/fragment-safety.ts +225 -0
- package/src/dictionary/index.ts +1 -0
- package/src/runtime/make-config.ts +1 -1
- package/src/runtime/session-launcher.ts +1 -1
- package/src/sample/http/oms/http-client.ts +1 -1
- package/src/sample/http/oms/http-server.ts +1 -1
- package/src/sample/tcp/qf-md/md-client.ts +1 -1
- package/src/sample/tcp/qf-md/md-server.ts +1 -1
- package/src/sample/tcp/recovering-skeleton/respawn-acceptor.ts +2 -1
- package/src/sample/tcp/recovering-skeleton/skeleton-client.ts +1 -1
- package/src/sample/tcp/recovering-skeleton/skeleton-server.ts +1 -1
- package/src/sample/tcp/skeleton/skeleton-session.ts +1 -1
- package/src/sample/tcp/trade-capture/trade-capture-client.ts +2 -1
- package/src/sample/tcp/trade-capture/trade-capture-server.ts +2 -1
- package/src/store/fix-msg-memory-store.ts +2 -1
- package/src/transport/ascii/ascii-msg-transmitter.ts +2 -1
- package/src/transport/ascii/ascii-session.ts +2 -1
- package/src/transport/http/http-acceptor-listener.ts +2 -1
- package/src/transport/http/http-acceptor.ts +2 -1
- package/src/transport/http/http-initiator.ts +2 -1
- package/src/transport/http/http-json-sample-adapter.ts +1 -1
- package/src/transport/session/fix-session.ts +2 -1
- package/src/transport/session/session-registry.ts +1 -1
- package/src/transport/tcp/connect-error.ts +56 -0
- package/src/transport/tcp/recovering-tcp-initiator.ts +4 -2
- package/src/transport/tcp/tcp-acceptor-listener.ts +4 -2
- package/src/transport/tcp/tcp-acceptor.ts +2 -1
- package/src/transport/tcp/tcp-initiator-connector.ts +4 -2
- package/src/transport/tcp/tcp-initiator.ts +9 -5
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# Instrumentation — design note
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**Status: design, nothing implemented.** This is the shape being argued about before any
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code is written, because the contract has to be right in two engines at once. Comments
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and disagreement welcome on the tracking issue.
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The goal is that an operator running jspurefix in production can answer, without adding
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their own code: is the session up, how much is going through it, what is it costing me,
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and has anything started going wrong. Today they can answer none of those except by
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reading log prose.
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## What this is not
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[`docs/benchmarking.md`](benchmarking.md) already measures parser throughput and
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allocation. That is **offline**: `jsfix-bench` drives synthetic bytes under
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`--expose-gc` so a change to a hot path can be argued about with a number.
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This note is about the **live** engine — the same quantities, in a running process, at a
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cost low enough to leave switched on. The two should agree on names wherever they
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measure the same thing, so a bench figure and a production figure can be put side by
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side.
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## Principles
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1. **The snapshot is the contract.** Prometheus, OpenTelemetry, a JSON endpoint and a
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CLI table are four *renderings* of one data structure. Design that structure; the
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renderings are then cheap, independent, and none of them is in the way of the others.
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2. **Zero cost when off.** A disabled sink is a no-op method call, never a string format
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or an object allocation. `EmptyLogger` is the existing precedent.
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3. **Nothing new in `dependencies`.** See [packaging](#packaging-boundary) — this is the
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trap most likely to be walked into.
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4. **One spec, two engines.** Metric names and semantics are defined here and
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implemented identically in cspurefix. A shared dashboard is most of the value.
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## Layer 0 — the snapshot
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A plain object, no dependencies, produced on demand. Everything else renders it.
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There is already a rough version of this: `TcpAcceptor` logs an *acceptor census*
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(`transports=1 [1@::1:57598 up 0s] sessions=0 []`). It is a stats snapshot that only
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knows how to be a log line.
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```ts
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interface ISessionStats {
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sessionId: string // BeginString-Sender-Target
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peerCompId: string
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role: 'initiator' | 'acceptor'
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state: SessionState // the enum, not a rendered string
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upSince: Date | null
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// sequence
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lastSentSeqNum: number
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lastPeerMsgSeqNum: number
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// traffic, since process start
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msgsSent: number
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msgsReceived: number
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bytesSent: number
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bytesReceived: number
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// health
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resendRequestsSent: number
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resendRequestsReceived: number
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gapsDetected: number
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reconnects: number
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lastReceivedAt: Date | null
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lastSentAt: Date | null
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}
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```
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Gauges are read from state that already exists — `FixSessionState` holds
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`lastPeerMsgSeqNum`, `LastSentAt`, `lastReceivedAt`, `peerCompId`; `SessionState` is the
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enum; `SessionRegistry` knows the live set. Counters are the new part.
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**Open question.** Whether the snapshot is per-session with an aggregate rolled up by the
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registry, or one flat structure. Per-session with rollup is more useful to a venue and
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more work; a single acceptor with one counterparty gets the same answer either way.
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## Layer 1 — chokepoints
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Counters are pushed through a narrow sink with a no-op default. The seams already exist;
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none of these needs a new abstraction to hang off.
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| what | where (jspurefix) | notes for the port |
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| --- | --- | --- |
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| bytes in, parse time | `AsciiParser.parseBuffer` / `parse` | the byte count is the write, not the message — a segment may hold several or half of one |
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| messages decoded, by msgType | `AsciiParser.msg` | bounded label set, ~30 values |
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| parse buffer high water | `ElasticBuffer.currentSize` vs `returnTo` | a buffer that keeps growing past `returnTo` is the early warning for a slow consumer |
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| messages encoded, bytes out | `MsgTransmitter.send` / `settle` | `settle` already carries the payload and any error |
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| session state transitions | `FixSession.setState` | transition counts, and time spent in each state |
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| application vs session traffic | `AsciiSession.dispatchMsg` | the split matters: heartbeats are not throughput |
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| gaps, resends, logon retries | `SessionSequenceCoordinator` | `pendingResendRequests`, `logonRetryCount` are already tracked |
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| store depth, put latency | `FixMsgMemoryStore` / `FileSessionStore` | file store latency is the one that will surprise people |
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| transports accepted, harvested | `TcpAcceptor` | already emits `transport` and `harvested` |
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| reconnects, recovery attempts | `RecoveringTcpInitiator` | see `recovery policy` logging added in 5.11.0 |
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**Bytes per second through the parser is the headline number** and deserves care: it is
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what an evaluator asks for, and it is the one most easily measured wrongly. Count bytes
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where they enter the parser, not where they leave the socket, and keep decode time
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separate from `toObject()` — the benchmarking doc already draws that line as
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`parse:view` against `parse:object`, and live instrumentation should draw it in the same
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place.
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## The metric set
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Names in Prometheus form; OpenTelemetry and the C# port use the same words. Prefix is
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`fix_` rather than `jspurefix_` so both engines populate one dashboard.
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| metric | type | labels |
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| --- | --- | --- |
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| `fix_session_up` | gauge (0/1) | `session`, `role` |
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| `fix_session_state` | gauge (enum value) | `session` |
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| `fix_messages_total` | counter | `session`, `direction`, `msg_type`, `class` (admin/app) |
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| `fix_bytes_total` | counter | `session`, `direction` |
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| `fix_parse_duration_seconds` | histogram | — |
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| `fix_encode_duration_seconds` | histogram | — |
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| `fix_seq_num` | gauge | `session`, `direction` |
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| `fix_resend_requests_total` | counter | `session`, `direction` |
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| `fix_gaps_detected_total` | counter | `session` |
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| `fix_reconnects_total` | counter | `session` |
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| `fix_store_depth` | gauge | `session` |
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| `fix_transports_open` | gauge | `listener` |
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Alerting mostly falls out of these: `fix_session_up == 0` during trading hours,
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`rate(fix_gaps_detected_total[5m]) > 0`, a seq num that stops advancing, a store depth
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that only grows.
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### Cardinality
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A wildcard acceptor (`TargetCompID: '*'`) can meet an unbounded set of counterparties, so
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**`session` is not automatically a safe label**. A venue with churny clients would grow
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the series set without limit. Options: cap the labelled set and bucket the rest as
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`other`, make per-session labelling opt-in, or expose per-session detail only through the
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diagnostics endpoint and keep the scrape aggregated. Decide before shipping, not after
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someone's Prometheus falls over.
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`msg_type` is safe — bounded by the dictionary.
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## Structured logging
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**This lands first, on its own.** Not because it is smaller — because it delivers the
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whole Elastic story by itself, and because the pass that adds fields is the pass that
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locates every future counter site.
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Worth separating two consumers that want opposite things:
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- **Filebeat and Elastic are push.** The engine writes JSON lines, Filebeat harvests,
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Kibana does the drill-down. No server in the engine at all.
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- **A live diagnostics endpoint is pull.** For when there is no Elastic stack, or when
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someone wants the state of a process now rather than after a harvest cycle.
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The click-through-and-drill-down picture is entirely the first of those. That makes the
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web server in [packaging](#packaging-boundary) an independent, later, optional thing
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rather than a prerequisite.
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### The leverage is bound context, not the call sites
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The engine has **307 logger call sites** (239 `info`, 39 `warning`, 15 `error`, 14 `debug`)
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but only **29 places a logger is constructed**. And the identity is already at those 29:
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```ts
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this.sessionLogger = config.logFactory.logger(`${this.me}:${peerCompId}:FixSession`)
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```
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That is the session identity, built once, and completely opaque downstream — the "regex
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over English" problem, except it is not even English, it is punctuation. So the first move
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is not widening 307 call sites, it is widening the 29. Bound context makes every one of the
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307 filterable without touching any of them.
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Per-call fields then matter only where a line carries a *value* worth aggregating —
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`msgType`, seq nums, byte counts, state transitions, gap ranges. Perhaps 25 lines, chosen
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deliberately. They are the same chokepoints [layer 1](#layer-1--chokepoints) lists, which
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is why doing this first leaves the metrics work half-located.
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### The interface
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```ts
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export type JsFixLogFields = Record<string, unknown>
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export interface IJsFixLogger {
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info: (message: string, fields?: JsFixLogFields) => void
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warning: (message: string, fields?: JsFixLogFields) => void
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debug: (message: string, fields?: JsFixLogFields) => void
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error: (e: Error, fields?: JsFixLogFields) => void
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}
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export abstract class JsFixLoggerFactory {
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public abstract logger (type: string, context?: JsFixLogFields): IJsFixLogger
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}
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```
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Non-breaking, and worth being precise about why: TypeScript lets an implementation declare
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*fewer* parameters than the interface, so a client's existing `info(message: string)` still
|
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satisfies it, and their `JsFixLoggerFactory` subclass keeps working while ignoring the new
|
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argument. Callers are unaffected either way.
|
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+
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`error` gains fields as well as the others. It currently takes only an `Error` — no
|
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message, no context — and those 15 sites are the ones most wanted at 3am.
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**Bound context, not a `child()` logger.** It fits the 29 construction sites, and it ports:
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a `child()` would put an object lifecycle in the contract. See
|
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[porting](#porting-to-cspurefix).
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### Not breaking the existing line
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+
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The engine has been live for years; people have grep and scrapers built on the current
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output. That output must not move.
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|
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|
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```
|
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2026-08-16T14:14:56.102Z [skeleton_server:skeleton-client:FixSession] info: peer sent ...
|
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|
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```
|
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+
|
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The shipped format names exactly four fields:
|
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```ts
|
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printf(info => `${info.timestamp} [${info.type}] ${info.level}: ${info.message}`)
|
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|
+
```
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+
|
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So as long as context and per-call fields go into the winston info object as **separate
|
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keys**, that printf never sees them. Verified: the same call with and without the new keys
|
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renders byte-identically apart from the millisecond.
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+
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Three rules follow, and each has bitten already:
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1. **`type` stays verbatim at all 29 sites.** It cannot be composed from the fields — the
|
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sites have no single rule between them (bare literals `'acceptor'`, one-part
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`` `${this.me}` ``, two-part `` `${name}:TcpInitiator` ``, three-part
|
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`` `${me}:${peer}:FixSession` ``, and one dotted `` `${type}.${t}` ``). Deriving it
|
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means per-site rules, which is the same edit with more ways to get a string subtly
|
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wrong. The resulting duplication between `type` and the fields is the price of not
|
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breaking grep, and it is cheap. In a JSON rendering `type` is simply dropped, because
|
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`component` and `app` carry it properly.
|
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|
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2. **Fields are namespaced, never spread.** They travel under `context` and `fields` keys
|
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and the *formatter* decides how to flatten. Spreading at the top level lets a caller's
|
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|
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`{ message: … }` clobber the real message. It also keeps the contract
|
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|
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transport-agnostic, which is what makes it port.
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|
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3. **A winston format function must mutate `info`, not return a new object.** Returning a
|
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|
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fresh object drops `Symbol.for('level')` and winston discards the record silently — no
|
|
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|
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output, no error. Found the hard way while proving the above.
|
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|
+
|
|
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|
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### The default does not change
|
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|
+
|
|
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|
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`WinstonLogger.consoleOptions()` does **not** emit JSON today — it is a `printf` rendering
|
|
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|
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prose, so "winston gives JSON for free" is not true as things stand. JSON arrives as a new
|
|
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|
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opt-in `ecsOptions()`, and the console default stays exactly as it is. Not only for this
|
|
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|
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release: changing a default log format is a major-version event at best and probably never
|
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|
+
worth it.
|
|
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|
+
|
|
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|
+
`WinstonLogger.plain()` is message-only and used for FIX wire logs. That is a replay
|
|
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|
+
artifact, not structured-log material, and stays as it is.
|
|
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|
+
|
|
249
|
+
Two things make "same output after upgrade" a guarantee rather than a promise:
|
|
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|
+
|
|
251
|
+
- **A golden-output test** rendering lines through `consoleOptions()` with and without
|
|
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|
+
context and fields, asserting the strings are identical. Anyone later improving
|
|
253
|
+
`appFormat` then fails a test instead of breaking a customer's scraper.
|
|
254
|
+
- **The fields commit rewords no messages.** Mixing the two makes a before/after log diff
|
|
255
|
+
unreadable. Keep them separate so the diff at a given level is genuinely empty.
|
|
256
|
+
|
|
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|
+
### Field names
|
|
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|
+
|
|
259
|
+
ECS names where they exist — `service.name`, `log.level`, `error.message`,
|
|
260
|
+
`error.stack_trace` — and everything engine-specific under `fix.*`. Context keys are plain
|
|
261
|
+
words; the formatter applies the prefix.
|
|
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|
+
|
|
263
|
+
| context key | rendered | meaning |
|
|
264
|
+
| --- | --- | --- |
|
|
265
|
+
| `component` | `fix.component` | the class, e.g. `FixSession`, `TcpAcceptor` |
|
|
266
|
+
| `app` | `fix.app` | application name from the session description |
|
|
267
|
+
| `peer` | `fix.peer` | counterparty comp id, once known |
|
|
268
|
+
| `role` | `fix.role` | `initiator` or `acceptor` |
|
|
269
|
+
|
|
270
|
+
This is the metric prefix decision applied to logs: `fix.msg_type` in a log line,
|
|
271
|
+
`fix_messages_total{msg_type}` in a metric — same words, each in its own convention's
|
|
272
|
+
punctuation, so one dashboard serves both engines.
|
|
273
|
+
|
|
274
|
+
`fix.session` in the canonical `BeginString-Sender-Target` form is deliberately **not** in
|
|
275
|
+
the table above. A wildcard acceptor does not know its peer until bind time, so the field
|
|
276
|
+
would be absent or wrong on exactly the sessions that need it most. It arrives with the
|
|
277
|
+
metrics work, where `SessionId` is properly to hand — `AsciiSession` already rebuilds its
|
|
278
|
+
logger at bind for this reason, so the seam is there.
|
|
279
|
+
|
|
280
|
+
Rendered, one call site gives either:
|
|
281
|
+
|
|
282
|
+
```
|
|
283
|
+
2026-08-16T14:17:31.864Z [skeleton_server:skeleton-client:FixSession] info: peer sent ResetSeqNumFlag=Y with seqNum=1, weAlsoReset=true
|
|
284
|
+
```
|
|
285
|
+
|
|
286
|
+
```json
|
|
287
|
+
{"@timestamp":"2026-08-16T14:17:59.278Z","log.level":"info","service.name":"jspurefix",
|
|
288
|
+
"message":"peer sent ResetSeqNumFlag=Y with seqNum=1, weAlsoReset=true",
|
|
289
|
+
"fix.component":"FixSession","fix.app":"skeleton_server","fix.peer":"skeleton-client",
|
|
290
|
+
"fix.reset_seq_num_flag":true,"fix.seq_num":1,"fix.we_also_reset":true}
|
|
291
|
+
```
|
|
292
|
+
|
|
293
|
+
## Packaging boundary
|
|
294
|
+
|
|
295
|
+
`express` and `axios` are **already** in `dependencies`, which is the unfinished half of
|
|
296
|
+
[#91](https://github.com/TimelordUK/jspurefix/issues/91): every consumer installs them
|
|
297
|
+
whether or not they are used. A diagnostics web server is exactly how that happens a
|
|
298
|
+
second time, and the fact that express is already present is what will make it tempting.
|
|
299
|
+
|
|
300
|
+
Proposed:
|
|
301
|
+
|
|
302
|
+
- **core** — snapshot, sink interface, counters. No new dependencies at all.
|
|
303
|
+
- **exporters** — Prometheus text format is about fifty lines and needs nothing;
|
|
304
|
+
OpenTelemetry needs `@opentelemetry/api` as an **optional peer** dependency.
|
|
305
|
+
- **diagnostics endpoint** — a separate package, or optional peer. It should also be off
|
|
306
|
+
by default and bind to loopback unless told otherwise: an unauthenticated page
|
|
307
|
+
describing your counterparties and sequence numbers is not something to open by
|
|
308
|
+
accident.
|
|
309
|
+
|
|
310
|
+
## Porting to cspurefix
|
|
311
|
+
|
|
312
|
+
The contract above is deliberately language-neutral. Points where the runtimes genuinely
|
|
313
|
+
differ, and the spec should not pretend otherwise:
|
|
314
|
+
|
|
315
|
+
- **GC and heap.** V8 exposes collections through `perf_hooks`; the CLR has its own
|
|
316
|
+
counters. Do not invent a common schema — report each natively and let the dashboard
|
|
317
|
+
hold two panels.
|
|
318
|
+
- **Sink interface.** A plain interface with a no-op implementation in both; no
|
|
319
|
+
`EventEmitter` in the contract, since that would not port.
|
|
320
|
+
- **Logging shape.** .NET expresses this differently: bound context is `BeginScope`, and
|
|
321
|
+
per-call fields come from message templates (`"session {SessionId} up"`) rather than a
|
|
322
|
+
separate object. Both can emit identical JSON, but they are not the same API. The
|
|
323
|
+
portable contract is *bound fields plus per-call fields*, and each engine renders it
|
|
324
|
+
idiomatically — forcing the TypeScript shape onto `Microsoft.Extensions.Logging` would
|
|
325
|
+
produce something unidiomatic that nobody on that side would want to use. What must
|
|
326
|
+
match is the emitted field names, not the call signature.
|
|
327
|
+
- **Histograms.** Prometheus histograms need fixed buckets. Agree the bucket boundaries
|
|
328
|
+
here so latency panels are comparable between engines rather than merely similar.
|
|
329
|
+
|
|
330
|
+
## Decisions still open
|
|
331
|
+
|
|
332
|
+
1. Per-session snapshot with registry rollup, or one flat structure?
|
|
333
|
+
2. Is `session` a metric label, and if so how is cardinality bounded?
|
|
334
|
+
3. ~~Does structured logging land first, on its own?~~ **Yes** — see
|
|
335
|
+
[structured logging](#structured-logging). Bound context on the factory rather than a
|
|
336
|
+
`child()` logger, `type` kept verbatim, console format unchanged.
|
|
337
|
+
4. Histogram buckets for parse and encode duration.
|
|
338
|
+
5. Does the diagnostics endpoint live in this repository at all, or its own package? It
|
|
339
|
+
needs no framework — `node:http` and about a hundred lines — which is what stops
|
|
340
|
+
`express` being reached for a second time.
|
|
341
|
+
6. Sampling: are parse timings measured on every message, or 1-in-N once throughput is
|
|
342
|
+
high enough for the measurement itself to show up in the measurement?
|
|
343
|
+
7. Does the engine own the ECS field names, or hand people a formatter to remap? Someone
|
|
344
|
+
with an existing Splunk convention will want the latter.
|
|
345
|
+
8. When per-call fields land, do the ~25 chosen lines also get their message text left
|
|
346
|
+
alone permanently, so the prose and the fields never drift apart?
|
|
@@ -0,0 +1,280 @@
|
|
|
1
|
+
# Scattered components — analysis and plan of attack
|
|
2
|
+
|
|
3
|
+
**Status: analysis, with phase 0 landed.** Nothing in the parser has changed. This note
|
|
4
|
+
sets out a generalisation of the fragmented component repair already shipped, why it is
|
|
5
|
+
believed tractable, what it would cost, and the order the work would land in. It is
|
|
6
|
+
written to port — the same shape applies to cspurefix.
|
|
7
|
+
|
|
8
|
+
There is no urgency behind it. The library has been in use for eight years and exactly one
|
|
9
|
+
counterparty has produced the shape that motivated the existing repair. This is the
|
|
10
|
+
argument being written down while it is fresh, not a queue-jumping defect.
|
|
11
|
+
|
|
12
|
+
## Where this starts
|
|
13
|
+
|
|
14
|
+
A component is a fiction of the dictionary. Nothing goes on the wire to say one has begun
|
|
15
|
+
or ended, so the segment parser infers a component's extent from *position*: a tag falling
|
|
16
|
+
between the first and last tag attributed to a component belongs to it. Every well behaved
|
|
17
|
+
counterparty emits a component's tags adjacently and the inference holds.
|
|
18
|
+
|
|
19
|
+
One did not. It sent a message in which the `Instrument` tags arrived in two runs with
|
|
20
|
+
unrelated fields between them, and the positional model could not represent that. The fix,
|
|
21
|
+
ported from cspurefix, was to stop describing such a component by a range and describe it
|
|
22
|
+
by the actual tags and their positions — `SegmentView` in
|
|
23
|
+
[`src/buffer/segment/segment-view.ts`](../src/buffer/segment/segment-view.ts), built by
|
|
24
|
+
`TagIndex` and attached in `AsciiSegmentParser.fragments()`. Applications see no
|
|
25
|
+
difference; `MsgView` was already position-agnostic.
|
|
26
|
+
|
|
27
|
+
That repair is deliberately narrow. It fires only for a component at depth 1 of the
|
|
28
|
+
message, only when the same component is re-entered after being exited, and only once per
|
|
29
|
+
component name.
|
|
30
|
+
|
|
31
|
+
## The general shape
|
|
32
|
+
|
|
33
|
+
The narrowness is the question. If `Instrument` can arrive scattered at the top level of a
|
|
34
|
+
message, nothing stops `SecurityXLinkage` arriving scattered *within* a scattered
|
|
35
|
+
`Instrument`, and nothing stops that recursing. Each level is a dictionary fiction with no
|
|
36
|
+
wire representation, so each level has the same freedom. Russian dolls, laid out flat.
|
|
37
|
+
|
|
38
|
+
The condition under which this is even possible is worth stating exactly, because it is
|
|
39
|
+
also the condition that makes it solvable:
|
|
40
|
+
|
|
41
|
+
> Contiguity is only forced where framing exists, and framing only exists where it is
|
|
42
|
+
> needed.
|
|
43
|
+
|
|
44
|
+
A repeating group is the sole self-describing construct in tag-value FIX — `NoXXX` plus a
|
|
45
|
+
fixed delimiter tag. That is the one place the wire *requires* a bounded, ordered run.
|
|
46
|
+
Everywhere else the layout is convention.
|
|
47
|
+
|
|
48
|
+
The complementary half is what makes the general case tractable:
|
|
49
|
+
|
|
50
|
+
> Within one level of a message, a component occurs at most once.
|
|
51
|
+
|
|
52
|
+
If a sender needs it twice there is no mechanism but a group. So tag ambiguity — *which*
|
|
53
|
+
`Instrument` does this tag belong to — arises only inside groups, and groups are exactly
|
|
54
|
+
where scattering cannot happen. **Scattering and ambiguity are disjoint.** Where position
|
|
55
|
+
stops being evidence, tag identity starts being sufficient.
|
|
56
|
+
|
|
57
|
+
## The model
|
|
58
|
+
|
|
59
|
+
`SegmentDescription` presently conflates two things: identity of a node in the dictionary
|
|
60
|
+
tree, and a contiguous `[startPosition, endPosition]` interval. Containment is *inferred*
|
|
61
|
+
from the interval — `contains()`, feeding `Structure.firstContainedWithin` and
|
|
62
|
+
`MsgView.resolveChild`.
|
|
63
|
+
|
|
64
|
+
The generalisation: a segment owns an **ordered set of positions**, and an interval is the
|
|
65
|
+
compressed representation of the dense case. Containment becomes set inclusion. Stated in
|
|
66
|
+
one line:
|
|
67
|
+
|
|
68
|
+
> The moment position stops implying structure, the parent/child edges have to be
|
|
69
|
+
> materialised instead of re-derived from offsets.
|
|
70
|
+
|
|
71
|
+
`SegmentView` took the first step — positions instead of a range. It did not take the
|
|
72
|
+
second, which is why it cannot nest.
|
|
73
|
+
|
|
74
|
+
There is precedent in the codebase already. Group instances are not really intervals
|
|
75
|
+
either: `SegmentDescription.getInstance` derives an instance's bounds by carving the parent
|
|
76
|
+
with `delimiterPositions`. A segment whose extent is computed rather than assigned is a
|
|
77
|
+
shape the engine already carries.
|
|
78
|
+
|
|
79
|
+
### Own tags
|
|
80
|
+
|
|
81
|
+
Define, for a dictionary set `S`, its **own tag set** `O(S)`: every simple tag reachable
|
|
82
|
+
from `S` through components *without crossing a group boundary*, plus the `NoXXX` tag of
|
|
83
|
+
each directly reachable group — but not the group's interior tags.
|
|
84
|
+
|
|
85
|
+
This is the distinction `flattenedTag` does not draw, and it is the crux. A group's members
|
|
86
|
+
are framed and are never evidence about the level above. `O(S)` is implemented as
|
|
87
|
+
`FragmentSafety.ownTags`.
|
|
88
|
+
|
|
89
|
+
It also subsumes a special case the current code carries. A component that wraps a single
|
|
90
|
+
group owns exactly `{NoXXX}` — non-empty, and locatable — so `TagIndex.isComponentGroupWrapper`
|
|
91
|
+
stops needing to exist.
|
|
92
|
+
|
|
93
|
+
### The claim
|
|
94
|
+
|
|
95
|
+
```
|
|
96
|
+
claim(S, U): # U = ordered position set; root: the message body
|
|
97
|
+
for p in U with tag(p) ∈ O(S):
|
|
98
|
+
if tag(p) is NoXXX for group G:
|
|
99
|
+
run ← maximal delimiter-framed extent from p # contiguous, guaranteed
|
|
100
|
+
assign run to G; for each instance i: claim(instance_i, run_i)
|
|
101
|
+
else:
|
|
102
|
+
assign p to the child of S owning tag(p)
|
|
103
|
+
for each component child C of S:
|
|
104
|
+
claim(C, positions assigned to C's subtree) # ← universe restriction
|
|
105
|
+
```
|
|
106
|
+
|
|
107
|
+
Recursion is over the dictionary tree, with the universe narrowing at each step. The doll
|
|
108
|
+
falls out for free: `SecurityXLinkage` is claimed from `Instrument`'s claimed positions,
|
|
109
|
+
not from the message. Group interiors are consumed as whole runs before any component
|
|
110
|
+
claim sees them, so framed tags cannot leak upward.
|
|
111
|
+
|
|
112
|
+
When everything is contiguous this degenerates to what the linear parser already computes.
|
|
113
|
+
|
|
114
|
+
## What the current code does not do
|
|
115
|
+
|
|
116
|
+
Five things, roughly in order of how likely each is to be met:
|
|
117
|
+
|
|
118
|
+
1. **`TagIndex.getInstance` claims by `flattenedTag` across the whole message.**
|
|
119
|
+
`flattenedTag` is transitive through groups, so a fragmented component containing a
|
|
120
|
+
group would claim every member tag in the message. `isComponentGroupWrapper` guards
|
|
121
|
+
this, but only for single-field wrappers. Universe restriction fixes it structurally.
|
|
122
|
+
2. **Detection is depth-1 only.** `exitedDepth1Components` is keyed by bare name and only
|
|
123
|
+
populated at `structureStack.length === 1`. Keying by stack path registers re-entry at
|
|
124
|
+
any depth.
|
|
125
|
+
3. **Shadow fragments survive.** Repair attaches a view to one description; the other
|
|
126
|
+
fragments keep their original ranges and still participate in `boundLayout`, so a
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nested lookup can be handed the wrong one.
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4. **`contains` is interval arithmetic.** A scattered parent's hull can swallow unrelated
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+
siblings, so `firstContainedWithin` can answer a lookup that should be null.
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+
5. **The one-instance-per-name guard is right for the wrong reason.** It reads as a
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limitation; it is the at-most-once property above. Worth a comment before someone
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"fixes" it.
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+
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## Blast radius
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+
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136
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Measured, not estimated. Outside `src/buffer/segment/`, everything that *reads* an
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+
interval:
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+
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+
| Site | What it does |
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+
| --- | --- |
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+
| `msg-view.ts` `allStrings` | already branches on `segmentView` |
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142
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+
| `msg-view.ts` `binarySearch` | already branches on `segmentView` |
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+
| `msg-view.ts` `stringify` | display only |
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+
| `segment-description.ts` `contains` | feeds `Structure` and `resolveChild` |
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+
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146
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+
Everything else touching positions is a writer (`ascii-parser`, `fixml-parser`) or
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+
diagnostics (`SegmentSummary`). Two of the four read sites already carry the sparse branch,
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+
so this replaces an `if` rather than introducing a concept.
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149
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+
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150
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+
Unchanged: the dictionary layer, the encoder, session and transport, every generated type,
|
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+
and the public `MsgView` API. The FIXML path builds structure from the XML tree and never
|
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has the problem.
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153
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+
|
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154
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+
## Plan of attack
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155
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+
|
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156
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+
Phasing works here because three of the four pieces have an existing oracle. Only one phase
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is irreducible.
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158
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+
|
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159
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+
### Phase 0 — does the assumption hold? *(landed)*
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160
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+
|
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161
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+
The claim attributes by tag identity, which is sound only while siblings own disjoint tags.
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162
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+
FIX's numbering conventions — `Underlying*`, `Leg*`, `NestedParties2/3` — exist to
|
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guarantee that, but a house dictionary is under no obligation to honour them. So measure it
|
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+
before building on it.
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165
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+
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166
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+
[`src/dictionary/fragment-safety.ts`](../src/dictionary/fragment-safety.ts) walks every
|
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+
message, component and group instance body in a dictionary and reports sibling tag
|
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+
collisions. It is exported, so anyone with a house dictionary can run it against their own.
|
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169
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+
|
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170
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+
The QuickFIX rendering is the one that matters. A broker onboarding pack is now almost
|
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+
always a prepared QuickFIX XML rather than a reference to a spec version, so that is the
|
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+
flavour the engine actually meets. Every QuickFIX dictionary shipped here is covered, plus
|
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173
|
+
the repository renderings for comparison:
|
|
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|
+
|
|
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|
+
| Dictionary | Form | Collisions |
|
|
176
|
+
| --- | --- | --- |
|
|
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|
+
| `qf42`, `qf43`, `qf44` | QuickFIX | 0 |
|
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|
+
| `fix5-mod` (modified test dialect) | QuickFIX | 0 |
|
|
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|
+
| `repo44`, `repo50sp2` | repository | 0 |
|
|
180
|
+
| `qf50sp2` | QuickFIX | **57** |
|
|
181
|
+
|
|
182
|
+
(`data/FIX44-MD.xml` is byte-identical to `data/FIX44.xml`, so it is not a separate sample.)
|
|
183
|
+
|
|
184
|
+
Every one of the 57 is the same root cause: the QuickFIX `FIX50SP2.xml` dictionary puts
|
|
185
|
+
`Currency(15)` inside `Instrument` *and* declares it again beside the component, in
|
|
186
|
+
`NewOrderSingle`, `ExecutionReport`, `Quote` and 54 other places. 14 of the 57 are inside
|
|
187
|
+
group instance bodies rather than at message level — `NewOrderList.ListOrdGrp.NoOrders` and
|
|
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|
+
the like — which is exactly where a recursive repair would be working. The repository
|
|
189
|
+
rendering of the same FIX version does not do it, so this is an authoring difference rather
|
|
190
|
+
than a property of FIX 5.0.
|
|
191
|
+
|
|
192
|
+
Two conclusions, and the second is the uncomfortable one.
|
|
193
|
+
|
|
194
|
+
The positional parser is untroubled by any of this — whichever `15` falls within
|
|
195
|
+
`Instrument`'s span is `Instrument`'s. A repair attributing by tag identity cannot tell. So
|
|
196
|
+
`Instrument` has to be refused for repair in those sets specifically, which argues for the
|
|
197
|
+
collision map being consulted per set at repair time rather than being a whole-dictionary
|
|
198
|
+
yes/no.
|
|
199
|
+
|
|
200
|
+
And the pattern that produced it — a field declared at message level that a component
|
|
201
|
+
already carries — is ordinary dictionary authoring, not an exotic mistake. A broker adding
|
|
202
|
+
fields to a message to suit their own flow is *more* likely to write it than a spec
|
|
203
|
+
committee is, and the broker dialects are the ones most likely to also send the scattered
|
|
204
|
+
messages this whole exercise is about. On the evidence here the collision map is not a
|
|
205
|
+
defensive nicety at the edge of the design; it is load-bearing.
|
|
206
|
+
|
|
207
|
+
### Phase 1 — the accessor seam
|
|
208
|
+
|
|
209
|
+
Give `SegmentDescription` `owns(pos)` and `forEachPosition(cb)`; move the four `msg-view`
|
|
210
|
+
sites onto them; dense implementation loops the range without allocating. Zero behaviour
|
|
211
|
+
change, existing suite is a complete oracle. Ships alone, and afterwards every later change
|
|
212
|
+
is local rather than cross-cutting.
|
|
213
|
+
|
|
214
|
+
### Phase 2 — the index, behind the existing call site
|
|
215
|
+
|
|
216
|
+
Rebuild `TagIndex` as the recursive, universe-restricted claim above, then keep
|
|
217
|
+
`getInstance(name)` as a thin wrapper calling `claim(rootSet, wholeMessage)`. Same entry
|
|
218
|
+
point, same callers, new engine.
|
|
219
|
+
|
|
220
|
+
Not purely behaviour-preserving: universe restriction fixes the `flattenedTag` over-claim
|
|
221
|
+
as a side effect, so it needs its own test rather than "existing fixtures still green".
|
|
222
|
+
|
|
223
|
+
**The detail that makes this not-wasted work:** write `claim` with the `universe` parameter
|
|
224
|
+
and a per-node result from day one, even though the phase 2 caller only ever passes the
|
|
225
|
+
whole message and collapses the result. The signature carries the generality before a
|
|
226
|
+
caller needs it. Built instead as a straight optimisation of today's global sweep, phase 3
|
|
227
|
+
rewrites it.
|
|
228
|
+
|
|
229
|
+
### Phase 3 — detection, repair at depth, containment edges
|
|
230
|
+
|
|
231
|
+
Atomic. Path-keyed detection without repair-at-depth never fires; repair-at-depth without
|
|
232
|
+
detection is dead code; and repair that leaves containment alone lets nested lookups pick
|
|
233
|
+
up siblings that merely fall inside a scattered parent's hull.
|
|
234
|
+
|
|
235
|
+
Since repair from the shallowest fragmented ancestor recursively fixes everything beneath,
|
|
236
|
+
an over-eager detector is wasteful rather than wrong. Bias it toward false positives.
|
|
237
|
+
|
|
238
|
+
## Why not replace the linear parser outright
|
|
239
|
+
|
|
240
|
+
One algorithm would be cleaner than two. Three reasons against:
|
|
241
|
+
|
|
242
|
+
1. **It is the hot path.** The linear stack pass is single-pass and allocation-light.
|
|
243
|
+
Claim-based parsing needs sorted indices and per-node universes.
|
|
244
|
+
2. **The linear pass is what detects malformation.** A pure claim algorithm accepts almost
|
|
245
|
+
anything and produces a plausible object. `SegmentType.Gap` and unknown-tag handling
|
|
246
|
+
depend on stream order. Losing that turns protocol errors into silently wrong data,
|
|
247
|
+
which is strictly worse than the bug being fixed.
|
|
248
|
+
3. **Repair is self-limiting.** Only flagged subtrees pay.
|
|
249
|
+
|
|
250
|
+
## Honest limits
|
|
251
|
+
|
|
252
|
+
**Repair is exact; detection is heuristic.** Given the at-most-once property, the claim is
|
|
253
|
+
sound once pointed at a subtree. Deciding *which* subtrees to point it at relies on
|
|
254
|
+
observing re-entry in the stack machine, and at depth the machine may unwind past the
|
|
255
|
+
nested node before the stray tag arrives, so re-entry surfaces at whatever ancestor still
|
|
256
|
+
claims the tag. That part wants a test matrix rather than an argument.
|
|
257
|
+
|
|
258
|
+
**Round-tripping.** A repaired message re-encodes canonically contiguous. Byte-for-byte
|
|
259
|
+
replay of the original is gone for those messages; retain the raw body where that matters.
|
|
260
|
+
|
|
261
|
+
**Malformed groups are not scattering.** A broken delimiter run is corruption and must stay
|
|
262
|
+
a hard parse error. The two look similar on the wire and conflating them would convert real
|
|
263
|
+
protocol errors into wrong objects.
|
|
264
|
+
|
|
265
|
+
## Open decisions
|
|
266
|
+
|
|
267
|
+
1. Should a collision found by phase 0 refuse repair for the colliding pair only, or for
|
|
268
|
+
the whole set containing them? The `qf50sp2` result argues for the pair — refusing all
|
|
269
|
+
of `NewOrderSingle` over one contended tag would give up a great deal for very little.
|
|
270
|
+
2. Should the collision map be computed once at dictionary load, or lazily on first repair?
|
|
271
|
+
3. Should a dictionary with collisions say so at load time? An operator onboarding a broker
|
|
272
|
+
dialect would want to know before a live session does, and phase 0 is cheap enough to
|
|
273
|
+
run eagerly — but it is only meaningful to anyone who has read this note.
|
|
274
|
+
4. Does a repaired segment report its hull or its true extent through `SegmentSummary`,
|
|
275
|
+
which is a diagnostic surface people read?
|
|
276
|
+
5. Should scattering be *reported* at all — a counterparty emitting non-adjacent components
|
|
277
|
+
is worth knowing about even when the repair succeeds, and today it is silent.
|
|
278
|
+
6. Is `stringify` on a scattered segment supposed to render wire order or claimed order?
|
|
279
|
+
7. Does cspurefix take the same phase split, or land phases 1 and 2 together given its
|
|
280
|
+
different `MsgView`?
|