jspurefix 5.11.2 → 5.11.4

package/dist/generator/value-conventions.js

@@ -0,0 +1,217 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.ValueConventions = void 0;
+const tag_type_1 = require("../buffer/tag/tag-type");
+const market_context_1 = require("./market-context");
+const mics = ['XLON', 'XNAS', 'XNYS', 'XETR', 'IFEU', 'XCME', 'XOFF'];
+const currencies = ['USD', 'EUR', 'GBP', 'JPY', 'CHF'];
+const sessions = ['DAY', 'REG', 'ELECTRONIC', 'AFTERHOURS'];
+const ratings = ['AAA', 'AA+', 'A', 'BBB+', 'BB-'];
+const countries = ['US', 'GB', 'DE', 'NL', 'JP'];
+const ordinalName = /(Type|Status|Reason|Indicator|Action|Capacity|Method|Mode|Level)$/;
+const byTag = new Map([
+    [1, m => m.account],
+    [6, m => m.avgPx],
+    [11, (m, ctx) => (ctx.instance > 0 ? `${m.clOrdId}-${ctx.instance}` : m.clOrdId)],
+    [14, m => m.cumQty],
+    [15, m => m.instrument.currency],
+    [17, m => `${m.execId}-${m.nextSeq()}`],
+    [22, m => m.current().securityIdSource],
+    [30, m => m.instrument.securityExchange],
+    [31, m => m.lastPx],
+    [32, m => m.lastQty],
+    [37, (m, ctx) => (ctx.instance > 0 ? `${m.orderId}-${ctx.instance}` : m.orderId)],
+    [38, m => m.orderQty],
+    [41, m => m.origClOrdId],
+    [44, m => m.price],
+    [48, m => m.current().securityId],
+    [54, (m, ctx) => (ctx.instance % 2 === 0 ? m.side : (m.side === '1' ? '2' : '1'))],
+    [55, m => m.current().symbol],
+    [58, m => m.text()],
+    [60, m => m.transactTime],
+    [64, m => m.settlDate],
+    [75, m => m.tradeDate],
+    [76, m => m.firms[0].id],
+    [100, m => m.instrument.securityExchange],
+    [107, m => m.instrument.name],
+    [110, m => m.instrument.lotSize],
+    [151, m => m.leavesQty],
+    [167, m => m.current().securityType],
+    [200, m => { var _a; return (_a = m.current().maturityMonthYear) !== null && _a !== void 0 ? _a : m.instrument.maturityMonthYear; }],
+    [201, m => m.instrument.putOrCall],
+    [202, m => m.instrument.strikePrice],
+    [207, m => m.instrument.securityExchange],
+    [231, m => m.instrument.contractMultiplier],
+    [336, m => m.rng.pick(sessions)],
+    [375, m => m.firms[2].id],
+    [381, m => m.grossAmount()],
+    [447, (m, ctx) => m.party(ctx.instance).idSource],
+    [448, (m, ctx) => m.party(ctx.instance).id],
+    [452, (m, ctx) => m.party(ctx.instance).role],
+    [460, m => m.instrument.product],
+    [461, m => m.instrument.cfiCode],
+    [541, m => m.instrument.maturityDate],
+    [571, m => m.tradeId],
+    [255, m => m.rng.pick(ratings)],
+    [470, m => m.rng.pick(countries)],
+    [472, m => m.rng.pick(countries)],
+    [65, () => undefined],
+    [572, m => `${m.tradeId}-REF`],
+    [600, m => m.current().symbol],
+    [602, m => m.current().securityId],
+    [603, m => m.current().securityIdSource],
+    [609, m => m.current().securityType],
+    [610, m => m.current().maturityMonthYear],
+    [623, m => { var _a, _b; return (_b = (_a = m.leg) === null || _a === void 0 ? void 0 : _a.ratio) !== null && _b !== void 0 ? _b : 1; }],
+    [624, m => { var _a, _b; return (_b = (_a = m.leg) === null || _a === void 0 ? void 0 : _a.side) !== null && _b !== void 0 ? _b : m.side; }],
+    [566, m => m.priceNear()],
+    [637, m => m.priceNear()],
+    [687, m => { var _a, _b; return m.lastQty * ((_b = (_a = m.leg) === null || _a === void 0 ? void 0 : _a.ratio) !== null && _b !== void 0 ? _b : 1); }],
+    [311, m => { var _a, _b; return (_b = (_a = m.underlying) === null || _a === void 0 ? void 0 : _a.symbol) !== null && _b !== void 0 ? _b : m.instrument.symbol; }],
+    [309, m => { var _a, _b; return (_b = (_a = m.underlying) === null || _a === void 0 ? void 0 : _a.securityId) !== null && _b !== void 0 ? _b : m.instrument.securityId; }],
+    [305, m => { var _a, _b; return (_b = (_a = m.underlying) === null || _a === void 0 ? void 0 : _a.securityIdSource) !== null && _b !== void 0 ? _b : m.instrument.securityIdSource; }],
+    [79, m => m.account],
+    [80, m => m.lastQty],
+    [270, m => m.priceNear()],
+    [271, m => m.quantity()],
+    [272, m => m.tradeDate],
+    [273, m => m.transactTime],
+    [346, m => m.rng.int(1, 25)]
+]);
+const nameRules = [
+    { test: /(Type|Source|Status|Reason|Indicator|Capacity|Restrictions)$/, apply: () => undefined },
+    { test: /(Px|Price)$/, apply: m => m.priceNear() },
+    { test: /(Qty|Quantity|Shares|Size|Volume)$/, apply: m => m.quantity() },
+    { test: /(Currency|Ccy)$/, apply: m => m.rng.pick(currencies) },
+    { test: /Symbol$/, apply: m => m.current().symbol },
+    { test: /(Exchange|Mkt|Market)$/, apply: m => m.rng.pick(mics) },
+    { test: /SecurityID$/, apply: m => m.current().securityId },
+    { test: /(MonthYear)$/, apply: m => { var _a; return (_a = m.current().maturityMonthYear) !== null && _a !== void 0 ? _a : m.instrument.maturityMonthYear; } },
+    { test: /(Amt|Amount|Notional|Consideration)$/, apply: m => m.grossAmount() },
+    { test: /(Rate|Yield|Coupon)$/, apply: m => Number((m.rng.int(1, 800) / 10000).toFixed(5)) },
+    { test: /(Percent|Pct|Ratio)$/, apply: m => Number((m.rng.int(0, 10000) / 100).toFixed(2)) },
+    { test: /Account$/, apply: m => m.account },
+    { test: /(Desk|Division)$/, apply: m => m.desk },
+    { test: /(Text|Desc|Description|Comment|Instructions)$/, apply: m => m.text() },
+    { test: /(Timestamp|Time)$/, apply: m => m.transactTime },
+    { test: /Date$/, apply: m => m.tradeDate },
+    { test: /(Broker|Firm)$/, apply: (m, ctx) => m.party(ctx.instance).id },
+    { test: /(Trader|User|Operator)$/, apply: m => m.traders[0].id }
+];
+function initials(name) {
+    const caps = name.replace(/[^A-Z]/g, '');
+    if (caps.length >= 2)
+        return caps.substring(0, 4);
+    return name.substring(0, 3).toUpperCase();
+}
+class ValueConventions {
+    constructor(market) {
+        this.market = market;
+    }
+    static knows(tag) {
+        return byTag.has(tag);
+    }
+    value(sf, ctx) {
+        const exact = byTag.get(sf.tag);
+        if (exact) {
+            const v = exact(this.market, ctx, sf);
+            if (v != null)
+                return this.conform(sf, v);
+            return undefined;
+        }
+        if (sf.isEnum()) {
+            return this.enumValue(sf);
+        }
+        for (const rule of nameRules) {
+            if (!rule.test.test(sf.name))
+                continue;
+            const v = rule.apply(this.market, ctx, sf);
+            if (v == null)
+                break;
+            return this.conform(sf, v);
+        }
+        return this.byType(sf, ctx);
+    }
+    enumValue(sf) {
+        const keys = Array.from(sf.enums.keys());
+        if (keys.length === 0)
+            return undefined;
+        const choice = keys[this.market.rng.frontBiased(keys.length)];
+        switch (sf.tagType) {
+            case tag_type_1.TagType.Int: return parseInt(choice, 10);
+            case tag_type_1.TagType.Float: return parseFloat(choice);
+            case tag_type_1.TagType.Boolean: return choice === 'Y';
+            default: return choice;
+        }
+    }
+    conform(sf, v) {
+        switch (sf.tagType) {
+            case tag_type_1.TagType.RawData: {
+                if (Buffer.isBuffer(v))
+                    return v;
+                return Buffer.from(String(v));
+            }
+            case tag_type_1.TagType.Int:
+            case tag_type_1.TagType.Length: {
+                if (typeof v === 'number')
+                    return Math.round(v);
+                const n = parseInt(String(v), 10);
+                return isNaN(n) ? undefined : n;
+            }
+            case tag_type_1.TagType.Float: {
+                if (typeof v === 'number')
+                    return v;
+                const f = parseFloat(String(v));
+                return isNaN(f) ? undefined : f;
+            }
+            case tag_type_1.TagType.Boolean: {
+                if (typeof v === 'boolean')
+                    return v;
+                return String(v) === 'Y' || String(v) === 'true';
+            }
+            case tag_type_1.TagType.String: {
+                if (v instanceof Date)
+                    return market_context_1.MarketContext.yyyymmdd(v);
+                return String(v);
+            }
+            default:
+                return v;
+        }
+    }
+    byType(sf, ctx) {
+        const m = this.market;
+        const rng = m.rng;
+        switch (sf.tagType) {
+            case tag_type_1.TagType.String:
+                if (ordinalName.test(sf.name))
+                    return String(rng.int(0, 4));
+                return `${initials(sf.name)}-${rng.int(1000, 99999)}`;
+            case tag_type_1.TagType.Int:
+                return ordinalName.test(sf.name) ? rng.int(0, 4) : rng.int(1, 500);
+            case tag_type_1.TagType.Float:
+                return Number((rng.int(1, 100000) / 100).toFixed(2));
+            case tag_type_1.TagType.Length:
+                return undefined;
+            case tag_type_1.TagType.Boolean:
+                return rng.bool(0.5);
+            case tag_type_1.TagType.UtcTimestamp:
+                return m.transactTime;
+            case tag_type_1.TagType.UtcTimeOnly: {
+                const t = m.transactTime;
+                return new Date(Date.UTC(0, 0, 0, t.getUTCHours(), t.getUTCMinutes(), t.getUTCSeconds(), 0));
+            }
+            case tag_type_1.TagType.UtcDateOnly:
+                return m.tradeDate;
+            case tag_type_1.TagType.LocalDate: {
+                const d = m.tradeDate;
+                return new Date(d.getUTCFullYear(), d.getUTCMonth(), d.getUTCDate(), 0, 0, 0, 0);
+            }
+            case tag_type_1.TagType.RawData:
+                return Buffer.from(`${initials(sf.name)}:${m.tradeId}:${ctx.instance}`);
+            default:
+                return undefined;
+        }
+    }
+}
+exports.ValueConventions = ValueConventions;
+//# sourceMappingURL=value-conventions.js.map

package/dist/generator/value-conventions.js.map

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{ SimpleFieldDefinition } from '../dictionary/definition'\nimport { TagType } from '../buffer/tag/tag-type'\nimport { MarketContext } from './market-context'\n\n/**\n * How a tag gets a value that looks like the thing it names.\n *\n * Three layers, tried in order, and the ordering is the design:\n *\n *  1. a table of tags whose meaning the generator actually knows, read off the\n *     `MarketContext` so they agree with each other;\n *  2. conventions over the field *name* - anything ending `Px`, `Qty`, `Currency`,\n *     `Date` and so on - which is what lets an unfamiliar message type, or a broker\n *     dialect nobody here has seen, still come out readable;\n *  3. the type, as a last resort, but with ranges a trader would not blink at rather\n *     than a signed float with seven decimal places.\n *\n * Layer 2 is doing most of the work.  FIX field naming is remarkably disciplined -\n * `LegLastPx`, `UnderlyingSettlPrice`, `AllocSettlCurrency` - so a suffix is very nearly\n * a type declaration, and treating it as one covers thousands of fields for the cost of\n * a dozen rules.\n *\n * Which *instrument* a value is read from is not decided here.  The walker moves\n * `MarketContext.leg` and `.underlying` as it descends, so `LegPrice` inside the second\n * leg resolves against that leg without this layer knowing where it is.\n */\n\nexport interface IFieldContext {\n  /** set names from the message down to the field, e.g. ['TrdCapRptSideGrp', 'Parties'] */\n  readonly path: readonly string[]\n  /** index within the nearest enclosing group instance, 0 when not in a group */\n  readonly instance: number\n}\n\nconst mics: readonly string[] = ['XLON', 'XNAS', 'XNYS', 'XETR', 'IFEU', 'XCME', 'XOFF']\nconst currencies: readonly string[] = ['USD', 'EUR', 'GBP', 'JPY', 'CHF']\nconst sessions: readonly string[] = ['DAY', 'REG', 'ELECTRONIC', 'AFTERHOURS']\nconst ratings: readonly string[] = ['AAA', 'AA+', 'A', 'BBB+', 'BB-']\nconst countries: readonly string[] = ['US', 'GB', 'DE', 'NL', 'JP']\n/** a field named for a classification but with no enumeration behind it in this\n *  dictionary - still a small ordinal, not a five digit number */\nconst ordinalName = /(Type|Status|Reason|Indicator|Action|Capacity|Method|Mode|Level)$/\n\ntype Handler = (m: MarketContext, ctx: IFieldContext, sf: SimpleFieldDefinition) => any\n\n/**\n * Tags the generator understands well enough to keep consistent with the rest of the\n * message.  Everything absent from here still gets a plausible value from the name\n * conventions below - it just is not tied to the trade.\n */\nconst byTag: Map<number, Handler> = new Map<number, Handler>([\n  [1, m => m.account],\n  [6, m => m.avgPx],\n  [11, (m, ctx) => (ctx.instance > 0 ? `${m.clOrdId}-${ctx.instance}` : m.clOrdId)],\n  [14, m => m.cumQty],\n  [15, m => m.instrument.currency],\n  [17, m => `${m.execId}-${m.nextSeq()}`],\n  [22, m => m.current().securityIdSource],\n  [30, m => m.instrument.securityExchange],\n  [31, m => m.lastPx],\n  [32, m => m.lastQty],\n  [37, (m, ctx) => (ctx.instance > 0 ? `${m.orderId}-${ctx.instance}` : m.orderId)],\n  [38, m => m.orderQty],\n  [41, m => m.origClOrdId],\n  [44, m => m.price],\n  [48, m => m.current().securityId],\n  [54, (m, ctx) => (ctx.instance % 2 === 0 ? m.side : (m.side === '1' ? '2' : '1'))],\n  [55, m => m.current().symbol],\n  [58, m => m.text()],\n  [60, m => m.transactTime],\n  [64, m => m.settlDate],\n  [75, m => m.tradeDate],\n  [76, m => m.firms[0].id],\n  [100, m => m.instrument.securityExchange],\n  [107, m => m.instrument.name],\n  [110, m => m.instrument.lotSize],\n  [151, m => m.leavesQty],\n  [167, m => m.current().securityType],\n  [200, m => m.current().maturityMonthYear ?? m.instrument.maturityMonthYear],\n  [201, m => m.instrument.putOrCall],\n  [202, m => m.instrument.strikePrice],\n  [207, m => m.instrument.securityExchange],\n  [231, m => m.instrument.contractMultiplier],\n  [336, m => m.rng.pick(sessions)],\n  [375, m => m.firms[2].id],\n  [381, m => m.grossAmount()],\n  [447, (m, ctx) => m.party(ctx.instance).idSource],\n  [448, (m, ctx) => m.party(ctx.instance).id],\n  [452, (m, ctx) => m.party(ctx.instance).role],\n  [460, m => m.instrument.product],\n  [461, m => m.instrument.cfiCode],\n  [541, m => m.instrument.maturityDate],\n  [571, m => m.tradeId],\n  [255, m => m.rng.pick(ratings)],\n  [470, m => m.rng.pick(countries)],\n  [472, m => m.rng.pick(countries)],\n  [65, () => undefined],\n  [572, m => `${m.tradeId}-REF`],\n\n  // legs - resolved through current(), which the walker has already pointed at the leg\n  [600, m => m.current().symbol],\n  [602, m => m.current().securityId],\n  [603, m => m.current().securityIdSource],\n  [609, m => m.current().securityType],\n  [610, m => m.current().maturityMonthYear],\n  [623, m => m.leg?.ratio ?? 1],\n  [624, m => m.leg?.side ?? m.side],\n  [566, m => m.priceNear()],\n  [637, m => m.priceNear()],\n  [687, m => m.lastQty * (m.leg?.ratio ?? 1)],\n\n  // underlyings\n  [311, m => m.underlying?.symbol ?? m.instrument.symbol],\n  [309, m => m.underlying?.securityId ?? m.instrument.securityId],\n  [305, m => m.underlying?.securityIdSource ?? m.instrument.securityIdSource],\n\n  // allocation\n  [79, m => m.account],\n  [80, m => m.lastQty],\n\n  // market data\n  [270, m => m.priceNear()],\n  [271, m => m.quantity()],\n  [272, m => m.tradeDate],\n  [273, m => m.transactTime],\n  [346, m => m.rng.int(1, 25)]\n])\n\ninterface INameRule {\n  readonly test: RegExp\n  readonly apply: Handler\n}\n\n/**\n * Suffix first, then a few prefixes.  Order matters - `PriceType` must not be caught by\n * the `Price` rule, so the more specific patterns are listed above the general ones.\n */\nconst nameRules: readonly INameRule[] = [\n  { test: /(Type|Source|Status|Reason|Indicator|Capacity|Restrictions)$/, apply: () => undefined },\n\n  { test: /(Px|Price)$/, apply: m => m.priceNear() },\n  { test: /(Qty|Quantity|Shares|Size|Volume)$/, apply: m => m.quantity() },\n  { test: /(Currency|Ccy)$/, apply: m => m.rng.pick(currencies) },\n  { test: /Symbol$/, apply: m => m.current().symbol },\n  { test: /(Exchange|Mkt|Market)$/, apply: m => m.rng.pick(mics) },\n  { test: /SecurityID$/, apply: m => m.current().securityId },\n  { test: /(MonthYear)$/, apply: m => m.current().maturityMonthYear ?? m.instrument.maturityMonthYear },\n  { test: /(Amt|Amount|Notional|Consideration)$/, apply: m => m.grossAmount() },\n  { test: /(Rate|Yield|Coupon)$/, apply: m => Number((m.rng.int(1, 800) / 10000).toFixed(5)) },\n  { test: /(Percent|Pct|Ratio)$/, apply: m => Number((m.rng.int(0, 10000) / 100).toFixed(2)) },\n  { test: /Account$/, apply: m => m.account },\n  { test: /(Desk|Division)$/, apply: m => m.desk },\n  { test: /(Text|Desc|Description|Comment|Instructions)$/, apply: m => m.text() },\n  { test: /(Timestamp|Time)$/, apply: m => m.transactTime },\n  { test: /Date$/, apply: m => m.tradeDate },\n  { test: /(Broker|Firm)$/, apply: (m, ctx) => m.party(ctx.instance).id },\n  { test: /(Trader|User|Operator)$/, apply: m => m.traders[0].id }\n]\n\nfunction initials (name: string): string {\n  const caps = name.replace(/[^A-Z]/g, '')\n  if (caps.length >= 2) return caps.substring(0, 4)\n  return name.substring(0, 3).toUpperCase()\n}\n\nexport class ValueConventions {\n  constructor (public readonly market: MarketContext) {\n  }\n\n  /**\n   * whether this tag is one the generator understands rather than merely guesses at.\n   * The field walker reads it as a proxy for \"would a real message of this type carry\n   * this field\", which is a crude signal but a better one than the tag number alone.\n   */\n  public static knows (tag: number): boolean {\n    return byTag.has(tag)\n  }\n\n  /**\n   * a value for this field, or undefined if the caller should leave the tag out\n   */\n  public value (sf: SimpleFieldDefinition, ctx: IFieldContext): any {\n    const exact = byTag.get(sf.tag)\n    if (exact) {\n      const v = exact(this.market, ctx, sf)\n      if (v != null) return this.conform(sf, v)\n      // a handler declining - e.g. StrikePrice on a future - is a reason to omit, not\n      // a reason to fall through and invent one\n      return undefined\n    }\n    if (sf.isEnum()) {\n      return this.enumValue(sf)\n    }\n    for (const rule of nameRules) {\n      if (!rule.test.test(sf.name)) continue\n      const v = rule.apply(this.market, ctx, sf)\n      if (v == null) break\n      return this.conform(sf, v)\n    }\n    return this.byType(sf, ctx)\n  }\n\n  /**\n   * Dictionaries list enumerated values roughly in order of how ordinary they are, so a\n   * front biased pick lands on Side 1 or 2 far more often than on the twenty exotics\n   * below them.  Not true universally, but true often enough to be worth more than a\n   * uniform draw, and it stays deterministic.\n   */\n  private enumValue (sf: SimpleFieldDefinition): any {\n    const keys = Array.from(sf.enums.keys())\n    if (keys.length === 0) return undefined\n    const choice = keys[this.market.rng.frontBiased(keys.length)]\n    switch (sf.tagType) {\n      case TagType.Int: return parseInt(choice, 10)\n      case TagType.Float: return parseFloat(choice)\n      case TagType.Boolean: return choice === 'Y'\n      default: return choice\n    }\n  }\n\n  /**\n   * a value supplied by tag or by name may not be of the type the dictionary declares -\n   * `SecurityIDSource` is a String in one dictionary and an Int in another - so coerce\n   * rather than emit something the encoder will mangle\n   */\n  private conform (sf: SimpleFieldDefinition, v: any): any {\n    switch (sf.tagType) {\n      case TagType.RawData: {\n        // a name rule may well have produced a perfectly good string for EncodedText,\n        // but the encoder writes the preceding Length only when handed a Buffer, and a\n        // raw field arriving without its length is unparseable\n        if (Buffer.isBuffer(v)) return v\n        return Buffer.from(String(v))\n      }\n      case TagType.Int:\n      case TagType.Length: {\n        if (typeof v === 'number') return Math.round(v)\n        const n = parseInt(String(v), 10)\n        return isNaN(n) ? undefined : n\n      }\n      case TagType.Float: {\n        if (typeof v === 'number') return v\n        const f = parseFloat(String(v))\n        return isNaN(f) ? undefined : f\n      }\n      case TagType.Boolean: {\n        if (typeof v === 'boolean') return v\n        return String(v) === 'Y' || String(v) === 'true'\n      }\n      case TagType.String: {\n        if (v instanceof Date) return MarketContext.yyyymmdd(v)\n        return String(v)\n      }\n      default:\n        return v\n    }\n  }\n\n  private byType (sf: SimpleFieldDefinition, ctx: IFieldContext): any {\n    const m = this.market\n    const rng = m.rng\n    switch (sf.tagType) {\n      case TagType.String:\n        if (ordinalName.test(sf.name)) return String(rng.int(0, 4))\n        // identifier shaped, and carrying the field it came from, so a message can be\n        // read back to the dictionary by eye\n        return `${initials(sf.name)}-${rng.int(1000, 99999)}`\n      case TagType.Int:\n        return ordinalName.test(sf.name) ? rng.int(0, 4) : rng.int(1, 500)\n      case TagType.Float:\n        return Number((rng.int(1, 100000) / 100).toFixed(2))\n      case TagType.Length:\n        // written by the encoder from the RawData it precedes\n        return undefined\n      case TagType.Boolean:\n        return rng.bool(0.5)\n      case TagType.UtcTimestamp:\n        return m.transactTime\n      case TagType.UtcTimeOnly: {\n        const t = m.transactTime\n        return new Date(Date.UTC(0, 0, 0, t.getUTCHours(), t.getUTCMinutes(), t.getUTCSeconds(), 0))\n      }\n      case TagType.UtcDateOnly:\n        return m.tradeDate\n      case TagType.LocalDate: {\n        const d = m.tradeDate\n        return new Date(d.getUTCFullYear(), d.getUTCMonth(), d.getUTCDate(), 0, 0, 0, 0)\n      }\n      case TagType.RawData:\n        return Buffer.from(`${initials(sf.name)}:${m.tradeId}:${ctx.instance}`)\n      default:\n        return undefined\n    }\n  }\n}\n"]}

package/dist/index.d.ts

@@ -4,3 +4,9 @@ export * from './buffer';
 export * from './transport';
 export * from './config';
 export * from './types';
+export * from './collections';
+export * from './store';
+export * from './util/definition-factory';
+export * from './util/dictionary-path';
+export type { IStandardHeader, IHop } from './types/FIX4.4/repo';
+export type { IStandardHeader as IFixmlStandardHeader } from './types/FIXML50SP2';

package/dist/index.js

@@ -20,4 +20,8 @@ __exportStar(require("./buffer"), exports);
 __exportStar(require("./transport"), exports);
 __exportStar(require("./config"), exports);
 __exportStar(require("./types"), exports);
+__exportStar(require("./collections"), exports);
+__exportStar(require("./store"), exports);
+__exportStar(require("./util/definition-factory"), exports);
+__exportStar(require("./util/dictionary-path"), exports);
 //# sourceMappingURL=index.js.map

package/dist/index.js.map

@@ -1 +1 @@
-{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;AAAA,4CAAyB;AACzB,+CAA4B;AAC5B,2CAAwB;AACxB,8CAA2B;AAC3B,2CAAwB;AACxB,0CAAuB","sourcesContent":["export * from './runtime'\nexport * from './dictionary'\nexport * from './buffer'\nexport * from './transport'\nexport * from './config'\nexport * from './types'\n"]}
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;AAAA,4CAAyB;AACzB,+CAA4B;AAC5B,2CAAwB;AACxB,8CAA2B;AAC3B,2CAAwB;AACxB,0CAAuB;AACvB,gDAA6B;AAC7B,0CAAuB;AACvB,4DAAyC;AACzC,yDAAsC","sourcesContent":["export * from './runtime'\nexport * from './dictionary'\nexport * from './buffer'\nexport * from './transport'\nexport * from './config'\nexport * from './types'\nexport * from './collections'\nexport * from './store'\nexport * from './util/definition-factory'\nexport * from './util/dictionary-path'\n\n// These live in the generated dictionaries but appear in the public signature of\n// the session message factory, so an application overriding logon() or header()\n// has to be able to name them.  Without this it can only reach them behind a\n// dist/ path, which is what drove the module augmentation in issue #85.  The\n// FIXML one is aliased because both dictionaries call theirs IStandardHeader.\nexport type { IStandardHeader, IHop } from './types/FIX4.4/repo'\nexport type { IStandardHeader as IFixmlStandardHeader } from './types/FIXML50SP2'\n"]}

package/dist/jsfix-cmd.d.ts

@@ -31,6 +31,11 @@ export declare class JsfixCmd {
     exec(): Promise<any>;
     private firstMessage;
     protected generate(): Promise<void>;
+    private generateCase;
+    private static generatorOverrides;
+    private addToCorpus;
+    private reportRoundTrip;
+    private parseOnce;
     private single;
     private script;
     private unitTest;

package/dist/jsfix-cmd.js

@@ -50,6 +50,7 @@ require("reflect-metadata");
 const buffer_1 = require("./buffer");
 const ascii_1 = require("./buffer/ascii");
 const util_1 = require("./util");
+const generator_1 = require("./generator");
 const transport_1 = require("./transport");
 const types_1 = require("./types");
 const util = __importStar(require("util"));
@@ -141,6 +142,38 @@ const options = (0, minimist_options_1.default)({
         alias: 'd',
         default: 0.8
     },
+    scenarios: {
+        type: 'boolean',
+        default: false
+    },
+    realistic: {
+        type: 'boolean',
+        default: false
+    },
+    'russian-doll': {
+        type: 'number',
+        default: 0
+    },
+    fragments: {
+        type: 'number',
+        default: 2
+    },
+    seed: {
+        type: 'number',
+        default: 0
+    },
+    'as-of': {
+        type: 'string',
+        default: ''
+    },
+    'corpus-add': {
+        type: 'string',
+        default: ''
+    },
+    note: {
+        type: 'string',
+        default: ''
+    },
     repeats: {
         type: 'number',
         alias: 'r',
@@ -336,6 +369,15 @@ class JsfixCmd {
     }
     generate() {
         return __awaiter(this, void 0, void 0, function* () {
+            if (argv.scenarios) {
+                console.log('scenarios - a named shape of traffic, generated to look like the real thing');
+                console.log(generator_1.Scenarios.describe());
+                return;
+            }
+            if (argv.scenario || argv.realistic || argv['russian-doll'] > 0) {
+                yield this.generateCase();
+                return;
+            }
             const lipPath = path.join(this.root, 'data/examples/lipsum.txt');
             const words = yield (0, util_1.getWords)(lipPath);
             const generator = new util_1.MessageGenerator(words, this.definitions);
@@ -355,6 +397,104 @@ class JsfixCmd {
             }
         });
     }
+    generateCase() {
+        return __awaiter(this, void 0, void 0, function* () {
+            if (!this.session) {
+                console.log('provide a session json file e.g. --session=data/session/test-initiator.json');
+                return;
+            }
+            const delimiter = String.fromCharCode(this.delimiter);
+            const builder = new generator_1.CaseBuilder(this.definitions, (msgType, obj) => this.encodeObject(msgType, obj));
+            const generated = builder.build({
+                scenario: argv.scenario,
+                msgType: argv.type,
+                seed: argv.seed || 0x5eed,
+                depth: argv['russian-doll'] || 0,
+                fragments: argv.fragments || 2,
+                delimiter,
+                generator: JsfixCmd.generatorOverrides()
+            });
+            console.log((0, generator_1.describeCase)(generated, delimiter));
+            console.log('');
+            console.log(JSON.stringify(generated.object, null, 4));
+            console.log('');
+            console.log(`canonical ${generated.canonical}`);
+            if (generated.plan.depth > 0) {
+                console.log(`scattered ${generated.scattered}`);
+            }
+            const outcome = yield this.reportRoundTrip(generated);
+            if (argv.unit) {
+                yield JsfixCmd.writeFile('./fix.txt', generated.scattered);
+                yield JsfixCmd.writeFile('./canonical.txt', generated.canonical);
+                yield JsfixCmd.writeFile('./object.json', JSON.stringify(generated.object, null, 4));
+                yield JsfixCmd.writeFile('./plan.json', JSON.stringify(generated.plan, null, 4));
+                yield JsfixCmd.writeFile('./case.txt', (0, generator_1.describeCase)(generated, delimiter));
+            }
+            if (argv['corpus-add']) {
+                this.addToCorpus(generated, outcome, delimiter);
+            }
+        });
+    }
+    static generatorOverrides() {
+        const overrides = {};
+        if (argv['as-of']) {
+            overrides.asOf = new Date(argv['as-of']);
+        }
+        if (argv.realistic && argv.density != null) {
+            overrides.density = parseFloat(argv.density);
+        }
+        return overrides;
+    }
+    addToCorpus(generated, outcome, delimiter) {
+        var _a, _b, _c, _d;
+        if (generated.plan.depth === 0) {
+            console.log('cannot add to the corpus - nothing was scattered, so there is nothing to assert');
+            return;
+        }
+        if (!outcome) {
+            console.log('cannot add to the corpus - the canonical encoding did not parse');
+            return;
+        }
+        const name = `${argv['corpus-add']}`;
+        const note = argv.note ? `${argv.note}` : (0, generator_1.describeOutcome)(outcome);
+        const session = `${argv.session}`.replace(/^.*data[\\/]/, '');
+        const store = new generator_1.CorpusStore(path.join(this.root, 'data/corpus'));
+        const entry = generator_1.CorpusStore.fromCase(name, note, `${(_d = (_a = argv.dict) !== null && _a !== void 0 ? _a : (_c = (_b = this.sessionDescription) === null || _b === void 0 ? void 0 : _b.application) === null || _c === void 0 ? void 0 : _c.dictionary) !== null && _d !== void 0 ? _d : 'unknown'}`, session, delimiter, generated, outcome.outcome, outcome, argv['as-of'] ? new Date(argv['as-of']) : undefined);
+        const written = store.save(entry, generated.canonical, generated.scattered);
+        console.log(`corpus case ${name} written to ${written}`);
+        console.log(`expected outcome recorded as ${outcome.outcome} - read it before committing`);
+    }
+    reportRoundTrip(generated) {
+        return __awaiter(this, void 0, void 0, function* () {
+            var _a;
+            const canonical = yield this.parseOnce(generated.canonical);
+            if (!canonical.view) {
+                console.log(`canonical does not parse: ${(_a = canonical.error) !== null && _a !== void 0 ? _a : 'no message'}`);
+                return null;
+            }
+            if (generated.plan.depth === 0) {
+                console.log('canonical parses');
+                return null;
+            }
+            const scattered = yield this.parseOnce(generated.scattered);
+            const outcome = (0, generator_1.classify)(canonical.view.toObject(), scattered.view ? scattered.view.toObject() : null);
+            console.log((0, generator_1.describeOutcome)(outcome));
+            return outcome;
+        });
+    }
+    parseOnce(fix) {
+        return __awaiter(this, void 0, void 0, function* () {
+            var _a;
+            const transport = new factory_1.MsgTransport(1, this.session.config, new transport_1.StringDuplex(fix));
+            try {
+                const view = yield this.firstMessage(transport);
+                return { view, error: null };
+            }
+            catch (e) {
+                return { view: null, error: (_a = e === null || e === void 0 ? void 0 : e.message) !== null && _a !== void 0 ? _a : `${e}` };
+            }
+        });
+    }
     single(generator, density) {
         return __awaiter(this, void 0, void 0, function* () {
             if (!argv.type) {
@@ -761,6 +901,27 @@ function showHelp() {
     console.log('script to describe field in fixml');
     console.log('npm run fixml -- --field=50');
     console.log();
+    console.log('list the named scenarios - lifelike messages built from a book of real instruments');
+    console.log('node dist/jsfix-cmd --generate --scenarios --session=data/session/test-initiator.json');
+    console.log('npm run scenarios');
+    console.log();
+    console.log('generate one lifelike message - prices on tick, quantities in lots, dates that agree');
+    console.log('node dist/jsfix-cmd --generate --scenario=spread-trade-capture --delimiter="|" --session=data/session/test-initiator.json');
+    console.log('npm run scenario -- --scenario=equity-fill');
+    console.log();
+    console.log('take the message apart - russian doll n scatters a component inside a component, n levels deep,');
+    console.log('then parses both orderings and says whether this engine survives the shape');
+    console.log('node dist/jsfix-cmd --generate --scenario=spread-trade-capture --russian-doll=2 --delimiter="|" --session=data/session/test-initiator.json');
+    console.log('npm run doll -- --scenario=spread-trade-capture --russian-doll=2');
+    console.log('add --seed=42 --as-of=2026-01-15T10:30:00Z to reproduce a case exactly, --unit to write the files');
+    console.log();
+    console.log('keep an interesting case - freezes the two encodings and the outcome into data/corpus,');
+    console.log('where src/test/ascii/corpus.test.ts picks it up.  read what it wrote, then commit it');
+    console.log('npm run doll -- --scenario=spread-trade-capture --russian-doll=2 --seed=1 --as-of=2026-01-15T10:30:00Z --corpus-add=my-case --note="what this shows"');
+    console.log();
+    console.log('any message type, lifelike rather than dense - see docs/scattered-components.md for what doll depth means');
+    console.log('node dist/jsfix-cmd --generate --realistic --type=8 --density=0.5 --delimiter="|" --session=data/session/test-initiator.json');
+    console.log();
     console.log('generate unit test set of files - i.e. randomly generate an object, encode to fix. density 1 is all fields');
     console.log('node dist/jsfix-cmd --generate --type=AE --density=0.8 --unit --delimiter="|" --session=data/session/test-initiator.json');
     console.log('npm run repo44-unit -- --type=AE');