jspurefix 5.9.1 → 5.10.0
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/BACKPORT_PLAN.md +20 -7
- package/README.md +35 -0
- package/WORKLOG.md +119 -0
- package/dist/benchmark/bench-report.d.ts +5 -0
- package/dist/benchmark/bench-report.js +91 -0
- package/dist/benchmark/bench-report.js.map +1 -0
- package/dist/benchmark/bench-runner.d.ts +12 -0
- package/dist/benchmark/bench-runner.js +193 -0
- package/dist/benchmark/bench-runner.js.map +1 -0
- package/dist/benchmark/bench-stats.d.ts +10 -0
- package/dist/benchmark/bench-stats.js +56 -0
- package/dist/benchmark/bench-stats.js.map +1 -0
- package/dist/benchmark/bench-types.d.ts +74 -0
- package/dist/benchmark/bench-types.js +3 -0
- package/dist/benchmark/bench-types.js.map +1 -0
- package/dist/benchmark/gc-probe.d.ts +18 -0
- package/dist/benchmark/gc-probe.js +103 -0
- package/dist/benchmark/gc-probe.js.map +1 -0
- package/dist/benchmark/index.d.ts +6 -0
- package/dist/benchmark/index.js +23 -0
- package/dist/benchmark/index.js.map +1 -0
- package/dist/benchmark/parse-bench.d.ts +28 -0
- package/dist/benchmark/parse-bench.js +85 -0
- package/dist/benchmark/parse-bench.js.map +1 -0
- package/dist/buffer/ascii/ascii-encoder.d.ts +1 -0
- package/dist/buffer/ascii/ascii-encoder.js +15 -0
- package/dist/buffer/ascii/ascii-encoder.js.map +1 -1
- package/dist/buffer/ascii/ascii-parser.d.ts +1 -0
- package/dist/buffer/ascii/ascii-parser.js +4 -1
- package/dist/buffer/ascii/ascii-parser.js.map +1 -1
- package/dist/buffer/ascii/ascii-segment-parser.js +3 -2
- package/dist/buffer/ascii/ascii-segment-parser.js.map +1 -1
- package/dist/buffer/ascii/tag-index.js.map +1 -1
- package/dist/buffer/msg-encoder.d.ts +2 -0
- package/dist/buffer/msg-encoder.js +1 -0
- package/dist/buffer/msg-encoder.js.map +1 -1
- package/dist/buffer/msg-view.d.ts +1 -0
- package/dist/buffer/msg-view.js +25 -19
- package/dist/buffer/msg-view.js.map +1 -1
- package/dist/dictionary/parser/quickfix/dictionary-validator.d.ts +1 -1
- package/dist/dictionary/parser/quickfix/dictionary-validator.js.map +1 -1
- package/dist/dictionary/parser/quickfix/quick-fix-graph-parser.d.ts +1 -1
- package/dist/dictionary/parser/quickfix/quick-fix-graph-parser.js +1 -2
- package/dist/dictionary/parser/quickfix/quick-fix-graph-parser.js.map +1 -1
- package/dist/dictionary/parser/quickfix/validation-error.d.ts +2 -2
- package/dist/dictionary/parser/quickfix/validation-error.js.map +1 -1
- package/dist/jsfix-bench.d.ts +1 -0
- package/dist/jsfix-bench.js +213 -0
- package/dist/jsfix-bench.js.map +1 -0
- package/dist/runtime/session-container.d.ts +3 -0
- package/dist/runtime/session-container.js +8 -0
- package/dist/runtime/session-container.js.map +1 -1
- package/dist/runtime/session-launcher.d.ts +2 -1
- package/dist/runtime/session-launcher.js +4 -1
- package/dist/runtime/session-launcher.js.map +1 -1
- package/dist/store/file-session-store.js +1 -1
- package/dist/store/file-session-store.js.map +1 -1
- package/dist/store/file-session-stream-provider.d.ts +1 -0
- package/dist/store/file-session-stream-provider.js +13 -13
- package/dist/store/file-session-stream-provider.js.map +1 -1
- package/dist/store/fix-session-store-factory.d.ts +1 -1
- package/dist/store/fix-session-store-factory.js.map +1 -1
- package/dist/store/fix-session-store.d.ts +11 -11
- package/dist/store/fix-session-store.js.map +1 -1
- package/dist/store/memory-session-store.js.map +1 -1
- package/dist/store/session-stream-provider.d.ts +13 -13
- package/dist/store/session-stream-provider.js.map +1 -1
- package/dist/transport/ascii/ascii-msg-transmitter.d.ts +1 -0
- package/dist/transport/ascii/ascii-msg-transmitter.js +15 -0
- package/dist/transport/ascii/ascii-msg-transmitter.js.map +1 -1
- package/dist/transport/ascii/ascii-session-msg-factory.js +1 -7
- package/dist/transport/ascii/ascii-session-msg-factory.js.map +1 -1
- package/dist/transport/fixml/fixml-session-msg-factory.js +1 -6
- package/dist/transport/fixml/fixml-session-msg-factory.js.map +1 -1
- package/dist/transport/index.d.ts +3 -0
- package/dist/transport/index.js +3 -0
- package/dist/transport/index.js.map +1 -1
- package/dist/transport/msg-payload.d.ts +3 -1
- package/dist/transport/msg-payload.js +2 -1
- package/dist/transport/msg-payload.js.map +1 -1
- package/dist/transport/msg-transmitter.d.ts +4 -1
- package/dist/transport/msg-transmitter.js +18 -2
- package/dist/transport/msg-transmitter.js.map +1 -1
- package/dist/transport/send-callback.d.ts +7 -0
- package/dist/transport/send-callback.js +3 -0
- package/dist/transport/send-callback.js.map +1 -0
- package/dist/transport/session/fix-clock.d.ts +1 -1
- package/dist/transport/session/fix-clock.js.map +1 -1
- package/dist/transport/session/fix-session.d.ts +2 -1
- package/dist/transport/session/fix-session.js +12 -3
- package/dist/transport/session/fix-session.js.map +1 -1
- package/dist/transport/session/resend-request-manager.d.ts +2 -2
- package/dist/transport/session/resend-request-manager.js.map +1 -1
- package/dist/transport/session/session-description.d.ts +2 -0
- package/dist/transport/session/session-description.js.map +1 -1
- package/dist/transport/session/session-sequence-coordinator.d.ts +1 -1
- package/dist/transport/session/session-sequence-coordinator.js.map +1 -1
- package/dist/transport/session/session-sequence-store.d.ts +3 -3
- package/dist/transport/session/session-sequence-store.js.map +1 -1
- package/dist/transport/tcp/tcp-initiator.js.map +1 -1
- package/docs/benchmarking.md +117 -0
- package/docs/custom-logon.md +225 -0
- package/eslint.config.mjs +15 -1
- package/jsfix.test_client.txt +62 -62
- package/jsfix.test_server.txt +72 -72
- package/package.json +9 -1
- package/src/benchmark/bench-report.ts +101 -0
- package/src/benchmark/bench-runner.ts +196 -0
- package/src/benchmark/bench-stats.ts +86 -0
- package/src/benchmark/bench-types.ts +110 -0
- package/src/benchmark/gc-probe.ts +145 -0
- package/src/benchmark/index.ts +6 -0
- package/src/benchmark/parse-bench.ts +144 -0
- package/src/buffer/ascii/ascii-encoder.ts +20 -0
- package/src/buffer/ascii/ascii-parser.ts +16 -1
- package/src/buffer/ascii/ascii-segment-parser.ts +9 -6
- package/src/buffer/ascii/tag-index.ts +3 -3
- package/src/buffer/msg-encoder.ts +12 -0
- package/src/buffer/msg-view.ts +35 -18
- package/src/dictionary/parser/quickfix/dictionary-validator.ts +1 -1
- package/src/dictionary/parser/quickfix/quick-fix-graph-parser.ts +2 -3
- package/src/dictionary/parser/quickfix/validation-error.ts +1 -1
- package/src/jsfix-bench.ts +204 -0
- package/src/runtime/session-container.ts +20 -0
- package/src/runtime/session-launcher.ts +19 -2
- package/src/store/file-session-store.ts +2 -2
- package/src/store/file-session-stream-provider.ts +17 -11
- package/src/store/fix-session-store-factory.ts +1 -1
- package/src/store/fix-session-store.ts +11 -11
- package/src/store/memory-session-store.ts +1 -1
- package/src/store/session-stream-provider.ts +13 -13
- package/src/transport/ascii/ascii-msg-transmitter.ts +20 -0
- package/src/transport/ascii/ascii-session-msg-factory.ts +6 -1
- package/src/transport/fixml/fixml-session-msg-factory.ts +3 -1
- package/src/transport/index.ts +5 -0
- package/src/transport/msg-payload.ts +5 -1
- package/src/transport/msg-transmitter.ts +31 -2
- package/src/transport/send-callback.ts +33 -0
- package/src/transport/session/fix-clock.ts +1 -1
- package/src/transport/session/fix-session.ts +22 -3
- package/src/transport/session/resend-request-manager.ts +4 -4
- package/src/transport/session/session-description.ts +14 -0
- package/src/transport/session/session-sequence-coordinator.ts +1 -1
- package/src/transport/session/session-sequence-store.ts +3 -3
- package/src/transport/tcp/tcp-initiator.ts +1 -1
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{ FixInitiator } from '../fix-initiator'\nimport { MsgTransport } from '../factory'\n\nimport { IJsFixConfig, IJsFixLogger } from '../../config'\nimport { TcpDuplex, FixDuplex } from '../duplex'\n\nimport * as util from 'util'\nimport { connect as tlsConnect, ConnectionOptions, TLSSocket } from 'tls'\nimport { createConnection } from 'net'\nimport Timeout = NodeJS.Timeout\nimport { TlsOptionsFactory } from './tls-options-factory'\nimport { describeConnectionOptions, describeNegotiated, describePeerCertificate } from './tls-diagnostics'\nimport { inject, injectable } from 'tsyringe'\nimport { DITokens } from '../../runtime/di-tokens'\nimport { ITcpTransportDescription } from './tcp-transport-description'\n\nexport enum InitiatorState {\n Idle = 1,\n Connecting = 2,\n Connected = 3,\n Stopped = 4\n}\n\n@injectable()\nexport class TcpInitiator extends FixInitiator {\n public tcp: ITcpTransportDescription | null\n public state: InitiatorState = InitiatorState.Idle\n private readonly logger: IJsFixLogger\n private duplex: FixDuplex\n private th: Timeout | null = null\n\n constructor (@inject(DITokens.IJsFixConfig) public readonly jsFixConfig: IJsFixConfig) {\n super(jsFixConfig.description.application ?? null)\n const name = this.application?.name ?? 'initiator'\n this.logger = jsFixConfig.logFactory.logger(`${name}:TcpInitiator`)\n if (!this.application) {\n throw new Error('no application in session description.')\n }\n this.tcp = this.application.tcp ?? null\n if (!this.tcp) {\n throw new Error('no tcp in session description need tcp { host: hostname, port: port }')\n }\n }\n\n public end (): void {\n this.clearTimer()\n switch (this.state) {\n case InitiatorState.Connected: {\n this.logger.info('end')\n this.duplex.end()\n this.state = InitiatorState.Stopped\n break\n }\n\n default: {\n this.logger.info(`end :state ${this.state}`)\n this.state = InitiatorState.Stopped\n break\n }\n }\n }\n\n public async connect (timeoutSeconds: number): Promise<MsgTransport> {\n return await new Promise<MsgTransport>(async (resolve, reject) => {\n switch (this.state) {\n case InitiatorState.Idle: {\n this.state = InitiatorState.Connecting\n this.logger.info(`connecting with timeout ${timeoutSeconds}`)\n this.tryConnect()\n .then((t: MsgTransport) => { resolve(t) })\n .catch((first: Error) => {\n // carry the first failure into repeatConnect. it used to be discarded, so a\n // connect() whose timeout expires before the first retry interval fires - the\n // default case, timeout and reconnectSeconds are both 5 - reported a generic\n // \"timeout whilst connecting\" and threw away the reason. see #94.\n this.logger.info(`first connect attempt failed: ${first.message}`)\n this.repeatConnect(timeoutSeconds, first)\n .then((t: MsgTransport) => { resolve(t) })\n .catch((e: Error) => { reject(e) })\n })\n break\n }\n\n default: {\n const e: Error = new Error('connect not valid from non idle state')\n this.logger.warning(`rejecting from state ${this.state}`)\n reject(e)\n }\n }\n })\n }\n\n private async unsecureDuplex (): Promise<TcpDuplex> {\n const tcp = this.tcp\n return await new Promise<TcpDuplex>((resolve, reject) => {\n try {\n this.logger.info('unsecureDuplex try to connect to endPoint')\n const socket = tcp\n ? createConnection(tcp, () => {\n try {\n this.logger.info('net.createConnection cb, resolving')\n if (socket) {\n const tcpDuplex = new TcpDuplex(socket)\n resolve(tcpDuplex)\n } else {\n reject(new Error('no socket in tcp initiator'))\n }\n } catch (e) {\n reject(e)\n }\n })\n : null\n socket?.on('error', (err) => {\n reject(err)\n })\n } catch (e) {\n reject(e)\n }\n })\n }\n\n private async tlsDuplex (): Promise<TcpDuplex > {\n return await new Promise<TcpDuplex>((resolve, reject) => {\n let tlsSocket: TLSSocket | null = null\n const tcp = this.tcp\n const connectionOptions: ConnectionOptions | null = tcp ? TlsOptionsFactory.getTlsConnectionOptions(tcp) : null\n if (connectionOptions) {\n try {\n this.logger.info(`tls connect with ${describeConnectionOptions(connectionOptions)}`)\n tlsSocket = tlsConnect(connectionOptions, () => {\n if (!tlsSocket) return null\n this.logger.info(`client connected ${tlsSocket.authorized ? 'authorized' : 'unauthorized'}`)\n this.logger.info(`tls negotiated ${describeNegotiated(tlsSocket)}`)\n this.logger.info(`tls peer certificate ${describePeerCertificate(tlsSocket)}`)\n // https://github.com/TimelordUK/jspurefix/issues/94 - honour rejectUnauthorized:\n // false rather than always rejecting on an unauthorized cert. Node's tls.connect()\n // never throws for an unauthorized peer by itself; it's the caller's job to decide\n // what to do with tlsSocket.authorized, and rejectUnauthorized is how a caller opts\n // out of that check - so only reject here when the caller didn't opt out.\n if (!tlsSocket.authorized && connectionOptions.rejectUnauthorized !== false) {\n const error = tlsSocket.authorizationError\n this.logger.warning(`rejecting from state ${this.state} authorizationError ${error}`)\n tlsSocket.end()\n reject(error)\n } else {\n if (!tlsSocket.authorized) {\n this.logger.warning(`proceeding despite unauthorized TLS peer (rejectUnauthorized: false): ${tlsSocket.authorizationError}`)\n }\n tlsSocket.setEncoding('utf8')\n const tlsDuplex = new TcpDuplex(tlsSocket)\n if (tcp?.tls?.enableTrace) {\n this.logger.info('enabling tls session trace')\n tlsSocket.enableTrace()\n }\n this.logger.info('tlsDuplex resolving')\n resolve(tlsDuplex)\n }\n })\n tlsSocket.on('error', (err) => {\n // previously silent - the socket error is the real reason a tls session failed,\n // and without it the caller only ever sees repeatConnect's generic timeout.\n this.logger.warning(`tls socket error from state ${this.state}: ${err.message}`)\n reject(err)\n })\n } catch (e) {\n reject(e)\n }\n }\n })\n }\n\n private async tryConnect (): Promise < MsgTransport > {\n return await new Promise<MsgTransport>((resolve, reject) => {\n const tcp = this.tcp\n const connectionOptions: ConnectionOptions | null = tcp ? TlsOptionsFactory.getTlsConnectionOptions(tcp) : null\n const connector = connectionOptions ? this.tlsDuplex() : this.unsecureDuplex()\n this.logger.info(`tryConnect ${tcp?.host}:${tcp?.port}`)\n connector.then(duplex => {\n this.duplex = duplex\n resolve(new MsgTransport(0, this.jsFixConfig, duplex))\n }).catch(e => {\n reject(e)\n })\n })\n }\n\n public clearTimer (): void {\n if (this.th) {\n clearInterval(this.th)\n this.th = null\n }\n }\n\n private async repeatConnect (timeoutSeconds: number, initialError?: Error): Promise < MsgTransport > {\n return await new Promise<MsgTransport>(async (resolve, reject) => {\n const application = this.application\n const promisify = util.promisify\n const timeoutPromise = promisify(setTimeout)\n const reconnectSeconds = application?.reconnectSeconds ?? 5\n let retries = 0\n let lastError: Error = initialError as Error\n const name = application?.name ?? 'initiator'\n this.th = setInterval(() => {\n ++retries\n this.tryConnect()\n .then((t: MsgTransport) => {\n this.state = InitiatorState.Connected\n this.clearTimer()\n resolve(t)\n }).catch((e: Error) => {\n lastError = e\n this.logger.info(`${name}: retries ${retries} ${e.message}`)\n })\n }, reconnectSeconds * 1000)\n timeoutPromise(timeoutSeconds * 1000).then(() => {\n this.clearTimer()\n this.state = InitiatorState.Stopped\n const e = lastError ?? new Error(`${name}: timeout of ${timeoutSeconds} whilst connecting`)\n this.logger.warning(`${name}: giving up after ${timeoutSeconds}s and ${retries} retries, last error: ${e.message}`)\n reject(e)\n }).catch(e => {\n reject(e)\n })\n })\n }\n}\n"]}
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{ FixInitiator } from '../fix-initiator'\nimport { MsgTransport } from '../factory'\n\nimport { IJsFixConfig, IJsFixLogger } from '../../config'\nimport { TcpDuplex, FixDuplex } from '../duplex'\n\nimport * as util from 'util'\nimport { connect as tlsConnect, ConnectionOptions, TLSSocket } from 'tls'\nimport { createConnection } from 'net'\nimport Timeout = NodeJS.Timeout\nimport { TlsOptionsFactory } from './tls-options-factory'\nimport { describeConnectionOptions, describeNegotiated, describePeerCertificate } from './tls-diagnostics'\nimport { inject, injectable } from 'tsyringe'\nimport { DITokens } from '../../runtime/di-tokens'\nimport { ITcpTransportDescription } from './tcp-transport-description'\n\nexport enum InitiatorState {\n Idle = 1,\n Connecting = 2,\n Connected = 3,\n Stopped = 4\n}\n\n@injectable()\nexport class TcpInitiator extends FixInitiator {\n public tcp: ITcpTransportDescription | null\n public state: InitiatorState = InitiatorState.Idle\n private readonly logger: IJsFixLogger\n private duplex: FixDuplex\n private th: Timeout | null = null\n\n constructor (@inject(DITokens.IJsFixConfig) public readonly jsFixConfig: IJsFixConfig) {\n super(jsFixConfig.description.application ?? null)\n const name = this.application?.name ?? 'initiator'\n this.logger = jsFixConfig.logFactory.logger(`${name}:TcpInitiator`)\n if (!this.application) {\n throw new Error('no application in session description.')\n }\n this.tcp = this.application.tcp ?? null\n if (!this.tcp) {\n throw new Error('no tcp in session description need tcp { host: hostname, port: port }')\n }\n }\n\n public end (): void {\n this.clearTimer()\n switch (this.state) {\n case InitiatorState.Connected: {\n this.logger.info('end')\n this.duplex.end()\n this.state = InitiatorState.Stopped\n break\n }\n\n default: {\n this.logger.info(`end :state ${this.state}`)\n this.state = InitiatorState.Stopped\n break\n }\n }\n }\n\n public async connect (timeoutSeconds: number): Promise<MsgTransport> {\n return await new Promise<MsgTransport>(async (resolve, reject) => {\n switch (this.state) {\n case InitiatorState.Idle: {\n this.state = InitiatorState.Connecting\n this.logger.info(`connecting with timeout ${timeoutSeconds}`)\n this.tryConnect()\n .then((t: MsgTransport) => { resolve(t) })\n .catch((first: Error) => {\n // carry the first failure into repeatConnect. it used to be discarded, so a\n // connect() whose timeout expires before the first retry interval fires - the\n // default case, timeout and reconnectSeconds are both 5 - reported a generic\n // \"timeout whilst connecting\" and threw away the reason. see #94.\n this.logger.info(`first connect attempt failed: ${first.message}`)\n this.repeatConnect(timeoutSeconds, first)\n .then((t: MsgTransport) => { resolve(t) })\n .catch((e: Error) => { reject(e) })\n })\n break\n }\n\n default: {\n const e: Error = new Error('connect not valid from non idle state')\n this.logger.warning(`rejecting from state ${this.state}`)\n reject(e)\n }\n }\n })\n }\n\n private async unsecureDuplex (): Promise<TcpDuplex> {\n const tcp = this.tcp\n return await new Promise<TcpDuplex>((resolve, reject) => {\n try {\n this.logger.info('unsecureDuplex try to connect to endPoint')\n const socket = tcp\n ? createConnection(tcp, () => {\n try {\n this.logger.info('net.createConnection cb, resolving')\n if (socket) {\n const tcpDuplex = new TcpDuplex(socket)\n resolve(tcpDuplex)\n } else {\n reject(new Error('no socket in tcp initiator'))\n }\n } catch (e) {\n reject(e)\n }\n })\n : null\n socket?.on('error', (err) => {\n reject(err)\n })\n } catch (e) {\n reject(e)\n }\n })\n }\n\n private async tlsDuplex (): Promise<TcpDuplex > {\n return await new Promise<TcpDuplex>((resolve, reject) => {\n let tlsSocket: TLSSocket | null = null\n const tcp = this.tcp\n const connectionOptions: ConnectionOptions | null = tcp ? TlsOptionsFactory.getTlsConnectionOptions(tcp) : null\n if (connectionOptions) {\n try {\n this.logger.info(`tls connect with ${describeConnectionOptions(connectionOptions)}`)\n tlsSocket = tlsConnect(connectionOptions, () => {\n if (!tlsSocket) return null\n this.logger.info(`client connected ${tlsSocket.authorized ? 'authorized' : 'unauthorized'}`)\n this.logger.info(`tls negotiated ${describeNegotiated(tlsSocket)}`)\n this.logger.info(`tls peer certificate ${describePeerCertificate(tlsSocket)}`)\n // https://github.com/TimelordUK/jspurefix/issues/94 - honour rejectUnauthorized:\n // false rather than always rejecting on an unauthorized cert. Node's tls.connect()\n // never throws for an unauthorized peer by itself; it's the caller's job to decide\n // what to do with tlsSocket.authorized, and rejectUnauthorized is how a caller opts\n // out of that check - so only reject here when the caller didn't opt out.\n if (!tlsSocket.authorized && connectionOptions.rejectUnauthorized !== false) {\n const error = tlsSocket.authorizationError\n this.logger.warning(`rejecting from state ${this.state} authorizationError ${error}`)\n tlsSocket.end()\n reject(error)\n } else {\n if (!tlsSocket.authorized) {\n this.logger.warning(`proceeding despite unauthorized TLS peer (rejectUnauthorized: false): ${tlsSocket.authorizationError}`)\n }\n tlsSocket.setEncoding('utf8')\n const tlsDuplex = new TcpDuplex(tlsSocket)\n if (tcp?.tls?.enableTrace) {\n this.logger.info('enabling tls session trace')\n tlsSocket.enableTrace()\n }\n this.logger.info('tlsDuplex resolving')\n resolve(tlsDuplex)\n }\n })\n tlsSocket.on('error', (err) => {\n // previously silent - the socket error is the real reason a tls session failed,\n // and without it the caller only ever sees repeatConnect's generic timeout.\n this.logger.warning(`tls socket error from state ${this.state}: ${err.message}`)\n reject(err)\n })\n } catch (e) {\n reject(e)\n }\n }\n })\n }\n\n private async tryConnect (): Promise < MsgTransport > {\n return await new Promise<MsgTransport>((resolve, reject) => {\n const tcp = this.tcp\n const connectionOptions: ConnectionOptions | null = tcp ? TlsOptionsFactory.getTlsConnectionOptions(tcp) : null\n const connector = connectionOptions ? this.tlsDuplex() : this.unsecureDuplex()\n this.logger.info(`tryConnect ${tcp?.host}:${tcp?.port}`)\n connector.then(duplex => {\n this.duplex = duplex\n resolve(new MsgTransport(0, this.jsFixConfig, duplex))\n }).catch(e => {\n reject(e)\n })\n })\n }\n\n public clearTimer (): void {\n if (this.th) {\n clearInterval(this.th)\n this.th = null\n }\n }\n\n private async repeatConnect (timeoutSeconds: number, initialError?: Error): Promise < MsgTransport > {\n return await new Promise<MsgTransport>(async (resolve, reject) => {\n const application = this.application\n const promisify = util.promisify\n const timeoutPromise = promisify(setTimeout)\n const reconnectSeconds = application?.reconnectSeconds ?? 5\n let retries = 0\n let lastError: Error | undefined = initialError\n const name = application?.name ?? 'initiator'\n this.th = setInterval(() => {\n ++retries\n this.tryConnect()\n .then((t: MsgTransport) => {\n this.state = InitiatorState.Connected\n this.clearTimer()\n resolve(t)\n }).catch((e: Error) => {\n lastError = e\n this.logger.info(`${name}: retries ${retries} ${e.message}`)\n })\n }, reconnectSeconds * 1000)\n timeoutPromise(timeoutSeconds * 1000).then(() => {\n this.clearTimer()\n this.state = InitiatorState.Stopped\n const e = lastError ?? new Error(`${name}: timeout of ${timeoutSeconds} whilst connecting`)\n this.logger.warning(`${name}: giving up after ${timeoutSeconds}s and ${retries} retries, last error: ${e.message}`)\n reject(e)\n }).catch(e => {\n reject(e)\n })\n })\n }\n}\n"]}
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@@ -0,0 +1,117 @@
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1
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+
# Benchmarking
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|
2
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+
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|
3
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+
`jsfix-bench` drives fix bytes through the real parser and reports what the work
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4
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+
costs in time and in garbage. It exists so a change to a hot path can be argued
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5
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+
about with a number rather than an opinion.
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6
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+
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7
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+
```
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8
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npm run build
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9
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+
npm run bench
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10
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+
```
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11
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+
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12
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+
Always under `--expose-gc`, which the npm scripts do for you. Without it rounds
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13
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cannot be isolated from one another and the retained heap figures mean very
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14
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little; the report says so at the top when it is missing.
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15
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+
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16
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+
## What it measures
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17
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+
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18
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Two cases by default, over the same input:
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19
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20
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| case | what it covers |
|
|
21
|
+
| --- | --- |
|
|
22
|
+
| `parse:view` | tokenise, discover the structure, build the `MsgView` |
|
|
23
|
+
| `parse:object` | the above, then `toObject()` to materialise the object graph |
|
|
24
|
+
|
|
25
|
+
Both matter. `parse:view` is the engine's own cost. `parse:object` is what a
|
|
26
|
+
drop copy consumer actually pays, and the gap between them is the price of
|
|
27
|
+
materialising a message rather than reading fields out of the view.
|
|
28
|
+
|
|
29
|
+
## Reading the report
|
|
30
|
+
|
|
31
|
+
```
|
|
32
|
+
parse:object
|
|
33
|
+
rounds 8 x 4000 msgs (warmup 4000)
|
|
34
|
+
per msg median 239.922us min 231.305us p95 242.623us max 242.623us
|
|
35
|
+
throughput 4,168 msg/sec
|
|
36
|
+
noise 1.80% of median (a change smaller than this means nothing)
|
|
37
|
+
gc pass 4000 msgs uninterrupted: 25 minor 0 major 5.8ms paused
|
|
38
|
+
gc rate 6250.0 minor/M msgs 0.0 major/M msgs 1445ms paused/M msgs
|
|
39
|
+
retained -0.00MB -0.6 bytes/msg heap at end of pass 116.08MB
|
|
40
|
+
```
|
|
41
|
+
|
|
42
|
+
- **rounds** each contribute one timing sample. One long run cannot tell you
|
|
43
|
+
whether a number repeats.
|
|
44
|
+
- **min** is the closest reading to the true cost of the work - a round can only
|
|
45
|
+
be made slower by interference, never faster - while **median** is what to
|
|
46
|
+
expect in practice.
|
|
47
|
+
- **noise** is the run to run spread. Treat it as the resolution of the
|
|
48
|
+
instrument: a change smaller than this is not evidence of anything.
|
|
49
|
+
- **gc rate** is collections per million messages. Node will not tell you how
|
|
50
|
+
many bytes a stretch of code allocated, so scavenge frequency is the stand in.
|
|
51
|
+
In practice it is far more repeatable than the timings - the same build tends
|
|
52
|
+
to reproduce it exactly - which makes it the more sensitive of the two signals
|
|
53
|
+
for spotting an allocation change.
|
|
54
|
+
- **retained** is what the pass left behind after a forced collection, not what
|
|
55
|
+
it churned through. A steady state parser should sit near zero. Churn is what
|
|
56
|
+
the gc figures are for.
|
|
57
|
+
|
|
58
|
+
## Why timing and memory are measured separately
|
|
59
|
+
|
|
60
|
+
Isolating a timed round means forcing a collection between rounds, and a forced
|
|
61
|
+
collection is itself a gc event - counting those would report the harness rather
|
|
62
|
+
than the engine. So the timed rounds collect between them and report no gc
|
|
63
|
+
figures, and a separate uninterrupted pass runs with the probe attached and
|
|
64
|
+
reports no timings. BenchmarkDotNet splits its memory diagnoser out of the
|
|
65
|
+
timed iterations for the same reason.
|
|
66
|
+
|
|
67
|
+
Node also dispatches a gc entry on the turn *after* the collection, and the
|
|
68
|
+
benchmark loop is synchronous, so the runner yields until delivery goes quiet
|
|
69
|
+
before reading the totals. A single yield loses most of them.
|
|
70
|
+
|
|
71
|
+
## Comparing against a baseline
|
|
72
|
+
|
|
73
|
+
```
|
|
74
|
+
npm run build
|
|
75
|
+
node --expose-gc dist/jsfix-bench --save=benchmarks/baseline.json --label="before"
|
|
76
|
+
# ... make a change, rebuild ...
|
|
77
|
+
node --expose-gc dist/jsfix-bench --baseline=benchmarks/baseline.json
|
|
78
|
+
```
|
|
79
|
+
|
|
80
|
+
```
|
|
81
|
+
parse:object
|
|
82
|
+
per msg 239.922us -> 243.523us +1.50% noise (noise floor +/-2.75%)
|
|
83
|
+
minor gc 6250.0 -> 6250.0 per M msgs +0.00%
|
|
84
|
+
```
|
|
85
|
+
|
|
86
|
+
A difference is only called `FASTER` or `SLOWER` when it is larger than the
|
|
87
|
+
spread both runs displayed. Anything else is reported as `noise`, because that
|
|
88
|
+
is what it is. Baselines are specific to the machine and node build that took
|
|
89
|
+
them - the report warns when they differ - so `benchmarks/` is not committed.
|
|
90
|
+
|
|
91
|
+
## Options
|
|
92
|
+
|
|
93
|
+
| flag | meaning |
|
|
94
|
+
| --- | --- |
|
|
95
|
+
| `--fix=<path>` | fix log to parse |
|
|
96
|
+
| `--dict=<name>` | dictionary, e.g. `qf44`, `repo44`, `qf50sp2` |
|
|
97
|
+
| `--delimiter=<char>` | field delimiter in the log, defaults to `\|` |
|
|
98
|
+
| `--depth=view,object` | which stages to measure |
|
|
99
|
+
| `--rounds=<n>` | measured rounds, one sample each |
|
|
100
|
+
| `--msgs=<n>` | messages per round |
|
|
101
|
+
| `--warmup=<n>` | messages discarded before measuring |
|
|
102
|
+
| `--save=<path>` | write the suite to json |
|
|
103
|
+
| `--baseline=<path>` | compare against a saved suite |
|
|
104
|
+
| `--json` | print the suite as json instead of a report |
|
|
105
|
+
|
|
106
|
+
Ready made suites: `bench:er`, `bench:er2`, `bench:nos`, `bench:md`, `bench:tc`.
|
|
107
|
+
|
|
108
|
+
Message counts are rounded up to a whole number of passes over the input file,
|
|
109
|
+
since a pass cannot be stopped part way. A log holding one message gives the
|
|
110
|
+
finest control.
|
|
111
|
+
|
|
112
|
+
## Warmup
|
|
113
|
+
|
|
114
|
+
The default warmup is 20,000 messages. V8 needs to see a function run several
|
|
115
|
+
thousand times before it stops interpreting it, so an unwarmed first round
|
|
116
|
+
measures the wrong code. If you lower it, check the noise figure has not risen -
|
|
117
|
+
that is what an under-warmed run looks like.
|
|
@@ -0,0 +1,225 @@
|
|
|
1
|
+
# Customising the Logon
|
|
2
|
+
|
|
3
|
+
Almost every counterparty wants something on the Logon that the standard message does
|
|
4
|
+
not carry — an account, a default application version, a broker-issued token, a free
|
|
5
|
+
text field. This is the single most asked question about jspurefix
|
|
6
|
+
([#93](https://github.com/TimelordUK/jspurefix/issues/93),
|
|
7
|
+
[#39](https://github.com/TimelordUK/jspurefix/issues/39),
|
|
8
|
+
[#96](https://github.com/TimelordUK/jspurefix/issues/96)) and it has a short answer
|
|
9
|
+
and a long one.
|
|
10
|
+
|
|
11
|
+
**The short answer:** two things must both be true, and people usually only do one.
|
|
12
|
+
|
|
13
|
+
1. The field must be **on the Logon object** the engine sends.
|
|
14
|
+
2. The field must be **declared on Logon in the dictionary** the session loads —
|
|
15
|
+
otherwise the encoder has no tag to write and drops it.
|
|
16
|
+
|
|
17
|
+
Doing (1) without (2) is the classic failure: you add the field, nothing changes, and
|
|
18
|
+
nothing explains why. The engine warns when it drops a field, so watch the log:
|
|
19
|
+
|
|
20
|
+
```
|
|
21
|
+
warn test_client:encoder field 'Account' is not declared on Logon in this dictionary - it will not be sent
|
|
22
|
+
```
|
|
23
|
+
|
|
24
|
+
That message means you need step (2) — a dictionary — not more code.
|
|
25
|
+
|
|
26
|
+
---
|
|
27
|
+
|
|
28
|
+
## Step 1 — put the field on the message
|
|
29
|
+
|
|
30
|
+
Three ways, in increasing order of effort. Use the first one that fits.
|
|
31
|
+
|
|
32
|
+
### The `Logon` block (no code)
|
|
33
|
+
|
|
34
|
+
Name the extra fields under `Logon` in the session description. They are merged over
|
|
35
|
+
the fields the engine derives from the description, so you can add, override, or
|
|
36
|
+
suppress:
|
|
37
|
+
|
|
38
|
+
```json
|
|
39
|
+
{
|
|
40
|
+
"application": {
|
|
41
|
+
"type": "initiator",
|
|
42
|
+
"name": "my_client",
|
|
43
|
+
"tcp": { "host": "fix.broker.com", "port": 10400 },
|
|
44
|
+
"protocol": "ascii",
|
|
45
|
+
"dictionary": "repo44"
|
|
46
|
+
},
|
|
47
|
+
"BeginString": "FIX4.4",
|
|
48
|
+
"SenderCompId": "TVKD",
|
|
49
|
+
"TargetCompID": "MXVMDGW",
|
|
50
|
+
"Password": "password",
|
|
51
|
+
"HeartBtInt": 30,
|
|
52
|
+
"ResetSeqNumFlag": true,
|
|
53
|
+
|
|
54
|
+
"Logon": {
|
|
55
|
+
"Account": "TVKD_001",
|
|
56
|
+
"DefaultApplVerID": "9"
|
|
57
|
+
}
|
|
58
|
+
}
|
|
59
|
+
```
|
|
60
|
+
|
|
61
|
+
- **Add** a field — name it with its value.
|
|
62
|
+
- **Override** a field the engine derived — `"Logon": { "HeartBtInt": 60 }`.
|
|
63
|
+
- **Suppress** a field — `"Logon": { "Username": null }`. (Simply leaving `Username`
|
|
64
|
+
out of the description entirely has the same effect; a null or empty value is never
|
|
65
|
+
encoded.)
|
|
66
|
+
|
|
67
|
+
Note this block applies to the Logon your session *sends*. An acceptor sends a Logon
|
|
68
|
+
too — its response — so a block configured on an acceptor appears on that response.
|
|
69
|
+
|
|
70
|
+
`EncryptMethod` is a special case: the engine always derives `0` (None) and ignores a
|
|
71
|
+
top-level `"EncryptMethod"` in the description. Set it through the block if you need
|
|
72
|
+
another value.
|
|
73
|
+
|
|
74
|
+
### An `ObjectMutator` (a callback)
|
|
75
|
+
|
|
76
|
+
When the values are computed at run time — a signature over the sequence number, a
|
|
77
|
+
nonce, a token fetched at start up — a static block will not do. Every session
|
|
78
|
+
message passes through the factory's mutator on its way out:
|
|
79
|
+
|
|
80
|
+
```typescript
|
|
81
|
+
import { ObjectMutator, ISessionDescription, MsgType } from 'jspurefix'
|
|
82
|
+
import { ILooseObject } from 'jspurefix/dist/collections/collection'
|
|
83
|
+
|
|
84
|
+
const stampToken: ObjectMutator = (
|
|
85
|
+
description: ISessionDescription,
|
|
86
|
+
type: string,
|
|
87
|
+
o: ILooseObject): ILooseObject => {
|
|
88
|
+
if (type !== MsgType.Logon) return o
|
|
89
|
+
return { ...o, RawData: Buffer.from(signOn(description.SenderCompId)) }
|
|
90
|
+
}
|
|
91
|
+
```
|
|
92
|
+
|
|
93
|
+
The mutator is a constructor argument to any factory deriving from
|
|
94
|
+
`ASessionMsgFactory`, so install it with the factory (next section). It also sees
|
|
95
|
+
`StandardHeader` (as type `'StandardHeader'`), Logout, TestRequest, Heartbeat,
|
|
96
|
+
ResendRequest, SequenceReset and Reject — which is what makes it the right hook for
|
|
97
|
+
anything a counterparty demands on *every* message.
|
|
98
|
+
|
|
99
|
+
### Your own session message factory
|
|
100
|
+
|
|
101
|
+
Full control: subclass the stock factory and override `logon()`.
|
|
102
|
+
|
|
103
|
+
```typescript
|
|
104
|
+
import { AsciiSessionMsgFactory } from 'jspurefix'
|
|
105
|
+
import { ILooseObject } from 'jspurefix/dist/collections/collection'
|
|
106
|
+
|
|
107
|
+
export class BrokerSessionMsgFactory extends AsciiSessionMsgFactory {
|
|
108
|
+
public logon (): ILooseObject {
|
|
109
|
+
return {
|
|
110
|
+
...super.logon(),
|
|
111
|
+
Password: this.freshToken(),
|
|
112
|
+
Account: this.description.SenderCompId
|
|
113
|
+
}
|
|
114
|
+
}
|
|
115
|
+
|
|
116
|
+
private freshToken (): string { /* ... */ }
|
|
117
|
+
}
|
|
118
|
+
```
|
|
119
|
+
|
|
120
|
+
Override `header()` the same way if a counterparty needs a header field on every
|
|
121
|
+
message. Call `super` and spread — do not rebuild the object from scratch, or you
|
|
122
|
+
will lose fields the engine relies on.
|
|
123
|
+
|
|
124
|
+
## Installing your factory
|
|
125
|
+
|
|
126
|
+
The launcher you already subclass has one method for this:
|
|
127
|
+
|
|
128
|
+
```typescript
|
|
129
|
+
class AppLauncher extends SessionLauncher {
|
|
130
|
+
protected override makeSessionMsgFactory (
|
|
131
|
+
description: ISessionDescription): ISessionMsgFactory | null {
|
|
132
|
+
return new BrokerSessionMsgFactory(description)
|
|
133
|
+
}
|
|
134
|
+
}
|
|
135
|
+
```
|
|
136
|
+
|
|
137
|
+
Return `null` for the stock factory. If you build the container yourself, pass a
|
|
138
|
+
provider instead:
|
|
139
|
+
|
|
140
|
+
```typescript
|
|
141
|
+
new SessionContainer(d => new BrokerSessionMsgFactory(d))
|
|
142
|
+
```
|
|
143
|
+
|
|
144
|
+
Both work for initiators and acceptors. An acceptor builds one factory **per accepted
|
|
145
|
+
connection**, so that each session's headers carry its own comp ids; your factory is
|
|
146
|
+
carried into those per-connection scopes rather than being replaced by the stock one
|
|
147
|
+
([#87](https://github.com/TimelordUK/jspurefix/issues/87)). That works automatically
|
|
148
|
+
for any factory whose constructor takes `(description, mutator)`. If yours takes
|
|
149
|
+
something else, override `cloneFor`:
|
|
150
|
+
|
|
151
|
+
```typescript
|
|
152
|
+
public override cloneFor (description: ISessionDescription): ISessionMsgFactory {
|
|
153
|
+
return new MyFactory(description, this.apiKey)
|
|
154
|
+
}
|
|
155
|
+
```
|
|
156
|
+
|
|
157
|
+
> Older advice in issue #39 — `sessionContainer.clearInstances()`, re-register, and
|
|
158
|
+
> rebuild `JsFixConfig` inside `registerApplication` — is obsolete and will fight the
|
|
159
|
+
> per-connection session scopes. Use `makeSessionMsgFactory`.
|
|
160
|
+
|
|
161
|
+
---
|
|
162
|
+
|
|
163
|
+
## Step 2 — declare the field in a dictionary
|
|
164
|
+
|
|
165
|
+
The encoder is dictionary driven. It resolves each key on your object to a field of
|
|
166
|
+
the message being encoded, and a key it cannot resolve has no tag, so it is dropped.
|
|
167
|
+
`Account` is tag 1, but it is **not a field of Logon** in standard FIX 4.4 — so
|
|
168
|
+
putting it on the Logon object achieves nothing on its own.
|
|
169
|
+
|
|
170
|
+
Copy the QuickFIX XML for your dialect, add the field to the Logon message, and point
|
|
171
|
+
the session at it:
|
|
172
|
+
|
|
173
|
+
```xml
|
|
174
|
+
<message name='Logon' msgtype='A' msgcat='admin'>
|
|
175
|
+
<field name='EncryptMethod' required='Y' />
|
|
176
|
+
<field name='HeartBtInt' required='Y' />
|
|
177
|
+
<field name='ResetSeqNumFlag' required='N' />
|
|
178
|
+
<field name='Username' required='N' />
|
|
179
|
+
<field name='Password' required='N' />
|
|
180
|
+
<!-- what this counterparty demands -->
|
|
181
|
+
<field name='Account' required='N' />
|
|
182
|
+
<field name='DefaultApplVerID' required='N' />
|
|
183
|
+
</message>
|
|
184
|
+
```
|
|
185
|
+
|
|
186
|
+
The field must also exist in the `<fields>` section of the same file:
|
|
187
|
+
|
|
188
|
+
```xml
|
|
189
|
+
<field number='1' name='Account' type='STRING' />
|
|
190
|
+
```
|
|
191
|
+
|
|
192
|
+
Then reference it from the session description:
|
|
193
|
+
|
|
194
|
+
```json
|
|
195
|
+
{ "application": { "dictionary": "/abs/path/to/FIX44-BROKER.xml" } }
|
|
196
|
+
```
|
|
197
|
+
|
|
198
|
+
> **Path gotcha.** A *relative* dictionary path is resolved against the **jspurefix
|
|
199
|
+
> package root** (`node_modules/jspurefix`), not your project's working directory.
|
|
200
|
+
> Use an absolute path — `path.join(__dirname, 'dictionaries/FIX44-BROKER.xml')` —
|
|
201
|
+
> or register an alias in `data/dictionary.json` as described in the README under
|
|
202
|
+
> [Data Dictionaries](../README.md#data-dictionaries).
|
|
203
|
+
|
|
204
|
+
Generating typed interfaces for the dialect is optional — the engine reads the XML at
|
|
205
|
+
run time either way — but worth doing if you want `ILogon` to know about your field.
|
|
206
|
+
|
|
207
|
+
## Checklist when a tag still is not on the wire
|
|
208
|
+
|
|
209
|
+
1. Is there an `is not declared on Logon in this dictionary` warning in the log? →
|
|
210
|
+
the dictionary is the problem, not your code.
|
|
211
|
+
2. Is the session actually loading the dictionary you edited? Relative paths resolve
|
|
212
|
+
against the package root — see above.
|
|
213
|
+
3. Is the value `null`, `undefined` or `''`? Those are never encoded, by design.
|
|
214
|
+
4. Are you customising a factory the acceptor then replaces? Implement `cloneFor` if
|
|
215
|
+
your constructor is not `(description, mutator)`.
|
|
216
|
+
5. Turn on `logReceivedMsgs` / the `onEncoded` hook on your session and read the
|
|
217
|
+
encoded string directly — it is the ground truth.
|
|
218
|
+
|
|
219
|
+
## See also
|
|
220
|
+
|
|
221
|
+
- [docs/acceptor.md](acceptor.md) — per-connection session scopes and why the factory
|
|
222
|
+
is cloned.
|
|
223
|
+
- `src/test/session/custom-logon.test.ts` — every behaviour above, exercised.
|
|
224
|
+
- `src/test/session/custom-session-msg-factory.test.ts` — factory survival into
|
|
225
|
+
acceptor scopes.
|
package/eslint.config.mjs
CHANGED
|
@@ -106,6 +106,8 @@ export default [
|
|
|
106
106
|
'prefer-template': 'off',
|
|
107
107
|
'radix': 'off',
|
|
108
108
|
'require-unicode-regexp': 'off',
|
|
109
|
+
// named capture groups need a target of es2018, this package emits es6
|
|
110
|
+
'prefer-named-capture-group': 'off',
|
|
109
111
|
'promise/avoid-new': 'off',
|
|
110
112
|
'promise/no-multiple-resolved': 'off',
|
|
111
113
|
'import/enforce-node-protocol-usage': 'off',
|
|
@@ -114,6 +116,18 @@ export default [
|
|
|
114
116
|
}
|
|
115
117
|
},
|
|
116
118
|
{
|
|
117
|
-
|
|
119
|
+
files: ['src/test/**/*.ts'],
|
|
120
|
+
rules: {
|
|
121
|
+
// tests assert a value is present with expect(x).toBeDefined() and then use x!.
|
|
122
|
+
// the compiler cannot follow that, and rewriting each site as an explicit throw
|
|
123
|
+
// buries the assertion the test is actually about.
|
|
124
|
+
'@typescript-eslint/no-non-null-assertion': 'off',
|
|
125
|
+
// save/restore of a static around an awaited body is not a race in a jest file,
|
|
126
|
+
// which runs its tests serially.
|
|
127
|
+
'require-atomic-updates': 'off'
|
|
128
|
+
}
|
|
129
|
+
},
|
|
130
|
+
{
|
|
131
|
+
ignores: ['dist/**', 'node_modules/**', 'coverage/**']
|
|
118
132
|
}
|
|
119
133
|
]
|
package/jsfix.test_client.txt
CHANGED
|
@@ -1,62 +1,62 @@
|
|
|
1
|
-
8=FIX.4.4|9=0000117|35=A|49=init-comp|56=accept-comp|34=1|57=fix|52=
|
|
2
|
-
8=FIX.4.4|9=0000117|35=A|49=accept-comp|56=init-comp|34=1|57=fix|52=
|
|
3
|
-
8=FIX.4.4|9=0000079|35=2|49=init-comp|56=accept-comp|34=2|57=fix|52=
|
|
4
|
-
8=FIX.4.4|9=0000112|35=4|49=accept-comp|56=init-comp|34=1|57=fix|43=Y|52=
|
|
5
|
-
8=FIX.4.4|9=0000075|35=5|49=accept-comp|56=init-comp|34=2|57=fix|52=
|
|
6
|
-
8=FIX.4.4|9=0000117|35=A|49=init-comp|56=accept-comp|34=1|57=fix|52=
|
|
7
|
-
8=FIX.4.4|9=0000117|35=A|49=accept-comp|56=init-comp|34=1|57=fix|52=
|
|
8
|
-
8=FIX.4.4|9=0000079|35=2|49=init-comp|56=accept-comp|34=2|57=fix|52=
|
|
9
|
-
8=FIX.4.4|9=0000112|35=4|49=accept-comp|56=init-comp|34=1|57=fix|43=Y|52=
|
|
10
|
-
8=FIX.4.4|9=0000075|35=5|49=accept-comp|56=init-comp|34=2|57=fix|52=
|
|
11
|
-
8=FIX.4.4|9=0000117|35=A|49=init-comp|56=accept-comp|34=1|57=fix|52=
|
|
12
|
-
8=FIX.4.4|9=0000117|35=A|49=accept-comp|56=init-comp|34=1|57=fix|52=
|
|
13
|
-
8=FIX.4.4|9=0000117|35=A|49=init-comp|56=accept-comp|34=2|57=fix|52=
|
|
14
|
-
8=FIX.4.4|9=0000117|35=A|49=init-comp|56=accept-comp|34=1|57=fix|52=
|
|
15
|
-
8=FIX.4.4|9=0000117|35=A|49=accept-comp|56=init-comp|34=1|57=fix|52=
|
|
16
|
-
8=FIX.4.4|9=0000075|35=5|49=accept-comp|56=init-comp|34=2|57=fix|52=
|
|
17
|
-
8=FIX.4.4|9=0000075|35=5|49=init-comp|56=accept-comp|34=3|57=fix|52=
|
|
18
|
-
8=FIX.4.4|9=0000117|35=A|49=init-comp|56=accept-comp|34=1|57=fix|52=
|
|
19
|
-
8=FIX.4.4|9=0000117|35=A|49=accept-comp|56=init-comp|34=1|57=fix|52=
|
|
20
|
-
8=FIX.4.4|9=0000075|35=5|49=accept-comp|56=init-comp|34=2|57=fix|52=
|
|
21
|
-
8=FIX.4.4|9=0000117|35=A|49=init-comp|56=accept-comp|34=1|57=fix|52=
|
|
22
|
-
8=FIX.4.4|9=0000117|35=A|49=accept-comp|56=init-comp|34=1|57=fix|52=
|
|
23
|
-
8=FIX.4.4|9=0000075|35=5|49=init-comp|56=accept-comp|34=0|57=fix|52=
|
|
24
|
-
8=FIX.4.4|9=0000117|35=A|49=init-comp|56=accept-comp|34=1|57=fix|52=
|
|
25
|
-
8=FIX.4.4|9=0000117|35=A|49=accept-comp|56=init-comp|34=5|57=fix|52=
|
|
26
|
-
8=FIX.4.4|9=0000075|35=5|49=accept-comp|56=init-comp|34=2|57=fix|52=
|
|
27
|
-
8=FIX.4.4|9=0000110|35=A|49=init-comp|56=accept-comp|34=1|57=fix|52=
|
|
28
|
-
8=FIX.4.4|9=0000125|35=3|49=accept-comp|56=init-comp|34=1|57=fix|52=
|
|
29
|
-
8=FIX.4.4|9=0000117|35=A|49=init-comp|56=accept-comp|34=1|57=fix|52=
|
|
30
|
-
8=FIX.4.4|9=0000117|35=A|49=accept-comp|56=init-comp|34=1|57=fix|52=
|
|
31
|
-
8=FIX.4.4|9=0000111|35=3|49=accept-comp|56=init-comp|34=2|57=fix|52=
|
|
32
|
-
8=FIX.4.4|9=0000075|35=5|49=accept-comp|56=init-comp|34=3|57=fix|52=
|
|
33
|
-
8=FIX.4.4|9=0000117|35=A|49=init-comp|56=accept-comp|34=1|57=fix|52=
|
|
34
|
-
8=FIX.4.4|9=0000117|35=A|49=accept-comp|56=init-comp|34=1|57=fix|52=
|
|
35
|
-
8=FIX.4.4|9=0000146|35=3|49=accept-comp|56=init-comp|34=2|57=fix|52=
|
|
36
|
-
8=FIX.4.4|9=0000075|35=5|49=accept-comp|56=init-comp|34=3|57=fix|52=
|
|
37
|
-
8=FIX.4.4|9=0000117|35=A|49=init-comp|56=accept-comp|34=1|57=fix|52=
|
|
38
|
-
8=FIX.4.4|9=0000117|35=A|49=init-comp|56=accept-comp|34=1|57=fix|52=
|
|
39
|
-
8=FIX.4.4|9=0000117|35=A|49=accept-comp|56=init-comp|34=1|57=fix|52=
|
|
40
|
-
8=FIX.4.4|9=0000145|35=3|49=accept-comp|56=init-comp|34=2|57=fix|52=
|
|
41
|
-
8=FIX.4.4|9=0000075|35=5|49=accept-comp|56=init-comp|34=3|57=fix|52=
|
|
42
|
-
8=FIX.4.4|9=0000116|35=A|49=init-comp|56=accept-comp|34=1|57=fix|52=
|
|
43
|
-
8=FIX.4.4|9=0000117|35=A|49=accept-comp|56=init-comp|34=1|57=fix|52=
|
|
44
|
-
8=FIX.4.4|9=0000104|35=0|49=init-comp|56=accept-comp|34=2|57=fix|52=
|
|
45
|
-
8=FIX.4.4|9=0000104|35=0|49=init-comp|56=accept-comp|34=3|57=fix|52=
|
|
46
|
-
8=FIX.4.4|9=0000075|35=5|49=accept-comp|56=init-comp|34=2|57=fix|52=
|
|
47
|
-
8=FIX.4.4|9=0000117|35=A|49=init-comp|56=accept-comp|34=1|57=fix|52=
|
|
48
|
-
8=FIX.4.4|9=0000116|35=A|49=accept-comp|56=init-comp|34=1|57=fix|52=
|
|
49
|
-
8=FIX.4.4|9=0000104|35=0|49=accept-comp|56=init-comp|34=2|57=fix|52=
|
|
50
|
-
8=FIX.4.4|9=0000104|35=0|49=accept-comp|56=init-comp|34=3|57=fix|52=
|
|
51
|
-
8=FIX.4.4|9=0000104|35=0|49=accept-comp|56=init-comp|34=4|57=fix|52=
|
|
52
|
-
8=FIX.4.4|9=0000075|35=5|49=accept-comp|56=init-comp|34=5|57=fix|52=
|
|
53
|
-
8=FIX.4.4|9=0000116|35=A|49=init-comp|56=accept-comp|34=1|57=fix|52=
|
|
54
|
-
8=FIX.4.4|9=0000116|35=A|49=accept-comp|56=init-comp|34=1|57=fix|52=
|
|
55
|
-
8=FIX.4.4|9=0000104|35=0|49=init-comp|56=accept-comp|34=2|57=fix|52=
|
|
56
|
-
8=FIX.4.4|9=0000104|35=0|49=init-comp|56=accept-comp|34=3|57=fix|52=
|
|
57
|
-
8=FIX.4.4|9=0000104|35=0|49=accept-comp|56=init-comp|34=2|57=fix|52=
|
|
58
|
-
8=FIX.4.4|9=0000104|35=0|49=init-comp|56=accept-comp|34=4|57=fix|52=
|
|
59
|
-
8=FIX.4.4|9=0000075|35=5|49=accept-comp|56=init-comp|34=3|57=fix|52=
|
|
60
|
-
8=FIX.4.4|9=0000117|35=A|49=init-comp|56=accept-comp|34=1|57=fix|52=
|
|
61
|
-
8=FIX.4.4|9=0000117|35=A|49=accept-comp|56=init-comp|34=1|57=fix|52=
|
|
62
|
-
8=FIX.4.4|9=0000075|35=5|49=accept-comp|56=init-comp|34=2|57=fix|52=
|
|
1
|
+
8=FIX.4.4|9=0000117|35=A|49=init-comp|56=accept-comp|34=1|57=fix|52=20260808-13:59:37.235|98=0|108=30|141=Y|553=js-client|554=pwd-client|10=111|
|
|
2
|
+
8=FIX.4.4|9=0000117|35=A|49=accept-comp|56=init-comp|34=1|57=fix|52=20260808-13:59:37.240|98=0|108=30|141=Y|553=js-server|554=pwd-server|10=155|
|
|
3
|
+
8=FIX.4.4|9=0000079|35=2|49=init-comp|56=accept-comp|34=2|57=fix|52=20260808-13:59:37.241|7=1|16=1|10=243|
|
|
4
|
+
8=FIX.4.4|9=0000112|35=4|49=accept-comp|56=init-comp|34=1|57=fix|43=Y|52=20260808-13:59:37.245|122=20260808-13:59:37.245|123=Y|36=2|10=125|
|
|
5
|
+
8=FIX.4.4|9=0000075|35=5|49=accept-comp|56=init-comp|34=2|57=fix|52=20260808-13:59:39.246|58=5|10=226|
|
|
6
|
+
8=FIX.4.4|9=0000117|35=A|49=init-comp|56=accept-comp|34=1|57=fix|52=20260808-13:59:42.038|98=0|108=30|141=Y|553=js-client|554=pwd-client|10=108|
|
|
7
|
+
8=FIX.4.4|9=0000117|35=A|49=accept-comp|56=init-comp|34=1|57=fix|52=20260808-13:59:42.040|98=0|108=30|141=Y|553=js-server|554=pwd-server|10=149|
|
|
8
|
+
8=FIX.4.4|9=0000079|35=2|49=init-comp|56=accept-comp|34=2|57=fix|52=20260808-13:59:42.041|7=1|16=0|10=236|
|
|
9
|
+
8=FIX.4.4|9=0000112|35=4|49=accept-comp|56=init-comp|34=1|57=fix|43=Y|52=20260808-13:59:42.043|122=20260808-13:59:42.043|123=Y|36=2|10=109|
|
|
10
|
+
8=FIX.4.4|9=0000075|35=5|49=accept-comp|56=init-comp|34=2|57=fix|52=20260808-13:59:44.043|58=5|10=217|
|
|
11
|
+
8=FIX.4.4|9=0000117|35=A|49=init-comp|56=accept-comp|34=1|57=fix|52=20260808-13:59:46.524|98=0|108=30|141=Y|553=js-client|554=pwd-client|10=112|
|
|
12
|
+
8=FIX.4.4|9=0000117|35=A|49=accept-comp|56=init-comp|34=1|57=fix|52=20260808-13:59:46.526|98=0|108=30|141=Y|553=js-server|554=pwd-server|10=162|
|
|
13
|
+
8=FIX.4.4|9=0000117|35=A|49=init-comp|56=accept-comp|34=2|57=fix|52=20260808-13:59:46.526|98=0|108=30|141=Y|553=js-client|554=pwd-client|10=115|
|
|
14
|
+
8=FIX.4.4|9=0000117|35=A|49=init-comp|56=accept-comp|34=1|57=fix|52=20260808-13:59:47.064|98=0|108=30|141=Y|553=js-client|554=pwd-client|10=112|
|
|
15
|
+
8=FIX.4.4|9=0000117|35=A|49=accept-comp|56=init-comp|34=1|57=fix|52=20260808-13:59:47.066|98=0|108=30|141=Y|553=js-server|554=pwd-server|10=162|
|
|
16
|
+
8=FIX.4.4|9=0000075|35=5|49=accept-comp|56=init-comp|34=2|57=fix|52=20260808-13:59:48.068|58=5|10=228|
|
|
17
|
+
8=FIX.4.4|9=0000075|35=5|49=init-comp|56=accept-comp|34=3|57=fix|52=20260808-13:59:48.527|58=5|10=229|
|
|
18
|
+
8=FIX.4.4|9=0000117|35=A|49=init-comp|56=accept-comp|34=1|57=fix|52=20260808-13:59:50.829|98=0|108=30|141=Y|553=js-client|554=pwd-client|10=115|
|
|
19
|
+
8=FIX.4.4|9=0000117|35=A|49=accept-comp|56=init-comp|34=1|57=fix|52=20260808-13:59:50.830|98=0|108=30|141=Y|553=js-server|554=pwd-server|10=155|
|
|
20
|
+
8=FIX.4.4|9=0000075|35=5|49=accept-comp|56=init-comp|34=2|57=fix|52=20260808-13:59:51.832|58=5|10=221|
|
|
21
|
+
8=FIX.4.4|9=0000117|35=A|49=init-comp|56=accept-comp|34=1|57=fix|52=20260808-13:59:54.326|98=0|108=30|141=Y|553=js-client|554=pwd-client|10=111|
|
|
22
|
+
8=FIX.4.4|9=0000117|35=A|49=accept-comp|56=init-comp|34=1|57=fix|52=20260808-13:59:54.327|98=0|108=30|141=Y|553=js-server|554=pwd-server|10=160|
|
|
23
|
+
8=FIX.4.4|9=0000075|35=5|49=init-comp|56=accept-comp|34=0|57=fix|52=20260808-13:59:55.328|58=5|10=223|
|
|
24
|
+
8=FIX.4.4|9=0000117|35=A|49=init-comp|56=accept-comp|34=1|57=fix|52=20260808-13:59:57.802|98=0|108=30|141=Y|553=js-client|554=pwd-client|10=113|
|
|
25
|
+
8=FIX.4.4|9=0000117|35=A|49=accept-comp|56=init-comp|34=5|57=fix|52=20260808-13:59:57.803|98=0|108=30|141=Y|553=js-server|554=pwd-server|10=166|
|
|
26
|
+
8=FIX.4.4|9=0000075|35=5|49=accept-comp|56=init-comp|34=2|57=fix|52=20260808-13:59:58.805|58=5|10=228|
|
|
27
|
+
8=FIX.4.4|9=0000110|35=A|49=init-comp|56=accept-comp|34=1|57=fix|52=20260808-14:00:01.434|98=0|141=Y|553=js-client|554=pwd-client|10=158|
|
|
28
|
+
8=FIX.4.4|9=0000125|35=3|49=accept-comp|56=init-comp|34=1|57=fix|52=20260808-14:00:01.435|45=1|372=A|373=1|58=msgType A missing required tag 108|10=248|
|
|
29
|
+
8=FIX.4.4|9=0000117|35=A|49=init-comp|56=accept-comp|34=1|57=fix|52=20260808-14:00:06.211|98=0|108=30|141=Y|553=js-client|554=pwd-client|10=088|
|
|
30
|
+
8=FIX.4.4|9=0000117|35=A|49=accept-comp|56=init-comp|34=1|57=fix|52=20260808-14:00:06.213|98=0|108=30|141=Y|553=js-server|554=pwd-server|10=138|
|
|
31
|
+
8=FIX.4.4|9=0000111|35=3|49=accept-comp|56=init-comp|34=2|57=fix|52=20260808-14:00:06.214|45=2|372=ZZ|373=11|58=msgType ZZ unknown|10=140|
|
|
32
|
+
8=FIX.4.4|9=0000075|35=5|49=accept-comp|56=init-comp|34=3|57=fix|52=20260808-14:00:08.215|58=5|10=206|
|
|
33
|
+
8=FIX.4.4|9=0000117|35=A|49=init-comp|56=accept-comp|34=1|57=fix|52=20260808-14:00:10.703|98=0|108=30|141=Y|553=js-client|554=pwd-client|10=089|
|
|
34
|
+
8=FIX.4.4|9=0000117|35=A|49=accept-comp|56=init-comp|34=1|57=fix|52=20260808-14:00:10.704|98=0|108=30|141=Y|553=js-server|554=pwd-server|10=138|
|
|
35
|
+
8=FIX.4.4|9=0000146|35=3|49=accept-comp|56=init-comp|34=2|57=fix|52=20260808-14:00:10.705|45=2|372=0|373=5|58=msgType 0 checksum failed. received = 95 computed = 143|10=061|
|
|
36
|
+
8=FIX.4.4|9=0000075|35=5|49=accept-comp|56=init-comp|34=3|57=fix|52=20260808-14:00:12.705|58=5|10=205|
|
|
37
|
+
8=FIX.4.4|9=0000117|35=A|49=init-comp|56=accept-comp|34=1|57=fix|52=20260808-14:00:14.705|98=0|108=30|141=Y|553=js-client|554=pwd-client|10=095|
|
|
38
|
+
8=FIX.4.4|9=0000117|35=A|49=init-comp|56=accept-comp|34=1|57=fix|52=20260808-14:00:19.323|98=0|108=30|141=Y|553=js-client|554=pwd-client|10=096|
|
|
39
|
+
8=FIX.4.4|9=0000117|35=A|49=accept-comp|56=init-comp|34=1|57=fix|52=20260808-14:00:19.324|98=0|108=30|141=Y|553=js-server|554=pwd-server|10=145|
|
|
40
|
+
8=FIX.4.4|9=0000145|35=3|49=accept-comp|56=init-comp|34=2|57=fix|52=20260808-14:00:19.326|45=2|372=0|373=5|58=msgType 0 checksum failed. received = 95 computed = 59|10=026|
|
|
41
|
+
8=FIX.4.4|9=0000075|35=5|49=accept-comp|56=init-comp|34=3|57=fix|52=20260808-14:00:21.326|58=5|10=204|
|
|
42
|
+
8=FIX.4.4|9=0000116|35=A|49=init-comp|56=accept-comp|34=1|57=fix|52=20260808-14:00:24.088|98=0|108=2|141=Y|553=js-client|554=pwd-client|10=050|
|
|
43
|
+
8=FIX.4.4|9=0000117|35=A|49=accept-comp|56=init-comp|34=1|57=fix|52=20260808-14:00:24.089|98=0|108=30|141=Y|553=js-server|554=pwd-server|10=149|
|
|
44
|
+
8=FIX.4.4|9=0000104|35=0|49=init-comp|56=accept-comp|34=2|57=fix|52=20260808-14:00:26.095|112=Sat, 08 Aug 2026 14:00:26 GMT|10=133|
|
|
45
|
+
8=FIX.4.4|9=0000104|35=0|49=init-comp|56=accept-comp|34=3|57=fix|52=20260808-14:00:28.099|112=Sat, 08 Aug 2026 14:00:28 GMT|10=142|
|
|
46
|
+
8=FIX.4.4|9=0000075|35=5|49=accept-comp|56=init-comp|34=2|57=fix|52=20260808-14:00:30.091|58=5|10=202|
|
|
47
|
+
8=FIX.4.4|9=0000117|35=A|49=init-comp|56=accept-comp|34=1|57=fix|52=20260808-14:00:32.593|98=0|108=30|141=Y|553=js-client|554=pwd-client|10=100|
|
|
48
|
+
8=FIX.4.4|9=0000116|35=A|49=accept-comp|56=init-comp|34=1|57=fix|52=20260808-14:00:32.594|98=0|108=2|141=Y|553=js-server|554=pwd-server|10=099|
|
|
49
|
+
8=FIX.4.4|9=0000104|35=0|49=accept-comp|56=init-comp|34=2|57=fix|52=20260808-14:00:34.598|112=Sat, 08 Aug 2026 14:00:34 GMT|10=139|
|
|
50
|
+
8=FIX.4.4|9=0000104|35=0|49=accept-comp|56=init-comp|34=3|57=fix|52=20260808-14:00:36.602|112=Sat, 08 Aug 2026 14:00:36 GMT|10=130|
|
|
51
|
+
8=FIX.4.4|9=0000104|35=0|49=accept-comp|56=init-comp|34=4|57=fix|52=20260808-14:00:38.606|112=Sat, 08 Aug 2026 14:00:38 GMT|10=139|
|
|
52
|
+
8=FIX.4.4|9=0000075|35=5|49=accept-comp|56=init-comp|34=5|57=fix|52=20260808-14:00:40.596|58=5|10=216|
|
|
53
|
+
8=FIX.4.4|9=0000116|35=A|49=init-comp|56=accept-comp|34=1|57=fix|52=20260808-14:00:43.075|98=0|108=2|141=Y|553=js-client|554=pwd-client|10=047|
|
|
54
|
+
8=FIX.4.4|9=0000116|35=A|49=accept-comp|56=init-comp|34=1|57=fix|52=20260808-14:00:43.077|98=0|108=5|141=Y|553=js-server|554=pwd-server|10=100|
|
|
55
|
+
8=FIX.4.4|9=0000104|35=0|49=init-comp|56=accept-comp|34=2|57=fix|52=20260808-14:00:45.081|112=Sat, 08 Aug 2026 14:00:45 GMT|10=130|
|
|
56
|
+
8=FIX.4.4|9=0000104|35=0|49=init-comp|56=accept-comp|34=3|57=fix|52=20260808-14:00:47.086|112=Sat, 08 Aug 2026 14:00:47 GMT|10=140|
|
|
57
|
+
8=FIX.4.4|9=0000104|35=0|49=accept-comp|56=init-comp|34=2|57=fix|52=20260808-14:00:48.087|112=Sat, 08 Aug 2026 14:00:48 GMT|10=142|
|
|
58
|
+
8=FIX.4.4|9=0000104|35=0|49=init-comp|56=accept-comp|34=4|57=fix|52=20260808-14:00:49.089|112=Sat, 08 Aug 2026 14:00:49 GMT|10=148|
|
|
59
|
+
8=FIX.4.4|9=0000075|35=5|49=accept-comp|56=init-comp|34=3|57=fix|52=20260808-14:00:51.078|58=5|10=211|
|
|
60
|
+
8=FIX.4.4|9=0000117|35=A|49=init-comp|56=accept-comp|34=1|57=fix|52=20260808-14:03:01.489|98=0|108=30|141=Y|553=js-client|554=pwd-client|10=103|
|
|
61
|
+
8=FIX.4.4|9=0000117|35=A|49=accept-comp|56=init-comp|34=1|57=fix|52=20260808-14:03:01.499|98=0|108=30|141=Y|553=js-server|554=pwd-server|10=152|
|
|
62
|
+
8=FIX.4.4|9=0000075|35=5|49=accept-comp|56=init-comp|34=2|57=fix|52=20260808-14:03:02.504|58=5|10=203|
|