jspurefix
Version:
pure node js fix engine
342 lines • 10.9 kB
JavaScript
;
var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
return new (P || (P = Promise))(function (resolve, reject) {
function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
function step(result) { result.done ? resolve(result.value) : new P(function (resolve) { resolve(result.value); }).then(fulfilled, rejected); }
step((generator = generator.apply(thisArg, _arguments || [])).next());
});
};
Object.defineProperty(exports, "__esModule", { value: true });
const path = require("path");
const ascii_encoder_1 = require("../buffer/ascii/ascii-encoder");
const buffer_1 = require("../buffer");
const ascii_1 = require("../transport/ascii");
const time_formatter_1 = require("../buffer/ascii/time-formatter");
const config_1 = require("../config");
const util_1 = require("../util");
const root = path.join(__dirname, '../../data');
let definitions;
let session;
let encoder;
let nos;
let er;
const localDate = new Date(2018, 6, 25);
const utcTimeStamp = new Date(Date.UTC(2018, 5, 10, 16, 35, 0, 246));
const utcDate = new Date(Date.UTC(2018, 5, 10, 0, 0, 0, 0));
const utcTime = new Date(Date.UTC(2018, 0, 1, 16, 35, 0, 246));
beforeAll(() => __awaiter(this, void 0, void 0, function* () {
const sessionDescription = require(path.join(root, 'session/qf-fix44.json'));
definitions = yield util_1.getDefinitions(sessionDescription.application.dictionary);
const config = new config_1.JsFixConfig(null, definitions, sessionDescription, buffer_1.Ascii.Pipe);
session = new ascii_1.AsciiMsgTransmitter(config);
encoder = new ascii_encoder_1.AsciiEncoder(session.buffer, definitions, new time_formatter_1.TimeFormatter(session.buffer), buffer_1.Ascii.Pipe);
nos = definitions.message.get('NewOrderSingle');
er = definitions.message.get('ExecutionReport');
}), 45000);
test('expect a definition ', () => {
expect(nos).toBeTruthy();
});
function toFix(o, set) {
session.buffer.reset();
if (set) {
encoder.encode(o, set.name);
}
else {
encoder.encode(o, nos.name);
}
return session.buffer.toString();
}
test('encode string ClOrdID ', () => {
const no = {};
no.ClOrdID = 'Order-a';
const fix = toFix(no);
expect(fix).toEqual('11=Order-a|');
});
test('encode empty string', () => {
const no = {};
no.ClOrdID = '';
const fix = toFix(no);
expect(fix).toEqual('11=|');
});
test('encode null string', () => {
const no = {};
no.ClOrdID = null;
const fix = toFix(no);
expect(fix).toEqual('');
});
test('encode +ve numeric (int) Price ', () => {
const no = {};
no.Price = 100;
const fix = toFix(no);
expect(fix).toEqual('44=100|');
});
test('encode -ve numeric (int) Price ', () => {
const no = {};
no.Price = -100;
const fix = toFix(no);
expect(fix).toEqual('44=-100|');
});
test('encode +ve numeric (double 8dp) Price ', () => {
const no = {};
no.Price = 123.12345678;
const fix = toFix(no);
expect(fix).toEqual('44=123.12345678|');
});
test('encode +ve numeric (double 14dp) Price ', () => {
const no = {};
no.Price = 123.12345678901234;
const fix = toFix(no);
expect(fix).toEqual('44=123.12345678901234|');
});
test('encode -ve numeric (double 14dp) Price ', () => {
const no = {};
no.Price = -123.12345678901234;
const fix = toFix(no);
expect(fix).toEqual('44=-123.12345678901234|');
});
test('encode +ve string Price ', () => {
const no = {};
no.Price = '123.12345678901234';
const fix = toFix(no);
expect(fix).toEqual('44=123.12345678901234|');
});
test('encode LocalDate TradeDate ', () => {
const no = {};
no.TradeDate = localDate;
const fix = toFix(no);
expect(fix).toEqual('75=20180725|');
});
test('encode UTCTIMESTAMP ExpireTime ', () => {
const no = {};
no.ExpireTime = utcTimeStamp;
const fix = toFix(no);
expect(fix).toEqual('126=20180610-16:35:00.246|');
});
test('encode UTCTIMESTAMP ExpireTime - check padding', () => {
const no = {};
no.ExpireTime = new Date(Date.UTC(2018, 0, 1, 0, 0, 0, 1));
const fix = toFix(no);
expect(fix).toEqual('126=20180101-00:00:00.001|');
});
test('encode UTCDATEONLY MDEntryDate', () => {
const mdGrp = definitions.component.get('MDFullGrp');
expect(mdGrp).toBeTruthy();
const grp = {
NoMDEntries: [
{
MDEntryType: '0',
MDEntryDate: utcDate
}
]
};
const fix = toFix(grp, mdGrp);
expect(fix).toEqual('268=1|269=0|272=20180610|');
});
test('encode UTCTIMEONLY MDEntryTime', () => {
const mdGrp = definitions.component.get('MDFullGrp');
expect(mdGrp).toBeTruthy();
const grp = {
NoMDEntries: [
{
MDEntryType: '0',
MDEntryTime: utcTime
}
]
};
const fix = toFix(grp, mdGrp);
expect(fix).toEqual('268=1|269=0|273=16:35:00.246|');
});
test('encode BOOLEAN (true) ReportToExch', () => {
expect(er).toBeTruthy();
const e = {};
e.ReportToExch = true;
const fix = toFix(e, er);
expect(fix).toEqual('113=Y|');
});
test('encode BOOLEAN (truthy) ReportToExch', () => {
expect(er).toBeTruthy();
const e = {};
e.ReportToExch = 1;
const fix = toFix(e, er);
expect(fix).toEqual('113=Y|');
});
test('encode BOOLEAN (string) ReportToExch', () => {
expect(er).toBeTruthy();
const e = {};
e.ReportToExch = 'TRUE';
const fix = toFix(e, er);
expect(fix).toEqual('113=Y|');
});
test('encode BOOLEAN (false) ReportToExch', () => {
expect(er).toBeTruthy();
const e = {};
e.ReportToExch = false;
const fix = toFix(e, er);
expect(fix).toEqual('113=N|');
});
test('encode BOOLEAN (falsy) ReportToExch', () => {
expect(er).toBeTruthy();
const e = {};
e.ReportToExch = 0;
const fix = toFix(e, er);
expect(fix).toEqual('113=N|');
});
test('encode RawData EncodedText', () => {
expect(er).toBeTruthy();
const toEncode = 'this is fix';
const e = {
EncodedText: Buffer.alloc(toEncode.length, toEncode, 'utf8')
};
const fix = toFix(e, er);
expect(fix).toEqual('354=11|355=this is fix|');
});
test('encode empty RawData EncodedText', () => {
expect(er).toBeTruthy();
const toEncode = '';
const e = {
EncodedText: Buffer.alloc(toEncode.length, toEncode, 'utf8')
};
const fix = toFix(e, er);
expect(fix).toEqual('354=0|355=|');
});
function getParties() {
return {
'Parties': {
'NoPartyIDs': [
{
'PartyID': 'magna.',
'PartyIDSource': '9',
'PartyRole': 28
},
{
'PartyID': 'iaculis',
'PartyIDSource': 'F',
'PartyRole': 2
}
]
}
};
}
function getPartiesNoDelimiter() {
return {
'Parties': {
'NoPartyIDs': [
{
'PartyIDSource': '9',
'PartyRole': 28
}
]
}
};
}
test('encode repeated group of simple repository Parties', () => {
expect(er).toBeTruthy();
const e = getParties();
const fix = toFix(e, er);
expect(fix).toEqual('453=2|448=magna.|447=9|452=28|448=iaculis|447=F|452=2|');
});
test('encode repeated group with no delimiter - should throw', () => {
expect(er).toBeTruthy();
const e = getPartiesNoDelimiter();
function run() {
toFix(e, er);
}
expect(run).toThrow(/no delimiter/);
});
test('encode repeated group with no array - should throw', () => {
expect(er).toBeTruthy();
const e = {
'Parties': {
'NoPartyIDs': 'should be an array'
}
};
function run() {
toFix(e, er);
}
expect(run).toThrow(/expected array/);
});
test('encode repeated group with empty array', () => {
expect(er).toBeTruthy();
const e = {
'Parties': {
'NoPartyIDs': []
}
};
expect(toFix(e, er)).toEqual('453=0|');
});
function getInstrument() {
return {
'Instrument': {
'Symbol': 'ac,',
'SymbolSfx': 'non',
'SecurityID': 'Pellentesque',
'SecurityIDSource': 'B',
'Product': 2
}
};
}
function getInstrumentNestedGroup() {
return {
'Instrument': {
'Symbol': 'ac,',
'SymbolSfx': 'non',
'SecurityID': 'Pellentesque',
'SecurityIDSource': 'B',
'SecAltIDGrp': {
'NoSecurityAltID': [
{
'SecurityAltID': 'lorem',
'SecurityAltIDSource': 'consequat'
},
{
'SecurityAltID': 'sapien',
'SecurityAltIDSource': 'tempor'
}
]
},
'Product': 2
}
};
}
test('encode component', () => {
expect(er).toBeTruthy();
const e = getInstrument();
expect(toFix(e, er)).toEqual('55=ac,|65=non|48=Pellentesque|22=B|460=2|');
});
test('encode component nested group', () => {
expect(er).toBeTruthy();
const e = getInstrumentNestedGroup();
expect(toFix(e, er)).toEqual('55=ac,|65=non|48=Pellentesque|22=B|454=2|455=lorem|456=consequat|455=sapien|456=tempor|460=2|');
});
test('encode group missing delimiter', () => {
expect(er).toBeTruthy();
const e = getInstrumentNestedGroup();
delete e.Instrument.SecAltIDGrp.NoSecurityAltID[0]['SecurityAltID'];
function run() {
toFix(e, er);
}
expect(run).toThrow(/group instance with no delimiter field SecurityAltID/);
});
test('encode group not an array of', () => {
expect(er).toBeTruthy();
const e = {
'Instrument': {
'Symbol': 'ac,',
'SymbolSfx': 'non',
'SecurityID': 'Pellentesque',
'SecurityIDSource': 'B',
'SecAltIDGrp': {
'NoSecurityAltID': {
elements: []
}
},
'Product': 2
}
};
function run() {
toFix(e, er);
}
expect(run).toThrow(/expected array instance for group NoSecurityAltID/);
});
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