jspurefix
Version:
pure node js fix engine
59 lines • 2.53 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 to_views_1 = require("./to-views");
const testFolder = 'examples/FIXML/cme/md/futures/';
const toViews = new to_views_1.ToViews(testFolder);
beforeAll(() => __awaiter(this, void 0, void 0, function* () {
yield toViews.load();
}), 45000);
test('expect a view from fix msg', () => {
const views = toViews.views;
expect(views.length).toEqual(1);
const v0 = views[0];
expect(v0).toBeTruthy();
});
test('test msg structure', () => {
const views = toViews.views;
const v0 = views[0].toObject();
expect(v0).toBeTruthy();
expect(v0.ClearingBusinessDate).toEqual(new Date('2008-12-09T00:00:00.000Z'));
expect(v0.Instrument).toBeTruthy();
expect(v0.MDFullGrp).toBeTruthy();
});
test('expect an instrument from fix msg', () => {
const views = toViews.views;
const v0 = views[0].getView('Instrument');
expect(v0).toBeTruthy();
const i = v0.toObject();
expect(i).toBeTruthy();
expect(i.Symbol).toEqual('ZCZ9');
expect(i.SecurityID).toEqual('01');
expect(i.SecurityIDSource).toEqual('H');
expect(i.CFICode).toEqual('FFCPSO');
expect(i.SecurityType).toEqual('FUT');
expect(i.MaturityMonthYear).toEqual('200906');
expect(i.SecurityExchange).toEqual('CME');
});
test('expect an md group from fix msg', () => {
const views = toViews.views;
const v0 = views[0].getView('MDFullGrp');
expect(v0).toBeTruthy();
const fullGrp = v0.toObject();
expect(fullGrp).toBeTruthy();
expect(Array.isArray(fullGrp));
expect(fullGrp.length).toEqual(1);
const first = fullGrp[0];
expect(first).toBeTruthy();
expect(first.MDEntryPx).toEqual(18.97);
expect(first.MDEntryType).toEqual('6');
expect(first.MDMkt).toEqual('CME');
});
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