jspurefix
Version:
pure node js fix engine
95 lines • 3.98 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/tc/Delivery Fixed Commodity Swap';
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);
});
test('expect a batch view ', () => {
const batch = toViews.batch;
expect(batch).toBeTruthy();
const o = batch.toObject();
expect(o).toBeTruthy();
const instances = o.Batch;
expect(Array.isArray(instances)).toEqual(true);
expect(instances.length).toEqual(1);
});
test('expect an instrument', () => {
const views = toViews.views;
const t = views[0].toObject();
expect(t).toBeTruthy();
const i = t.Instrument;
expect(i).toBeTruthy();
});
test('check instrument attributes', () => {
const views = toViews.views;
const t = views[0].toObject();
const i = t.Instrument;
expect(i).toBeTruthy();
const iv = views[0].getView('Instrument');
expect(iv).toBeTruthy();
expect(i.SecurityExchange).toEqual('XXXX');
expect(iv.getString('SecurityExchange')).toEqual('XXXX');
expect(iv.getString('SecurityType')).toEqual('CMDTYSWAP');
expect(i.SecurityType).toEqual('CMDTYSWAP');
});
test('check instrument groups', () => {
const views = toViews.views;
const t = views[0].toObject();
const i = t.Instrument;
const stream = i.StreamGrp;
expect(stream).toBeTruthy();
expect(Array.isArray(stream));
expect(stream.length).toEqual(2);
const grpView = views[0].getView('Instrument.StreamGrp');
expect(grpView).toBeTruthy();
const g0 = grpView.getGroupInstance(0);
const g1 = grpView.getGroupInstance(1);
expect(g0).toBeTruthy();
expect(g1).toBeTruthy();
const keys = ['StreamTotalNotionalUnitOfMeasure', 'StreamTotalNotional', 'StreamNotionalUnitOfMeasure', 'StreamNotionalFrequencyUnit', 'StreamNotionalFrequencyPeriod', 'StreamNotional', 'StreamReceiveSide', 'StreamPaySide', 'StreamType'];
const v0 = g0.getTypedTags(keys);
expect(v0[0]).toEqual('MMBtu');
expect(v0[1]).toEqual(310000.10);
expect(v0[2]).toEqual('MMBtu');
expect(v0[3]).toEqual('D');
expect(v0[4]).toEqual(1);
expect(v0[5]).toEqual(10000.20);
expect(v0[6]).toEqual(1);
expect(v0[7]).toEqual(2);
expect(v0[8]).toEqual(1);
const v1 = g1.getTypedTags(keys);
expect(v1[0]).toEqual('MMBtu');
expect(v1[1]).toEqual(310000.10);
expect(v1[2]).toEqual('MMBtu');
expect(v1[3]).toEqual('D');
expect(v1[4]).toEqual(1);
expect(v1[5]).toEqual(10000.20);
expect(v1[6]).toEqual(2);
expect(v1[7]).toEqual(1);
expect(v1[8]).toEqual(0);
});
test('expect Hdr view to be on Batch', () => {
const batch = toViews.batch;
const o = batch.toObject();
const hdr = o.StandardHeader;
expect(hdr).toBeTruthy();
expect(hdr.SenderCompID).toEqual('CME');
expect(hdr.TargetCompID).toEqual('ATS_BROKER1');
expect(hdr.SenderSubID).toEqual('STP');
expect(hdr.TargetSubID).toEqual('STP_API_IRAT_T');
});
//# sourceMappingURL=fixml-tc-bi-lateral-parse.test.js.map