parity-pmr/test.js

Parity's native market reporting protocol

'use strict';

const PMR = require('./');
const assert = require('assert');

describe('PMR', function () {
  const messages = [
    {
      name: 'Version',
      formatted: [
        0x56,
        0x00, 0x00, 0x00, 0x01,
      ],
      parsed: {
        messageType: 'V',
        version: 1,
      },
    },
    {
      name: 'Order Entered',
      formatted: [
        0x45,
        0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x01,
        0x46, 0x4f, 0x4f, 0x20, 0x20, 0x20, 0x20, 0x20,
        0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x02,
        0x42,
        0x42, 0x41, 0x52, 0x20, 0x20, 0x20, 0x20, 0x20,
        0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x03,
        0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x04,
      ],
      parsed: {
        messageType: 'E',
        timestamp: 1,
        username: 'FOO     ',
        orderNumber: 2,
        side: 'B',
        instrument: 'BAR     ',
        quantity: 3,
        price: 4,
      },
    },
    {
      name: 'Order Added',
      formatted: [
        0x41,
        0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x01,
        0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x02,
      ],
      parsed: {
        messageType: 'A',
        timestamp: 1,
        orderNumber: 2,
      },
    },
    {
      name: 'Order Canceled',
      formatted: [
        0x58,
        0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x01,
        0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x02,
        0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x03,
      ],
      parsed: {
        messageType: 'X',
        timestamp: 1,
        orderNumber: 2,
        canceledQuantity: 3,
      },
    },
    {
      name: 'Trade',
      formatted: [
        0x54,
        0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x01,
        0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x02,
        0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x03,
        0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x04,
        0x00, 0x00, 0x00, 0x05,
      ],
      parsed: {
        messageType: 'T',
        timestamp: 1,
        restingOrderNumber: 2,
        incomingOrderNumber: 3,
        quantity: 4,
        matchNumber: 5,
      },
    },
  ];

  describe('#format()', function () {
    messages.forEach((message) => {
      it(`handles ${message.name} message`, function () {
        assert.deepEqual(PMR.format(message.parsed), Buffer.from(message.formatted));
      });
    });

    it('handles unknown message type', function () {
      const message = {
        messageType: '?'
      };

      assert.throws(() => PMR.format(message), /Unknown message type: \?/);
    });

    it('handles too short string', function () {
      const formatted = [
        0x45,
        0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x01,
        0x46, 0x4f, 0x4f, 0x20, 0x20, 0x20, 0x20, 0x20,
        0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x02,
        0x42,
        0x42, 0x41, 0x52, 0x20, 0x20, 0x20, 0x20, 0x20,
        0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x03,
        0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x04,
      ];

      const parsed = {
        messageType: 'E',
        timestamp: 1,
        username: 'FOO',
        orderNumber: 2,
        side: 'B',
        instrument: 'BAR     ',
        quantity: 3,
        price: 4,
      };

      assert.deepEqual(PMR.format(parsed), Buffer.from(formatted));
    });

    it('handles too long string', function () {
      const formatted = [
        0x45,
        0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x01,
        0x46, 0x4f, 0x4f, 0x20, 0x42, 0x41, 0x52, 0x20,
        0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x02,
        0x42,
        0x51, 0x55, 0x55, 0x58, 0x20, 0x20, 0x20, 0x20,
        0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x03,
        0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x04,
      ];

      const parsed = {
        messageType: 'E',
        timestamp: 1,
        username: 'FOO BAR BAZ',
        orderNumber: 2,
        side: 'B',
        instrument: 'QUUX',
        quantity: 3,
        price: 4,
      }

      assert.deepEqual(PMR.format(parsed), Buffer.from(formatted));
    });
  });

  describe('#parse()', function () {
    messages.forEach((message) => {
      it(`handles ${message.name} message`, function () {
        assert.deepEqual(PMR.parse(Buffer.from(message.formatted)), message.parsed);
      });
    });

    it('handles unknown message type', function () {
      const buffer = Buffer.from([ 0x3f ]);

      assert.throws(() => PMR.parse(buffer), /Unknown message type: 63/);
    });
  });
});