REGTEST: converter: Add a regtest for fix converters

This new script tests fix_is_valid() and fix_tag_value() converters used to
validate and extract information from a FIX (Financial Information eXchange)
message.
This commit is contained in:
Christopher Faulet 2020-10-29 16:34:22 +01:00 committed by Willy Tarreau
parent e138dda1e0
commit 7983b8687e
1 changed files with 235 additions and 0 deletions

235
reg-tests/converter/fix.vtc Normal file
View File

@ -0,0 +1,235 @@
varnishtest "fix converters Test"
#REQUIRE_VERSION=2.3
feature ignore_unknown_macro
server s1 {
# Valid FIX-4.0 logon
recv 92
# 8=FIX|4.0|9=66|35=A|34=1|49=EXECUTOR|52=20201029-10:54:19|56=CLIENT1|98=0|108=30|10=147|
sendhex "383d4649582e342e3001393d36360133353d410133343d310134393d4558454355544f520135323d32303230313032392d31303a35343a31390135363d434c49454e54310139383d30013130383d33300131303d31343701"
close
# Valid FIX-4.1 logon
accept
recv 98
# 8=FIX.4.1|9=72|35=A|34=1|49=EXECUTOR|52=20201029-12:43:07|56=CLIENT1|98=0|108=30|141=Y|10=187|
sendhex "383d4649582e342e3101393d37320133353d410133343d310134393d4558454355544f520135323d32303230313032392d31323a34333a30370135363d434c49454e54310139383d30013130383d3330013134313d590131303d31383701"
close
# Valid FIX-4.2 logon
accept
recv 98
# 8=FIX.4.2|9=79|35=A|34=1|49=EXECUTOR|52=20201029-12:55:12.101414|56=CLIENT1|98=0|108=30|141=Y|10=027|
sendhex "383d4649582e342e3201393d37390133353d410133343d310134393d4558454355544f520135323d32303230313032392d31323a35353a31322e3130313431340135363d434c49454e54310139383d30013130383d3330013134313d590131303d30323701"
close
# Valid FIX-4.3 logon
accept
recv 125
# 8=FIX.4.3|9=79|35=A|34=1|49=EXECUTOR|52=20201029-12:58:50.891371|56=CLIENT1|98=0|108=30|141=Y|10=051|
sendhex "383d4649582e342e3301393d37390133353d410133343d310134393d4558454355544f520135323d32303230313032392d31323a35383a35302e3839313337310135363d434c49454e54310139383d30013130383d3330013134313d590131303d30353101"
close
# Valid FIX-4.4 logon
accept
recv 125
# 8=FIX.4.4|9=79|35=A|34=1|49=EXECUTOR|52=20201029-13:02:44.535360|56=CLIENT1|98=0|108=30|141=Y|10=038|
sendhex "383d4649582e342e3401393d37390133353d410133343d310134393d4558454355544f520135323d32303230313032392d31333a30323a34342e3533353336300135363d434c49454e54310139383d30013130383d3330013134313d590131303d30333801"
close
# Valid FIX-5.0 logon
accept
recv 140
# 8=FIXT.1.1|9=86|35=A|34=1|49=EXECUTOR|52=20201029-13:13:22.626384|56=CLIENT1|98=0|108=30|141=Y|1137=7|10=184|
sendhex "383d464958542e312e3101393d38360133353d410133343d310134393d4558454355544f520135323d32303230313032392d31333a31333a32322e3632363338340135363d434c49454e54310139383d30013130383d3330013134313d5901313133373d370131303d31383401"
} -start
server s2 {
# Valid FIX-4.4 logon
recv 125
# 8=FIX.4.4|9=79|35=A|34=1|49=EXECUTOR|52=20201029-13:02:44.535360|56=CLIENT1|98=0|108=30|141=Y|10=038|
sendhex "383d4649582e342e3401393d37390133353d410133343d310134393d4558454355544f520135323d32303230313032392d31333a30323a34342e3533353336300135363d434c49454e54310139383d30013130383d3330013134313d590131303d30333801"
} -start
haproxy h1 -conf {
defaults
mode tcp
timeout connect 1s
timeout client 1s
timeout server 1s
frontend fe1
bind "fd@${fe1}"
tcp-request inspect-delay 1s
tcp-request content reject unless { req.payload(0,0),fix_is_valid }
default_backend be1
frontend fe2
bind "fd@${fe2}"
tcp-request inspect-delay 1s
tcp-request content reject unless { req.payload(0,0),fix_is_valid }
tcp-request content set-var(req.fix_vsn) req.payload(0,0),fix_tag_value(BeginString)
tcp-request content set-var(req.fix_len) req.payload(0,0),fix_tag_value(BodyLength)
tcp-request content set-var(req.fix_type) req.payload(0,0),fix_tag_value(MsgType)
tcp-request content set-var(req.fix_sender) req.payload(0,0),fix_tag_value(SenderComID)
tcp-request content set-var(req.fix_target) req.payload(0,0),fix_tag_value(TargetComID)
tcp-request content set-var(req.fix_chksum) req.payload(0,0),fix_tag_value(CheckSum)
tcp-request content reject if ! { var(req.fix_vsn) "FIX.4.4" } || ! { var(req.fix_len) "102" }
tcp-request content reject if ! { var(req.fix_type) "A" } || ! { var(req.fix_sender) "CLIENT1" }
tcp-request content reject if ! { var(req.fix_target) "EXECUTOR" } || ! { var(req.fix_chksum) "252" }
default_backend be2
backend be1
server s1 ${s1_addr}:${s1_port}
tcp-response inspect-delay 1s
tcp-response content reject unless { res.payload(0,0),fix_is_valid }
backend be2
server s2 ${s2_addr}:${s2_port}
tcp-response inspect-delay 1s
tcp-response content reject unless { res.payload(0,0),fix_is_valid }
tcp-response content set-var(res.fix_vsn) res.payload(0,0),fix_tag_value(8)
tcp-response content set-var(res.fix_len) res.payload(0,0),fix_tag_value(9)
tcp-response content set-var(res.fix_type) res.payload(0,0),fix_tag_value(35)
tcp-response content set-var(res.fix_sender) res.payload(0,0),fix_tag_value(49)
tcp-response content set-var(res.fix_target) res.payload(0,0),fix_tag_value(56)
tcp-response content set-var(res.fix_chksum) res.payload(0,0),fix_tag_value(10)
tcp-response content reject if ! { var(res.fix_vsn) "FIX.4.4" } || ! { var(res.fix_len) "79" }
tcp-response content reject if ! { var(res.fix_type) "A" } || ! { var(res.fix_sender) "EXECUTOR" }
tcp-response content reject if ! { var(res.fix_target) "CLIENT1" } || ! { var(res.fix_chksum) eq "038" }
} -start
client c1_4_0 -connect ${h1_fe1_sock} {
# Valid FIX-4.0 logon
# 8=FIX|4.0|9=70|35=A|49=CLIENT1|56=EXECUTOR|34=1|52=20201029-10:54:19.617|98=0|108=30|10=090|
sendhex "383d4649582e342e3001393d37300133353d410134393d434c49454e54310135363d4558454355544f520133343d310135323d32303230313032392d31303a35343a31392e3631370139383d30013130383d33300131303d30393001"
recv 88
expect_close
} -run
client c1_4_1 -connect ${h1_fe1_sock} {
# Valid FIX-4.1 logon
# 8=FIX.4.1|9=76|35=A|49=CLIENT1|56=EXECUTOR|34=1|52=20201029-12:43:07.940|98=0|108=30|141=Y|10=138|
sendhex "383d4649582e342e3101393d37360133353d410134393d434c49454e54310135363d4558454355544f520133343d310135323d32303230313032392d31323a34333a30372e3934300139383d30013130383d3330013134313d590131303d31333801"
recv 94
expect_close
} -run
client c1_4_2 -connect ${h1_fe1_sock} {
# Valid FIX-4.2 logon
# 8=FIX.4.2|9=76|35=A|49=CLIENT1|56=EXECUTOR|34=1|52=20201029-12:55:12.100|98=0|108=30|141=Y|10=126|
sendhex "383d4649582e342e3201393d37360133353d410134393d434c49454e54310135363d4558454355544f520133343d310135323d32303230313032392d31323a35353a31322e3130300139383d30013130383d3330013134313d590131303d31323601"
recv 101
expect_close
} -run
client c1_4_3 -connect ${h1_fe1_sock} {
# Valid FIX-4.3 logon
# 8=FIX.4.3|9=102|35=A|49=CLIENT1|56=EXECUTOR|34=1|52=20201029-12:58:50.889|98=0|108=30|141=Y|553=Username|554=Password|10=012|
sendhex "383d4649582e342e3301393d3130320133353d410134393d434c49454e54310135363d4558454355544f520133343d310135323d32303230313032392d31323a35383a35302e3838390139383d30013130383d3330013134313d59013535333d557365726e616d65013535343d50617373776f72640131303d30313201"
recv 101
expect_close
} -run
client c1_4_4 -connect ${h1_fe1_sock} {
# Valid FIX-4.4 logon
# 8=FIX.4.4|9=102|35=A|49=CLIENT1|56=EXECUTOR|34=1|52=20201029-13:02:44.528|98=0|108=30|141=Y|553=Username|554=Password|10=252|
sendhex "383d4649582e342e3401393d3130320133353d410134393d434c49454e54310135363d4558454355544f520133343d310135323d32303230313032392d31333a30323a34342e3532380139383d30013130383d3330013134313d59013535333d557365726e616d65013535343d50617373776f72640131303d32353201"
recv 101
expect_close
} -run
client c1_5_0 -connect ${h1_fe1_sock} {
# Valid FIX-5.0 logon
# 8=FIXT.1.1|9=116|35=A|49=CLIENT1|56=EXECUTOR|34=1|52=20201029-13:13:22.624|1128=7|98=0|108=30|141=Y|553=Username|554=Password|1137=7|10=204|
sendhex "383d464958542e312e3101393d3131360133353d410134393d434c49454e54310135363d4558454355544f520133343d310135323d32303230313032392d31333a31333a32322e36323401313132383d370139383d30013130383d3330013134313d59013535333d557365726e616d65013535343d50617373776f726401313133373d370131303d32303401"
recv 109
expect_close
} -run
client c2_1 -connect ${h1_fe1_sock} {
# InValid FIX-4.4: Empty TagName (missing EncryptMethod <98> tag name)
# 8=FIX.4.4|9=100|35=A|49=CLIENT1|56=EXECUTOR|34=1|52=20201029-13:02:44.528|=0|108=30|141=Y|553=Username|554=Password|10=252|
sendhex "383d4649582e342e3401393d3130300133353d410134393d434c49454e54310135363d4558454355544f520133343d310135323d32303230313032392d31333a30323a34342e353238013d30013130383d3330013134313d59013535333d557365726e616d65013535343d50617373776f72640131303d32353201"
expect_close
} -run
client c2_2 -connect ${h1_fe1_sock} {
# InValid FIX-4.4: Empty TagValue (missing EncryptMethod <98> tag value)
# 8=FIX.4.4|9=101|35=A|49=CLIENT1|56=EXECUTOR|34=1|52=20201029-13:02:44.528|98=|108=30|141=Y|553=Username|554=Password|10=252|
sendhex "383d4649582e342e3401393d3130310133353d410134393d434c49454e54310135363d4558454355544f520133343d310135323d32303230313032392d31333a30323a34342e3532380139383d013130383d3330013134313d59013535333d557365726e616d65013535343d50617373776f72640131303d32353201"
expect_close
} -run
client c2_3 -connect ${h1_fe1_sock} {
# InValid FIX-4.4: Empty Tag no delimiter (missing delimiter for EncryptMethod <98> tag)
# 8=FIX.4.4|9=101|35=A|49=CLIENT1|56=EXECUTOR|34=1|52=20201029-13:02:44.528|98|108=30|141=Y|553=Username|554=Password|10=252|
sendhex "383d4649582e342e3401393d3130300133353d410134393d434c49454e54310135363d4558454355544f520133343d310135323d32303230313032392d31333a30323a34342e353238013938013130383d3330013134313d59013535333d557365726e616d65013535343d50617373776f72640131303d32353201"
expect_close
} -run
client c2_4 -connect ${h1_fe1_sock} {
# Invalid FIX-4.4: First tag != BeginString
# 9=102|8=FIX.4.4|35=A|49=CLIENT1|56=EXECUTOR|34=1|52=20201029-13:02:44.528|98=0|108=30|141=Y|553=Username|554=Password|10=252|
sendhex "393d31303201383d4649582e342e340133353d410134393d434c49454e54310135363d4558454355544f520133343d310135323d32303230313032392d31333a30323a34342e3532380139383d30013130383d3330013134313d59013535333d557365726e616d65013535343d50617373776f72640131303d32353201"
expect_close
} -run
client c2_5 -connect ${h1_fe1_sock} {
# Invalid FIX-4.4: Second tag != BodyLength
# 8=FIX.4.4|35=A|9=102|49=CLIENT1|56=EXECUTOR|34=1|52=20201029-13:02:44.528|98=0|108=30|141=Y|553=Username|554=Password|10=252|
sendhex "383d4649582e342e340133353d4101393d3130320134393d434c49454e54310135363d4558454355544f520133343d310135323d32303230313032392d31333a30323a34342e3532380139383d30013130383d3330013134313d59013535333d557365726e616d65013535343d50617373776f72640131303d32353201"
expect_close
} -run
client c2_6 -connect ${h1_fe1_sock} {
# Invalid FIX-4.4: Third tag != MsgType
# 8=FIX.4.4|9=102|49=CLIENT1|35=A|56=EXECUTOR|34=1|52=20201029-13:02:44.528|98=0|108=30|141=Y|553=Username|554=Password|10=252|
sendhex "383d4649582e342e3401393d3130320134393d434c49454e54310133353d410135363d4558454355544f520133343d310135323d32303230313032392d31333a30323a34342e3532380139383d30013130383d3330013134313d59013535333d557365726e616d65013535343d50617373776f72640131303d32353201"
expect_close
} -run
client c2_7 -connect ${h1_fe1_sock} {
# Invalid FIX-4.4: Bad body length (too short 100 != 102)
# 8=FIX.4.4|9=100|35=A|49=CLIENT1|56=EXECUTOR|34=1|52=20201029-13:02:44.528|98=0|108=30|141=Y|553=Username|554=Password|10=252|
sendhex "383d4649582e342e3401393d3130300133353d410134393d434c49454e54310135363d4558454355544f520133343d310135323d32303230313032392d31333a30323a34342e3532380139383d30013130383d3330013134313d59013535333d557365726e616d65013535343d50617373776f72640131303d32353201"
expect_close
} -run
client c2_8 -connect ${h1_fe1_sock} {
# Invalid FIX-4.4: Bad body length (too long 105 != 102)
# 8=FIX.4.4|9=105|35=A|49=CLIENT1|56=EXECUTOR|34=1|52=20201029-13:02:44.528|98=0|108=30|141=Y|553=Username|554=Password|10=252|XXX
sendhex "383d4649582e342e3401393d3130350133353d410134393d434c49454e54310135363d4558454355544f520133343d310135323d32303230313032392d31333a30323a34342e3532380139383d30013130383d3330013134313d59013535333d557365726e616d65013535343d50617373776f72640131303d32353201585858"
expect_close
} -run
client c2_9 -connect ${h1_fe1_sock} {
# Invalid FIX-4.4: Too short checksum value (< 3 digit)
# 8=FIX.4.4|9=102|35=A|49=CLIENT1|56=EXECUTOR|34=1|52=20201029-13:02:44.528|98=0|108=30|141=Y|553=Username|554=Password|10=25|
sendhex "383d4649582e342e3401393d3130320133353d410134393d434c49454e54310135363d4558454355544f520133343d310135323d32303230313032392d31333a30323a34342e3532380139383d30013130383d3330013134313d59013535333d557365726e616d65013535343d50617373776f72640131303d323501"
expect_close
} -run
client c2_10 -connect ${h1_fe1_sock} {
# Invalid FIX-4.4: Too long checksum value (> 3 digit)
# 8=FIX.4.4|9=102|35=A|49=CLIENT1|56=EXECUTOR|34=1|52=20201029-13:02:44.528|98=0|108=30|141=Y|553=Username|554=Password|10=2520|
sendhex "383d4649582e342e3401393d3130320133353d410134393d434c49454e54310135363d4558454355544f520133343d310135323d32303230313032392d31333a30323a34342e3532380139383d30013130383d3330013134313d59013535333d557365726e616d65013535343d50617373776f72640131303d3235323001"
expect_close
} -run
client c2_11 -connect ${h1_fe1_sock} {
# Invalid FIX-4.4: invalid checksum value (253 != 252)
# 8=FIX.4.4|9=102|35=A|49=CLIENT1|56=EXECUTOR|34=1|52=20201029-13:02:44.528|98=0|108=30|141=Y|553=Username|554=Password|10=253|
sendhex "383d4649582e342e3401393d3130320133353d410134393d434c49454e54310135363d4558454355544f520133343d310135323d32303230313032392d31333a30323a34342e3532380139383d30013130383d3330013134313d59013535333d557365726e616d65013535343d50617373776f72640131303d32353301"
expect_close
} -run
client c3_1 -connect ${h1_fe2_sock} {
# 8=FIX.4.4|9=102|35=A|49=CLIENT1|56=EXECUTOR|34=1|52=20201029-13:02:44.528|98=0|108=30|141=Y|553=Username|554=Password|10=252|
sendhex "383d4649582e342e3401393d3130320133353d410134393d434c49454e54310135363d4558454355544f520133343d310135323d32303230313032392d31333a30323a34342e3532380139383d30013130383d3330013134313d59013535333d557365726e616d65013535343d50617373776f72640131303d32353201"
recv 101
expect_close
} -run