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http://git.haproxy.org/git/haproxy.git/
synced 2024-12-18 01:14:38 +00:00
befef70e23
The recently introduced Financial Information eXchange (FIX) converters have some hard coded tags based on the specification that were misspelled. Specifically, SenderComID and TargetComID should be SenderCompID and TargetCompID according to the specification [1][2]. This patch updates all references, which includes the converters themselves, the regression test, and the documentation. [1] https://fiximate.fixtrading.org/en/FIX.5.0SP2_EP264/tag49.html [2] https://fiximate.fixtrading.org/en/FIX.5.0SP2_EP264/tag56.html
236 lines
14 KiB
Plaintext
236 lines
14 KiB
Plaintext
varnishtest "fix converters Test"
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#REQUIRE_VERSION=2.4
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feature ignore_unknown_macro
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server s1 {
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# Valid FIX-4.0 logon
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recv 92
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# 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|
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sendhex "383d4649582e342e3001393d36360133353d410133343d310134393d4558454355544f520135323d32303230313032392d31303a35343a31390135363d434c49454e54310139383d30013130383d33300131303d31343701"
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close
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# Valid FIX-4.1 logon
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accept
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recv 98
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# 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|
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sendhex "383d4649582e342e3101393d37320133353d410133343d310134393d4558454355544f520135323d32303230313032392d31323a34333a30370135363d434c49454e54310139383d30013130383d3330013134313d590131303d31383701"
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close
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# Valid FIX-4.2 logon
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accept
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recv 98
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# 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|
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sendhex "383d4649582e342e3201393d37390133353d410133343d310134393d4558454355544f520135323d32303230313032392d31323a35353a31322e3130313431340135363d434c49454e54310139383d30013130383d3330013134313d590131303d30323701"
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close
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# Valid FIX-4.3 logon
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accept
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recv 125
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# 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|
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sendhex "383d4649582e342e3301393d37390133353d410133343d310134393d4558454355544f520135323d32303230313032392d31323a35383a35302e3839313337310135363d434c49454e54310139383d30013130383d3330013134313d590131303d30353101"
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close
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# Valid FIX-4.4 logon
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accept
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recv 125
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# 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|
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sendhex "383d4649582e342e3401393d37390133353d410133343d310134393d4558454355544f520135323d32303230313032392d31333a30323a34342e3533353336300135363d434c49454e54310139383d30013130383d3330013134313d590131303d30333801"
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close
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# Valid FIX-5.0 logon
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accept
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recv 140
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# 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|
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sendhex "383d464958542e312e3101393d38360133353d410133343d310134393d4558454355544f520135323d32303230313032392d31333a31333a32322e3632363338340135363d434c49454e54310139383d30013130383d3330013134313d5901313133373d370131303d31383401"
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} -start
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server s2 {
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# Valid FIX-4.4 logon
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recv 125
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# 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|
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sendhex "383d4649582e342e3401393d37390133353d410133343d310134393d4558454355544f520135323d32303230313032392d31333a30323a34342e3533353336300135363d434c49454e54310139383d30013130383d3330013134313d590131303d30333801"
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} -start
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haproxy h1 -conf {
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defaults
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mode tcp
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timeout connect 1s
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timeout client 1s
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timeout server 1s
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frontend fe1
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bind "fd@${fe1}"
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tcp-request inspect-delay 1s
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tcp-request content reject unless { req.payload(0,0),fix_is_valid }
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default_backend be1
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frontend fe2
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bind "fd@${fe2}"
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tcp-request inspect-delay 1s
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tcp-request content reject unless { req.payload(0,0),fix_is_valid }
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tcp-request content set-var(req.fix_vsn) req.payload(0,0),fix_tag_value(BeginString)
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tcp-request content set-var(req.fix_len) req.payload(0,0),fix_tag_value(BodyLength)
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tcp-request content set-var(req.fix_type) req.payload(0,0),fix_tag_value(MsgType)
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tcp-request content set-var(req.fix_sender) req.payload(0,0),fix_tag_value(SenderCompID)
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tcp-request content set-var(req.fix_target) req.payload(0,0),fix_tag_value(TargetCompID)
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tcp-request content set-var(req.fix_chksum) req.payload(0,0),fix_tag_value(CheckSum)
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tcp-request content reject if ! { var(req.fix_vsn) "FIX.4.4" } || ! { var(req.fix_len) "102" }
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tcp-request content reject if ! { var(req.fix_type) "A" } || ! { var(req.fix_sender) "CLIENT1" }
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tcp-request content reject if ! { var(req.fix_target) "EXECUTOR" } || ! { var(req.fix_chksum) "252" }
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default_backend be2
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backend be1
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server s1 ${s1_addr}:${s1_port}
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tcp-response inspect-delay 1s
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tcp-response content reject unless { res.payload(0,0),fix_is_valid }
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backend be2
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server s2 ${s2_addr}:${s2_port}
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tcp-response inspect-delay 1s
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tcp-response content reject unless { res.payload(0,0),fix_is_valid }
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tcp-response content set-var(res.fix_vsn) res.payload(0,0),fix_tag_value(8)
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tcp-response content set-var(res.fix_len) res.payload(0,0),fix_tag_value(9)
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tcp-response content set-var(res.fix_type) res.payload(0,0),fix_tag_value(35)
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tcp-response content set-var(res.fix_sender) res.payload(0,0),fix_tag_value(49)
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tcp-response content set-var(res.fix_target) res.payload(0,0),fix_tag_value(56)
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tcp-response content set-var(res.fix_chksum) res.payload(0,0),fix_tag_value(10)
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tcp-response content reject if ! { var(res.fix_vsn) "FIX.4.4" } || ! { var(res.fix_len) "79" }
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tcp-response content reject if ! { var(res.fix_type) "A" } || ! { var(res.fix_sender) "EXECUTOR" }
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tcp-response content reject if ! { var(res.fix_target) "CLIENT1" } || ! { var(res.fix_chksum) eq "038" }
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} -start
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client c1_4_0 -connect ${h1_fe1_sock} {
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# Valid FIX-4.0 logon
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# 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|
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sendhex "383d4649582e342e3001393d37300133353d410134393d434c49454e54310135363d4558454355544f520133343d310135323d32303230313032392d31303a35343a31392e3631370139383d30013130383d33300131303d30393001"
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recv 88
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expect_close
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} -run
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client c1_4_1 -connect ${h1_fe1_sock} {
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# Valid FIX-4.1 logon
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# 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|
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sendhex "383d4649582e342e3101393d37360133353d410134393d434c49454e54310135363d4558454355544f520133343d310135323d32303230313032392d31323a34333a30372e3934300139383d30013130383d3330013134313d590131303d31333801"
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recv 94
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expect_close
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} -run
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client c1_4_2 -connect ${h1_fe1_sock} {
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# Valid FIX-4.2 logon
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# 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|
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sendhex "383d4649582e342e3201393d37360133353d410134393d434c49454e54310135363d4558454355544f520133343d310135323d32303230313032392d31323a35353a31322e3130300139383d30013130383d3330013134313d590131303d31323601"
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recv 101
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expect_close
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} -run
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client c1_4_3 -connect ${h1_fe1_sock} {
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# Valid FIX-4.3 logon
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# 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|
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sendhex "383d4649582e342e3301393d3130320133353d410134393d434c49454e54310135363d4558454355544f520133343d310135323d32303230313032392d31323a35383a35302e3838390139383d30013130383d3330013134313d59013535333d557365726e616d65013535343d50617373776f72640131303d30313201"
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recv 101
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expect_close
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} -run
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client c1_4_4 -connect ${h1_fe1_sock} {
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# Valid FIX-4.4 logon
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# 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|
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sendhex "383d4649582e342e3401393d3130320133353d410134393d434c49454e54310135363d4558454355544f520133343d310135323d32303230313032392d31333a30323a34342e3532380139383d30013130383d3330013134313d59013535333d557365726e616d65013535343d50617373776f72640131303d32353201"
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recv 101
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expect_close
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} -run
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client c1_5_0 -connect ${h1_fe1_sock} {
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# Valid FIX-5.0 logon
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# 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|
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sendhex "383d464958542e312e3101393d3131360133353d410134393d434c49454e54310135363d4558454355544f520133343d310135323d32303230313032392d31333a31333a32322e36323401313132383d370139383d30013130383d3330013134313d59013535333d557365726e616d65013535343d50617373776f726401313133373d370131303d32303401"
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recv 109
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expect_close
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} -run
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client c2_1 -connect ${h1_fe1_sock} {
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# InValid FIX-4.4: Empty TagName (missing EncryptMethod <98> tag name)
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# 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|
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sendhex "383d4649582e342e3401393d3130300133353d410134393d434c49454e54310135363d4558454355544f520133343d310135323d32303230313032392d31333a30323a34342e353238013d30013130383d3330013134313d59013535333d557365726e616d65013535343d50617373776f72640131303d32353201"
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expect_close
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} -run
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client c2_2 -connect ${h1_fe1_sock} {
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# InValid FIX-4.4: Empty TagValue (missing EncryptMethod <98> tag value)
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# 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|
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sendhex "383d4649582e342e3401393d3130310133353d410134393d434c49454e54310135363d4558454355544f520133343d310135323d32303230313032392d31333a30323a34342e3532380139383d013130383d3330013134313d59013535333d557365726e616d65013535343d50617373776f72640131303d32353201"
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expect_close
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} -run
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client c2_3 -connect ${h1_fe1_sock} {
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# InValid FIX-4.4: Empty Tag no delimiter (missing delimiter for EncryptMethod <98> tag)
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# 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|
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sendhex "383d4649582e342e3401393d3130300133353d410134393d434c49454e54310135363d4558454355544f520133343d310135323d32303230313032392d31333a30323a34342e353238013938013130383d3330013134313d59013535333d557365726e616d65013535343d50617373776f72640131303d32353201"
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expect_close
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} -run
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client c2_4 -connect ${h1_fe1_sock} {
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# Invalid FIX-4.4: First tag != BeginString
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# 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|
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sendhex "393d31303201383d4649582e342e340133353d410134393d434c49454e54310135363d4558454355544f520133343d310135323d32303230313032392d31333a30323a34342e3532380139383d30013130383d3330013134313d59013535333d557365726e616d65013535343d50617373776f72640131303d32353201"
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expect_close
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} -run
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client c2_5 -connect ${h1_fe1_sock} {
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# Invalid FIX-4.4: Second tag != BodyLength
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# 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|
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sendhex "383d4649582e342e340133353d4101393d3130320134393d434c49454e54310135363d4558454355544f520133343d310135323d32303230313032392d31333a30323a34342e3532380139383d30013130383d3330013134313d59013535333d557365726e616d65013535343d50617373776f72640131303d32353201"
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expect_close
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} -run
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client c2_6 -connect ${h1_fe1_sock} {
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# Invalid FIX-4.4: Third tag != MsgType
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# 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|
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sendhex "383d4649582e342e3401393d3130320134393d434c49454e54310133353d410135363d4558454355544f520133343d310135323d32303230313032392d31333a30323a34342e3532380139383d30013130383d3330013134313d59013535333d557365726e616d65013535343d50617373776f72640131303d32353201"
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expect_close
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} -run
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client c2_7 -connect ${h1_fe1_sock} {
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# Invalid FIX-4.4: Bad body length (too short 100 != 102)
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# 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|
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sendhex "383d4649582e342e3401393d3130300133353d410134393d434c49454e54310135363d4558454355544f520133343d310135323d32303230313032392d31333a30323a34342e3532380139383d30013130383d3330013134313d59013535333d557365726e616d65013535343d50617373776f72640131303d32353201"
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expect_close
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} -run
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client c2_8 -connect ${h1_fe1_sock} {
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# Invalid FIX-4.4: Bad body length (too long 105 != 102)
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# 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
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sendhex "383d4649582e342e3401393d3130350133353d410134393d434c49454e54310135363d4558454355544f520133343d310135323d32303230313032392d31333a30323a34342e3532380139383d30013130383d3330013134313d59013535333d557365726e616d65013535343d50617373776f72640131303d32353201585858"
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expect_close
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} -run
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client c2_9 -connect ${h1_fe1_sock} {
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# Invalid FIX-4.4: Too short checksum value (< 3 digit)
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# 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|
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sendhex "383d4649582e342e3401393d3130320133353d410134393d434c49454e54310135363d4558454355544f520133343d310135323d32303230313032392d31333a30323a34342e3532380139383d30013130383d3330013134313d59013535333d557365726e616d65013535343d50617373776f72640131303d323501"
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expect_close
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} -run
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client c2_10 -connect ${h1_fe1_sock} {
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# Invalid FIX-4.4: Too long checksum value (> 3 digit)
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# 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|
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sendhex "383d4649582e342e3401393d3130320133353d410134393d434c49454e54310135363d4558454355544f520133343d310135323d32303230313032392d31333a30323a34342e3532380139383d30013130383d3330013134313d59013535333d557365726e616d65013535343d50617373776f72640131303d3235323001"
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expect_close
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} -run
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client c2_11 -connect ${h1_fe1_sock} {
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# Invalid FIX-4.4: invalid checksum value (253 != 252)
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# 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|
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sendhex "383d4649582e342e3401393d3130320133353d410134393d434c49454e54310135363d4558454355544f520133343d310135323d32303230313032392d31333a30323a34342e3532380139383d30013130383d3330013134313d59013535333d557365726e616d65013535343d50617373776f72640131303d32353301"
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expect_close
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} -run
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client c3_1 -connect ${h1_fe2_sock} {
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# 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|
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sendhex "383d4649582e342e3401393d3130320133353d410134393d434c49454e54310135363d4558454355544f520133343d310135323d32303230313032392d31333a30323a34342e3532380139383d30013130383d3330013134313d59013535333d557365726e616d65013535343d50617373776f72640131303d32353201"
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recv 101
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expect_close
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} -run
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