haproxy/reg-tests/converter/fix.vtc
Daniel Corbett befef70e23 BUG/MINOR: sample: Rename SenderComID/TargetComID to SenderCompID/TargetCompID
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
2021-03-10 10:44:20 +01:00

236 lines
14 KiB
Plaintext

varnishtest "fix converters Test"
#REQUIRE_VERSION=2.4
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(SenderCompID)
tcp-request content set-var(req.fix_target) req.payload(0,0),fix_tag_value(TargetCompID)
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