Skip to content
This repository has been archived by the owner on Feb 10, 2022. It is now read-only.

Commit

Permalink
Merge pull request #3 from paritytrading/features/parity-0.7.0
Browse files Browse the repository at this point in the history 
Upgrade to Parity 0.7.0
  • Loading branch information
@jvirtanen
jvirtanen authored Aug 10, 2017
2 parents b6239c1 + 95dd2cb commit 8dca84e
Show file tree
Hide file tree
Showing 2 changed files with 41 additions and 41 deletions.
58 changes: 29 additions & 29 deletions index.js
View file
Original file line number Diff line number Diff line change
Expand Up @@ -25,14 +25,14 @@ exports.parseInbound = (buffer) => {
};

function formatEnterOrder(message) {
const buffer = Buffer.allocUnsafe(34);
const buffer = Buffer.allocUnsafe(42);

buffer.writeUInt8(0x45, 0);
writeString(buffer, message.orderId, 1, 16);
writeString(buffer, message.side, 17, 1);
writeString(buffer, message.instrument, 18, 8);
buffer.writeUInt32BE(message.quantity, 26);
buffer.writeUInt32BE(message.price, 30);
writeUInt64BE(buffer, message.quantity, 26);
writeUInt64BE(buffer, message.price, 34);

return buffer;
}
Expand All @@ -43,17 +43,17 @@ function parseEnterOrder(buffer) {
orderId: readString(buffer, 1, 16),
side: readString(buffer, 17, 1),
instrument: readString(buffer, 18, 8),
quantity: buffer.readUInt32BE(26),
price: buffer.readUInt32BE(30),
quantity: readUInt64BE(buffer, 26),
price: readUInt64BE(buffer, 34),
};
}

function formatCancelOrder(message) {
const buffer = Buffer.allocUnsafe(21);
const buffer = Buffer.allocUnsafe(25);

buffer.writeUInt8(0x58, 0);
writeString(buffer, message.orderId, 1, 16);
buffer.writeUInt32BE(message.quantity, 17);
writeUInt64BE(buffer, message.quantity, 17);

return buffer;
}
Expand All @@ -62,7 +62,7 @@ function parseCancelOrder(buffer) {
return {
messageType: 'X',
orderId: readString(buffer, 1, 16),
quantity: buffer.readUInt32BE(17),
quantity: readUInt64BE(buffer, 17),
};
}

Expand Down Expand Up @@ -103,16 +103,16 @@ exports.parseOutbound = (buffer) => {
};

function formatOrderAccepted(message) {
const buffer = Buffer.allocUnsafe(50);
const buffer = Buffer.allocUnsafe(58);

buffer.writeUInt8(0x41, 0);
writeUInt64BE(buffer, message.timestamp, 1);
writeString(buffer, message.orderId, 9, 16);
writeString(buffer, message.side, 25, 1);
writeString(buffer, message.instrument, 26, 8);
buffer.writeUInt32BE(message.quantity, 34);
buffer.writeUInt32BE(message.price, 38);
writeUInt64BE(buffer, message.orderNumber, 42);
writeUInt64BE(buffer, message.quantity, 34);
writeUInt64BE(buffer, message.price, 42);
writeUInt64BE(buffer, message.orderNumber, 50);

return buffer;
}
Expand All @@ -124,9 +124,9 @@ function parseOrderAccepted(buffer) {
orderId: readString(buffer, 9, 16),
side: readString(buffer, 25, 1),
instrument: readString(buffer, 26, 8),
quantity: buffer.readUInt32BE(34),
price: buffer.readUInt32BE(38),
orderNumber: readUInt64BE(buffer, 42),
quantity: readUInt64BE(buffer, 34),
price: readUInt64BE(buffer, 42),
orderNumber: readUInt64BE(buffer, 50),
};
}

Expand All @@ -151,15 +151,15 @@ function parseOrderRejected(buffer) {
}

function formatOrderExecuted(message) {
const buffer = Buffer.allocUnsafe(38);
const buffer = Buffer.allocUnsafe(46);

buffer.writeUInt8(0x45, 0);
writeUInt64BE(buffer, message.timestamp, 1);
writeString(buffer, message.orderId, 9, 16);
buffer.writeUInt32BE(message.quantity, 25);
buffer.writeUInt32BE(message.price, 29);
writeString(buffer, message.liquidityFlag, 33, 1);
buffer.writeUInt32BE(message.matchNumber, 34);
writeUInt64BE(buffer, message.quantity, 25);
writeUInt64BE(buffer, message.price, 33);
writeString(buffer, message.liquidityFlag, 41, 1);
buffer.writeUInt32BE(message.matchNumber, 42);

return buffer;
}
Expand All @@ -169,21 +169,21 @@ function parseOrderExecuted(buffer) {
messageType: 'E',
timestamp: readUInt64BE(buffer, 1),
orderId: readString(buffer, 9, 16),
quantity: buffer.readUInt32BE(25),
price: buffer.readUInt32BE(29),
liquidityFlag: readString(buffer, 33, 1),
matchNumber: buffer.readUInt32BE(34),
quantity: readUInt64BE(buffer, 25),
price: readUInt64BE(buffer, 33),
liquidityFlag: readString(buffer, 41, 1),
matchNumber: buffer.readUInt32BE(42),
};
}

function formatOrderCanceled(message) {
const buffer = Buffer.allocUnsafe(30);
const buffer = Buffer.allocUnsafe(34);

buffer.writeUInt8(0x58, 0);
writeUInt64BE(buffer, message.timestamp, 1);
writeString(buffer, message.orderId, 9, 16);
buffer.writeUInt32BE(message.canceledQuantity, 25);
writeString(buffer, message.reason, 29, 1);
writeUInt64BE(buffer, message.canceledQuantity, 25);
writeString(buffer, message.reason, 33, 1);

return buffer;
}
Expand All @@ -193,8 +193,8 @@ function parseOrderCanceled(buffer) {
messageType: 'X',
timestamp: readUInt64BE(buffer, 1),
orderId: readString(buffer, 9, 16),
canceledQuantity: buffer.readUInt32BE(25),
reason: readString(buffer, 29, 1),
canceledQuantity: readUInt64BE(buffer, 25),
reason: readString(buffer, 33, 1),
};
}

Expand Down
24 changes: 12 additions & 12 deletions test.js
View file
Original file line number Diff line number Diff line change
Expand Up @@ -12,8 +12,8 @@ describe('POE', function () {
0x66, 0x6f, 0x6f, 0x20, 0x20, 0x20, 0x20, 0x20, 0x20, 0x20, 0x20, 0x20, 0x20, 0x20, 0x20, 0x20,
0x42,
0x42, 0x41, 0x52, 0x20, 0x20, 0x20, 0x20, 0x20,
0x00, 0x00, 0x00, 0x01,
0x00, 0x00, 0x00, 0x02,
0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x01,
0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x02,
],
parsed: {
messageType: 'E',
Expand All @@ -29,7 +29,7 @@ describe('POE', function () {
formatted: [
0x58,
0x66, 0x6f, 0x6f, 0x20, 0x20, 0x20, 0x20, 0x20, 0x20, 0x20, 0x20, 0x20, 0x20, 0x20, 0x20, 0x20,
0x00, 0x00, 0x00, 0x01,
0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x01,
],
parsed: {
messageType: 'X',
Expand Down Expand Up @@ -58,7 +58,7 @@ describe('POE', function () {
const formatted = [
0x58,
0x66, 0x6f, 0x6f, 0x20, 0x20, 0x20, 0x20, 0x20, 0x20, 0x20, 0x20, 0x20, 0x20, 0x20, 0x20, 0x20,
0x00, 0x00, 0x00, 0x01,
0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x01,
];

const parsed = {
Expand All @@ -74,7 +74,7 @@ describe('POE', function () {
const formatted = [
0x58,
0x66, 0x6f, 0x6f, 0x20, 0x62, 0x61, 0x72, 0x20, 0x62, 0x61, 0x7a, 0x20, 0x71, 0x75, 0x75, 0x78,
0x00, 0x00, 0x00, 0x01,
0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x01,
];

const parsed = {
Expand Down Expand Up @@ -110,8 +110,8 @@ describe('POE', function () {
0x66, 0x6f, 0x6f, 0x20, 0x20, 0x20, 0x20, 0x20, 0x20, 0x20, 0x20, 0x20, 0x20, 0x20, 0x20, 0x20,
0x42,
0x42, 0x41, 0x52, 0x20, 0x20, 0x20, 0x20, 0x20,
0x00, 0x00, 0x00, 0x03,
0x00, 0x00, 0x00, 0x04,
0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x03,
0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x04,
0x00, 0x00, 0x00, 0x05, 0x00, 0x00, 0x00, 0x06,
],
parsed: {
Expand Down Expand Up @@ -146,8 +146,8 @@ describe('POE', function () {
0x45,
0x00, 0x00, 0x00, 0x01, 0x00, 0x00, 0x00, 0x02,
0x66, 0x6f, 0x6f, 0x20, 0x20, 0x20, 0x20, 0x20, 0x20, 0x20, 0x20, 0x20, 0x20, 0x20, 0x20, 0x20,
0x00, 0x00, 0x00, 0x03,
0x00, 0x00, 0x00, 0x04,
0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x03,
0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x04,
0x41,
0x00, 0x00, 0x00, 0x05,
],
Expand All @@ -167,7 +167,7 @@ describe('POE', function () {
0x58,
0x00, 0x00, 0x00, 0x01, 0x00, 0x00, 0x00, 0x02,
0x66, 0x6f, 0x6f, 0x20, 0x20, 0x20, 0x20, 0x20, 0x20, 0x20, 0x20, 0x20, 0x20, 0x20, 0x20, 0x20,
0x00, 0x00, 0x00, 0x03,
0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x03,
0x52,
],
parsed: {
Expand Down Expand Up @@ -217,7 +217,7 @@ describe('POE', function () {
0x58,
0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x01,
0x66, 0x6f, 0x6f, 0x20, 0x20, 0x20, 0x20, 0x20, 0x20, 0x20, 0x20, 0x20, 0x20, 0x20, 0x20, 0x20,
0x00, 0x00, 0x00, 0x02,
0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x02,
0x52,
];

Expand All @@ -237,7 +237,7 @@ describe('POE', function () {
0x58,
0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x01,
0x66, 0x6f, 0x6f, 0x20, 0x62, 0x61, 0x72, 0x20, 0x62, 0x61, 0x7a, 0x20, 0x71, 0x75, 0x75, 0x78,
0x00, 0x00, 0x00, 0x02,
0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x02,
0x52,
];

Expand Down

0 comments on commit 8dca84e

Please sign in to comment.