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8 changes: 4 additions & 4 deletions lib/ex_fix/session.ex
Original file line number Diff line number Diff line change
Expand Up @@ -480,7 +480,7 @@ defmodule ExFix.Session do
reject_msg =
build_message(config, @msg_type_reject, out_lastseq, [
{@field_session_reject_reason, "10"},
{@field_text, "SendingTime acccuracy problem"}
{@field_text, "SendingTime accuracy problem"}
])

{:ok, [reject_msg],
Expand Down Expand Up @@ -720,7 +720,7 @@ defmodule ExFix.Session do
end

defp validate_sending_time(session_name, %Session{config: config, out_lastseq: out_lastseq} = session, %InMessage{fields: fields, other_msgs: other}, expected_seqnum) do
%SessionConfig{time_service: time_service, session_handler: handler, env: env} = config
%SessionConfig{time_service: time_service, session_handler: handler, env: env, sending_time_tolerance: tolerance} = config

now =
case time_service do
Expand All @@ -733,7 +733,7 @@ defmodule ExFix.Session do
{@field_sending_time, st} ->
with {:ok, sending_dt} <- DateUtil.parse_date(st),
diff <- abs(DateTime.to_unix(now) - DateTime.to_unix(sending_dt)),
true <- diff <= 120 do
true <- diff <= tolerance do
:ok
else
_ ->
Expand All @@ -743,7 +743,7 @@ defmodule ExFix.Session do
reject_msg =
build_message(config, @msg_type_reject, out_lastseq, [
{@field_session_reject_reason, "10"},
{@field_text, "SendingTime acccuracy problem"}
{@field_text, "SendingTime accuracy problem"}
])

out_lastseq = out_lastseq + 1
Expand Down
1 change: 1 addition & 0 deletions lib/ex_fix/session_config.ex
Original file line number Diff line number Diff line change
Expand Up @@ -26,6 +26,7 @@ defmodule ExFix.SessionConfig do
transport_mod: :gen_tcp,
transport_options: [],
time_service: nil,
sending_time_tolerance: 120,
env: %{}

@type t :: %__MODULE__{}
Expand Down
34 changes: 32 additions & 2 deletions test/session_test.exs
Original file line number Diff line number Diff line change
Expand Up @@ -406,7 +406,7 @@ defmodule ExFix.SessionTest do
assert reject_msg.target == "SELLSIDE"
assert reject_msg.orig_sending_time == @t_plus_1
assert :lists.keyfind("373", 1, reject_msg.body) == {"373", "10"}
assert :lists.keyfind("58", 1, reject_msg.body) == {"58", "SendingTime acccuracy problem"}
assert :lists.keyfind("58", 1, reject_msg.body) == {"58", "SendingTime accuracy problem"}
end

test "PossDupFlag=Y and OrigSendingTime not specified (p. 51)", %{config: cfg} do
Expand Down Expand Up @@ -617,7 +617,7 @@ defmodule ExFix.SessionTest do
assert reject_msg.target == "SELLSIDE"
assert reject_msg.orig_sending_time == @t_plus_1
assert :lists.keyfind("373", 1, reject_msg.body) == {"373", "10"}
assert :lists.keyfind("58", 1, reject_msg.body) == {"58", "SendingTime acccuracy problem"}
assert :lists.keyfind("58", 1, reject_msg.body) == {"58", "SendingTime accuracy problem"}

assert logout_msg.seqnum == 7
assert logout_msg.msg_type == @msg_type_logout
Expand All @@ -627,6 +627,36 @@ defmodule ExFix.SessionTest do
assert :lists.keyfind("58", 1, logout_msg.body) == {"58", "Incorrect SendingTime value"}
end

test "SendingTime accuracy with custom tolerance", %{config: cfg} do
# Test with custom tolerance of 30 seconds
custom_config = %SessionConfig{cfg | sending_time_tolerance: 30}
{:ok, session} = Session.init(custom_config)
session = %Session{session | status: :online, in_lastseq: 10, out_lastseq: 5}

seq = 11
# Use 1 minute difference (60 seconds), which should exceed 30 second tolerance
incoming_data =
build_message(
@msg_type_execution_report,
seq,
"SELLSIDE",
"BUYSIDE",
DateTime.add(@t0, 60, :second),
[{@field_account, "1234"}]
)

session = Session.set_time(session, @t0)
{:logout, msgs_to_send, session} = Session.handle_incoming_data(session, incoming_data)

assert Session.get_status(session) == :disconnecting
assert length(msgs_to_send) == 2
[reject_msg, _logout_msg] = msgs_to_send

assert reject_msg.msg_type == @msg_type_reject
assert :lists.keyfind("373", 1, reject_msg.body) == {"373", "10"}
assert :lists.keyfind("58", 1, reject_msg.body) == {"58", "SendingTime accuracy problem"}
end

test "Checksum error (p. 55)", %{config: cfg} do
# > CheckSum error is not the last field of message, value doesn't have length of 3, or isn't delimited by SOH
# Ignore message - don't increment expected MsgSeqNum
Expand Down