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Testing Complex XML

In conversation with a prospect recently, they mentioned that they had a use-case where they were using XML as their communication mechanism but the comparison of the relevant documents wasn’t a simple case of checking each node-attribute etc.

Instead, there was a well defined way to interpret certain nodes (think that a unit of comparison was defined not just a node, but was addressed by the node and several attributes on that node and the value was from another attribute):

Node 1.
<fxvega ccyPair="GBPUSD" ccy="USD" expiry="23-08-2022" value="234.6" />

Node 2.
<fxvega ccyPair="GBPUSD" ccy="USD" expiry="23-07-2022" value="157.1" />

Additionally:

  1. There could be multiple different result nodes of the same type per trade (e.g. different expiries)
  2. There could be multiple different result types, e.g. vega, delta and gamma etc.
  3. Ordering of these was unimportant

To that end, the standard XML flattening plugin that we have wasn’t suitable for their use case. Instead, there was a requirement to write a custom plugin to do this data normalisation and then the rest of the comparison stack could be used as per usual.

Using this hybrid approach, we are able to compare their use-case and create output payloads which are suitable for uploading to Conical and which can be easily consumed by humans.

In their specific example, they wanted to be able to see not just the differences between their items, but also all of the surrounding information so they could import their requests into their existing analysis tools. This meant that the example payload contains quite a bit more information than just the differences.

This could be thought of as then making it more complicated to subsequently see just the differences within Conical, however, by taking advantage of Conical’s ability to have XSLT transforms defined on a per product basis, they’re able to supply different XSLTs to allow them to have custom, interactive, views within the tool.

Specifically, they can have multiple XSLTs defined for their product, one of which, outputting HTML, renders a table of differences on a per trade basis with the ability, using embedded javascript, to have an button to show the surrounding information for ease of importing into their tools.

The full code for this use case is available on GitHub. The sample output looks something like:

Matching items - 2
Additional items - 1
 Item:
 - id = Vanilla-Put-EURGBP-6M-ATM
Missing items - 0
Differences - 1
 Item:
 - id = Vanilla-Put-EURGBP-1M-ATM
 Diffs:
 - risks.fxdelta-EUR: 1342.2 vs. 1342.3
 - risks.fxvega-EURGBP-2022-06-19-GBP: 234 vs. 234.2

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