Indentation of nested groups/components

[david-gibbs-ig]

In the case of normalised groups and componenets : indentation is incorrect for groups or components nested within groups or components. See group ComplexEvents.

            {"name": "complexEventCondition","type": ["null", "io.fixprotocol.orchestra.avro.v1.fixlatest.codesets.ComplexEventConditionCodeSet"], "default": null,"doc": "Conditionally required when there are more than one ComplexEvents occurrences. A chain of ComplexEvents must be linked together through use of the ComplexEventCondition(1490) in which the relationship between any two events is described. For any two ComplexEvents the first occurrence will specify the ComplexEventCondition(1490) which links it with the second event., FIX datatype : ComplexEventConditionCodeSet, Specifies the condition between complex events when more than one event is specified.          Multiple barrier events would use an \"or\" condition since only one can be effective at a given time. A set of digital range events would use an \"and\" condition since both conditions must be in effect for a payout to result."},
    {"name": "complexEventDates","type": [ "null", "io.fixprotocol.orchestra.avro.v1.fixlatest.groups.ComplexEventDates"], "default": null, "doc": "Group : ComplexEventDates,The ComplexEventDate and ComplexEventTime components are used to constrain a complex event to a specific date range or time range. If specified the event is only effective on or within the specified dates and times."},
            {"name": "complexEventCurrencyOne","type": ["null", "string"], "default": null,"doc": "FIX datatype : Currency, Specifies the first or only reference currency of the trade. Uses ISO 4217 currency codes., Applicable for complex FX option strategies."},
            {"name": "complexEventCurrencyTwo","type": ["null", "string"], "default": null,"doc": "FIX datatype : Currency, Specifies the second reference currencyof the trade. Uses ISO 4217 currency codes., Applicable for complex FX option strategies."},
            {"name": "complexEventQuoteBasis","type": ["null", "io.fixprotocol.orchestra.avro.v1.fixlatest.codesets.ComplexEventQuoteBasisCodeSet"], "default": null,"doc": "FIX datatype : ComplexEventQuoteBasisCodeSet, For foreign exchange Quanto option feature."},
            {"name": "complexEventFixedFXRate","type": ["null", "double"], "default": null,"doc": "FIX datatype : float, Specifies the fixed FX rate alternative for FX Quantro options."},
            {"name": "complexEventSpotRate","type": ["null", {"type": "bytes", "logicalType": "decimal", "scale": "12", "precision": "4"}], "default": null,"doc": "FIX datatype : Price, FX spot rate."},
            {"name": "complexEventForwardPoints","type": ["null", "double"], "default": null,"doc": "FIX datatype : PriceOffset, FX forward points added to spot rate. May be a negative value."},
            {"name": "complexEventDeterminationMethod","type": ["null", "string"], "default": null,"doc": "FIX datatype : String, Specifies the method according to which an amount or a date is determined.          See http://www.fpml.org/coding-scheme/determination-method for values."},
            {"name": "complexEventCalculationAgent","type": ["null", "io.fixprotocol.orchestra.avro.v1.fixlatest.codesets.ProvisionCalculationAgentCodeSet"], "default": null,"doc": "FIX datatype : ProvisionCalculationAgentCodeSet, Used to identify the calculation agent."},
            {"name": "complexEventStrikePrice","type": ["null", {"type": "bytes", "logicalType": "decimal", "scale": "12", "precision": "4"}], "default": null,"doc": "FIX datatype : Price, Upper strike price for Asian option feature. Strike percentage for a Strike Spread."},
            {"name": "complexEventStrikeFactor","type": ["null", "double"], "default": null,"doc": "FIX datatype : float, Strike factor for Asian option feature. Upper strike percentage for a Strike Spread."},
            {"name": "complexEventStrikeNumberOfOptions","type": ["null", "int"], "default": null,"doc": "FIX datatype : int, Upper string number of options for a Strike Spread."},
    {"name": "complexEventRateSourceGrp","type": [ "null", "io.fixprotocol.orchestra.avro.v1.fixlatest.groups.ComplexEventRateSourceGrp"], "default": null, "doc": "Group : ComplexEventRateSourceGrp,The ComplexEventRateSourceGrp is a subcomponent of ComplexEvents for specifying primary and secondary rate sources."},
    {"name": "complexEventRelativeDate","type": [ "null", "io.fixprotocol.orchestra.avro.v1.fixlatest.components.ComplexEventRelativeDate"], "default": null, "doc": "Component : ComplexEventRelativeDate,The ComplexEventRelativeDate is a subcomponent of ComplexEvents for specifying the event date and time for an FX or Calendar Spread option or the payout date for a Barrier or Knock option."},
    {"name": "complexEventPeriodGrp","type": [ "null", "io.fixprotocol.orchestra.avro.v1.fixlatest.groups.ComplexEventPeriodGrp"], "default": null, "doc": "Group : ComplexEventPeriodGrp,The ComplexEventPeriodGrp is a subcomponent of ComplexEvents for specifying the periods for an Asian, Barrier, Knock or Strike Schedule option feature."},
            {"name": "complexEventCreditEventsXIDRef","type": ["null", "string"], "default": null,"doc": "FIX datatype : XIDREF, Reference to credit event table elsewhere in the message."},