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I have a java application that is consuming from one JMS queue, doing some processing, and then sending to an output queue.

While I'm testing, it'd be very handy to have a filesystem based JMS implementation for the output queue; such that any messages sent to it would just be written to a directory on disk.

Does anyone know if this exists? I've considered switching to an integration framework like apache-camel which has file based endpoints, but seems overkill for what I need right now. I'm using activemq, is it possible to configure an embedded broker to do this?

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I would go for apache camel anyhow. It also saves you quite some boilerplate code to connect to activemq. If you are also using spring already its just a matter of adding a simple routebuilder and some xml configuration. The jars themselves are rather small so its a rather small bit of overhead to pay in return of a big amount of flexibility.

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Good choice. The standard distribution of ActiveMQ comes pre configured with a basic Camel setup anyway.
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I think this approach of testing your jms related client code can get very complicated. If you need to spy on which messages where send from your application, consider using a QueueBrowser.

However, the code that receives the messages must have some sort of side effects (otherwise, it would not be useful). I would base the assertions on these rather then inspecting the message queues. This should be much easier and will most likely result in better tests.

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I'm not really sure I understand your second paragraph, can you elaborate? Just to add a little more colour to this, the consumer of these messages isn't currently available and is provided by another team in the company.
I see. If you want to test the code that sends the messages in isolation (which is a perfectly valid thing to do, of course), I would set up an in-process AMQ Broker (by supplying a connection-string like "vm://test" to the connection factory) and register a consumer in your test which puts all messages it receives in a list. Then, run your producer code and inspect the messages that where sent. Because JMS messaging runs asynchronously, you may have to wait a few millis befor examine the messages.
Yup, I'm already using an embedded broker as part of unit testing to make sure that my message consumption is working as expected. I also have full unit test code coverage over my message production code. I just really want a simple way have my system running, consuming messages, logging metrics etc. but producing files instead of JMS messages so I theoretically I can just be fully ready to go, and just flip a switch over to a real JMS queue when that's ready.

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