@fintekkers/ledger-models 0.1.65 → 0.1.67
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/.env +1 -1
- package/README.md +2 -0
- package/node/fintekkers/models/security/bond/issuance_pb.d.ts +17 -5
- package/node/fintekkers/models/security/bond/issuance_pb.js +112 -10
- package/node/wrappers/models/position/positionfilter.js +9 -1
- package/node/wrappers/models/position/positionfilter.js.map +1 -1
- package/node/wrappers/models/position/positionfilter.ts +10 -2
- package/node/wrappers/services/portfolio-service/portfolio.test.js +2 -1
- package/node/wrappers/services/portfolio-service/portfolio.test.js.map +1 -1
- package/node/wrappers/services/portfolio-service/portfolio.test.ts +2 -1
- package/node/wrappers/services/position-service/position.test.js +1 -1
- package/node/wrappers/services/position-service/position.test.js.map +1 -1
- package/node/wrappers/services/position-service/position.test.ts +1 -1
- package/node/wrappers/services/security-service/security.maturityLadder.test.js +27 -4
- package/node/wrappers/services/security-service/security.maturityLadder.test.js.map +1 -1
- package/node/wrappers/services/security-service/security.maturityLadder.test.ts +36 -18
- package/node/wrappers/services/security-service/security.test.js +9 -3
- package/node/wrappers/services/security-service/security.test.js.map +1 -1
- package/node/wrappers/services/security-service/security.test.ts +9 -2
- package/node/wrappers/services/transaction-service/transaction.test.js +3 -3
- package/node/wrappers/services/transaction-service/transaction.test.js.map +1 -1
- package/node/wrappers/services/transaction-service/transaction.test.ts +3 -3
- package/package.json +1 -1
- package/web/fintekkers/models/security/bond/issuance_pb.d.ts +17 -5
- package/web/fintekkers/models/security/bond/issuance_pb.js +112 -10
package/.env
CHANGED
package/README.md
CHANGED
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@@ -15,6 +15,8 @@ TODO: Are there env variables required?
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The *js files are compiled using tsc. The tsconfig.json is used by VS code to determine when to run (by default on-save). Additionally the *.js.map files are generated to allow for setting debug breakpoints in .ts code. Those files can be not autogenerated by setting sourceMap=False in the tsconfig.json. Probably don't need those files in a production environment.
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You can run transpilation via pressing Ctrl+Shift+B to open a list of tasks in VS Code and select tsc: watch - tsconfig.json
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# Publishing
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Please see the .github/workflows/npm-publish.yml for the workflow file that deploys the package to a private GitHub repository manager.
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@@ -41,10 +41,10 @@ export class IssuanceProto extends jspb.Message {
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getAuctionIssueDate(): fintekkers_models_util_local_date_pb.LocalDateProto | undefined;
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setAuctionIssueDate(value?: fintekkers_models_util_local_date_pb.LocalDateProto): IssuanceProto;
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hasPostAuctionOutstandingQuantity(): boolean;
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clearPostAuctionOutstandingQuantity(): void;
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getPostAuctionOutstandingQuantity(): fintekkers_models_util_decimal_value_pb.DecimalValueProto | undefined;
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setPostAuctionOutstandingQuantity(value?: fintekkers_models_util_decimal_value_pb.DecimalValueProto): IssuanceProto;
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hasAuctionOfferingAmount(): boolean;
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clearAuctionOfferingAmount(): void;
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@@ -58,6 +58,16 @@ export class IssuanceProto extends jspb.Message {
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getPriceForSinglePriceAuction(): fintekkers_models_util_decimal_value_pb.DecimalValueProto | undefined;
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setPriceForSinglePriceAuction(value?: fintekkers_models_util_decimal_value_pb.DecimalValueProto): IssuanceProto;
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hasTotalAccepted(): boolean;
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clearTotalAccepted(): void;
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getTotalAccepted(): fintekkers_models_util_decimal_value_pb.DecimalValueProto | undefined;
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setTotalAccepted(value?: fintekkers_models_util_decimal_value_pb.DecimalValueProto): IssuanceProto;
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hasMatureSecurityAmount(): boolean;
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clearMatureSecurityAmount(): void;
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getMatureSecurityAmount(): fintekkers_models_util_decimal_value_pb.DecimalValueProto | undefined;
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setMatureSecurityAmount(value?: fintekkers_models_util_decimal_value_pb.DecimalValueProto): IssuanceProto;
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serializeBinary(): Uint8Array;
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toObject(includeInstance?: boolean): IssuanceProto.AsObject;
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static toObject(includeInstance: boolean, msg: IssuanceProto): IssuanceProto.AsObject;
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@@ -77,9 +87,11 @@ export namespace IssuanceProto {
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validTo?: fintekkers_models_util_local_timestamp_pb.LocalTimestampProto.AsObject,
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auctionAnnouncementDate?: fintekkers_models_util_local_date_pb.LocalDateProto.AsObject,
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auctionIssueDate?: fintekkers_models_util_local_date_pb.LocalDateProto.AsObject,
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postAuctionOutstandingQuantity?: fintekkers_models_util_decimal_value_pb.DecimalValueProto.AsObject,
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auctionOfferingAmount?: fintekkers_models_util_decimal_value_pb.DecimalValueProto.AsObject,
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auctionType: fintekkers_models_security_bond_auction_type_pb.AuctionTypeProto,
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priceForSinglePriceAuction?: fintekkers_models_util_decimal_value_pb.DecimalValueProto.AsObject,
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totalAccepted?: fintekkers_models_util_decimal_value_pb.DecimalValueProto.AsObject,
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matureSecurityAmount?: fintekkers_models_util_decimal_value_pb.DecimalValueProto.AsObject,
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}
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}
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@@ -90,10 +90,12 @@ proto.fintekkers.models.security.bond.IssuanceProto.toObject = function(includeI
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validTo: (f = msg.getValidTo()) && fintekkers_models_util_local_timestamp_pb.LocalTimestampProto.toObject(includeInstance, f),
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auctionAnnouncementDate: (f = msg.getAuctionAnnouncementDate()) && fintekkers_models_util_local_date_pb.LocalDateProto.toObject(includeInstance, f),
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auctionIssueDate: (f = msg.getAuctionIssueDate()) && fintekkers_models_util_local_date_pb.LocalDateProto.toObject(includeInstance, f),
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postAuctionOutstandingQuantity: (f = msg.getPostAuctionOutstandingQuantity()) && fintekkers_models_util_decimal_value_pb.DecimalValueProto.toObject(includeInstance, f),
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auctionOfferingAmount: (f = msg.getAuctionOfferingAmount()) && fintekkers_models_util_decimal_value_pb.DecimalValueProto.toObject(includeInstance, f),
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auctionType: jspb.Message.getFieldWithDefault(msg, 24, 0),
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priceForSinglePriceAuction: (f = msg.getPriceForSinglePriceAuction()) && fintekkers_models_util_decimal_value_pb.DecimalValueProto.toObject(includeInstance, f)
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priceForSinglePriceAuction: (f = msg.getPriceForSinglePriceAuction()) && fintekkers_models_util_decimal_value_pb.DecimalValueProto.toObject(includeInstance, f),
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totalAccepted: (f = msg.getTotalAccepted()) && fintekkers_models_util_decimal_value_pb.DecimalValueProto.toObject(includeInstance, f),
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matureSecurityAmount: (f = msg.getMatureSecurityAmount()) && fintekkers_models_util_decimal_value_pb.DecimalValueProto.toObject(includeInstance, f)
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};
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if (includeInstance) {
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case 22:
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var value = new fintekkers_models_util_decimal_value_pb.DecimalValueProto;
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reader.readMessage(value,fintekkers_models_util_decimal_value_pb.DecimalValueProto.deserializeBinaryFromReader);
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msg.
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msg.setPostAuctionOutstandingQuantity(value);
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break;
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case 23:
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var value = new fintekkers_models_util_decimal_value_pb.DecimalValueProto;
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reader.readMessage(value,fintekkers_models_util_decimal_value_pb.DecimalValueProto.deserializeBinaryFromReader);
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msg.setPriceForSinglePriceAuction(value);
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break;
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case 26:
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var value = new fintekkers_models_util_decimal_value_pb.DecimalValueProto;
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reader.readMessage(value,fintekkers_models_util_decimal_value_pb.DecimalValueProto.deserializeBinaryFromReader);
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msg.setTotalAccepted(value);
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break;
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case 27:
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var value = new fintekkers_models_util_decimal_value_pb.DecimalValueProto;
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reader.readMessage(value,fintekkers_models_util_decimal_value_pb.DecimalValueProto.deserializeBinaryFromReader);
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msg.setMatureSecurityAmount(value);
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break;
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default:
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reader.skipField();
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break;
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fintekkers_models_util_local_date_pb.LocalDateProto.serializeBinaryToWriter
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);
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}
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f = message.
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f = message.getPostAuctionOutstandingQuantity();
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if (f != null) {
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writer.writeMessage(
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);
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}
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f = message.getTotalAccepted();
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if (f != null) {
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writer.writeMessage(
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);
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}
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f = message.getMatureSecurityAmount();
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writer.writeMessage(
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);
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}
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/**
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* optional fintekkers.models.util.DecimalValueProto post_auction_outstanding_quantity = 22;
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*/
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proto.fintekkers.models.security.bond.IssuanceProto.prototype.getPostAuctionOutstandingQuantity = function() {
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return /** @type{?proto.fintekkers.models.util.DecimalValueProto} */ (
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jspb.Message.getWrapperField(this, fintekkers_models_util_decimal_value_pb.DecimalValueProto, 22));
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* @param {?proto.fintekkers.models.util.DecimalValueProto|undefined} value
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proto.fintekkers.models.security.bond.IssuanceProto.prototype.
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proto.fintekkers.models.security.bond.IssuanceProto.prototype.setPostAuctionOutstandingQuantity = function(value) {
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proto.fintekkers.models.security.bond.IssuanceProto.prototype.
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proto.fintekkers.models.security.bond.IssuanceProto.prototype.clearPostAuctionOutstandingQuantity = function() {
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* Returns whether this field is set.
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*/
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proto.fintekkers.models.security.bond.IssuanceProto.prototype.
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proto.fintekkers.models.security.bond.IssuanceProto.prototype.hasPostAuctionOutstandingQuantity = function() {
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return jspb.Message.getField(this, 22) != null;
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/**
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*/
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proto.fintekkers.models.security.bond.IssuanceProto.prototype.getTotalAccepted = function() {
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return /** @type{?proto.fintekkers.models.util.DecimalValueProto} */ (
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jspb.Message.getWrapperField(this, fintekkers_models_util_decimal_value_pb.DecimalValueProto, 26));
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};
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*/
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proto.fintekkers.models.security.bond.IssuanceProto.prototype.setTotalAccepted = function(value) {
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return jspb.Message.setWrapperField(this, 26, value);
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};
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proto.fintekkers.models.security.bond.IssuanceProto.prototype.clearTotalAccepted = function() {
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return this.setTotalAccepted(undefined);
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};
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*/
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proto.fintekkers.models.security.bond.IssuanceProto.prototype.hasTotalAccepted = function() {
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return jspb.Message.getField(this, 26) != null;
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};
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/**
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* optional fintekkers.models.util.DecimalValueProto mature_security_amount = 27;
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*/
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proto.fintekkers.models.security.bond.IssuanceProto.prototype.getMatureSecurityAmount = function() {
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return /** @type{?proto.fintekkers.models.util.DecimalValueProto} */ (
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jspb.Message.getWrapperField(this, fintekkers_models_util_decimal_value_pb.DecimalValueProto, 27));
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};
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/**
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*/
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proto.fintekkers.models.security.bond.IssuanceProto.prototype.setMatureSecurityAmount = function(value) {
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return jspb.Message.setWrapperField(this, 27, value);
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};
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* Clears the message field making it undefined.
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* @return {!proto.fintekkers.models.security.bond.IssuanceProto} returns this
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*/
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proto.fintekkers.models.security.bond.IssuanceProto.prototype.clearMatureSecurityAmount = function() {
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return this.setMatureSecurityAmount(undefined);
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};
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/**
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* Returns whether this field is set.
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* @return {boolean}
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*/
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proto.fintekkers.models.security.bond.IssuanceProto.prototype.hasMatureSecurityAmount = function() {
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return jspb.Message.getField(this, 27) != null;
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};
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goog.object.extend(exports, proto.fintekkers.models.security.bond);
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@@ -12,10 +12,18 @@ var PositionFilter = /** @class */ (function () {
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* @param {*} field FieldProto.ASSET_CLASS, as an example
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* @param {*} fieldValue The appropriate value for the FieldProto, e.g. FieldProto.ASSET_CLASS would have a string fieldValue
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*/
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-
PositionFilter.prototype.
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+
PositionFilter.prototype.addEqualsFilter = function (field, fieldValue) {
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return this.addFilter(field, fieldValue, position_util_pb_1.PositionFilterOperator.EQUALS);
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};
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/**
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19
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+
* @param {*} field FieldProto.ASSET_CLASS, as an example
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* @param {*} fieldValue The appropriate value for the FieldProto, e.g. FieldProto.ASSET_CLASS would have a string fieldValue
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*/
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PositionFilter.prototype.addFilter = function (field, fieldValue, operator) {
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var fieldMapEntry = new position_util_pb_1.FieldMapEntry();
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24
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fieldMapEntry.setField(field); //FieldProto.ASSET_CLASS);
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fieldMapEntry.setFieldValuePacked((0, serialization_util_1.pack)(fieldValue));
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+
fieldMapEntry.setOperator(operator);
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this.filters.push(fieldMapEntry);
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return this;
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};
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"positionfilter.js","sourceRoot":"","sources":["positionfilter.ts"],"names":[],"mappings":";;;AAAA,
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1
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+
{"version":3,"file":"positionfilter.js","sourceRoot":"","sources":["positionfilter.ts"],"names":[],"mappings":";;;AAAA,yFAA6G;AAE7G,kEAAmD;AACnD,6FAA6F;AAE7F;IAGI;QACI,IAAI,CAAC,OAAO,GAAG,EAAE,CAAC;IACtB,CAAC;IAED;;;OAGG;IACH,wCAAe,GAAf,UAAgB,KAAiB,EAAE,UAAe;QAC9C,OAAO,IAAI,CAAC,SAAS,CAAC,KAAK,EAAE,UAAU,EAAE,yCAAsB,CAAC,MAAM,CAAC,CAAC;IAC5E,CAAC;IACD;;;OAGG;IACH,kCAAS,GAAT,UAAU,KAAiB,EAAE,UAAe,EAAE,QAAgC;QAC1E,IAAM,aAAa,GAAG,IAAI,gCAAa,EAAE,CAAC;QAC1C,aAAa,CAAC,QAAQ,CAAC,KAAK,CAAC,CAAC,CAAC,0BAA0B;QACzD,aAAa,CAAC,mBAAmB,CAAC,IAAA,yBAAI,EAAC,UAAU,CAAC,CAAC,CAAC;QACpD,aAAa,CAAC,WAAW,CAAC,QAAQ,CAAC,CAAC;QAEpC,IAAI,CAAC,OAAO,CAAC,IAAI,CAAC,aAAa,CAAC,CAAC;QACjC,OAAO,IAAI,CAAC;IAChB,CAAC;IAED,mCAAU,GAAV;QACI,OAAO,IAAI,CAAC,OAAO,CAAC;IACxB,CAAC;IAED,gCAAO,GAAP;QACI,IAAM,mBAAmB,GAAG,IAAI,wCAAmB,EAAE,CAAC;QACtD,mBAAmB,CAAC,cAAc,CAAC,gBAAgB,CAAC,CAAC;QACrD,mBAAmB,CAAC,UAAU,CAAC,OAAO,CAAC,CAAC;QACxC,mBAAmB,CAAC,cAAc,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC;QAEjD,OAAO,mBAAmB,CAAC;IAC/B,CAAC;IACL,qBAAC;AAAD,CAAC,AAxCD,IAwCC;AAxCY,wCAAc"}
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@@ -1,4 +1,4 @@
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1
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-
import { FieldMapEntry } from '../../../fintekkers/models/position/position_util_pb';
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1
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+
import { FieldMapEntry, PositionFilterOperator } from '../../../fintekkers/models/position/position_util_pb';
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2
2
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import { FieldProto } from '../../../fintekkers/models/position/field_pb';
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3
3
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import { pack } from '../utils/serialization.util';
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4
4
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import { PositionFilterProto } from '../../../fintekkers/models/position/position_filter_pb';
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@@ -14,10 +14,18 @@ export class PositionFilter {
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14
14
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* @param {*} field FieldProto.ASSET_CLASS, as an example
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15
15
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* @param {*} fieldValue The appropriate value for the FieldProto, e.g. FieldProto.ASSET_CLASS would have a string fieldValue
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16
16
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*/
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17
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-
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17
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+
addEqualsFilter(field: FieldProto, fieldValue: any): PositionFilter {
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18
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+
return this.addFilter(field, fieldValue, PositionFilterOperator.EQUALS);
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19
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+
}
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20
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+
/**
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21
|
+
* @param {*} field FieldProto.ASSET_CLASS, as an example
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22
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+
* @param {*} fieldValue The appropriate value for the FieldProto, e.g. FieldProto.ASSET_CLASS would have a string fieldValue
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23
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+
*/
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24
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+
addFilter(field: FieldProto, fieldValue: any, operator: PositionFilterOperator): PositionFilter {
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18
25
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const fieldMapEntry = new FieldMapEntry();
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19
26
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fieldMapEntry.setField(field); //FieldProto.ASSET_CLASS);
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20
27
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fieldMapEntry.setFieldValuePacked(pack(fieldValue));
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28
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+
fieldMapEntry.setOperator(operator);
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21
29
|
|
|
22
30
|
this.filters.push(fieldMapEntry);
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23
31
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return this;
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@@ -67,10 +67,11 @@ test('test creating a portfolio against the api.fintekkers.org portfolio service
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67
67
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case 2:
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68
68
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createPortfolioResponse = _a.sent();
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69
69
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expect(createPortfolioResponse.getPortfolioResponseList().length).toBe(1);
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70
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-
return [4 /*yield*/, portfolioService.searchPortfolio(now.toProto(), new positionfilter_1.PositionFilter().
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70
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+
return [4 /*yield*/, portfolioService.searchPortfolio(now.toProto(), new positionfilter_1.PositionFilter().addEqualsFilter(field_pb_1.FieldProto.PORTFOLIO_NAME, 'Federal Reserve SOMA Holdings'))];
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71
71
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case 3:
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|
72
72
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searchResults = _a.sent();
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|
73
73
|
expect(searchResults.length > 0).toBe(true);
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|
74
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+
console.log(searchResults[0].getPortfolioName());
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74
75
|
return [2 /*return*/];
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|
75
76
|
}
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|
76
77
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});
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"portfolio.test.js","sourceRoot":"","sources":["portfolio.test.ts"],"names":[],"mappings":";AAAA,SAAS;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;AAET,cAAc;AACd,yEAA0E;AAC1E,8CAAgD;AAChD,gDAAkD;AAElD,qBAAqB;AACrB,uDAAsD;AACtD,kFAAmF;AAEnF,uEAAsE;AAGtE,IAAI,CAAC,4EAA4E,EAAE;;;;;gBAC3E,QAAQ,GAAG,IAAI,CAAC,IAAI,CAAC,MAAM,EAAE,CAAC,WAAW,EAAE,CAAC;gBAC5C,GAAG,GAAG,EAAE,CAAC,aAAa,CAAC,GAAG,EAAE,CAAC;gBAE7B,gBAAgB,GAAG,IAAI,mCAAgB,EAAE,CAAC;gBAE1C,SAAS,GAAG,IAAI,6BAAc,EAAE,CAAC;gBACvC,SAAS,CAAC,cAAc,CAAC,WAAW,CAAC,CAAC;gBACtC,SAAS,CAAC,UAAU,CAAC,OAAO,CAAC,CAAC;gBAC9B,SAAS,CAAC,OAAO,CAAC,QAAQ,CAAC,CAAC;gBAC5B,SAAS,CAAC,gBAAgB,CAAC,gBAAgB,CAAC,CAAC;gBAC7C,SAAS,CAAC,OAAO,CAAC,GAAG,CAAC,OAAO,EAAE,CAAC,CAAC;gBAET,qBAAM,gBAAgB,CAAC,uBAAuB,CAAC,SAAS,CAAC,EAAA;;gBAA7E,iBAAiB,GAAG,SAAyD;gBACjF,MAAM,CAAC,iBAAiB,CAAC,aAAa,EAAE,CAAC,MAAM,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBAEG,qBAAM,gBAAgB,CAAC,eAAe,CAAC,SAAS,CAAC,EAAA;;gBAAzG,uBAAuB,GAAiC,SAAiD;gBAC7G,MAAM,CAAC,uBAAuB,CAAC,wBAAwB,EAAE,CAAC,MAAM,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBAEtD,qBAAM,gBAAgB,CAAC,eAAe,CAAC,GAAG,CAAC,OAAO,EAAE,EAAE,IAAI,+BAAc,EAAE,CAAC,
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1
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+
{"version":3,"file":"portfolio.test.js","sourceRoot":"","sources":["portfolio.test.ts"],"names":[],"mappings":";AAAA,SAAS;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;AAET,cAAc;AACd,yEAA0E;AAC1E,8CAAgD;AAChD,gDAAkD;AAElD,qBAAqB;AACrB,uDAAsD;AACtD,kFAAmF;AAEnF,uEAAsE;AAGtE,IAAI,CAAC,4EAA4E,EAAE;;;;;gBAC3E,QAAQ,GAAG,IAAI,CAAC,IAAI,CAAC,MAAM,EAAE,CAAC,WAAW,EAAE,CAAC;gBAC5C,GAAG,GAAG,EAAE,CAAC,aAAa,CAAC,GAAG,EAAE,CAAC;gBAE7B,gBAAgB,GAAG,IAAI,mCAAgB,EAAE,CAAC;gBAE1C,SAAS,GAAG,IAAI,6BAAc,EAAE,CAAC;gBACvC,SAAS,CAAC,cAAc,CAAC,WAAW,CAAC,CAAC;gBACtC,SAAS,CAAC,UAAU,CAAC,OAAO,CAAC,CAAC;gBAC9B,SAAS,CAAC,OAAO,CAAC,QAAQ,CAAC,CAAC;gBAC5B,SAAS,CAAC,gBAAgB,CAAC,gBAAgB,CAAC,CAAC;gBAC7C,SAAS,CAAC,OAAO,CAAC,GAAG,CAAC,OAAO,EAAE,CAAC,CAAC;gBAET,qBAAM,gBAAgB,CAAC,uBAAuB,CAAC,SAAS,CAAC,EAAA;;gBAA7E,iBAAiB,GAAG,SAAyD;gBACjF,MAAM,CAAC,iBAAiB,CAAC,aAAa,EAAE,CAAC,MAAM,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBAEG,qBAAM,gBAAgB,CAAC,eAAe,CAAC,SAAS,CAAC,EAAA;;gBAAzG,uBAAuB,GAAiC,SAAiD;gBAC7G,MAAM,CAAC,uBAAuB,CAAC,wBAAwB,EAAE,CAAC,MAAM,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBAEtD,qBAAM,gBAAgB,CAAC,eAAe,CAAC,GAAG,CAAC,OAAO,EAAE,EAAE,IAAI,+BAAc,EAAE,CAAC,eAAe,CAAC,qBAAU,CAAC,cAAc,EAAE,+BAA+B,CAAC,CAAC,EAAA;;gBAAvK,aAAa,GAAG,SAAuJ;gBAC3K,MAAM,CAAC,aAAa,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;gBAC5C,OAAO,CAAC,GAAG,CAAC,aAAa,CAAC,CAAC,CAAC,CAAC,gBAAgB,EAAE,CAAC,CAAC;;;;KAClD,EAAE,KAAK,CAAC,CAAC"}
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@@ -31,6 +31,7 @@ test('test creating a portfolio against the api.fintekkers.org portfolio service
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|
31
31
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var createPortfolioResponse: CreatePortfolioResponseProto = await portfolioService.createPortfolio(portfolio);
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|
32
32
|
expect(createPortfolioResponse.getPortfolioResponseList().length).toBe(1);
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|
33
33
|
|
|
34
|
-
var searchResults = await portfolioService.searchPortfolio(now.toProto(), new PositionFilter().
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|
34
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+
var searchResults = await portfolioService.searchPortfolio(now.toProto(), new PositionFilter().addEqualsFilter(FieldProto.PORTFOLIO_NAME, 'Federal Reserve SOMA Holdings'));
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|
35
35
|
expect(searchResults.length > 0).toBe(true);
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|
36
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+
console.log(searchResults[0].getPortfolioName());
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|
36
37
|
}, 30000);
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@@ -121,7 +121,7 @@ function testPosition() {
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|
121
121
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case 0:
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|
122
122
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now = datetime_1.ZonedDateTime.now();
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|
123
123
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portfolioService = new PortfolioService_1.PortfolioService();
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|
124
|
-
return [4 /*yield*/, portfolioService.searchPortfolio(now.toProto(), new positionfilter_1.PositionFilter().
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|
124
|
+
return [4 /*yield*/, portfolioService.searchPortfolio(now.toProto(), new positionfilter_1.PositionFilter().addEqualsFilter(field_pb_1.FieldProto.PORTFOLIO_NAME, 'Federal Reserve SOMA Holdings'))];
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|
125
125
|
case 1:
|
|
126
126
|
portfolios = _a.sent();
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|
127
127
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fedReservePortfolio = portfolios[0];
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@@ -1 +1 @@
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|
1
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-
{"version":3,"file":"position.test.js","sourceRoot":"","sources":["position.test.ts"],"names":[],"mappings":";AAAA,SAAS;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;AAET,8FAA+F;AAC/F,+EAAuG;AAEvG,6EAA8E;AAG9E,cAAc;AACd,yEAA0E;AAC1E,yFAAqF;AACrF,6FAA6F;AAC7F,wDAA4D;AAE5D,4EAA6D;AAC7D,iEAA6D;AAE7D,qBAAqB;AACrB,sFAAqF;AACrF,mFAAkF;AAClF,6GAA4G;AAC5G,uEAAsE;AAEtE,IAAI,CAAC,yEAAyE,EAAE;;;;oBAC/D,qBAAM,YAAY,EAAE,EAAA;;gBAA7B,MAAM,GAAG,SAAoB;gBACnC,MAAM,CAAC,MAAM,CAAC,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;;;;KAC3B,EAAE,KAAK,CAAC,CAAC;AAEV,SAAe,YAAY,CAAC,QAAuB,EACjD,SAAyB,EACzB,QAAwB,EACxB,aAAgC,EAChC,MAAoD,EACpD,kBAAuB,EAAE,KAA2B;IADpD,uBAAA,EAAA,UAAU,qBAAU,CAAC,SAAS,EAAE,qBAAU,CAAC,QAAQ,CAAC;IACpD,mCAAA,EAAA,uBAAuB;IAAE,sBAAA,EAAA,QAAQ,wBAAa,CAAC,GAAG,EAAE;;;;;;oBAC9C,OAAO,GAAG,EAAE,CAAC;oBAEnB,IAAI,QAAQ,KAAK,IAAI,IAAI,QAAQ,KAAK,SAAS,EAAE;wBACzC,QAAQ,GAAG,IAAI,+BAAe,EAAE,CAAC;wBACvC,QAAQ,CAAC,kBAAkB,CAAC,QAAQ,CAAC,aAAa,EAAE,CAAC,kBAAkB,EAAE,CAAC,CAAC;wBAC3E,QAAQ,CAAC,iBAAiB,CAAC,QAAQ,CAAC,aAAa,EAAE,CAAC,iBAAiB,EAAE,CAAC,CAAC;wBAEnE,kBAAkB,GAAG,IAAI,YAAG,EAAE,CAAC;wBACrC,kBAAkB,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC;wBAE5B,aAAa,GAAG,IAAI,gCAAa,EAAE,CAAC;wBAC1C,aAAa,CAAC,QAAQ,CAAC,qBAAU,CAAC,UAAU,CAAC,CAAC;wBAC9C,aAAa,CAAC,mBAAmB,CAAC,kBAAkB,CAAC,CAAC;wBAEtD,OAAO,CAAC,IAAI,CAAC,aAAa,CAAC,CAAC;qBAC7B;oBAED,IAAI,SAAS,KAAK,IAAI,IAAI,SAAS,KAAK,SAAS,EAAE;wBAC3C,aAAa,GAAG,IAAI,gCAAa,EAAE,CAAC;wBAC1C,aAAa,CAAC,QAAQ,CAAC,qBAAU,CAAC,cAAc,CAAC,CAAC;wBAClD,aAAa,CAAC,mBAAmB,CAAC,IAAA,yBAAI,EAAC,SAAS,CAAC,gBAAgB,EAAE,CAAC,CAAC,CAAC;wBAEtE,OAAO,CAAC,IAAI,CAAC,aAAa,CAAC,CAAC;qBAC7B;oBAED,IAAI,kBAAkB,KAAK,IAAI,IAAI,kBAAkB,CAAC,MAAM,GAAG,CAAC,EAAE;wBAChE,OAAO,CAAC,IAAI,OAAZ,OAAO,EAAS,kBAAkB,EAAE;qBACrC;oBAEK,aAAa,GAAG,IAAI,wCAAmB,EAAE,CAAC;oBAChD,aAAa,CAAC,cAAc,CAAC,OAAO,CAAC,CAAC;oBAEhC,WAAW,GAAG,KAAK,CAAC,OAAO,EAAE,CAAC;oBAE9B,OAAO,GAAG,IAAI,qDAAyB,EAAE,CAAC;oBAChD,OAAO,CAAC,eAAe,CAAC,aAAa,CAAC,CAAC;oBACvC,OAAO,CAAC,eAAe,CAAC,+BAAiB,CAAC,YAAY,CAAC,CAAC;oBACxD,OAAO,CAAC,aAAa,CAAC,MAAM,CAAC,CAAC;oBAC9B,OAAO,CAAC,eAAe,CAAC,QAAQ,CAAC,CAAC;oBAClC,OAAO,CAAC,eAAe,CAAC,aAAa,CAAC,CAAC;oBACvC,OAAO,CAAC,OAAO,CAAC,WAAW,CAAC,CAAC;oBAEzB,gBAAgB,GAAG,IAAI,iCAAe,EAAE,CAAC;oBAE3B,qBAAM,gBAAgB,CAAC,MAAM,CAAC,OAAO,CAAC,EAAA;;oBAAlD,SAAS,GAAG,SAAsC;oBAExD,sBAAO,SAAS,EAAC;;;;CAClB;AAED,SAAe,YAAY;;;;;;oBAEnB,GAAG,GAAG,wBAAa,CAAC,GAAG,EAAE,CAAC;oBAE1B,gBAAgB,GAAG,IAAI,mCAAgB,EAAE,CAAC;oBAE/B,qBAAM,gBAAgB,CAAC,eAAe,CACrD,GAAG,CAAC,OAAO,EAAE,EACb,IAAI,+BAAc,EAAE,CAAC,
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1
|
+
{"version":3,"file":"position.test.js","sourceRoot":"","sources":["position.test.ts"],"names":[],"mappings":";AAAA,SAAS;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;AAET,8FAA+F;AAC/F,+EAAuG;AAEvG,6EAA8E;AAG9E,cAAc;AACd,yEAA0E;AAC1E,yFAAqF;AACrF,6FAA6F;AAC7F,wDAA4D;AAE5D,4EAA6D;AAC7D,iEAA6D;AAE7D,qBAAqB;AACrB,sFAAqF;AACrF,mFAAkF;AAClF,6GAA4G;AAC5G,uEAAsE;AAEtE,IAAI,CAAC,yEAAyE,EAAE;;;;oBAC/D,qBAAM,YAAY,EAAE,EAAA;;gBAA7B,MAAM,GAAG,SAAoB;gBACnC,MAAM,CAAC,MAAM,CAAC,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;;;;KAC3B,EAAE,KAAK,CAAC,CAAC;AAEV,SAAe,YAAY,CAAC,QAAuB,EACjD,SAAyB,EACzB,QAAwB,EACxB,aAAgC,EAChC,MAAoD,EACpD,kBAAuB,EAAE,KAA2B;IADpD,uBAAA,EAAA,UAAU,qBAAU,CAAC,SAAS,EAAE,qBAAU,CAAC,QAAQ,CAAC;IACpD,mCAAA,EAAA,uBAAuB;IAAE,sBAAA,EAAA,QAAQ,wBAAa,CAAC,GAAG,EAAE;;;;;;oBAC9C,OAAO,GAAG,EAAE,CAAC;oBAEnB,IAAI,QAAQ,KAAK,IAAI,IAAI,QAAQ,KAAK,SAAS,EAAE;wBACzC,QAAQ,GAAG,IAAI,+BAAe,EAAE,CAAC;wBACvC,QAAQ,CAAC,kBAAkB,CAAC,QAAQ,CAAC,aAAa,EAAE,CAAC,kBAAkB,EAAE,CAAC,CAAC;wBAC3E,QAAQ,CAAC,iBAAiB,CAAC,QAAQ,CAAC,aAAa,EAAE,CAAC,iBAAiB,EAAE,CAAC,CAAC;wBAEnE,kBAAkB,GAAG,IAAI,YAAG,EAAE,CAAC;wBACrC,kBAAkB,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC;wBAE5B,aAAa,GAAG,IAAI,gCAAa,EAAE,CAAC;wBAC1C,aAAa,CAAC,QAAQ,CAAC,qBAAU,CAAC,UAAU,CAAC,CAAC;wBAC9C,aAAa,CAAC,mBAAmB,CAAC,kBAAkB,CAAC,CAAC;wBAEtD,OAAO,CAAC,IAAI,CAAC,aAAa,CAAC,CAAC;qBAC7B;oBAED,IAAI,SAAS,KAAK,IAAI,IAAI,SAAS,KAAK,SAAS,EAAE;wBAC3C,aAAa,GAAG,IAAI,gCAAa,EAAE,CAAC;wBAC1C,aAAa,CAAC,QAAQ,CAAC,qBAAU,CAAC,cAAc,CAAC,CAAC;wBAClD,aAAa,CAAC,mBAAmB,CAAC,IAAA,yBAAI,EAAC,SAAS,CAAC,gBAAgB,EAAE,CAAC,CAAC,CAAC;wBAEtE,OAAO,CAAC,IAAI,CAAC,aAAa,CAAC,CAAC;qBAC7B;oBAED,IAAI,kBAAkB,KAAK,IAAI,IAAI,kBAAkB,CAAC,MAAM,GAAG,CAAC,EAAE;wBAChE,OAAO,CAAC,IAAI,OAAZ,OAAO,EAAS,kBAAkB,EAAE;qBACrC;oBAEK,aAAa,GAAG,IAAI,wCAAmB,EAAE,CAAC;oBAChD,aAAa,CAAC,cAAc,CAAC,OAAO,CAAC,CAAC;oBAEhC,WAAW,GAAG,KAAK,CAAC,OAAO,EAAE,CAAC;oBAE9B,OAAO,GAAG,IAAI,qDAAyB,EAAE,CAAC;oBAChD,OAAO,CAAC,eAAe,CAAC,aAAa,CAAC,CAAC;oBACvC,OAAO,CAAC,eAAe,CAAC,+BAAiB,CAAC,YAAY,CAAC,CAAC;oBACxD,OAAO,CAAC,aAAa,CAAC,MAAM,CAAC,CAAC;oBAC9B,OAAO,CAAC,eAAe,CAAC,QAAQ,CAAC,CAAC;oBAClC,OAAO,CAAC,eAAe,CAAC,aAAa,CAAC,CAAC;oBACvC,OAAO,CAAC,OAAO,CAAC,WAAW,CAAC,CAAC;oBAEzB,gBAAgB,GAAG,IAAI,iCAAe,EAAE,CAAC;oBAE3B,qBAAM,gBAAgB,CAAC,MAAM,CAAC,OAAO,CAAC,EAAA;;oBAAlD,SAAS,GAAG,SAAsC;oBAExD,sBAAO,SAAS,EAAC;;;;CAClB;AAED,SAAe,YAAY;;;;;;oBAEnB,GAAG,GAAG,wBAAa,CAAC,GAAG,EAAE,CAAC;oBAE1B,gBAAgB,GAAG,IAAI,mCAAgB,EAAE,CAAC;oBAE/B,qBAAM,gBAAgB,CAAC,eAAe,CACrD,GAAG,CAAC,OAAO,EAAE,EACb,IAAI,+BAAc,EAAE,CAAC,eAAe,CAAC,qBAAU,CAAC,cAAc,EAAE,+BAA+B,CAAC,CAAC,EAAA;;oBAF/F,UAAU,GAAG,SAEkF;oBAC7F,mBAAmB,GAAG,UAAU,CAAC,CAAC,CAAC,CAAC;oBAE1B,qBAAM,YAAY,CAAC,IAAI,EAAE,mBAAmB,CAAC,KAAK,EAChE,CAAC,yBAAY,CAAC,iBAAiB,CAAC,EAChC,+BAAiB,CAAC,WAAW,EAC7B,CAAC,qBAAU,CAAC,cAAc,EAAE,qBAAU,CAAC,WAAW,CAAC,EAAE,EAAE,EAAE,GAAG,CAAC,EAAA;;oBAH3D,SAAS,GAAG,SAG+C;oBAG/D,IAAI,SAAS,EAAE;wBACb,OAAO,CAAC,GAAG,CAAC,SAAS,CAAC,MAAM,GAAG,qBAAqB,CAAC,CAAA;qBACtD;yBAAM;wBACL,OAAO,CAAC,GAAG,CAAC,oBAAoB,CAAC,CAAC;qBACnC;oBACD,sBAAO,IAAI,EAAC;;;;CACb"}
|
|
@@ -89,7 +89,7 @@ async function testPosition(): Promise<boolean> {
|
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|
89
89
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|
|
90
90
|
let portfolios = await portfolioService.searchPortfolio(
|
|
91
91
|
now.toProto(),
|
|
92
|
-
new PositionFilter().
|
|
92
|
+
new PositionFilter().addEqualsFilter(FieldProto.PORTFOLIO_NAME, 'Federal Reserve SOMA Holdings'));
|
|
93
93
|
const fedReservePortfolio = portfolios[0];
|
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94
|
|
|
95
95
|
let positions = await get_position(null, fedReservePortfolio.proto,
|
|
@@ -36,24 +36,47 @@ var __generator = (this && this.__generator) || function (thisArg, body) {
|
|
|
36
36
|
}
|
|
37
37
|
};
|
|
38
38
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
39
|
+
var assert = require("assert");
|
|
40
|
+
// Models
|
|
39
41
|
// Model Utils
|
|
40
42
|
var field_pb_1 = require("../../../fintekkers/models/position/field_pb");
|
|
41
43
|
var SecurityService_1 = require("./SecurityService");
|
|
42
44
|
var positionfilter_1 = require("../../models/position/positionfilter");
|
|
45
|
+
var serialization_1 = require("../../models/utils/serialization");
|
|
43
46
|
test('test the api.fintekkers.org security service by creating a maturity ladder for the US government', function () { return __awaiter(void 0, void 0, void 0, function () {
|
|
44
|
-
var securityService, positionFilter, securities;
|
|
47
|
+
var securityService, positionFilter, securities, results, index, security, issuanceList, issuance, postAuctionQuantity, id, result;
|
|
45
48
|
return __generator(this, function (_a) {
|
|
46
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|
switch (_a.label) {
|
|
47
50
|
case 0:
|
|
48
51
|
securityService = new SecurityService_1.SecurityService();
|
|
49
52
|
positionFilter = new positionfilter_1.PositionFilter();
|
|
50
|
-
positionFilter.
|
|
53
|
+
positionFilter.addEqualsFilter(field_pb_1.FieldProto.ASSET_CLASS, 'Fixed Income');
|
|
51
54
|
return [4 /*yield*/, securityService.searchSecurityAsOfNow(positionFilter)];
|
|
52
55
|
case 1:
|
|
53
56
|
securities = _a.sent();
|
|
54
|
-
|
|
57
|
+
assert(securities.length > 0);
|
|
58
|
+
results = [];
|
|
59
|
+
//Map results into list of maps -> Date, Amount
|
|
60
|
+
for (index in securities) {
|
|
61
|
+
security = securities[index];
|
|
62
|
+
issuanceList = security.proto.getIssuanceInfoList();
|
|
63
|
+
issuance = issuanceList && issuanceList.length > 0 ? issuanceList[0] : null;
|
|
64
|
+
if (issuance) {
|
|
65
|
+
postAuctionQuantity = serialization_1.ProtoSerializationUtil.deserialize(issuance.getPostAuctionOutstandingQuantity());
|
|
66
|
+
id = security.getSecurityID() ? security.getSecurityID().getIdentifierValue() : security.getID().toString();
|
|
67
|
+
result = {
|
|
68
|
+
'cusip': id,
|
|
69
|
+
'issueDate': security.getIssueDate(),
|
|
70
|
+
'outstandingAmount': postAuctionQuantity,
|
|
71
|
+
'maturityDate': security.getMaturityDate()
|
|
72
|
+
};
|
|
73
|
+
results.push(result);
|
|
74
|
+
}
|
|
75
|
+
}
|
|
76
|
+
console.log(results);
|
|
77
|
+
console.log("Done");
|
|
55
78
|
return [2 /*return*/];
|
|
56
79
|
}
|
|
57
80
|
});
|
|
58
|
-
}); },
|
|
81
|
+
}); }, 90000);
|
|
59
82
|
//# sourceMappingURL=security.maturityLadder.test.js.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"security.maturityLadder.test.js","sourceRoot":"","sources":["security.maturityLadder.test.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
|
|
1
|
+
{"version":3,"file":"security.maturityLadder.test.js","sourceRoot":"","sources":["security.maturityLadder.test.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;AAAA,+BAAkC;AAElC,SAAS;AAET,cAAc;AACd,yEAA0E;AAC1E,qDAAoD;AACpD,uEAAsE;AAGtE,kEAA0E;AAE1E,IAAI,CAAC,kGAAkG,EAAE;;;;;gBAE/F,eAAe,GAAG,IAAI,iCAAe,EAAE,CAAC;gBAExC,cAAc,GAAG,IAAI,+BAAc,EAAE,CAAC;gBAC5C,cAAc,CAAC,eAAe,CAAC,qBAAU,CAAC,WAAW,EAAE,cAAc,CAAC,CAAC;gBAGtD,qBAAM,eAAe,CAAC,qBAAqB,CAAC,cAAc,CAAC,EAAA;;gBAAxE,UAAU,GAAG,SAA2D;gBAE5E,MAAM,CAAC,UAAU,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC;gBAC1B,OAAO,GAAG,EAAE,CAAC;gBAEjB,+CAA+C;gBAC/C,KAAS,KAAK,IAAI,UAAU,EAAE;oBACtB,QAAQ,GAAa,UAAU,CAAC,KAAK,CAAC,CAAC;oBAEvC,YAAY,GAAG,QAAQ,CAAC,KAAK,CAAC,mBAAmB,EAAE,CAAC;oBACpD,QAAQ,GAAG,YAAY,IAAI,YAAY,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,CAAC,YAAY,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC;oBAEhF,IAAI,QAAQ,EAAE;wBACN,mBAAmB,GAAW,sCAAsB,CAAC,WAAW,CAAC,QAAQ,CAAC,iCAAiC,EAAE,CAAC,CAAC;wBAC/G,EAAE,GAAW,QAAQ,CAAC,aAAa,EAAE,CAAC,CAAC,CAAC,QAAQ,CAAC,aAAa,EAAE,CAAC,kBAAkB,EAAE,CAAC,CAAC,CAAC,QAAQ,CAAC,KAAK,EAAE,CAAC,QAAQ,EAAE,CAAC;wBAEpH,MAAM,GAAG;4BACT,OAAO,EAAE,EAAE;4BACX,WAAW,EAAE,QAAQ,CAAC,YAAY,EAAE;4BACpC,mBAAmB,EAAE,mBAAmB;4BACxC,cAAc,EAAE,QAAQ,CAAC,eAAe,EAAE;yBAC7C,CAAC;wBACF,OAAO,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC;qBACxB;iBACJ;gBAED,OAAO,CAAC,GAAG,CAAC,OAAO,CAAC,CAAC;gBACrB,OAAO,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC;;;;KAQvB,EAAE,KAAK,CAAC,CAAC"}
|
|
@@ -1,39 +1,57 @@
|
|
|
1
|
+
import assert = require('assert');
|
|
2
|
+
|
|
1
3
|
// Models
|
|
2
|
-
import { SecurityProto } from '../../../fintekkers/models/security/security_pb';
|
|
3
|
-
import { CouponFrequencyProto } from '../../../fintekkers/models/security/coupon_frequency_pb';
|
|
4
|
-
import { DecimalValueProto } from '../../../fintekkers/models/util/decimal_value_pb';
|
|
5
|
-
import { CouponTypeProto } from '../../../fintekkers/models/security/coupon_type_pb';
|
|
6
|
-
import { SecurityTypeProto } from '../../../fintekkers/models/security/security_type_pb';
|
|
7
|
-
import { LocalDateProto } from '../../../fintekkers/models/util/local_date_pb';
|
|
8
4
|
|
|
9
5
|
// Model Utils
|
|
10
6
|
import { FieldProto } from '../../../fintekkers/models/position/field_pb';
|
|
11
|
-
|
|
12
|
-
import * as uuid from '../../models/utils/uuid';
|
|
13
|
-
import * as dt from '../../models/utils/datetime';
|
|
14
|
-
|
|
15
|
-
import { CreateSecurityResponseProto } from '../../../fintekkers/requests/security/create_security_response_pb';
|
|
16
7
|
import { SecurityService } from './SecurityService';
|
|
17
8
|
import { PositionFilter } from '../../models/position/positionfilter';
|
|
9
|
+
import { PositionFilterOperator } from '../../../fintekkers/models/position/position_util_pb';
|
|
10
|
+
import Security from '../../models/security/security';
|
|
11
|
+
import { ProtoSerializationUtil } from '../../models/utils/serialization';
|
|
18
12
|
|
|
19
13
|
test('test the api.fintekkers.org security service by creating a maturity ladder for the US government', async () => {
|
|
20
|
-
//
|
|
21
|
-
|
|
14
|
+
//Get list of all securities from the US government, with a maturity data beyond today's date
|
|
22
15
|
const securityService = new SecurityService();
|
|
23
16
|
|
|
24
17
|
const positionFilter = new PositionFilter();
|
|
25
|
-
positionFilter.
|
|
26
|
-
|
|
18
|
+
positionFilter.addEqualsFilter(FieldProto.ASSET_CLASS, 'Fixed Income');
|
|
19
|
+
// positionFilter.addFilter(FieldProto.MATURITY_DATE, new Date(), PositionFilterOperator.MORE_THAN);
|
|
20
|
+
|
|
21
|
+
var securities = await securityService.searchSecurityAsOfNow(positionFilter);
|
|
22
|
+
|
|
23
|
+
assert(securities.length > 0);
|
|
24
|
+
let results = [];
|
|
25
|
+
|
|
26
|
+
//Map results into list of maps -> Date, Amount
|
|
27
|
+
for (let index in securities) {
|
|
28
|
+
let security: Security = securities[index];
|
|
29
|
+
|
|
30
|
+
let issuanceList = security.proto.getIssuanceInfoList();
|
|
31
|
+
let issuance = issuanceList && issuanceList.length > 0 ? issuanceList[0] : null;
|
|
32
|
+
|
|
33
|
+
if (issuance) {
|
|
34
|
+
let postAuctionQuantity: number = ProtoSerializationUtil.deserialize(issuance.getPostAuctionOutstandingQuantity());
|
|
35
|
+
let id: string = security.getSecurityID() ? security.getSecurityID().getIdentifierValue() : security.getID().toString();
|
|
27
36
|
|
|
37
|
+
let result = {
|
|
38
|
+
'cusip': id,
|
|
39
|
+
'issueDate': security.getIssueDate(),
|
|
40
|
+
'outstandingAmount': postAuctionQuantity,
|
|
41
|
+
'maturityDate': security.getMaturityDate()
|
|
42
|
+
};
|
|
43
|
+
results.push(result);
|
|
44
|
+
}
|
|
45
|
+
}
|
|
28
46
|
|
|
29
|
-
console.log(
|
|
47
|
+
console.log(results);
|
|
48
|
+
console.log("Done");
|
|
30
49
|
//TODO: Get oustanding amount of bond
|
|
31
50
|
|
|
32
51
|
|
|
33
|
-
//TODO: Map results into Map -> Date, Amount
|
|
34
52
|
|
|
35
53
|
|
|
36
54
|
//TODO: Loose end. Asset Class is a string. Maybe should be an 'extendible' enum
|
|
37
55
|
//TODO: Loose end. Security coupon rate, need to add validation logic so that coupon rate is a sensible number
|
|
38
|
-
},
|
|
56
|
+
}, 90000);
|
|
39
57
|
|
|
@@ -49,6 +49,8 @@ var uuid = require("../../models/utils/uuid");
|
|
|
49
49
|
var dt = require("../../models/utils/datetime");
|
|
50
50
|
var SecurityService_1 = require("./SecurityService");
|
|
51
51
|
var positionfilter_1 = require("../../models/position/positionfilter");
|
|
52
|
+
var issuance_pb_1 = require("../../../fintekkers/models/security/bond/issuance_pb");
|
|
53
|
+
var serialization_1 = require("../../models/utils/serialization");
|
|
52
54
|
test('test creating a security against the api.fintekkers.org security service', function () { return __awaiter(void 0, void 0, void 0, function () {
|
|
53
55
|
var isTrue;
|
|
54
56
|
return __generator(this, function (_a) {
|
|
@@ -63,7 +65,7 @@ test('test creating a security against the api.fintekkers.org security service',
|
|
|
63
65
|
}); }, 30000);
|
|
64
66
|
function testSecurity() {
|
|
65
67
|
return __awaiter(this, void 0, void 0, function () {
|
|
66
|
-
var id_proto, now, securityService, usd_security, security, faceValue, couponRate, issueDate, maturityDate, validationSummary, createSecurityResponse, searchResults;
|
|
68
|
+
var id_proto, now, securityService, usd_security, security, faceValue, couponRate, issueDate, maturityDate, issuance, validationSummary, createSecurityResponse, searchResults;
|
|
67
69
|
return __generator(this, function (_a) {
|
|
68
70
|
switch (_a.label) {
|
|
69
71
|
case 0:
|
|
@@ -71,7 +73,7 @@ function testSecurity() {
|
|
|
71
73
|
now = dt.ZonedDateTime.now();
|
|
72
74
|
securityService = new SecurityService_1.SecurityService();
|
|
73
75
|
return [4 /*yield*/, securityService
|
|
74
|
-
.searchSecurity(now.toProto(), new positionfilter_1.PositionFilter().
|
|
76
|
+
.searchSecurity(now.toProto(), new positionfilter_1.PositionFilter().addEqualsFilter(field_pb_1.FieldProto.ASSET_CLASS, 'Cash'))
|
|
75
77
|
.then(function (securities) {
|
|
76
78
|
return securities[0];
|
|
77
79
|
})];
|
|
@@ -106,6 +108,10 @@ function testSecurity() {
|
|
|
106
108
|
security.setMaturityDate(maturityDate);
|
|
107
109
|
security.setIssuerName('US Treasury');
|
|
108
110
|
security.setDescription('Dummy US Treasury 10Y Bond');
|
|
111
|
+
issuance = new issuance_pb_1.IssuanceProto();
|
|
112
|
+
issuance.setPostAuctionOutstandingQuantity(serialization_1.ProtoSerializationUtil.serialize(1000000.00));
|
|
113
|
+
issuance.setTotalAccepted(serialization_1.ProtoSerializationUtil.serialize(100000000.00));
|
|
114
|
+
security.addIssuanceInfo(issuance);
|
|
109
115
|
return [4 /*yield*/, securityService.validateCreateSecurity(security)];
|
|
110
116
|
case 2:
|
|
111
117
|
validationSummary = _a.sent();
|
|
@@ -114,7 +120,7 @@ function testSecurity() {
|
|
|
114
120
|
case 3:
|
|
115
121
|
createSecurityResponse = _a.sent();
|
|
116
122
|
expect(createSecurityResponse.getSecurityResponse()).toBeTruthy();
|
|
117
|
-
return [4 /*yield*/, securityService.searchSecurity(now.toProto(), new positionfilter_1.PositionFilter().
|
|
123
|
+
return [4 /*yield*/, securityService.searchSecurity(now.toProto(), new positionfilter_1.PositionFilter().addEqualsFilter(field_pb_1.FieldProto.ASSET_CLASS, 'Fixed Income'))];
|
|
118
124
|
case 4:
|
|
119
125
|
searchResults = _a.sent();
|
|
120
126
|
expect(searchResults.length).toBeGreaterThan(0);
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"security.test.js","sourceRoot":"","sources":["security.test.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;AAAA,SAAS;AACT,+EAAgF;AAChF,+FAA+F;AAC/F,qFAAqF;AACrF,qFAAqF;AACrF,yFAAyF;AACzF,+EAA+E;AAE/E,cAAc;AACd,yEAA0E;AAE1E,8CAAgD;AAChD,gDAAkD;AAGlD,qDAAoD;AACpD,uEAAsE;
|
|
1
|
+
{"version":3,"file":"security.test.js","sourceRoot":"","sources":["security.test.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;AAAA,SAAS;AACT,+EAAgF;AAChF,+FAA+F;AAC/F,qFAAqF;AACrF,qFAAqF;AACrF,yFAAyF;AACzF,+EAA+E;AAE/E,cAAc;AACd,yEAA0E;AAE1E,8CAAgD;AAChD,gDAAkD;AAGlD,qDAAoD;AACpD,uEAAsE;AACtE,oFAAqF;AACrF,kEAA0E;AAE1E,IAAI,CAAC,0EAA0E,EAAE;;;;oBAChE,qBAAM,YAAY,EAAE,EAAA;;gBAA7B,MAAM,GAAG,SAAoB;gBACnC,MAAM,CAAC,MAAM,CAAC,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;;;;KAC3B,EAAE,KAAK,CAAC,CAAC;AAEV,SAAe,YAAY;;;;;;oBACnB,QAAQ,GAAG,IAAI,CAAC,IAAI,CAAC,MAAM,EAAE,CAAC,WAAW,EAAE,CAAC;oBAC5C,GAAG,GAAG,EAAE,CAAC,aAAa,CAAC,GAAG,EAAE,CAAC;oBAE7B,eAAe,GAAG,IAAI,iCAAe,EAAE,CAAC;oBAE3B,qBAAM,eAAe;6BACrC,cAAc,CAAC,GAAG,CAAC,OAAO,EAAE,EAAE,IAAI,+BAAc,EAAE,CAAC,eAAe,CAAC,qBAAU,CAAC,WAAW,EAAE,MAAM,CAAC,CAAC;6BACnG,IAAI,CAAC,UAAC,UAAU;4BACf,OAAO,UAAU,CAAC,CAAC,CAAC,CAAC;wBACvB,CAAC,CAAC,EAAA;;oBAJA,YAAY,GAAG,SAIf;oBAEE,QAAQ,GAAG,IAAI,2BAAa,EAAE,CAAC;oBACrC,QAAQ,CAAC,cAAc,CAAC,UAAU,CAAC,CAAC;oBACpC,QAAQ,CAAC,UAAU,CAAC,OAAO,CAAC,CAAC;oBAC7B,QAAQ,CAAC,OAAO,CAAC,QAAQ,CAAC,CAAC;oBAC3B,QAAQ,CAAC,qBAAqB,CAAC,YAAY,CAAC,KAAK,CAAC,CAAC;oBACnD,QAAQ,CAAC,OAAO,CAAC,GAAG,CAAC,OAAO,EAAE,CAAC,CAAC;oBAChC,QAAQ,CAAC,aAAa,CAAC,aAAa,CAAC,CAAC;oBACtC,QAAQ,CAAC,kBAAkB,CAAC,0CAAoB,CAAC,YAAY,CAAC,CAAC;oBAC/D,QAAQ,CAAC,aAAa,CAAC,gCAAe,CAAC,KAAK,CAAC,CAAC;oBAC9C,QAAQ,CAAC,eAAe,CAAC,oCAAiB,CAAC,aAAa,CAAC,CAAC;oBAEpD,SAAS,GAAG,IAAI,oCAAiB,EAAE,CAAC;oBAC1C,SAAS,CAAC,0BAA0B,CAAC,SAAS,CAAC,CAAC;oBAChD,QAAQ,CAAC,YAAY,CAAC,SAAS,CAAC,CAAC;oBAE3B,UAAU,GAAG,IAAI,oCAAiB,EAAE,CAAC;oBAC3C,UAAU,CAAC,0BAA0B,CAAC,MAAM,CAAC,CAAC;oBAC9C,QAAQ,CAAC,aAAa,CAAC,UAAU,CAAC,CAAC,CAAC,+DAA+D;oBAE7F,SAAS,GAAG,IAAI,8BAAc,EAAE,CAAC;oBACvC,SAAS,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;oBACxB,SAAS,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC;oBACtB,SAAS,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC;oBACpB,QAAQ,CAAC,YAAY,CAAC,SAAS,CAAC,CAAC;oBACjC,QAAQ,CAAC,YAAY,CAAC,SAAS,CAAC,CAAC;oBAE3B,YAAY,GAAG,IAAI,8BAAc,EAAE,CAAC;oBAC1C,YAAY,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,CAAC,KAAK;oBACjC,YAAY,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC;oBACzB,YAAY,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC;oBACvB,QAAQ,CAAC,eAAe,CAAC,YAAY,CAAC,CAAC;oBAEvC,QAAQ,CAAC,aAAa,CAAC,aAAa,CAAC,CAAC;oBACtC,QAAQ,CAAC,cAAc,CAAC,4BAA4B,CAAC,CAAC;oBAEhD,QAAQ,GAAG,IAAI,2BAAa,EAAE,CAAC;oBACrC,QAAQ,CAAC,iCAAiC,CAAC,sCAAsB,CAAC,SAAS,CAAC,UAAU,CAAC,CAAC,CAAC;oBACzF,QAAQ,CAAC,gBAAgB,CAAC,sCAAsB,CAAC,SAAS,CAAC,YAAY,CAAC,CAAC,CAAC;oBAC1E,QAAQ,CAAC,eAAe,CAAC,QAAQ,CAAC,CAAC;oBAEX,qBAAM,eAAe,CAAC,sBAAsB,CAAC,QAAQ,CAAC,EAAA;;oBAA1E,iBAAiB,GAAG,SAAsD;oBAC9E,MAAM,CAAC,iBAAiB,CAAC,aAAa,EAAE,CAAC,MAAM,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;oBAEC,qBAAM,eAAe,CAAC,cAAc,CAAC,QAAQ,CAAC,EAAA;;oBAApG,sBAAsB,GAAgC,SAA8C;oBACxG,MAAM,CAAC,sBAAsB,CAAC,mBAAmB,EAAE,CAAC,CAAC,UAAU,EAAE,CAAC;oBAE9C,qBAAM,eAAe,CAAC,cAAc,CAAC,GAAG,CAAC,OAAO,EAAE,EAAE,IAAI,+BAAc,EAAE,CAAC,eAAe,CAAC,qBAAU,CAAC,WAAW,EAAE,cAAc,CAAC,CAAC,EAAA;;oBAAjJ,aAAa,GAAG,SAAiI;oBACrJ,MAAM,CAAC,aAAa,CAAC,MAAM,CAAC,CAAC,eAAe,CAAC,CAAC,CAAC,CAAC;oBAEhD,sBAAO,IAAI,EAAC;;;;CACb"}
|
|
@@ -15,6 +15,8 @@ import * as dt from '../../models/utils/datetime';
|
|
|
15
15
|
import { CreateSecurityResponseProto } from '../../../fintekkers/requests/security/create_security_response_pb';
|
|
16
16
|
import { SecurityService } from './SecurityService';
|
|
17
17
|
import { PositionFilter } from '../../models/position/positionfilter';
|
|
18
|
+
import { IssuanceProto } from '../../../fintekkers/models/security/bond/issuance_pb';
|
|
19
|
+
import { ProtoSerializationUtil } from '../../models/utils/serialization';
|
|
18
20
|
|
|
19
21
|
test('test creating a security against the api.fintekkers.org security service', async () => {
|
|
20
22
|
const isTrue = await testSecurity();
|
|
@@ -28,7 +30,7 @@ async function testSecurity(): Promise<boolean> {
|
|
|
28
30
|
const securityService = new SecurityService();
|
|
29
31
|
|
|
30
32
|
let usd_security = await securityService
|
|
31
|
-
.searchSecurity(now.toProto(), new PositionFilter().
|
|
33
|
+
.searchSecurity(now.toProto(), new PositionFilter().addEqualsFilter(FieldProto.ASSET_CLASS, 'Cash'))
|
|
32
34
|
.then((securities) => {
|
|
33
35
|
return securities[0];
|
|
34
36
|
});
|
|
@@ -68,13 +70,18 @@ async function testSecurity(): Promise<boolean> {
|
|
|
68
70
|
security.setIssuerName('US Treasury');
|
|
69
71
|
security.setDescription('Dummy US Treasury 10Y Bond');
|
|
70
72
|
|
|
73
|
+
const issuance = new IssuanceProto();
|
|
74
|
+
issuance.setPostAuctionOutstandingQuantity(ProtoSerializationUtil.serialize(1000000.00));
|
|
75
|
+
issuance.setTotalAccepted(ProtoSerializationUtil.serialize(100000000.00));
|
|
76
|
+
security.addIssuanceInfo(issuance);
|
|
77
|
+
|
|
71
78
|
var validationSummary = await securityService.validateCreateSecurity(security);
|
|
72
79
|
expect(validationSummary.getErrorsList().length).toBe(0);
|
|
73
80
|
|
|
74
81
|
var createSecurityResponse: CreateSecurityResponseProto = await securityService.createSecurity(security);
|
|
75
82
|
expect(createSecurityResponse.getSecurityResponse()).toBeTruthy();
|
|
76
83
|
|
|
77
|
-
var searchResults = await securityService.searchSecurity(now.toProto(), new PositionFilter().
|
|
84
|
+
var searchResults = await securityService.searchSecurity(now.toProto(), new PositionFilter().addEqualsFilter(FieldProto.ASSET_CLASS, 'Fixed Income'));
|
|
78
85
|
expect(searchResults.length).toBeGreaterThan(0);
|
|
79
86
|
|
|
80
87
|
return true;
|
|
@@ -77,7 +77,7 @@ function testTransaction() {
|
|
|
77
77
|
portfolioService = new PortfolioService_1.PortfolioService();
|
|
78
78
|
transactionService = new TransactionService_1.TransactionService();
|
|
79
79
|
positionFilter = new positionfilter_1.PositionFilter();
|
|
80
|
-
positionFilter.
|
|
80
|
+
positionFilter.addEqualsFilter(field_pb_1.FieldProto.ASSET_CLASS, 'Fixed Income');
|
|
81
81
|
console.time("searchSecurity");
|
|
82
82
|
return [4 /*yield*/, securityService
|
|
83
83
|
.searchSecurity(now.toProto(), positionFilter)
|
|
@@ -89,7 +89,7 @@ function testTransaction() {
|
|
|
89
89
|
console.timeEnd("searchSecurity");
|
|
90
90
|
security = fixedIncomeSecurities[0];
|
|
91
91
|
console.time("searchPortfolio");
|
|
92
|
-
return [4 /*yield*/, portfolioService.searchPortfolio(now.toProto(), new positionfilter_1.PositionFilter().
|
|
92
|
+
return [4 /*yield*/, portfolioService.searchPortfolio(now.toProto(), new positionfilter_1.PositionFilter().addEqualsFilter(field_pb_1.FieldProto.PORTFOLIO_NAME, 'TEST PORTFOLIO'))];
|
|
93
93
|
case 2:
|
|
94
94
|
portfolios = _a.sent();
|
|
95
95
|
console.timeEnd("searchPortfolio");
|
|
@@ -130,7 +130,7 @@ function testTransaction() {
|
|
|
130
130
|
console.log("Searching transaction");
|
|
131
131
|
console.time("searchTransaction");
|
|
132
132
|
transactionID = uuid.UUID.fromU8Array(transactionResponse.getUuid().getRawUuid_asU8());
|
|
133
|
-
positionFilter.
|
|
133
|
+
positionFilter.addEqualsFilter(field_pb_1.FieldProto.ID, transactionID);
|
|
134
134
|
return [4 /*yield*/, transactionService.searchTransaction(now.toProto(), positionFilter)];
|
|
135
135
|
case 4:
|
|
136
136
|
transactions = _a.sent();
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"transaction.test.js","sourceRoot":"","sources":["transaction.test.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;AAAA,SAAS;AACT,qFAAqF;AACrF,+EAA+E;AAE/E,cAAc;AACd,yEAA0E;AAE1E,8CAAgD;AAChD,gDAAkD;AAElD,uEAAsE;AACtE,kGAAkG;AAClG,wFAAyF;AACzF,sEAAuE;AACvE,0EAAyE;AACzE,2DAA0D;AAC1D,oEAA+D;AAG/D,+BAAkC;AAClC,uEAAsE;AAEtE,IAAI,CAAC,2DAA2D,EAAE;;;;oBACjD,qBAAM,eAAe,EAAE,EAAA;;gBAAhC,MAAM,GAAG,SAAuB;gBACtC,MAAM,CAAC,MAAM,CAAC,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;;;;KAC3B,EAAE,KAAK,CAAC,CAAC;AAEV,SAAe,eAAe;;;;;;oBACtB,QAAQ,GAAG,IAAI,CAAC,IAAI,CAAC,MAAM,EAAE,CAAC,WAAW,EAAE,CAAC;oBAC5C,GAAG,GAAG,EAAE,CAAC,aAAa,CAAC,GAAG,EAAE,CAAC;oBAC7B,KAAK,GAAG,IAAI,8BAAc,EAAE,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;oBAEjE,eAAe,GAAG,IAAI,iCAAe,EAAE,CAAC;oBACxC,gBAAgB,GAAG,IAAI,mCAAgB,EAAE,CAAC;oBAC1C,kBAAkB,GAAG,IAAI,uCAAkB,EAAE,CAAC;oBAE9C,cAAc,GAAG,IAAI,+BAAc,EAAE,CAAC;oBAC5C,cAAc,CAAC,
|
|
1
|
+
{"version":3,"file":"transaction.test.js","sourceRoot":"","sources":["transaction.test.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;AAAA,SAAS;AACT,qFAAqF;AACrF,+EAA+E;AAE/E,cAAc;AACd,yEAA0E;AAE1E,8CAAgD;AAChD,gDAAkD;AAElD,uEAAsE;AACtE,kGAAkG;AAClG,wFAAyF;AACzF,sEAAuE;AACvE,0EAAyE;AACzE,2DAA0D;AAC1D,oEAA+D;AAG/D,+BAAkC;AAClC,uEAAsE;AAEtE,IAAI,CAAC,2DAA2D,EAAE;;;;oBACjD,qBAAM,eAAe,EAAE,EAAA;;gBAAhC,MAAM,GAAG,SAAuB;gBACtC,MAAM,CAAC,MAAM,CAAC,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;;;;KAC3B,EAAE,KAAK,CAAC,CAAC;AAEV,SAAe,eAAe;;;;;;oBACtB,QAAQ,GAAG,IAAI,CAAC,IAAI,CAAC,MAAM,EAAE,CAAC,WAAW,EAAE,CAAC;oBAC5C,GAAG,GAAG,EAAE,CAAC,aAAa,CAAC,GAAG,EAAE,CAAC;oBAC7B,KAAK,GAAG,IAAI,8BAAc,EAAE,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;oBAEjE,eAAe,GAAG,IAAI,iCAAe,EAAE,CAAC;oBACxC,gBAAgB,GAAG,IAAI,mCAAgB,EAAE,CAAC;oBAC1C,kBAAkB,GAAG,IAAI,uCAAkB,EAAE,CAAC;oBAE9C,cAAc,GAAG,IAAI,+BAAc,EAAE,CAAC;oBAC5C,cAAc,CAAC,eAAe,CAAC,qBAAU,CAAC,WAAW,EAAE,cAAc,CAAC,CAAC;oBAEvE,OAAO,CAAC,IAAI,CAAC,gBAAgB,CAAC,CAAC;oBACH,qBAAM,eAAe;6BAC9C,cAAc,CAAC,GAAG,CAAC,OAAO,EAAE,EAAE,cAAc,CAAC;6BAC7C,IAAI,CAAC,UAAC,qBAAqB;4BAC1B,OAAO,qBAAqB,CAAC;wBAC/B,CAAC,CAAC,EAAA;;oBAJA,qBAAqB,GAAG,SAIxB;oBACJ,OAAO,CAAC,OAAO,CAAC,gBAAgB,CAAC,CAAC;oBAE9B,QAAQ,GAAG,qBAAqB,CAAC,CAAC,CAAC,CAAC;oBAExC,OAAO,CAAC,IAAI,CAAC,iBAAiB,CAAC,CAAC;oBACf,qBAAM,gBAAgB,CAAC,eAAe,CACrD,GAAG,CAAC,OAAO,EAAE,EACb,IAAI,+BAAc,EAAE,CAAC,eAAe,CAAC,qBAAU,CAAC,cAAc,EAAE,gBAAgB,CAAC,CAAC,EAAA;;oBAFhF,UAAU,GAAG,SAEmE;oBACpF,OAAO,CAAC,OAAO,CAAC,iBAAiB,CAAC,CAAC;oBAEnC,IAAI,UAAU,KAAK,SAAS,EAAE;wBAC5B,MAAM,IAAI,KAAK,CAAC,qBAAqB,CAAC,CAAC;qBACxC;oBAEK,SAAS,GAAG,UAAU,CAAC,CAAC,CAAC,CAAC;oBAEhC,IAAI,SAAS,CAAC,gBAAgB,EAAE,CAAC,QAAQ,CAAC,SAAS,CAAC,EAAE;wBACpD,MAAM,IAAI,KAAK,CAAC,oDAAoD,CAAC,CAAC;qBACvE;oBAEK,WAAW,GAAG,IAAI,iCAAgB,EAAE,CAAC;oBAC3C,WAAW,CAAC,cAAc,CAAC,aAAa,CAAC,CAAC;oBAC1C,WAAW,CAAC,UAAU,CAAC,OAAO,CAAC,CAAC;oBAChC,WAAW,CAAC,OAAO,CAAC,IAAI,CAAC,IAAI,CAAC,MAAM,EAAE,CAAC,WAAW,EAAE,CAAC,CAAC;oBACtD,WAAW,CAAC,OAAO,CAAC,GAAG,CAAC,OAAO,EAAE,CAAC,CAAC;oBACnC,WAAW,CAAC,YAAY,CAAC,KAAK,CAAC,CAAC;oBAChC,WAAW,CAAC,iBAAiB,CAAC,KAAK,CAAC,CAAC,CAAC,qBAAqB;oBAC3D,WAAW,CAAC,kBAAkB,CAAC,0CAAoB,CAAC,GAAG,CAAC,CAAC;oBACzD,WAAW,CAAC,QAAQ,CAClB,IAAI,qBAAU,EAAE;yBACb,cAAc,CAAC,OAAO,CAAC;yBACvB,OAAO,CAAC,GAAG,CAAC,OAAO,EAAE,CAAC;yBACtB,UAAU,CAAC,OAAO,CAAC;yBACnB,WAAW,CAAC,QAAQ,CAAC,KAAK,CAAC;yBAC3B,OAAO,CAAC,IAAI,CAAC,IAAI,CAAC,MAAM,EAAE,CAAC,WAAW,EAAE,CAAC;yBACzC,QAAQ,CAAC,IAAI,oCAAiB,EAAE,CAAC,0BAA0B,CAAC,QAAQ,CAAC,CAAC,CAC1E,CAAC;oBACF,WAAW,CAAC,WAAW,CAAC,IAAI,oCAAiB,EAAE,CAAC,0BAA0B,CAAC,UAAU,CAAC,CAAC,CAAC;oBACxF,WAAW,CAAC,YAAY,CAAC,SAAS,CAAC,KAAK,CAAC,CAAC;oBAC1C,WAAW,CAAC,WAAW,CAAC,QAAQ,CAAC,KAAK,CAAC,CAAC;oBAExC,4GAA4G;oBAC5G,oFAAoF;oBAGpF,OAAO,CAAC,IAAI,CAAC,mBAAmB,CAAC,CAAC;oBAC8B,qBAAM,kBAAkB,CAAC,iBAAiB,CAAC,IAAI,qBAAW,CAAC,WAAW,CAAC,CAAC,EAAA;;oBAApI,yBAAyB,GAAmC,SAAwE;oBAClI,mBAAmB,GAAG,yBAAyB,CAAC,sBAAsB,EAAE,CAAC;oBAC/E,MAAM,CAAC,mBAAmB,EAAE,+BAA+B,CAAC,CAAC;oBAE7D,OAAO,CAAC,OAAO,CAAC,mBAAmB,CAAC,CAAC;oBAErC,OAAO,CAAC,GAAG,CAAC,uBAAuB,CAAC,CAAC;oBAErC,OAAO,CAAC,IAAI,CAAC,mBAAmB,CAAC,CAAC;oBAE5B,aAAa,GAAG,IAAI,CAAC,IAAI,CAAC,WAAW,CAAC,mBAAmB,CAAC,OAAO,EAAE,CAAC,eAAe,EAAE,CAAC,CAAC;oBAC7F,cAAc,CAAC,eAAe,CAAC,qBAAU,CAAC,EAAE,EAAE,aAAa,CAAC,CAAC;oBACxC,qBAAM,kBAAkB,CAAC,iBAAiB,CAAC,GAAG,CAAC,OAAO,EAAE,EAAE,cAAc,CAAC,EAAA;;oBAAxF,YAAY,GAAG,SAAyE;oBAC9F,OAAO,CAAC,OAAO,CAAC,mBAAmB,CAAC,CAAC;oBAErC,IAAI,YAAY,KAAK,SAAS,EAAE;wBAC9B,OAAO,CAAC,GAAG,CAAC,uBAAuB,CAAC,CAAC;qBACtC;yBAAM;wBACL,OAAO,CAAC,GAAG,CAAC,YAAY,CAAC,MAAM,CAAC,CAAC;qBAClC;oBAED,sBAAO,IAAI,EAAC;;;;CACb"}
|
|
@@ -35,7 +35,7 @@ async function testTransaction(): Promise<boolean> {
|
|
|
35
35
|
const transactionService = new TransactionService();
|
|
36
36
|
|
|
37
37
|
const positionFilter = new PositionFilter();
|
|
38
|
-
positionFilter.
|
|
38
|
+
positionFilter.addEqualsFilter(FieldProto.ASSET_CLASS, 'Fixed Income');
|
|
39
39
|
|
|
40
40
|
console.time("searchSecurity");
|
|
41
41
|
let fixedIncomeSecurities = await securityService
|
|
@@ -50,7 +50,7 @@ async function testTransaction(): Promise<boolean> {
|
|
|
50
50
|
console.time("searchPortfolio");
|
|
51
51
|
let portfolios = await portfolioService.searchPortfolio(
|
|
52
52
|
now.toProto(),
|
|
53
|
-
new PositionFilter().
|
|
53
|
+
new PositionFilter().addEqualsFilter(FieldProto.PORTFOLIO_NAME, 'TEST PORTFOLIO'));
|
|
54
54
|
console.timeEnd("searchPortfolio");
|
|
55
55
|
|
|
56
56
|
if (portfolios === undefined) {
|
|
@@ -100,7 +100,7 @@ async function testTransaction(): Promise<boolean> {
|
|
|
100
100
|
console.time("searchTransaction");
|
|
101
101
|
|
|
102
102
|
const transactionID = uuid.UUID.fromU8Array(transactionResponse.getUuid().getRawUuid_asU8());
|
|
103
|
-
positionFilter.
|
|
103
|
+
positionFilter.addEqualsFilter(FieldProto.ID, transactionID);
|
|
104
104
|
const transactions = await transactionService.searchTransaction(now.toProto(), positionFilter);
|
|
105
105
|
console.timeEnd("searchTransaction");
|
|
106
106
|
|
package/package.json
CHANGED
|
@@ -38,10 +38,10 @@ export class IssuanceProto extends jspb.Message {
|
|
|
38
38
|
hasAuctionIssueDate(): boolean;
|
|
39
39
|
clearAuctionIssueDate(): IssuanceProto;
|
|
40
40
|
|
|
41
|
-
|
|
42
|
-
|
|
43
|
-
|
|
44
|
-
|
|
41
|
+
getPostAuctionOutstandingQuantity(): fintekkers_models_util_decimal_value_pb.DecimalValueProto | undefined;
|
|
42
|
+
setPostAuctionOutstandingQuantity(value?: fintekkers_models_util_decimal_value_pb.DecimalValueProto): IssuanceProto;
|
|
43
|
+
hasPostAuctionOutstandingQuantity(): boolean;
|
|
44
|
+
clearPostAuctionOutstandingQuantity(): IssuanceProto;
|
|
45
45
|
|
|
46
46
|
getAuctionOfferingAmount(): fintekkers_models_util_decimal_value_pb.DecimalValueProto | undefined;
|
|
47
47
|
setAuctionOfferingAmount(value?: fintekkers_models_util_decimal_value_pb.DecimalValueProto): IssuanceProto;
|
|
@@ -56,6 +56,16 @@ export class IssuanceProto extends jspb.Message {
|
|
|
56
56
|
hasPriceForSinglePriceAuction(): boolean;
|
|
57
57
|
clearPriceForSinglePriceAuction(): IssuanceProto;
|
|
58
58
|
|
|
59
|
+
getTotalAccepted(): fintekkers_models_util_decimal_value_pb.DecimalValueProto | undefined;
|
|
60
|
+
setTotalAccepted(value?: fintekkers_models_util_decimal_value_pb.DecimalValueProto): IssuanceProto;
|
|
61
|
+
hasTotalAccepted(): boolean;
|
|
62
|
+
clearTotalAccepted(): IssuanceProto;
|
|
63
|
+
|
|
64
|
+
getMatureSecurityAmount(): fintekkers_models_util_decimal_value_pb.DecimalValueProto | undefined;
|
|
65
|
+
setMatureSecurityAmount(value?: fintekkers_models_util_decimal_value_pb.DecimalValueProto): IssuanceProto;
|
|
66
|
+
hasMatureSecurityAmount(): boolean;
|
|
67
|
+
clearMatureSecurityAmount(): IssuanceProto;
|
|
68
|
+
|
|
59
69
|
serializeBinary(): Uint8Array;
|
|
60
70
|
toObject(includeInstance?: boolean): IssuanceProto.AsObject;
|
|
61
71
|
static toObject(includeInstance: boolean, msg: IssuanceProto): IssuanceProto.AsObject;
|
|
@@ -73,10 +83,12 @@ export namespace IssuanceProto {
|
|
|
73
83
|
validTo?: fintekkers_models_util_local_timestamp_pb.LocalTimestampProto.AsObject,
|
|
74
84
|
auctionAnnouncementDate?: fintekkers_models_util_local_date_pb.LocalDateProto.AsObject,
|
|
75
85
|
auctionIssueDate?: fintekkers_models_util_local_date_pb.LocalDateProto.AsObject,
|
|
76
|
-
|
|
86
|
+
postAuctionOutstandingQuantity?: fintekkers_models_util_decimal_value_pb.DecimalValueProto.AsObject,
|
|
77
87
|
auctionOfferingAmount?: fintekkers_models_util_decimal_value_pb.DecimalValueProto.AsObject,
|
|
78
88
|
auctionType: fintekkers_models_security_bond_auction_type_pb.AuctionTypeProto,
|
|
79
89
|
priceForSinglePriceAuction?: fintekkers_models_util_decimal_value_pb.DecimalValueProto.AsObject,
|
|
90
|
+
totalAccepted?: fintekkers_models_util_decimal_value_pb.DecimalValueProto.AsObject,
|
|
91
|
+
matureSecurityAmount?: fintekkers_models_util_decimal_value_pb.DecimalValueProto.AsObject,
|
|
80
92
|
}
|
|
81
93
|
}
|
|
82
94
|
|
|
@@ -84,10 +84,12 @@ proto.fintekkers.models.security.bond.IssuanceProto.toObject = function(includeI
|
|
|
84
84
|
validTo: (f = msg.getValidTo()) && fintekkers_models_util_local_timestamp_pb.LocalTimestampProto.toObject(includeInstance, f),
|
|
85
85
|
auctionAnnouncementDate: (f = msg.getAuctionAnnouncementDate()) && fintekkers_models_util_local_date_pb.LocalDateProto.toObject(includeInstance, f),
|
|
86
86
|
auctionIssueDate: (f = msg.getAuctionIssueDate()) && fintekkers_models_util_local_date_pb.LocalDateProto.toObject(includeInstance, f),
|
|
87
|
-
|
|
87
|
+
postAuctionOutstandingQuantity: (f = msg.getPostAuctionOutstandingQuantity()) && fintekkers_models_util_decimal_value_pb.DecimalValueProto.toObject(includeInstance, f),
|
|
88
88
|
auctionOfferingAmount: (f = msg.getAuctionOfferingAmount()) && fintekkers_models_util_decimal_value_pb.DecimalValueProto.toObject(includeInstance, f),
|
|
89
89
|
auctionType: jspb.Message.getFieldWithDefault(msg, 24, 0),
|
|
90
|
-
priceForSinglePriceAuction: (f = msg.getPriceForSinglePriceAuction()) && fintekkers_models_util_decimal_value_pb.DecimalValueProto.toObject(includeInstance, f)
|
|
90
|
+
priceForSinglePriceAuction: (f = msg.getPriceForSinglePriceAuction()) && fintekkers_models_util_decimal_value_pb.DecimalValueProto.toObject(includeInstance, f),
|
|
91
|
+
totalAccepted: (f = msg.getTotalAccepted()) && fintekkers_models_util_decimal_value_pb.DecimalValueProto.toObject(includeInstance, f),
|
|
92
|
+
matureSecurityAmount: (f = msg.getMatureSecurityAmount()) && fintekkers_models_util_decimal_value_pb.DecimalValueProto.toObject(includeInstance, f)
|
|
91
93
|
};
|
|
92
94
|
|
|
93
95
|
if (includeInstance) {
|
|
@@ -160,7 +162,7 @@ proto.fintekkers.models.security.bond.IssuanceProto.deserializeBinaryFromReader
|
|
|
160
162
|
case 22:
|
|
161
163
|
var value = new fintekkers_models_util_decimal_value_pb.DecimalValueProto;
|
|
162
164
|
reader.readMessage(value,fintekkers_models_util_decimal_value_pb.DecimalValueProto.deserializeBinaryFromReader);
|
|
163
|
-
msg.
|
|
165
|
+
msg.setPostAuctionOutstandingQuantity(value);
|
|
164
166
|
break;
|
|
165
167
|
case 23:
|
|
166
168
|
var value = new fintekkers_models_util_decimal_value_pb.DecimalValueProto;
|
|
@@ -176,6 +178,16 @@ proto.fintekkers.models.security.bond.IssuanceProto.deserializeBinaryFromReader
|
|
|
176
178
|
reader.readMessage(value,fintekkers_models_util_decimal_value_pb.DecimalValueProto.deserializeBinaryFromReader);
|
|
177
179
|
msg.setPriceForSinglePriceAuction(value);
|
|
178
180
|
break;
|
|
181
|
+
case 26:
|
|
182
|
+
var value = new fintekkers_models_util_decimal_value_pb.DecimalValueProto;
|
|
183
|
+
reader.readMessage(value,fintekkers_models_util_decimal_value_pb.DecimalValueProto.deserializeBinaryFromReader);
|
|
184
|
+
msg.setTotalAccepted(value);
|
|
185
|
+
break;
|
|
186
|
+
case 27:
|
|
187
|
+
var value = new fintekkers_models_util_decimal_value_pb.DecimalValueProto;
|
|
188
|
+
reader.readMessage(value,fintekkers_models_util_decimal_value_pb.DecimalValueProto.deserializeBinaryFromReader);
|
|
189
|
+
msg.setMatureSecurityAmount(value);
|
|
190
|
+
break;
|
|
179
191
|
default:
|
|
180
192
|
reader.skipField();
|
|
181
193
|
break;
|
|
@@ -259,7 +271,7 @@ proto.fintekkers.models.security.bond.IssuanceProto.serializeBinaryToWriter = fu
|
|
|
259
271
|
fintekkers_models_util_local_date_pb.LocalDateProto.serializeBinaryToWriter
|
|
260
272
|
);
|
|
261
273
|
}
|
|
262
|
-
f = message.
|
|
274
|
+
f = message.getPostAuctionOutstandingQuantity();
|
|
263
275
|
if (f != null) {
|
|
264
276
|
writer.writeMessage(
|
|
265
277
|
22,
|
|
@@ -290,6 +302,22 @@ proto.fintekkers.models.security.bond.IssuanceProto.serializeBinaryToWriter = fu
|
|
|
290
302
|
fintekkers_models_util_decimal_value_pb.DecimalValueProto.serializeBinaryToWriter
|
|
291
303
|
);
|
|
292
304
|
}
|
|
305
|
+
f = message.getTotalAccepted();
|
|
306
|
+
if (f != null) {
|
|
307
|
+
writer.writeMessage(
|
|
308
|
+
26,
|
|
309
|
+
f,
|
|
310
|
+
fintekkers_models_util_decimal_value_pb.DecimalValueProto.serializeBinaryToWriter
|
|
311
|
+
);
|
|
312
|
+
}
|
|
313
|
+
f = message.getMatureSecurityAmount();
|
|
314
|
+
if (f != null) {
|
|
315
|
+
writer.writeMessage(
|
|
316
|
+
27,
|
|
317
|
+
f,
|
|
318
|
+
fintekkers_models_util_decimal_value_pb.DecimalValueProto.serializeBinaryToWriter
|
|
319
|
+
);
|
|
320
|
+
}
|
|
293
321
|
};
|
|
294
322
|
|
|
295
323
|
|
|
@@ -515,10 +543,10 @@ proto.fintekkers.models.security.bond.IssuanceProto.prototype.hasAuctionIssueDat
|
|
|
515
543
|
|
|
516
544
|
|
|
517
545
|
/**
|
|
518
|
-
* optional fintekkers.models.util.DecimalValueProto
|
|
546
|
+
* optional fintekkers.models.util.DecimalValueProto post_auction_outstanding_quantity = 22;
|
|
519
547
|
* @return {?proto.fintekkers.models.util.DecimalValueProto}
|
|
520
548
|
*/
|
|
521
|
-
proto.fintekkers.models.security.bond.IssuanceProto.prototype.
|
|
549
|
+
proto.fintekkers.models.security.bond.IssuanceProto.prototype.getPostAuctionOutstandingQuantity = function() {
|
|
522
550
|
return /** @type{?proto.fintekkers.models.util.DecimalValueProto} */ (
|
|
523
551
|
jspb.Message.getWrapperField(this, fintekkers_models_util_decimal_value_pb.DecimalValueProto, 22));
|
|
524
552
|
};
|
|
@@ -528,7 +556,7 @@ proto.fintekkers.models.security.bond.IssuanceProto.prototype.getPreauctionOutst
|
|
|
528
556
|
* @param {?proto.fintekkers.models.util.DecimalValueProto|undefined} value
|
|
529
557
|
* @return {!proto.fintekkers.models.security.bond.IssuanceProto} returns this
|
|
530
558
|
*/
|
|
531
|
-
proto.fintekkers.models.security.bond.IssuanceProto.prototype.
|
|
559
|
+
proto.fintekkers.models.security.bond.IssuanceProto.prototype.setPostAuctionOutstandingQuantity = function(value) {
|
|
532
560
|
return jspb.Message.setWrapperField(this, 22, value);
|
|
533
561
|
};
|
|
534
562
|
|
|
@@ -537,8 +565,8 @@ proto.fintekkers.models.security.bond.IssuanceProto.prototype.setPreauctionOutst
|
|
|
537
565
|
* Clears the message field making it undefined.
|
|
538
566
|
* @return {!proto.fintekkers.models.security.bond.IssuanceProto} returns this
|
|
539
567
|
*/
|
|
540
|
-
proto.fintekkers.models.security.bond.IssuanceProto.prototype.
|
|
541
|
-
return this.
|
|
568
|
+
proto.fintekkers.models.security.bond.IssuanceProto.prototype.clearPostAuctionOutstandingQuantity = function() {
|
|
569
|
+
return this.setPostAuctionOutstandingQuantity(undefined);
|
|
542
570
|
};
|
|
543
571
|
|
|
544
572
|
|
|
@@ -546,7 +574,7 @@ proto.fintekkers.models.security.bond.IssuanceProto.prototype.clearPreauctionOut
|
|
|
546
574
|
* Returns whether this field is set.
|
|
547
575
|
* @return {boolean}
|
|
548
576
|
*/
|
|
549
|
-
proto.fintekkers.models.security.bond.IssuanceProto.prototype.
|
|
577
|
+
proto.fintekkers.models.security.bond.IssuanceProto.prototype.hasPostAuctionOutstandingQuantity = function() {
|
|
550
578
|
return jspb.Message.getField(this, 22) != null;
|
|
551
579
|
};
|
|
552
580
|
|
|
@@ -643,4 +671,78 @@ proto.fintekkers.models.security.bond.IssuanceProto.prototype.hasPriceForSingleP
|
|
|
643
671
|
};
|
|
644
672
|
|
|
645
673
|
|
|
674
|
+
/**
|
|
675
|
+
* optional fintekkers.models.util.DecimalValueProto total_accepted = 26;
|
|
676
|
+
* @return {?proto.fintekkers.models.util.DecimalValueProto}
|
|
677
|
+
*/
|
|
678
|
+
proto.fintekkers.models.security.bond.IssuanceProto.prototype.getTotalAccepted = function() {
|
|
679
|
+
return /** @type{?proto.fintekkers.models.util.DecimalValueProto} */ (
|
|
680
|
+
jspb.Message.getWrapperField(this, fintekkers_models_util_decimal_value_pb.DecimalValueProto, 26));
|
|
681
|
+
};
|
|
682
|
+
|
|
683
|
+
|
|
684
|
+
/**
|
|
685
|
+
* @param {?proto.fintekkers.models.util.DecimalValueProto|undefined} value
|
|
686
|
+
* @return {!proto.fintekkers.models.security.bond.IssuanceProto} returns this
|
|
687
|
+
*/
|
|
688
|
+
proto.fintekkers.models.security.bond.IssuanceProto.prototype.setTotalAccepted = function(value) {
|
|
689
|
+
return jspb.Message.setWrapperField(this, 26, value);
|
|
690
|
+
};
|
|
691
|
+
|
|
692
|
+
|
|
693
|
+
/**
|
|
694
|
+
* Clears the message field making it undefined.
|
|
695
|
+
* @return {!proto.fintekkers.models.security.bond.IssuanceProto} returns this
|
|
696
|
+
*/
|
|
697
|
+
proto.fintekkers.models.security.bond.IssuanceProto.prototype.clearTotalAccepted = function() {
|
|
698
|
+
return this.setTotalAccepted(undefined);
|
|
699
|
+
};
|
|
700
|
+
|
|
701
|
+
|
|
702
|
+
/**
|
|
703
|
+
* Returns whether this field is set.
|
|
704
|
+
* @return {boolean}
|
|
705
|
+
*/
|
|
706
|
+
proto.fintekkers.models.security.bond.IssuanceProto.prototype.hasTotalAccepted = function() {
|
|
707
|
+
return jspb.Message.getField(this, 26) != null;
|
|
708
|
+
};
|
|
709
|
+
|
|
710
|
+
|
|
711
|
+
/**
|
|
712
|
+
* optional fintekkers.models.util.DecimalValueProto mature_security_amount = 27;
|
|
713
|
+
* @return {?proto.fintekkers.models.util.DecimalValueProto}
|
|
714
|
+
*/
|
|
715
|
+
proto.fintekkers.models.security.bond.IssuanceProto.prototype.getMatureSecurityAmount = function() {
|
|
716
|
+
return /** @type{?proto.fintekkers.models.util.DecimalValueProto} */ (
|
|
717
|
+
jspb.Message.getWrapperField(this, fintekkers_models_util_decimal_value_pb.DecimalValueProto, 27));
|
|
718
|
+
};
|
|
719
|
+
|
|
720
|
+
|
|
721
|
+
/**
|
|
722
|
+
* @param {?proto.fintekkers.models.util.DecimalValueProto|undefined} value
|
|
723
|
+
* @return {!proto.fintekkers.models.security.bond.IssuanceProto} returns this
|
|
724
|
+
*/
|
|
725
|
+
proto.fintekkers.models.security.bond.IssuanceProto.prototype.setMatureSecurityAmount = function(value) {
|
|
726
|
+
return jspb.Message.setWrapperField(this, 27, value);
|
|
727
|
+
};
|
|
728
|
+
|
|
729
|
+
|
|
730
|
+
/**
|
|
731
|
+
* Clears the message field making it undefined.
|
|
732
|
+
* @return {!proto.fintekkers.models.security.bond.IssuanceProto} returns this
|
|
733
|
+
*/
|
|
734
|
+
proto.fintekkers.models.security.bond.IssuanceProto.prototype.clearMatureSecurityAmount = function() {
|
|
735
|
+
return this.setMatureSecurityAmount(undefined);
|
|
736
|
+
};
|
|
737
|
+
|
|
738
|
+
|
|
739
|
+
/**
|
|
740
|
+
* Returns whether this field is set.
|
|
741
|
+
* @return {boolean}
|
|
742
|
+
*/
|
|
743
|
+
proto.fintekkers.models.security.bond.IssuanceProto.prototype.hasMatureSecurityAmount = function() {
|
|
744
|
+
return jspb.Message.getField(this, 27) != null;
|
|
745
|
+
};
|
|
746
|
+
|
|
747
|
+
|
|
646
748
|
goog.object.extend(exports, proto.fintekkers.models.security.bond);
|