@sebspark/tradeinsight 4.0.3 → 5.0.0

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Files changed (9) hide show
  1. package/dist/index.d.mts +96 -44
  2. package/dist/index.d.mts.map +1 -1
  3. package/dist/index.mjs +113 -51
  4. package/dist/index.mjs.map +1 -1
  5. package/package.json +2 -7
  6. package/dist/index-v2.d.mts +0 -116
  7. package/dist/index-v2.d.mts.map +0 -1
  8. package/dist/index-v2.mjs +0 -123
  9. package/dist/index-v2.mjs.map +0 -1
package/dist/index.d.mts CHANGED
@@ -21,66 +21,118 @@ declare const CloudSchema: {
21
21
  avroDefinition: string;
22
22
  };
23
23
  //#endregion
24
- //#region src/instruments/createId.d.ts
25
- declare const createStockId: ({
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- isin,
27
- mic,
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- currency
29
- }: {
24
+ //#region src/instruments/types.d.ts
25
+ declare const types: {
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+ readonly BNE: "BNE";
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+ readonly BND: "BND";
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+ readonly DER: "DER";
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+ readonly ETF: "ETF";
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+ readonly ETP: "ETP";
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+ readonly FXS: "FXS";
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+ readonly FND: "FND";
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+ readonly IDX: "IDX";
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+ readonly STO: "STO";
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+ };
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+ type BondExchangeId = {
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+ type: (typeof types)['BNE'];
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  isin: string;
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- currency: string;
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  mic: string;
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- }) => string;
34
- /**
35
- * Create an ID for a FOREX instrument, i.e. a currency relationship.
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- * The structure matches a currency pair:
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- *
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- * Base currency / quote currency = Exchange rate
39
- *
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- * @see https://en.wikipedia.org/wiki/Currency_pair
41
- * @example
42
- * EUR/USD = 1.45
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- * This means a person would need 1.45 US dollars to purchase one Euro.
44
- */
45
- declare const createForexId: ({
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- quoteCurrency,
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- baseCurrency
48
- }: {
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- baseCurrency: string;
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- quoteCurrency: string;
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- }) => string;
52
- declare const createIndexId: ({
53
- ticker
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- }: {
40
+ currency: string;
41
+ };
42
+ type BondOTCId = {
43
+ type: (typeof types)['BND'];
44
+ isin: string;
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+ currency: string;
46
+ };
47
+ type DerivativeId = {
48
+ type: (typeof types)['DER'];
55
49
  ticker: string;
56
- }) => string;
57
- declare const createFundId: ({
58
- isin
59
- }: {
50
+ mic: string;
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+ currency: string;
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+ strike: string;
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+ expiry: string;
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+ };
55
+ type ETFId = {
56
+ type: (typeof types)['ETF'];
60
57
  isin: string;
61
- }) => string;
62
- //#endregion
63
- //#region src/instruments/parseId.d.ts
64
- type StockId = {
65
- type: 'STOCK';
58
+ mic: string;
59
+ currency: string;
60
+ };
61
+ type ETPId = {
62
+ type: (typeof types)['ETP'];
66
63
  isin: string;
67
64
  mic: string;
68
65
  currency: string;
69
66
  };
70
67
  type ForexId = {
71
- type: 'FOREX';
68
+ type: (typeof types)['FXS'];
72
69
  baseCurrency: string;
73
70
  quoteCurrency: string;
74
71
  };
72
+ type FundId = {
73
+ type: (typeof types)['FND'];
74
+ isin: string;
75
+ currency: string;
76
+ };
75
77
  type IndexId = {
76
- type: 'INDEX';
78
+ type: (typeof types)['IDX'];
77
79
  ticker: string;
80
+ currency: string;
78
81
  };
79
- type FundId = {
80
- type: 'FUND';
82
+ type StockId = {
83
+ type: (typeof types)['STO'];
81
84
  isin: string;
85
+ mic: string;
86
+ currency: string;
82
87
  };
83
- type TradeInsightId = StockId | ForexId | IndexId | FundId;
88
+ type TradeInsightId = BondExchangeId | BondOTCId | DerivativeId | ETFId | ETPId | ForexId | FundId | IndexId | StockId;
89
+ //#endregion
90
+ //#region src/instruments/createId.d.ts
91
+ declare const createBondExchangeId: ({
92
+ isin,
93
+ mic,
94
+ currency
95
+ }: Omit<BondExchangeId, "type">) => string;
96
+ declare const createBondOTCId: ({
97
+ isin,
98
+ currency
99
+ }: Omit<BondOTCId, "type">) => string;
100
+ declare const createDerivativeId: ({
101
+ ticker,
102
+ mic,
103
+ currency,
104
+ strike,
105
+ expiry
106
+ }: Omit<DerivativeId, "type">) => string;
107
+ declare const createETFId: ({
108
+ mic,
109
+ isin,
110
+ currency
111
+ }: Omit<ETFId, "type">) => string;
112
+ declare const createETPId: ({
113
+ mic,
114
+ isin,
115
+ currency
116
+ }: Omit<ETPId, "type">) => string;
117
+ declare const createFundId: ({
118
+ isin,
119
+ currency
120
+ }: Omit<FundId, "type">) => string;
121
+ declare const createIndexId: ({
122
+ ticker,
123
+ currency
124
+ }: Omit<IndexId, "type">) => string;
125
+ declare const createForexId: ({
126
+ quoteCurrency,
127
+ baseCurrency
128
+ }: Omit<ForexId, "type">) => string;
129
+ declare const createStockId: ({
130
+ isin,
131
+ mic,
132
+ currency
133
+ }: Omit<StockId, "type">) => string;
134
+ //#endregion
135
+ //#region src/instruments/parseId.d.ts
84
136
  declare const parseId: (id: string) => TradeInsightId;
85
137
  //#endregion
86
138
  //#region src/pubsub/main.d.ts
@@ -89,5 +141,5 @@ type TickersPubSubChannels = {
89
141
  [TickersTopic]: TickerMessage;
90
142
  };
91
143
  //#endregion
92
- export { CloudSchema, InstrumentPrice, Ticker, TickerMessage, TickersPubSubChannels, TickersTopic, createForexId, createFundId, createIndexId, createStockId, parseId };
144
+ export { BondExchangeId, BondOTCId, CloudSchema, DerivativeId, ETFId, ETPId, ForexId, FundId, IndexId, InstrumentPrice, StockId, Ticker, TickerMessage, TickersPubSubChannels, TickersTopic, TradeInsightId, createBondExchangeId, createBondOTCId, createDerivativeId, createETFId, createETPId, createForexId, createFundId, createIndexId, createStockId, parseId, types };
93
145
  //# sourceMappingURL=index.d.mts.map
package/dist/index.d.mts.map CHANGED
@@ -1 +1 @@
1
- {"version":3,"file":"index.d.mts","names":[],"sources":["../src/generated/tickerMessage.ts","../src/instruments/createId.ts","../src/instruments/parseId.ts","../src/pubsub/main.ts"],"sourcesContent":[],"mappings":";UAAiB,eAAA;EAAA,GAAA,EAAA,IAAA,GAAA,MAAe;EAOf,GAAA,EAAA,IAAM,GAAA,MAAA;EASN,IAAA,EAAA,IAAA,GAAA,MAAa;EAIjB,SAAA,EAAA,IAoFZ,GAAA,MAAA;;UAjGgB,MAAA;;ECPJ,GAAA,EAAA,MAAA;EAAiB,IAAA,EAAA,MAAA;EAAA,MAAA,EAAA,MAAA;EAAA,YAAA,EAAA,MAAA;EAAA,KAAA,EDarB,eCbqB;AAqB9B;AAQa,UDbI,aAAA,CCaa;EAGjB,OAAA,EDfF,MCgBmB,EAAA;;cDbjB;;EEpBR,cAAO,EAAA,MAAA;AAAA,CAAA;;;cDAC;;;;ADoBb;EApBiB,IAAA,EAAA,MAAA;EAOA,QAAA,EAAM,MAAA;EASN,GAAA,EAAA,MAAA;AAIjB,CAAA,EAAA,GAAa,MAAA;;;;ACpBb;;;;;AAqBA;AAQA;AAGA;cAXa;;;;;;MCrBR,MAAA;AAOA,cDsBQ,aCtBD,EAAA,CAAA;EAAA;AAMA,CANA,EAAA;EAMP,MAAA,EAAA,MAAO;AAAA,CAAA,EAAA,GAKP,MAAA;AAKA,cDSQ,YCTM,EAAA,CAAA;EAAA;CAAA,EAAA;EAAG,IAAA,EAAA,MAAA;CAAU,EAAA,GAAA,MAAA;;;KAvB3B,OAAA;EFAY,IAAA,EAAA,OAAA;EAOA,IAAA,EAAA,MAAM;EASN,GAAA,EAAA,MAAA;EAIJ,QAAA,EAAA,MAoFZ;;KEjGI,OAAA;;EDPQ,YAAA,EAAA,MAQyC;EARxB,aAAA,EAAA,MAAA;CAAA;KCazB,OAAA,GDbyB;EAAA,IAAA,EAAA,OAAA;EAqBjB,MAAA,EAAA,MAAA;AAQb,CAAA;AAGA,KCdK,MAAA,GDcQ;;;;KCTR,cAAA,GAAiB,OAvBV,GAuBoB,OAvBpB,GAuB8B,OAvB9B,GAuBwC,MAvBxC;AAOP,cAkBQ,OAlBD,EAAA,CAAA,EAAA,EAAA,MAAA,EAAA,GAkByB,cAlBzB;;;AFPK,cGEJ,YAAA,GHFmB,sBAAA;AAOf,KGJL,qBAAA,GHUH;EAGQ,CGZd,YAAA,CHYc,EGZC,aHaP;AAGX,CAAA"}
1
+ {"version":3,"file":"index.d.mts","names":[],"sources":["../src/generated/tickerMessage.ts","../src/instruments/types.ts","../src/instruments/createId.ts","../src/instruments/parseId.ts","../src/pubsub/main.ts"],"sourcesContent":[],"mappings":";UAAiB,eAAA;EAAA,GAAA,EAAA,IAAA,GAAA,MAAe;EAOf,GAAA,EAAA,IAAM,GAAA,MAAA;EASN,IAAA,EAAA,IAAA,GAAA,MAAa;EAIjB,SAAA,EAAA,IAoFZ,GAAA,MAAA;;UAjGgB,MAAA;;ECPJ,GAAA,EAAA,MAUH;EAEE,IAAA,EAAA,MAAA;EAOA,MAAA,EAAA,MAAS;EAMT,YAAA,EAAA,MAAY;EASZ,KAAA,EDrBH,eCsBO;AAMhB;AAOY,UDhCK,aAAA,CCiCD;EAKJ,OAAA,EDrCD,MCqCO,EAAA;AAMlB;AAMY,cD9CC,WC+CQ,EAAA;EAMT,QAAA,EAAA,MAAA;EACR,cAAA,EAAA,MAAA;CACA;;;cA3ES;EDAI,SAAA,GAAA,EAAA,KAAe;EAOf,SAAM,GAAA,EAAA,KAAA;EASN,SAAA,GAAA,EAAA,KAAa;EAIjB,SAAA,GAAA,EAoFZ,KAAA;;;;ECxGY,SAUH,GAAA,EAAA,KAAA;EAEE,SAAA,GAAA,EAAA,KAAc;AAO1B,CAAA;AAMY,KAbA,cAAA,GAaY;EASZ,IAAA,EAAA,CAAA,OArBI,KAqBC,CACD,CAAA,KAAK,CAAA;EAMT,IAAA,EAAA,MAAK;EAOL,GAAA,EAAA,MAAO;EAMP,QAAA,EAAM,MAAA;AAMlB,CAAA;AAMY,KA/CA,SAAA,GA+CO;EAOP,IAAA,EAAA,CAAA,OArDI,KAqDU,CAAA,CAAA,KAAA,CAAA;EACtB,IAAA,EAAA,MAAA;EACA,QAAA,EAAA,MAAA;CACA;AACA,KApDQ,YAAA,GAoDR;EACA,IAAA,EAAA,CAAA,OApDY,KAoDZ,CAAA,CAAA,KAAA,CAAA;EACA,MAAA,EAAA,MAAA;EACA,GAAA,EAAA,MAAA;EACA,QAAA,EAAA,MAAA;EACA,MAAA,EAAA,MAAA;EAAO,MAAA,EAAA,MAAA;;KAhDC,KAAA;gBACI;ECtBH,IAAA,EAAA,MAAA;EAAwB,GAAA,EAAA,MAAA;EAAA,QAAA,EAAA,MAAA;CAAA;AAI7B,KDwBI,KAAA,GCxBJ;EAAL,IAAA,EAAA,CAAA,ODyBa,KCzBb,CAAA,CAAA,KAAA,CAAA;EAAI,IAAA,EAAA,MAAA;EAGM,GAAA,EAAA,MAAA;EAAmB,QAAA,EAAA,MAAA;CAAA;AAAyB,KD4B7C,OAAA,GC5B6C;EAAL,IAAA,EAAA,CAAA,OD6BpC,KC7BoC,CAAA,CAAA,KAAA,CAAA;EAAI,YAAA,EAAA,MAAA;EAG3C,aAAA,EAAA,MAOkE;CAP5C;AAAA,KD+BvB,MAAA,GC/BuB;EAAA,IAAA,EAAA,CAAA,ODgCnB,KChCmB,CAAA,CAAA,KAAA,CAAA;EAAA,IAAA,EAAA,MAAA;EAAA,QAAA,EAAA,MAAA;CAM3B;AAAL,KD+BS,OAAA,GC/BT;EAAI,IAAA,EAAA,CAAA,ODgCS,KChCT,CAAA,CAAA,KAAA,CAAA;EAGM,MAAA,EAAA,MAC4C;EAD7B,QAAA,EAAA,MAAA;CAAA;AAAA,KDkChB,OAAA,GClCgB;EAA8B,IAAA,EAAA,CAAA,ODmC1C,KCnC0C,CAAA,CAAA,KAAA,CAAA;EAAL,IAAA,EAAA,MAAA;EAAI,GAAA,EAAA,MAAA;EAG5C,QAAA,EAAA,MAC4C;CAD7B;AAAA,KDsChB,cAAA,GACR,cCvCwB,GDwCxB,SCxCwB,GDyCxB,YCzCwB,GD0CxB,KC1CwB,GD2CxB,KC3CwB,GD4CxB,OC5CwB,GD6CxB,MC7CwB,GD8CxB,OC9CwB,GD+CxB,OC/CwB;;;AFnCX,cEaJ,oBFbmB,EAAA,CAAA;EAAA,IAAA;EAAA,GAAA;EAAA;AAAA,CAAA,EEiB7B,IFjB6B,CEiBxB,cFjBwB,EAAA,MAAA,CAAA,EAAA,GAAA,MAAA;AAOf,cEaJ,eFPJ,EAAA,CAAA;EAAe,IAAA;EAAA;AAAA,CAAA,EEO4B,IFP5B,CEOiC,SFPjC,EAAA,MAAA,CAAA,EAAA,GAAA,MAAA;AAGP,cEOJ,kBFNI,EAAA,CAAA;EAAA,MAAA;EAAA,GAAA;EAAA,QAAA;EAAA,MAAA;EAAA;AAAA,CAAA,EEYd,IFZc,CEYT,YFZS,EAAA,MAAA,CAAA,EAAA,GAAA,MAAA;AAGJ,cEYA,WFwEZ,EAAA,CAAA;EAAA,GAAA;EAAA,IAAA;EAAA;AAAA,CAAA,EExEoD,IFwEpD,CExEyD,KFwEzD,EAAA,MAAA,CAAA,EAAA,GAAA,MAAA;cErEY;;;;GAAwC,KAAK;cAG7C;;;GAAoC,KAAK;cAGzC;;;GAAuC,KAAK;ADzC5C,cC4CA,aDlCH,EAAA,CAAA;EAAA,aAAA;EAAA;AAAA,CAAA,ECqCP,IDrCO,CCqCF,ODrCE,EAAA,MAAA,CAAA,EAAA,GAAA,MAAA;AAEE,cCsCC,aDrCG,EAAA,CAAA;EAAK,IAAA;EAAA,GAAA;EAAA;AAAA,CAAA,ECqCkC,IDrClC,CCqCuC,ODrCvC,EAAA,MAAA,CAAA,EAAA,GAAA,MAAA;;;ADbJ,cGcJ,OHdmB,EAAA,CAAA,EAAA,EAAA,MAAA,EAAA,GGcK,cHdL;;;AAAf,cIEJ,YAAA,GJFmB,sBAAA;AAOf,KIJL,qBAAA,GJUH;EAGQ,CIZd,YAAA,CJYc,EIZC,aJaP;AAGX,CAAA"}
package/dist/index.mjs CHANGED
@@ -84,63 +84,125 @@ const CloudSchema = {
84
84
  `
85
85
  };
86
86
 
87
+ //#endregion
88
+ //#region src/instruments/types.ts
89
+ const types = {
90
+ BNE: "BNE",
91
+ BND: "BND",
92
+ DER: "DER",
93
+ ETF: "ETF",
94
+ ETP: "ETP",
95
+ FXS: "FXS",
96
+ FND: "FND",
97
+ IDX: "IDX",
98
+ STO: "STO"
99
+ };
100
+
87
101
  //#endregion
88
102
  //#region src/instruments/createId.ts
89
- const createStockId = ({ isin, mic, currency }) => `STOCK-${isin}_${mic}_${currency}`.toUpperCase();
90
- /**
91
- * Create an ID for a FOREX instrument, i.e. a currency relationship.
92
- * The structure matches a currency pair:
93
- *
94
- * Base currency / quote currency = Exchange rate
95
- *
96
- * @see https://en.wikipedia.org/wiki/Currency_pair
97
- * @example
98
- * EUR/USD = 1.45
99
- * This means a person would need 1.45 US dollars to purchase one Euro.
100
- */
101
- const createForexId = ({ quoteCurrency, baseCurrency }) => `FOREX-${baseCurrency}_${quoteCurrency}`.toUpperCase();
102
- const createIndexId = ({ ticker }) => `INDEX-${ticker}`.toUpperCase();
103
- const createFundId = ({ isin }) => `FUND-${isin}`.toUpperCase();
103
+ const createBondExchangeId = ({ isin, mic, currency }) => `${types.BNE}_${isin}_${mic}_${currency}`.toUpperCase();
104
+ const createBondOTCId = ({ isin, currency }) => `${types.BND}_${isin}_${currency}`.toUpperCase();
105
+ const createDerivativeId = ({ ticker, mic, currency, strike, expiry }) => `${types.DER}_${ticker}_${mic}_${currency}_${strike}_${expiry}`.toUpperCase();
106
+ const createETFId = ({ mic, isin, currency }) => `${types.ETF}_${isin}_${mic}_${currency}`.toUpperCase();
107
+ const createETPId = ({ mic, isin, currency }) => `${types.ETP}_${isin}_${mic}_${currency}`.toUpperCase();
108
+ const createFundId = ({ isin, currency }) => `${types.FND}_${isin}_${currency}`.toUpperCase();
109
+ const createIndexId = ({ ticker, currency }) => `${types.IDX}_${ticker}_${currency}`.toUpperCase();
110
+ const createForexId = ({ quoteCurrency, baseCurrency }) => `${types.FXS}_${baseCurrency}_${quoteCurrency}`.toUpperCase();
111
+ const createStockId = ({ isin, mic, currency }) => `${types.STO}_${isin}_${mic}_${currency}`.toUpperCase();
104
112
 
105
113
  //#endregion
106
114
  //#region src/instruments/parseId.ts
107
115
  const parseId = (id) => {
108
- const [type, ...rest] = id.split("-");
109
- const [first, second, third] = rest.join().split("_");
110
- if (type === "STOCK") {
111
- if (!second) throw new Error("Missing MIC");
112
- if (!third) throw new Error("Missing currency");
113
- return {
114
- type,
115
- isin: first,
116
- mic: second,
117
- currency: third
118
- };
119
- }
120
- if (type === "FOREX") {
121
- if (!first) throw new Error("Missing baseCurrency");
122
- if (!second) throw new Error("Missing quoteCurrency");
123
- return {
124
- type,
125
- baseCurrency: first,
126
- quoteCurrency: second
127
- };
128
- }
129
- if (type === "INDEX") {
130
- if (!first) throw new Error("Missing ticker");
131
- return {
132
- type,
133
- ticker: first
134
- };
135
- }
136
- if (type === "FUND") {
137
- if (!first) throw new Error("Missing isin");
138
- return {
139
- type,
140
- isin: first
141
- };
116
+ const [initial, first, second, third, fourth, fifth] = id.split("_");
117
+ switch (initial) {
118
+ case "BNE":
119
+ if (!first) throw new Error("Missing isin");
120
+ if (!second) throw new Error("Missing mic");
121
+ if (!third) throw new Error("Missing currency");
122
+ return {
123
+ type: "BNE",
124
+ isin: first,
125
+ mic: second,
126
+ currency: third
127
+ };
128
+ case "BND":
129
+ if (!first) throw new Error("Missing isin");
130
+ if (!second) throw new Error("Missing currency");
131
+ return {
132
+ type: "BND",
133
+ isin: first,
134
+ currency: second
135
+ };
136
+ case "DER":
137
+ if (!first) throw new Error("Missing ticker");
138
+ if (!second) throw new Error("Missing mic");
139
+ if (!third) throw new Error("Missing currency");
140
+ if (!fourth) throw new Error("Missing strike");
141
+ if (!fifth) throw new Error("Missing expiry");
142
+ return {
143
+ type: "DER",
144
+ ticker: first,
145
+ mic: second,
146
+ currency: third,
147
+ strike: fourth,
148
+ expiry: fifth
149
+ };
150
+ case "ETF":
151
+ if (!first) throw new Error("Missing isin");
152
+ if (!second) throw new Error("Missing mic");
153
+ if (!third) throw new Error("Missing currency");
154
+ return {
155
+ type: "ETF",
156
+ isin: first,
157
+ mic: second,
158
+ currency: third
159
+ };
160
+ case "ETP":
161
+ if (!first) throw new Error("Missing isin");
162
+ if (!second) throw new Error("Missing mic");
163
+ if (!third) throw new Error("Missing currency");
164
+ return {
165
+ type: "ETP",
166
+ isin: first,
167
+ mic: second,
168
+ currency: third
169
+ };
170
+ case "FXS":
171
+ if (!first) throw new Error("Missing baseCurrency");
172
+ if (!second) throw new Error("Missing quoteCurrency");
173
+ return {
174
+ type: "FXS",
175
+ baseCurrency: first,
176
+ quoteCurrency: second
177
+ };
178
+ case "FND":
179
+ if (!first) throw new Error("Missing isin");
180
+ if (!second) throw new Error("Missing currency");
181
+ return {
182
+ type: "FND",
183
+ isin: first,
184
+ currency: second
185
+ };
186
+ case "IDX":
187
+ if (!first) throw new Error("Missing ticker");
188
+ if (!second) throw new Error("Missing currency");
189
+ return {
190
+ type: "IDX",
191
+ ticker: first,
192
+ currency: second
193
+ };
194
+ case "STO":
195
+ if (!first) throw new Error("Missing isin");
196
+ if (!second) throw new Error("Missing mic");
197
+ if (!third) throw new Error("Missing currency");
198
+ return {
199
+ type: "STO",
200
+ isin: first,
201
+ mic: second,
202
+ currency: third
203
+ };
204
+ default: throw new Error("Invalid type");
142
205
  }
143
- throw new Error("Invalid type");
144
206
  };
145
207
 
146
208
  //#endregion
@@ -148,5 +210,5 @@ const parseId = (id) => {
148
210
  const TickersTopic = "tradeinsight.tickers";
149
211
 
150
212
  //#endregion
151
- export { CloudSchema, TickersTopic, createForexId, createFundId, createIndexId, createStockId, parseId };
213
+ export { CloudSchema, TickersTopic, createBondExchangeId, createBondOTCId, createDerivativeId, createETFId, createETPId, createForexId, createFundId, createIndexId, createStockId, parseId, types };
152
214
  //# sourceMappingURL=index.mjs.map
package/dist/index.mjs.map CHANGED
@@ -1 +1 @@
1
- {"version":3,"file":"index.mjs","names":[],"sources":["../src/generated/tickerMessage.ts","../src/instruments/createId.ts","../src/instruments/parseId.ts","../src/pubsub/main.ts"],"sourcesContent":["export interface InstrumentPrice {\n ask: null | number\n bid: null | number\n last: null | number\n lastInSek: null | number\n}\n\nexport interface Ticker {\n id: string\n mic: string\n isin: string\n ticker: string\n currencyCode: string\n price: InstrumentPrice\n}\n\nexport interface TickerMessage {\n tickers: Ticker[]\n}\n\nexport const CloudSchema = {\n schemaId: 'ticker-v1',\n\n avroDefinition: `{\n \"type\": \"record\",\n \"name\": \"TickerMessage\",\n \"namespace\": \"com.financial.api\",\n \"doc\": \"Real-time update containing the latest pricing details of financial instruments.\",\n \"fields\": [\n {\n \"name\": \"tickers\",\n \"type\": {\n \"type\": \"array\",\n \"items\": {\n \"type\": \"record\",\n \"name\": \"Ticker\",\n \"doc\": \"A real-time update containing the latest pricing details of a financial instrument.\",\n \"fields\": [\n {\n \"name\": \"id\",\n \"type\": \"string\",\n \"doc\": \"Unique identifier of the instrument. Consists of type followed by the least common denominators making it unique. Example: STOCK-SE0000148884;XSTO;SEK\"\n },\n {\n \"name\": \"mic\",\n \"type\": \"string\",\n \"doc\": \"The Market Identifier Code (MIC), specifying the financial market where the instrument is listed.\"\n },\n {\n \"name\": \"isin\",\n \"type\": \"string\",\n \"doc\": \"International Securities Identification Number (ISIN) uniquely identifying the financial instrument.\"\n },\n {\n \"name\": \"ticker\",\n \"type\": \"string\",\n \"doc\": \"The stock market symbol or abbreviation used to identify the financial instrument on the exchange.\"\n },\n {\n \"name\": \"currencyCode\",\n \"type\": \"string\",\n \"doc\": \"The code representing the currency in which the instrument's price is denominated.\"\n },\n {\n \"name\": \"price\",\n \"type\": {\n \"type\": \"record\",\n \"name\": \"InstrumentPrice\",\n \"doc\": \"A representation of the current pricing details for a financial instrument.\",\n \"fields\": [\n {\n \"name\": \"ask\",\n \"type\": [\"null\", \"double\"],\n \"doc\": \"The current ask price. If no ask price is available, this can be null.\",\n \"default\": null\n },\n {\n \"name\": \"bid\",\n \"type\": [\"null\", \"double\"],\n \"doc\": \"The current bid price. If no bid price is available, this can be null.\",\n \"default\": null\n },\n {\n \"name\": \"last\",\n \"type\": [\"null\", \"double\"],\n \"doc\": \"The last traded price. If there hasn't been any recent trade, this can be null.\",\n \"default\": null\n },\n {\n \"name\": \"lastInSek\",\n \"type\": [\"null\", \"double\"],\n \"doc\": \"The last traded price in SEK. If there hasn't been any recent trade, this can be null.\",\n \"default\": null\n }\n ]\n }\n }\n ]\n }\n }\n }\n ]\n}\n`,\n}\n","export const createStockId = ({\n isin,\n mic,\n currency,\n}: {\n isin: string\n currency: string\n mic: string\n}) => `STOCK-${isin}_${mic}_${currency}`.toUpperCase()\n\n/**\n * Create an ID for a FOREX instrument, i.e. a currency relationship.\n * The structure matches a currency pair:\n *\n * Base currency / quote currency = Exchange rate\n *\n * @see https://en.wikipedia.org/wiki/Currency_pair\n * @example\n * EUR/USD = 1.45\n * This means a person would need 1.45 US dollars to purchase one Euro.\n */\nexport const createForexId = ({\n quoteCurrency,\n baseCurrency,\n}: {\n baseCurrency: string\n quoteCurrency: string\n}) => `FOREX-${baseCurrency}_${quoteCurrency}`.toUpperCase()\n\nexport const createIndexId = ({ ticker }: { ticker: string }) =>\n `INDEX-${ticker}`.toUpperCase()\n\nexport const createFundId = ({ isin }: { isin: string }) =>\n `FUND-${isin}`.toUpperCase()\n","type StockId = {\n type: 'STOCK'\n isin: string\n mic: string\n currency: string\n}\n\ntype ForexId = {\n type: 'FOREX'\n baseCurrency: string\n quoteCurrency: string\n}\n\ntype IndexId = {\n type: 'INDEX'\n ticker: string\n}\n\ntype FundId = {\n type: 'FUND'\n isin: string\n}\n\ntype TradeInsightId = StockId | ForexId | IndexId | FundId\n\nexport const parseId = (id: string): TradeInsightId => {\n const [type, ...rest] = id.split('-')\n const [first, second, third] = rest.join().split('_')\n\n if (type === 'STOCK') {\n if (!second) {\n throw new Error('Missing MIC')\n }\n\n if (!third) {\n throw new Error('Missing currency')\n }\n\n return {\n type,\n isin: first,\n mic: second,\n currency: third,\n }\n }\n\n if (type === 'FOREX') {\n if (!first) {\n throw new Error('Missing baseCurrency')\n }\n\n if (!second) {\n throw new Error('Missing quoteCurrency')\n }\n\n return {\n type,\n baseCurrency: first,\n quoteCurrency: second,\n }\n }\n\n if (type === 'INDEX') {\n if (!first) {\n throw new Error('Missing ticker')\n }\n\n return {\n type,\n ticker: first,\n }\n }\n\n if (type === 'FUND') {\n if (!first) {\n throw new Error('Missing isin')\n }\n\n return {\n type,\n isin: first,\n }\n }\n\n throw new Error('Invalid type')\n}\n","import type { TickerMessage } from '../generated/tickerMessage'\n\nexport const TickersTopic = 'tradeinsight.tickers'\nexport type TickersPubSubChannels = {\n [TickersTopic]: TickerMessage\n}\n"],"mappings":";AAoBA,MAAa,cAAc;CACzB,UAAU;CAEV,gBAAgB;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;CAiFjB;;;;ACxGD,MAAa,iBAAiB,EAC5B,MACA,KACA,eAKI,SAAS,KAAK,GAAG,IAAI,GAAG,WAAW,aAAa;;;;;;;;;;;;AAatD,MAAa,iBAAiB,EAC5B,eACA,mBAII,SAAS,aAAa,GAAG,gBAAgB,aAAa;AAE5D,MAAa,iBAAiB,EAAE,aAC9B,SAAS,SAAS,aAAa;AAEjC,MAAa,gBAAgB,EAAE,WAC7B,QAAQ,OAAO,aAAa;;;;ACR9B,MAAa,WAAW,OAA+B;CACrD,MAAM,CAAC,MAAM,GAAG,QAAQ,GAAG,MAAM,IAAI;CACrC,MAAM,CAAC,OAAO,QAAQ,SAAS,KAAK,MAAM,CAAC,MAAM,IAAI;AAErD,KAAI,SAAS,SAAS;AACpB,MAAI,CAAC,OACH,OAAM,IAAI,MAAM,cAAc;AAGhC,MAAI,CAAC,MACH,OAAM,IAAI,MAAM,mBAAmB;AAGrC,SAAO;GACL;GACA,MAAM;GACN,KAAK;GACL,UAAU;GACX;;AAGH,KAAI,SAAS,SAAS;AACpB,MAAI,CAAC,MACH,OAAM,IAAI,MAAM,uBAAuB;AAGzC,MAAI,CAAC,OACH,OAAM,IAAI,MAAM,wBAAwB;AAG1C,SAAO;GACL;GACA,cAAc;GACd,eAAe;GAChB;;AAGH,KAAI,SAAS,SAAS;AACpB,MAAI,CAAC,MACH,OAAM,IAAI,MAAM,iBAAiB;AAGnC,SAAO;GACL;GACA,QAAQ;GACT;;AAGH,KAAI,SAAS,QAAQ;AACnB,MAAI,CAAC,MACH,OAAM,IAAI,MAAM,eAAe;AAGjC,SAAO;GACL;GACA,MAAM;GACP;;AAGH,OAAM,IAAI,MAAM,eAAe;;;;;AClFjC,MAAa,eAAe"}
1
+ {"version":3,"file":"index.mjs","names":[],"sources":["../src/generated/tickerMessage.ts","../src/instruments/types.ts","../src/instruments/createId.ts","../src/instruments/parseId.ts","../src/pubsub/main.ts"],"sourcesContent":["export interface InstrumentPrice {\n ask: null | number\n bid: null | number\n last: null | number\n lastInSek: null | number\n}\n\nexport interface Ticker {\n id: string\n mic: string\n isin: string\n ticker: string\n currencyCode: string\n price: InstrumentPrice\n}\n\nexport interface TickerMessage {\n tickers: Ticker[]\n}\n\nexport const CloudSchema = {\n schemaId: 'ticker-v1',\n\n avroDefinition: `{\n \"type\": \"record\",\n \"name\": \"TickerMessage\",\n \"namespace\": \"com.financial.api\",\n \"doc\": \"Real-time update containing the latest pricing details of financial instruments.\",\n \"fields\": [\n {\n \"name\": \"tickers\",\n \"type\": {\n \"type\": \"array\",\n \"items\": {\n \"type\": \"record\",\n \"name\": \"Ticker\",\n \"doc\": \"A real-time update containing the latest pricing details of a financial instrument.\",\n \"fields\": [\n {\n \"name\": \"id\",\n \"type\": \"string\",\n \"doc\": \"Unique identifier of the instrument. Consists of type followed by the least common denominators making it unique. Example: STOCK-SE0000148884;XSTO;SEK\"\n },\n {\n \"name\": \"mic\",\n \"type\": \"string\",\n \"doc\": \"The Market Identifier Code (MIC), specifying the financial market where the instrument is listed.\"\n },\n {\n \"name\": \"isin\",\n \"type\": \"string\",\n \"doc\": \"International Securities Identification Number (ISIN) uniquely identifying the financial instrument.\"\n },\n {\n \"name\": \"ticker\",\n \"type\": \"string\",\n \"doc\": \"The stock market symbol or abbreviation used to identify the financial instrument on the exchange.\"\n },\n {\n \"name\": \"currencyCode\",\n \"type\": \"string\",\n \"doc\": \"The code representing the currency in which the instrument's price is denominated.\"\n },\n {\n \"name\": \"price\",\n \"type\": {\n \"type\": \"record\",\n \"name\": \"InstrumentPrice\",\n \"doc\": \"A representation of the current pricing details for a financial instrument.\",\n \"fields\": [\n {\n \"name\": \"ask\",\n \"type\": [\"null\", \"double\"],\n \"doc\": \"The current ask price. If no ask price is available, this can be null.\",\n \"default\": null\n },\n {\n \"name\": \"bid\",\n \"type\": [\"null\", \"double\"],\n \"doc\": \"The current bid price. If no bid price is available, this can be null.\",\n \"default\": null\n },\n {\n \"name\": \"last\",\n \"type\": [\"null\", \"double\"],\n \"doc\": \"The last traded price. If there hasn't been any recent trade, this can be null.\",\n \"default\": null\n },\n {\n \"name\": \"lastInSek\",\n \"type\": [\"null\", \"double\"],\n \"doc\": \"The last traded price in SEK. If there hasn't been any recent trade, this can be null.\",\n \"default\": null\n }\n ]\n }\n }\n ]\n }\n }\n }\n ]\n}\n`,\n}\n","export const types = {\n BNE: 'BNE',\n BND: 'BND',\n DER: 'DER',\n ETF: 'ETF',\n ETP: 'ETP',\n FXS: 'FXS',\n FND: 'FND',\n IDX: 'IDX',\n STO: 'STO',\n} as const\n\nexport type BondExchangeId = {\n type: (typeof types)['BNE']\n isin: string\n mic: string\n currency: string\n}\n\nexport type BondOTCId = {\n type: (typeof types)['BND']\n isin: string\n currency: string\n}\n\nexport type DerivativeId = {\n type: (typeof types)['DER']\n ticker: string\n mic: string\n currency: string\n strike: string\n expiry: string\n}\n\nexport type ETFId = {\n type: (typeof types)['ETF']\n isin: string\n mic: string\n currency: string\n}\n\nexport type ETPId = {\n type: (typeof types)['ETP']\n isin: string\n mic: string\n currency: string\n}\n\nexport type ForexId = {\n type: (typeof types)['FXS']\n baseCurrency: string\n quoteCurrency: string\n}\n\nexport type FundId = {\n type: (typeof types)['FND']\n isin: string\n currency: string\n}\n\nexport type IndexId = {\n type: (typeof types)['IDX']\n ticker: string\n currency: string\n}\n\nexport type StockId = {\n type: (typeof types)['STO']\n isin: string\n mic: string\n currency: string\n}\n\nexport type TradeInsightId =\n | BondExchangeId\n | BondOTCId\n | DerivativeId\n | ETFId\n | ETPId\n | ForexId\n | FundId\n | IndexId\n | StockId\n","import {\n type BondExchangeId,\n type BondOTCId,\n type DerivativeId,\n type ETFId,\n type ETPId,\n type ForexId,\n type FundId,\n type IndexId,\n type StockId,\n types,\n} from './types'\n\nexport const createBondExchangeId = ({\n isin,\n mic,\n currency,\n}: Omit<BondExchangeId, 'type'>) =>\n `${types.BNE}_${isin}_${mic}_${currency}`.toUpperCase()\n\nexport const createBondOTCId = ({ isin, currency }: Omit<BondOTCId, 'type'>) =>\n `${types.BND}_${isin}_${currency}`.toUpperCase()\n\nexport const createDerivativeId = ({\n ticker,\n mic,\n currency,\n strike,\n expiry,\n}: Omit<DerivativeId, 'type'>) =>\n `${types.DER}_${ticker}_${mic}_${currency}_${strike}_${expiry}`.toUpperCase()\n\nexport const createETFId = ({ mic, isin, currency }: Omit<ETFId, 'type'>) =>\n `${types.ETF}_${isin}_${mic}_${currency}`.toUpperCase()\n\nexport const createETPId = ({ mic, isin, currency }: Omit<ETPId, 'type'>) =>\n `${types.ETP}_${isin}_${mic}_${currency}`.toUpperCase()\n\nexport const createFundId = ({ isin, currency }: Omit<FundId, 'type'>) =>\n `${types.FND}_${isin}_${currency}`.toUpperCase()\n\nexport const createIndexId = ({ ticker, currency }: Omit<IndexId, 'type'>) =>\n `${types.IDX}_${ticker}_${currency}`.toUpperCase()\n\nexport const createForexId = ({\n quoteCurrency,\n baseCurrency,\n}: Omit<ForexId, 'type'>) =>\n `${types.FXS}_${baseCurrency}_${quoteCurrency}`.toUpperCase()\n\nexport const createStockId = ({ isin, mic, currency }: Omit<StockId, 'type'>) =>\n `${types.STO}_${isin}_${mic}_${currency}`.toUpperCase()\n","import type {\n BondExchangeId,\n BondOTCId,\n DerivativeId,\n ETFId,\n ETPId,\n ForexId,\n FundId,\n IndexId,\n StockId,\n TradeInsightId,\n types,\n} from './types'\n\nexport const parseId = (id: string): TradeInsightId => {\n const [initial, first, second, third, fourth, fifth] = id.split('_')\n const type = initial as keyof typeof types\n\n switch (type) {\n case 'BNE':\n if (!first) {\n throw new Error('Missing isin')\n }\n if (!second) {\n throw new Error('Missing mic')\n }\n if (!third) {\n throw new Error('Missing currency')\n }\n return {\n type: 'BNE',\n isin: first,\n mic: second,\n currency: third,\n } satisfies BondExchangeId as BondExchangeId\n\n case 'BND':\n if (!first) {\n throw new Error('Missing isin')\n }\n if (!second) {\n throw new Error('Missing currency')\n }\n return {\n type: 'BND',\n isin: first,\n currency: second,\n } satisfies BondOTCId as BondOTCId\n\n case 'DER': {\n if (!first) {\n throw new Error('Missing ticker')\n }\n if (!second) {\n throw new Error('Missing mic')\n }\n if (!third) {\n throw new Error('Missing currency')\n }\n if (!fourth) {\n throw new Error('Missing strike')\n }\n if (!fifth) {\n throw new Error('Missing expiry')\n }\n return {\n type: 'DER',\n ticker: first,\n mic: second,\n currency: third,\n strike: fourth,\n expiry: fifth,\n } satisfies DerivativeId as DerivativeId\n }\n\n case 'ETF': {\n if (!first) {\n throw new Error('Missing isin')\n }\n if (!second) {\n throw new Error('Missing mic')\n }\n if (!third) {\n throw new Error('Missing currency')\n }\n return {\n type: 'ETF',\n isin: first,\n mic: second,\n currency: third,\n } satisfies ETFId as ETFId\n }\n\n case 'ETP': {\n if (!first) {\n throw new Error('Missing isin')\n }\n if (!second) {\n throw new Error('Missing mic')\n }\n if (!third) {\n throw new Error('Missing currency')\n }\n return {\n type: 'ETP',\n isin: first,\n mic: second,\n currency: third,\n } satisfies ETPId as ETPId\n }\n\n case 'FXS': {\n if (!first) {\n throw new Error('Missing baseCurrency')\n }\n if (!second) {\n throw new Error('Missing quoteCurrency')\n }\n return {\n type: 'FXS',\n baseCurrency: first,\n quoteCurrency: second,\n } satisfies ForexId as ForexId\n }\n\n case 'FND': {\n if (!first) {\n throw new Error('Missing isin')\n }\n if (!second) {\n throw new Error('Missing currency')\n }\n return {\n type: 'FND',\n isin: first,\n currency: second,\n } satisfies FundId as FundId\n }\n\n case 'IDX': {\n if (!first) {\n throw new Error('Missing ticker')\n }\n if (!second) {\n throw new Error('Missing currency')\n }\n return {\n type: 'IDX',\n ticker: first,\n currency: second,\n } satisfies IndexId as IndexId\n }\n\n case 'STO': {\n if (!first) {\n throw new Error('Missing isin')\n }\n if (!second) {\n throw new Error('Missing mic')\n }\n if (!third) {\n throw new Error('Missing currency')\n }\n return {\n type: 'STO',\n isin: first,\n mic: second,\n currency: third,\n } satisfies StockId as StockId\n }\n\n default:\n throw new Error('Invalid type')\n }\n}\n","import type { TickerMessage } from '../generated/tickerMessage'\n\nexport const TickersTopic = 'tradeinsight.tickers'\nexport type TickersPubSubChannels = {\n [TickersTopic]: TickerMessage\n}\n"],"mappings":";AAoBA,MAAa,cAAc;CACzB,UAAU;CAEV,gBAAgB;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;CAiFjB;;;;ACxGD,MAAa,QAAQ;CACnB,KAAK;CACL,KAAK;CACL,KAAK;CACL,KAAK;CACL,KAAK;CACL,KAAK;CACL,KAAK;CACL,KAAK;CACL,KAAK;CACN;;;;ACGD,MAAa,wBAAwB,EACnC,MACA,KACA,eAEA,GAAG,MAAM,IAAI,GAAG,KAAK,GAAG,IAAI,GAAG,WAAW,aAAa;AAEzD,MAAa,mBAAmB,EAAE,MAAM,eACtC,GAAG,MAAM,IAAI,GAAG,KAAK,GAAG,WAAW,aAAa;AAElD,MAAa,sBAAsB,EACjC,QACA,KACA,UACA,QACA,aAEA,GAAG,MAAM,IAAI,GAAG,OAAO,GAAG,IAAI,GAAG,SAAS,GAAG,OAAO,GAAG,SAAS,aAAa;AAE/E,MAAa,eAAe,EAAE,KAAK,MAAM,eACvC,GAAG,MAAM,IAAI,GAAG,KAAK,GAAG,IAAI,GAAG,WAAW,aAAa;AAEzD,MAAa,eAAe,EAAE,KAAK,MAAM,eACvC,GAAG,MAAM,IAAI,GAAG,KAAK,GAAG,IAAI,GAAG,WAAW,aAAa;AAEzD,MAAa,gBAAgB,EAAE,MAAM,eACnC,GAAG,MAAM,IAAI,GAAG,KAAK,GAAG,WAAW,aAAa;AAElD,MAAa,iBAAiB,EAAE,QAAQ,eACtC,GAAG,MAAM,IAAI,GAAG,OAAO,GAAG,WAAW,aAAa;AAEpD,MAAa,iBAAiB,EAC5B,eACA,mBAEA,GAAG,MAAM,IAAI,GAAG,aAAa,GAAG,gBAAgB,aAAa;AAE/D,MAAa,iBAAiB,EAAE,MAAM,KAAK,eACzC,GAAG,MAAM,IAAI,GAAG,KAAK,GAAG,IAAI,GAAG,WAAW,aAAa;;;;ACrCzD,MAAa,WAAW,OAA+B;CACrD,MAAM,CAAC,SAAS,OAAO,QAAQ,OAAO,QAAQ,SAAS,GAAG,MAAM,IAAI;AAGpE,SAFa,SAEb;EACE,KAAK;AACH,OAAI,CAAC,MACH,OAAM,IAAI,MAAM,eAAe;AAEjC,OAAI,CAAC,OACH,OAAM,IAAI,MAAM,cAAc;AAEhC,OAAI,CAAC,MACH,OAAM,IAAI,MAAM,mBAAmB;AAErC,UAAO;IACL,MAAM;IACN,MAAM;IACN,KAAK;IACL,UAAU;IACX;EAEH,KAAK;AACH,OAAI,CAAC,MACH,OAAM,IAAI,MAAM,eAAe;AAEjC,OAAI,CAAC,OACH,OAAM,IAAI,MAAM,mBAAmB;AAErC,UAAO;IACL,MAAM;IACN,MAAM;IACN,UAAU;IACX;EAEH,KAAK;AACH,OAAI,CAAC,MACH,OAAM,IAAI,MAAM,iBAAiB;AAEnC,OAAI,CAAC,OACH,OAAM,IAAI,MAAM,cAAc;AAEhC,OAAI,CAAC,MACH,OAAM,IAAI,MAAM,mBAAmB;AAErC,OAAI,CAAC,OACH,OAAM,IAAI,MAAM,iBAAiB;AAEnC,OAAI,CAAC,MACH,OAAM,IAAI,MAAM,iBAAiB;AAEnC,UAAO;IACL,MAAM;IACN,QAAQ;IACR,KAAK;IACL,UAAU;IACV,QAAQ;IACR,QAAQ;IACT;EAGH,KAAK;AACH,OAAI,CAAC,MACH,OAAM,IAAI,MAAM,eAAe;AAEjC,OAAI,CAAC,OACH,OAAM,IAAI,MAAM,cAAc;AAEhC,OAAI,CAAC,MACH,OAAM,IAAI,MAAM,mBAAmB;AAErC,UAAO;IACL,MAAM;IACN,MAAM;IACN,KAAK;IACL,UAAU;IACX;EAGH,KAAK;AACH,OAAI,CAAC,MACH,OAAM,IAAI,MAAM,eAAe;AAEjC,OAAI,CAAC,OACH,OAAM,IAAI,MAAM,cAAc;AAEhC,OAAI,CAAC,MACH,OAAM,IAAI,MAAM,mBAAmB;AAErC,UAAO;IACL,MAAM;IACN,MAAM;IACN,KAAK;IACL,UAAU;IACX;EAGH,KAAK;AACH,OAAI,CAAC,MACH,OAAM,IAAI,MAAM,uBAAuB;AAEzC,OAAI,CAAC,OACH,OAAM,IAAI,MAAM,wBAAwB;AAE1C,UAAO;IACL,MAAM;IACN,cAAc;IACd,eAAe;IAChB;EAGH,KAAK;AACH,OAAI,CAAC,MACH,OAAM,IAAI,MAAM,eAAe;AAEjC,OAAI,CAAC,OACH,OAAM,IAAI,MAAM,mBAAmB;AAErC,UAAO;IACL,MAAM;IACN,MAAM;IACN,UAAU;IACX;EAGH,KAAK;AACH,OAAI,CAAC,MACH,OAAM,IAAI,MAAM,iBAAiB;AAEnC,OAAI,CAAC,OACH,OAAM,IAAI,MAAM,mBAAmB;AAErC,UAAO;IACL,MAAM;IACN,QAAQ;IACR,UAAU;IACX;EAGH,KAAK;AACH,OAAI,CAAC,MACH,OAAM,IAAI,MAAM,eAAe;AAEjC,OAAI,CAAC,OACH,OAAM,IAAI,MAAM,cAAc;AAEhC,OAAI,CAAC,MACH,OAAM,IAAI,MAAM,mBAAmB;AAErC,UAAO;IACL,MAAM;IACN,MAAM;IACN,KAAK;IACL,UAAU;IACX;EAGH,QACE,OAAM,IAAI,MAAM,eAAe;;;;;;AC1KrC,MAAa,eAAe"}
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@sebspark/tradeinsight",
3
- "version": "4.0.3",
3
+ "version": "5.0.0",
4
4
  "license": "Apache-2.0",
5
5
  "type": "module",
6
6
  "exports": {
@@ -8,18 +8,13 @@
8
8
  "types": "./dist/index.d.mts",
9
9
  "import": "./dist/index.mjs",
10
10
  "react-native": "./dist/index.mjs"
11
- },
12
- "./v2": {
13
- "types": "./dist/index-v2.d.mts",
14
- "import": "./dist/index-v2.mjs",
15
- "react-native": "./dist/index-v2.mjs"
16
11
  }
17
12
  },
18
13
  "files": [
19
14
  "dist"
20
15
  ],
21
16
  "scripts": {
22
- "build": "spark-build src/index.ts src/index-v2.ts",
17
+ "build": "spark-build src/index.ts",
23
18
  "depcheck": "depcheck",
24
19
  "dev": "tsc --watch --noEmit",
25
20
  "generate:avro": "ts-node ./scripts/avro-to-ts.ts",
package/dist/index-v2.d.mts DELETED
@@ -1,116 +0,0 @@
1
- //#region src/instruments/types.d.ts
2
- declare const types: {
3
- readonly BNE: "BNE";
4
- readonly BND: "BND";
5
- readonly DER: "DER";
6
- readonly ETF: "ETF";
7
- readonly ETP: "ETP";
8
- readonly FXS: "FXS";
9
- readonly FND: "FND";
10
- readonly IDX: "IDX";
11
- readonly STO: "STO";
12
- };
13
- type BondExchangeId = {
14
- type: (typeof types)['BNE'];
15
- isin: string;
16
- mic: string;
17
- currency: string;
18
- };
19
- type BondOTCId = {
20
- type: (typeof types)['BND'];
21
- isin: string;
22
- currency: string;
23
- };
24
- type DerivativeId = {
25
- type: (typeof types)['DER'];
26
- ticker: string;
27
- mic: string;
28
- currency: string;
29
- strike: string;
30
- expiry: string;
31
- };
32
- type ETFId = {
33
- type: (typeof types)['ETF'];
34
- isin: string;
35
- mic: string;
36
- currency: string;
37
- };
38
- type ETPId = {
39
- type: (typeof types)['ETP'];
40
- isin: string;
41
- mic: string;
42
- currency: string;
43
- };
44
- type ForexId = {
45
- type: (typeof types)['FXS'];
46
- baseCurrency: string;
47
- quoteCurrency: string;
48
- };
49
- type FundId = {
50
- type: (typeof types)['FND'];
51
- isin: string;
52
- currency: string;
53
- };
54
- type IndexId = {
55
- type: (typeof types)['IDX'];
56
- ticker: string;
57
- currency: string;
58
- };
59
- type StockId = {
60
- type: (typeof types)['STO'];
61
- isin: string;
62
- mic: string;
63
- currency: string;
64
- };
65
- type TradeInsightId = BondExchangeId | BondOTCId | DerivativeId | ETFId | ETPId | ForexId | FundId | IndexId | StockId;
66
- //#endregion
67
- //#region src/instruments/v2/createId.d.ts
68
- declare const createBondExchangeId: ({
69
- isin,
70
- mic,
71
- currency
72
- }: Omit<BondExchangeId, "type">) => string;
73
- declare const createBondOTCId: ({
74
- isin,
75
- currency
76
- }: Omit<BondOTCId, "type">) => string;
77
- declare const createDerivativeId: ({
78
- ticker,
79
- mic,
80
- currency,
81
- strike,
82
- expiry
83
- }: Omit<DerivativeId, "type">) => string;
84
- declare const createETFId: ({
85
- mic,
86
- isin,
87
- currency
88
- }: Omit<ETFId, "type">) => string;
89
- declare const createETPId: ({
90
- mic,
91
- isin,
92
- currency
93
- }: Omit<ETPId, "type">) => string;
94
- declare const createFundId: ({
95
- isin,
96
- currency
97
- }: Omit<FundId, "type">) => string;
98
- declare const createIndexId: ({
99
- ticker,
100
- currency
101
- }: Omit<IndexId, "type">) => string;
102
- declare const createForexId: ({
103
- quoteCurrency,
104
- baseCurrency
105
- }: Omit<ForexId, "type">) => string;
106
- declare const createStockId: ({
107
- isin,
108
- mic,
109
- currency
110
- }: Omit<StockId, "type">) => string;
111
- //#endregion
112
- //#region src/instruments/v2/parseId.d.ts
113
- declare const parseId: (id: string) => TradeInsightId;
114
- //#endregion
115
- export { createBondExchangeId, createBondOTCId, createDerivativeId, createETFId, createETPId, createForexId, createFundId, createIndexId, createStockId, parseId };
116
- //# sourceMappingURL=index-v2.d.mts.map
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package/dist/index-v2.mjs DELETED
@@ -1,123 +0,0 @@
1
- //#region src/instruments/types.ts
2
- const types = {
3
- BNE: "BNE",
4
- BND: "BND",
5
- DER: "DER",
6
- ETF: "ETF",
7
- ETP: "ETP",
8
- FXS: "FXS",
9
- FND: "FND",
10
- IDX: "IDX",
11
- STO: "STO"
12
- };
13
-
14
- //#endregion
15
- //#region src/instruments/v2/createId.ts
16
- const createBondExchangeId = ({ isin, mic, currency }) => `${types.BNE}_${isin}_${mic}_${currency}`.toUpperCase();
17
- const createBondOTCId = ({ isin, currency }) => `${types.BND}_${isin}_${currency}`.toUpperCase();
18
- const createDerivativeId = ({ ticker, mic, currency, strike, expiry }) => `${types.DER}_${ticker}_${mic}_${currency}_${strike}_${expiry}`.toUpperCase();
19
- const createETFId = ({ mic, isin, currency }) => `${types.ETF}_${isin}_${mic}_${currency}`.toUpperCase();
20
- const createETPId = ({ mic, isin, currency }) => `${types.ETP}_${isin}_${mic}_${currency}`.toUpperCase();
21
- const createFundId = ({ isin, currency }) => `${types.FND}_${isin}_${currency}`.toUpperCase();
22
- const createIndexId = ({ ticker, currency }) => `${types.IDX}_${ticker}_${currency}`.toUpperCase();
23
- const createForexId = ({ quoteCurrency, baseCurrency }) => `${types.FXS}_${baseCurrency}_${quoteCurrency}`.toUpperCase();
24
- const createStockId = ({ isin, mic, currency }) => `${types.STO}_${isin}_${mic}_${currency}`.toUpperCase();
25
-
26
- //#endregion
27
- //#region src/instruments/v2/parseId.ts
28
- const parseId = (id) => {
29
- const [initial, first, second, third, fourth, fifth] = id.split("_");
30
- switch (initial) {
31
- case "BNE":
32
- if (!first) throw new Error("Missing isin");
33
- if (!second) throw new Error("Missing mic");
34
- if (!third) throw new Error("Missing currency");
35
- return {
36
- type: "BNE",
37
- isin: first,
38
- mic: second,
39
- currency: third
40
- };
41
- case "BND":
42
- if (!first) throw new Error("Missing isin");
43
- if (!second) throw new Error("Missing currency");
44
- return {
45
- type: "BND",
46
- isin: first,
47
- currency: second
48
- };
49
- case "DER":
50
- if (!first) throw new Error("Missing ticker");
51
- if (!second) throw new Error("Missing mic");
52
- if (!third) throw new Error("Missing currency");
53
- if (!fourth) throw new Error("Missing strike");
54
- if (!fifth) throw new Error("Missing expiry");
55
- return {
56
- type: "DER",
57
- ticker: first,
58
- mic: second,
59
- currency: third,
60
- strike: fourth,
61
- expiry: fifth
62
- };
63
- case "ETF":
64
- if (!first) throw new Error("Missing isin");
65
- if (!second) throw new Error("Missing mic");
66
- if (!third) throw new Error("Missing currency");
67
- return {
68
- type: "ETF",
69
- isin: first,
70
- mic: second,
71
- currency: third
72
- };
73
- case "ETP":
74
- if (!first) throw new Error("Missing isin");
75
- if (!second) throw new Error("Missing mic");
76
- if (!third) throw new Error("Missing currency");
77
- return {
78
- type: "ETP",
79
- isin: first,
80
- mic: second,
81
- currency: third
82
- };
83
- case "FXS":
84
- if (!first) throw new Error("Missing baseCurrency");
85
- if (!second) throw new Error("Missing quoteCurrency");
86
- return {
87
- type: "FXS",
88
- baseCurrency: first,
89
- quoteCurrency: second
90
- };
91
- case "FND":
92
- if (!first) throw new Error("Missing isin");
93
- if (!second) throw new Error("Missing currency");
94
- return {
95
- type: "FND",
96
- isin: first,
97
- currency: second
98
- };
99
- case "IDX":
100
- if (!first) throw new Error("Missing ticker");
101
- if (!second) throw new Error("Missing currency");
102
- return {
103
- type: "IDX",
104
- ticker: first,
105
- currency: second
106
- };
107
- case "STO":
108
- if (!first) throw new Error("Missing isin");
109
- if (!second) throw new Error("Missing mic");
110
- if (!third) throw new Error("Missing currency");
111
- return {
112
- type: "STO",
113
- isin: first,
114
- mic: second,
115
- currency: third
116
- };
117
- default: throw new Error("Invalid type");
118
- }
119
- };
120
-
121
- //#endregion
122
- export { createBondExchangeId, createBondOTCId, createDerivativeId, createETFId, createETPId, createForexId, createFundId, createIndexId, createStockId, parseId };
123
- //# sourceMappingURL=index-v2.mjs.map
package/dist/index-v2.mjs.map DELETED
@@ -1 +0,0 @@
1
- {"version":3,"file":"index-v2.mjs","names":[],"sources":["../src/instruments/types.ts","../src/instruments/v2/createId.ts","../src/instruments/v2/parseId.ts"],"sourcesContent":["export const types = {\n BNE: 'BNE',\n BND: 'BND',\n DER: 'DER',\n ETF: 'ETF',\n ETP: 'ETP',\n FXS: 'FXS',\n FND: 'FND',\n IDX: 'IDX',\n STO: 'STO',\n} as const\n\nexport type BondExchangeId = {\n type: (typeof types)['BNE']\n isin: string\n mic: string\n currency: string\n}\n\nexport type BondOTCId = {\n type: (typeof types)['BND']\n isin: string\n currency: string\n}\n\nexport type DerivativeId = {\n type: (typeof types)['DER']\n ticker: string\n mic: string\n currency: string\n strike: string\n expiry: string\n}\n\nexport type ETFId = {\n type: (typeof types)['ETF']\n isin: string\n mic: string\n currency: string\n}\n\nexport type ETPId = {\n type: (typeof types)['ETP']\n isin: string\n mic: string\n currency: string\n}\n\nexport type ForexId = {\n type: (typeof types)['FXS']\n baseCurrency: string\n quoteCurrency: string\n}\n\nexport type FundId = {\n type: (typeof types)['FND']\n isin: string\n currency: string\n}\n\nexport type IndexId = {\n type: (typeof types)['IDX']\n ticker: string\n currency: string\n}\n\nexport type StockId = {\n type: (typeof types)['STO']\n isin: string\n mic: string\n currency: string\n}\n\nexport type TradeInsightId =\n | BondExchangeId\n | BondOTCId\n | DerivativeId\n | ETFId\n | ETPId\n | ForexId\n | FundId\n | IndexId\n | StockId\n","import {\n type BondExchangeId,\n type BondOTCId,\n type DerivativeId,\n type ETFId,\n type ETPId,\n type ForexId,\n type FundId,\n type IndexId,\n type StockId,\n types,\n} from '../types'\n\nexport const createBondExchangeId = ({\n isin,\n mic,\n currency,\n}: Omit<BondExchangeId, 'type'>) =>\n `${types.BNE}_${isin}_${mic}_${currency}`.toUpperCase()\n\nexport const createBondOTCId = ({ isin, currency }: Omit<BondOTCId, 'type'>) =>\n `${types.BND}_${isin}_${currency}`.toUpperCase()\n\nexport const createDerivativeId = ({\n ticker,\n mic,\n currency,\n strike,\n expiry,\n}: Omit<DerivativeId, 'type'>) =>\n `${types.DER}_${ticker}_${mic}_${currency}_${strike}_${expiry}`.toUpperCase()\n\nexport const createETFId = ({ mic, isin, currency }: Omit<ETFId, 'type'>) =>\n `${types.ETF}_${isin}_${mic}_${currency}`.toUpperCase()\n\nexport const createETPId = ({ mic, isin, currency }: Omit<ETPId, 'type'>) =>\n `${types.ETP}_${isin}_${mic}_${currency}`.toUpperCase()\n\nexport const createFundId = ({ isin, currency }: Omit<FundId, 'type'>) =>\n `${types.FND}_${isin}_${currency}`.toUpperCase()\n\nexport const createIndexId = ({ ticker, currency }: Omit<IndexId, 'type'>) =>\n `${types.IDX}_${ticker}_${currency}`.toUpperCase()\n\nexport const createForexId = ({\n quoteCurrency,\n baseCurrency,\n}: Omit<ForexId, 'type'>) =>\n `${types.FXS}_${baseCurrency}_${quoteCurrency}`.toUpperCase()\n\nexport const createStockId = ({ isin, mic, currency }: Omit<StockId, 'type'>) =>\n `${types.STO}_${isin}_${mic}_${currency}`.toUpperCase()\n","import type {\n BondExchangeId,\n BondOTCId,\n DerivativeId,\n ETFId,\n ETPId,\n ForexId,\n FundId,\n IndexId,\n StockId,\n TradeInsightId,\n types,\n} from '../types'\n\nexport const parseId = (id: string): TradeInsightId => {\n const [initial, first, second, third, fourth, fifth] = id.split('_')\n const type = initial as keyof typeof types\n\n switch (type) {\n case 'BNE':\n if (!first) {\n throw new Error('Missing isin')\n }\n if (!second) {\n throw new Error('Missing mic')\n }\n if (!third) {\n throw new Error('Missing currency')\n }\n return {\n type: 'BNE',\n isin: first,\n mic: second,\n currency: third,\n } satisfies BondExchangeId as BondExchangeId\n\n case 'BND':\n if (!first) {\n throw new Error('Missing isin')\n }\n if (!second) {\n throw new Error('Missing currency')\n }\n return {\n type: 'BND',\n isin: first,\n currency: second,\n } satisfies BondOTCId as BondOTCId\n\n case 'DER': {\n if (!first) {\n throw new Error('Missing ticker')\n }\n if (!second) {\n throw new Error('Missing mic')\n }\n if (!third) {\n throw new Error('Missing currency')\n }\n if (!fourth) {\n throw new Error('Missing strike')\n }\n if (!fifth) {\n throw new Error('Missing expiry')\n }\n return {\n type: 'DER',\n ticker: first,\n mic: second,\n currency: third,\n strike: fourth,\n expiry: fifth,\n } satisfies DerivativeId as DerivativeId\n }\n\n case 'ETF': {\n if (!first) {\n throw new Error('Missing isin')\n }\n if (!second) {\n throw new Error('Missing mic')\n }\n if (!third) {\n throw new Error('Missing currency')\n }\n return {\n type: 'ETF',\n isin: first,\n mic: second,\n currency: third,\n } satisfies ETFId as ETFId\n }\n\n case 'ETP': {\n if (!first) {\n throw new Error('Missing isin')\n }\n if (!second) {\n throw new Error('Missing mic')\n }\n if (!third) {\n throw new Error('Missing currency')\n }\n return {\n type: 'ETP',\n isin: first,\n mic: second,\n currency: third,\n } satisfies ETPId as ETPId\n }\n\n case 'FXS': {\n if (!first) {\n throw new Error('Missing baseCurrency')\n }\n if (!second) {\n throw new Error('Missing quoteCurrency')\n }\n return {\n type: 'FXS',\n baseCurrency: first,\n quoteCurrency: second,\n } satisfies ForexId as ForexId\n }\n\n case 'FND': {\n if (!first) {\n throw new Error('Missing isin')\n }\n if (!second) {\n throw new Error('Missing currency')\n }\n return {\n type: 'FND',\n isin: first,\n currency: second,\n } satisfies FundId as FundId\n }\n\n case 'IDX': {\n if (!first) {\n throw new Error('Missing ticker')\n }\n if (!second) {\n throw new Error('Missing currency')\n }\n return {\n type: 'IDX',\n ticker: first,\n currency: second,\n } satisfies IndexId as IndexId\n }\n\n case 'STO': {\n if (!first) {\n throw new Error('Missing isin')\n }\n if (!second) {\n throw new Error('Missing mic')\n }\n if (!third) {\n throw new Error('Missing currency')\n }\n return {\n type: 'STO',\n isin: first,\n mic: second,\n currency: third,\n } satisfies StockId as StockId\n }\n\n default:\n throw new Error('Invalid type')\n 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