@vuu-ui/vuu-data-test 0.0.26

package/cjs/UpdateGenerator.js

@@ -0,0 +1,87 @@
+'use strict';
+
+var dataUtils = require('./data-utils.js');
+
+const getNewValue = (value) => {
+  const multiplier = dataUtils.random(0, 100) / 1e3;
+  const direction = dataUtils.random(0, 10) >= 5 ? 1 : -1;
+  return value + value * multiplier * direction;
+};
+class BaseUpdateGenerator {
+  constructor(tickingColumns) {
+    this.updating = false;
+    this.update = () => {
+      if (this.range && this.table) {
+        const data = this.table?.data;
+        const { bid, ask, last, ...rest } = this.tickingColumns;
+        if (data && data?.length > 0) {
+          const maxRange = Math.min(this.range.to, data.length);
+          for (let rowIndex = this.range.from; rowIndex < maxRange; rowIndex++) {
+            let updateCount = 0;
+            const shallUpdateRow = dataUtils.random(0, 10) < 2;
+            if (shallUpdateRow) {
+              const rowUpdates = this.table.data[rowIndex];
+              const row = data[rowIndex];
+              if (bid !== void 0 && ask !== void 0) {
+                const { [bid]: currentBid, [ask]: currentAsk } = row;
+                const [newBid, newAsk] = dataUtils.generateNextBidAsk(
+                  currentBid,
+                  currentAsk,
+                  10,
+                  5,
+                  dataUtils.nextRandomDouble
+                );
+                rowUpdates[ask] = newAsk;
+                rowUpdates[bid] = newBid;
+                if (last !== void 0) {
+                  const newLast = Math.round((currentAsk + (newAsk - currentAsk) / 2) * 100) / 100;
+                  rowUpdates[last] = newLast;
+                }
+              }
+              for (const colIdx of Object.values(rest)) {
+                const shallUpdateColumn = dataUtils.random(0, 10) < 5;
+                if (shallUpdateColumn) {
+                  updateCount += 1;
+                  const newValue = getNewValue(row[colIdx]);
+                  if (this.table) {
+                    rowUpdates[colIdx] = newValue;
+                  }
+                }
+              }
+              if (this.table && updateCount > 0) {
+                this.table.updateRow(rowUpdates);
+              }
+            }
+          }
+        }
+      }
+      if (this.updating) {
+        this.timer = window.setTimeout(this.update, 500);
+      }
+    };
+    this.tickingColumns = tickingColumns;
+  }
+  setRange(range) {
+    this.range = range;
+    if (!this.updating && this.table) {
+      this.startUpdating();
+    }
+  }
+  setTable(table) {
+    this.table = table;
+  }
+  startUpdating() {
+    this.updating = true;
+    this.update();
+  }
+  stopUpdating() {
+    this.updating = false;
+    if (this.timer) {
+      window.clearTimeout(this.timer);
+      this.timer = void 0;
+    }
+  }
+}
+
+exports.BaseUpdateGenerator = BaseUpdateGenerator;
+//# sourceMappingURL=UpdateGenerator.js.map

package/cjs/UpdateGenerator.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"UpdateGenerator.js","sources":["../src/UpdateGenerator.ts"],"sourcesContent":["import { VuuRange } from \"@vuu-ui/vuu-protocol-types\";\nimport { generateNextBidAsk, nextRandomDouble, random } from \"./data-utils\";\nimport type { UpdateGenerator } from \"./rowUpdates\";\nimport { Table } from \"./Table\";\n\nconst getNewValue = (value: number) => {\n  const multiplier = random(0, 100) / 1000;\n  const direction = random(0, 10) >= 5 ? 1 : -1;\n  return value + value * multiplier * direction;\n};\n\nexport class BaseUpdateGenerator implements UpdateGenerator {\n  private table: Table | undefined;\n  private range: VuuRange | undefined;\n  private updating = false;\n  private timer: number | undefined;\n  private tickingColumns: { [key: string]: number };\n\n  constructor(tickingColumns: { [key: string]: number }) {\n    this.tickingColumns = tickingColumns;\n  }\n\n  setRange(range: VuuRange) {\n    this.range = range;\n    if (!this.updating && this.table) {\n      this.startUpdating();\n    }\n  }\n\n  setTable(table: Table) {\n    this.table = table;\n  }\n\n  private startUpdating() {\n    this.updating = true;\n    this.update();\n  }\n\n  private stopUpdating() {\n    this.updating = false;\n    if (this.timer) {\n      window.clearTimeout(this.timer);\n      this.timer = undefined;\n    }\n  }\n\n  update = () => {\n    if (this.range && this.table) {\n      const data = this.table?.data;\n      const { bid, ask, last, ...rest } = this.tickingColumns;\n      if (data && data?.length > 0) {\n        const maxRange = Math.min(this.range.to, data.length);\n        for (let rowIndex = this.range.from; rowIndex < maxRange; rowIndex++) {\n          let updateCount = 0;\n          const shallUpdateRow = random(0, 10) < 2;\n          if (shallUpdateRow) {\n            // eslint-disable-next-line @typescript-eslint/ban-ts-comment\n            // @ts-ignore\n            const rowUpdates = this.table.data[rowIndex];\n            const row = data[rowIndex];\n\n            if (bid !== undefined && ask !== undefined) {\n              const { [bid]: currentBid, [ask]: currentAsk } = row as number[];\n              const [newBid, newAsk] = generateNextBidAsk(\n                currentBid,\n                currentAsk,\n                10,\n                5,\n                nextRandomDouble\n              );\n              rowUpdates[ask] = newAsk;\n              rowUpdates[bid] = newBid;\n              if (last !== undefined) {\n                const newLast =\n                  Math.round((currentAsk + (newAsk - currentAsk) / 2) * 100) /\n                  100.0;\n                rowUpdates[last] = newLast;\n              }\n            }\n\n            for (const colIdx of Object.values(rest)) {\n              const shallUpdateColumn = random(0, 10) < 5;\n              if (shallUpdateColumn) {\n                updateCount += 1;\n                const newValue = getNewValue(row[colIdx] as number);\n                if (this.table) {\n                  rowUpdates[colIdx] = newValue;\n                }\n              }\n            }\n            if (this.table && updateCount > 0) {\n              this.table.updateRow(rowUpdates);\n            }\n          }\n        }\n      }\n    }\n\n    if (this.updating) {\n      this.timer = window.setTimeout(this.update, 500);\n    }\n  };\n}\n"],"names":["random","generateNextBidAsk","nextRandomDouble"],"mappings":";;;;AAKA,MAAM,WAAA,GAAc,CAAC,KAAkB,KAAA;AACrC,EAAA,MAAM,UAAa,GAAAA,gBAAA,CAAO,CAAG,EAAA,GAAG,CAAI,GAAA,GAAA,CAAA;AACpC,EAAA,MAAM,YAAYA,gBAAO,CAAA,CAAA,EAAG,EAAE,CAAA,IAAK,IAAI,CAAI,GAAA,CAAA,CAAA,CAAA;AAC3C,EAAO,OAAA,KAAA,GAAQ,QAAQ,UAAa,GAAA,SAAA,CAAA;AACtC,CAAA,CAAA;AAEO,MAAM,mBAA+C,CAAA;AAAA,EAO1D,YAAY,cAA2C,EAAA;AAJvD,IAAA,IAAA,CAAQ,QAAW,GAAA,KAAA,CAAA;AAgCnB,IAAA,IAAA,CAAA,MAAA,GAAS,MAAM;AACb,MAAI,IAAA,IAAA,CAAK,KAAS,IAAA,IAAA,CAAK,KAAO,EAAA;AAC5B,QAAM,MAAA,IAAA,GAAO,KAAK,KAAO,EAAA,IAAA,CAAA;AACzB,QAAA,MAAM,EAAE,GAAK,EAAA,GAAA,EAAK,MAAM,GAAG,IAAA,KAAS,IAAK,CAAA,cAAA,CAAA;AACzC,QAAI,IAAA,IAAA,IAAQ,IAAM,EAAA,MAAA,GAAS,CAAG,EAAA;AAC5B,UAAA,MAAM,WAAW,IAAK,CAAA,GAAA,CAAI,KAAK,KAAM,CAAA,EAAA,EAAI,KAAK,MAAM,CAAA,CAAA;AACpD,UAAA,KAAA,IAAS,WAAW,IAAK,CAAA,KAAA,CAAM,IAAM,EAAA,QAAA,GAAW,UAAU,QAAY,EAAA,EAAA;AACpE,YAAA,IAAI,WAAc,GAAA,CAAA,CAAA;AAClB,YAAA,MAAM,cAAiB,GAAAA,gBAAA,CAAO,CAAG,EAAA,EAAE,CAAI,GAAA,CAAA,CAAA;AACvC,YAAA,IAAI,cAAgB,EAAA;AAGlB,cAAA,MAAM,UAAa,GAAA,IAAA,CAAK,KAAM,CAAA,IAAA,CAAK,QAAQ,CAAA,CAAA;AAC3C,cAAM,MAAA,GAAA,GAAM,KAAK,QAAQ,CAAA,CAAA;AAEzB,cAAI,IAAA,GAAA,KAAQ,KAAa,CAAA,IAAA,GAAA,KAAQ,KAAW,CAAA,EAAA;AAC1C,gBAAM,MAAA,EAAE,CAAC,GAAG,GAAG,YAAY,CAAC,GAAG,GAAG,UAAA,EAAe,GAAA,GAAA,CAAA;AACjD,gBAAM,MAAA,CAAC,MAAQ,EAAA,MAAM,CAAI,GAAAC,4BAAA;AAAA,kBACvB,UAAA;AAAA,kBACA,UAAA;AAAA,kBACA,EAAA;AAAA,kBACA,CAAA;AAAA,kBACAC,0BAAA;AAAA,iBACF,CAAA;AACA,gBAAA,UAAA,CAAW,GAAG,CAAI,GAAA,MAAA,CAAA;AAClB,gBAAA,UAAA,CAAW,GAAG,CAAI,GAAA,MAAA,CAAA;AAClB,gBAAA,IAAI,SAAS,KAAW,CAAA,EAAA;AACtB,kBAAM,MAAA,OAAA,GACJ,KAAK,KAAO,CAAA,CAAA,UAAA,GAAA,CAAc,SAAS,UAAc,IAAA,CAAA,IAAK,GAAG,CACzD,GAAA,GAAA,CAAA;AACF,kBAAA,UAAA,CAAW,IAAI,CAAI,GAAA,OAAA,CAAA;AAAA,iBACrB;AAAA,eACF;AAEA,cAAA,KAAA,MAAW,MAAU,IAAA,MAAA,CAAO,MAAO,CAAA,IAAI,CAAG,EAAA;AACxC,gBAAA,MAAM,iBAAoB,GAAAF,gBAAA,CAAO,CAAG,EAAA,EAAE,CAAI,GAAA,CAAA,CAAA;AAC1C,gBAAA,IAAI,iBAAmB,EAAA;AACrB,kBAAe,WAAA,IAAA,CAAA,CAAA;AACf,kBAAA,MAAM,QAAW,GAAA,WAAA,CAAY,GAAI,CAAA,MAAM,CAAW,CAAA,CAAA;AAClD,kBAAA,IAAI,KAAK,KAAO,EAAA;AACd,oBAAA,UAAA,CAAW,MAAM,CAAI,GAAA,QAAA,CAAA;AAAA,mBACvB;AAAA,iBACF;AAAA,eACF;AACA,cAAI,IAAA,IAAA,CAAK,KAAS,IAAA,WAAA,GAAc,CAAG,EAAA;AACjC,gBAAK,IAAA,CAAA,KAAA,CAAM,UAAU,UAAU,CAAA,CAAA;AAAA,eACjC;AAAA,aACF;AAAA,WACF;AAAA,SACF;AAAA,OACF;AAEA,MAAA,IAAI,KAAK,QAAU,EAAA;AACjB,QAAA,IAAA,CAAK,KAAQ,GAAA,MAAA,CAAO,UAAW,CAAA,IAAA,CAAK,QAAQ,GAAG,CAAA,CAAA;AAAA,OACjD;AAAA,KACF,CAAA;AAlFE,IAAA,IAAA,CAAK,cAAiB,GAAA,cAAA,CAAA;AAAA,GACxB;AAAA,EAEA,SAAS,KAAiB,EAAA;AACxB,IAAA,IAAA,CAAK,KAAQ,GAAA,KAAA,CAAA;AACb,IAAA,IAAI,CAAC,IAAA,CAAK,QAAY,IAAA,IAAA,CAAK,KAAO,EAAA;AAChC,MAAA,IAAA,CAAK,aAAc,EAAA,CAAA;AAAA,KACrB;AAAA,GACF;AAAA,EAEA,SAAS,KAAc,EAAA;AACrB,IAAA,IAAA,CAAK,KAAQ,GAAA,KAAA,CAAA;AAAA,GACf;AAAA,EAEQ,aAAgB,GAAA;AACtB,IAAA,IAAA,CAAK,QAAW,GAAA,IAAA,CAAA;AAChB,IAAA,IAAA,CAAK,MAAO,EAAA,CAAA;AAAA,GACd;AAAA,EAEQ,YAAe,GAAA;AACrB,IAAA,IAAA,CAAK,QAAW,GAAA,KAAA,CAAA;AAChB,IAAA,IAAI,KAAK,KAAO,EAAA;AACd,MAAO,MAAA,CAAA,YAAA,CAAa,KAAK,KAAK,CAAA,CAAA;AAC9B,MAAA,IAAA,CAAK,KAAQ,GAAA,KAAA,CAAA,CAAA;AAAA,KACf;AAAA,GACF;AA0DF;;;;"}

package/cjs/basket/basket-module.js

@@ -0,0 +1,236 @@
+'use strict';
+
+var prices = require('./reference-data/prices.js');
+var Table = require('../Table.js');
+var TickingArrayDataSource = require('../TickingArrayDataSource.js');
+var basketSchemas = require('./basket-schemas.js');
+var constituents = require('./reference-data/constituents.js');
+
+const buildDataColumnMap = (tableName) => Object.values(basketSchemas.schemas[tableName].columns).reduce(
+  (map, col, index) => {
+    map[col.name] = index;
+    return map;
+  },
+  {}
+);
+const tableMaps = {
+  algoType: buildDataColumnMap("algoType"),
+  basket: buildDataColumnMap("basket"),
+  basketTrading: buildDataColumnMap("basketTrading"),
+  basketTradingConstituent: buildDataColumnMap("basketTradingConstituent"),
+  basketConstituent: buildDataColumnMap("basketConstituent"),
+  basketTradingConstituentJoin: buildDataColumnMap(
+    "basketTradingConstituentJoin"
+  ),
+  priceStrategyType: buildDataColumnMap("priceStrategyType")
+};
+const basketConstituent = new Table.Table(
+  basketSchemas.schemas.basketConstituent,
+  constituents,
+  tableMaps.basketConstituent
+);
+const basketTrading = new Table.Table(
+  basketSchemas.schemas.basketTrading,
+  [],
+  tableMaps.basketTrading
+);
+let basketIncrement = 1;
+const basketTradingConstituent = new Table.Table(
+  basketSchemas.schemas.basketTradingConstituent,
+  [],
+  tableMaps.basketTradingConstituent
+);
+const createBasketTradingRow = (basketId, basketName, side = "BUY", status = "OFF MARKET") => [
+  basketId,
+  basketName,
+  0,
+  1.25,
+  `steve-${basketIncrement++}`,
+  side,
+  status,
+  1e6,
+  125e4,
+  100
+];
+function createTradingBasket(basketId, basketName) {
+  const basketTradingRow = createBasketTradingRow(basketId, basketName);
+  basketTrading.insert(basketTradingRow);
+  const { basketId: key } = buildDataColumnMap("basketConstituent");
+  const constituents = basketConstituent.data.filter(
+    (c) => c[key] === basketId
+  );
+  const { instanceId } = tableMaps.basketTrading;
+  constituents.forEach(([, , description, , ric, , , quantity, weighting]) => {
+    const algo = "";
+    const algoParams = "";
+    const limitPrice = 95;
+    const notionalLocal = 0;
+    const notionalUsd = 0;
+    const pctFilled = 0;
+    const priceSpread = 0;
+    const priceStrategyId = "";
+    const side = "BUY";
+    const venue = "venue";
+    const basketInstanceId = basketTradingRow[instanceId];
+    const basketTradingConstituentRow = [
+      algo,
+      algoParams,
+      basketId,
+      description,
+      basketInstanceId,
+      `${basketInstanceId}-${ric}`,
+      limitPrice,
+      notionalLocal,
+      notionalUsd,
+      pctFilled,
+      priceSpread,
+      priceStrategyId,
+      quantity,
+      ric,
+      side,
+      venue,
+      weighting
+    ];
+    basketTradingConstituent.insert(basketTradingConstituentRow);
+  });
+  return basketTradingRow[instanceId];
+}
+async function addConstituent(rpcRequest) {
+  console.log(`RPC call erceived ${rpcRequest.rpcName}`);
+}
+async function sendToMarket(rpcRequest) {
+  const [basketInstanceId] = rpcRequest.params;
+  basketTrading.update(basketInstanceId, "status", "ON_MARKET");
+}
+async function takeOffMarket(rpcRequest) {
+  const [basketInstanceId] = rpcRequest.params;
+  basketTrading.update(basketInstanceId, "status", "OFF-MARKET");
+}
+async function createNewBasket(rpcRequest) {
+  const {
+    params: [basketId, basketName]
+  } = rpcRequest;
+  const key = createTradingBasket(basketId, basketName);
+  return {
+    action: {
+      type: "VP_CREATE_SUCCESS",
+      key
+    }
+  };
+}
+const tables = {
+  algoType: new Table.Table(
+    basketSchemas.schemas.algoType,
+    [
+      ["Sniper", 0],
+      ["Dark Liquidity", 1],
+      ["VWAP", 2],
+      ["POV", 3],
+      ["Dynamic Close", 4]
+    ],
+    tableMaps.algoType
+  ),
+  basket: new Table.Table(
+    basketSchemas.schemas.basket,
+    [
+      [".NASDAQ100", ".NASDAQ100", 0, 0],
+      [".HSI", ".HSI", 0, 0],
+      [".FTSE100", ".FTSE100", 0, 0],
+      [".SP500", ".SP500", 0, 0]
+    ],
+    tableMaps.basket
+  ),
+  basketConstituent,
+  basketTrading,
+  basketTradingConstituent,
+  basketTradingConstituentJoin: Table.joinTables(
+    { module: "BASKET", table: "basketTradingConstituentJoin" },
+    basketTradingConstituent,
+    prices,
+    "ric"
+  ),
+  priceStrategyType: new Table.Table(
+    basketSchemas.schemas.priceStrategyType,
+    [
+      ["Peg to Near Touch", 0],
+      ["Far Touch", 1],
+      ["Limit", 2],
+      ["Algo", 3]
+    ],
+    tableMaps.priceStrategyType
+  )
+};
+const menus = {
+  algoType: void 0,
+  basket: {
+    name: "ROOT",
+    menus: [
+      {
+        context: "selected-rows",
+        filter: "",
+        name: "Add Basket",
+        rpcName: "CREATE_NEW_BASKET"
+      }
+    ]
+  },
+  basketConstituent: void 0,
+  basketTrading: void 0,
+  basketTradingConstituent: void 0,
+  basketTradingConstituentJoin: void 0,
+  priceStrategyType: void 0
+};
+const services = {
+  algoType: void 0,
+  basket: [
+    {
+      rpcName: "createBasket",
+      service: createNewBasket
+    }
+  ],
+  basketConstituent: void 0,
+  basketTrading: [
+    {
+      rpcName: "sendToMarket",
+      service: sendToMarket
+    },
+    {
+      rpcName: "takeOffMarket",
+      service: takeOffMarket
+    }
+  ],
+  basketTradingConstituent: void 0,
+  basketTradingConstituentJoin: [
+    {
+      rpcName: "addConstituent",
+      service: addConstituent
+    }
+  ],
+  priceStrategyType: void 0
+};
+const getColumnDescriptors = (tableName) => {
+  const schema = basketSchemas.schemas[tableName];
+  return schema.columns;
+};
+const createDataSource = (tableName) => {
+  const columnDescriptors = getColumnDescriptors(tableName);
+  const { key } = basketSchemas.schemas[tableName];
+  return new TickingArrayDataSource.TickingArrayDataSource({
+    columnDescriptors,
+    dataMap: tableMaps[tableName],
+    keyColumn: key,
+    menu: menus[tableName],
+    rpcServices: services[tableName],
+    table: tables[tableName]
+    // updateGenerator: createUpdateGenerator?.(),
+  });
+};
+const nullTypeaheadHook = async () => [];
+const basketModule = {
+  createDataSource,
+  typeaheadHook: () => nullTypeaheadHook
+};
+
+exports.basketModule = basketModule;
+exports.createBasketTradingRow = createBasketTradingRow;
+exports.tables = tables;
+//# sourceMappingURL=basket-module.js.map

package/cjs/basket/basket-module.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"basket-module.js","sources":["../../src/basket/basket-module.ts"],"sourcesContent":["import {\n  ClientToServerViewportRpcCall,\n  VuuMenu,\n  VuuRowDataItemType,\n} from \"@vuu-ui/vuu-protocol-types\";\nimport { ColumnMap } from \"@vuu-ui/vuu-utils\";\nimport pricesTable from \"./reference-data/prices\";\nimport { joinTables, Table } from \"../Table\";\nimport { TickingArrayDataSource } from \"../TickingArrayDataSource\";\nimport type { VuuModule } from \"../vuu-modules\";\nimport { BasketsTableName, schemas } from \"./basket-schemas\";\nimport basketConstituentData from \"./reference-data/constituents\";\n\ntype RpcService = {\n  rpcName: string;\n  service: (rpcRequest: any) => Promise<unknown>;\n};\n\n// This is a 'local' columnMap\nconst buildDataColumnMap = (tableName: BasketsTableName) =>\n  Object.values(schemas[tableName].columns).reduce<ColumnMap>(\n    (map, col, index) => {\n      map[col.name] = index;\n      return map;\n    },\n    {}\n  );\n\nconst tableMaps: Record<BasketsTableName, ColumnMap> = {\n  algoType: buildDataColumnMap(\"algoType\"),\n  basket: buildDataColumnMap(\"basket\"),\n  basketTrading: buildDataColumnMap(\"basketTrading\"),\n  basketTradingConstituent: buildDataColumnMap(\"basketTradingConstituent\"),\n  basketConstituent: buildDataColumnMap(\"basketConstituent\"),\n  basketTradingConstituentJoin: buildDataColumnMap(\n    \"basketTradingConstituentJoin\"\n  ),\n  priceStrategyType: buildDataColumnMap(\"priceStrategyType\"),\n};\n\n/**\n * BasketConstituent\n */\n\nconst basketConstituent = new Table(\n  schemas.basketConstituent,\n  basketConstituentData,\n  tableMaps.basketConstituent\n);\n\n/**\n * BasketTrading\n */\nconst basketTrading = new Table(\n  schemas.basketTrading,\n  [],\n  tableMaps.basketTrading\n);\n\nlet basketIncrement = 1;\n/**\n * BasketTradingConstituent\n */\nconst basketTradingConstituent = new Table(\n  schemas.basketTradingConstituent,\n  [],\n  tableMaps.basketTradingConstituent\n);\n\n// export as convenience for showcase examples\nexport const createBasketTradingRow = (\n  basketId: string,\n  basketName: string,\n  side = \"BUY\",\n  status = \"OFF MARKET\"\n) => [\n  basketId,\n  basketName,\n  0,\n  1.25,\n  `steve-${basketIncrement++}`,\n  side,\n  status,\n  1_000_000,\n  1_250_000,\n  100,\n];\n\nfunction createTradingBasket(basketId: string, basketName: string) {\n  const basketTradingRow = createBasketTradingRow(basketId, basketName);\n\n  basketTrading.insert(basketTradingRow);\n\n  const { basketId: key } = buildDataColumnMap(\"basketConstituent\");\n  const constituents = basketConstituent.data.filter(\n    (c) => c[key] === basketId\n  );\n\n  const { instanceId } = tableMaps.basketTrading;\n\n  constituents.forEach(([, , description, , ric, , , quantity, weighting]) => {\n    const algo = \"\";\n    const algoParams = \"\";\n    const limitPrice = 95;\n    const notionalLocal = 0;\n    const notionalUsd = 0;\n    const pctFilled = 0;\n    const priceSpread = 0;\n    const priceStrategyId = \"\";\n    const side = \"BUY\";\n    const venue = \"venue\";\n\n    const basketInstanceId = basketTradingRow[instanceId];\n    const basketTradingConstituentRow: VuuRowDataItemType[] = [\n      algo,\n      algoParams,\n      basketId,\n      description,\n      basketInstanceId,\n      `${basketInstanceId}-${ric}`,\n      limitPrice,\n      notionalLocal,\n      notionalUsd,\n      pctFilled,\n      priceSpread,\n      priceStrategyId,\n      quantity,\n      ric,\n      side,\n      venue,\n      weighting,\n    ];\n    basketTradingConstituent.insert(basketTradingConstituentRow);\n  });\n\n  // return the key\n  return basketTradingRow[instanceId] as string;\n}\n\nasync function addConstituent(rpcRequest: ClientToServerViewportRpcCall) {\n  console.log(`RPC call erceived ${rpcRequest.rpcName}`);\n}\nasync function sendToMarket(rpcRequest: ClientToServerViewportRpcCall) {\n  const [basketInstanceId] = rpcRequest.params;\n  basketTrading.update(basketInstanceId, \"status\", \"ON_MARKET\");\n}\nasync function takeOffMarket(rpcRequest: ClientToServerViewportRpcCall) {\n  const [basketInstanceId] = rpcRequest.params;\n  basketTrading.update(basketInstanceId, \"status\", \"OFF-MARKET\");\n}\n\nasync function createNewBasket(rpcRequest: ClientToServerViewportRpcCall) {\n  const {\n    params: [basketId, basketName],\n  } = rpcRequest;\n  const key = createTradingBasket(basketId, basketName);\n  return {\n    action: {\n      type: \"VP_CREATE_SUCCESS\",\n      key,\n    },\n  };\n}\n\n//-------------------\n\nexport const tables: Record<BasketsTableName, Table> = {\n  algoType: new Table(\n    schemas.algoType,\n    [\n      [\"Sniper\", 0],\n      [\"Dark Liquidity\", 1],\n      [\"VWAP\", 2],\n      [\"POV\", 3],\n      [\"Dynamic Close\", 4],\n    ],\n    tableMaps.algoType\n  ),\n  basket: new Table(\n    schemas.basket,\n    [\n      [\".NASDAQ100\", \".NASDAQ100\", 0, 0],\n      [\".HSI\", \".HSI\", 0, 0],\n      [\".FTSE100\", \".FTSE100\", 0, 0],\n      [\".SP500\", \".SP500\", 0, 0],\n    ],\n    tableMaps.basket\n  ),\n  basketConstituent,\n  basketTrading,\n  basketTradingConstituent,\n  basketTradingConstituentJoin: joinTables(\n    { module: \"BASKET\", table: \"basketTradingConstituentJoin\" },\n    basketTradingConstituent,\n    pricesTable,\n    \"ric\"\n  ),\n  priceStrategyType: new Table(\n    schemas.priceStrategyType,\n    [\n      [\"Peg to Near Touch\", 0],\n      [\"Far Touch\", 1],\n      [\"Limit\", 2],\n      [\"Algo\", 3],\n    ],\n    tableMaps.priceStrategyType\n  ),\n};\n\nconst menus: Record<BasketsTableName, VuuMenu | undefined> = {\n  algoType: undefined,\n  basket: {\n    name: \"ROOT\",\n    menus: [\n      {\n        context: \"selected-rows\",\n        filter: \"\",\n        name: \"Add Basket\",\n        rpcName: \"CREATE_NEW_BASKET\",\n      },\n    ],\n  },\n  basketConstituent: undefined,\n  basketTrading: undefined,\n  basketTradingConstituent: undefined,\n  basketTradingConstituentJoin: undefined,\n  priceStrategyType: undefined,\n};\n\nconst services: Record<BasketsTableName, RpcService[] | undefined> = {\n  algoType: undefined,\n  basket: [\n    {\n      rpcName: \"createBasket\",\n      service: createNewBasket,\n    },\n  ],\n  basketConstituent: undefined,\n  basketTrading: [\n    {\n      rpcName: \"sendToMarket\",\n      service: sendToMarket,\n    },\n    {\n      rpcName: \"takeOffMarket\",\n      service: takeOffMarket,\n    },\n  ],\n  basketTradingConstituent: undefined,\n  basketTradingConstituentJoin: [\n    {\n      rpcName: \"addConstituent\",\n      service: addConstituent,\n    },\n  ],\n  priceStrategyType: undefined,\n};\n\nconst getColumnDescriptors = (tableName: BasketsTableName) => {\n  const schema = schemas[tableName];\n  return schema.columns;\n};\n\nconst createDataSource = (tableName: BasketsTableName) => {\n  const columnDescriptors = getColumnDescriptors(tableName);\n  const { key } = schemas[tableName];\n  return new TickingArrayDataSource({\n    columnDescriptors,\n    dataMap: tableMaps[tableName],\n    keyColumn: key,\n    menu: menus[tableName],\n    rpcServices: services[tableName],\n    table: tables[tableName],\n    // updateGenerator: createUpdateGenerator?.(),\n  });\n};\n\nconst nullTypeaheadHook = async () => [];\n\nexport const basketModule: VuuModule<BasketsTableName> = {\n  createDataSource,\n  typeaheadHook: () => 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package/cjs/basket/basket-schemas.js

@@ -0,0 +1,121 @@
+'use strict';
+
+const schemas = {
+  algoType: {
+    columns: [
+      { name: "algoType", serverDataType: "string" },
+      { name: "id", serverDataType: "int" }
+    ],
+    key: "id",
+    table: { module: "BASKET", table: "algoType" }
+  },
+  basket: {
+    columns: [
+      { name: "id", serverDataType: "string" },
+      { name: "name", serverDataType: "string" },
+      { name: "notionalValue", serverDataType: "double" },
+      { name: "notionalValueUsd", serverDataType: "double" }
+    ],
+    key: "id",
+    table: { module: "BASKET", table: "basket" }
+  },
+  basketConstituent: {
+    columns: [
+      { name: "basketId", serverDataType: "string" },
+      { name: "change", serverDataType: "string" },
+      { name: "description", serverDataType: "string" },
+      { name: "lastTrade", serverDataType: "string" },
+      { name: "ric", serverDataType: "string" },
+      { name: "ricBasketId", serverDataType: "string" },
+      { name: "side", serverDataType: "string" },
+      { name: "volume", serverDataType: "string" },
+      { name: "weighting", serverDataType: "double" }
+    ],
+    key: "ricBasketId",
+    table: { module: "BASKET", table: "basketConstituent" }
+  },
+  basketTrading: {
+    columns: [
+      { name: "basketId", serverDataType: "string" },
+      { name: "basketName", serverDataType: "string" },
+      { name: "filledPct", serverDataType: "double" },
+      { name: "fxRateToUsd", serverDataType: "double" },
+      { name: "instanceId", serverDataType: "string" },
+      { name: "side", serverDataType: "string" },
+      { name: "status", serverDataType: "string" },
+      { name: "totalNotional", serverDataType: "double" },
+      { name: "totalNotionalUsd", serverDataType: "double" },
+      { name: "units", serverDataType: "int" }
+    ],
+    key: "instanceId",
+    table: { module: "BASKET", table: "basketTrading" }
+  },
+  basketTradingConstituent: {
+    columns: [
+      { name: "algo", serverDataType: "string" },
+      { name: "algoParams", serverDataType: "string" },
+      { name: "basketId", serverDataType: "string" },
+      { name: "description", serverDataType: "string" },
+      { name: "instanceId", serverDataType: "string" },
+      { name: "instanceIdRic", serverDataType: "string" },
+      { name: "limitPrice", serverDataType: "double" },
+      { name: "notionalLocal", serverDataType: "double" },
+      { name: "notionalUsd", serverDataType: "double" },
+      { name: "pctFilled", serverDataType: "double" },
+      { name: "priceSpread", serverDataType: "int" },
+      { name: "priceStrategyId", serverDataType: "int" },
+      { name: "quantity", serverDataType: "long" },
+      { name: "ric", serverDataType: "string" },
+      { name: "side", serverDataType: "string" },
+      { name: "status", serverDataType: "string" },
+      { name: "venue", serverDataType: "string" },
+      { name: "weighting", serverDataType: "double" }
+    ],
+    key: "instanceIdRic",
+    table: { module: "BASKET", table: "basketTradingConstituent" }
+  },
+  basketTradingConstituentJoin: {
+    columns: [
+      { name: "algo", serverDataType: "string" },
+      { name: "algoParams", serverDataType: "string" },
+      { name: "ask", serverDataType: "double" },
+      { name: "askSize", serverDataType: "double" },
+      { name: "basketId", serverDataType: "string" },
+      { name: "bid", serverDataType: "double" },
+      { name: "bidSize", serverDataType: "double" },
+      { name: "close", serverDataType: "double" },
+      { name: "description", serverDataType: "string" },
+      { name: "instanceId", serverDataType: "string" },
+      { name: "instanceIdRic", serverDataType: "string" },
+      { name: "last", serverDataType: "double" },
+      { name: "limitPrice", serverDataType: "double" },
+      { name: "notionalLocal", serverDataType: "double" },
+      { name: "notionalUsd", serverDataType: "double" },
+      { name: "open", serverDataType: "double" },
+      { name: "pctFilled", serverDataType: "double" },
+      { name: "phase", serverDataType: "string" },
+      { name: "priceSpread", serverDataType: "int" },
+      { name: "priceStrategyId", serverDataType: "int" },
+      { name: "quantity", serverDataType: "long" },
+      { name: "ric", serverDataType: "string" },
+      { name: "scenario", serverDataType: "string" },
+      { name: "side", serverDataType: "string" },
+      { name: "status", serverDataType: "string" },
+      { name: "venue", serverDataType: "string" },
+      { name: "weighting", serverDataType: "double" }
+    ],
+    key: "instanceIdRic",
+    table: { module: "BASKET", table: "basketTradingConstituentJoin" }
+  },
+  priceStrategyType: {
+    columns: [
+      { name: "priceStrategy", serverDataType: "string" },
+      { name: "id", serverDataType: "int" }
+    ],
+    key: "",
+    table: { module: "BASKET", table: "priceStrategyType" }
+  }
+};
+
+exports.schemas = schemas;
+//# sourceMappingURL=basket-schemas.js.map

package/cjs/basket/basket-schemas.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"basket-schemas.js","sources":["../../src/basket/basket-schemas.ts"],"sourcesContent":["import { TableSchema } from \"@vuu-ui/vuu-data-types\";\n\nexport type BasketsTableName =\n  | \"algoType\"\n  | \"basket\"\n  | \"basketConstituent\"\n  | \"basketTrading\"\n  | \"basketTradingConstituent\"\n  | \"basketTradingConstituentJoin\"\n  | \"priceStrategyType\";\n\nexport const schemas: Readonly<\n  Record<BasketsTableName, Readonly<TableSchema>>\n> = {\n  algoType: {\n    columns: [\n      { name: \"algoType\", serverDataType: \"string\" },\n      { name: \"id\", serverDataType: \"int\" },\n    ],\n    key: \"id\",\n    table: { module: \"BASKET\", table: \"algoType\" },\n  },\n  basket: {\n    columns: [\n      { name: \"id\", serverDataType: \"string\" },\n      { name: \"name\", serverDataType: \"string\" },\n      { name: \"notionalValue\", serverDataType: \"double\" },\n      { name: \"notionalValueUsd\", serverDataType: \"double\" },\n    ],\n    key: \"id\",\n 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\"double\" },\n      { name: \"instanceId\", serverDataType: \"string\" },\n      { name: \"side\", serverDataType: \"string\" },\n      { name: \"status\", serverDataType: \"string\" },\n      { name: \"totalNotional\", serverDataType: \"double\" },\n      { name: \"totalNotionalUsd\", serverDataType: \"double\" },\n      { name: \"units\", serverDataType: \"int\" },\n    ],\n    key: \"instanceId\",\n    table: { module: \"BASKET\", table: \"basketTrading\" },\n  },\n  basketTradingConstituent: {\n    columns: [\n      { name: \"algo\", serverDataType: \"string\" },\n      { name: \"algoParams\", serverDataType: \"string\" },\n      { name: \"basketId\", serverDataType: \"string\" },\n      { name: \"description\", serverDataType: \"string\" },\n      { name: \"instanceId\", serverDataType: \"string\" },\n      { name: \"instanceIdRic\", serverDataType: \"string\" },\n      { name: \"limitPrice\", serverDataType: \"double\" },\n      { name: \"notionalLocal\", serverDataType: \"double\" },\n      { name: \"notionalUsd\", serverDataType: \"double\" },\n      { name: \"pctFilled\", serverDataType: \"double\" },\n      { name: \"priceSpread\", serverDataType: \"int\" },\n      { name: \"priceStrategyId\", serverDataType: \"int\" },\n      { name: \"quantity\", serverDataType: \"long\" },\n      { name: \"ric\", serverDataType: \"string\" },\n      { name: \"side\", serverDataType: \"string\" },\n      { name: \"status\", serverDataType: \"string\" },\n      { name: \"venue\", serverDataType: \"string\" },\n      { name: \"weighting\", serverDataType: \"double\" },\n    ],\n    key: \"instanceIdRic\",\n    table: { module: \"BASKET\", table: \"basketTradingConstituent\" },\n  },\n\n  basketTradingConstituentJoin: {\n    columns: [\n      { name: \"algo\", serverDataType: \"string\" },\n      { name: \"algoParams\", serverDataType: \"string\" },\n      { name: \"ask\", serverDataType: \"double\" },\n      { name: \"askSize\", serverDataType: \"double\" },\n      { name: \"basketId\", serverDataType: \"string\" },\n      { name: \"bid\", serverDataType: \"double\" },\n      { name: \"bidSize\", serverDataType: \"double\" },\n      { name: \"close\", serverDataType: \"double\" },\n      { name: \"description\", serverDataType: \"string\" },\n      { name: \"instanceId\", serverDataType: \"string\" },\n      { name: \"instanceIdRic\", serverDataType: \"string\" },\n      { name: \"last\", serverDataType: \"double\" },\n      { name: \"limitPrice\", serverDataType: \"double\" },\n      { name: \"notionalLocal\", serverDataType: \"double\" },\n      { name: \"notionalUsd\", serverDataType: \"double\" },\n      { name: \"open\", serverDataType: \"double\" },\n      { name: \"pctFilled\", serverDataType: \"double\" },\n      { name: \"phase\", serverDataType: \"string\" },\n      { name: \"priceSpread\", serverDataType: \"int\" },\n      { name: \"priceStrategyId\", serverDataType: \"int\" },\n      { name: \"quantity\", serverDataType: \"long\" },\n      { name: \"ric\", serverDataType: \"string\" },\n      { name: \"scenario\", serverDataType: \"string\" },\n      { name: \"side\", serverDataType: \"string\" },\n      { name: \"status\", serverDataType: \"string\" },\n      { name: \"venue\", serverDataType: \"string\" },\n      { name: \"weighting\", serverDataType: \"double\" },\n    ],\n    key: \"instanceIdRic\",\n    table: { module: \"BASKET\", table: \"basketTradingConstituentJoin\" },\n  },\n  priceStrategyType: {\n    columns: [\n      { name: \"priceStrategy\", serverDataType: \"string\" },\n      { name: \"id\", serverDataType: \"int\" },\n    ],\n    key: \"\",\n    table: { module: \"BASKET\", table: \"priceStrategyType\" },\n  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package/cjs/basket/reference-data/constituents.js

@@ -0,0 +1,40 @@
+'use strict';
+
+var ftse100 = require('./ftse100.js');
+var nasdaq100 = require('./nasdaq100.js');
+var sp500 = require('./sp500.js');
+var hsi = require('./hsi.js');
+
+const basketConstituentData = [];
+for (const row of ftse100) {
+  const [ric, name, lastTrade, change, volume] = row;
+  const basketId = ".FTSE100";
+  const side = "BUY";
+  const weighting = 1;
+  basketConstituentData.push([basketId, change, name, lastTrade, ric, `${ric}-${basketId}`, side, volume, weighting]);
+}
+for (const row of hsi) {
+  const [name, ric, lastTrade, change, , volume] = row;
+  const basketId = ".HSI";
+  const side = "BUY";
+  const weighting = 1;
+  basketConstituentData.push([basketId, change, name, lastTrade, ric, `${ric}-${basketId}`, side, volume, weighting]);
+}
+for (const row of nasdaq100) {
+  const [name, ric, weighting, lastTrade, change] = row;
+  const basketId = ".NASDAQ100";
+  const side = "BUY";
+  const volume = 1e3;
+  basketConstituentData.push([basketId, change, name, lastTrade, ric, `${ric}-${basketId}`, side, volume, weighting]);
+}
+for (const row of sp500) {
+  const [name, ric, weighting, , change] = row;
+  const basketId = ".SP500";
+  const side = "BUY";
+  const volume = 1e3;
+  const lastTrade = 0;
+  basketConstituentData.push([basketId, change, name, lastTrade, ric, `${ric}-${basketId}`, side, volume, weighting]);
+}
+
+module.exports = basketConstituentData;
+//# sourceMappingURL=constituents.js.map

package/cjs/basket/reference-data/constituents.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"constituents.js","sources":["../../../src/basket/reference-data/constituents.ts"],"sourcesContent":["import ftse from \"./ftse100\";\nimport nasdaq from \"./nasdaq100\";\nimport sp500 from \"./sp500\";\nimport hsi from \"./hsi\";\nimport { VuuRowDataItemType } from \"@vuu-ui/vuu-protocol-types\";\n\nconst basketConstituentData = [];\nfor (const row of ftse) {\n  // prettier-ignore\n  const [ric, name, lastTrade, change, volume] = row;\n  const basketId = \".FTSE100\";\n  const side = \"BUY\";\n  const weighting = 1;\n  // prettier-ignore\n  basketConstituentData.push([ basketId, change, name, lastTrade, ric, `${ric}-${basketId}`, side, volume, weighting ]);\n}\n\nfor (const row of hsi) {\n  // prettier-ignore\n  const [name, ric, lastTrade, change, , volume] = row;\n  const basketId = \".HSI\";\n  const side = \"BUY\";\n  const weighting = 1;\n  // prettier-ignore\n  basketConstituentData.push([basketId,change,name, lastTrade,ric,`${ric}-${basketId}`,side,volume,weighting ]);\n}\n\nfor (const row of nasdaq) {\n  // prettier-ignore\n  const [name, ric, weighting, lastTrade, change] = row;\n  const basketId = \".NASDAQ100\";\n  const side = \"BUY\";\n  const volume = 1000;\n  // prettier-ignore\n  basketConstituentData.push([ basketId, change, name, lastTrade, ric, `${ric}-${basketId}`, side, volume, weighting ]);\n}\n\nfor (const row of sp500) {\n  // prettier-ignore\n  const [name, ric, weighting,,change] = row;\n  const basketId = \".SP500\";\n  const side = \"BUY\";\n  const volume = 1000;\n  const lastTrade = 0;\n  // prettier-ignore\n  basketConstituentData.push([ basketId, change, name, lastTrade, ric, `${ric}-${basketId}`, side, volume, weighting ]);\n}\n\nexport default basketConstituentData as VuuRowDataItemType[][];\n"],"names":["ftse","nasdaq"],"mappings":";;;;;;;AAMA,MAAM,wBAAwB,GAAC;AAC/B,KAAA,MAAW,OAAOA,OAAM,EAAA;AAEtB,EAAA,MAAM,CAAC,GAAK,EAAA,IAAA,EAAM,SAAW,EAAA,MAAA,EAAQ,MAAM,CAAI,GAAA,GAAA,CAAA;AAC/C,EAAA,MAAM,QAAW,GAAA,UAAA,CAAA;AACjB,EAAA,MAAM,IAAO,GAAA,KAAA,CAAA;AACb,EAAA,MAAM,SAAY,GAAA,CAAA,CAAA;AAElB,EAAA,qBAAA,CAAsB,IAAK,CAAA,CAAE,QAAU,EAAA,MAAA,EAAQ,MAAM,SAAW,EAAA,GAAA,EAAK,CAAG,EAAA,GAAG,IAAI,QAAQ,CAAA,CAAA,EAAI,IAAM,EAAA,MAAA,EAAQ,SAAU,CAAC,CAAA,CAAA;AACtH,CAAA;AAEA,KAAA,MAAW,OAAO,GAAK,EAAA;AAErB,EAAA,MAAM,CAAC,IAAM,EAAA,GAAA,EAAK,WAAW,MAAQ,IAAE,MAAM,CAAI,GAAA,GAAA,CAAA;AACjD,EAAA,MAAM,QAAW,GAAA,MAAA,CAAA;AACjB,EAAA,MAAM,IAAO,GAAA,KAAA,CAAA;AACb,EAAA,MAAM,SAAY,GAAA,CAAA,CAAA;AAElB,EAAA,qBAAA,CAAsB,IAAK,CAAA,CAAC,QAAS,EAAA,MAAA,EAAO,MAAM,SAAU,EAAA,GAAA,EAAI,CAAG,EAAA,GAAG,IAAI,QAAQ,CAAA,CAAA,EAAG,IAAK,EAAA,MAAA,EAAO,SAAU,CAAC,CAAA,CAAA;AAC9G,CAAA;AAEA,KAAA,MAAW,OAAOC,SAAQ,EAAA;AAExB,EAAA,MAAM,CAAC,IAAM,EAAA,GAAA,EAAK,SAAW,EAAA,SAAA,EAAW,MAAM,CAAI,GAAA,GAAA,CAAA;AAClD,EAAA,MAAM,QAAW,GAAA,YAAA,CAAA;AACjB,EAAA,MAAM,IAAO,GAAA,KAAA,CAAA;AACb,EAAA,MAAM,MAAS,GAAA,GAAA,CAAA;AAEf,EAAA,qBAAA,CAAsB,IAAK,CAAA,CAAE,QAAU,EAAA,MAAA,EAAQ,MAAM,SAAW,EAAA,GAAA,EAAK,CAAG,EAAA,GAAG,IAAI,QAAQ,CAAA,CAAA,EAAI,IAAM,EAAA,MAAA,EAAQ,SAAU,CAAC,CAAA,CAAA;AACtH,CAAA;AAEA,KAAA,MAAW,OAAO,KAAO,EAAA;AAEvB,EAAA,MAAM,CAAC,IAAM,EAAA,GAAA,EAAK,SAAU,IAAC,MAAM,CAAI,GAAA,GAAA,CAAA;AACvC,EAAA,MAAM,QAAW,GAAA,QAAA,CAAA;AACjB,EAAA,MAAM,IAAO,GAAA,KAAA,CAAA;AACb,EAAA,MAAM,MAAS,GAAA,GAAA,CAAA;AACf,EAAA,MAAM,SAAY,GAAA,CAAA,CAAA;AAElB,EAAA,qBAAA,CAAsB,IAAK,CAAA,CAAE,QAAU,EAAA,MAAA,EAAQ,MAAM,SAAW,EAAA,GAAA,EAAK,CAAG,EAAA,GAAG,IAAI,QAAQ,CAAA,CAAA,EAAI,IAAM,EAAA,MAAA,EAAQ,SAAU,CAAC,CAAA,CAAA;AACtH;;;;"}