@vuu-ui/vuu-data-test 0.13.116 → 0.13.118
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/cjs/simul/reference-data/instruments.js +15 -1
- package/cjs/simul/reference-data/instruments.js.map +1 -1
- package/cjs/simul/simul-schemas.js +1 -1
- package/cjs/simul/simul-schemas.js.map +1 -1
- package/esm/simul/reference-data/instruments.js +15 -1
- package/esm/simul/reference-data/instruments.js.map +1 -1
- package/esm/simul/simul-schemas.js +1 -1
- package/esm/simul/simul-schemas.js.map +1 -1
- package/package.json +6 -6
- package/types/simul/reference-data/instruments.d.ts +1 -1
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@@ -38,10 +38,24 @@ const chars1 = Array.from("ABCEFGHKMN");
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const chars2 = Array.from("ABCEFGHKMN");
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const chars3 = Array.from("OPQRTUVWYZ");
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const chars4 = Array.from("OPQRTUVWYZ");
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const scaledDecimals = (fraction, decimals) => {
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if (fraction.length > decimals) {
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return fraction.slice(0, decimals);
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} else if (fraction.length === decimals) {
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return fraction;
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} else {
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return fraction.padEnd(decimals, "0");
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}
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};
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const ScaledDecimal = (value, decimals = 6) => {
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const stringValue = value.toString();
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const [integral, fraction = "0"] = stringValue.split(".");
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return `${integral}${scaledDecimals(fraction, decimals)}`;
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};
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const randomPrice = () => {
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const price = dataUtils.random(0, 1e4);
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const multiplier = dataUtils.random(1, 10);
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return price / multiplier;
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return ScaledDecimal(price / multiplier);
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};
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let count = 0;
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for (const char1 of chars1) {
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@@ -1 +1 @@
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{"version":3,"file":"instruments.js","sources":["../../../../../packages/vuu-data-test/src/simul/reference-data/instruments.ts"],"sourcesContent":["import { isinGenerator } from \"./isin-generator\";\nimport tableContainer from \"../../core/table/TableContainer\";\nimport { currencies } from \"./currencies\";\nimport { locations, suffixes } from \"./locations\";\nimport { lotsizes } from \"./lotsizes\";\nimport { random } from \"../../data-utils\";\nimport { buildDataColumnMap } from \"../../Table\";\nimport { schemas } from \"../simul-schemas\";\nimport { Clock } from \"@vuu-ui/vuu-utils\";\n\nconst { createTable } = tableContainer;\n\nconst today = new Date();\nconst clock = new Clock({\n year: today.getFullYear(),\n month: today.getMonth() + 1,\n day: today.getDate(),\n hours: 7,\n minutes: 0,\n seconds: 0,\n milliseconds: 0,\n});\n\nexport type bbg = string;\nexport type currency = string;\nexport type ric = string;\nexport type description = string;\nexport type exchange = string;\n// seed for price generation\nexport type price =
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{"version":3,"file":"instruments.js","sources":["../../../../../packages/vuu-data-test/src/simul/reference-data/instruments.ts"],"sourcesContent":["import { isinGenerator } from \"./isin-generator\";\nimport tableContainer from \"../../core/table/TableContainer\";\nimport { currencies } from \"./currencies\";\nimport { locations, suffixes } from \"./locations\";\nimport { lotsizes } from \"./lotsizes\";\nimport { random } from \"../../data-utils\";\nimport { buildDataColumnMap } from \"../../Table\";\nimport { schemas } from \"../simul-schemas\";\nimport { Clock } from \"@vuu-ui/vuu-utils\";\n\nconst { createTable } = tableContainer;\n\nconst today = new Date();\nconst clock = new Clock({\n year: today.getFullYear(),\n month: today.getMonth() + 1,\n day: today.getDate(),\n hours: 7,\n minutes: 0,\n seconds: 0,\n milliseconds: 0,\n});\n\nexport type bbg = string;\nexport type currency = string;\nexport type ric = string;\nexport type description = string;\nexport type exchange = string;\n// seed for price generation\nexport type price = string;\nexport type date = number;\n\nexport type InstrumentsDataRow = [\n bbg,\n currency,\n description,\n exchange,\n string,\n number,\n price,\n ric,\n date,\n date,\n];\n\nexport const InstrumentColumnMap = {\n bbg: 0,\n currency: 1,\n description: 2,\n exchange: 3,\n string: 4,\n number: 5,\n price: 6,\n ric: 7,\n vuuCreatedTimestamp: 8,\n vuuUpdatedTimestamp: 9,\n} as const;\n\nconst instrumentsData: InstrumentsDataRow[] = [];\n\nconst chars1 = Array.from(\"ABCEFGHKMN\");\nconst chars2 = Array.from(\"ABCEFGHKMN\");\nconst chars3 = Array.from(\"OPQRTUVWYZ\");\nconst chars4 = Array.from(\"OPQRTUVWYZ\");\n\nconst scaledDecimals = (fraction: string, decimals: number) => {\n if (fraction.length > decimals) {\n return fraction.slice(0, decimals);\n } else if (fraction.length === decimals) {\n return fraction;\n } else {\n return fraction.padEnd(decimals, \"0\");\n }\n};\n\nconst ScaledDecimal = (value: number, decimals = 6) => {\n const stringValue = value.toString();\n const [integral, fraction = \"0\"] = stringValue.split(\".\");\n return `${integral}${scaledDecimals(fraction, decimals)}`;\n};\n\nconst randomPrice = () => {\n const price = random(0, 10000);\n const multiplier = random(1, 10);\n return ScaledDecimal(price / multiplier);\n};\n\n// const start = performance.now();\n// Create 10_000 Instruments\nlet count = 0;\nfor (const char1 of chars1) {\n for (const char2 of chars2) {\n for (const char3 of chars3) {\n for (const char4 of chars4) {\n const suffix = suffixes[count % 8];\n const ric = char1 + char2 + char3 + char4 + \".\" + suffix;\n const bbg = char1 + char2 + char3 + char4 + \" \" + suffix;\n const description = `${ric} description`;\n const currency = currencies[random(0, 4)];\n const isin = isinGenerator();\n const lotSize = lotsizes[random(0, lotsizes.length - 1)];\n\n const exchange = locations[suffix][1];\n const price = randomPrice();\n\n const timestamp = clock.now;\n\n instrumentsData.push([\n bbg,\n currency,\n description,\n exchange,\n String(isin),\n lotSize,\n price,\n ric,\n timestamp,\n timestamp,\n ]);\n count++;\n clock.advance(random(0, 10000));\n }\n }\n }\n}\n\n// const end = performance.now();\n// console.log(`generating 10,000 instruments took ${end - start} ms`);\n\nexport const getRic = (defaultRic: string) => {\n const row = instrumentsData.at(random(0, instrumentsData.length));\n return row?.[InstrumentColumnMap.ric] ?? defaultRic;\n};\n\nexport const instrumentsTable = createTable(\n schemas.instruments,\n instrumentsData,\n buildDataColumnMap(schemas, \"instruments\"),\n);\n\nexport { instrumentsData };\n"],"names":["tableContainer","Clock","random","suffixes","currencies","isinGenerator","lotsizes","locations","schemas","buildDataColumnMap"],"mappings":";;;;;;;;;;;;AAUA,MAAM,EAAE,aAAgB,GAAAA,cAAA;AAExB,MAAM,KAAA,uBAAY,IAAK,EAAA;AACvB,MAAM,KAAA,GAAQ,IAAIC,cAAM,CAAA;AAAA,EACtB,IAAA,EAAM,MAAM,WAAY,EAAA;AAAA,EACxB,KAAA,EAAO,KAAM,CAAA,QAAA,EAAa,GAAA,CAAA;AAAA,EAC1B,GAAA,EAAK,MAAM,OAAQ,EAAA;AAAA,EACnB,KAAO,EAAA,CAAA;AAAA,EACP,OAAS,EAAA,CAAA;AAAA,EACT,OAAS,EAAA,CAAA;AAAA,EACT,YAAc,EAAA;AAChB,CAAC,CAAA;AAwBM,MAAM,mBAAsB,GAAA;AAAA,EACjC,GAAK,EAAA,CAAA;AAAA,EACL,QAAU,EAAA,CAAA;AAAA,EACV,WAAa,EAAA,CAAA;AAAA,EACb,QAAU,EAAA,CAAA;AAAA,EACV,MAAQ,EAAA,CAAA;AAAA,EACR,MAAQ,EAAA,CAAA;AAAA,EACR,KAAO,EAAA,CAAA;AAAA,EACP,GAAK,EAAA,CAAA;AAAA,EACL,mBAAqB,EAAA,CAAA;AAAA,EACrB,mBAAqB,EAAA;AACvB;AAEA,MAAM,kBAAwC;AAE9C,MAAM,MAAA,GAAS,KAAM,CAAA,IAAA,CAAK,YAAY,CAAA;AACtC,MAAM,MAAA,GAAS,KAAM,CAAA,IAAA,CAAK,YAAY,CAAA;AACtC,MAAM,MAAA,GAAS,KAAM,CAAA,IAAA,CAAK,YAAY,CAAA;AACtC,MAAM,MAAA,GAAS,KAAM,CAAA,IAAA,CAAK,YAAY,CAAA;AAEtC,MAAM,cAAA,GAAiB,CAAC,QAAA,EAAkB,QAAqB,KAAA;AAC7D,EAAI,IAAA,QAAA,CAAS,SAAS,QAAU,EAAA;AAC9B,IAAO,OAAA,QAAA,CAAS,KAAM,CAAA,CAAA,EAAG,QAAQ,CAAA;AAAA,GACnC,MAAA,IAAW,QAAS,CAAA,MAAA,KAAW,QAAU,EAAA;AACvC,IAAO,OAAA,QAAA;AAAA,GACF,MAAA;AACL,IAAO,OAAA,QAAA,CAAS,MAAO,CAAA,QAAA,EAAU,GAAG,CAAA;AAAA;AAExC,CAAA;AAEA,MAAM,aAAgB,GAAA,CAAC,KAAe,EAAA,QAAA,GAAW,CAAM,KAAA;AACrD,EAAM,MAAA,WAAA,GAAc,MAAM,QAAS,EAAA;AACnC,EAAA,MAAM,CAAC,QAAU,EAAA,QAAA,GAAW,GAAG,CAAI,GAAA,WAAA,CAAY,MAAM,GAAG,CAAA;AACxD,EAAA,OAAO,GAAG,QAAQ,CAAA,EAAG,cAAe,CAAA,QAAA,EAAU,QAAQ,CAAC,CAAA,CAAA;AACzD,CAAA;AAEA,MAAM,cAAc,MAAM;AACxB,EAAM,MAAA,KAAA,GAAQC,gBAAO,CAAA,CAAA,EAAG,GAAK,CAAA;AAC7B,EAAM,MAAA,UAAA,GAAaA,gBAAO,CAAA,CAAA,EAAG,EAAE,CAAA;AAC/B,EAAO,OAAA,aAAA,CAAc,QAAQ,UAAU,CAAA;AACzC,CAAA;AAIA,IAAI,KAAQ,GAAA,CAAA;AACZ,KAAA,MAAW,SAAS,MAAQ,EAAA;AAC1B,EAAA,KAAA,MAAW,SAAS,MAAQ,EAAA;AAC1B,IAAA,KAAA,MAAW,SAAS,MAAQ,EAAA;AAC1B,MAAA,KAAA,MAAW,SAAS,MAAQ,EAAA;AAC1B,QAAM,MAAA,MAAA,GAASC,kBAAS,CAAA,KAAA,GAAQ,CAAC,CAAA;AACjC,QAAA,MAAM,GAAM,GAAA,KAAA,GAAQ,KAAQ,GAAA,KAAA,GAAQ,QAAQ,GAAM,GAAA,MAAA;AAClD,QAAA,MAAM,GAAM,GAAA,KAAA,GAAQ,KAAQ,GAAA,KAAA,GAAQ,QAAQ,GAAM,GAAA,MAAA;AAClD,QAAM,MAAA,WAAA,GAAc,GAAG,GAAG,CAAA,YAAA,CAAA;AAC1B,QAAA,MAAM,QAAW,GAAAC,qBAAA,CAAWF,gBAAO,CAAA,CAAA,EAAG,CAAC,CAAC,CAAA;AACxC,QAAA,MAAM,OAAOG,mBAAc,EAAA;AAC3B,QAAA,MAAM,UAAUC,iBAAS,CAAAJ,gBAAA,CAAO,GAAGI,iBAAS,CAAA,MAAA,GAAS,CAAC,CAAC,CAAA;AAEvD,QAAA,MAAM,QAAW,GAAAC,mBAAA,CAAU,MAAM,CAAA,CAAE,CAAC,CAAA;AACpC,QAAA,MAAM,QAAQ,WAAY,EAAA;AAE1B,QAAA,MAAM,YAAY,KAAM,CAAA,GAAA;AAExB,QAAA,eAAA,CAAgB,IAAK,CAAA;AAAA,UACnB,GAAA;AAAA,UACA,QAAA;AAAA,UACA,WAAA;AAAA,UACA,QAAA;AAAA,UACA,OAAO,IAAI,CAAA;AAAA,UACX,OAAA;AAAA,UACA,KAAA;AAAA,UACA,GAAA;AAAA,UACA,SAAA;AAAA,UACA;AAAA,SACD,CAAA;AACD,QAAA,KAAA,EAAA;AACA,QAAA,KAAA,CAAM,OAAQ,CAAAL,gBAAA,CAAO,CAAG,EAAA,GAAK,CAAC,CAAA;AAAA;AAChC;AACF;AAEJ;AAKa,MAAA,MAAA,GAAS,CAAC,UAAuB,KAAA;AAC5C,EAAA,MAAM,MAAM,eAAgB,CAAA,EAAA,CAAGA,iBAAO,CAAG,EAAA,eAAA,CAAgB,MAAM,CAAC,CAAA;AAChE,EAAO,OAAA,GAAA,GAAM,mBAAoB,CAAA,GAAG,CAAK,IAAA,UAAA;AAC3C;AAEO,MAAM,gBAAmB,GAAA,WAAA;AAAA,EAC9BM,oBAAQ,CAAA,WAAA;AAAA,EACR,eAAA;AAAA,EACAC,wBAAA,CAAmBD,sBAAS,aAAa;AAC3C;;;;;;;"}
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@@ -13,7 +13,7 @@ const schemas = {
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{ name: "exchange", serverDataType: "string" },
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{ name: "isin", serverDataType: "string" },
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{ name: "lotSize", serverDataType: "int" },
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{ name: "price", serverDataType: "
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{ name: "price", serverDataType: "scaleddecimal6" },
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{ name: "ric", serverDataType: "string" },
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...VUU_TIMESTAMP_COLUMNS
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{"version":3,"file":"simul-schemas.js","sources":["../../../../packages/vuu-data-test/src/simul/simul-schemas.ts"],"sourcesContent":["import { SchemaColumn, TableSchema } from \"@vuu-ui/vuu-data-types\";\nimport { VuuTable } from \"@vuu-ui/vuu-protocol-types\";\n\nconst VUU_TIMESTAMP_COLUMNS: SchemaColumn[] = [\n { name: \"vuuCreatedTimestamp\", serverDataType: \"epochtimestamp\" },\n { name: \"vuuUpdatedTimestamp\", serverDataType: \"epochtimestamp\" },\n];\n\nexport type SimulTableName =\n | \"instruments\"\n | \"instrumentsExtended\"\n | \"instrumentPrices\"\n | \"orders\"\n | \"childOrders\"\n | \"parentOrders\"\n | \"prices\";\n\n// These Schemas take the form of the schemas that we create\n// with TABLE_META returned by Vuu.\nexport const schemas: Readonly<Record<SimulTableName, Readonly<TableSchema>>> =\n {\n instruments: {\n columns: [\n { name: \"bbg\", serverDataType: \"string\" },\n { name: \"currency\", serverDataType: \"string\" },\n { name: \"description\", serverDataType: \"string\" },\n { name: \"exchange\", serverDataType: \"string\" },\n { name: \"isin\", serverDataType: \"string\" },\n { name: \"lotSize\", serverDataType: \"int\" },\n { name: \"price\", serverDataType: \"double\" },\n { name: \"ric\", serverDataType: \"string\" },\n ...VUU_TIMESTAMP_COLUMNS,\n ],\n key: \"ric\",\n table: { module: \"SIMUL\", table: \"instruments\" },\n },\n instrumentsExtended: {\n columns: [\n { name: \"bbg\", serverDataType: \"string\" },\n { name: \"currency\", serverDataType: \"string\" },\n { name: \"description\", serverDataType: \"string\" },\n { name: \"exchange\", serverDataType: \"string\" },\n { name: \"isin\", serverDataType: \"string\" },\n { name: \"lotSize\", serverDataType: \"int\" },\n { name: \"ric\", serverDataType: \"string\" },\n { name: \"supported\", serverDataType: \"boolean\" },\n { name: \"wishlist\", serverDataType: \"boolean\" },\n { name: \"lastUpdated\", serverDataType: \"long\" },\n { name: \"price\", serverDataType: \"double\" },\n { name: \"date\", serverDataType: \"long\" },\n ...VUU_TIMESTAMP_COLUMNS,\n ],\n key: \"ric\",\n table: { module: \"SIMUL\", table: \"instrumentsExtended\" },\n },\n instrumentPrices: {\n columns: [\n { name: \"ask\", serverDataType: \"double\" },\n { name: \"askSize\", serverDataType: \"double\" }, // type: \"int\"\n { name: \"bbg\", serverDataType: \"string\" },\n { name: \"bid\", serverDataType: \"double\" },\n { name: \"bidSize\", serverDataType: \"double\" },\n { name: \"close\", serverDataType: \"double\" },\n { name: \"currency\", serverDataType: \"string\" },\n { name: \"description\", serverDataType: \"string\" },\n { name: \"exchange\", serverDataType: \"string\" },\n { name: \"isin\", serverDataType: \"string\" },\n { name: \"last\", serverDataType: \"double\" },\n { name: \"lotSize\", serverDataType: \"int\" },\n { name: \"open\", serverDataType: \"double\" },\n { name: \"phase\", serverDataType: \"string\" },\n { name: \"ric\", serverDataType: \"string\" },\n { name: \"scenario\", serverDataType: \"string\" },\n ...VUU_TIMESTAMP_COLUMNS,\n ],\n key: \"ric\",\n table: { module: \"SIMUL\", table: \"instrumentPrices\" },\n },\n orders: {\n columns: [\n { name: \"status\", serverDataType: \"string\" },\n { name: \"ccy\", serverDataType: \"string\" },\n { name: \"filledQuantity\", serverDataType: \"double\" },\n { name: \"lastUpdate\", serverDataType: \"long\" },\n { name: \"orderId\", serverDataType: \"string\" },\n { name: \"quantity\", serverDataType: \"double\" },\n { name: \"ric\", serverDataType: \"string\" },\n { name: \"side\", serverDataType: \"string\" },\n { name: \"trader\", serverDataType: \"string\" },\n ...VUU_TIMESTAMP_COLUMNS,\n ],\n key: \"orderId\",\n table: { module: \"SIMUL\", table: \"orders\" },\n },\n childOrders: {\n columns: [\n { name: \"account\", serverDataType: \"string\" },\n { name: \"averagePrice\", serverDataType: \"double\" },\n { name: \"ccy\", serverDataType: \"string\" },\n { name: \"exchange\", serverDataType: \"string\" },\n { name: \"filledQty\", serverDataType: \"double\" },\n { name: \"id\", serverDataType: \"string\" },\n { name: \"idAsInt\", serverDataType: \"int\" },\n { name: \"openQty\", serverDataType: \"double\" },\n { name: \"parentOrderId\", serverDataType: \"string\" },\n { name: \"price\", serverDataType: \"double\" },\n { name: \"quantity\", serverDataType: \"double\" },\n { name: \"ric\", serverDataType: \"string\" },\n { name: \"side\", serverDataType: \"string\" },\n { name: \"status\", serverDataType: \"string\" },\n { name: \"strategy\", serverDataType: \"string\" },\n { name: \"volLimit\", serverDataType: \"int\" },\n ...VUU_TIMESTAMP_COLUMNS,\n ],\n key: \"id\",\n table: { module: \"SIMUL\", table: \"childOrders\" },\n },\n parentOrders: {\n columns: [\n { name: \"account\", serverDataType: \"string\" },\n { name: \"algo\", serverDataType: \"string\" },\n { name: \"averagePrice\", serverDataType: \"double\" },\n { name: \"ccy\", serverDataType: \"string\" },\n { name: \"childCount\", serverDataType: \"int\" },\n { name: \"exchange\", serverDataType: \"string\" },\n { name: \"filledQty\", serverDataType: \"double\" },\n { name: \"id\", serverDataType: \"string\" },\n { name: \"idAsInt\", serverDataType: \"int\" },\n { name: \"openQty\", serverDataType: \"double\" },\n { name: \"price\", serverDataType: \"double\" },\n { name: \"quantity\", serverDataType: \"double\" },\n { name: \"ric\", serverDataType: \"string\" },\n { name: \"side\", serverDataType: \"string\" },\n { name: \"status\", serverDataType: \"string\" },\n { name: \"volLimit\", serverDataType: \"int\" },\n ...VUU_TIMESTAMP_COLUMNS,\n ],\n key: \"id\",\n table: { module: \"SIMUL\", table: \"parentOrders\" },\n },\n prices: {\n columns: [\n { name: \"ask\", serverDataType: \"double\" },\n { name: \"askSize\", serverDataType: \"double\" }, // type: \"int\"\n { name: \"bid\", serverDataType: \"double\" },\n { name: \"bidSize\", serverDataType: \"double\" },\n { name: \"close\", serverDataType: \"double\" },\n { name: \"last\", serverDataType: \"double\" },\n { name: \"open\", serverDataType: \"double\" },\n { name: \"phase\", serverDataType: \"string\" },\n { name: \"ric\", serverDataType: \"string\" },\n { name: \"scenario\", serverDataType: \"string\" },\n ...VUU_TIMESTAMP_COLUMNS,\n ],\n key: \"ric\",\n table: { module: \"SIMUL\", table: \"prices\" },\n },\n };\n\nexport type SimulVuuTable = {\n module: \"SIMUL\";\n table: SimulTableName;\n};\n\nexport const isSimulTable = (table: VuuTable): table is SimulVuuTable =>\n table.module === 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{"version":3,"file":"simul-schemas.js","sources":["../../../../packages/vuu-data-test/src/simul/simul-schemas.ts"],"sourcesContent":["import { SchemaColumn, TableSchema } from \"@vuu-ui/vuu-data-types\";\nimport { VuuTable } from \"@vuu-ui/vuu-protocol-types\";\n\nconst VUU_TIMESTAMP_COLUMNS: SchemaColumn[] = [\n { name: \"vuuCreatedTimestamp\", serverDataType: \"epochtimestamp\" },\n { name: \"vuuUpdatedTimestamp\", serverDataType: \"epochtimestamp\" },\n];\n\nexport type SimulTableName =\n | \"instruments\"\n | \"instrumentsExtended\"\n | \"instrumentPrices\"\n | \"orders\"\n | \"childOrders\"\n | \"parentOrders\"\n | \"prices\";\n\n// These Schemas take the form of the schemas that we create\n// with TABLE_META returned by Vuu.\nexport const schemas: Readonly<Record<SimulTableName, Readonly<TableSchema>>> =\n {\n instruments: {\n columns: [\n { name: \"bbg\", serverDataType: \"string\" },\n { name: \"currency\", serverDataType: \"string\" },\n { name: \"description\", serverDataType: \"string\" },\n { name: \"exchange\", serverDataType: \"string\" },\n { name: \"isin\", serverDataType: \"string\" },\n { name: \"lotSize\", serverDataType: \"int\" },\n { name: \"price\", serverDataType: \"scaleddecimal6\" },\n { name: \"ric\", serverDataType: \"string\" },\n ...VUU_TIMESTAMP_COLUMNS,\n ],\n key: \"ric\",\n table: { module: \"SIMUL\", table: \"instruments\" },\n },\n instrumentsExtended: {\n columns: [\n { name: \"bbg\", serverDataType: \"string\" },\n { name: \"currency\", serverDataType: \"string\" },\n { name: \"description\", serverDataType: \"string\" },\n { name: \"exchange\", serverDataType: \"string\" },\n { name: \"isin\", serverDataType: \"string\" },\n { name: \"lotSize\", serverDataType: \"int\" },\n { name: \"ric\", serverDataType: \"string\" },\n { name: \"supported\", serverDataType: \"boolean\" },\n { name: \"wishlist\", serverDataType: \"boolean\" },\n { name: \"lastUpdated\", serverDataType: \"long\" },\n { name: \"price\", serverDataType: \"double\" },\n { name: \"date\", serverDataType: \"long\" },\n ...VUU_TIMESTAMP_COLUMNS,\n ],\n key: \"ric\",\n table: { module: \"SIMUL\", table: \"instrumentsExtended\" },\n },\n instrumentPrices: {\n columns: [\n { name: \"ask\", serverDataType: \"double\" },\n { name: \"askSize\", serverDataType: \"double\" }, // type: \"int\"\n { name: \"bbg\", serverDataType: \"string\" },\n { name: \"bid\", serverDataType: \"double\" },\n { name: \"bidSize\", serverDataType: \"double\" },\n { name: \"close\", serverDataType: \"double\" },\n { name: \"currency\", serverDataType: \"string\" },\n { name: \"description\", serverDataType: \"string\" },\n { name: \"exchange\", serverDataType: \"string\" },\n { name: \"isin\", serverDataType: \"string\" },\n { name: \"last\", serverDataType: \"double\" },\n { name: \"lotSize\", serverDataType: \"int\" },\n { name: \"open\", serverDataType: \"double\" },\n { name: \"phase\", serverDataType: \"string\" },\n { name: \"ric\", serverDataType: \"string\" },\n { name: \"scenario\", serverDataType: \"string\" },\n ...VUU_TIMESTAMP_COLUMNS,\n ],\n key: \"ric\",\n table: { module: \"SIMUL\", table: \"instrumentPrices\" },\n },\n orders: {\n columns: [\n { name: \"status\", serverDataType: \"string\" },\n { name: \"ccy\", serverDataType: \"string\" },\n { name: \"filledQuantity\", serverDataType: \"double\" },\n { name: \"lastUpdate\", serverDataType: \"long\" },\n { name: \"orderId\", serverDataType: \"string\" },\n { name: \"quantity\", serverDataType: \"double\" },\n { name: \"ric\", serverDataType: \"string\" },\n { name: \"side\", serverDataType: \"string\" },\n { name: \"trader\", serverDataType: \"string\" },\n ...VUU_TIMESTAMP_COLUMNS,\n ],\n key: \"orderId\",\n table: { module: \"SIMUL\", table: \"orders\" },\n },\n childOrders: {\n columns: [\n { name: \"account\", serverDataType: \"string\" },\n { name: \"averagePrice\", serverDataType: \"double\" },\n { name: \"ccy\", serverDataType: \"string\" },\n { 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serverDataType: \"string\" },\n { name: \"childCount\", serverDataType: \"int\" },\n { name: \"exchange\", serverDataType: \"string\" },\n { name: \"filledQty\", serverDataType: \"double\" },\n { name: \"id\", serverDataType: \"string\" },\n { name: \"idAsInt\", serverDataType: \"int\" },\n { name: \"openQty\", serverDataType: \"double\" },\n { name: \"price\", serverDataType: \"double\" },\n { name: \"quantity\", serverDataType: \"double\" },\n { name: \"ric\", serverDataType: \"string\" },\n { name: \"side\", serverDataType: \"string\" },\n { name: \"status\", serverDataType: \"string\" },\n { name: \"volLimit\", serverDataType: \"int\" },\n ...VUU_TIMESTAMP_COLUMNS,\n ],\n key: \"id\",\n table: { module: \"SIMUL\", table: \"parentOrders\" },\n },\n prices: {\n columns: [\n { name: \"ask\", serverDataType: \"double\" },\n { name: \"askSize\", serverDataType: \"double\" }, // type: \"int\"\n { name: \"bid\", serverDataType: \"double\" },\n { name: \"bidSize\", serverDataType: \"double\" },\n { name: \"close\", serverDataType: \"double\" },\n { name: \"last\", serverDataType: \"double\" },\n { name: \"open\", serverDataType: \"double\" },\n { name: \"phase\", serverDataType: \"string\" },\n { name: \"ric\", serverDataType: \"string\" },\n { name: \"scenario\", serverDataType: \"string\" },\n ...VUU_TIMESTAMP_COLUMNS,\n ],\n key: \"ric\",\n table: { module: \"SIMUL\", table: \"prices\" },\n },\n };\n\nexport type SimulVuuTable = {\n module: \"SIMUL\";\n table: SimulTableName;\n};\n\nexport const isSimulTable = (table: VuuTable): table is SimulVuuTable =>\n table.module === 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@@ -36,10 +36,24 @@ const chars1 = Array.from("ABCEFGHKMN");
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36
36
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const chars2 = Array.from("ABCEFGHKMN");
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37
37
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const chars3 = Array.from("OPQRTUVWYZ");
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38
38
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const chars4 = Array.from("OPQRTUVWYZ");
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39
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+
const scaledDecimals = (fraction, decimals) => {
|
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40
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+
if (fraction.length > decimals) {
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41
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+
return fraction.slice(0, decimals);
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42
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+
} else if (fraction.length === decimals) {
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43
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+
return fraction;
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44
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+
} else {
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45
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+
return fraction.padEnd(decimals, "0");
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46
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+
}
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47
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+
};
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48
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+
const ScaledDecimal = (value, decimals = 6) => {
|
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49
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+
const stringValue = value.toString();
|
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50
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+
const [integral, fraction = "0"] = stringValue.split(".");
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51
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+
return `${integral}${scaledDecimals(fraction, decimals)}`;
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52
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+
};
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39
53
|
const randomPrice = () => {
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40
54
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const price = random(0, 1e4);
|
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41
55
|
const multiplier = random(1, 10);
|
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42
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-
return price / multiplier;
|
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56
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+
return ScaledDecimal(price / multiplier);
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43
57
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};
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44
58
|
let count = 0;
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45
59
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for (const char1 of chars1) {
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"instruments.js","sources":["../../../../../packages/vuu-data-test/src/simul/reference-data/instruments.ts"],"sourcesContent":["import { isinGenerator } from \"./isin-generator\";\nimport tableContainer from \"../../core/table/TableContainer\";\nimport { currencies } from \"./currencies\";\nimport { locations, suffixes } from \"./locations\";\nimport { lotsizes } from \"./lotsizes\";\nimport { random } from \"../../data-utils\";\nimport { buildDataColumnMap } from \"../../Table\";\nimport { schemas } from \"../simul-schemas\";\nimport { Clock } from \"@vuu-ui/vuu-utils\";\n\nconst { createTable } = tableContainer;\n\nconst today = new Date();\nconst clock = new Clock({\n year: today.getFullYear(),\n month: today.getMonth() + 1,\n day: today.getDate(),\n hours: 7,\n minutes: 0,\n seconds: 0,\n milliseconds: 0,\n});\n\nexport type bbg = string;\nexport type currency = string;\nexport type ric = string;\nexport type description = string;\nexport type exchange = string;\n// seed for price generation\nexport type price =
|
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1
|
+
{"version":3,"file":"instruments.js","sources":["../../../../../packages/vuu-data-test/src/simul/reference-data/instruments.ts"],"sourcesContent":["import { isinGenerator } from \"./isin-generator\";\nimport tableContainer from \"../../core/table/TableContainer\";\nimport { currencies } from \"./currencies\";\nimport { locations, suffixes } from \"./locations\";\nimport { lotsizes } from \"./lotsizes\";\nimport { random } from \"../../data-utils\";\nimport { buildDataColumnMap } from \"../../Table\";\nimport { schemas } from \"../simul-schemas\";\nimport { Clock } from \"@vuu-ui/vuu-utils\";\n\nconst { createTable } = tableContainer;\n\nconst today = new Date();\nconst clock = new Clock({\n year: today.getFullYear(),\n month: today.getMonth() + 1,\n day: today.getDate(),\n hours: 7,\n minutes: 0,\n seconds: 0,\n milliseconds: 0,\n});\n\nexport type bbg = string;\nexport type currency = string;\nexport type ric = string;\nexport type description = string;\nexport type exchange = string;\n// seed for price generation\nexport type price = string;\nexport type date = number;\n\nexport type InstrumentsDataRow = [\n bbg,\n currency,\n description,\n exchange,\n string,\n number,\n price,\n ric,\n date,\n date,\n];\n\nexport const InstrumentColumnMap = {\n bbg: 0,\n currency: 1,\n description: 2,\n exchange: 3,\n string: 4,\n number: 5,\n price: 6,\n ric: 7,\n vuuCreatedTimestamp: 8,\n vuuUpdatedTimestamp: 9,\n} as const;\n\nconst instrumentsData: InstrumentsDataRow[] = [];\n\nconst chars1 = Array.from(\"ABCEFGHKMN\");\nconst chars2 = Array.from(\"ABCEFGHKMN\");\nconst chars3 = Array.from(\"OPQRTUVWYZ\");\nconst chars4 = Array.from(\"OPQRTUVWYZ\");\n\nconst scaledDecimals = (fraction: string, decimals: number) => {\n if (fraction.length > decimals) {\n return fraction.slice(0, decimals);\n } else if (fraction.length === decimals) {\n return fraction;\n } else {\n return fraction.padEnd(decimals, \"0\");\n }\n};\n\nconst ScaledDecimal = (value: number, decimals = 6) => {\n const stringValue = value.toString();\n const [integral, fraction = \"0\"] = stringValue.split(\".\");\n return `${integral}${scaledDecimals(fraction, decimals)}`;\n};\n\nconst randomPrice = () => {\n const price = random(0, 10000);\n const multiplier = random(1, 10);\n return ScaledDecimal(price / multiplier);\n};\n\n// const start = performance.now();\n// Create 10_000 Instruments\nlet count = 0;\nfor (const char1 of chars1) {\n for (const char2 of chars2) {\n for (const char3 of chars3) {\n for (const char4 of chars4) {\n const suffix = suffixes[count % 8];\n const ric = char1 + char2 + char3 + char4 + \".\" + suffix;\n const bbg = char1 + char2 + char3 + char4 + \" \" + suffix;\n const description = `${ric} description`;\n const currency = currencies[random(0, 4)];\n const isin = isinGenerator();\n const lotSize = lotsizes[random(0, lotsizes.length - 1)];\n\n const exchange = locations[suffix][1];\n const price = randomPrice();\n\n const timestamp = clock.now;\n\n instrumentsData.push([\n bbg,\n currency,\n description,\n exchange,\n String(isin),\n lotSize,\n price,\n ric,\n timestamp,\n timestamp,\n ]);\n count++;\n clock.advance(random(0, 10000));\n }\n }\n }\n}\n\n// const end = performance.now();\n// console.log(`generating 10,000 instruments took ${end - start} ms`);\n\nexport const getRic = (defaultRic: string) => {\n const row = instrumentsData.at(random(0, instrumentsData.length));\n return row?.[InstrumentColumnMap.ric] ?? 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@@ -11,7 +11,7 @@ const schemas = {
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{ name: "exchange", serverDataType: "string" },
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{ name: "isin", serverDataType: "string" },
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{ name: "lotSize", serverDataType: "int" },
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{ name: "price", serverDataType: "
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{ name: "price", serverDataType: "scaleddecimal6" },
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{ name: "ric", serverDataType: "string" },
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...VUU_TIMESTAMP_COLUMNS
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],
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"simul-schemas.js","sources":["../../../../packages/vuu-data-test/src/simul/simul-schemas.ts"],"sourcesContent":["import { SchemaColumn, TableSchema } from \"@vuu-ui/vuu-data-types\";\nimport { VuuTable } from \"@vuu-ui/vuu-protocol-types\";\n\nconst VUU_TIMESTAMP_COLUMNS: SchemaColumn[] = [\n { name: \"vuuCreatedTimestamp\", serverDataType: \"epochtimestamp\" },\n { name: \"vuuUpdatedTimestamp\", serverDataType: \"epochtimestamp\" },\n];\n\nexport type SimulTableName =\n | \"instruments\"\n | \"instrumentsExtended\"\n | \"instrumentPrices\"\n | \"orders\"\n | \"childOrders\"\n | \"parentOrders\"\n | \"prices\";\n\n// These Schemas take the form of the schemas that we create\n// with TABLE_META returned by Vuu.\nexport const schemas: Readonly<Record<SimulTableName, Readonly<TableSchema>>> =\n {\n instruments: {\n columns: [\n { name: \"bbg\", serverDataType: \"string\" },\n { name: \"currency\", serverDataType: \"string\" },\n { name: \"description\", serverDataType: \"string\" },\n { name: \"exchange\", serverDataType: \"string\" },\n { name: \"isin\", serverDataType: \"string\" },\n { name: \"lotSize\", serverDataType: \"int\" },\n { name: \"price\", serverDataType: \"double\" },\n { name: \"ric\", serverDataType: \"string\" },\n ...VUU_TIMESTAMP_COLUMNS,\n ],\n key: \"ric\",\n table: { module: \"SIMUL\", table: \"instruments\" },\n },\n instrumentsExtended: {\n columns: [\n { name: \"bbg\", serverDataType: \"string\" },\n { name: \"currency\", serverDataType: \"string\" },\n { name: \"description\", serverDataType: \"string\" },\n { name: \"exchange\", serverDataType: \"string\" },\n { name: \"isin\", serverDataType: \"string\" },\n { name: \"lotSize\", serverDataType: \"int\" },\n { name: \"ric\", serverDataType: \"string\" },\n { name: \"supported\", serverDataType: \"boolean\" },\n { name: \"wishlist\", serverDataType: \"boolean\" },\n { name: \"lastUpdated\", serverDataType: \"long\" },\n { name: \"price\", serverDataType: \"double\" },\n { name: \"date\", serverDataType: \"long\" },\n ...VUU_TIMESTAMP_COLUMNS,\n ],\n key: \"ric\",\n table: { module: \"SIMUL\", table: \"instrumentsExtended\" },\n },\n instrumentPrices: {\n columns: [\n { name: \"ask\", serverDataType: \"double\" },\n { name: \"askSize\", serverDataType: \"double\" }, // type: \"int\"\n { name: \"bbg\", serverDataType: \"string\" },\n { name: \"bid\", serverDataType: \"double\" },\n { name: \"bidSize\", serverDataType: \"double\" },\n { name: \"close\", serverDataType: \"double\" },\n { name: \"currency\", serverDataType: \"string\" },\n { name: \"description\", serverDataType: \"string\" },\n { name: \"exchange\", serverDataType: \"string\" },\n { name: \"isin\", serverDataType: \"string\" },\n { name: \"last\", serverDataType: \"double\" },\n { name: \"lotSize\", serverDataType: \"int\" },\n { name: \"open\", serverDataType: \"double\" },\n { name: \"phase\", serverDataType: \"string\" },\n { name: \"ric\", serverDataType: \"string\" },\n { name: \"scenario\", serverDataType: \"string\" },\n ...VUU_TIMESTAMP_COLUMNS,\n ],\n key: \"ric\",\n table: { module: \"SIMUL\", table: \"instrumentPrices\" },\n },\n orders: {\n columns: [\n { name: \"status\", serverDataType: \"string\" },\n { name: \"ccy\", serverDataType: \"string\" },\n { name: \"filledQuantity\", serverDataType: \"double\" },\n { name: \"lastUpdate\", serverDataType: \"long\" },\n { name: \"orderId\", serverDataType: \"string\" },\n { name: \"quantity\", serverDataType: \"double\" },\n { name: \"ric\", serverDataType: \"string\" },\n { name: \"side\", serverDataType: \"string\" },\n { name: \"trader\", serverDataType: \"string\" },\n ...VUU_TIMESTAMP_COLUMNS,\n ],\n key: \"orderId\",\n table: { module: \"SIMUL\", table: \"orders\" },\n },\n childOrders: {\n columns: [\n { name: \"account\", serverDataType: \"string\" },\n { name: \"averagePrice\", serverDataType: \"double\" },\n { name: \"ccy\", serverDataType: \"string\" },\n { name: \"exchange\", serverDataType: \"string\" },\n { name: \"filledQty\", serverDataType: \"double\" },\n { name: \"id\", serverDataType: \"string\" },\n { name: \"idAsInt\", serverDataType: \"int\" },\n { name: \"openQty\", serverDataType: \"double\" },\n { name: \"parentOrderId\", serverDataType: \"string\" },\n { name: \"price\", serverDataType: \"double\" },\n { name: \"quantity\", serverDataType: \"double\" },\n { name: \"ric\", serverDataType: \"string\" },\n { name: \"side\", serverDataType: \"string\" },\n { name: \"status\", serverDataType: \"string\" },\n { name: \"strategy\", serverDataType: \"string\" },\n { name: \"volLimit\", serverDataType: \"int\" },\n ...VUU_TIMESTAMP_COLUMNS,\n ],\n key: \"id\",\n table: { module: \"SIMUL\", table: \"childOrders\" },\n },\n parentOrders: {\n columns: [\n { name: \"account\", serverDataType: \"string\" },\n { name: \"algo\", serverDataType: \"string\" },\n { name: \"averagePrice\", serverDataType: \"double\" },\n { name: \"ccy\", serverDataType: \"string\" },\n { name: \"childCount\", serverDataType: \"int\" },\n { name: \"exchange\", serverDataType: \"string\" },\n { name: \"filledQty\", serverDataType: \"double\" },\n { name: \"id\", serverDataType: \"string\" },\n { name: \"idAsInt\", serverDataType: \"int\" },\n { name: \"openQty\", serverDataType: \"double\" },\n { name: \"price\", serverDataType: \"double\" },\n { name: \"quantity\", serverDataType: \"double\" },\n { name: \"ric\", serverDataType: \"string\" },\n { name: \"side\", serverDataType: \"string\" },\n { name: \"status\", serverDataType: \"string\" },\n { name: \"volLimit\", serverDataType: \"int\" },\n ...VUU_TIMESTAMP_COLUMNS,\n ],\n key: \"id\",\n table: { module: \"SIMUL\", table: \"parentOrders\" },\n },\n prices: {\n columns: [\n { name: \"ask\", serverDataType: \"double\" },\n { name: \"askSize\", serverDataType: \"double\" }, // type: \"int\"\n { name: \"bid\", serverDataType: \"double\" },\n { name: \"bidSize\", serverDataType: \"double\" },\n { name: \"close\", serverDataType: \"double\" },\n { name: \"last\", serverDataType: \"double\" },\n { name: \"open\", serverDataType: \"double\" },\n { name: \"phase\", serverDataType: \"string\" },\n { name: \"ric\", serverDataType: \"string\" },\n { name: \"scenario\", serverDataType: \"string\" },\n ...VUU_TIMESTAMP_COLUMNS,\n ],\n key: \"ric\",\n table: { module: \"SIMUL\", table: \"prices\" },\n },\n };\n\nexport type SimulVuuTable = {\n module: \"SIMUL\";\n table: SimulTableName;\n};\n\nexport const isSimulTable = (table: VuuTable): table is SimulVuuTable =>\n table.module === 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{"version":3,"file":"simul-schemas.js","sources":["../../../../packages/vuu-data-test/src/simul/simul-schemas.ts"],"sourcesContent":["import { SchemaColumn, TableSchema } from \"@vuu-ui/vuu-data-types\";\nimport { VuuTable } from \"@vuu-ui/vuu-protocol-types\";\n\nconst VUU_TIMESTAMP_COLUMNS: SchemaColumn[] = [\n { name: \"vuuCreatedTimestamp\", serverDataType: \"epochtimestamp\" },\n { name: \"vuuUpdatedTimestamp\", serverDataType: \"epochtimestamp\" },\n];\n\nexport type SimulTableName =\n | \"instruments\"\n | \"instrumentsExtended\"\n | \"instrumentPrices\"\n | \"orders\"\n | \"childOrders\"\n | \"parentOrders\"\n | \"prices\";\n\n// These Schemas take the form of the schemas that we create\n// with TABLE_META returned by Vuu.\nexport const schemas: Readonly<Record<SimulTableName, Readonly<TableSchema>>> =\n {\n instruments: {\n columns: [\n { name: \"bbg\", serverDataType: \"string\" },\n { name: \"currency\", serverDataType: \"string\" },\n { name: \"description\", serverDataType: \"string\" },\n { name: \"exchange\", serverDataType: \"string\" },\n { name: \"isin\", serverDataType: \"string\" },\n { name: \"lotSize\", serverDataType: \"int\" },\n { name: \"price\", serverDataType: \"scaleddecimal6\" },\n { name: \"ric\", serverDataType: \"string\" },\n ...VUU_TIMESTAMP_COLUMNS,\n ],\n key: \"ric\",\n table: { module: \"SIMUL\", table: \"instruments\" },\n },\n instrumentsExtended: {\n columns: [\n { name: \"bbg\", serverDataType: \"string\" },\n { name: \"currency\", serverDataType: \"string\" },\n { name: \"description\", serverDataType: \"string\" },\n { name: \"exchange\", serverDataType: \"string\" },\n { name: \"isin\", serverDataType: \"string\" },\n { name: \"lotSize\", serverDataType: \"int\" },\n { name: \"ric\", serverDataType: \"string\" },\n { name: \"supported\", serverDataType: \"boolean\" },\n { name: \"wishlist\", serverDataType: \"boolean\" },\n { name: \"lastUpdated\", serverDataType: \"long\" },\n { name: \"price\", serverDataType: \"double\" },\n { name: \"date\", serverDataType: \"long\" },\n ...VUU_TIMESTAMP_COLUMNS,\n ],\n key: \"ric\",\n table: { module: \"SIMUL\", table: \"instrumentsExtended\" },\n },\n instrumentPrices: {\n columns: [\n { name: \"ask\", serverDataType: \"double\" },\n { name: \"askSize\", serverDataType: \"double\" }, // type: \"int\"\n { name: \"bbg\", serverDataType: \"string\" },\n { name: \"bid\", serverDataType: \"double\" },\n { name: \"bidSize\", serverDataType: \"double\" },\n { name: \"close\", serverDataType: \"double\" },\n { name: \"currency\", serverDataType: \"string\" },\n { name: \"description\", serverDataType: \"string\" },\n { name: \"exchange\", serverDataType: \"string\" },\n { name: \"isin\", serverDataType: \"string\" },\n { name: \"last\", serverDataType: \"double\" },\n { name: \"lotSize\", serverDataType: \"int\" },\n { name: \"open\", serverDataType: \"double\" },\n { name: \"phase\", serverDataType: \"string\" },\n { name: \"ric\", serverDataType: \"string\" },\n { name: \"scenario\", serverDataType: \"string\" },\n ...VUU_TIMESTAMP_COLUMNS,\n ],\n key: \"ric\",\n table: { module: \"SIMUL\", table: \"instrumentPrices\" },\n },\n orders: {\n columns: [\n { name: \"status\", serverDataType: \"string\" },\n { name: \"ccy\", serverDataType: \"string\" },\n { name: \"filledQuantity\", serverDataType: \"double\" },\n { name: \"lastUpdate\", serverDataType: \"long\" },\n { name: \"orderId\", serverDataType: \"string\" },\n { name: \"quantity\", serverDataType: \"double\" },\n { name: \"ric\", serverDataType: \"string\" },\n { name: \"side\", serverDataType: \"string\" },\n { name: \"trader\", serverDataType: \"string\" },\n ...VUU_TIMESTAMP_COLUMNS,\n ],\n key: \"orderId\",\n table: { module: \"SIMUL\", table: \"orders\" },\n },\n childOrders: {\n columns: [\n { name: \"account\", serverDataType: \"string\" },\n { name: \"averagePrice\", serverDataType: \"double\" },\n { name: \"ccy\", serverDataType: \"string\" },\n { 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package/package.json
CHANGED
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@@ -1,15 +1,15 @@
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1
1
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{
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2
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-
"version": "0.13.
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2
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+
"version": "0.13.118",
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3
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"author": "heswell",
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"license": "Apache-2.0",
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"dependencies": {
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6
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-
"@vuu-ui/vuu-data-local": "0.13.
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7
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-
"@vuu-ui/vuu-utils": "0.13.
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6
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+
"@vuu-ui/vuu-data-local": "0.13.118",
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+
"@vuu-ui/vuu-utils": "0.13.118"
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8
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},
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"devDependencies": {
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-
"@vuu-ui/vuu-protocol-types": "0.13.
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11
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-
"@vuu-ui/vuu-data-types": "0.13.
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12
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-
"@vuu-ui/vuu-table-types": "0.13.
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10
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+
"@vuu-ui/vuu-protocol-types": "0.13.118",
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11
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+
"@vuu-ui/vuu-data-types": "0.13.118",
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+
"@vuu-ui/vuu-table-types": "0.13.118"
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},
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"sideEffects": false,
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"files": [
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