@vuu-ui/vuu-data-test 0.13.12 → 0.13.13

package/cjs/simul/reference-data/parent-child-orders.js

@@ -1,5 +1,6 @@
 'use strict';
 
+var vuuUtils = require('@vuu-ui/vuu-utils');
 var dataUtils = require('../../data-utils.js');
 var Table = require('../../Table.js');
 var simulSchemas = require('../simul-schemas.js');
@@ -18,10 +19,11 @@ const avgChildOrderPerOrder = Math.round(
   CHILD_ORDER_COUNT / PARENT_ORDER_COUNT
 );
 const childMaxMultiple = 10;
+const clock = new vuuUtils.Clock({ year: 2025, month: 4, day: 15, hours: 8 });
 const start = performance.now();
 let childOrderId = 0;
 for (let i = 0; i < PARENT_ORDER_COUNT; i++) {
-  const now = +/* @__PURE__ */ new Date();
+  clock.advance(dataUtils.random(0, 100));
   const instrument = instruments.instrumentsData[dataUtils.random(0, instruments.instrumentsData.length - 1)];
   const orderQuantity = 1e3 * dataUtils.random(1, 100);
   const orderStatus$1 = orderStatus.orderStatus[dataUtils.random(0, orderStatus.orderStatus.length - 1)];
@@ -34,13 +36,14 @@ for (let i = 0; i < PARENT_ORDER_COUNT; i++) {
   const exchange = instrument[instrumentMap.exchange];
   const parentOrderIdAsInt = i;
   const parentOrderId = `${parentOrderIdAsInt}`;
-  const lastUpdate = now;
   const price = 100;
   const quantity = orderQuantity;
   const ric = instrument[instrumentMap.ric];
   const side = sides.sides[dataUtils.random(0, sides.sides.length - 1)];
   const status = orderStatus$1;
   const volLimit = 100;
+  const lastUpdate = clock.now;
+  const created = clock.now;
   const childOrderCount = dataUtils.random(
     0,
     avgChildOrderPerOrder * dataUtils.random(1, childMaxMultiple)
@@ -66,7 +69,6 @@ for (let i = 0; i < PARENT_ORDER_COUNT; i++) {
       childFilledQty,
       childId,
       childIdAsInt,
-      lastUpdate2,
       childOpenQty,
       parentOrderId,
       price2,
@@ -75,7 +77,9 @@ for (let i = 0; i < PARENT_ORDER_COUNT; i++) {
       side,
       childOrderStatus,
       strategy,
-      volLimit
+      volLimit,
+      lastUpdate2,
+      created
     ];
     childOrderData.push(row2);
   }
@@ -89,14 +93,15 @@ for (let i = 0; i < PARENT_ORDER_COUNT; i++) {
     filledQty,
     parentOrderId,
     parentOrderIdAsInt,
-    lastUpdate,
     openQty,
     price,
     quantity,
     ric,
     side,
     status,
-    volLimit
+    volLimit,
+    lastUpdate,
+    created
   ];
   parentOrderData.push(row);
 }

package/cjs/simul/reference-data/parent-child-orders.js.map

@@ -1 +1 @@
-{"version":3,"file":"parent-child-orders.js","sources":["../../../src/simul/reference-data/parent-child-orders.ts"],"sourcesContent":["import { VuuRowDataItemType } from \"@vuu-ui/vuu-protocol-types\";\nimport { random } from \"../../data-utils\";\nimport { buildDataColumnMap, Table } from \"../../Table\";\nimport { schemas } from \"../simul-schemas\";\nimport { accounts } from \"./accounts\";\nimport { instrumentsData } from \"./instruments\";\nimport { orderStatus as statusValues } from \"./orderStatus\";\nimport { sides } from \"./sides\";\nimport { algos } from \"./algos\";\n\nconst childOrderData: VuuRowDataItemType[][] = [];\nconst parentOrderData: VuuRowDataItemType[][] = [];\n\nconst instrumentMap = buildDataColumnMap(schemas, \"instruments\");\n\nconst PARENT_ORDER_COUNT = 75_000;\nconst CHILD_ORDER_COUNT = 200_000;\n\nconst avgChildOrderPerOrder = Math.round(\n  CHILD_ORDER_COUNT / PARENT_ORDER_COUNT,\n);\nconst childMaxMultiple = 10;\n\nconst start = performance.now();\n\nlet childOrderId = 0;\n\nfor (let i = 0; i < PARENT_ORDER_COUNT; i++) {\n  const now = +new Date();\n  const instrument = instrumentsData[random(0, instrumentsData.length - 1)];\n\n  const orderQuantity = 1000 * random(1, 100);\n  const orderStatus = statusValues[random(0, statusValues.length - 1)];\n  const filledQty =\n    orderStatus === \"FILLED\"\n      ? orderQuantity\n      : orderStatus === \"NEW\"\n        ? 0\n        : orderQuantity - random(100, orderQuantity);\n  const openQty = orderQuantity - filledQty;\n\n  const account = accounts[random(0, accounts.length - 1)];\n  const algo = algos[random(0, algos.length - 1)];\n  const averagePrice = 0;\n  const ccy = \"GBP\";\n  const exchange = instrument[instrumentMap.exchange];\n  const parentOrderIdAsInt = i;\n  const parentOrderId = `${parentOrderIdAsInt}`;\n  const lastUpdate = now;\n  const price = 100;\n  const quantity = orderQuantity;\n  const ric = instrument[instrumentMap.ric];\n  const side = sides[random(0, sides.length - 1)];\n  const status = orderStatus;\n  const volLimit = 100;\n\n  const childOrderCount = random(\n    0,\n    avgChildOrderPerOrder * random(1, childMaxMultiple),\n  );\n\n  let remainingQty = orderQuantity;\n  for (let j = 0; j < childOrderCount; j++) {\n    // console.log(`create child`);\n\n    const childOrderQuantity = Math.round(remainingQty / (childOrderCount - j));\n    remainingQty -= childOrderQuantity;\n    const childOrderStatus = statusValues[random(0, statusValues.length - 1)];\n    const childFilledQty =\n      orderStatus === \"FILLED\"\n        ? childOrderQuantity\n        : childOrderStatus === \"NEW\"\n          ? 0\n          : childOrderQuantity - random(100, childOrderQuantity);\n    const childOpenQty = childOrderQuantity - childFilledQty;\n\n    const averagePrice = 0;\n    const childIdAsInt = childOrderId++;\n    const childId = `${childIdAsInt}`;\n    const lastUpdate = 0;\n    const price = 100;\n    const strategy = 0;\n\n    const row: VuuRowDataItemType[] = [\n      account,\n      averagePrice,\n      ccy,\n      exchange,\n      childFilledQty,\n      childId,\n      childIdAsInt,\n      lastUpdate,\n      childOpenQty,\n      parentOrderId,\n      price,\n      childOrderQuantity,\n      ric,\n      side,\n      childOrderStatus,\n      strategy,\n      volLimit,\n    ];\n\n    childOrderData.push(row);\n  }\n\n  const row: VuuRowDataItemType[] = [\n    account,\n    algo,\n    averagePrice,\n    ccy,\n    childOrderCount,\n    exchange,\n    filledQty,\n    parentOrderId,\n    parentOrderIdAsInt,\n    lastUpdate,\n    openQty,\n    price,\n    quantity,\n    ric,\n    side,\n    status,\n    volLimit,\n  ];\n\n  parentOrderData.push(row);\n}\nconst end = performance.now();\n\nconsole.log(\n  `took ${end - 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+{"version":3,"file":"parent-child-orders.js","sources":["../../../src/simul/reference-data/parent-child-orders.ts"],"sourcesContent":["import { VuuRowDataItemType } from \"@vuu-ui/vuu-protocol-types\";\nimport { Clock } from \"@vuu-ui/vuu-utils\";\nimport { random } from \"../../data-utils\";\nimport { buildDataColumnMap, Table } from \"../../Table\";\nimport { schemas } from \"../simul-schemas\";\nimport { accounts } from \"./accounts\";\nimport { instrumentsData } from \"./instruments\";\nimport { orderStatus as statusValues } from \"./orderStatus\";\nimport { sides } from \"./sides\";\nimport { algos } from \"./algos\";\n\nconst childOrderData: VuuRowDataItemType[][] = [];\nconst parentOrderData: VuuRowDataItemType[][] = [];\n\nconst instrumentMap = buildDataColumnMap(schemas, \"instruments\");\n\nconst PARENT_ORDER_COUNT = 75_000;\nconst CHILD_ORDER_COUNT = 200_000;\n\nconst avgChildOrderPerOrder = Math.round(\n  CHILD_ORDER_COUNT / PARENT_ORDER_COUNT,\n);\nconst childMaxMultiple = 10;\n\nconst clock = new Clock({ year: 2025, month: 4, day: 15, hours: 8 });\n\nconst start = performance.now();\n\nlet childOrderId = 0;\n\nfor (let i = 0; i < PARENT_ORDER_COUNT; i++) {\n  clock.advance(random(0, 100));\n  const instrument = instrumentsData[random(0, instrumentsData.length - 1)];\n\n  const orderQuantity = 1000 * random(1, 100);\n  const orderStatus = statusValues[random(0, statusValues.length - 1)];\n  const filledQty =\n    orderStatus === \"FILLED\"\n      ? orderQuantity\n      : orderStatus === \"NEW\"\n        ? 0\n        : orderQuantity - random(100, orderQuantity);\n  const openQty = orderQuantity - filledQty;\n\n  const account = accounts[random(0, accounts.length - 1)];\n  const algo = algos[random(0, algos.length - 1)];\n  const averagePrice = 0;\n  const ccy = \"GBP\";\n  const exchange = instrument[instrumentMap.exchange];\n  const parentOrderIdAsInt = i;\n  const parentOrderId = `${parentOrderIdAsInt}`;\n  const price = 100;\n  const quantity = orderQuantity;\n  const ric = instrument[instrumentMap.ric];\n  const side = sides[random(0, sides.length - 1)];\n  const status = orderStatus;\n  const volLimit = 100;\n  const lastUpdate = clock.now;\n  const created = clock.now;\n\n  const childOrderCount = random(\n    0,\n    avgChildOrderPerOrder * random(1, childMaxMultiple),\n  );\n\n  let remainingQty = orderQuantity;\n  for (let j = 0; j < childOrderCount; j++) {\n    // console.log(`create child`);\n\n    const childOrderQuantity = Math.round(remainingQty / (childOrderCount - j));\n    remainingQty -= childOrderQuantity;\n    const childOrderStatus = statusValues[random(0, statusValues.length - 1)];\n    const childFilledQty =\n      orderStatus === \"FILLED\"\n        ? childOrderQuantity\n        : childOrderStatus === \"NEW\"\n          ? 0\n          : childOrderQuantity - random(100, childOrderQuantity);\n    const childOpenQty = childOrderQuantity - childFilledQty;\n\n    const averagePrice = 0;\n    const childIdAsInt = childOrderId++;\n    const childId = `${childIdAsInt}`;\n    const lastUpdate = 0;\n    const price = 100;\n    const strategy = 0;\n\n    const row: VuuRowDataItemType[] = [\n      account,\n      averagePrice,\n      ccy,\n      exchange,\n      childFilledQty,\n      childId,\n      childIdAsInt,\n      childOpenQty,\n      parentOrderId,\n      price,\n      childOrderQuantity,\n      ric,\n      side,\n      childOrderStatus,\n      strategy,\n      volLimit,\n      lastUpdate,\n      created,\n    ];\n\n    childOrderData.push(row);\n  }\n\n  const row: VuuRowDataItemType[] = [\n    account,\n    algo,\n    averagePrice,\n    ccy,\n    childOrderCount,\n    exchange,\n    filledQty,\n    parentOrderId,\n    parentOrderIdAsInt,\n    openQty,\n    price,\n    quantity,\n    ric,\n    side,\n    status,\n    volLimit,\n    lastUpdate,\n    created,\n  ];\n\n  parentOrderData.push(row);\n}\nconst end = performance.now();\n\nconsole.log(\n  `took ${end - 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package/cjs/simul/reference-data/prices.js

@@ -14,6 +14,9 @@ const pricesUpdateGenerator = new UpdateGenerator.BaseUpdateGenerator({
   ask,
   askSize
 });
+const now = Date.now();
+const lastUpdate = now;
+const created = now;
 const requiredInstrumentFields = ["ric", "price"];
 const pricesData = instruments.instrumentsData.map((instrument) => {
   const { ric, price: priceSeed } = requiredInstrumentFields.reduce(
@@ -30,7 +33,22 @@ const pricesData = instruments.instrumentsData.map((instrument) => {
   const open = priceSeed + dataUtils.random(0, 1) / 10;
   const phase = "C";
   const scenario = "close";
-  return [ask2, askSize2, bid2, bidSize2, close, last, open, phase, ric, scenario];
+  const lastUpdate2 = now;
+  const created2 = now;
+  return [
+    ask2,
+    askSize2,
+    bid2,
+    bidSize2,
+    close,
+    last,
+    open,
+    phase,
+    ric,
+    scenario,
+    lastUpdate2,
+    created2
+  ];
 });
 for (const [, , , lastTrade, ric] of constituents) {
   const priceSeed = parseFloat(String(lastTrade));
@@ -55,7 +73,9 @@ for (const [, , , lastTrade, ric] of constituents) {
       open,
       phase,
       ric,
-      scenario
+      scenario,
+      lastUpdate,
+      created
     ]);
   }
 }

package/cjs/simul/reference-data/prices.js.map

@@ -1 +1 @@
-{"version":3,"file":"prices.js","sources":["../../../src/simul/reference-data/prices.ts"],"sourcesContent":["import { buildDataColumnMap, Table } from \"../../Table\";\nimport { BaseUpdateGenerator } from \"../../UpdateGenerator\";\nimport { schemas } from \"../simul-schemas\";\nimport { instrumentsData, InstrumentColumnMap } from \"./instruments\";\nimport { random } from \"../../data-utils\";\nimport basketConstituentData from \"../../basket/reference-data/constituents\";\n\ntype ask = number;\ntype askSize = number;\ntype bid = number;\ntype bidSize = number;\ntype close = number;\ntype last = number;\ntype open = number;\ntype phase = \"C\";\ntype ric = string;\ntype scenario = \"close\";\n\nexport type PricesDataRow = [\n  ask,\n  askSize,\n  bid,\n  bidSize,\n  close,\n  last,\n  open,\n  phase,\n  ric,\n  scenario\n];\n\nconst { bid, bidSize, ask, askSize } = buildDataColumnMap(schemas, \"prices\");\nconst pricesUpdateGenerator = new BaseUpdateGenerator({\n  bid,\n  bidSize,\n  ask,\n  askSize,\n});\n\n// const start = performance.now();\n// Create 100_000 Instruments\nconst requiredInstrumentFields = [\"ric\", \"price\"] as const;\nconst pricesData: Array<PricesDataRow> = instrumentsData.map((instrument) => {\n  const { ric, price: priceSeed } = requiredInstrumentFields.reduce(\n    (obj, f) => ({ ...obj, [f]: instrument[InstrumentColumnMap[f]] }),\n    {} as { ric: string; price: number }\n  );\n  const spread = random(0, 10);\n\n  const ask = priceSeed + spread / 2;\n  const askSize = random(1000, 3000);\n  const bid = priceSeed - spread / 2;\n  const bidSize = random(1000, 3000);\n  const close = priceSeed + random(0, 1) / 10;\n  const last = priceSeed + random(0, 1) / 10;\n  const open = priceSeed + random(0, 1) / 10;\n  const phase = \"C\";\n  const scenario = \"close\";\n  return [ask, askSize, bid, bidSize, close, last, open, phase, ric, scenario];\n});\n\n// prettier-ignore\nfor (const [,,,lastTrade,ric] of basketConstituentData) {\n  const priceSeed = parseFloat(String(lastTrade));\n  if (!isNaN(priceSeed)) {\n    const spread = random(0, 10);\n    const ask = priceSeed + spread / 2;\n    const askSize = random(1000, 3000);\n    const bid = priceSeed - spread / 2;\n    const bidSize = random(1000, 3000);\n    const close = priceSeed + random(0, 1) / 10;\n    const last = priceSeed + random(0, 1) / 10;\n    const open = priceSeed + random(0, 1) / 10;\n    const phase = \"C\";\n    const scenario = \"close\";\n    pricesData.push([\n      ask,\n      askSize,\n      bid,\n      bidSize,\n      close,\n      last,\n      open,\n      phase,\n      ric as string,\n      scenario,\n    ]);\n  }\n}\n\n// const end = performance.now();\n// console.log(`generating 100,000 prices took ${end - start} ms`);\n\nexport const pricesTable = new Table(\n  schemas.prices,\n  pricesData,\n  buildDataColumnMap(schemas, \"prices\"),\n  pricesUpdateGenerator\n);\n\nexport { pricesData };\n"],"names":["buildDataColumnMap","schemas","BaseUpdateGenerator","instrumentsData","InstrumentColumnMap","random","ask","askSize","bid","bidSize","basketConstituentData","Table"],"mappings":";;;;;;;;;AA+BA,MAAM,EAAE,KAAK,OAAS,EAAA,GAAA,EAAK,SAAY,GAAAA,wBAAA,CAAmBC,sBAAS,QAAQ,CAAA;AAC3E,MAAM,qBAAA,GAAwB,IAAIC,mCAAoB,CAAA;AAAA,EACpD,GAAA;AAAA,EACA,OAAA;AAAA,EACA,GAAA;AAAA,EACA;AACF,CAAC,CAAA;AAID,MAAM,wBAAA,GAA2B,CAAC,KAAA,EAAO,OAAO,CAAA;AAChD,MAAM,UAAmC,GAAAC,2BAAA,CAAgB,GAAI,CAAA,CAAC,UAAe,KAAA;AAC3E,EAAA,MAAM,EAAE,GAAA,EAAK,KAAO,EAAA,SAAA,KAAc,wBAAyB,CAAA,MAAA;AAAA,IACzD,CAAC,GAAA,EAAK,CAAO,MAAA,EAAE,GAAG,GAAA,EAAK,CAAC,CAAC,GAAG,UAAA,CAAWC,+BAAoB,CAAA,CAAC,CAAC,CAAE,EAAA,CAAA;AAAA,IAC/D;AAAC,GACH;AACA,EAAM,MAAA,MAAA,GAASC,gBAAO,CAAA,CAAA,EAAG,EAAE,CAAA;AAE3B,EAAMC,MAAAA,IAAAA,GAAM,YAAY,MAAS,GAAA,CAAA;AACjC,EAAMC,MAAAA,QAAAA,GAAUF,gBAAO,CAAA,GAAA,EAAM,GAAI,CAAA;AACjC,EAAMG,MAAAA,IAAAA,GAAM,YAAY,MAAS,GAAA,CAAA;AACjC,EAAMC,MAAAA,QAAAA,GAAUJ,gBAAO,CAAA,GAAA,EAAM,GAAI,CAAA;AACjC,EAAA,MAAM,KAAQ,GAAA,SAAA,GAAYA,gBAAO,CAAA,CAAA,EAAG,CAAC,CAAI,GAAA,EAAA;AACzC,EAAA,MAAM,IAAO,GAAA,SAAA,GAAYA,gBAAO,CAAA,CAAA,EAAG,CAAC,CAAI,GAAA,EAAA;AACxC,EAAA,MAAM,IAAO,GAAA,SAAA,GAAYA,gBAAO,CAAA,CAAA,EAAG,CAAC,CAAI,GAAA,EAAA;AACxC,EAAA,MAAM,KAAQ,GAAA,GAAA;AACd,EAAA,MAAM,QAAW,GAAA,OAAA;AACjB,EAAO,OAAA,CAACC,IAAKC,EAAAA,QAAAA,EAASC,IAAKC,EAAAA,QAAAA,EAAS,OAAO,IAAM,EAAA,IAAA,EAAM,KAAO,EAAA,GAAA,EAAK,QAAQ,CAAA;AAC7E,CAAC;AAGD,KAAA,MAAW,OAAI,SAAU,EAAA,GAAG,KAAKC,YAAuB,EAAA;AACtD,EAAA,MAAM,SAAY,GAAA,UAAA,CAAW,MAAO,CAAA,SAAS,CAAC,CAAA;AAC9C,EAAI,IAAA,CAAC,KAAM,CAAA,SAAS,CAAG,EAAA;AACrB,IAAM,MAAA,MAAA,GAASL,gBAAO,CAAA,CAAA,EAAG,EAAE,CAAA;AAC3B,IAAMC,MAAAA,IAAAA,GAAM,YAAY,MAAS,GAAA,CAAA;AACjC,IAAMC,MAAAA,QAAAA,GAAUF,gBAAO,CAAA,GAAA,EAAM,GAAI,CAAA;AACjC,IAAMG,MAAAA,IAAAA,GAAM,YAAY,MAAS,GAAA,CAAA;AACjC,IAAMC,MAAAA,QAAAA,GAAUJ,gBAAO,CAAA,GAAA,EAAM,GAAI,CAAA;AACjC,IAAA,MAAM,KAAQ,GAAA,SAAA,GAAYA,gBAAO,CAAA,CAAA,EAAG,CAAC,CAAI,GAAA,EAAA;AACzC,IAAA,MAAM,IAAO,GAAA,SAAA,GAAYA,gBAAO,CAAA,CAAA,EAAG,CAAC,CAAI,GAAA,EAAA;AACxC,IAAA,MAAM,IAAO,GAAA,SAAA,GAAYA,gBAAO,CAAA,CAAA,EAAG,CAAC,CAAI,GAAA,EAAA;AACxC,IAAA,MAAM,KAAQ,GAAA,GAAA;AACd,IAAA,MAAM,QAAW,GAAA,OAAA;AACjB,IAAA,UAAA,CAAW,IAAK,CAAA;AAAA,MACdC,IAAAA;AAAA,MACAC,QAAAA;AAAA,MACAC,IAAAA;AAAA,MACAC,QAAAA;AAAA,MACA,KAAA;AAAA,MACA,IAAA;AAAA,MACA,IAAA;AAAA,MACA,KAAA;AAAA,MACA,GAAA;AAAA,MACA;AAAA,KACD,CAAA;AAAA;AAEL;AAKO,MAAM,cAAc,IAAIE,WAAA;AAAA,EAC7BV,oBAAQ,CAAA,MAAA;AAAA,EACR,UAAA;AAAA,EACAD,wBAAA,CAAmBC,sBAAS,QAAQ,CAAA;AAAA,EACpC;AACF;;;;;"}
+{"version":3,"file":"prices.js","sources":["../../../src/simul/reference-data/prices.ts"],"sourcesContent":["import { buildDataColumnMap, Table } from \"../../Table\";\nimport { BaseUpdateGenerator } from \"../../UpdateGenerator\";\nimport { schemas } from \"../simul-schemas\";\nimport { instrumentsData, InstrumentColumnMap } from \"./instruments\";\nimport { random } from \"../../data-utils\";\nimport basketConstituentData from \"../../basket/reference-data/constituents\";\n\ntype ask = number;\ntype askSize = number;\ntype bid = number;\ntype bidSize = number;\ntype close = number;\ntype last = number;\ntype open = number;\ntype phase = \"C\";\ntype ric = string;\ntype scenario = \"close\";\ntype lastUpdate = number;\ntype created = number;\n\nexport type PricesDataRow = [\n  ask,\n  askSize,\n  bid,\n  bidSize,\n  close,\n  last,\n  open,\n  phase,\n  ric,\n  scenario,\n  lastUpdate,\n  created,\n];\n\nconst { bid, bidSize, ask, askSize } = buildDataColumnMap(schemas, \"prices\");\nconst pricesUpdateGenerator = new BaseUpdateGenerator({\n  bid,\n  bidSize,\n  ask,\n  askSize,\n});\n\nconst now = Date.now();\nconst lastUpdate = now;\nconst created = now;\n\n// const start = performance.now();\n// Create 100_000 Instruments\nconst requiredInstrumentFields = [\"ric\", \"price\"] as const;\nconst pricesData: Array<PricesDataRow> = instrumentsData.map((instrument) => {\n  const { ric, price: priceSeed } = requiredInstrumentFields.reduce(\n    (obj, f) => ({ ...obj, [f]: instrument[InstrumentColumnMap[f]] }),\n    {} as { ric: string; price: number },\n  );\n  const spread = random(0, 10);\n\n  const ask = priceSeed + spread / 2;\n  const askSize = random(1000, 3000);\n  const bid = priceSeed - spread / 2;\n  const bidSize = random(1000, 3000);\n  const close = priceSeed + random(0, 1) / 10;\n  const last = priceSeed + random(0, 1) / 10;\n  const open = priceSeed + random(0, 1) / 10;\n  const phase = \"C\";\n  const scenario = \"close\";\n  const lastUpdate = now;\n  const created = now;\n  return [\n    ask,\n    askSize,\n    bid,\n    bidSize,\n    close,\n    last,\n    open,\n    phase,\n    ric,\n    scenario,\n    lastUpdate,\n    created,\n  ];\n});\n\n// prettier-ignore\nfor (const [,,,lastTrade,ric] of basketConstituentData) {\n  const priceSeed = parseFloat(String(lastTrade));\n  if (!isNaN(priceSeed)) {\n    const spread = random(0, 10);\n    const ask = priceSeed + spread / 2;\n    const askSize = random(1000, 3000);\n    const bid = priceSeed - spread / 2;\n    const bidSize = random(1000, 3000);\n    const close = priceSeed + random(0, 1) / 10;\n    const last = priceSeed + random(0, 1) / 10;\n    const open = priceSeed + random(0, 1) / 10;\n    const phase = \"C\";\n    const scenario = \"close\";\n    pricesData.push([\n      ask,\n      askSize,\n      bid,\n      bidSize,\n      close,\n      last,\n      open,\n      phase,\n      ric as string,\n      scenario,\n      lastUpdate,\n      created\n    ]);\n  }\n}\n\n// const end = performance.now();\n// console.log(`generating 100,000 prices took ${end - start} ms`);\n\nexport const pricesTable = new Table(\n  schemas.prices,\n  pricesData,\n  buildDataColumnMap(schemas, \"prices\"),\n  pricesUpdateGenerator,\n);\n\nexport { pricesData };\n"],"names":["buildDataColumnMap","schemas","BaseUpdateGenerator","instrumentsData","InstrumentColumnMap","random","ask","askSize","bid","bidSize","lastUpdate","created","basketConstituentData","Table"],"mappings":";;;;;;;;;AAmCA,MAAM,EAAE,KAAK,OAAS,EAAA,GAAA,EAAK,SAAY,GAAAA,wBAAA,CAAmBC,sBAAS,QAAQ,CAAA;AAC3E,MAAM,qBAAA,GAAwB,IAAIC,mCAAoB,CAAA;AAAA,EACpD,GAAA;AAAA,EACA,OAAA;AAAA,EACA,GAAA;AAAA,EACA;AACF,CAAC,CAAA;AAED,MAAM,GAAA,GAAM,KAAK,GAAI,EAAA;AACrB,MAAM,UAAa,GAAA,GAAA;AACnB,MAAM,OAAU,GAAA,GAAA;AAIhB,MAAM,wBAAA,GAA2B,CAAC,KAAA,EAAO,OAAO,CAAA;AAChD,MAAM,UAAmC,GAAAC,2BAAA,CAAgB,GAAI,CAAA,CAAC,UAAe,KAAA;AAC3E,EAAA,MAAM,EAAE,GAAA,EAAK,KAAO,EAAA,SAAA,KAAc,wBAAyB,CAAA,MAAA;AAAA,IACzD,CAAC,GAAA,EAAK,CAAO,MAAA,EAAE,GAAG,GAAA,EAAK,CAAC,CAAC,GAAG,UAAA,CAAWC,+BAAoB,CAAA,CAAC,CAAC,CAAE,EAAA,CAAA;AAAA,IAC/D;AAAC,GACH;AACA,EAAM,MAAA,MAAA,GAASC,gBAAO,CAAA,CAAA,EAAG,EAAE,CAAA;AAE3B,EAAMC,MAAAA,IAAAA,GAAM,YAAY,MAAS,GAAA,CAAA;AACjC,EAAMC,MAAAA,QAAAA,GAAUF,gBAAO,CAAA,GAAA,EAAM,GAAI,CAAA;AACjC,EAAMG,MAAAA,IAAAA,GAAM,YAAY,MAAS,GAAA,CAAA;AACjC,EAAMC,MAAAA,QAAAA,GAAUJ,gBAAO,CAAA,GAAA,EAAM,GAAI,CAAA;AACjC,EAAA,MAAM,KAAQ,GAAA,SAAA,GAAYA,gBAAO,CAAA,CAAA,EAAG,CAAC,CAAI,GAAA,EAAA;AACzC,EAAA,MAAM,IAAO,GAAA,SAAA,GAAYA,gBAAO,CAAA,CAAA,EAAG,CAAC,CAAI,GAAA,EAAA;AACxC,EAAA,MAAM,IAAO,GAAA,SAAA,GAAYA,gBAAO,CAAA,CAAA,EAAG,CAAC,CAAI,GAAA,EAAA;AACxC,EAAA,MAAM,KAAQ,GAAA,GAAA;AACd,EAAA,MAAM,QAAW,GAAA,OAAA;AACjB,EAAA,MAAMK,WAAa,GAAA,GAAA;AACnB,EAAA,MAAMC,QAAU,GAAA,GAAA;AAChB,EAAO,OAAA;AAAA,IACLL,IAAAA;AAAA,IACAC,QAAAA;AAAA,IACAC,IAAAA;AAAA,IACAC,QAAAA;AAAA,IACA,KAAA;AAAA,IACA,IAAA;AAAA,IACA,IAAA;AAAA,IACA,KAAA;AAAA,IACA,GAAA;AAAA,IACA,QAAA;AAAA,IACAC,WAAAA;AAAA,IACAC;AAAA,GACF;AACF,CAAC;AAGD,KAAA,MAAW,OAAI,SAAU,EAAA,GAAG,KAAKC,YAAuB,EAAA;AACtD,EAAA,MAAM,SAAY,GAAA,UAAA,CAAW,MAAO,CAAA,SAAS,CAAC,CAAA;AAC9C,EAAI,IAAA,CAAC,KAAM,CAAA,SAAS,CAAG,EAAA;AACrB,IAAM,MAAA,MAAA,GAASP,gBAAO,CAAA,CAAA,EAAG,EAAE,CAAA;AAC3B,IAAMC,MAAAA,IAAAA,GAAM,YAAY,MAAS,GAAA,CAAA;AACjC,IAAMC,MAAAA,QAAAA,GAAUF,gBAAO,CAAA,GAAA,EAAM,GAAI,CAAA;AACjC,IAAMG,MAAAA,IAAAA,GAAM,YAAY,MAAS,GAAA,CAAA;AACjC,IAAMC,MAAAA,QAAAA,GAAUJ,gBAAO,CAAA,GAAA,EAAM,GAAI,CAAA;AACjC,IAAA,MAAM,KAAQ,GAAA,SAAA,GAAYA,gBAAO,CAAA,CAAA,EAAG,CAAC,CAAI,GAAA,EAAA;AACzC,IAAA,MAAM,IAAO,GAAA,SAAA,GAAYA,gBAAO,CAAA,CAAA,EAAG,CAAC,CAAI,GAAA,EAAA;AACxC,IAAA,MAAM,IAAO,GAAA,SAAA,GAAYA,gBAAO,CAAA,CAAA,EAAG,CAAC,CAAI,GAAA,EAAA;AACxC,IAAA,MAAM,KAAQ,GAAA,GAAA;AACd,IAAA,MAAM,QAAW,GAAA,OAAA;AACjB,IAAA,UAAA,CAAW,IAAK,CAAA;AAAA,MACdC,IAAAA;AAAA,MACAC,QAAAA;AAAA,MACAC,IAAAA;AAAA,MACAC,QAAAA;AAAA,MACA,KAAA;AAAA,MACA,IAAA;AAAA,MACA,IAAA;AAAA,MACA,KAAA;AAAA,MACA,GAAA;AAAA,MACA,QAAA;AAAA,MACA,UAAA;AAAA,MACA;AAAA,KACD,CAAA;AAAA;AAEL;AAKO,MAAM,cAAc,IAAII,WAAA;AAAA,EAC7BZ,oBAAQ,CAAA,MAAA;AAAA,EACR,UAAA;AAAA,EACAD,wBAAA,CAAmBC,sBAAS,QAAQ,CAAA;AAAA,EACpC;AACF;;;;;"}

package/cjs/simul/simul-schemas.js

@@ -80,7 +80,6 @@ const schemas = {
       { name: "filledQty", serverDataType: "double" },
       { name: "id", serverDataType: "string" },
       { name: "idAsInt", serverDataType: "int" },
-      { name: "lastUpdate", serverDataType: "long" },
       { name: "openQty", serverDataType: "double" },
       { name: "parentOrderId", serverDataType: "string" },
       { name: "price", serverDataType: "double" },
@@ -89,7 +88,9 @@ const schemas = {
       { name: "side", serverDataType: "string" },
       { name: "status", serverDataType: "string" },
       { name: "strategy", serverDataType: "string" },
-      { name: "volLimit", serverDataType: "int" }
+      { name: "volLimit", serverDataType: "int" },
+      { name: "lastUpdate", serverDataType: "long" },
+      { name: "created", serverDataType: "long" }
     ],
     key: "id",
     table: { module: "SIMUL", table: "childOrders" }
@@ -105,14 +106,15 @@ const schemas = {
       { name: "filledQty", serverDataType: "double" },
       { name: "id", serverDataType: "string" },
       { name: "idAsInt", serverDataType: "int" },
-      { name: "lastUpdate", serverDataType: "long" },
       { name: "openQty", serverDataType: "double" },
       { name: "price", serverDataType: "double" },
       { name: "quantity", serverDataType: "double" },
       { name: "ric", serverDataType: "string" },
       { name: "side", serverDataType: "string" },
       { name: "status", serverDataType: "string" },
-      { name: "volLimit", serverDataType: "int" }
+      { name: "volLimit", serverDataType: "int" },
+      { name: "lastUpdate", serverDataType: "long" },
+      { name: "created", serverDataType: "long" }
     ],
     key: "id",
     table: { module: "SIMUL", table: "parentOrders" }
@@ -129,7 +131,9 @@ const schemas = {
       { name: "open", serverDataType: "double" },
       { name: "phase", serverDataType: "string" },
       { name: "ric", serverDataType: "string" },
-      { name: "scenario", serverDataType: "string" }
+      { name: "scenario", serverDataType: "string" },
+      { name: "lastUpdate", serverDataType: "long" },
+      { name: "created", serverDataType: "long" }
     ],
     key: "ric",
     table: { module: "SIMUL", table: "prices" }

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

@@ -1 +1 @@
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name: \"ric\", serverDataType: \"string\" },\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      ],\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      ],\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: \"created\", serverDataType: \"long\" },\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      ],\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: \"lastUpdate\", serverDataType: \"long\" },\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      ],\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: \"lastUpdate\", serverDataType: \"long\" },\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        { 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+{"version":3,"file":"simul-schemas.js","sources":["../../src/simul/simul-schemas.ts"],"sourcesContent":["import { TableSchema } from \"@vuu-ui/vuu-data-types\";\nimport { VuuTable } from \"@vuu-ui/vuu-protocol-types\";\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: \"ric\", serverDataType: \"string\" },\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      ],\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      ],\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: \"created\", serverDataType: \"long\" },\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      ],\n      key: \"orderId\",\n      table: { module: \"SIMUL\", table: \"orders\" },\n    },\n    childOrders: {\n      columns: [\n        { name: \"account\", serverDataType: \"string\" },\n        { name: \"averagePrice\", serverDataType: 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name: \"volLimit\", serverDataType: \"int\" },\n        { name: \"lastUpdate\", serverDataType: \"long\" },\n        { name: \"created\", serverDataType: \"long\" },\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        { name: \"lastUpdate\", serverDataType: \"long\" },\n        { name: \"created\", serverDataType: \"long\" },\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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package/esm/simul/reference-data/parent-child-orders.js

@@ -1,3 +1,4 @@
+import { Clock } from '@vuu-ui/vuu-utils';
 import { random } from '../../data-utils.js';
 import { buildDataColumnMap, Table } from '../../Table.js';
 import { schemas } from '../simul-schemas.js';
@@ -16,10 +17,11 @@ const avgChildOrderPerOrder = Math.round(
   CHILD_ORDER_COUNT / PARENT_ORDER_COUNT
 );
 const childMaxMultiple = 10;
+const clock = new Clock({ year: 2025, month: 4, day: 15, hours: 8 });
 const start = performance.now();
 let childOrderId = 0;
 for (let i = 0; i < PARENT_ORDER_COUNT; i++) {
-  const now = +/* @__PURE__ */ new Date();
+  clock.advance(random(0, 100));
   const instrument = instrumentsData[random(0, instrumentsData.length - 1)];
   const orderQuantity = 1e3 * random(1, 100);
   const orderStatus$1 = orderStatus[random(0, orderStatus.length - 1)];
@@ -32,13 +34,14 @@ for (let i = 0; i < PARENT_ORDER_COUNT; i++) {
   const exchange = instrument[instrumentMap.exchange];
   const parentOrderIdAsInt = i;
   const parentOrderId = `${parentOrderIdAsInt}`;
-  const lastUpdate = now;
   const price = 100;
   const quantity = orderQuantity;
   const ric = instrument[instrumentMap.ric];
   const side = sides[random(0, sides.length - 1)];
   const status = orderStatus$1;
   const volLimit = 100;
+  const lastUpdate = clock.now;
+  const created = clock.now;
   const childOrderCount = random(
     0,
     avgChildOrderPerOrder * random(1, childMaxMultiple)
@@ -64,7 +67,6 @@ for (let i = 0; i < PARENT_ORDER_COUNT; i++) {
       childFilledQty,
       childId,
       childIdAsInt,
-      lastUpdate2,
       childOpenQty,
       parentOrderId,
       price2,
@@ -73,7 +75,9 @@ for (let i = 0; i < PARENT_ORDER_COUNT; i++) {
       side,
       childOrderStatus,
       strategy,
-      volLimit
+      volLimit,
+      lastUpdate2,
+      created
     ];
     childOrderData.push(row2);
   }
@@ -87,14 +91,15 @@ for (let i = 0; i < PARENT_ORDER_COUNT; i++) {
     filledQty,
     parentOrderId,
     parentOrderIdAsInt,
-    lastUpdate,
     openQty,
     price,
     quantity,
     ric,
     side,
     status,
-    volLimit
+    volLimit,
+    lastUpdate,
+    created
   ];
   parentOrderData.push(row);
 }

package/esm/simul/reference-data/parent-child-orders.js.map

@@ -1 +1 @@
-{"version":3,"file":"parent-child-orders.js","sources":["../../../src/simul/reference-data/parent-child-orders.ts"],"sourcesContent":["import { VuuRowDataItemType } from \"@vuu-ui/vuu-protocol-types\";\nimport { random } from \"../../data-utils\";\nimport { buildDataColumnMap, Table } from \"../../Table\";\nimport { schemas } from \"../simul-schemas\";\nimport { accounts } from \"./accounts\";\nimport { instrumentsData } from \"./instruments\";\nimport { orderStatus as statusValues } from \"./orderStatus\";\nimport { sides } from \"./sides\";\nimport { algos } from \"./algos\";\n\nconst childOrderData: VuuRowDataItemType[][] = [];\nconst parentOrderData: VuuRowDataItemType[][] = [];\n\nconst instrumentMap = buildDataColumnMap(schemas, \"instruments\");\n\nconst PARENT_ORDER_COUNT = 75_000;\nconst CHILD_ORDER_COUNT = 200_000;\n\nconst avgChildOrderPerOrder = Math.round(\n  CHILD_ORDER_COUNT / PARENT_ORDER_COUNT,\n);\nconst childMaxMultiple = 10;\n\nconst start = performance.now();\n\nlet childOrderId = 0;\n\nfor (let i = 0; i < PARENT_ORDER_COUNT; i++) {\n  const now = +new Date();\n  const instrument = instrumentsData[random(0, instrumentsData.length - 1)];\n\n  const orderQuantity = 1000 * random(1, 100);\n  const orderStatus = statusValues[random(0, statusValues.length - 1)];\n  const filledQty =\n    orderStatus === \"FILLED\"\n      ? orderQuantity\n      : orderStatus === \"NEW\"\n        ? 0\n        : orderQuantity - random(100, orderQuantity);\n  const openQty = orderQuantity - filledQty;\n\n  const account = accounts[random(0, accounts.length - 1)];\n  const algo = algos[random(0, algos.length - 1)];\n  const averagePrice = 0;\n  const ccy = \"GBP\";\n  const exchange = instrument[instrumentMap.exchange];\n  const parentOrderIdAsInt = i;\n  const parentOrderId = `${parentOrderIdAsInt}`;\n  const lastUpdate = now;\n  const price = 100;\n  const quantity = orderQuantity;\n  const ric = instrument[instrumentMap.ric];\n  const side = sides[random(0, sides.length - 1)];\n  const status = orderStatus;\n  const volLimit = 100;\n\n  const childOrderCount = random(\n    0,\n    avgChildOrderPerOrder * random(1, childMaxMultiple),\n  );\n\n  let remainingQty = orderQuantity;\n  for (let j = 0; j < childOrderCount; j++) {\n    // console.log(`create child`);\n\n    const childOrderQuantity = Math.round(remainingQty / (childOrderCount - j));\n    remainingQty -= childOrderQuantity;\n    const childOrderStatus = statusValues[random(0, statusValues.length - 1)];\n    const childFilledQty =\n      orderStatus === \"FILLED\"\n        ? childOrderQuantity\n        : childOrderStatus === \"NEW\"\n          ? 0\n          : childOrderQuantity - random(100, childOrderQuantity);\n    const childOpenQty = childOrderQuantity - childFilledQty;\n\n    const averagePrice = 0;\n    const childIdAsInt = childOrderId++;\n    const childId = `${childIdAsInt}`;\n    const lastUpdate = 0;\n    const price = 100;\n    const strategy = 0;\n\n    const row: VuuRowDataItemType[] = [\n      account,\n      averagePrice,\n      ccy,\n      exchange,\n      childFilledQty,\n      childId,\n      childIdAsInt,\n      lastUpdate,\n      childOpenQty,\n      parentOrderId,\n      price,\n      childOrderQuantity,\n      ric,\n      side,\n      childOrderStatus,\n      strategy,\n      volLimit,\n    ];\n\n    childOrderData.push(row);\n  }\n\n  const row: VuuRowDataItemType[] = [\n    account,\n    algo,\n    averagePrice,\n    ccy,\n    childOrderCount,\n    exchange,\n    filledQty,\n    parentOrderId,\n    parentOrderIdAsInt,\n    lastUpdate,\n    openQty,\n    price,\n    quantity,\n    ric,\n    side,\n    status,\n    volLimit,\n  ];\n\n  parentOrderData.push(row);\n}\nconst end = performance.now();\n\nconsole.log(\n  `took ${end - start} to create ${parentOrderData.length} orders and ${childOrderData.length} child orders`,\n);\n\nexport const parentOrdersTable = new Table(\n  schemas.parentOrders,\n  parentOrderData,\n  buildDataColumnMap(schemas, \"parentOrders\"),\n);\n\nexport const childOrdersTable = new Table(\n  schemas.childOrders,\n  childOrderData,\n  buildDataColumnMap(schemas, \"childOrders\"),\n);\n\nexport { childOrderData, parentOrderData };\n"],"names":["orderStatus","statusValues","averagePrice","lastUpdate","price","row"],"mappings":";;;;;;;;;AAUA,MAAM,iBAAyC;AAC/C,MAAM,kBAA0C;AAEhD,MAAM,aAAA,GAAgB,kBAAmB,CAAA,OAAA,EAAS,aAAa,CAAA;AAE/D,MAAM,kBAAqB,GAAA,IAAA;AAC3B,MAAM,iBAAoB,GAAA,GAAA;AAE1B,MAAM,wBAAwB,IAAK,CAAA,KAAA;AAAA,EACjC,iBAAoB,GAAA;AACtB,CAAA;AACA,MAAM,gBAAmB,GAAA,EAAA;AAEzB,MAAM,KAAA,GAAQ,YAAY,GAAI,EAAA;AAE9B,IAAI,YAAe,GAAA,CAAA;AAEnB,KAAA,IAAS,CAAI,GAAA,CAAA,EAAG,CAAI,GAAA,kBAAA,EAAoB,CAAK,EAAA,EAAA;AAC3C,EAAM,MAAA,GAAA,GAAM,iBAAC,IAAI,IAAK,EAAA;AACtB,EAAA,MAAM,aAAa,eAAgB,CAAA,MAAA,CAAO,GAAG,eAAgB,CAAA,MAAA,GAAS,CAAC,CAAC,CAAA;AAExE,EAAA,MAAM,aAAgB,GAAA,GAAA,GAAO,MAAO,CAAA,CAAA,EAAG,GAAG,CAAA;AAC1C,EAAA,MAAMA,gBAAcC,WAAa,CAAA,MAAA,CAAO,GAAGA,WAAa,CAAA,MAAA,GAAS,CAAC,CAAC,CAAA;AACnE,EAAM,MAAA,SAAA,GACJD,aAAgB,KAAA,QAAA,GACZ,aACA,GAAAA,aAAA,KAAgB,QACd,CACA,GAAA,aAAA,GAAgB,MAAO,CAAA,GAAA,EAAK,aAAa,CAAA;AACjD,EAAA,MAAM,UAAU,aAAgB,GAAA,SAAA;AAEhC,EAAA,MAAM,UAAU,QAAS,CAAA,MAAA,CAAO,GAAG,QAAS,CAAA,MAAA,GAAS,CAAC,CAAC,CAAA;AACvD,EAAA,MAAM,OAAO,KAAM,CAAA,MAAA,CAAO,GAAG,KAAM,CAAA,MAAA,GAAS,CAAC,CAAC,CAAA;AAC9C,EAAA,MAAM,YAAe,GAAA,CAAA;AACrB,EAAA,MAAM,GAAM,GAAA,KAAA;AACZ,EAAM,MAAA,QAAA,GAAW,UAAW,CAAA,aAAA,CAAc,QAAQ,CAAA;AAClD,EAAA,MAAM,kBAAqB,GAAA,CAAA;AAC3B,EAAM,MAAA,aAAA,GAAgB,GAAG,kBAAkB,CAAA,CAAA;AAC3C,EAAA,MAAM,UAAa,GAAA,GAAA;AACnB,EAAA,MAAM,KAAQ,GAAA,GAAA;AACd,EAAA,MAAM,QAAW,GAAA,aAAA;AACjB,EAAM,MAAA,GAAA,GAAM,UAAW,CAAA,aAAA,CAAc,GAAG,CAAA;AACxC,EAAA,MAAM,OAAO,KAAM,CAAA,MAAA,CAAO,GAAG,KAAM,CAAA,MAAA,GAAS,CAAC,CAAC,CAAA;AAC9C,EAAA,MAAM,MAAS,GAAAA,aAAA;AACf,EAAA,MAAM,QAAW,GAAA,GAAA;AAEjB,EAAA,MAAM,eAAkB,GAAA,MAAA;AAAA,IACtB,CAAA;AAAA,IACA,qBAAA,GAAwB,MAAO,CAAA,CAAA,EAAG,gBAAgB;AAAA,GACpD;AAEA,EAAA,IAAI,YAAe,GAAA,aAAA;AACnB,EAAA,KAAA,IAAS,CAAI,GAAA,CAAA,EAAG,CAAI,GAAA,eAAA,EAAiB,CAAK,EAAA,EAAA;AAGxC,IAAA,MAAM,kBAAqB,GAAA,IAAA,CAAK,KAAM,CAAA,YAAA,IAAgB,kBAAkB,CAAE,CAAA,CAAA;AAC1E,IAAgB,YAAA,IAAA,kBAAA;AAChB,IAAA,MAAM,mBAAmBC,WAAa,CAAA,MAAA,CAAO,GAAGA,WAAa,CAAA,MAAA,GAAS,CAAC,CAAC,CAAA;AACxE,IAAM,MAAA,cAAA,GACJD,aAAgB,KAAA,QAAA,GACZ,kBACA,GAAA,gBAAA,KAAqB,QACnB,CACA,GAAA,kBAAA,GAAqB,MAAO,CAAA,GAAA,EAAK,kBAAkB,CAAA;AAC3D,IAAA,MAAM,eAAe,kBAAqB,GAAA,cAAA;AAE1C,IAAA,MAAME,aAAe,GAAA,CAAA;AACrB,IAAA,MAAM,YAAe,GAAA,YAAA,EAAA;AACrB,IAAM,MAAA,OAAA,GAAU,GAAG,YAAY,CAAA,CAAA;AAC/B,IAAA,MAAMC,WAAa,GAAA,CAAA;AACnB,IAAA,MAAMC,MAAQ,GAAA,GAAA;AACd,IAAA,MAAM,QAAW,GAAA,CAAA;AAEjB,IAAA,MAAMC,IAA4B,GAAA;AAAA,MAChC,OAAA;AAAA,MACAH,aAAAA;AAAA,MACA,GAAA;AAAA,MACA,QAAA;AAAA,MACA,cAAA;AAAA,MACA,OAAA;AAAA,MACA,YAAA;AAAA,MACAC,WAAAA;AAAA,MACA,YAAA;AAAA,MACA,aAAA;AAAA,MACAC,MAAAA;AAAA,MACA,kBAAA;AAAA,MACA,GAAA;AAAA,MACA,IAAA;AAAA,MACA,gBAAA;AAAA,MACA,QAAA;AAAA,MACA;AAAA,KACF;AAEA,IAAA,cAAA,CAAe,KAAKC,IAAG,CAAA;AAAA;AAGzB,EAAA,MAAM,GAA4B,GAAA;AAAA,IAChC,OAAA;AAAA,IACA,IAAA;AAAA,IACA,YAAA;AAAA,IACA,GAAA;AAAA,IACA,eAAA;AAAA,IACA,QAAA;AAAA,IACA,SAAA;AAAA,IACA,aAAA;AAAA,IACA,kBAAA;AAAA,IACA,UAAA;AAAA,IACA,OAAA;AAAA,IACA,KAAA;AAAA,IACA,QAAA;AAAA,IACA,GAAA;AAAA,IACA,IAAA;AAAA,IACA,MAAA;AAAA,IACA;AAAA,GACF;AAEA,EAAA,eAAA,CAAgB,KAAK,GAAG,CAAA;AAC1B;AACA,MAAM,GAAA,GAAM,YAAY,GAAI,EAAA;AAE5B,OAAQ,CAAA,GAAA;AAAA,EACN,CAAA,KAAA,EAAQ,MAAM,KAAK,CAAA,WAAA,EAAc,gBAAgB,MAAM,CAAA,YAAA,EAAe,eAAe,MAAM,CAAA,aAAA;AAC7F,CAAA;AAEO,MAAM,oBAAoB,IAAI,KAAA;AAAA,EACnC,OAAQ,CAAA,YAAA;AAAA,EACR,eAAA;AAAA,EACA,kBAAA,CAAmB,SAAS,cAAc;AAC5C;AAEO,MAAM,mBAAmB,IAAI,KAAA;AAAA,EAClC,OAAQ,CAAA,WAAA;AAAA,EACR,cAAA;AAAA,EACA,kBAAA,CAAmB,SAAS,aAAa;AAC3C;;;;"}
+{"version":3,"file":"parent-child-orders.js","sources":["../../../src/simul/reference-data/parent-child-orders.ts"],"sourcesContent":["import { VuuRowDataItemType } from \"@vuu-ui/vuu-protocol-types\";\nimport { Clock } from \"@vuu-ui/vuu-utils\";\nimport { random } from \"../../data-utils\";\nimport { buildDataColumnMap, Table } from \"../../Table\";\nimport { schemas } from \"../simul-schemas\";\nimport { accounts } from \"./accounts\";\nimport { instrumentsData } from \"./instruments\";\nimport { orderStatus as statusValues } from \"./orderStatus\";\nimport { sides } from \"./sides\";\nimport { algos } from \"./algos\";\n\nconst childOrderData: VuuRowDataItemType[][] = [];\nconst parentOrderData: VuuRowDataItemType[][] = [];\n\nconst instrumentMap = buildDataColumnMap(schemas, \"instruments\");\n\nconst PARENT_ORDER_COUNT = 75_000;\nconst CHILD_ORDER_COUNT = 200_000;\n\nconst avgChildOrderPerOrder = Math.round(\n  CHILD_ORDER_COUNT / PARENT_ORDER_COUNT,\n);\nconst childMaxMultiple = 10;\n\nconst clock = new Clock({ year: 2025, month: 4, day: 15, hours: 8 });\n\nconst start = performance.now();\n\nlet childOrderId = 0;\n\nfor (let i = 0; i < PARENT_ORDER_COUNT; i++) {\n  clock.advance(random(0, 100));\n  const instrument = instrumentsData[random(0, instrumentsData.length - 1)];\n\n  const orderQuantity = 1000 * random(1, 100);\n  const orderStatus = statusValues[random(0, statusValues.length - 1)];\n  const filledQty =\n    orderStatus === \"FILLED\"\n      ? orderQuantity\n      : orderStatus === \"NEW\"\n        ? 0\n        : orderQuantity - random(100, orderQuantity);\n  const openQty = orderQuantity - filledQty;\n\n  const account = accounts[random(0, accounts.length - 1)];\n  const algo = algos[random(0, algos.length - 1)];\n  const averagePrice = 0;\n  const ccy = \"GBP\";\n  const exchange = instrument[instrumentMap.exchange];\n  const parentOrderIdAsInt = i;\n  const parentOrderId = `${parentOrderIdAsInt}`;\n  const price = 100;\n  const quantity = orderQuantity;\n  const ric = instrument[instrumentMap.ric];\n  const side = sides[random(0, sides.length - 1)];\n  const status = orderStatus;\n  const volLimit = 100;\n  const lastUpdate = clock.now;\n  const created = clock.now;\n\n  const childOrderCount = random(\n    0,\n    avgChildOrderPerOrder * random(1, childMaxMultiple),\n  );\n\n  let remainingQty = orderQuantity;\n  for (let j = 0; j < childOrderCount; j++) {\n    // console.log(`create child`);\n\n    const childOrderQuantity = Math.round(remainingQty / (childOrderCount - j));\n    remainingQty -= childOrderQuantity;\n    const childOrderStatus = statusValues[random(0, statusValues.length - 1)];\n    const childFilledQty =\n      orderStatus === \"FILLED\"\n        ? childOrderQuantity\n        : childOrderStatus === \"NEW\"\n          ? 0\n          : childOrderQuantity - random(100, childOrderQuantity);\n    const childOpenQty = childOrderQuantity - childFilledQty;\n\n    const averagePrice = 0;\n    const childIdAsInt = childOrderId++;\n    const childId = `${childIdAsInt}`;\n    const lastUpdate = 0;\n    const price = 100;\n    const strategy = 0;\n\n    const row: VuuRowDataItemType[] = [\n      account,\n      averagePrice,\n      ccy,\n      exchange,\n      childFilledQty,\n      childId,\n      childIdAsInt,\n      childOpenQty,\n      parentOrderId,\n      price,\n      childOrderQuantity,\n      ric,\n      side,\n      childOrderStatus,\n      strategy,\n      volLimit,\n      lastUpdate,\n      created,\n    ];\n\n    childOrderData.push(row);\n  }\n\n  const row: VuuRowDataItemType[] = [\n    account,\n    algo,\n    averagePrice,\n    ccy,\n    childOrderCount,\n    exchange,\n    filledQty,\n    parentOrderId,\n    parentOrderIdAsInt,\n    openQty,\n    price,\n    quantity,\n    ric,\n    side,\n    status,\n    volLimit,\n    lastUpdate,\n    created,\n  ];\n\n  parentOrderData.push(row);\n}\nconst end = performance.now();\n\nconsole.log(\n  `took ${end - 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package/esm/simul/reference-data/prices.js

@@ -12,6 +12,9 @@ const pricesUpdateGenerator = new BaseUpdateGenerator({
   ask,
   askSize
 });
+const now = Date.now();
+const lastUpdate = now;
+const created = now;
 const requiredInstrumentFields = ["ric", "price"];
 const pricesData = instrumentsData.map((instrument) => {
   const { ric, price: priceSeed } = requiredInstrumentFields.reduce(
@@ -28,7 +31,22 @@ const pricesData = instrumentsData.map((instrument) => {
   const open = priceSeed + random(0, 1) / 10;
   const phase = "C";
   const scenario = "close";
-  return [ask2, askSize2, bid2, bidSize2, close, last, open, phase, ric, scenario];
+  const lastUpdate2 = now;
+  const created2 = now;
+  return [
+    ask2,
+    askSize2,
+    bid2,
+    bidSize2,
+    close,
+    last,
+    open,
+    phase,
+    ric,
+    scenario,
+    lastUpdate2,
+    created2
+  ];
 });
 for (const [, , , lastTrade, ric] of basketConstituentData) {
   const priceSeed = parseFloat(String(lastTrade));
@@ -53,7 +71,9 @@ for (const [, , , lastTrade, ric] of basketConstituentData) {
       open,
       phase,
       ric,
-      scenario
+      scenario,
+      lastUpdate,
+      created
     ]);
   }
 }

package/esm/simul/reference-data/prices.js.map

@@ -1 +1 @@
-{"version":3,"file":"prices.js","sources":["../../../src/simul/reference-data/prices.ts"],"sourcesContent":["import { buildDataColumnMap, Table } from \"../../Table\";\nimport { BaseUpdateGenerator } from \"../../UpdateGenerator\";\nimport { schemas } from \"../simul-schemas\";\nimport { instrumentsData, InstrumentColumnMap } from \"./instruments\";\nimport { random } from \"../../data-utils\";\nimport basketConstituentData from \"../../basket/reference-data/constituents\";\n\ntype ask = number;\ntype askSize = number;\ntype bid = number;\ntype bidSize = number;\ntype close = number;\ntype last = number;\ntype open = number;\ntype phase = \"C\";\ntype ric = string;\ntype scenario = \"close\";\n\nexport type PricesDataRow = [\n  ask,\n  askSize,\n  bid,\n  bidSize,\n  close,\n  last,\n  open,\n  phase,\n  ric,\n  scenario\n];\n\nconst { bid, bidSize, ask, askSize } = buildDataColumnMap(schemas, \"prices\");\nconst pricesUpdateGenerator = new BaseUpdateGenerator({\n  bid,\n  bidSize,\n  ask,\n  askSize,\n});\n\n// const start = performance.now();\n// Create 100_000 Instruments\nconst requiredInstrumentFields = [\"ric\", \"price\"] as const;\nconst pricesData: Array<PricesDataRow> = instrumentsData.map((instrument) => {\n  const { ric, price: priceSeed } = requiredInstrumentFields.reduce(\n    (obj, f) => ({ ...obj, [f]: instrument[InstrumentColumnMap[f]] }),\n    {} as { ric: string; price: number }\n  );\n  const spread = random(0, 10);\n\n  const ask = priceSeed + spread / 2;\n  const askSize = random(1000, 3000);\n  const bid = priceSeed - spread / 2;\n  const bidSize = random(1000, 3000);\n  const close = priceSeed + random(0, 1) / 10;\n  const last = priceSeed + random(0, 1) / 10;\n  const open = priceSeed + random(0, 1) / 10;\n  const phase = \"C\";\n  const scenario = \"close\";\n  return [ask, askSize, bid, bidSize, close, last, open, phase, ric, scenario];\n});\n\n// prettier-ignore\nfor (const [,,,lastTrade,ric] of basketConstituentData) {\n  const priceSeed = parseFloat(String(lastTrade));\n  if (!isNaN(priceSeed)) {\n    const spread = random(0, 10);\n    const ask = priceSeed + spread / 2;\n    const askSize = random(1000, 3000);\n    const bid = priceSeed - spread / 2;\n    const bidSize = random(1000, 3000);\n    const close = priceSeed + random(0, 1) / 10;\n    const last = priceSeed + random(0, 1) / 10;\n    const open = priceSeed + random(0, 1) / 10;\n    const phase = \"C\";\n    const scenario = \"close\";\n    pricesData.push([\n      ask,\n      askSize,\n      bid,\n      bidSize,\n      close,\n      last,\n      open,\n      phase,\n      ric as string,\n      scenario,\n    ]);\n  }\n}\n\n// const end = performance.now();\n// console.log(`generating 100,000 prices took ${end - start} ms`);\n\nexport const pricesTable = new Table(\n  schemas.prices,\n  pricesData,\n  buildDataColumnMap(schemas, \"prices\"),\n  pricesUpdateGenerator\n);\n\nexport { pricesData };\n"],"names":["ask","askSize","bid","bidSize"],"mappings":";;;;;;;AA+BA,MAAM,EAAE,KAAK,OAAS,EAAA,GAAA,EAAK,SAAY,GAAA,kBAAA,CAAmB,SAAS,QAAQ,CAAA;AAC3E,MAAM,qBAAA,GAAwB,IAAI,mBAAoB,CAAA;AAAA,EACpD,GAAA;AAAA,EACA,OAAA;AAAA,EACA,GAAA;AAAA,EACA;AACF,CAAC,CAAA;AAID,MAAM,wBAAA,GAA2B,CAAC,KAAA,EAAO,OAAO,CAAA;AAChD,MAAM,UAAmC,GAAA,eAAA,CAAgB,GAAI,CAAA,CAAC,UAAe,KAAA;AAC3E,EAAA,MAAM,EAAE,GAAA,EAAK,KAAO,EAAA,SAAA,KAAc,wBAAyB,CAAA,MAAA;AAAA,IACzD,CAAC,GAAA,EAAK,CAAO,MAAA,EAAE,GAAG,GAAA,EAAK,CAAC,CAAC,GAAG,UAAA,CAAW,mBAAoB,CAAA,CAAC,CAAC,CAAE,EAAA,CAAA;AAAA,IAC/D;AAAC,GACH;AACA,EAAM,MAAA,MAAA,GAAS,MAAO,CAAA,CAAA,EAAG,EAAE,CAAA;AAE3B,EAAMA,MAAAA,IAAAA,GAAM,YAAY,MAAS,GAAA,CAAA;AACjC,EAAMC,MAAAA,QAAAA,GAAU,MAAO,CAAA,GAAA,EAAM,GAAI,CAAA;AACjC,EAAMC,MAAAA,IAAAA,GAAM,YAAY,MAAS,GAAA,CAAA;AACjC,EAAMC,MAAAA,QAAAA,GAAU,MAAO,CAAA,GAAA,EAAM,GAAI,CAAA;AACjC,EAAA,MAAM,KAAQ,GAAA,SAAA,GAAY,MAAO,CAAA,CAAA,EAAG,CAAC,CAAI,GAAA,EAAA;AACzC,EAAA,MAAM,IAAO,GAAA,SAAA,GAAY,MAAO,CAAA,CAAA,EAAG,CAAC,CAAI,GAAA,EAAA;AACxC,EAAA,MAAM,IAAO,GAAA,SAAA,GAAY,MAAO,CAAA,CAAA,EAAG,CAAC,CAAI,GAAA,EAAA;AACxC,EAAA,MAAM,KAAQ,GAAA,GAAA;AACd,EAAA,MAAM,QAAW,GAAA,OAAA;AACjB,EAAO,OAAA,CAACH,IAAKC,EAAAA,QAAAA,EAASC,IAAKC,EAAAA,QAAAA,EAAS,OAAO,IAAM,EAAA,IAAA,EAAM,KAAO,EAAA,GAAA,EAAK,QAAQ,CAAA;AAC7E,CAAC;AAGD,KAAA,MAAW,OAAI,SAAU,EAAA,GAAG,KAAK,qBAAuB,EAAA;AACtD,EAAA,MAAM,SAAY,GAAA,UAAA,CAAW,MAAO,CAAA,SAAS,CAAC,CAAA;AAC9C,EAAI,IAAA,CAAC,KAAM,CAAA,SAAS,CAAG,EAAA;AACrB,IAAM,MAAA,MAAA,GAAS,MAAO,CAAA,CAAA,EAAG,EAAE,CAAA;AAC3B,IAAMH,MAAAA,IAAAA,GAAM,YAAY,MAAS,GAAA,CAAA;AACjC,IAAMC,MAAAA,QAAAA,GAAU,MAAO,CAAA,GAAA,EAAM,GAAI,CAAA;AACjC,IAAMC,MAAAA,IAAAA,GAAM,YAAY,MAAS,GAAA,CAAA;AACjC,IAAMC,MAAAA,QAAAA,GAAU,MAAO,CAAA,GAAA,EAAM,GAAI,CAAA;AACjC,IAAA,MAAM,KAAQ,GAAA,SAAA,GAAY,MAAO,CAAA,CAAA,EAAG,CAAC,CAAI,GAAA,EAAA;AACzC,IAAA,MAAM,IAAO,GAAA,SAAA,GAAY,MAAO,CAAA,CAAA,EAAG,CAAC,CAAI,GAAA,EAAA;AACxC,IAAA,MAAM,IAAO,GAAA,SAAA,GAAY,MAAO,CAAA,CAAA,EAAG,CAAC,CAAI,GAAA,EAAA;AACxC,IAAA,MAAM,KAAQ,GAAA,GAAA;AACd,IAAA,MAAM,QAAW,GAAA,OAAA;AACjB,IAAA,UAAA,CAAW,IAAK,CAAA;AAAA,MACdH,IAAAA;AAAA,MACAC,QAAAA;AAAA,MACAC,IAAAA;AAAA,MACAC,QAAAA;AAAA,MACA,KAAA;AAAA,MACA,IAAA;AAAA,MACA,IAAA;AAAA,MACA,KAAA;AAAA,MACA,GAAA;AAAA,MACA;AAAA,KACD,CAAA;AAAA;AAEL;AAKO,MAAM,cAAc,IAAI,KAAA;AAAA,EAC7B,OAAQ,CAAA,MAAA;AAAA,EACR,UAAA;AAAA,EACA,kBAAA,CAAmB,SAAS,QAAQ,CAAA;AAAA,EACpC;AACF;;;;"}
+{"version":3,"file":"prices.js","sources":["../../../src/simul/reference-data/prices.ts"],"sourcesContent":["import { buildDataColumnMap, Table } from \"../../Table\";\nimport { BaseUpdateGenerator } from \"../../UpdateGenerator\";\nimport { schemas } from \"../simul-schemas\";\nimport { instrumentsData, InstrumentColumnMap } from \"./instruments\";\nimport { random } from \"../../data-utils\";\nimport basketConstituentData from \"../../basket/reference-data/constituents\";\n\ntype ask = number;\ntype askSize = number;\ntype bid = number;\ntype bidSize = number;\ntype close = number;\ntype last = number;\ntype open = number;\ntype phase = \"C\";\ntype ric = string;\ntype scenario = \"close\";\ntype lastUpdate = number;\ntype created = number;\n\nexport type PricesDataRow = [\n  ask,\n  askSize,\n  bid,\n  bidSize,\n  close,\n  last,\n  open,\n  phase,\n  ric,\n  scenario,\n  lastUpdate,\n  created,\n];\n\nconst { bid, bidSize, ask, askSize } = buildDataColumnMap(schemas, \"prices\");\nconst pricesUpdateGenerator = new BaseUpdateGenerator({\n  bid,\n  bidSize,\n  ask,\n  askSize,\n});\n\nconst now = Date.now();\nconst lastUpdate = now;\nconst created = now;\n\n// const start = performance.now();\n// Create 100_000 Instruments\nconst requiredInstrumentFields = [\"ric\", \"price\"] as const;\nconst pricesData: Array<PricesDataRow> = instrumentsData.map((instrument) => {\n  const { ric, price: priceSeed } = requiredInstrumentFields.reduce(\n    (obj, f) => ({ ...obj, [f]: instrument[InstrumentColumnMap[f]] }),\n    {} as { ric: string; price: number },\n  );\n  const spread = random(0, 10);\n\n  const ask = priceSeed + spread / 2;\n  const askSize = random(1000, 3000);\n  const bid = priceSeed - spread / 2;\n  const bidSize = random(1000, 3000);\n  const close = priceSeed + random(0, 1) / 10;\n  const last = priceSeed + random(0, 1) / 10;\n  const open = priceSeed + random(0, 1) / 10;\n  const phase = \"C\";\n  const scenario = \"close\";\n  const lastUpdate = now;\n  const created = now;\n  return [\n    ask,\n    askSize,\n    bid,\n    bidSize,\n    close,\n    last,\n    open,\n    phase,\n    ric,\n    scenario,\n    lastUpdate,\n    created,\n  ];\n});\n\n// prettier-ignore\nfor (const [,,,lastTrade,ric] of basketConstituentData) {\n  const priceSeed = parseFloat(String(lastTrade));\n  if (!isNaN(priceSeed)) {\n    const spread = random(0, 10);\n    const ask = priceSeed + spread / 2;\n    const askSize = random(1000, 3000);\n    const bid = priceSeed - spread / 2;\n    const bidSize = random(1000, 3000);\n    const close = priceSeed + random(0, 1) / 10;\n    const last = priceSeed + random(0, 1) / 10;\n    const open = priceSeed + random(0, 1) / 10;\n    const phase = \"C\";\n    const scenario = \"close\";\n    pricesData.push([\n      ask,\n      askSize,\n      bid,\n      bidSize,\n      close,\n      last,\n      open,\n      phase,\n      ric as string,\n      scenario,\n      lastUpdate,\n      created\n    ]);\n  }\n}\n\n// const end = performance.now();\n// console.log(`generating 100,000 prices took ${end - start} ms`);\n\nexport const pricesTable = new Table(\n  schemas.prices,\n  pricesData,\n  buildDataColumnMap(schemas, \"prices\"),\n  pricesUpdateGenerator,\n);\n\nexport { pricesData };\n"],"names":["ask","askSize","bid","bidSize","lastUpdate","created"],"mappings":";;;;;;;AAmCA,MAAM,EAAE,KAAK,OAAS,EAAA,GAAA,EAAK,SAAY,GAAA,kBAAA,CAAmB,SAAS,QAAQ,CAAA;AAC3E,MAAM,qBAAA,GAAwB,IAAI,mBAAoB,CAAA;AAAA,EACpD,GAAA;AAAA,EACA,OAAA;AAAA,EACA,GAAA;AAAA,EACA;AACF,CAAC,CAAA;AAED,MAAM,GAAA,GAAM,KAAK,GAAI,EAAA;AACrB,MAAM,UAAa,GAAA,GAAA;AACnB,MAAM,OAAU,GAAA,GAAA;AAIhB,MAAM,wBAAA,GAA2B,CAAC,KAAA,EAAO,OAAO,CAAA;AAChD,MAAM,UAAmC,GAAA,eAAA,CAAgB,GAAI,CAAA,CAAC,UAAe,KAAA;AAC3E,EAAA,MAAM,EAAE,GAAA,EAAK,KAAO,EAAA,SAAA,KAAc,wBAAyB,CAAA,MAAA;AAAA,IACzD,CAAC,GAAA,EAAK,CAAO,MAAA,EAAE,GAAG,GAAA,EAAK,CAAC,CAAC,GAAG,UAAA,CAAW,mBAAoB,CAAA,CAAC,CAAC,CAAE,EAAA,CAAA;AAAA,IAC/D;AAAC,GACH;AACA,EAAM,MAAA,MAAA,GAAS,MAAO,CAAA,CAAA,EAAG,EAAE,CAAA;AAE3B,EAAMA,MAAAA,IAAAA,GAAM,YAAY,MAAS,GAAA,CAAA;AACjC,EAAMC,MAAAA,QAAAA,GAAU,MAAO,CAAA,GAAA,EAAM,GAAI,CAAA;AACjC,EAAMC,MAAAA,IAAAA,GAAM,YAAY,MAAS,GAAA,CAAA;AACjC,EAAMC,MAAAA,QAAAA,GAAU,MAAO,CAAA,GAAA,EAAM,GAAI,CAAA;AACjC,EAAA,MAAM,KAAQ,GAAA,SAAA,GAAY,MAAO,CAAA,CAAA,EAAG,CAAC,CAAI,GAAA,EAAA;AACzC,EAAA,MAAM,IAAO,GAAA,SAAA,GAAY,MAAO,CAAA,CAAA,EAAG,CAAC,CAAI,GAAA,EAAA;AACxC,EAAA,MAAM,IAAO,GAAA,SAAA,GAAY,MAAO,CAAA,CAAA,EAAG,CAAC,CAAI,GAAA,EAAA;AACxC,EAAA,MAAM,KAAQ,GAAA,GAAA;AACd,EAAA,MAAM,QAAW,GAAA,OAAA;AACjB,EAAA,MAAMC,WAAa,GAAA,GAAA;AACnB,EAAA,MAAMC,QAAU,GAAA,GAAA;AAChB,EAAO,OAAA;AAAA,IACLL,IAAAA;AAAA,IACAC,QAAAA;AAAA,IACAC,IAAAA;AAAA,IACAC,QAAAA;AAAA,IACA,KAAA;AAAA,IACA,IAAA;AAAA,IACA,IAAA;AAAA,IACA,KAAA;AAAA,IACA,GAAA;AAAA,IACA,QAAA;AAAA,IACAC,WAAAA;AAAA,IACAC;AAAA,GACF;AACF,CAAC;AAGD,KAAA,MAAW,OAAI,SAAU,EAAA,GAAG,KAAK,qBAAuB,EAAA;AACtD,EAAA,MAAM,SAAY,GAAA,UAAA,CAAW,MAAO,CAAA,SAAS,CAAC,CAAA;AAC9C,EAAI,IAAA,CAAC,KAAM,CAAA,SAAS,CAAG,EAAA;AACrB,IAAM,MAAA,MAAA,GAAS,MAAO,CAAA,CAAA,EAAG,EAAE,CAAA;AAC3B,IAAML,MAAAA,IAAAA,GAAM,YAAY,MAAS,GAAA,CAAA;AACjC,IAAMC,MAAAA,QAAAA,GAAU,MAAO,CAAA,GAAA,EAAM,GAAI,CAAA;AACjC,IAAMC,MAAAA,IAAAA,GAAM,YAAY,MAAS,GAAA,CAAA;AACjC,IAAMC,MAAAA,QAAAA,GAAU,MAAO,CAAA,GAAA,EAAM,GAAI,CAAA;AACjC,IAAA,MAAM,KAAQ,GAAA,SAAA,GAAY,MAAO,CAAA,CAAA,EAAG,CAAC,CAAI,GAAA,EAAA;AACzC,IAAA,MAAM,IAAO,GAAA,SAAA,GAAY,MAAO,CAAA,CAAA,EAAG,CAAC,CAAI,GAAA,EAAA;AACxC,IAAA,MAAM,IAAO,GAAA,SAAA,GAAY,MAAO,CAAA,CAAA,EAAG,CAAC,CAAI,GAAA,EAAA;AACxC,IAAA,MAAM,KAAQ,GAAA,GAAA;AACd,IAAA,MAAM,QAAW,GAAA,OAAA;AACjB,IAAA,UAAA,CAAW,IAAK,CAAA;AAAA,MACdH,IAAAA;AAAA,MACAC,QAAAA;AAAA,MACAC,IAAAA;AAAA,MACAC,QAAAA;AAAA,MACA,KAAA;AAAA,MACA,IAAA;AAAA,MACA,IAAA;AAAA,MACA,KAAA;AAAA,MACA,GAAA;AAAA,MACA,QAAA;AAAA,MACA,UAAA;AAAA,MACA;AAAA,KACD,CAAA;AAAA;AAEL;AAKO,MAAM,cAAc,IAAI,KAAA;AAAA,EAC7B,OAAQ,CAAA,MAAA;AAAA,EACR,UAAA;AAAA,EACA,kBAAA,CAAmB,SAAS,QAAQ,CAAA;AAAA,EACpC;AACF;;;;"}

package/esm/simul/simul-schemas.js

@@ -78,7 +78,6 @@ const schemas = {
       { name: "filledQty", serverDataType: "double" },
       { name: "id", serverDataType: "string" },
       { name: "idAsInt", serverDataType: "int" },
-      { name: "lastUpdate", serverDataType: "long" },
       { name: "openQty", serverDataType: "double" },
       { name: "parentOrderId", serverDataType: "string" },
       { name: "price", serverDataType: "double" },
@@ -87,7 +86,9 @@ const schemas = {
       { name: "side", serverDataType: "string" },
       { name: "status", serverDataType: "string" },
       { name: "strategy", serverDataType: "string" },
-      { name: "volLimit", serverDataType: "int" }
+      { name: "volLimit", serverDataType: "int" },
+      { name: "lastUpdate", serverDataType: "long" },
+      { name: "created", serverDataType: "long" }
     ],
     key: "id",
     table: { module: "SIMUL", table: "childOrders" }
@@ -103,14 +104,15 @@ const schemas = {
       { name: "filledQty", serverDataType: "double" },
       { name: "id", serverDataType: "string" },
       { name: "idAsInt", serverDataType: "int" },
-      { name: "lastUpdate", serverDataType: "long" },
       { name: "openQty", serverDataType: "double" },
       { name: "price", serverDataType: "double" },
       { name: "quantity", serverDataType: "double" },
       { name: "ric", serverDataType: "string" },
       { name: "side", serverDataType: "string" },
       { name: "status", serverDataType: "string" },
-      { name: "volLimit", serverDataType: "int" }
+      { name: "volLimit", serverDataType: "int" },
+      { name: "lastUpdate", serverDataType: "long" },
+      { name: "created", serverDataType: "long" }
     ],
     key: "id",
     table: { module: "SIMUL", table: "parentOrders" }
@@ -127,7 +129,9 @@ const schemas = {
       { name: "open", serverDataType: "double" },
       { name: "phase", serverDataType: "string" },
       { name: "ric", serverDataType: "string" },
-      { name: "scenario", serverDataType: "string" }
+      { name: "scenario", serverDataType: "string" },
+      { name: "lastUpdate", serverDataType: "long" },
+      { name: "created", serverDataType: "long" }
     ],
     key: "ric",
     table: { module: "SIMUL", table: "prices" }

package/esm/simul/simul-schemas.js.map

@@ -1 +1 @@
-{"version":3,"file":"simul-schemas.js","sources":["../../src/simul/simul-schemas.ts"],"sourcesContent":["import { TableSchema } from \"@vuu-ui/vuu-data-types\";\nimport { VuuTable } from \"@vuu-ui/vuu-protocol-types\";\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: \"ric\", serverDataType: \"string\" },\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      ],\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      ],\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: \"created\", serverDataType: \"long\" },\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      ],\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: \"lastUpdate\", serverDataType: \"long\" },\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      ],\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: \"lastUpdate\", serverDataType: \"long\" },\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      ],\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      ],\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: 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+{"version":3,"file":"simul-schemas.js","sources":["../../src/simul/simul-schemas.ts"],"sourcesContent":["import { TableSchema } from \"@vuu-ui/vuu-data-types\";\nimport { VuuTable } from \"@vuu-ui/vuu-protocol-types\";\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: \"ric\", serverDataType: \"string\" },\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      ],\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      ],\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: \"created\", serverDataType: \"long\" },\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      ],\n      key: \"orderId\",\n      table: { module: \"SIMUL\", table: \"orders\" },\n    },\n    childOrders: {\n      columns: [\n        { name: \"account\", serverDataType: \"string\" },\n        { name: \"averagePrice\", serverDataType: 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name: \"volLimit\", serverDataType: \"int\" },\n        { name: \"lastUpdate\", serverDataType: \"long\" },\n        { name: \"created\", serverDataType: \"long\" },\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        { name: \"lastUpdate\", serverDataType: \"long\" },\n        { name: \"created\", serverDataType: \"long\" },\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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package/package.json

@@ -1,15 +1,15 @@
 {
-  "version": "0.13.12",
+  "version": "0.13.13",
   "author": "heswell",
   "license": "Apache-2.0",
   "dependencies": {
-    "@vuu-ui/vuu-data-local": "0.13.12",
-    "@vuu-ui/vuu-utils": "0.13.12"
+    "@vuu-ui/vuu-data-local": "0.13.13",
+    "@vuu-ui/vuu-utils": "0.13.13"
   },
   "devDependencies": {
-    "@vuu-ui/vuu-protocol-types": "0.13.12",
-    "@vuu-ui/vuu-data-types": "0.13.12",
-    "@vuu-ui/vuu-table-types": "0.13.12"
+    "@vuu-ui/vuu-protocol-types": "0.13.13",
+    "@vuu-ui/vuu-data-types": "0.13.13",
+    "@vuu-ui/vuu-table-types": "0.13.13"
   },
   "sideEffects": false,
   "files": [

package/types/simul/reference-data/prices.d.ts

@@ -9,6 +9,8 @@ type open = number;
 type phase = "C";
 type ric = string;
 type scenario = "close";
+type lastUpdate = number;
+type created = number;
 export type PricesDataRow = [
     ask,
     askSize,
@@ -19,9 +21,13 @@ export type PricesDataRow = [
     open,
     phase,
     ric,
-    scenario
+    scenario,
+    lastUpdate,
+    created
 ];
 declare const bid: number, bidSize: number, ask: number, askSize: number;
+declare const lastUpdate: number;
+declare const created: number;
 declare const pricesData: Array<PricesDataRow>;
 export declare const pricesTable: Table;
 export { pricesData };