@vuu-ui/vuu-data-test 0.13.9 → 0.13.10

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.
Files changed (205) hide show
  1. package/cjs/ArrayProxy.js +72 -0
  2. package/cjs/ArrayProxy.js.map +1 -0
  3. package/cjs/RuntimeVisualLink.js +89 -0
  4. package/cjs/RuntimeVisualLink.js.map +1 -0
  5. package/cjs/Table.js +184 -0
  6. package/cjs/Table.js.map +1 -0
  7. package/cjs/TickingArrayDataSource.js +208 -0
  8. package/cjs/TickingArrayDataSource.js.map +1 -0
  9. package/cjs/UpdateGenerator.js +94 -0
  10. package/cjs/UpdateGenerator.js.map +1 -0
  11. package/cjs/VuuModule.js +370 -0
  12. package/cjs/VuuModule.js.map +1 -0
  13. package/cjs/basket/basket-module.js +255 -0
  14. package/cjs/basket/basket-module.js.map +1 -0
  15. package/cjs/basket/basket-schemas.js +123 -0
  16. package/cjs/basket/basket-schemas.js.map +1 -0
  17. package/cjs/basket/reference-data/constituents.js +40 -0
  18. package/cjs/basket/reference-data/constituents.js.map +1 -0
  19. package/cjs/basket/reference-data/ftse100.js +105 -0
  20. package/cjs/basket/reference-data/ftse100.js.map +1 -0
  21. package/cjs/basket/reference-data/hsi.js +87 -0
  22. package/cjs/basket/reference-data/hsi.js.map +1 -0
  23. package/cjs/basket/reference-data/nasdaq100.js +108 -0
  24. package/cjs/basket/reference-data/nasdaq100.js.map +1 -0
  25. package/cjs/basket/reference-data/prices.js +54 -0
  26. package/cjs/basket/reference-data/prices.js.map +1 -0
  27. package/cjs/basket/reference-data/sp500.js +46 -0
  28. package/cjs/basket/reference-data/sp500.js.map +1 -0
  29. package/cjs/data-utils.js +57 -0
  30. package/cjs/data-utils.js.map +1 -0
  31. package/cjs/index.js +46 -3047
  32. package/cjs/index.js.map +1 -1
  33. package/cjs/local-datasource-provider/LocalDatasourceProvider.js +84 -0
  34. package/cjs/local-datasource-provider/LocalDatasourceProvider.js.map +1 -0
  35. package/cjs/makeSuggestions.js +43 -0
  36. package/cjs/makeSuggestions.js.map +1 -0
  37. package/cjs/schemas.js +28 -0
  38. package/cjs/schemas.js.map +1 -0
  39. package/cjs/simul/SimulModule.js +24 -0
  40. package/cjs/simul/SimulModule.js.map +1 -0
  41. package/cjs/simul/reference-data/accounts.js +27 -0
  42. package/cjs/simul/reference-data/accounts.js.map +1 -0
  43. package/cjs/simul/reference-data/algos.js +6 -0
  44. package/cjs/simul/reference-data/algos.js.map +1 -0
  45. package/cjs/simul/reference-data/currencies.js +6 -0
  46. package/cjs/simul/reference-data/currencies.js.map +1 -0
  47. package/cjs/simul/reference-data/instruments-extended.js +18 -0
  48. package/cjs/simul/reference-data/instruments-extended.js.map +1 -0
  49. package/cjs/simul/reference-data/instruments.js +77 -0
  50. package/cjs/simul/reference-data/instruments.js.map +1 -0
  51. package/cjs/simul/reference-data/isin-generator/convert-string-to-base-ten-number.js +6 -0
  52. package/cjs/simul/reference-data/isin-generator/convert-string-to-base-ten-number.js.map +1 -0
  53. package/cjs/simul/reference-data/isin-generator/fixtures/alphabet.js +31 -0
  54. package/cjs/simul/reference-data/isin-generator/fixtures/alphabet.js.map +1 -0
  55. package/cjs/simul/reference-data/isin-generator/fixtures/alphanumeric-values.js +9 -0
  56. package/cjs/simul/reference-data/isin-generator/fixtures/alphanumeric-values.js.map +1 -0
  57. package/cjs/simul/reference-data/isin-generator/fixtures/base-ten-numbers.js +17 -0
  58. package/cjs/simul/reference-data/isin-generator/fixtures/base-ten-numbers.js.map +1 -0
  59. package/cjs/simul/reference-data/isin-generator/generate-cusip-check-code.js +24 -0
  60. package/cjs/simul/reference-data/isin-generator/generate-cusip-check-code.js.map +1 -0
  61. package/cjs/simul/reference-data/isin-generator/generate-cusip-without-check-code.js +13 -0
  62. package/cjs/simul/reference-data/isin-generator/generate-cusip-without-check-code.js.map +1 -0
  63. package/cjs/simul/reference-data/isin-generator/generate-cusip.js +13 -0
  64. package/cjs/simul/reference-data/isin-generator/generate-cusip.js.map +1 -0
  65. package/cjs/simul/reference-data/isin-generator/generate-random-alphanumeric.js +8 -0
  66. package/cjs/simul/reference-data/isin-generator/generate-random-alphanumeric.js.map +1 -0
  67. package/cjs/simul/reference-data/isin-generator/generate-random-base-ten-number.js +6 -0
  68. package/cjs/simul/reference-data/isin-generator/generate-random-base-ten-number.js.map +1 -0
  69. package/cjs/simul/reference-data/isin-generator/generate-random-string-of-alphanumeric-chars.js +14 -0
  70. package/cjs/simul/reference-data/isin-generator/generate-random-string-of-alphanumeric-chars.js.map +1 -0
  71. package/cjs/simul/reference-data/isin-generator/generate-random-string-of-base-ten-chars.js +14 -0
  72. package/cjs/simul/reference-data/isin-generator/generate-random-string-of-base-ten-chars.js.map +1 -0
  73. package/cjs/simul/reference-data/isin-generator/index.js +295 -0
  74. package/cjs/simul/reference-data/isin-generator/index.js.map +1 -0
  75. package/cjs/simul/reference-data/isin-generator/is-odd.js +6 -0
  76. package/cjs/simul/reference-data/isin-generator/is-odd.js.map +1 -0
  77. package/cjs/simul/reference-data/locations.js +17 -0
  78. package/cjs/simul/reference-data/locations.js.map +1 -0
  79. package/cjs/simul/reference-data/lotsizes.js +28 -0
  80. package/cjs/simul/reference-data/lotsizes.js.map +1 -0
  81. package/cjs/simul/reference-data/orderStatus.js +6 -0
  82. package/cjs/simul/reference-data/orderStatus.js.map +1 -0
  83. package/cjs/simul/reference-data/orders.js +54 -0
  84. package/cjs/simul/reference-data/orders.js.map +1 -0
  85. package/cjs/simul/reference-data/parent-child-orders.js +122 -0
  86. package/cjs/simul/reference-data/parent-child-orders.js.map +1 -0
  87. package/cjs/simul/reference-data/prices.js +71 -0
  88. package/cjs/simul/reference-data/prices.js.map +1 -0
  89. package/cjs/simul/reference-data/sides.js +6 -0
  90. package/cjs/simul/reference-data/sides.js.map +1 -0
  91. package/cjs/simul/simul-module.js +126 -0
  92. package/cjs/simul/simul-module.js.map +1 -0
  93. package/cjs/simul/simul-schemas.js +142 -0
  94. package/cjs/simul/simul-schemas.js.map +1 -0
  95. package/cjs/test/test-module.js +26 -0
  96. package/cjs/test/test-module.js.map +1 -0
  97. package/cjs/test/test-schemas.js +17 -0
  98. package/cjs/test/test-schemas.js.map +1 -0
  99. package/cjs/vuu-modules.js +15 -0
  100. package/cjs/vuu-modules.js.map +1 -0
  101. package/cjs/vuu-row-generator.js +74 -0
  102. package/cjs/vuu-row-generator.js.map +1 -0
  103. package/esm/ArrayProxy.js +70 -0
  104. package/esm/ArrayProxy.js.map +1 -0
  105. package/esm/RuntimeVisualLink.js +87 -0
  106. package/esm/RuntimeVisualLink.js.map +1 -0
  107. package/esm/Table.js +179 -0
  108. package/esm/Table.js.map +1 -0
  109. package/esm/TickingArrayDataSource.js +206 -0
  110. package/esm/TickingArrayDataSource.js.map +1 -0
  111. package/esm/UpdateGenerator.js +92 -0
  112. package/esm/UpdateGenerator.js.map +1 -0
  113. package/esm/VuuModule.js +366 -0
  114. package/esm/VuuModule.js.map +1 -0
  115. package/esm/basket/basket-module.js +251 -0
  116. package/esm/basket/basket-module.js.map +1 -0
  117. package/esm/basket/basket-schemas.js +120 -0
  118. package/esm/basket/basket-schemas.js.map +1 -0
  119. package/esm/basket/reference-data/constituents.js +38 -0
  120. package/esm/basket/reference-data/constituents.js.map +1 -0
  121. package/esm/basket/reference-data/ftse100.js +103 -0
  122. package/esm/basket/reference-data/ftse100.js.map +1 -0
  123. package/esm/basket/reference-data/hsi.js +85 -0
  124. package/esm/basket/reference-data/hsi.js.map +1 -0
  125. package/esm/basket/reference-data/nasdaq100.js +106 -0
  126. package/esm/basket/reference-data/nasdaq100.js.map +1 -0
  127. package/esm/basket/reference-data/prices.js +52 -0
  128. package/esm/basket/reference-data/prices.js.map +1 -0
  129. package/esm/basket/reference-data/sp500.js +44 -0
  130. package/esm/basket/reference-data/sp500.js.map +1 -0
  131. package/esm/data-utils.js +52 -0
  132. package/esm/data-utils.js.map +1 -0
  133. package/esm/index.js +14 -3019
  134. package/esm/index.js.map +1 -1
  135. package/esm/local-datasource-provider/LocalDatasourceProvider.js +82 -0
  136. package/esm/local-datasource-provider/LocalDatasourceProvider.js.map +1 -0
  137. package/esm/makeSuggestions.js +41 -0
  138. package/esm/makeSuggestions.js.map +1 -0
  139. package/esm/schemas.js +24 -0
  140. package/esm/schemas.js.map +1 -0
  141. package/esm/simul/SimulModule.js +22 -0
  142. package/esm/simul/SimulModule.js.map +1 -0
  143. package/esm/simul/reference-data/accounts.js +25 -0
  144. package/esm/simul/reference-data/accounts.js.map +1 -0
  145. package/esm/simul/reference-data/algos.js +4 -0
  146. package/esm/simul/reference-data/algos.js.map +1 -0
  147. package/esm/simul/reference-data/currencies.js +4 -0
  148. package/esm/simul/reference-data/currencies.js.map +1 -0
  149. package/esm/simul/reference-data/instruments-extended.js +16 -0
  150. package/esm/simul/reference-data/instruments-extended.js.map +1 -0
  151. package/esm/simul/reference-data/instruments.js +72 -0
  152. package/esm/simul/reference-data/instruments.js.map +1 -0
  153. package/esm/simul/reference-data/isin-generator/convert-string-to-base-ten-number.js +4 -0
  154. package/esm/simul/reference-data/isin-generator/convert-string-to-base-ten-number.js.map +1 -0
  155. package/esm/simul/reference-data/isin-generator/fixtures/alphabet.js +29 -0
  156. package/esm/simul/reference-data/isin-generator/fixtures/alphabet.js.map +1 -0
  157. package/esm/simul/reference-data/isin-generator/fixtures/alphanumeric-values.js +7 -0
  158. package/esm/simul/reference-data/isin-generator/fixtures/alphanumeric-values.js.map +1 -0
  159. package/esm/simul/reference-data/isin-generator/fixtures/base-ten-numbers.js +15 -0
  160. package/esm/simul/reference-data/isin-generator/fixtures/base-ten-numbers.js.map +1 -0
  161. package/esm/simul/reference-data/isin-generator/generate-cusip-check-code.js +22 -0
  162. package/esm/simul/reference-data/isin-generator/generate-cusip-check-code.js.map +1 -0
  163. package/esm/simul/reference-data/isin-generator/generate-cusip-without-check-code.js +11 -0
  164. package/esm/simul/reference-data/isin-generator/generate-cusip-without-check-code.js.map +1 -0
  165. package/esm/simul/reference-data/isin-generator/generate-cusip.js +11 -0
  166. package/esm/simul/reference-data/isin-generator/generate-cusip.js.map +1 -0
  167. package/esm/simul/reference-data/isin-generator/generate-random-alphanumeric.js +6 -0
  168. package/esm/simul/reference-data/isin-generator/generate-random-alphanumeric.js.map +1 -0
  169. package/esm/simul/reference-data/isin-generator/generate-random-base-ten-number.js +4 -0
  170. package/esm/simul/reference-data/isin-generator/generate-random-base-ten-number.js.map +1 -0
  171. package/esm/simul/reference-data/isin-generator/generate-random-string-of-alphanumeric-chars.js +12 -0
  172. package/esm/simul/reference-data/isin-generator/generate-random-string-of-alphanumeric-chars.js.map +1 -0
  173. package/esm/simul/reference-data/isin-generator/generate-random-string-of-base-ten-chars.js +12 -0
  174. package/esm/simul/reference-data/isin-generator/generate-random-string-of-base-ten-chars.js.map +1 -0
  175. package/esm/simul/reference-data/isin-generator/index.js +293 -0
  176. package/esm/simul/reference-data/isin-generator/index.js.map +1 -0
  177. package/esm/simul/reference-data/isin-generator/is-odd.js +4 -0
  178. package/esm/simul/reference-data/isin-generator/is-odd.js.map +1 -0
  179. package/esm/simul/reference-data/locations.js +14 -0
  180. package/esm/simul/reference-data/locations.js.map +1 -0
  181. package/esm/simul/reference-data/lotsizes.js +26 -0
  182. package/esm/simul/reference-data/lotsizes.js.map +1 -0
  183. package/esm/simul/reference-data/orderStatus.js +4 -0
  184. package/esm/simul/reference-data/orderStatus.js.map +1 -0
  185. package/esm/simul/reference-data/orders.js +51 -0
  186. package/esm/simul/reference-data/orders.js.map +1 -0
  187. package/esm/simul/reference-data/parent-child-orders.js +117 -0
  188. package/esm/simul/reference-data/parent-child-orders.js.map +1 -0
  189. package/esm/simul/reference-data/prices.js +68 -0
  190. package/esm/simul/reference-data/prices.js.map +1 -0
  191. package/esm/simul/reference-data/sides.js +4 -0
  192. package/esm/simul/reference-data/sides.js.map +1 -0
  193. package/esm/simul/simul-module.js +124 -0
  194. package/esm/simul/simul-module.js.map +1 -0
  195. package/esm/simul/simul-schemas.js +139 -0
  196. package/esm/simul/simul-schemas.js.map +1 -0
  197. package/esm/test/test-module.js +24 -0
  198. package/esm/test/test-module.js.map +1 -0
  199. package/esm/test/test-schemas.js +15 -0
  200. package/esm/test/test-schemas.js.map +1 -0
  201. package/esm/vuu-modules.js +13 -0
  202. package/esm/vuu-modules.js.map +1 -0
  203. package/esm/vuu-row-generator.js +68 -0
  204. package/esm/vuu-row-generator.js.map +1 -0
  205. package/package.json +6 -6
@@ -0,0 +1,295 @@
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+ 'use strict';
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+
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+ var generateCusip = require('./generate-cusip.js');
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+
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+ const countryCodes = [
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+ "AD",
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+ "AE",
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+ "AF",
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+ "AG",
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+ "AI",
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+ "AL",
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+ "AM",
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+ "AO",
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+ "AQ",
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+ "AR",
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+ "AS",
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+ "AT",
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+ "AU",
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+ "AW",
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+ "AX",
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+ "AZ",
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+ "BA",
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+ "BB",
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+ "BD",
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+ "BE",
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+ "BF",
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+ "BG",
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+ "BH",
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+ "BI",
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+ "BJ",
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+ "BL",
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+ "BM",
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+ "BN",
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+ "BO",
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+ "BQ",
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+ "BR",
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+ "BS",
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+ "BT",
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+ "BV",
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+ "BW",
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+ "BY",
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+ "BZ",
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+ "CA",
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+ "CC",
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+ "CD",
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+ "CF",
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+ "CG",
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+ "CH",
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+ "CI",
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+ "CK",
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+ "CL",
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+ "CM",
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+ "CN",
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+ "CO",
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+ "CR",
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+ "CU",
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+ "CV",
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+ "CW",
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+ "CX",
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+ "CY",
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+ "CZ",
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+ "DE",
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+ "DJ",
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+ "DK",
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+ "DM",
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+ "DO",
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+ "DZ",
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+ "EC",
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+ "EE",
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+ "EG",
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+ "EH",
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+ "ER",
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+ "ES",
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+ "ET",
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+ "FI",
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+ "FJ",
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+ "FK",
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+ "FM",
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+ "FO",
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+ "FR",
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+ "GA",
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+ "GB",
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+ "GD",
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+ "GE",
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+ "GF",
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+ "GG",
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+ "GH",
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+ "GI",
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+ "GL",
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+ "GM",
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+ "GN",
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+ "GP",
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+ "GQ",
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+ "GR",
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+ "GS",
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+ "GT",
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+ "GU",
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+ "GW",
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+ "GY",
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+ "HK",
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+ "HM",
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+ "HN",
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+ "HR",
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+ "HT",
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+ "HU",
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+ "ID",
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+ "IE",
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+ "IL",
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+ "IM",
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+ "IN",
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+ "IO",
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+ "IQ",
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+ "IR",
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+ "IS",
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+ "IT",
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+ "JE",
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+ "JM",
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+ "JO",
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+ "JP",
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+ "KE",
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+ "KG",
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+ "KH",
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+ "KI",
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+ "KM",
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+ "KN",
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+ "KP",
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+ "KR",
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+ "KW",
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+ "KY",
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+ "KZ",
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+ "LA",
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+ "LB",
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+ "LC",
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+ "LI",
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+ "LK",
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+ "LR",
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+ "LS",
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+ "LT",
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+ "LU",
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+ "LV",
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+ "LY",
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+ "MA",
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+ "MC",
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+ "MD",
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+ "ME",
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+ "MF",
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+ "MG",
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+ "MH",
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+ "MK",
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+ "ML",
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+ "MM",
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+ "MN",
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+ "MO",
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+ "MP",
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+ "MQ",
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+ "MR",
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+ "MS",
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+ "MT",
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+ "MU",
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+ "MV",
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+ "MW",
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+ "MX",
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+ "MY",
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+ "MZ",
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+ "NA",
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+ "NC",
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+ "NE",
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+ "NF",
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+ "NG",
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+ "NI",
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+ "NL",
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+ "NO",
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+ "NP",
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+ "NR",
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+ "NU",
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+ "NZ",
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+ "OM",
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+ "PA",
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+ "PE",
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+ "PF",
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+ "PG",
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+ "PH",
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+ "PK",
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+ "PL",
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+ "PM",
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+ "PN",
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+ "PR",
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+ "PS",
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+ "PT",
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+ "PW",
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+ "PY",
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+ "QA",
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+ "RE",
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+ "RO",
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+ "RS",
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+ "RU",
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+ "RW",
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+ "SA",
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+ "SB",
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+ "SC",
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+ "SD",
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+ "SE",
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+ "SG",
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+ "SH",
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+ "SI",
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+ "SJ",
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+ "SK",
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+ "SL",
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+ "SM",
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+ "SN",
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+ "SO",
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+ "SR",
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+ "SS",
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+ "ST",
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+ "SV",
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+ "SX",
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+ "SY",
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+ "SZ",
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+ "TC",
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+ "TD",
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+ "TF",
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+ "TG",
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+ "TH",
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+ "TJ",
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+ "TK",
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+ "TL",
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+ "TM",
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+ "TN",
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+ "TO",
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+ "TR",
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+ "TT",
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+ "TV",
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+ "TW",
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+ "TZ",
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+ "UA",
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+ "UG",
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+ "UM",
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+ "US",
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+ "UY",
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+ "UZ",
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+ "VA",
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+ "VC",
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+ "VE",
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+ "VG",
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+ "VI",
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+ "VN",
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+ "VU",
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+ "WF",
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+ "WS",
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+ "YE",
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+ "YT",
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+ "ZA",
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+ "ZM",
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+ "ZW"
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+ ];
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+ const cusip = generateCusip.generateCusip();
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+ const generateIsin = (cusip2) => {
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+ const code = countryCodes[Math.floor(Math.random() * countryCodes.length)];
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+ const isin = code + cusip2 + generateIsinCheckDigit(code + cusip2 + "0");
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+ return isin;
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+ };
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+ const generateIsinCheckDigit = (isin) => {
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+ if (isin.length != 12) return false;
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+ const v = [];
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+ for (let i = isin.length - 2; i >= 0; i--) {
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+ const c = isin.charAt(i);
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+ if (isNaN(parseInt(c))) {
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+ const letterCode = isin.charCodeAt(i) - 55;
269
+ v.push(letterCode % 10);
270
+ if (letterCode > 9) {
271
+ v.push(Math.floor(letterCode / 10));
272
+ }
273
+ } else {
274
+ v.push(Number(c));
275
+ }
276
+ }
277
+ let sum = 0;
278
+ const l = v.length;
279
+ for (let i = 0; i < l; i++) {
280
+ if (i % 2 == 0) {
281
+ const d = v[i] * 2;
282
+ sum += Math.floor(d / 10);
283
+ sum += d % 10;
284
+ } else {
285
+ sum += v[i];
286
+ }
287
+ }
288
+ return (10 - sum % 10) % 10;
289
+ };
290
+ const isinGenerator = () => {
291
+ return generateIsin(cusip);
292
+ };
293
+
294
+ exports.isinGenerator = isinGenerator;
295
+ //# sourceMappingURL=index.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"index.js","sources":["../../../../src/simul/reference-data/isin-generator/index.ts"],"sourcesContent":["/**\n * all code in here taken from @thomaschaplin\n * https://github.com/thomaschaplin/isin-generator\n * https://github.com/thomaschaplin/cusip-generator\n */\nimport { generateCusip } from \"./generate-cusip\";\nconst countryCodes = [\n \"AD\",\n \"AE\",\n \"AF\",\n \"AG\",\n \"AI\",\n \"AL\",\n \"AM\",\n \"AO\",\n \"AQ\",\n \"AR\",\n \"AS\",\n \"AT\",\n \"AU\",\n \"AW\",\n \"AX\",\n \"AZ\",\n \"BA\",\n \"BB\",\n \"BD\",\n \"BE\",\n \"BF\",\n \"BG\",\n \"BH\",\n \"BI\",\n \"BJ\",\n \"BL\",\n \"BM\",\n \"BN\",\n \"BO\",\n \"BQ\",\n \"BR\",\n \"BS\",\n \"BT\",\n \"BV\",\n \"BW\",\n \"BY\",\n \"BZ\",\n \"CA\",\n \"CC\",\n \"CD\",\n \"CF\",\n \"CG\",\n \"CH\",\n \"CI\",\n \"CK\",\n \"CL\",\n \"CM\",\n \"CN\",\n \"CO\",\n \"CR\",\n \"CU\",\n \"CV\",\n \"CW\",\n \"CX\",\n \"CY\",\n \"CZ\",\n \"DE\",\n \"DJ\",\n \"DK\",\n \"DM\",\n \"DO\",\n \"DZ\",\n \"EC\",\n \"EE\",\n \"EG\",\n \"EH\",\n \"ER\",\n \"ES\",\n \"ET\",\n \"FI\",\n \"FJ\",\n \"FK\",\n \"FM\",\n \"FO\",\n \"FR\",\n \"GA\",\n \"GB\",\n \"GD\",\n \"GE\",\n \"GF\",\n \"GG\",\n \"GH\",\n \"GI\",\n \"GL\",\n \"GM\",\n \"GN\",\n \"GP\",\n \"GQ\",\n \"GR\",\n \"GS\",\n \"GT\",\n \"GU\",\n \"GW\",\n \"GY\",\n \"HK\",\n \"HM\",\n \"HN\",\n \"HR\",\n \"HT\",\n \"HU\",\n \"ID\",\n \"IE\",\n \"IL\",\n \"IM\",\n \"IN\",\n \"IO\",\n \"IQ\",\n \"IR\",\n \"IS\",\n \"IT\",\n \"JE\",\n \"JM\",\n \"JO\",\n \"JP\",\n \"KE\",\n \"KG\",\n \"KH\",\n \"KI\",\n \"KM\",\n \"KN\",\n \"KP\",\n \"KR\",\n \"KW\",\n \"KY\",\n \"KZ\",\n \"LA\",\n \"LB\",\n \"LC\",\n \"LI\",\n \"LK\",\n \"LR\",\n \"LS\",\n \"LT\",\n \"LU\",\n \"LV\",\n \"LY\",\n \"MA\",\n \"MC\",\n \"MD\",\n \"ME\",\n \"MF\",\n \"MG\",\n \"MH\",\n \"MK\",\n \"ML\",\n \"MM\",\n \"MN\",\n \"MO\",\n \"MP\",\n \"MQ\",\n \"MR\",\n \"MS\",\n \"MT\",\n \"MU\",\n \"MV\",\n \"MW\",\n \"MX\",\n \"MY\",\n \"MZ\",\n \"NA\",\n \"NC\",\n \"NE\",\n \"NF\",\n 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countryCodes.length)];\n const isin = code + cusip + generateIsinCheckDigit(code + cusip + \"0\");\n return isin;\n};\n\nconst generateIsinCheckDigit = (isin: string) => {\n if (isin.length != 12) return false;\n const v = [];\n for (let i = isin.length - 2; i >= 0; i--) {\n const c = isin.charAt(i);\n if (isNaN(parseInt(c))) {\n const letterCode = isin.charCodeAt(i) - 55;\n v.push(letterCode % 10);\n if (letterCode > 9) {\n v.push(Math.floor(letterCode / 10));\n }\n } else {\n v.push(Number(c));\n }\n }\n let sum = 0;\n const l = v.length;\n for (let i = 0; i < l; i++) {\n if (i % 2 == 0) {\n const d = v[i] * 2;\n sum += Math.floor(d / 10);\n sum += d % 10;\n } else {\n sum += v[i];\n }\n }\n return (10 - (sum % 10)) % 10;\n};\n\nexport const isinGenerator = () => {\n return 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AAK,KAAM,CAAA,CAAA,GAAI,EAAE,CAAA;AACxB,MAAA,GAAA,IAAO,CAAI,GAAA,EAAA;AAAA,KACN,MAAA;AACL,MAAA,GAAA,IAAO,EAAE,CAAC,CAAA;AAAA;AACZ;AAEF,EAAQ,OAAA,CAAA,EAAA,GAAM,MAAM,EAAO,IAAA,EAAA;AAC7B,CAAA;AAEO,MAAM,gBAAgB,MAAM;AACjC,EAAA,OAAO,aAAa,KAAK,CAAA;AAC3B;;;;"}
@@ -0,0 +1,6 @@
1
+ 'use strict';
2
+
3
+ const isOdd = (value) => value % 2 === 1;
4
+
5
+ exports.isOdd = isOdd;
6
+ //# sourceMappingURL=is-odd.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"is-odd.js","sources":["../../../../src/simul/reference-data/isin-generator/is-odd.ts"],"sourcesContent":["export const isOdd = (value: number): boolean => value % 2 === 1;\n"],"names":[],"mappings":";;AAAO,MAAM,KAAQ,GAAA,CAAC,KAA2B,KAAA,KAAA,GAAQ,CAAM,KAAA;;;;"}
@@ -0,0 +1,17 @@
1
+ 'use strict';
2
+
3
+ const locations = {
4
+ L: ["London PLC", "XLON/LSE-SETS"],
5
+ N: ["Corporation", "XNGS/NAS-GSM"],
6
+ AS: ["B.V.", "XAMS/ENA-MAIN"],
7
+ OQ: ["Co.", "XNYS/NYS-MAIN"],
8
+ PA: ["Paris", "PAR/EUR_FR"],
9
+ MI: ["Milan", "MIL/EUR_IT"],
10
+ FR: ["Frankfurt", "FR/EUR_DE"],
11
+ AT: ["Athens", "AT/EUR_GR"]
12
+ };
13
+ const suffixes = ["L", "N", "OQ", "AS", "PA", "MI", "FR", "AT"];
14
+
15
+ exports.locations = locations;
16
+ exports.suffixes = suffixes;
17
+ //# sourceMappingURL=locations.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"locations.js","sources":["../../../src/simul/reference-data/locations.ts"],"sourcesContent":["export const locations: { [key: string]: string[] } = {\n L: [\"London PLC\", \"XLON/LSE-SETS\"],\n N: [\"Corporation\", \"XNGS/NAS-GSM\"],\n AS: [\"B.V.\", \"XAMS/ENA-MAIN\"],\n OQ: [\"Co.\", \"XNYS/NYS-MAIN\"],\n PA: [\"Paris\", \"PAR/EUR_FR\"],\n MI: [\"Milan\", \"MIL/EUR_IT\"],\n FR: [\"Frankfurt\", \"FR/EUR_DE\"],\n AT: [\"Athens\", \"AT/EUR_GR\"],\n};\nexport const suffixes = [\"L\", \"N\", \"OQ\", \"AS\", \"PA\", \"MI\", \"FR\", \"AT\"];\n"],"names":[],"mappings":";;AAAO,MAAM,SAAyC,GAAA;AAAA,EACpD,CAAA,EAAG,CAAC,YAAA,EAAc,eAAe,CAAA;AAAA,EACjC,CAAA,EAAG,CAAC,aAAA,EAAe,cAAc,CAAA;AAAA,EACjC,EAAA,EAAI,CAAC,MAAA,EAAQ,eAAe,CAAA;AAAA,EAC5B,EAAA,EAAI,CAAC,KAAA,EAAO,eAAe,CAAA;AAAA,EAC3B,EAAA,EAAI,CAAC,OAAA,EAAS,YAAY,CAAA;AAAA,EAC1B,EAAA,EAAI,CAAC,OAAA,EAAS,YAAY,CAAA;AAAA,EAC1B,EAAA,EAAI,CAAC,WAAA,EAAa,WAAW,CAAA;AAAA,EAC7B,EAAA,EAAI,CAAC,QAAA,EAAU,WAAW;AAC5B;AACa,MAAA,QAAA,GAAW,CAAC,GAAK,EAAA,GAAA,EAAK,MAAM,IAAM,EAAA,IAAA,EAAM,IAAM,EAAA,IAAA,EAAM,IAAI;;;;;"}
@@ -0,0 +1,28 @@
1
+ 'use strict';
2
+
3
+ const lotsizes = [
4
+ 1,
5
+ 2,
6
+ 5,
7
+ 10,
8
+ 50,
9
+ 50,
10
+ 70,
11
+ 100,
12
+ 100,
13
+ 100,
14
+ 120,
15
+ 150,
16
+ 150,
17
+ 200,
18
+ 500,
19
+ 700,
20
+ 1e3,
21
+ 2e3,
22
+ 2500,
23
+ 5e3,
24
+ 1e4
25
+ ];
26
+
27
+ exports.lotsizes = lotsizes;
28
+ //# sourceMappingURL=lotsizes.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"lotsizes.js","sources":["../../../src/simul/reference-data/lotsizes.ts"],"sourcesContent":["export const lotsizes = [\n 1, 2, 5, 10, 50, 50, 70, 100, 100, 100, 120, 150, 150, 200, 500, 700, 1000,\n 2000, 2500, 5000, 10000,\n];\n"],"names":[],"mappings":";;AAAO,MAAM,QAAW,GAAA;AAAA,EACtB,CAAA;AAAA,EAAG,CAAA;AAAA,EAAG,CAAA;AAAA,EAAG,EAAA;AAAA,EAAI,EAAA;AAAA,EAAI,EAAA;AAAA,EAAI,EAAA;AAAA,EAAI,GAAA;AAAA,EAAK,GAAA;AAAA,EAAK,GAAA;AAAA,EAAK,GAAA;AAAA,EAAK,GAAA;AAAA,EAAK,GAAA;AAAA,EAAK,GAAA;AAAA,EAAK,GAAA;AAAA,EAAK,GAAA;AAAA,EAAK,GAAA;AAAA,EACtE,GAAA;AAAA,EAAM,IAAA;AAAA,EAAM,GAAA;AAAA,EAAM;AACpB;;;;"}
@@ -0,0 +1,6 @@
1
+ 'use strict';
2
+
3
+ const orderStatus = ["NEW", "CANCELLED", "FILLED"];
4
+
5
+ exports.orderStatus = orderStatus;
6
+ //# sourceMappingURL=orderStatus.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"orderStatus.js","sources":["../../../src/simul/reference-data/orderStatus.ts"],"sourcesContent":["export const orderStatus = [\"NEW\", \"CANCELLED\", \"FILLED\"];\n"],"names":[],"mappings":";;AAAO,MAAM,WAAc,GAAA,CAAC,KAAO,EAAA,WAAA,EAAa,QAAQ;;;;"}
@@ -0,0 +1,54 @@
1
+ 'use strict';
2
+
3
+ var currencies = require('./currencies.js');
4
+ var instruments = require('./instruments.js');
5
+ var dataUtils = require('../../data-utils.js');
6
+ var Table = require('../../Table.js');
7
+ var simulSchemas = require('../simul-schemas.js');
8
+ var sides = require('./sides.js');
9
+
10
+ const traders = ["Trader A", "Trader B", "Trader C"];
11
+ const orderStatus = [
12
+ "Filled",
13
+ "Cancelled",
14
+ "New",
15
+ "Partial Exec",
16
+ "Booked",
17
+ "All Done"
18
+ ];
19
+ const isComplete = (status) => ["Filled", "All Done", "Booked"].includes(status);
20
+ const ordersData = [];
21
+ const now = +/* @__PURE__ */ new Date();
22
+ for (let i = 0; i < 100; i++) {
23
+ const status = orderStatus[dataUtils.random(0, orderStatus.length - 1)];
24
+ const ccy = currencies.currencies[dataUtils.random(0, currencies.currencies.length - 1)];
25
+ const created = now;
26
+ const lastUpdate = now;
27
+ const orderId = `ORD${("0000" + i).slice(-4)}`;
28
+ const quantity = dataUtils.random(1e3, 1e4);
29
+ const filledQuantity = isComplete(status) ? quantity : status === "New" ? 0 : dataUtils.random(0, quantity);
30
+ const ric = instruments.getRic("AAP.L");
31
+ const side = sides.sides[dataUtils.random(0, sides.sides.length - 1)];
32
+ const trader = traders[dataUtils.random(0, traders.length - 1)];
33
+ ordersData.push([
34
+ status,
35
+ ccy,
36
+ created,
37
+ filledQuantity,
38
+ lastUpdate,
39
+ orderId,
40
+ quantity,
41
+ ric,
42
+ side,
43
+ trader
44
+ ]);
45
+ }
46
+ const ordersTable = new Table.Table(
47
+ simulSchemas.schemas.orders,
48
+ ordersData,
49
+ Table.buildDataColumnMap(simulSchemas.schemas, "orders")
50
+ );
51
+
52
+ exports.ordersData = ordersData;
53
+ exports.ordersTable = ordersTable;
54
+ //# sourceMappingURL=orders.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"orders.js","sources":["../../../src/simul/reference-data/orders.ts"],"sourcesContent":["import { currencies } from \"./currencies\";\nimport { getRic } from \"./instruments\";\nimport { random } from \"../../data-utils\";\nimport { buildDataColumnMap, Table } from \"../../Table\";\nimport { schemas } from \"../simul-schemas\";\nimport { sides } from \"./sides\";\n\nexport type status = string;\nexport type ccy = string;\nexport type created = number;\nexport type filledQuantity = number;\nexport type lastUpdate = number;\nexport type orderId = string;\nexport type quantity = number;\nexport type ric = string;\nexport type side = string;\nexport type trader = string;\n\nconst traders = [\"Trader A\", \"Trader B\", \"Trader C\"];\nconst orderStatus = [\n \"Filled\",\n \"Cancelled\",\n \"New\",\n \"Partial Exec\",\n \"Booked\",\n \"All Done\",\n];\n\nconst isComplete = (status: string) =>\n [\"Filled\", \"All Done\", \"Booked\"].includes(status);\n\nexport type OrdersDataRow = [\n status,\n ccy,\n created,\n filledQuantity,\n lastUpdate,\n orderId,\n quantity,\n ric,\n side,\n trader,\n];\n\nexport const OrderColumnMap = {\n ccy: 0,\n created: 1,\n filledQuantity: 2,\n lastUpdate: 3,\n orderId: 4,\n quantity: 5,\n ric: 6,\n side: 7,\n trader: 8,\n} as const;\n\nconst ordersData: OrdersDataRow[] = [];\n\n// const start = performance.now();\n// Create 10_000 Instruments\n\nconst now = +new Date();\nfor (let i = 0; i < 100; i++) {\n const status = orderStatus[random(0, orderStatus.length - 1)];\n const ccy = currencies[random(0, currencies.length - 1)];\n const created = now;\n const lastUpdate = now;\n const orderId = `ORD${(\"0000\" + i).slice(-4)}`;\n const quantity = random(1000, 10000);\n const filledQuantity = isComplete(status)\n ? quantity\n : status === \"New\"\n ? 0\n : random(0, quantity);\n const ric = getRic(\"AAP.L\");\n const side = sides[random(0, sides.length - 1)];\n const trader = traders[random(0, traders.length - 1)];\n\n ordersData.push([\n status,\n ccy,\n created,\n filledQuantity,\n lastUpdate,\n orderId,\n quantity,\n ric,\n side,\n trader,\n ]);\n}\n// const end = performance.now();\n// console.log(`generating 10,000 instruments took ${end - start} ms`);\n\nexport const ordersTable = new Table(\n schemas.orders,\n ordersData,\n buildDataColumnMap(schemas, \"orders\"),\n);\n\nexport { ordersData };\n"],"names":["random","currencies","getRic","sides","Table","schemas","buildDataColumnMap"],"mappings":";;;;;;;;;AAkBA,MAAM,OAAU,GAAA,CAAC,UAAY,EAAA,UAAA,EAAY,UAAU,CAAA;AACnD,MAAM,WAAc,GAAA;AAAA,EAClB,QAAA;AAAA,EACA,WAAA;AAAA,EACA,KAAA;AAAA,EACA,cAAA;AAAA,EACA,QAAA;AAAA,EACA;AACF,CAAA;AAEA,MAAM,UAAA,GAAa,CAAC,MAClB,KAAA,CAAC,UAAU,UAAY,EAAA,QAAQ,CAAE,CAAA,QAAA,CAAS,MAAM,CAAA;AA2BlD,MAAM,aAA8B;AAKpC,MAAM,GAAA,GAAM,iBAAC,IAAI,IAAK,EAAA;AACtB,KAAA,IAAS,CAAI,GAAA,CAAA,EAAG,CAAI,GAAA,GAAA,EAAK,CAAK,EAAA,EAAA;AAC5B,EAAA,MAAM,SAAS,WAAY,CAAAA,gBAAA,CAAO,GAAG,WAAY,CAAA,MAAA,GAAS,CAAC,CAAC,CAAA;AAC5D,EAAA,MAAM,MAAMC,qBAAW,CAAAD,gBAAA,CAAO,GAAGC,qBAAW,CAAA,MAAA,GAAS,CAAC,CAAC,CAAA;AACvD,EAAA,MAAM,OAAU,GAAA,GAAA;AAChB,EAAA,MAAM,UAAa,GAAA,GAAA;AACnB,EAAA,MAAM,UAAU,CAAO,GAAA,EAAA,CAAA,MAAA,GAAS,CAAG,EAAA,KAAA,CAAM,EAAE,CAAC,CAAA,CAAA;AAC5C,EAAM,MAAA,QAAA,GAAWD,gBAAO,CAAA,GAAA,EAAM,GAAK,CAAA;AACnC,EAAM,MAAA,cAAA,GAAiB,UAAW,CAAA,MAAM,CACpC,GAAA,QAAA,GACA,WAAW,KACT,GAAA,CAAA,GACAA,gBAAO,CAAA,CAAA,EAAG,QAAQ,CAAA;AACxB,EAAM,MAAA,GAAA,GAAME,mBAAO,OAAO,CAAA;AAC1B,EAAA,MAAM,OAAOC,WAAM,CAAAH,gBAAA,CAAO,GAAGG,WAAM,CAAA,MAAA,GAAS,CAAC,CAAC,CAAA;AAC9C,EAAA,MAAM,SAAS,OAAQ,CAAAH,gBAAA,CAAO,GAAG,OAAQ,CAAA,MAAA,GAAS,CAAC,CAAC,CAAA;AAEpD,EAAA,UAAA,CAAW,IAAK,CAAA;AAAA,IACd,MAAA;AAAA,IACA,GAAA;AAAA,IACA,OAAA;AAAA,IACA,cAAA;AAAA,IACA,UAAA;AAAA,IACA,OAAA;AAAA,IACA,QAAA;AAAA,IACA,GAAA;AAAA,IACA,IAAA;AAAA,IACA;AAAA,GACD,CAAA;AACH;AAIO,MAAM,cAAc,IAAII,WAAA;AAAA,EAC7BC,oBAAQ,CAAA,MAAA;AAAA,EACR,UAAA;AAAA,EACAC,wBAAA,CAAmBD,sBAAS,QAAQ;AACtC;;;;;"}
@@ -0,0 +1,122 @@
1
+ 'use strict';
2
+
3
+ var dataUtils = require('../../data-utils.js');
4
+ var Table = require('../../Table.js');
5
+ var simulSchemas = require('../simul-schemas.js');
6
+ var accounts = require('./accounts.js');
7
+ var instruments = require('./instruments.js');
8
+ var orderStatus = require('./orderStatus.js');
9
+ var sides = require('./sides.js');
10
+ var algos = require('./algos.js');
11
+
12
+ const childOrderData = [];
13
+ const parentOrderData = [];
14
+ const instrumentMap = Table.buildDataColumnMap(simulSchemas.schemas, "instruments");
15
+ const PARENT_ORDER_COUNT = 75e3;
16
+ const CHILD_ORDER_COUNT = 2e5;
17
+ const avgChildOrderPerOrder = Math.round(
18
+ CHILD_ORDER_COUNT / PARENT_ORDER_COUNT
19
+ );
20
+ const childMaxMultiple = 10;
21
+ const start = performance.now();
22
+ let childOrderId = 0;
23
+ for (let i = 0; i < PARENT_ORDER_COUNT; i++) {
24
+ const now = +/* @__PURE__ */ new Date();
25
+ const instrument = instruments.instrumentsData[dataUtils.random(0, instruments.instrumentsData.length - 1)];
26
+ const orderQuantity = 1e3 * dataUtils.random(1, 100);
27
+ const orderStatus$1 = orderStatus.orderStatus[dataUtils.random(0, orderStatus.orderStatus.length - 1)];
28
+ const filledQty = orderStatus$1 === "FILLED" ? orderQuantity : orderStatus$1 === "NEW" ? 0 : orderQuantity - dataUtils.random(100, orderQuantity);
29
+ const openQty = orderQuantity - filledQty;
30
+ const account = accounts.accounts[dataUtils.random(0, accounts.accounts.length - 1)];
31
+ const algo = algos.algos[dataUtils.random(0, algos.algos.length - 1)];
32
+ const averagePrice = 0;
33
+ const ccy = "GBP";
34
+ const exchange = instrument[instrumentMap.exchange];
35
+ const parentOrderIdAsInt = i;
36
+ const parentOrderId = `${parentOrderIdAsInt}`;
37
+ const lastUpdate = now;
38
+ const price = 100;
39
+ const quantity = orderQuantity;
40
+ const ric = instrument[instrumentMap.ric];
41
+ const side = sides.sides[dataUtils.random(0, sides.sides.length - 1)];
42
+ const status = orderStatus$1;
43
+ const volLimit = 100;
44
+ const childOrderCount = dataUtils.random(
45
+ 0,
46
+ avgChildOrderPerOrder * dataUtils.random(1, childMaxMultiple)
47
+ );
48
+ let remainingQty = orderQuantity;
49
+ for (let j = 0; j < childOrderCount; j++) {
50
+ const childOrderQuantity = Math.round(remainingQty / (childOrderCount - j));
51
+ remainingQty -= childOrderQuantity;
52
+ const childOrderStatus = orderStatus.orderStatus[dataUtils.random(0, orderStatus.orderStatus.length - 1)];
53
+ const childFilledQty = orderStatus$1 === "FILLED" ? childOrderQuantity : childOrderStatus === "NEW" ? 0 : childOrderQuantity - dataUtils.random(100, childOrderQuantity);
54
+ const childOpenQty = childOrderQuantity - childFilledQty;
55
+ const averagePrice2 = 0;
56
+ const childIdAsInt = childOrderId++;
57
+ const childId = `${childIdAsInt}`;
58
+ const lastUpdate2 = 0;
59
+ const price2 = 100;
60
+ const strategy = 0;
61
+ const row2 = [
62
+ account,
63
+ averagePrice2,
64
+ ccy,
65
+ exchange,
66
+ childFilledQty,
67
+ childId,
68
+ childIdAsInt,
69
+ lastUpdate2,
70
+ childOpenQty,
71
+ parentOrderId,
72
+ price2,
73
+ childOrderQuantity,
74
+ ric,
75
+ side,
76
+ childOrderStatus,
77
+ strategy,
78
+ volLimit
79
+ ];
80
+ childOrderData.push(row2);
81
+ }
82
+ const row = [
83
+ account,
84
+ algo,
85
+ averagePrice,
86
+ ccy,
87
+ childOrderCount,
88
+ exchange,
89
+ filledQty,
90
+ parentOrderId,
91
+ parentOrderIdAsInt,
92
+ lastUpdate,
93
+ openQty,
94
+ price,
95
+ quantity,
96
+ ric,
97
+ side,
98
+ status,
99
+ volLimit
100
+ ];
101
+ parentOrderData.push(row);
102
+ }
103
+ const end = performance.now();
104
+ console.log(
105
+ `took ${end - start} to create ${parentOrderData.length} orders and ${childOrderData.length} child orders`
106
+ );
107
+ const parentOrdersTable = new Table.Table(
108
+ simulSchemas.schemas.parentOrders,
109
+ parentOrderData,
110
+ Table.buildDataColumnMap(simulSchemas.schemas, "parentOrders")
111
+ );
112
+ const childOrdersTable = new Table.Table(
113
+ simulSchemas.schemas.childOrders,
114
+ childOrderData,
115
+ Table.buildDataColumnMap(simulSchemas.schemas, "childOrders")
116
+ );
117
+
118
+ exports.childOrderData = childOrderData;
119
+ exports.childOrdersTable = childOrdersTable;
120
+ exports.parentOrderData = parentOrderData;
121
+ exports.parentOrdersTable = parentOrdersTable;
122
+ //# sourceMappingURL=parent-child-orders.js.map
@@ -0,0 +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":["buildDataColumnMap","schemas","instrumentsData","random","orderStatus","statusValues","accounts","algos","sides","averagePrice","lastUpdate","price","row","Table"],"mappings":";;;;;;;;;;;AAUA,MAAM,iBAAyC;AAC/C,MAAM,kBAA0C;AAEhD,MAAM,aAAA,GAAgBA,wBAAmB,CAAAC,oBAAA,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,aAAaC,2BAAgB,CAAAC,gBAAA,CAAO,GAAGD,2BAAgB,CAAA,MAAA,GAAS,CAAC,CAAC,CAAA;AAExE,EAAA,MAAM,aAAgB,GAAA,GAAA,GAAOC,gBAAO,CAAA,CAAA,EAAG,GAAG,CAAA;AAC1C,EAAA,MAAMC,gBAAcC,uBAAa,CAAAF,gBAAA,CAAO,GAAGE,uBAAa,CAAA,MAAA,GAAS,CAAC,CAAC,CAAA;AACnE,EAAM,MAAA,SAAA,GACJD,aAAgB,KAAA,QAAA,GACZ,aACA,GAAAA,aAAA,KAAgB,QACd,CACA,GAAA,aAAA,GAAgBD,gBAAO,CAAA,GAAA,EAAK,aAAa,CAAA;AACjD,EAAA,MAAM,UAAU,aAAgB,GAAA,SAAA;AAEhC,EAAA,MAAM,UAAUG,iBAAS,CAAAH,gBAAA,CAAO,GAAGG,iBAAS,CAAA,MAAA,GAAS,CAAC,CAAC,CAAA;AACvD,EAAA,MAAM,OAAOC,WAAM,CAAAJ,gBAAA,CAAO,GAAGI,WAAM,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,OAAOC,WAAM,CAAAL,gBAAA,CAAO,GAAGK,WAAM,CAAA,MAAA,GAAS,CAAC,CAAC,CAAA;AAC9C,EAAA,MAAM,MAAS,GAAAJ,aAAA;AACf,EAAA,MAAM,QAAW,GAAA,GAAA;AAEjB,EAAA,MAAM,eAAkB,GAAAD,gBAAA;AAAA,IACtB,CAAA;AAAA,IACA,qBAAA,GAAwBA,gBAAO,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,mBAAmBE,uBAAa,CAAAF,gBAAA,CAAO,GAAGE,uBAAa,CAAA,MAAA,GAAS,CAAC,CAAC,CAAA;AACxE,IAAM,MAAA,cAAA,GACJD,aAAgB,KAAA,QAAA,GACZ,kBACA,GAAA,gBAAA,KAAqB,QACnB,CACA,GAAA,kBAAA,GAAqBD,gBAAO,CAAA,GAAA,EAAK,kBAAkB,CAAA;AAC3D,IAAA,MAAM,eAAe,kBAAqB,GAAA,cAAA;AAE1C,IAAA,MAAMM,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,IAAIC,WAAA;AAAA,EACnCZ,oBAAQ,CAAA,YAAA;AAAA,EACR,eAAA;AAAA,EACAD,wBAAA,CAAmBC,sBAAS,cAAc;AAC5C;AAEO,MAAM,mBAAmB,IAAIY,WAAA;AAAA,EAClCZ,oBAAQ,CAAA,WAAA;AAAA,EACR,cAAA;AAAA,EACAD,wBAAA,CAAmBC,sBAAS,aAAa;AAC3C;;;;;;;"}
@@ -0,0 +1,71 @@
1
+ 'use strict';
2
+
3
+ var Table = require('../../Table.js');
4
+ var UpdateGenerator = require('../../UpdateGenerator.js');
5
+ var simulSchemas = require('../simul-schemas.js');
6
+ var instruments = require('./instruments.js');
7
+ var dataUtils = require('../../data-utils.js');
8
+ var constituents = require('../../basket/reference-data/constituents.js');
9
+
10
+ const { bid, bidSize, ask, askSize } = Table.buildDataColumnMap(simulSchemas.schemas, "prices");
11
+ const pricesUpdateGenerator = new UpdateGenerator.BaseUpdateGenerator({
12
+ bid,
13
+ bidSize,
14
+ ask,
15
+ askSize
16
+ });
17
+ const requiredInstrumentFields = ["ric", "price"];
18
+ const pricesData = instruments.instrumentsData.map((instrument) => {
19
+ const { ric, price: priceSeed } = requiredInstrumentFields.reduce(
20
+ (obj, f) => ({ ...obj, [f]: instrument[instruments.InstrumentColumnMap[f]] }),
21
+ {}
22
+ );
23
+ const spread = dataUtils.random(0, 10);
24
+ const ask2 = priceSeed + spread / 2;
25
+ const askSize2 = dataUtils.random(1e3, 3e3);
26
+ const bid2 = priceSeed - spread / 2;
27
+ const bidSize2 = dataUtils.random(1e3, 3e3);
28
+ const close = priceSeed + dataUtils.random(0, 1) / 10;
29
+ const last = priceSeed + dataUtils.random(0, 1) / 10;
30
+ const open = priceSeed + dataUtils.random(0, 1) / 10;
31
+ const phase = "C";
32
+ const scenario = "close";
33
+ return [ask2, askSize2, bid2, bidSize2, close, last, open, phase, ric, scenario];
34
+ });
35
+ for (const [, , , lastTrade, ric] of constituents) {
36
+ const priceSeed = parseFloat(String(lastTrade));
37
+ if (!isNaN(priceSeed)) {
38
+ const spread = dataUtils.random(0, 10);
39
+ const ask2 = priceSeed + spread / 2;
40
+ const askSize2 = dataUtils.random(1e3, 3e3);
41
+ const bid2 = priceSeed - spread / 2;
42
+ const bidSize2 = dataUtils.random(1e3, 3e3);
43
+ const close = priceSeed + dataUtils.random(0, 1) / 10;
44
+ const last = priceSeed + dataUtils.random(0, 1) / 10;
45
+ const open = priceSeed + dataUtils.random(0, 1) / 10;
46
+ const phase = "C";
47
+ const scenario = "close";
48
+ pricesData.push([
49
+ ask2,
50
+ askSize2,
51
+ bid2,
52
+ bidSize2,
53
+ close,
54
+ last,
55
+ open,
56
+ phase,
57
+ ric,
58
+ scenario
59
+ ]);
60
+ }
61
+ }
62
+ const pricesTable = new Table.Table(
63
+ simulSchemas.schemas.prices,
64
+ pricesData,
65
+ Table.buildDataColumnMap(simulSchemas.schemas, "prices"),
66
+ pricesUpdateGenerator
67
+ );
68
+
69
+ exports.pricesData = pricesData;
70
+ exports.pricesTable = pricesTable;
71
+ //# sourceMappingURL=prices.js.map