@vuu-ui/vuu-data-test 2.1.17 → 2.1.19-beta.1

package/cjs/simul/reference-data/isin-generator/index.js

@@ -1,295 +0,0 @@
-'use strict';
-
-var generateCusip = require('./generate-cusip.js');
-
-const countryCodes = [
-  "AD",
-  "AE",
-  "AF",
-  "AG",
-  "AI",
-  "AL",
-  "AM",
-  "AO",
-  "AQ",
-  "AR",
-  "AS",
-  "AT",
-  "AU",
-  "AW",
-  "AX",
-  "AZ",
-  "BA",
-  "BB",
-  "BD",
-  "BE",
-  "BF",
-  "BG",
-  "BH",
-  "BI",
-  "BJ",
-  "BL",
-  "BM",
-  "BN",
-  "BO",
-  "BQ",
-  "BR",
-  "BS",
-  "BT",
-  "BV",
-  "BW",
-  "BY",
-  "BZ",
-  "CA",
-  "CC",
-  "CD",
-  "CF",
-  "CG",
-  "CH",
-  "CI",
-  "CK",
-  "CL",
-  "CM",
-  "CN",
-  "CO",
-  "CR",
-  "CU",
-  "CV",
-  "CW",
-  "CX",
-  "CY",
-  "CZ",
-  "DE",
-  "DJ",
-  "DK",
-  "DM",
-  "DO",
-  "DZ",
-  "EC",
-  "EE",
-  "EG",
-  "EH",
-  "ER",
-  "ES",
-  "ET",
-  "FI",
-  "FJ",
-  "FK",
-  "FM",
-  "FO",
-  "FR",
-  "GA",
-  "GB",
-  "GD",
-  "GE",
-  "GF",
-  "GG",
-  "GH",
-  "GI",
-  "GL",
-  "GM",
-  "GN",
-  "GP",
-  "GQ",
-  "GR",
-  "GS",
-  "GT",
-  "GU",
-  "GW",
-  "GY",
-  "HK",
-  "HM",
-  "HN",
-  "HR",
-  "HT",
-  "HU",
-  "ID",
-  "IE",
-  "IL",
-  "IM",
-  "IN",
-  "IO",
-  "IQ",
-  "IR",
-  "IS",
-  "IT",
-  "JE",
-  "JM",
-  "JO",
-  "JP",
-  "KE",
-  "KG",
-  "KH",
-  "KI",
-  "KM",
-  "KN",
-  "KP",
-  "KR",
-  "KW",
-  "KY",
-  "KZ",
-  "LA",
-  "LB",
-  "LC",
-  "LI",
-  "LK",
-  "LR",
-  "LS",
-  "LT",
-  "LU",
-  "LV",
-  "LY",
-  "MA",
-  "MC",
-  "MD",
-  "ME",
-  "MF",
-  "MG",
-  "MH",
-  "MK",
-  "ML",
-  "MM",
-  "MN",
-  "MO",
-  "MP",
-  "MQ",
-  "MR",
-  "MS",
-  "MT",
-  "MU",
-  "MV",
-  "MW",
-  "MX",
-  "MY",
-  "MZ",
-  "NA",
-  "NC",
-  "NE",
-  "NF",
-  "NG",
-  "NI",
-  "NL",
-  "NO",
-  "NP",
-  "NR",
-  "NU",
-  "NZ",
-  "OM",
-  "PA",
-  "PE",
-  "PF",
-  "PG",
-  "PH",
-  "PK",
-  "PL",
-  "PM",
-  "PN",
-  "PR",
-  "PS",
-  "PT",
-  "PW",
-  "PY",
-  "QA",
-  "RE",
-  "RO",
-  "RS",
-  "RU",
-  "RW",
-  "SA",
-  "SB",
-  "SC",
-  "SD",
-  "SE",
-  "SG",
-  "SH",
-  "SI",
-  "SJ",
-  "SK",
-  "SL",
-  "SM",
-  "SN",
-  "SO",
-  "SR",
-  "SS",
-  "ST",
-  "SV",
-  "SX",
-  "SY",
-  "SZ",
-  "TC",
-  "TD",
-  "TF",
-  "TG",
-  "TH",
-  "TJ",
-  "TK",
-  "TL",
-  "TM",
-  "TN",
-  "TO",
-  "TR",
-  "TT",
-  "TV",
-  "TW",
-  "TZ",
-  "UA",
-  "UG",
-  "UM",
-  "US",
-  "UY",
-  "UZ",
-  "VA",
-  "VC",
-  "VE",
-  "VG",
-  "VI",
-  "VN",
-  "VU",
-  "WF",
-  "WS",
-  "YE",
-  "YT",
-  "ZA",
-  "ZM",
-  "ZW"
-];
-const cusip = generateCusip.generateCusip();
-const generateIsin = (cusip2) => {
-  const code = countryCodes[Math.floor(Math.random() * countryCodes.length)];
-  const isin = code + cusip2 + generateIsinCheckDigit(code + cusip2 + "0");
-  return isin;
-};
-const generateIsinCheckDigit = (isin) => {
-  if (isin.length != 12) return false;
-  const v = [];
-  for (let i = isin.length - 2; i >= 0; i--) {
-    const c = isin.charAt(i);
-    if (isNaN(parseInt(c))) {
-      const letterCode = isin.charCodeAt(i) - 55;
-      v.push(letterCode % 10);
-      if (letterCode > 9) {
-        v.push(Math.floor(letterCode / 10));
-      }
-    } else {
-      v.push(Number(c));
-    }
-  }
-  let sum = 0;
-  const l = v.length;
-  for (let i = 0; i < l; i++) {
-    if (i % 2 == 0) {
-      const d = v[i] * 2;
-      sum += Math.floor(d / 10);
-      sum += d % 10;
-    } else {
-      sum += v[i];
-    }
-  }
-  return (10 - sum % 10) % 10;
-};
-const isinGenerator = () => {
-  return generateIsin(cusip);
-};
-
-exports.isinGenerator = isinGenerator;
-//# sourceMappingURL=index.js.map

package/cjs/simul/reference-data/isin-generator/index.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"index.js","sources":["../../../../../../packages/vuu-data-test/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  \"NG\",\n  \"NI\",\n  \"NL\",\n  \"NO\",\n  \"NP\",\n  \"NR\",\n  \"NU\",\n  \"NZ\",\n  \"OM\",\n  \"PA\",\n  \"PE\",\n  \"PF\",\n  \"PG\",\n  \"PH\",\n  \"PK\",\n  \"PL\",\n  \"PM\",\n  \"PN\",\n  \"PR\",\n  \"PS\",\n  \"PT\",\n  \"PW\",\n  \"PY\",\n  \"QA\",\n  \"RE\",\n  \"RO\",\n  \"RS\",\n  \"RU\",\n  \"RW\",\n  \"SA\",\n  \"SB\",\n  \"SC\",\n  \"SD\",\n  \"SE\",\n  \"SG\",\n  \"SH\",\n  \"SI\",\n  \"SJ\",\n  \"SK\",\n  \"SL\",\n  \"SM\",\n  \"SN\",\n  \"SO\",\n  \"SR\",\n  \"SS\",\n  \"ST\",\n  \"SV\",\n  \"SX\",\n  \"SY\",\n  \"SZ\",\n  \"TC\",\n  \"TD\",\n  \"TF\",\n  \"TG\",\n  \"TH\",\n  \"TJ\",\n  \"TK\",\n  \"TL\",\n  \"TM\",\n  \"TN\",\n  \"TO\",\n  \"TR\",\n  \"TT\",\n  \"TV\",\n  \"TW\",\n  \"TZ\",\n  \"UA\",\n  \"UG\",\n  \"UM\",\n  \"US\",\n  \"UY\",\n  \"UZ\",\n  \"VA\",\n  \"VC\",\n  \"VE\",\n  \"VG\",\n  \"VI\",\n  \"VN\",\n  \"VU\",\n  \"WF\",\n  \"WS\",\n  \"YE\",\n  \"YT\",\n  \"ZA\",\n  \"ZM\",\n  \"ZW\",\n];\n\nconst cusip = generateCusip();\n\nconst generateIsin = (cusip: string) => {\n  const code = countryCodes[Math.floor(Math.random() * 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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package/cjs/simul/reference-data/isin-generator/is-odd.js

@@ -1,6 +0,0 @@
-'use strict';
-
-const isOdd = (value) => value % 2 === 1;
-
-exports.isOdd = isOdd;
-//# sourceMappingURL=is-odd.js.map

package/cjs/simul/reference-data/isin-generator/is-odd.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"is-odd.js","sources":["../../../../../../packages/vuu-data-test/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;;;;"}

package/cjs/simul/reference-data/locations.js

@@ -1,17 +0,0 @@
-'use strict';
-
-const locations = {
-  L: ["London PLC", "XLON/LSE-SETS"],
-  N: ["Corporation", "XNGS/NAS-GSM"],
-  AS: ["B.V.", "XAMS/ENA-MAIN"],
-  OQ: ["Co.", "XNYS/NYS-MAIN"],
-  PA: ["Paris", "PAR/EUR_FR"],
-  MI: ["Milan", "MIL/EUR_IT"],
-  FR: ["Frankfurt", "FR/EUR_DE"],
-  AT: ["Athens", "AT/EUR_GR"]
-};
-const suffixes = ["L", "N", "OQ", "AS", "PA", "MI", "FR", "AT"];
-
-exports.locations = locations;
-exports.suffixes = suffixes;
-//# sourceMappingURL=locations.js.map

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

@@ -1 +0,0 @@
-{"version":3,"file":"locations.js","sources":["../../../../../packages/vuu-data-test/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;;;;;"}

package/cjs/simul/reference-data/lotsizes.js

@@ -1,28 +0,0 @@
-'use strict';
-
-const lotsizes = [
-  1,
-  2,
-  5,
-  10,
-  50,
-  50,
-  70,
-  100,
-  100,
-  100,
-  120,
-  150,
-  150,
-  200,
-  500,
-  700,
-  1e3,
-  2e3,
-  2500,
-  5e3,
-  1e4
-];
-
-exports.lotsizes = lotsizes;
-//# sourceMappingURL=lotsizes.js.map

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

@@ -1 +0,0 @@
-{"version":3,"file":"lotsizes.js","sources":["../../../../../packages/vuu-data-test/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;;;;"}

package/cjs/simul/reference-data/orderStatus.js

@@ -1,6 +0,0 @@
-'use strict';
-
-const orderStatus = ["NEW", "CANCELLED", "FILLED"];
-
-exports.orderStatus = orderStatus;
-//# sourceMappingURL=orderStatus.js.map

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

@@ -1 +0,0 @@
-{"version":3,"file":"orderStatus.js","sources":["../../../../../packages/vuu-data-test/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;;;;"}

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

@@ -1,55 +0,0 @@
-'use strict';
-
-var currencies = require('./currencies.js');
-var instruments = require('./instruments.js');
-var dataUtils = require('../../data-utils.js');
-var Table = require('../../Table.js');
-var simulSchemas = require('../simul-schemas.js');
-var sides = require('./sides.js');
-var TableContainer = require('../../core/table/TableContainer.js');
-
-const traders = ["Trader A", "Trader B", "Trader C"];
-const orderStatus = [
-  "Filled",
-  "Cancelled",
-  "New",
-  "Partial Exec",
-  "Booked",
-  "All Done"
-];
-const isComplete = (status) => ["Filled", "All Done", "Booked"].includes(status);
-const ordersData = [];
-const now = +/* @__PURE__ */ new Date();
-for (let i = 0; i < 100; i++) {
-  const status = orderStatus[dataUtils.random(0, orderStatus.length - 1)];
-  const ccy = currencies.currencies[dataUtils.random(0, currencies.currencies.length - 1)];
-  const created = now;
-  const lastUpdate = now;
-  const orderId = `ORD${("0000" + i).slice(-4)}`;
-  const quantity = dataUtils.random(1e3, 1e4);
-  const filledQuantity = isComplete(status) ? quantity : status === "New" ? 0 : dataUtils.random(0, quantity);
-  const ric = instruments.getRic("AAP.L");
-  const side = sides.sides[dataUtils.random(0, sides.sides.length - 1)];
-  const trader = traders[dataUtils.random(0, traders.length - 1)];
-  ordersData.push([
-    status,
-    ccy,
-    created,
-    filledQuantity,
-    lastUpdate,
-    orderId,
-    quantity,
-    ric,
-    side,
-    trader
-  ]);
-}
-const ordersTable = TableContainer.createTable(
-  simulSchemas.schemas.orders,
-  ordersData,
-  Table.buildDataColumnMap(simulSchemas.schemas, "orders")
-);
-
-exports.ordersData = ordersData;
-exports.ordersTable = ordersTable;
-//# sourceMappingURL=orders.js.map

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

@@ -1 +0,0 @@
-{"version":3,"file":"orders.js","sources":["../../../../../packages/vuu-data-test/src/simul/reference-data/orders.ts"],"sourcesContent":["import { currencies } from \"./currencies\";\nimport { getRic } from \"./instruments\";\nimport { random } from \"../../data-utils\";\nimport { buildDataColumnMap } from \"../../Table\";\nimport { schemas } from \"../simul-schemas\";\nimport { sides } from \"./sides\";\nimport tableContainer from \"../../core/table/TableContainer\";\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 = tableContainer.createTable(\n  schemas.orders,\n  ordersData,\n  buildDataColumnMap(schemas, \"orders\"),\n);\n\nexport { ordersData };\n"],"names":["random","currencies","getRic","sides","tableContainer","schemas","buildDataColumnMap"],"mappings":";;;;;;;;;;AAmBA,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,cAAcI,cAAe,CAAA,WAAA;AAAA,EACxCC,oBAAQ,CAAA,MAAA;AAAA,EACR,UAAA;AAAA,EACAC,wBAAA,CAAmBD,sBAAS,QAAQ;AACtC;;;;;"}

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

@@ -1,144 +0,0 @@
-'use strict';
-
-var vuuUtils = require('@vuu-ui/vuu-utils');
-var TableContainer = require('../../core/table/TableContainer.js');
-var dataUtils = require('../../data-utils.js');
-var Table = require('../../Table.js');
-var simulSchemas = require('../simul-schemas.js');
-var accounts = require('./accounts.js');
-var algos = require('./algos.js');
-var instruments = require('./instruments.js');
-var orderStatus = require('./orderStatus.js');
-var sides = require('./sides.js');
-
-const instrumentMap = Table.buildDataColumnMap(simulSchemas.schemas, "instruments");
-const PARENT_ORDER_COUNT = 5e3;
-const CHILD_ORDER_COUNT = 2e4;
-const avgChildOrderPerOrder = Math.round(
-  CHILD_ORDER_COUNT / PARENT_ORDER_COUNT
-);
-const childMaxMultiple = 10;
-const clock = new vuuUtils.Clock().goBack(120, "minutes");
-const parentOrdersTable = TableContainer.createTable(
-  simulSchemas.schemas.parentOrders,
-  [],
-  Table.buildDataColumnMap(simulSchemas.schemas, "parentOrders")
-);
-const childOrdersTable = TableContainer.createTable(
-  simulSchemas.schemas.childOrders,
-  [],
-  Table.buildDataColumnMap(simulSchemas.schemas, "childOrders")
-);
-let parentOrderCount = 0;
-let childOrderCount = 0;
-let notifyNewOrders = false;
-function createParentAndChildOrders() {
-  parentOrderCount += 1;
-  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)];
-  const filledQty = orderStatus$1 === "FILLED" ? orderQuantity : orderStatus$1 === "NEW" ? 0 : orderQuantity - dataUtils.random(100, orderQuantity);
-  const openQty = orderQuantity - filledQty;
-  const account = accounts.accounts[dataUtils.random(0, accounts.accounts.length - 1)];
-  const algo = algos.algos[dataUtils.random(0, algos.algos.length - 1)];
-  const averagePrice = 0;
-  const ccy = "GBP";
-  const exchange = instrument[instrumentMap.exchange];
-  const parentOrderIdAsInt = parentOrderCount;
-  const parentOrderId = parentOrderCount.toString().padStart(10, "0");
-  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 numberOfChildOrders = dataUtils.random(
-    0,
-    avgChildOrderPerOrder * dataUtils.random(1, childMaxMultiple)
-  );
-  let remainingQty = orderQuantity;
-  for (let j = 0; j < numberOfChildOrders; j++) {
-    childOrderCount += 1;
-    const childOrderQuantity = Math.round(remainingQty / (childOrderCount - j));
-    remainingQty -= childOrderQuantity;
-    const childOrderStatus = orderStatus.orderStatus[dataUtils.random(0, orderStatus.orderStatus.length - 1)];
-    const childFilledQty = orderStatus$1 === "FILLED" ? childOrderQuantity : childOrderStatus === "NEW" ? 0 : childOrderQuantity - dataUtils.random(100, childOrderQuantity);
-    const childOpenQty = childOrderQuantity - childFilledQty;
-    const averagePrice2 = 0;
-    const childIdAsInt = childOrderCount;
-    const childId = childOrderCount.toString().padStart(10, "0");
-    const lastUpdate2 = 0;
-    const price2 = 100;
-    const strategy = 0;
-    childOrdersTable.insert(
-      [
-        account,
-        averagePrice2,
-        ccy,
-        exchange,
-        childFilledQty,
-        childId,
-        childIdAsInt,
-        childOpenQty,
-        parentOrderId,
-        price2,
-        childOrderQuantity,
-        ric,
-        side,
-        childOrderStatus,
-        strategy,
-        volLimit,
-        lastUpdate2,
-        created
-      ],
-      notifyNewOrders
-    );
-  }
-  parentOrdersTable.insert(
-    [
-      account,
-      algo,
-      averagePrice,
-      ccy,
-      childOrderCount,
-      exchange,
-      filledQty,
-      parentOrderId,
-      parentOrderIdAsInt,
-      openQty,
-      price,
-      quantity,
-      ric,
-      side,
-      status,
-      volLimit,
-      lastUpdate,
-      created
-    ],
-    notifyNewOrders
-  );
-}
-function createInitialOrders() {
-  for (let i = 0; i < PARENT_ORDER_COUNT; i++) {
-    clock.advance(dataUtils.random(0, 100));
-    createParentAndChildOrders();
-  }
-}
-let newOrderInterval = void 0;
-function startGeneratingNewOrders() {
-  newOrderInterval = setInterval(createParentAndChildOrders, 100);
-}
-function stopGeneratingNewOrders() {
-  clearInterval(newOrderInterval);
-}
-createInitialOrders();
-clock.showCurrentTime = true;
-notifyNewOrders = true;
-
-exports.childOrdersTable = childOrdersTable;
-exports.parentOrdersTable = parentOrdersTable;
-exports.startGeneratingNewOrders = startGeneratingNewOrders;
-exports.stopGeneratingNewOrders = stopGeneratingNewOrders;
-//# sourceMappingURL=parent-child-orders.js.map

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

@@ -1 +0,0 @@
-{"version":3,"file":"parent-child-orders.js","sources":["../../../../../packages/vuu-data-test/src/simul/reference-data/parent-child-orders.ts"],"sourcesContent":["import { Clock } from \"@vuu-ui/vuu-utils\";\nimport tableContainer from \"../../core/table/TableContainer\";\nimport { random } from \"../../data-utils\";\nimport { buildDataColumnMap } from \"../../Table\";\nimport { schemas } from \"../simul-schemas\";\nimport { accounts } from \"./accounts\";\nimport { algos } from \"./algos\";\nimport { instrumentsData } from \"./instruments\";\nimport { orderStatus as statusValues } from \"./orderStatus\";\nimport { sides } from \"./sides\";\n\nconst instrumentMap = buildDataColumnMap(schemas, \"instruments\");\n\n// const PARENT_ORDER_COUNT = 75_000;\nconst PARENT_ORDER_COUNT = 5_000;\nconst CHILD_ORDER_COUNT = 20_000;\n// const 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().goBack(120, \"minutes\");\n// console.log(`starting order generation at ${clock}`);\n\nexport const parentOrdersTable = tableContainer.createTable(\n  schemas.parentOrders,\n  [],\n  buildDataColumnMap(schemas, \"parentOrders\"),\n);\n\nexport const childOrdersTable = tableContainer.createTable(\n  schemas.childOrders,\n  [],\n  buildDataColumnMap(schemas, \"childOrders\"),\n);\n\nlet parentOrderCount = 0;\nlet childOrderCount = 0;\nlet notifyNewOrders = false;\n\nfunction createParentAndChildOrders() {\n  parentOrderCount += 1;\n  const instrument = instrumentsData[random(0, instrumentsData.length - 1)];\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  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 = parentOrderCount;\n  const parentOrderId = parentOrderCount.toString().padStart(10, \"0\");\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 numberOfChildOrders = random(\n    0,\n    avgChildOrderPerOrder * random(1, childMaxMultiple),\n  );\n\n  let remainingQty = orderQuantity;\n  for (let j = 0; j < numberOfChildOrders; j++) {\n    childOrderCount += 1;\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    const averagePrice = 0;\n    const childIdAsInt = childOrderCount;\n    const childId = childOrderCount.toString().padStart(10, \"0\");\n    const lastUpdate = 0;\n    const price = 100;\n    const strategy = 0;\n\n    childOrdersTable.insert(\n      [\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      notifyNewOrders,\n    );\n  }\n\n  parentOrdersTable.insert(\n    [\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    notifyNewOrders,\n  );\n}\n\nfunction createInitialOrders() {\n  // const start = performance.now();\n  for (let i = 0; i < PARENT_ORDER_COUNT; i++) {\n    clock.advance(random(0, 100));\n    createParentAndChildOrders();\n  }\n  // const end = performance.now();\n  // console.log(\n  //   `took ${end - start} to create ${parentOrdersTable.data.length} orders and ${childOrdersTable.data.length} child orders, last order created at ${clock}`,\n  // );\n}\n\nlet newOrderInterval: undefined | ReturnType<typeof setInterval> = undefined;\n\nexport function startGeneratingNewOrders() {\n  newOrderInterval = setInterval(createParentAndChildOrders, 100);\n}\n\nexport function stopGeneratingNewOrders() {\n  clearInterval(newOrderInterval);\n}\n\ncreateInitialOrders();\n\nclock.showCurrentTime = true;\nnotifyNewOrders = true;\n\n// startGeneratingNewOrders();\n"],"names":["buildDataColumnMap","schemas","Clock","tableContainer","instrumentsData","random","orderStatus","statusValues","accounts","algos","sides","averagePrice","lastUpdate","price"],"mappings":";;;;;;;;;;;;;AAWA,MAAM,aAAA,GAAgBA,wBAAmB,CAAAC,oBAAA,EAAS,aAAa,CAAA;AAG/D,MAAM,kBAAqB,GAAA,GAAA;AAC3B,MAAM,iBAAoB,GAAA,GAAA;AAG1B,MAAM,wBAAwB,IAAK,CAAA,KAAA;AAAA,EACjC,iBAAoB,GAAA;AACtB,CAAA;AACA,MAAM,gBAAmB,GAAA,EAAA;AAEzB,MAAM,QAAQ,IAAIC,cAAA,EAAQ,CAAA,MAAA,CAAO,KAAK,SAAS,CAAA;AAGxC,MAAM,oBAAoBC,cAAe,CAAA,WAAA;AAAA,EAC9CF,oBAAQ,CAAA,YAAA;AAAA,EACR,EAAC;AAAA,EACDD,wBAAA,CAAmBC,sBAAS,cAAc;AAC5C;AAEO,MAAM,mBAAmBE,cAAe,CAAA,WAAA;AAAA,EAC7CF,oBAAQ,CAAA,WAAA;AAAA,EACR,EAAC;AAAA,EACDD,wBAAA,CAAmBC,sBAAS,aAAa;AAC3C;AAEA,IAAI,gBAAmB,GAAA,CAAA;AACvB,IAAI,eAAkB,GAAA,CAAA;AACtB,IAAI,eAAkB,GAAA,KAAA;AAEtB,SAAS,0BAA6B,GAAA;AACpC,EAAoB,gBAAA,IAAA,CAAA;AACpB,EAAA,MAAM,aAAaG,2BAAgB,CAAAC,gBAAA,CAAO,GAAGD,2BAAgB,CAAA,MAAA,GAAS,CAAC,CAAC,CAAA;AACxE,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;AAChC,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,gBAAA;AAC3B,EAAA,MAAM,gBAAgB,gBAAiB,CAAA,QAAA,EAAW,CAAA,QAAA,CAAS,IAAI,GAAG,CAAA;AAClE,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;AACjB,EAAA,MAAM,aAAa,KAAM,CAAA,GAAA;AACzB,EAAA,MAAM,UAAU,KAAM,CAAA,GAAA;AAEtB,EAAA,MAAM,mBAAsB,GAAAD,gBAAA;AAAA,IAC1B,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,mBAAA,EAAqB,CAAK,EAAA,EAAA;AAC5C,IAAmB,eAAA,IAAA,CAAA;AAEnB,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;AAC1C,IAAA,MAAMM,aAAe,GAAA,CAAA;AACrB,IAAA,MAAM,YAAe,GAAA,eAAA;AACrB,IAAA,MAAM,UAAU,eAAgB,CAAA,QAAA,EAAW,CAAA,QAAA,CAAS,IAAI,GAAG,CAAA;AAC3D,IAAA,MAAMC,WAAa,GAAA,CAAA;AACnB,IAAA,MAAMC,MAAQ,GAAA,GAAA;AACd,IAAA,MAAM,QAAW,GAAA,CAAA;AAEjB,IAAiB,gBAAA,CAAA,MAAA;AAAA,MACf;AAAA,QACE,OAAA;AAAA,QACAF,aAAAA;AAAA,QACA,GAAA;AAAA,QACA,QAAA;AAAA,QACA,cAAA;AAAA,QACA,OAAA;AAAA,QACA,YAAA;AAAA,QACA,YAAA;AAAA,QACA,aAAA;AAAA,QACAE,MAAAA;AAAA,QACA,kBAAA;AAAA,QACA,GAAA;AAAA,QACA,IAAA;AAAA,QACA,gBAAA;AAAA,QACA,QAAA;AAAA,QACA,QAAA;AAAA,QACAD,WAAAA;AAAA,QACA;AAAA,OACF;AAAA,MACA;AAAA,KACF;AAAA;AAGF,EAAkB,iBAAA,CAAA,MAAA;AAAA,IAChB;AAAA,MACE,OAAA;AAAA,MACA,IAAA;AAAA,MACA,YAAA;AAAA,MACA,GAAA;AAAA,MACA,eAAA;AAAA,MACA,QAAA;AAAA,MACA,SAAA;AAAA,MACA,aAAA;AAAA,MACA,kBAAA;AAAA,MACA,OAAA;AAAA,MACA,KAAA;AAAA,MACA,QAAA;AAAA,MACA,GAAA;AAAA,MACA,IAAA;AAAA,MACA,MAAA;AAAA,MACA,QAAA;AAAA,MACA,UAAA;AAAA,MACA;AAAA,KACF;AAAA,IACA;AAAA,GACF;AACF;AAEA,SAAS,mBAAsB,GAAA;AAE7B,EAAA,KAAA,IAAS,CAAI,GAAA,CAAA,EAAG,CAAI,GAAA,kBAAA,EAAoB,CAAK,EAAA,EAAA;AAC3C,IAAA,KAAA,CAAM,OAAQ,CAAAP,gBAAA,CAAO,CAAG,EAAA,GAAG,CAAC,CAAA;AAC5B,IAA2B,0BAAA,EAAA;AAAA;AAM/B;AAEA,IAAI,gBAA+D,GAAA,KAAA,CAAA;AAE5D,SAAS,wBAA2B,GAAA;AACzC,EAAmB,gBAAA,GAAA,WAAA,CAAY,4BAA4B,GAAG,CAAA;AAChE;AAEO,SAAS,uBAA0B,GAAA;AACxC,EAAA,aAAA,CAAc,gBAAgB,CAAA;AAChC;AAEA,mBAAoB,EAAA;AAEpB,KAAA,CAAM,eAAkB,GAAA,IAAA;AACxB,eAAkB,GAAA,IAAA;;;;;;;"}