@vuu-ui/vuu-data-test 2.1.18 → 2.1.19-beta.2

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 (277) hide show
  1. package/package.json +10 -13
  2. package/src/ArrayProxy.js +38 -0
  3. package/src/RuntimeVisualLink.js +45 -0
  4. package/src/SessionTable.js +49 -0
  5. package/src/Table.js +96 -0
  6. package/src/TickingArrayDataSource.js +208 -0
  7. package/src/UpdateGenerator.js +72 -0
  8. package/src/basket/BasketModule.js +272 -0
  9. package/src/basket/basket-schemas.js +355 -0
  10. package/src/basket/index.js +2 -0
  11. package/src/basket/reference-data/constituents.js +76 -0
  12. package/src/basket/reference-data/ftse100.js +686 -0
  13. package/src/basket/reference-data/hsi.js +1047 -0
  14. package/src/basket/reference-data/nasdaq100.js +812 -0
  15. package/src/basket/reference-data/prices.js +43 -0
  16. package/src/basket/reference-data/sp500.js +315 -0
  17. package/src/core/module/ModuleContainer.js +21 -0
  18. package/src/core/module/VuuModule.js +476 -0
  19. package/src/core/table/TableContainer.js +97 -0
  20. package/src/data-utils.js +53 -0
  21. package/src/index.js +13 -0
  22. package/src/local-datasource-provider/LocalDatasourceProvider.js +44 -0
  23. package/src/makeSuggestions.js +20 -0
  24. package/src/rowUpdates.js +0 -0
  25. package/src/schemas.js +19 -0
  26. package/src/session-table-utils.js +16 -0
  27. package/src/simul/SimulModule.js +175 -0
  28. package/src/simul/index.js +2 -0
  29. package/src/simul/reference-data/accounts.js +23 -0
  30. package/src/simul/reference-data/algos.js +9 -0
  31. package/src/simul/reference-data/currencies.js +8 -0
  32. package/src/simul/reference-data/index.js +5 -0
  33. package/src/simul/reference-data/instrument-prices.js +48 -0
  34. package/src/simul/reference-data/instruments-extended.js +12 -0
  35. package/src/simul/reference-data/instruments.js +67 -0
  36. package/src/simul/reference-data/isin-generator/convert-string-to-base-ten-number.js +2 -0
  37. package/src/simul/reference-data/isin-generator/fixtures/alphabet.js +27 -0
  38. package/src/simul/reference-data/isin-generator/fixtures/alphanumeric-values.js +7 -0
  39. package/src/simul/reference-data/isin-generator/fixtures/base-ten-numbers.js +13 -0
  40. package/src/simul/reference-data/isin-generator/generate-cusip-check-code.js +17 -0
  41. package/src/simul/reference-data/isin-generator/generate-cusip-without-check-code.js +8 -0
  42. package/src/simul/reference-data/isin-generator/generate-cusip.js +8 -0
  43. package/src/simul/reference-data/isin-generator/generate-random-alphanumeric.js +3 -0
  44. package/src/simul/reference-data/isin-generator/generate-random-base-ten-number.js +2 -0
  45. package/src/simul/reference-data/isin-generator/generate-random-string-of-alphanumeric-chars.js +7 -0
  46. package/src/simul/reference-data/isin-generator/generate-random-string-of-base-ten-chars.js +7 -0
  47. package/src/simul/reference-data/isin-generator/index.js +280 -0
  48. package/src/simul/reference-data/isin-generator/is-odd.js +2 -0
  49. package/src/simul/reference-data/locations.js +45 -0
  50. package/src/simul/reference-data/lotsizes.js +24 -0
  51. package/src/simul/reference-data/orderStatus.js +6 -0
  52. package/src/simul/reference-data/orders.js +64 -0
  53. package/src/simul/reference-data/parent-child-orders.js +117 -0
  54. package/src/simul/reference-data/priceStrategies.js +8 -0
  55. package/src/simul/reference-data/prices.js +78 -0
  56. package/src/simul/reference-data/sides.js +5 -0
  57. package/src/simul/simul-schemas.js +428 -0
  58. package/src/test/TestModule.js +95 -0
  59. package/src/test/index.js +1 -0
  60. package/src/test/test-schemas.js +74 -0
  61. package/src/vuu-row-generator.js +71 -0
  62. package/types/TickingArrayDataSource.d.ts +1 -1
  63. package/types/basket/BasketModule.d.ts +9 -9
  64. package/types/basket/reference-data/prices.d.ts +1 -1
  65. package/types/simul/reference-data/instruments-extended.d.ts +1 -1
  66. package/types/simul/reference-data/instruments.d.ts +1 -1
  67. package/types/simul/reference-data/orders.d.ts +1 -1
  68. package/types/simul/reference-data/parent-child-orders.d.ts +2 -2
  69. package/types/simul/reference-data/prices.d.ts +1 -1
  70. package/cjs/ArrayProxy.js +0 -72
  71. package/cjs/ArrayProxy.js.map +0 -1
  72. package/cjs/RuntimeVisualLink.js +0 -73
  73. package/cjs/RuntimeVisualLink.js.map +0 -1
  74. package/cjs/SessionTable.js +0 -68
  75. package/cjs/SessionTable.js.map +0 -1
  76. package/cjs/Table.js +0 -128
  77. package/cjs/Table.js.map +0 -1
  78. package/cjs/TickingArrayDataSource.js +0 -316
  79. package/cjs/TickingArrayDataSource.js.map +0 -1
  80. package/cjs/UpdateGenerator.js +0 -94
  81. package/cjs/UpdateGenerator.js.map +0 -1
  82. package/cjs/basket/BasketModule.js +0 -282
  83. package/cjs/basket/BasketModule.js.map +0 -1
  84. package/cjs/basket/basket-schemas.js +0 -123
  85. package/cjs/basket/basket-schemas.js.map +0 -1
  86. package/cjs/basket/reference-data/constituents.js +0 -40
  87. package/cjs/basket/reference-data/constituents.js.map +0 -1
  88. package/cjs/basket/reference-data/ftse100.js +0 -105
  89. package/cjs/basket/reference-data/ftse100.js.map +0 -1
  90. package/cjs/basket/reference-data/hsi.js +0 -87
  91. package/cjs/basket/reference-data/hsi.js.map +0 -1
  92. package/cjs/basket/reference-data/nasdaq100.js +0 -108
  93. package/cjs/basket/reference-data/nasdaq100.js.map +0 -1
  94. package/cjs/basket/reference-data/sp500.js +0 -46
  95. package/cjs/basket/reference-data/sp500.js.map +0 -1
  96. package/cjs/core/module/ModuleContainer.js +0 -43
  97. package/cjs/core/module/ModuleContainer.js.map +0 -1
  98. package/cjs/core/module/VuuModule.js +0 -660
  99. package/cjs/core/module/VuuModule.js.map +0 -1
  100. package/cjs/core/table/TableContainer.js +0 -139
  101. package/cjs/core/table/TableContainer.js.map +0 -1
  102. package/cjs/data-utils.js +0 -47
  103. package/cjs/data-utils.js.map +0 -1
  104. package/cjs/index.js +0 -46
  105. package/cjs/index.js.map +0 -1
  106. package/cjs/local-datasource-provider/LocalDatasourceProvider.js +0 -70
  107. package/cjs/local-datasource-provider/LocalDatasourceProvider.js.map +0 -1
  108. package/cjs/makeSuggestions.js +0 -26
  109. package/cjs/makeSuggestions.js.map +0 -1
  110. package/cjs/schemas.js +0 -28
  111. package/cjs/schemas.js.map +0 -1
  112. package/cjs/session-table-utils.js +0 -12
  113. package/cjs/session-table-utils.js.map +0 -1
  114. package/cjs/simul/SimulModule.js +0 -187
  115. package/cjs/simul/SimulModule.js.map +0 -1
  116. package/cjs/simul/reference-data/accounts.js +0 -27
  117. package/cjs/simul/reference-data/accounts.js.map +0 -1
  118. package/cjs/simul/reference-data/algos.js +0 -6
  119. package/cjs/simul/reference-data/algos.js.map +0 -1
  120. package/cjs/simul/reference-data/currencies.js +0 -6
  121. package/cjs/simul/reference-data/currencies.js.map +0 -1
  122. package/cjs/simul/reference-data/instruments-extended.js +0 -19
  123. package/cjs/simul/reference-data/instruments-extended.js.map +0 -1
  124. package/cjs/simul/reference-data/instruments.js +0 -85
  125. package/cjs/simul/reference-data/instruments.js.map +0 -1
  126. package/cjs/simul/reference-data/isin-generator/convert-string-to-base-ten-number.js +0 -6
  127. package/cjs/simul/reference-data/isin-generator/convert-string-to-base-ten-number.js.map +0 -1
  128. package/cjs/simul/reference-data/isin-generator/fixtures/alphabet.js +0 -31
  129. package/cjs/simul/reference-data/isin-generator/fixtures/alphabet.js.map +0 -1
  130. package/cjs/simul/reference-data/isin-generator/fixtures/alphanumeric-values.js +0 -9
  131. package/cjs/simul/reference-data/isin-generator/fixtures/alphanumeric-values.js.map +0 -1
  132. package/cjs/simul/reference-data/isin-generator/fixtures/base-ten-numbers.js +0 -17
  133. package/cjs/simul/reference-data/isin-generator/fixtures/base-ten-numbers.js.map +0 -1
  134. package/cjs/simul/reference-data/isin-generator/generate-cusip-check-code.js +0 -24
  135. package/cjs/simul/reference-data/isin-generator/generate-cusip-check-code.js.map +0 -1
  136. package/cjs/simul/reference-data/isin-generator/generate-cusip-without-check-code.js +0 -13
  137. package/cjs/simul/reference-data/isin-generator/generate-cusip-without-check-code.js.map +0 -1
  138. package/cjs/simul/reference-data/isin-generator/generate-cusip.js +0 -13
  139. package/cjs/simul/reference-data/isin-generator/generate-cusip.js.map +0 -1
  140. package/cjs/simul/reference-data/isin-generator/generate-random-alphanumeric.js +0 -8
  141. package/cjs/simul/reference-data/isin-generator/generate-random-alphanumeric.js.map +0 -1
  142. package/cjs/simul/reference-data/isin-generator/generate-random-base-ten-number.js +0 -6
  143. package/cjs/simul/reference-data/isin-generator/generate-random-base-ten-number.js.map +0 -1
  144. package/cjs/simul/reference-data/isin-generator/generate-random-string-of-alphanumeric-chars.js +0 -14
  145. package/cjs/simul/reference-data/isin-generator/generate-random-string-of-alphanumeric-chars.js.map +0 -1
  146. package/cjs/simul/reference-data/isin-generator/generate-random-string-of-base-ten-chars.js +0 -14
  147. package/cjs/simul/reference-data/isin-generator/generate-random-string-of-base-ten-chars.js.map +0 -1
  148. package/cjs/simul/reference-data/isin-generator/index.js +0 -295
  149. package/cjs/simul/reference-data/isin-generator/index.js.map +0 -1
  150. package/cjs/simul/reference-data/isin-generator/is-odd.js +0 -6
  151. package/cjs/simul/reference-data/isin-generator/is-odd.js.map +0 -1
  152. package/cjs/simul/reference-data/locations.js +0 -17
  153. package/cjs/simul/reference-data/locations.js.map +0 -1
  154. package/cjs/simul/reference-data/lotsizes.js +0 -28
  155. package/cjs/simul/reference-data/lotsizes.js.map +0 -1
  156. package/cjs/simul/reference-data/orderStatus.js +0 -6
  157. package/cjs/simul/reference-data/orderStatus.js.map +0 -1
  158. package/cjs/simul/reference-data/orders.js +0 -55
  159. package/cjs/simul/reference-data/orders.js.map +0 -1
  160. package/cjs/simul/reference-data/parent-child-orders.js +0 -144
  161. package/cjs/simul/reference-data/parent-child-orders.js.map +0 -1
  162. package/cjs/simul/reference-data/prices.js +0 -89
  163. package/cjs/simul/reference-data/prices.js.map +0 -1
  164. package/cjs/simul/reference-data/sides.js +0 -6
  165. package/cjs/simul/reference-data/sides.js.map +0 -1
  166. package/cjs/simul/simul-schemas.js +0 -150
  167. package/cjs/simul/simul-schemas.js.map +0 -1
  168. package/cjs/test/TestModule.js +0 -86
  169. package/cjs/test/TestModule.js.map +0 -1
  170. package/cjs/test/test-schemas.js +0 -52
  171. package/cjs/test/test-schemas.js.map +0 -1
  172. package/cjs/vuu-row-generator.js +0 -74
  173. package/cjs/vuu-row-generator.js.map +0 -1
  174. package/esm/ArrayProxy.js +0 -70
  175. package/esm/ArrayProxy.js.map +0 -1
  176. package/esm/RuntimeVisualLink.js +0 -71
  177. package/esm/RuntimeVisualLink.js.map +0 -1
  178. package/esm/SessionTable.js +0 -65
  179. package/esm/SessionTable.js.map +0 -1
  180. package/esm/Table.js +0 -124
  181. package/esm/Table.js.map +0 -1
  182. package/esm/TickingArrayDataSource.js +0 -314
  183. package/esm/TickingArrayDataSource.js.map +0 -1
  184. package/esm/UpdateGenerator.js +0 -92
  185. package/esm/UpdateGenerator.js.map +0 -1
  186. package/esm/basket/BasketModule.js +0 -278
  187. package/esm/basket/BasketModule.js.map +0 -1
  188. package/esm/basket/basket-schemas.js +0 -120
  189. package/esm/basket/basket-schemas.js.map +0 -1
  190. package/esm/basket/reference-data/constituents.js +0 -38
  191. package/esm/basket/reference-data/constituents.js.map +0 -1
  192. package/esm/basket/reference-data/ftse100.js +0 -103
  193. package/esm/basket/reference-data/ftse100.js.map +0 -1
  194. package/esm/basket/reference-data/hsi.js +0 -85
  195. package/esm/basket/reference-data/hsi.js.map +0 -1
  196. package/esm/basket/reference-data/nasdaq100.js +0 -106
  197. package/esm/basket/reference-data/nasdaq100.js.map +0 -1
  198. package/esm/basket/reference-data/sp500.js +0 -44
  199. package/esm/basket/reference-data/sp500.js.map +0 -1
  200. package/esm/core/module/ModuleContainer.js +0 -41
  201. package/esm/core/module/ModuleContainer.js.map +0 -1
  202. package/esm/core/module/VuuModule.js +0 -658
  203. package/esm/core/module/VuuModule.js.map +0 -1
  204. package/esm/core/table/TableContainer.js +0 -137
  205. package/esm/core/table/TableContainer.js.map +0 -1
  206. package/esm/data-utils.js +0 -43
  207. package/esm/data-utils.js.map +0 -1
  208. package/esm/index.js +0 -16
  209. package/esm/index.js.map +0 -1
  210. package/esm/local-datasource-provider/LocalDatasourceProvider.js +0 -68
  211. package/esm/local-datasource-provider/LocalDatasourceProvider.js.map +0 -1
  212. package/esm/makeSuggestions.js +0 -24
  213. package/esm/makeSuggestions.js.map +0 -1
  214. package/esm/schemas.js +0 -24
  215. package/esm/schemas.js.map +0 -1
  216. package/esm/session-table-utils.js +0 -10
  217. package/esm/session-table-utils.js.map +0 -1
  218. package/esm/simul/SimulModule.js +0 -184
  219. package/esm/simul/SimulModule.js.map +0 -1
  220. package/esm/simul/reference-data/accounts.js +0 -25
  221. package/esm/simul/reference-data/accounts.js.map +0 -1
  222. package/esm/simul/reference-data/algos.js +0 -4
  223. package/esm/simul/reference-data/algos.js.map +0 -1
  224. package/esm/simul/reference-data/currencies.js +0 -4
  225. package/esm/simul/reference-data/currencies.js.map +0 -1
  226. package/esm/simul/reference-data/instruments-extended.js +0 -17
  227. package/esm/simul/reference-data/instruments-extended.js.map +0 -1
  228. package/esm/simul/reference-data/instruments.js +0 -80
  229. package/esm/simul/reference-data/instruments.js.map +0 -1
  230. package/esm/simul/reference-data/isin-generator/convert-string-to-base-ten-number.js +0 -4
  231. package/esm/simul/reference-data/isin-generator/convert-string-to-base-ten-number.js.map +0 -1
  232. package/esm/simul/reference-data/isin-generator/fixtures/alphabet.js +0 -29
  233. package/esm/simul/reference-data/isin-generator/fixtures/alphabet.js.map +0 -1
  234. package/esm/simul/reference-data/isin-generator/fixtures/alphanumeric-values.js +0 -7
  235. package/esm/simul/reference-data/isin-generator/fixtures/alphanumeric-values.js.map +0 -1
  236. package/esm/simul/reference-data/isin-generator/fixtures/base-ten-numbers.js +0 -15
  237. package/esm/simul/reference-data/isin-generator/fixtures/base-ten-numbers.js.map +0 -1
  238. package/esm/simul/reference-data/isin-generator/generate-cusip-check-code.js +0 -22
  239. package/esm/simul/reference-data/isin-generator/generate-cusip-check-code.js.map +0 -1
  240. package/esm/simul/reference-data/isin-generator/generate-cusip-without-check-code.js +0 -11
  241. package/esm/simul/reference-data/isin-generator/generate-cusip-without-check-code.js.map +0 -1
  242. package/esm/simul/reference-data/isin-generator/generate-cusip.js +0 -11
  243. package/esm/simul/reference-data/isin-generator/generate-cusip.js.map +0 -1
  244. package/esm/simul/reference-data/isin-generator/generate-random-alphanumeric.js +0 -6
  245. package/esm/simul/reference-data/isin-generator/generate-random-alphanumeric.js.map +0 -1
  246. package/esm/simul/reference-data/isin-generator/generate-random-base-ten-number.js +0 -4
  247. package/esm/simul/reference-data/isin-generator/generate-random-base-ten-number.js.map +0 -1
  248. package/esm/simul/reference-data/isin-generator/generate-random-string-of-alphanumeric-chars.js +0 -12
  249. package/esm/simul/reference-data/isin-generator/generate-random-string-of-alphanumeric-chars.js.map +0 -1
  250. package/esm/simul/reference-data/isin-generator/generate-random-string-of-base-ten-chars.js +0 -12
  251. package/esm/simul/reference-data/isin-generator/generate-random-string-of-base-ten-chars.js.map +0 -1
  252. package/esm/simul/reference-data/isin-generator/index.js +0 -293
  253. package/esm/simul/reference-data/isin-generator/index.js.map +0 -1
  254. package/esm/simul/reference-data/isin-generator/is-odd.js +0 -4
  255. package/esm/simul/reference-data/isin-generator/is-odd.js.map +0 -1
  256. package/esm/simul/reference-data/locations.js +0 -14
  257. package/esm/simul/reference-data/locations.js.map +0 -1
  258. package/esm/simul/reference-data/lotsizes.js +0 -26
  259. package/esm/simul/reference-data/lotsizes.js.map +0 -1
  260. package/esm/simul/reference-data/orderStatus.js +0 -4
  261. package/esm/simul/reference-data/orderStatus.js.map +0 -1
  262. package/esm/simul/reference-data/orders.js +0 -52
  263. package/esm/simul/reference-data/orders.js.map +0 -1
  264. package/esm/simul/reference-data/parent-child-orders.js +0 -139
  265. package/esm/simul/reference-data/parent-child-orders.js.map +0 -1
  266. package/esm/simul/reference-data/prices.js +0 -86
  267. package/esm/simul/reference-data/prices.js.map +0 -1
  268. package/esm/simul/reference-data/sides.js +0 -4
  269. package/esm/simul/reference-data/sides.js.map +0 -1
  270. package/esm/simul/simul-schemas.js +0 -147
  271. package/esm/simul/simul-schemas.js.map +0 -1
  272. package/esm/test/TestModule.js +0 -84
  273. package/esm/test/TestModule.js.map +0 -1
  274. package/esm/test/test-schemas.js +0 -50
  275. package/esm/test/test-schemas.js.map +0 -1
  276. package/esm/vuu-row-generator.js +0 -68
  277. package/esm/vuu-row-generator.js.map +0 -1
@@ -1,92 +0,0 @@
1
- import { random, generateNextBidAsk, nextRandomDouble } from './data-utils.js';
2
-
3
- var __defProp = Object.defineProperty;
4
- var __defNormalProp = (obj, key, value) => key in obj ? __defProp(obj, key, { enumerable: true, configurable: true, writable: true, value }) : obj[key] = value;
5
- var __publicField = (obj, key, value) => __defNormalProp(obj, typeof key !== "symbol" ? key + "" : key, value);
6
- const getNewValue = (value) => {
7
- const multiplier = random(0, 100) / 1e3;
8
- const direction = random(0, 10) >= 5 ? 1 : -1;
9
- return value + value * multiplier * direction;
10
- };
11
- class BaseUpdateGenerator {
12
- constructor(tickingColumns) {
13
- __publicField(this, "table");
14
- __publicField(this, "range");
15
- __publicField(this, "updating", false);
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- __publicField(this, "timer");
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- __publicField(this, "tickingColumns");
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- __publicField(this, "update", () => {
19
- if (this.range && this.table) {
20
- const data = this.table?.data;
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- const { bid, ask, last, ...rest } = this.tickingColumns;
22
- if (data && data?.length > 0) {
23
- const maxRange = Math.min(this.range.to, data.length);
24
- for (let rowIndex = this.range.from; rowIndex < maxRange; rowIndex++) {
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- let updateCount = 0;
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- const shallUpdateRow = random(0, 10) < 2;
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- if (shallUpdateRow) {
28
- const rowUpdates = this.table.data[rowIndex];
29
- const row = data[rowIndex];
30
- if (bid !== void 0 && ask !== void 0) {
31
- const { [bid]: currentBid, [ask]: currentAsk } = row;
32
- const [newBid, newAsk] = generateNextBidAsk(
33
- currentBid,
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- currentAsk,
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- 10,
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- 5,
37
- nextRandomDouble
38
- );
39
- rowUpdates[ask] = newAsk;
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- rowUpdates[bid] = newBid;
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- if (last !== void 0) {
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- const newLast = Math.round((currentAsk + (newAsk - currentAsk) / 2) * 100) / 100;
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- rowUpdates[last] = newLast;
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- }
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- }
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- for (const colIdx of Object.values(rest)) {
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- const shallUpdateColumn = random(0, 10) < 5;
48
- if (shallUpdateColumn) {
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- updateCount += 1;
50
- const newValue = getNewValue(row[colIdx]);
51
- if (this.table) {
52
- rowUpdates[colIdx] = newValue;
53
- }
54
- }
55
- }
56
- if (this.table && updateCount > 0) {
57
- this.table.updateRow(rowUpdates);
58
- }
59
- }
60
- }
61
- }
62
- }
63
- if (this.updating) {
64
- this.timer = window.setTimeout(this.update, 500);
65
- }
66
- });
67
- this.tickingColumns = tickingColumns;
68
- }
69
- setRange(range) {
70
- this.range = range;
71
- if (!this.updating && this.table) {
72
- this.startUpdating();
73
- }
74
- }
75
- setTable(table) {
76
- this.table = table;
77
- }
78
- startUpdating() {
79
- this.updating = true;
80
- this.update();
81
- }
82
- stopUpdating() {
83
- this.updating = false;
84
- if (this.timer) {
85
- window.clearTimeout(this.timer);
86
- this.timer = void 0;
87
- }
88
- }
89
- }
90
-
91
- export { BaseUpdateGenerator };
92
- //# sourceMappingURL=UpdateGenerator.js.map
@@ -1 +0,0 @@
1
- {"version":3,"file":"UpdateGenerator.js","sources":["../../../packages/vuu-data-test/src/UpdateGenerator.ts"],"sourcesContent":["import { VuuRange } from \"@vuu-ui/vuu-protocol-types\";\nimport { generateNextBidAsk, nextRandomDouble, random } from \"./data-utils\";\nimport type { UpdateGenerator } from \"./rowUpdates\";\nimport { Table } from \"./Table\";\n\nconst getNewValue = (value: number) => {\n const multiplier = random(0, 100) / 1000;\n const direction = random(0, 10) >= 5 ? 1 : -1;\n return value + value * multiplier * direction;\n};\n\nexport class BaseUpdateGenerator implements UpdateGenerator {\n private table: Table | undefined;\n private range: VuuRange | undefined;\n private updating = false;\n private timer: number | undefined;\n private tickingColumns: { [key: string]: number };\n\n constructor(tickingColumns: { [key: string]: number }) {\n this.tickingColumns = tickingColumns;\n }\n\n setRange(range: VuuRange) {\n this.range = range;\n if (!this.updating && this.table) {\n this.startUpdating();\n }\n }\n\n setTable(table: Table) {\n this.table = table;\n }\n\n private startUpdating() {\n this.updating = true;\n this.update();\n }\n\n private stopUpdating() {\n this.updating = false;\n if (this.timer) {\n window.clearTimeout(this.timer);\n this.timer = undefined;\n }\n }\n\n update = () => {\n if (this.range && this.table) {\n const data = this.table?.data;\n const { bid, ask, last, ...rest } = this.tickingColumns;\n if (data && data?.length > 0) {\n const maxRange = Math.min(this.range.to, data.length);\n for (let rowIndex = this.range.from; rowIndex < maxRange; rowIndex++) {\n let updateCount = 0;\n const shallUpdateRow = random(0, 10) < 2;\n if (shallUpdateRow) {\n // eslint-disable-next-line @typescript-eslint/ban-ts-comment\n // @ts-ignore\n const rowUpdates = this.table.data[rowIndex];\n const row = data[rowIndex];\n\n if (bid !== undefined && ask !== undefined) {\n const { [bid]: currentBid, [ask]: currentAsk } = row as number[];\n const [newBid, newAsk] = generateNextBidAsk(\n currentBid,\n currentAsk,\n 10,\n 5,\n nextRandomDouble,\n );\n rowUpdates[ask] = newAsk;\n rowUpdates[bid] = newBid;\n if (last !== undefined) {\n const newLast =\n Math.round((currentAsk + (newAsk - currentAsk) / 2) * 100) /\n 100.0;\n rowUpdates[last] = newLast;\n }\n }\n\n for (const colIdx of Object.values(rest)) {\n const shallUpdateColumn = random(0, 10) < 5;\n if (shallUpdateColumn) {\n updateCount += 1;\n const newValue = getNewValue(row[colIdx] as number);\n if (this.table) {\n rowUpdates[colIdx] = newValue;\n }\n }\n }\n if (this.table && updateCount > 0) {\n this.table.updateRow(rowUpdates);\n }\n }\n }\n }\n }\n\n if (this.updating) {\n this.timer = window.setTimeout(this.update, 500);\n }\n };\n}\n"],"names":[],"mappings":";;;;;AAKA,MAAM,WAAA,GAAc,CAAC,KAAkB,KAAA;AACrC,EAAA,MAAM,UAAa,GAAA,MAAA,CAAO,CAAG,EAAA,GAAG,CAAI,GAAA,GAAA;AACpC,EAAA,MAAM,YAAY,MAAO,CAAA,CAAA,EAAG,EAAE,CAAA,IAAK,IAAI,CAAI,GAAA,CAAA,CAAA;AAC3C,EAAO,OAAA,KAAA,GAAQ,QAAQ,UAAa,GAAA,SAAA;AACtC,CAAA;AAEO,MAAM,mBAA+C,CAAA;AAAA,EAO1D,YAAY,cAA2C,EAAA;AANvD,IAAQ,aAAA,CAAA,IAAA,EAAA,OAAA,CAAA;AACR,IAAQ,aAAA,CAAA,IAAA,EAAA,OAAA,CAAA;AACR,IAAA,aAAA,CAAA,IAAA,EAAQ,UAAW,EAAA,KAAA,CAAA;AACnB,IAAQ,aAAA,CAAA,IAAA,EAAA,OAAA,CAAA;AACR,IAAQ,aAAA,CAAA,IAAA,EAAA,gBAAA,CAAA;AA8BR,IAAA,aAAA,CAAA,IAAA,EAAA,QAAA,EAAS,MAAM;AACb,MAAI,IAAA,IAAA,CAAK,KAAS,IAAA,IAAA,CAAK,KAAO,EAAA;AAC5B,QAAM,MAAA,IAAA,GAAO,KAAK,KAAO,EAAA,IAAA;AACzB,QAAA,MAAM,EAAE,GAAK,EAAA,GAAA,EAAK,MAAM,GAAG,IAAA,KAAS,IAAK,CAAA,cAAA;AACzC,QAAI,IAAA,IAAA,IAAQ,IAAM,EAAA,MAAA,GAAS,CAAG,EAAA;AAC5B,UAAA,MAAM,WAAW,IAAK,CAAA,GAAA,CAAI,KAAK,KAAM,CAAA,EAAA,EAAI,KAAK,MAAM,CAAA;AACpD,UAAA,KAAA,IAAS,WAAW,IAAK,CAAA,KAAA,CAAM,IAAM,EAAA,QAAA,GAAW,UAAU,QAAY,EAAA,EAAA;AACpE,YAAA,IAAI,WAAc,GAAA,CAAA;AAClB,YAAA,MAAM,cAAiB,GAAA,MAAA,CAAO,CAAG,EAAA,EAAE,CAAI,GAAA,CAAA;AACvC,YAAA,IAAI,cAAgB,EAAA;AAGlB,cAAA,MAAM,UAAa,GAAA,IAAA,CAAK,KAAM,CAAA,IAAA,CAAK,QAAQ,CAAA;AAC3C,cAAM,MAAA,GAAA,GAAM,KAAK,QAAQ,CAAA;AAEzB,cAAI,IAAA,GAAA,KAAQ,KAAa,CAAA,IAAA,GAAA,KAAQ,KAAW,CAAA,EAAA;AAC1C,gBAAM,MAAA,EAAE,CAAC,GAAG,GAAG,YAAY,CAAC,GAAG,GAAG,UAAA,EAAe,GAAA,GAAA;AACjD,gBAAM,MAAA,CAAC,MAAQ,EAAA,MAAM,CAAI,GAAA,kBAAA;AAAA,kBACvB,UAAA;AAAA,kBACA,UAAA;AAAA,kBACA,EAAA;AAAA,kBACA,CAAA;AAAA,kBACA;AAAA,iBACF;AACA,gBAAA,UAAA,CAAW,GAAG,CAAI,GAAA,MAAA;AAClB,gBAAA,UAAA,CAAW,GAAG,CAAI,GAAA,MAAA;AAClB,gBAAA,IAAI,SAAS,KAAW,CAAA,EAAA;AACtB,kBAAM,MAAA,OAAA,GACJ,KAAK,KAAO,CAAA,CAAA,UAAA,GAAA,CAAc,SAAS,UAAc,IAAA,CAAA,IAAK,GAAG,CACzD,GAAA,GAAA;AACF,kBAAA,UAAA,CAAW,IAAI,CAAI,GAAA,OAAA;AAAA;AACrB;AAGF,cAAA,KAAA,MAAW,MAAU,IAAA,MAAA,CAAO,MAAO,CAAA,IAAI,CAAG,EAAA;AACxC,gBAAA,MAAM,iBAAoB,GAAA,MAAA,CAAO,CAAG,EAAA,EAAE,CAAI,GAAA,CAAA;AAC1C,gBAAA,IAAI,iBAAmB,EAAA;AACrB,kBAAe,WAAA,IAAA,CAAA;AACf,kBAAA,MAAM,QAAW,GAAA,WAAA,CAAY,GAAI,CAAA,MAAM,CAAW,CAAA;AAClD,kBAAA,IAAI,KAAK,KAAO,EAAA;AACd,oBAAA,UAAA,CAAW,MAAM,CAAI,GAAA,QAAA;AAAA;AACvB;AACF;AAEF,cAAI,IAAA,IAAA,CAAK,KAAS,IAAA,WAAA,GAAc,CAAG,EAAA;AACjC,gBAAK,IAAA,CAAA,KAAA,CAAM,UAAU,UAAU,CAAA;AAAA;AACjC;AACF;AACF;AACF;AAGF,MAAA,IAAI,KAAK,QAAU,EAAA;AACjB,QAAA,IAAA,CAAK,KAAQ,GAAA,MAAA,CAAO,UAAW,CAAA,IAAA,CAAK,QAAQ,GAAG,CAAA;AAAA;AACjD,KACF,CAAA;AAlFE,IAAA,IAAA,CAAK,cAAiB,GAAA,cAAA;AAAA;AACxB,EAEA,SAAS,KAAiB,EAAA;AACxB,IAAA,IAAA,CAAK,KAAQ,GAAA,KAAA;AACb,IAAA,IAAI,CAAC,IAAA,CAAK,QAAY,IAAA,IAAA,CAAK,KAAO,EAAA;AAChC,MAAA,IAAA,CAAK,aAAc,EAAA;AAAA;AACrB;AACF,EAEA,SAAS,KAAc,EAAA;AACrB,IAAA,IAAA,CAAK,KAAQ,GAAA,KAAA;AAAA;AACf,EAEQ,aAAgB,GAAA;AACtB,IAAA,IAAA,CAAK,QAAW,GAAA,IAAA;AAChB,IAAA,IAAA,CAAK,MAAO,EAAA;AAAA;AACd,EAEQ,YAAe,GAAA;AACrB,IAAA,IAAA,CAAK,QAAW,GAAA,KAAA;AAChB,IAAA,IAAI,KAAK,KAAO,EAAA;AACd,MAAO,MAAA,CAAA,YAAA,CAAa,KAAK,KAAK,CAAA;AAC9B,MAAA,IAAA,CAAK,KAAQ,GAAA,KAAA,CAAA;AAAA;AACf;AA2DJ;;;;"}
@@ -1,278 +0,0 @@
1
- import { VuuModule } from '../core/module/VuuModule.js';
2
- import tableContainer from '../core/table/TableContainer.js';
3
- import { schemas } from './basket-schemas.js';
4
- import basketConstituentData from './reference-data/constituents.js';
5
-
6
- var __defProp = Object.defineProperty;
7
- var __typeError = (msg) => {
8
- throw TypeError(msg);
9
- };
10
- var __defNormalProp = (obj, key, value) => key in obj ? __defProp(obj, key, { enumerable: true, configurable: true, writable: true, value }) : obj[key] = value;
11
- var __publicField = (obj, key, value) => __defNormalProp(obj, typeof key !== "symbol" ? key + "" : key, value);
12
- var __accessCheck = (obj, member, msg) => member.has(obj) || __typeError("Cannot " + msg);
13
- var __privateGet = (obj, member, getter) => (__accessCheck(obj, member, "read from private field"), getter ? getter.call(obj) : member.get(obj));
14
- var __privateAdd = (obj, member, value) => member.has(obj) ? __typeError("Cannot add the same private member more than once") : member instanceof WeakSet ? member.add(obj) : member.set(obj, value);
15
- var _tables;
16
- const { createTable } = tableContainer;
17
- let basketIncrement = 1;
18
- const createBasketTradingRow = (basketId, basketName, side = "BUY", status = "OFF MARKET") => [
19
- basketId,
20
- basketName,
21
- 0,
22
- 1.25,
23
- `steve-${basketIncrement++}`,
24
- side,
25
- status,
26
- 1e6,
27
- 125e4,
28
- 100
29
- ];
30
- const undefinedTables = {
31
- algoType: void 0,
32
- basket: void 0,
33
- basketTrading: void 0,
34
- basketTradingConstituent: void 0,
35
- basketConstituent: void 0,
36
- basketTradingConstituentJoin: void 0,
37
- priceStrategyType: void 0
38
- };
39
- const buildDataColumnMap = (tableName) => Object.values(schemas[tableName].columns).reduce(
40
- (map, col, index) => {
41
- map[col.name] = index;
42
- return map;
43
- },
44
- {}
45
- );
46
- const tableMaps = {
47
- algoType: buildDataColumnMap("algoType"),
48
- basket: buildDataColumnMap("basket"),
49
- basketTrading: buildDataColumnMap("basketTrading"),
50
- basketTradingConstituent: buildDataColumnMap("basketTradingConstituent"),
51
- basketConstituent: buildDataColumnMap("basketConstituent"),
52
- basketTradingConstituentJoin: buildDataColumnMap(
53
- "basketTradingConstituentJoin"
54
- ),
55
- priceStrategyType: buildDataColumnMap("priceStrategyType")
56
- };
57
- const basketTradingConstituent = tableContainer.createTable(
58
- schemas.basketTradingConstituent,
59
- [],
60
- tableMaps.basketTradingConstituent
61
- );
62
- class BasketModule extends VuuModule {
63
- constructor() {
64
- super("BASKET");
65
- __privateAdd(this, _tables, {
66
- algoType: createTable(
67
- schemas.algoType,
68
- [
69
- ["Sniper", 0],
70
- ["Dark Liquidity", 1],
71
- ["VWAP", 2],
72
- ["POV", 3],
73
- ["Dynamic Close", 4]
74
- ],
75
- tableMaps.algoType
76
- ),
77
- basket: createTable(
78
- schemas.basket,
79
- [
80
- [".NASDAQ100", ".NASDAQ100", 0, 0],
81
- [".HSI", ".HSI", 0, 0],
82
- [".FTSE100", ".FTSE100", 0, 0],
83
- [".SP500", ".SP500", 0, 0]
84
- ],
85
- tableMaps.basket
86
- ),
87
- basketConstituent: createTable(
88
- schemas.basketConstituent,
89
- basketConstituentData,
90
- tableMaps.basketConstituent
91
- ),
92
- basketTrading: createTable(
93
- schemas.basketTrading,
94
- [],
95
- tableMaps.basketTrading
96
- ),
97
- basketTradingConstituent,
98
- basketTradingConstituentJoin: tableContainer.createJoinTable(
99
- { module: "BASKET", table: "basketTradingConstituentJoin" },
100
- { module: "BASKET", table: "basketTradingConstituent" },
101
- { module: "SIMUL", table: "prices" },
102
- "ric"
103
- ),
104
- priceStrategyType: createTable(
105
- schemas.priceStrategyType,
106
- [
107
- ["Peg to Near Touch", 0],
108
- ["Far Touch", 1],
109
- ["Limit", 2],
110
- ["Algo", 3]
111
- ],
112
- tableMaps.priceStrategyType
113
- )
114
- });
115
- __publicField(this, "createNewBasket", async (rpcRequest) => {
116
- if (rpcRequest.context.type === "VIEWPORT_CONTEXT") {
117
- const { sourceBasketId, tradeBasketName } = rpcRequest.params;
118
- const key = this.createTradingBasket(
119
- sourceBasketId,
120
- tradeBasketName
121
- );
122
- return {
123
- type: "SUCCESS_RESULT",
124
- data: key
125
- };
126
- } else {
127
- throw Error("[BasketModule] createNewBasket invalid request type");
128
- }
129
- });
130
- __publicField(this, "sendToMarket", async (rpcRequest) => {
131
- if (rpcRequest.context.type === "VIEWPORT_CONTEXT") {
132
- const { basketInstanceId } = rpcRequest.params;
133
- this.tables.basketTrading.update(
134
- basketInstanceId,
135
- "status",
136
- "ON_MARKET"
137
- );
138
- return {
139
- type: "SUCCESS_RESULT",
140
- data: void 0
141
- };
142
- } else {
143
- throw Error("[BasketModule] createNewBasket invalid request type");
144
- }
145
- });
146
- __publicField(this, "takeOffMarket", async (rpcRequest) => {
147
- if (rpcRequest.context.type === "VIEWPORT_CONTEXT") {
148
- const { basketInstanceId } = rpcRequest.params;
149
- this.tables.basketTrading.update(
150
- basketInstanceId,
151
- "status",
152
- "OFF-MARKET"
153
- );
154
- return {
155
- type: "SUCCESS_RESULT",
156
- data: void 0
157
- };
158
- } else {
159
- throw Error("[BasketModule] createNewBasket invalid request type");
160
- }
161
- });
162
- __publicField(this, "addConstituent", async () => {
163
- throw Error(`addConstituent not implemented`);
164
- });
165
- }
166
- get menus() {
167
- return {
168
- ...undefinedTables,
169
- basket: {
170
- name: "ROOT",
171
- menus: [
172
- {
173
- context: "selected-rows",
174
- filter: "",
175
- name: "Add Basket",
176
- rpcName: "CREATE_NEW_BASKET"
177
- }
178
- ]
179
- }
180
- };
181
- }
182
- get schemas() {
183
- return schemas;
184
- }
185
- get services() {
186
- return {
187
- ...undefinedTables,
188
- basket: [
189
- {
190
- rpcName: "createBasket",
191
- service: this.createNewBasket
192
- }
193
- ],
194
- basketTrading: [
195
- {
196
- rpcName: "sendToMarket",
197
- service: this.sendToMarket
198
- },
199
- {
200
- rpcName: "takeOffMarket",
201
- service: this.takeOffMarket
202
- }
203
- ],
204
- basketTradingConstituentJoin: [
205
- {
206
- rpcName: "addConstituent",
207
- service: this.addConstituent
208
- }
209
- ]
210
- };
211
- }
212
- get menuServices() {
213
- return {
214
- ...undefinedTables
215
- };
216
- }
217
- get tables() {
218
- return __privateGet(this, _tables);
219
- }
220
- get visualLinks() {
221
- return {
222
- ...undefinedTables,
223
- basketConstituent: [
224
- { fromColumn: "basketId", toColumn: "id", toTable: "basket" }
225
- ]
226
- };
227
- }
228
- createTradingBasket(basketId, basketName) {
229
- const basketTradingRow = createBasketTradingRow(basketId, basketName);
230
- this.tables.basketTrading.insert(basketTradingRow);
231
- const { basketId: key } = buildDataColumnMap("basketConstituent");
232
- const constituents = this.tables.basketConstituent.data.filter(
233
- (c) => c[key] === basketId
234
- );
235
- const { instanceId } = tableMaps.basketTrading;
236
- constituents.forEach(
237
- ([, , description, , ric, , , quantity, weighting]) => {
238
- const algo = "";
239
- const algoParams = "";
240
- const limitPrice = 95;
241
- const notionalLocal = 0;
242
- const notionalUsd = 0;
243
- const pctFilled = 0;
244
- const priceSpread = 0;
245
- const priceStrategyId = "";
246
- const side = "BUY";
247
- const venue = "venue";
248
- const basketInstanceId = basketTradingRow[instanceId];
249
- const basketTradingConstituentRow = [
250
- algo,
251
- algoParams,
252
- basketId,
253
- description,
254
- basketInstanceId,
255
- `${basketInstanceId}-${ric}`,
256
- limitPrice,
257
- notionalLocal,
258
- notionalUsd,
259
- pctFilled,
260
- priceSpread,
261
- priceStrategyId,
262
- quantity,
263
- ric,
264
- side,
265
- venue,
266
- weighting
267
- ];
268
- basketTradingConstituent.insert(basketTradingConstituentRow);
269
- }
270
- );
271
- return basketTradingRow[instanceId];
272
- }
273
- }
274
- _tables = new WeakMap();
275
- const basketModule = new BasketModule();
276
-
277
- export { BasketModule, basketModule, createBasketTradingRow };
278
- //# sourceMappingURL=BasketModule.js.map
@@ -1 +0,0 @@
1
- {"version":3,"file":"BasketModule.js","sources":["../../../../packages/vuu-data-test/src/basket/BasketModule.ts"],"sourcesContent":["import { VuuMenu, VuuRowDataItemType } from \"@vuu-ui/vuu-protocol-types\";\nimport { ColumnMap } from \"@vuu-ui/vuu-utils\";\nimport {\n RpcMenuService,\n ServiceHandler,\n VuuModule,\n} from \"../core/module/VuuModule\";\nimport tableContainer from \"../core/table/TableContainer\";\nimport { BasketsTableName, schemas } from \"./basket-schemas\";\nimport basketConstituentData from \"./reference-data/constituents\";\nimport { type Table } from \"../Table\";\n\nconst { createTable } = tableContainer;\n\nlet basketIncrement = 1;\n\n// export as convenience for showcase examples\nexport const createBasketTradingRow = (\n basketId: string,\n basketName: string,\n side = \"BUY\",\n status = \"OFF MARKET\",\n) => [\n basketId,\n basketName,\n 0,\n 1.25,\n `steve-${basketIncrement++}`,\n side,\n status,\n 1_000_000,\n 1_250_000,\n 100,\n];\n\nconst undefinedTables = {\n algoType: undefined,\n basket: undefined,\n basketTrading: undefined,\n basketTradingConstituent: undefined,\n basketConstituent: undefined,\n basketTradingConstituentJoin: undefined,\n priceStrategyType: undefined,\n};\n\n// This is a 'local' columnMap\nconst buildDataColumnMap = (tableName: BasketsTableName) =>\n Object.values(schemas[tableName].columns).reduce<ColumnMap>(\n (map, col, index) => {\n map[col.name] = index;\n return map;\n },\n {},\n );\n\nconst tableMaps: Record<BasketsTableName, ColumnMap> = {\n algoType: buildDataColumnMap(\"algoType\"),\n basket: buildDataColumnMap(\"basket\"),\n basketTrading: buildDataColumnMap(\"basketTrading\"),\n basketTradingConstituent: buildDataColumnMap(\"basketTradingConstituent\"),\n basketConstituent: buildDataColumnMap(\"basketConstituent\"),\n basketTradingConstituentJoin: buildDataColumnMap(\n \"basketTradingConstituentJoin\",\n ),\n priceStrategyType: buildDataColumnMap(\"priceStrategyType\"),\n};\n\nconst basketTradingConstituent = tableContainer.createTable(\n schemas.basketTradingConstituent,\n [],\n tableMaps.basketTradingConstituent,\n);\n\n/**\n * This is an example of how we might extend the built-in VuuModule to\n * implement a module-specific service in such a way that it can invoke\n * methods on the VuuModule.\n */\nexport class BasketModule extends VuuModule<BasketsTableName> {\n #tables: Record<BasketsTableName, Table> = {\n algoType: createTable(\n schemas.algoType,\n [\n [\"Sniper\", 0],\n [\"Dark Liquidity\", 1],\n [\"VWAP\", 2],\n [\"POV\", 3],\n [\"Dynamic Close\", 4],\n ],\n tableMaps.algoType,\n ),\n basket: createTable(\n schemas.basket,\n [\n [\".NASDAQ100\", \".NASDAQ100\", 0, 0],\n [\".HSI\", \".HSI\", 0, 0],\n [\".FTSE100\", \".FTSE100\", 0, 0],\n [\".SP500\", \".SP500\", 0, 0],\n ],\n tableMaps.basket,\n ),\n basketConstituent: createTable(\n schemas.basketConstituent,\n basketConstituentData,\n tableMaps.basketConstituent,\n ),\n basketTrading: createTable(\n 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this.tables.basketConstituent.data.filter(\n (c) => c[key] === basketId,\n );\n\n const { instanceId } = tableMaps.basketTrading;\n\n constituents.forEach(\n ([, , description, , ric, , , quantity, weighting]) => {\n const algo = \"\";\n const algoParams = \"\";\n const limitPrice = 95;\n const notionalLocal = 0;\n const notionalUsd = 0;\n const pctFilled = 0;\n const priceSpread = 0;\n const priceStrategyId = \"\";\n const side = \"BUY\";\n const venue = \"venue\";\n\n const basketInstanceId = basketTradingRow[instanceId];\n const basketTradingConstituentRow: VuuRowDataItemType[] = [\n algo,\n algoParams,\n basketId,\n description,\n basketInstanceId,\n `${basketInstanceId}-${ric}`,\n limitPrice,\n notionalLocal,\n notionalUsd,\n pctFilled,\n priceSpread,\n priceStrategyId,\n quantity,\n ric,\n side,\n venue,\n weighting,\n ];\n basketTradingConstituent.insert(basketTradingConstituentRow);\n },\n );\n\n // return the key\n return basketTradingRow[instanceId] as string;\n }\n\n private createNewBasket: ServiceHandler = async (rpcRequest) => {\n if (rpcRequest.context.type === \"VIEWPORT_CONTEXT\") {\n const { sourceBasketId, tradeBasketName } = rpcRequest.params as {\n sourceBasketId: string;\n tradeBasketName: string;\n };\n const key = this.createTradingBasket(\n sourceBasketId as string,\n tradeBasketName as string,\n );\n return {\n type: \"SUCCESS_RESULT\",\n data: key,\n };\n } else {\n throw Error(\"[BasketModule] createNewBasket invalid request type\");\n }\n };\n\n private sendToMarket: ServiceHandler = async (rpcRequest) => {\n if (rpcRequest.context.type === \"VIEWPORT_CONTEXT\") {\n const { basketInstanceId } = rpcRequest.params as {\n basketInstanceId: string;\n };\n this.tables.basketTrading.update(\n basketInstanceId as string,\n \"status\",\n \"ON_MARKET\",\n );\n return {\n type: \"SUCCESS_RESULT\",\n data: undefined,\n };\n } else {\n throw Error(\"[BasketModule] createNewBasket invalid request type\");\n }\n };\n private takeOffMarket: 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@@ -1,120 +0,0 @@
1
- const schemas = {
2
- algoType: {
3
- columns: [
4
- { name: "algoType", serverDataType: "string" },
5
- { name: "id", serverDataType: "int" }
6
- ],
7
- key: "id",
8
- table: { module: "BASKET", table: "algoType" }
9
- },
10
- basket: {
11
- columns: [
12
- { name: "id", serverDataType: "string" },
13
- { name: "name", serverDataType: "string" },
14
- { name: "notionalValue", serverDataType: "double" },
15
- { name: "notionalValueUsd", serverDataType: "double" }
16
- ],
17
- key: "id",
18
- table: { module: "BASKET", table: "basket" }
19
- },
20
- basketConstituent: {
21
- columns: [
22
- { name: "basketId", serverDataType: "string" },
23
- { name: "change", serverDataType: "string" },
24
- { name: "description", serverDataType: "string" },
25
- { name: "lastTrade", serverDataType: "string" },
26
- { name: "ric", serverDataType: "string" },
27
- { name: "ricBasketId", serverDataType: "string" },
28
- { name: "side", serverDataType: "string" },
29
- { name: "volume", serverDataType: "string" },
30
- { name: "weighting", serverDataType: "double" }
31
- ],
32
- key: "ricBasketId",
33
- table: { module: "BASKET", table: "basketConstituent" }
34
- },
35
- basketTrading: {
36
- columns: [
37
- { name: "basketId", serverDataType: "string" },
38
- { name: "basketName", serverDataType: "string" },
39
- { name: "filledPct", serverDataType: "double" },
40
- { name: "fxRateToUsd", serverDataType: "double" },
41
- { name: "instanceId", serverDataType: "string" },
42
- { name: "side", serverDataType: "string" },
43
- { name: "status", serverDataType: "string" },
44
- { name: "totalNotional", serverDataType: "double" },
45
- { name: "totalNotionalUsd", serverDataType: "double" },
46
- { name: "units", serverDataType: "int" }
47
- ],
48
- key: "instanceId",
49
- table: { module: "BASKET", table: "basketTrading" }
50
- },
51
- basketTradingConstituent: {
52
- columns: [
53
- { name: "algo", serverDataType: "string" },
54
- { name: "algoParams", serverDataType: "string" },
55
- { name: "basketId", serverDataType: "string" },
56
- { name: "description", serverDataType: "string" },
57
- { name: "instanceId", serverDataType: "string" },
58
- { name: "instanceIdRic", serverDataType: "string" },
59
- { name: "limitPrice", serverDataType: "double" },
60
- { name: "notionalLocal", serverDataType: "double" },
61
- { name: "notionalUsd", serverDataType: "double" },
62
- { name: "pctFilled", serverDataType: "double" },
63
- { name: "priceSpread", serverDataType: "int" },
64
- { name: "priceStrategyId", serverDataType: "int" },
65
- { name: "quantity", serverDataType: "long" },
66
- { name: "ric", serverDataType: "string" },
67
- { name: "side", serverDataType: "string" },
68
- { name: "status", serverDataType: "string" },
69
- { name: "venue", serverDataType: "string" },
70
- { name: "weighting", serverDataType: "double" }
71
- ],
72
- key: "instanceIdRic",
73
- table: { module: "BASKET", table: "basketTradingConstituent" }
74
- },
75
- basketTradingConstituentJoin: {
76
- columns: [
77
- { name: "algo", serverDataType: "string" },
78
- { name: "algoParams", serverDataType: "string" },
79
- { name: "ask", serverDataType: "double" },
80
- { name: "askSize", serverDataType: "double" },
81
- { name: "basketId", serverDataType: "string" },
82
- { name: "bid", serverDataType: "double" },
83
- { name: "bidSize", serverDataType: "double" },
84
- { name: "close", serverDataType: "double" },
85
- { name: "description", serverDataType: "string" },
86
- { name: "instanceId", serverDataType: "string" },
87
- { name: "instanceIdRic", serverDataType: "string" },
88
- { name: "last", serverDataType: "double" },
89
- { name: "limitPrice", serverDataType: "double" },
90
- { name: "notionalLocal", serverDataType: "double" },
91
- { name: "notionalUsd", serverDataType: "double" },
92
- { name: "open", serverDataType: "double" },
93
- { name: "pctFilled", serverDataType: "double" },
94
- { name: "phase", serverDataType: "string" },
95
- { name: "priceSpread", serverDataType: "int" },
96
- { name: "priceStrategyId", serverDataType: "int" },
97
- { name: "quantity", serverDataType: "long" },
98
- { name: "ric", serverDataType: "string" },
99
- { name: "scenario", serverDataType: "string" },
100
- { name: "side", serverDataType: "string" },
101
- { name: "status", serverDataType: "string" },
102
- { name: "venue", serverDataType: "string" },
103
- { name: "weighting", serverDataType: "double" }
104
- ],
105
- key: "instanceIdRic",
106
- table: { module: "BASKET", table: "basketTradingConstituentJoin" }
107
- },
108
- priceStrategyType: {
109
- columns: [
110
- { name: "priceStrategy", serverDataType: "string" },
111
- { name: "id", serverDataType: "int" }
112
- ],
113
- key: "",
114
- table: { module: "BASKET", table: "priceStrategyType" }
115
- }
116
- };
117
- const isBasketTable = (table) => table.module === "BASKET";
118
-
119
- export { isBasketTable, schemas };
120
- //# sourceMappingURL=basket-schemas.js.map
@@ -1 +0,0 @@
1
- {"version":3,"file":"basket-schemas.js","sources":["../../../../packages/vuu-data-test/src/basket/basket-schemas.ts"],"sourcesContent":["import { TableSchema } from \"@vuu-ui/vuu-data-types\";\nimport { VuuTable } from \"@vuu-ui/vuu-protocol-types\";\n\nexport type BasketsTableName =\n | \"algoType\"\n | \"basket\"\n | \"basketConstituent\"\n | \"basketTrading\"\n | \"basketTradingConstituent\"\n | \"basketTradingConstituentJoin\"\n | \"priceStrategyType\";\n\nexport const schemas: Readonly<\n Record<BasketsTableName, Readonly<TableSchema>>\n> = {\n algoType: {\n columns: [\n { name: \"algoType\", serverDataType: \"string\" },\n { name: \"id\", serverDataType: \"int\" },\n ],\n key: \"id\",\n table: { module: \"BASKET\", table: \"algoType\" },\n },\n basket: {\n columns: [\n { name: \"id\", serverDataType: \"string\" },\n { name: \"name\", serverDataType: \"string\" },\n { name: \"notionalValue\", serverDataType: \"double\" },\n { name: \"notionalValueUsd\", serverDataType: \"double\" },\n ],\n key: \"id\",\n table: { module: \"BASKET\", table: \"basket\" },\n },\n basketConstituent: {\n columns: [\n { name: \"basketId\", serverDataType: \"string\" },\n { name: \"change\", serverDataType: \"string\" },\n { name: \"description\", serverDataType: \"string\" },\n { name: \"lastTrade\", serverDataType: \"string\" },\n { name: \"ric\", serverDataType: \"string\" },\n { name: \"ricBasketId\", serverDataType: \"string\" },\n { name: \"side\", serverDataType: \"string\" },\n { name: \"volume\", serverDataType: \"string\" },\n { name: \"weighting\", serverDataType: \"double\" },\n ],\n key: \"ricBasketId\",\n table: { module: \"BASKET\", table: \"basketConstituent\" },\n },\n basketTrading: {\n columns: [\n { name: \"basketId\", serverDataType: \"string\" },\n { name: \"basketName\", serverDataType: \"string\" },\n { name: \"filledPct\", serverDataType: \"double\" },\n { name: \"fxRateToUsd\", serverDataType: \"double\" },\n { name: \"instanceId\", serverDataType: \"string\" },\n { name: \"side\", serverDataType: \"string\" },\n { name: \"status\", serverDataType: \"string\" },\n { name: \"totalNotional\", serverDataType: \"double\" },\n { name: \"totalNotionalUsd\", serverDataType: \"double\" },\n { name: \"units\", serverDataType: \"int\" },\n ],\n key: \"instanceId\",\n table: { module: \"BASKET\", table: \"basketTrading\" },\n },\n basketTradingConstituent: {\n columns: [\n { name: \"algo\", serverDataType: \"string\" },\n { name: \"algoParams\", serverDataType: \"string\" },\n { name: \"basketId\", serverDataType: \"string\" },\n { name: \"description\", serverDataType: \"string\" },\n { name: \"instanceId\", serverDataType: \"string\" },\n { name: \"instanceIdRic\", serverDataType: \"string\" },\n { name: \"limitPrice\", serverDataType: \"double\" },\n { name: \"notionalLocal\", serverDataType: \"double\" },\n { name: \"notionalUsd\", serverDataType: \"double\" },\n { name: \"pctFilled\", serverDataType: \"double\" },\n { name: \"priceSpread\", serverDataType: \"int\" },\n { name: \"priceStrategyId\", serverDataType: \"int\" },\n { name: \"quantity\", serverDataType: \"long\" },\n { name: \"ric\", serverDataType: \"string\" },\n { name: \"side\", serverDataType: \"string\" },\n { name: \"status\", serverDataType: \"string\" },\n { name: \"venue\", serverDataType: \"string\" },\n { name: \"weighting\", serverDataType: \"double\" },\n ],\n key: \"instanceIdRic\",\n table: { module: \"BASKET\", table: \"basketTradingConstituent\" },\n },\n\n basketTradingConstituentJoin: {\n columns: [\n { name: \"algo\", serverDataType: \"string\" },\n { name: \"algoParams\", serverDataType: \"string\" },\n { name: \"ask\", serverDataType: \"double\" },\n { name: \"askSize\", serverDataType: \"double\" },\n { name: \"basketId\", serverDataType: \"string\" },\n { name: \"bid\", serverDataType: \"double\" },\n { name: \"bidSize\", serverDataType: \"double\" },\n { name: \"close\", serverDataType: \"double\" },\n { name: \"description\", serverDataType: \"string\" },\n { name: \"instanceId\", serverDataType: \"string\" },\n { name: \"instanceIdRic\", serverDataType: \"string\" },\n { name: \"last\", serverDataType: \"double\" },\n { name: \"limitPrice\", serverDataType: \"double\" },\n { name: \"notionalLocal\", serverDataType: \"double\" },\n { name: \"notionalUsd\", serverDataType: \"double\" },\n { name: \"open\", serverDataType: \"double\" },\n { name: \"pctFilled\", serverDataType: \"double\" },\n { name: \"phase\", serverDataType: \"string\" },\n { name: \"priceSpread\", serverDataType: \"int\" },\n { name: \"priceStrategyId\", serverDataType: \"int\" },\n { name: \"quantity\", serverDataType: \"long\" },\n { name: \"ric\", serverDataType: \"string\" },\n { name: \"scenario\", serverDataType: \"string\" },\n { name: \"side\", serverDataType: \"string\" },\n { name: \"status\", serverDataType: \"string\" },\n { name: \"venue\", serverDataType: \"string\" },\n { name: \"weighting\", serverDataType: \"double\" },\n ],\n key: \"instanceIdRic\",\n table: { module: \"BASKET\", table: \"basketTradingConstituentJoin\" },\n },\n priceStrategyType: {\n columns: [\n { name: \"priceStrategy\", serverDataType: \"string\" },\n { name: \"id\", serverDataType: \"int\" },\n ],\n key: \"\",\n table: { module: \"BASKET\", table: \"priceStrategyType\" },\n },\n};\n\nexport type BasketVuuTable = {\n module: \"BASKET\";\n table: BasketsTableName;\n};\n\nexport const isBasketTable = (table: VuuTable): table is BasketVuuTable =>\n table.module === 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@@ -1,38 +0,0 @@
1
- import ftse from './ftse100.js';
2
- import nasdaq from './nasdaq100.js';
3
- import sp500 from './sp500.js';
4
- import hsi from './hsi.js';
5
-
6
- const basketConstituentData = [];
7
- for (const row of ftse) {
8
- const [ric, name, lastTrade, change, volume] = row;
9
- const basketId = ".FTSE100";
10
- const side = "BUY";
11
- const weighting = 1;
12
- basketConstituentData.push([basketId, change, name, lastTrade, ric, `${ric}-${basketId}`, side, volume, weighting]);
13
- }
14
- for (const row of hsi) {
15
- const [name, ric, lastTrade, change, , volume] = row;
16
- const basketId = ".HSI";
17
- const side = "BUY";
18
- const weighting = 1;
19
- basketConstituentData.push([basketId, change, name, lastTrade, ric, `${ric}-${basketId}`, side, volume, weighting]);
20
- }
21
- for (const row of nasdaq) {
22
- const [name, ric, weighting, lastTrade, change] = row;
23
- const basketId = ".NASDAQ100";
24
- const side = "BUY";
25
- const volume = 1e3;
26
- basketConstituentData.push([basketId, change, name, lastTrade, ric, `${ric}-${basketId}`, side, volume, weighting]);
27
- }
28
- for (const row of sp500) {
29
- const [name, ric, weighting, , change] = row;
30
- const basketId = ".SP500";
31
- const side = "BUY";
32
- const volume = 1e3;
33
- const lastTrade = 0;
34
- basketConstituentData.push([basketId, change, name, lastTrade, ric, `${ric}-${basketId}`, side, volume, weighting]);
35
- }
36
-
37
- export { basketConstituentData as default };
38
- //# sourceMappingURL=constituents.js.map
@@ -1 +0,0 @@
1
- {"version":3,"file":"constituents.js","sources":["../../../../../packages/vuu-data-test/src/basket/reference-data/constituents.ts"],"sourcesContent":["import ftse from \"./ftse100\";\nimport nasdaq from \"./nasdaq100\";\nimport sp500 from \"./sp500\";\nimport hsi from \"./hsi\";\nimport { VuuRowDataItemType } from \"@vuu-ui/vuu-protocol-types\";\n\nconst basketConstituentData = [];\nfor (const row of ftse) {\n // prettier-ignore\n const [ric, name, lastTrade, change, volume] = row;\n const basketId = \".FTSE100\";\n const side = \"BUY\";\n const weighting = 1;\n // prettier-ignore\n basketConstituentData.push([ basketId, change, name, lastTrade, ric, `${ric}-${basketId}`, side, volume, weighting ]);\n}\n\nfor (const row of hsi) {\n // prettier-ignore\n const [name, ric, lastTrade, change, , volume] = row;\n const basketId = \".HSI\";\n const side = \"BUY\";\n const weighting = 1;\n // prettier-ignore\n basketConstituentData.push([basketId,change,name, lastTrade,ric,`${ric}-${basketId}`,side,volume,weighting ]);\n}\n\nfor (const row of nasdaq) {\n // prettier-ignore\n const [name, ric, weighting, lastTrade, change] = row;\n const basketId = \".NASDAQ100\";\n const side = \"BUY\";\n const volume = 1000;\n // prettier-ignore\n basketConstituentData.push([ basketId, change, name, lastTrade, ric, `${ric}-${basketId}`, side, volume, weighting ]);\n}\n\nfor (const row of sp500) {\n // prettier-ignore\n const [name, ric, weighting,,change] = row;\n const basketId = \".SP500\";\n const side = \"BUY\";\n const volume = 1000;\n const lastTrade = 0;\n // prettier-ignore\n basketConstituentData.push([ basketId, change, name, lastTrade, ric, `${ric}-${basketId}`, side, volume, weighting ]);\n}\n\nexport default basketConstituentData as VuuRowDataItemType[][];\n"],"names":[],"mappings":";;;;;AAMA,MAAM,wBAAwB;AAC9B,KAAA,MAAW,OAAO,IAAM,EAAA;AAEtB,EAAA,MAAM,CAAC,GAAK,EAAA,IAAA,EAAM,SAAW,EAAA,MAAA,EAAQ,MAAM,CAAI,GAAA,GAAA;AAC/C,EAAA,MAAM,QAAW,GAAA,UAAA;AACjB,EAAA,MAAM,IAAO,GAAA,KAAA;AACb,EAAA,MAAM,SAAY,GAAA,CAAA;AAElB,EAAA,qBAAA,CAAsB,IAAK,CAAA,CAAE,QAAU,EAAA,MAAA,EAAQ,MAAM,SAAW,EAAA,GAAA,EAAK,CAAG,EAAA,GAAG,IAAI,QAAQ,CAAA,CAAA,EAAI,IAAM,EAAA,MAAA,EAAQ,SAAU,CAAC,CAAA;AACtH;AAEA,KAAA,MAAW,OAAO,GAAK,EAAA;AAErB,EAAA,MAAM,CAAC,IAAM,EAAA,GAAA,EAAK,WAAW,MAAQ,IAAE,MAAM,CAAI,GAAA,GAAA;AACjD,EAAA,MAAM,QAAW,GAAA,MAAA;AACjB,EAAA,MAAM,IAAO,GAAA,KAAA;AACb,EAAA,MAAM,SAAY,GAAA,CAAA;AAElB,EAAA,qBAAA,CAAsB,IAAK,CAAA,CAAC,QAAS,EAAA,MAAA,EAAO,MAAM,SAAU,EAAA,GAAA,EAAI,CAAG,EAAA,GAAG,IAAI,QAAQ,CAAA,CAAA,EAAG,IAAK,EAAA,MAAA,EAAO,SAAU,CAAC,CAAA;AAC9G;AAEA,KAAA,MAAW,OAAO,MAAQ,EAAA;AAExB,EAAA,MAAM,CAAC,IAAM,EAAA,GAAA,EAAK,SAAW,EAAA,SAAA,EAAW,MAAM,CAAI,GAAA,GAAA;AAClD,EAAA,MAAM,QAAW,GAAA,YAAA;AACjB,EAAA,MAAM,IAAO,GAAA,KAAA;AACb,EAAA,MAAM,MAAS,GAAA,GAAA;AAEf,EAAA,qBAAA,CAAsB,IAAK,CAAA,CAAE,QAAU,EAAA,MAAA,EAAQ,MAAM,SAAW,EAAA,GAAA,EAAK,CAAG,EAAA,GAAG,IAAI,QAAQ,CAAA,CAAA,EAAI,IAAM,EAAA,MAAA,EAAQ,SAAU,CAAC,CAAA;AACtH;AAEA,KAAA,MAAW,OAAO,KAAO,EAAA;AAEvB,EAAA,MAAM,CAAC,IAAM,EAAA,GAAA,EAAK,SAAU,IAAC,MAAM,CAAI,GAAA,GAAA;AACvC,EAAA,MAAM,QAAW,GAAA,QAAA;AACjB,EAAA,MAAM,IAAO,GAAA,KAAA;AACb,EAAA,MAAM,MAAS,GAAA,GAAA;AACf,EAAA,MAAM,SAAY,GAAA,CAAA;AAElB,EAAA,qBAAA,CAAsB,IAAK,CAAA,CAAE,QAAU,EAAA,MAAA,EAAQ,MAAM,SAAW,EAAA,GAAA,EAAK,CAAG,EAAA,GAAG,IAAI,QAAQ,CAAA,CAAA,EAAI,IAAM,EAAA,MAAA,EAAQ,SAAU,CAAC,CAAA;AACtH;;;;"}