@vuu-ui/vuu-data-test 2.1.19-beta.2 → 2.1.19-beta.3

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

@@ -0,0 +1,293 @@
+import { generateCusip } from './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();
+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);
+};
+
+export { isinGenerator };
+//# sourceMappingURL=index.js.map

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

@@ -0,0 +1 @@
+{"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 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package/esm/simul/reference-data/isin-generator/is-odd.js

@@ -0,0 +1,4 @@
+const isOdd = (value) => value % 2 === 1;
+
+export { isOdd };
+//# sourceMappingURL=is-odd.js.map

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

@@ -0,0 +1 @@
+{"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/esm/simul/reference-data/locations.js

@@ -0,0 +1,14 @@
+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"];
+
+export { locations, suffixes };
+//# sourceMappingURL=locations.js.map

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

@@ -0,0 +1 @@
+{"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/esm/simul/reference-data/lotsizes.js

@@ -0,0 +1,26 @@
+const lotsizes = [
+  1,
+  2,
+  5,
+  10,
+  50,
+  50,
+  70,
+  100,
+  100,
+  100,
+  120,
+  150,
+  150,
+  200,
+  500,
+  700,
+  1e3,
+  2e3,
+  2500,
+  5e3,
+  1e4
+];
+
+export { lotsizes };
+//# sourceMappingURL=lotsizes.js.map

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

@@ -0,0 +1 @@
+{"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/esm/simul/reference-data/orderStatus.js

@@ -0,0 +1,4 @@
+const orderStatus = ["NEW", "CANCELLED", "FILLED"];
+
+export { orderStatus };
+//# sourceMappingURL=orderStatus.js.map

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

@@ -0,0 +1 @@
+{"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/esm/simul/reference-data/orders.js

@@ -0,0 +1,52 @@
+import { currencies } from './currencies.js';
+import { getRic } from './instruments.js';
+import { random } from '../../data-utils.js';
+import { buildDataColumnMap } from '../../Table.js';
+import { schemas } from '../simul-schemas.js';
+import { sides } from './sides.js';
+import tableContainer from '../../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[random(0, orderStatus.length - 1)];
+  const ccy = currencies[random(0, currencies.length - 1)];
+  const created = now;
+  const lastUpdate = now;
+  const orderId = `ORD${("0000" + i).slice(-4)}`;
+  const quantity = random(1e3, 1e4);
+  const filledQuantity = isComplete(status) ? quantity : status === "New" ? 0 : random(0, quantity);
+  const ric = getRic("AAP.L");
+  const side = sides[random(0, sides.length - 1)];
+  const trader = traders[random(0, traders.length - 1)];
+  ordersData.push([
+    status,
+    ccy,
+    created,
+    filledQuantity,
+    lastUpdate,
+    orderId,
+    quantity,
+    ric,
+    side,
+    trader
+  ]);
+}
+const ordersTable = tableContainer.createTable(
+  schemas.orders,
+  ordersData,
+  buildDataColumnMap(schemas, "orders")
+);
+
+export { ordersData, ordersTable };
+//# sourceMappingURL=orders.js.map

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

@@ -0,0 +1 @@
+{"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":[],"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,CAAA,MAAA,CAAO,GAAG,WAAY,CAAA,MAAA,GAAS,CAAC,CAAC,CAAA;AAC5D,EAAA,MAAM,MAAM,UAAW,CAAA,MAAA,CAAO,GAAG,UAAW,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,GAAW,MAAO,CAAA,GAAA,EAAM,GAAK,CAAA;AACnC,EAAM,MAAA,cAAA,GAAiB,UAAW,CAAA,MAAM,CACpC,GAAA,QAAA,GACA,WAAW,KACT,GAAA,CAAA,GACA,MAAO,CAAA,CAAA,EAAG,QAAQ,CAAA;AACxB,EAAM,MAAA,GAAA,GAAM,OAAO,OAAO,CAAA;AAC1B,EAAA,MAAM,OAAO,KAAM,CAAA,MAAA,CAAO,GAAG,KAAM,CAAA,MAAA,GAAS,CAAC,CAAC,CAAA;AAC9C,EAAA,MAAM,SAAS,OAAQ,CAAA,MAAA,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,cAAe,CAAA,WAAA;AAAA,EACxC,OAAQ,CAAA,MAAA;AAAA,EACR,UAAA;AAAA,EACA,kBAAA,CAAmB,SAAS,QAAQ;AACtC;;;;"}

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

@@ -0,0 +1,141 @@
+import { Clock } from '@vuu-ui/vuu-utils';
+import tableContainer from '../../core/table/TableContainer.js';
+import { random } from '../../data-utils.js';
+import { buildDataColumnMap } from '../../Table.js';
+import { schemas } from '../simul-schemas.js';
+import { accounts } from './accounts.js';
+import { algos } from './algos.js';
+import { instrumentsData } from './instruments.js';
+import { orderStatus } from './orderStatus.js';
+import { sides } from './sides.js';
+
+const instrumentMap = buildDataColumnMap(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 Clock().goBack(120, "minutes");
+const parentOrdersTable = tableContainer.createTable(
+  schemas.parentOrders,
+  [],
+  buildDataColumnMap(schemas, "parentOrders")
+);
+const childOrdersTable = tableContainer.createTable(
+  schemas.childOrders,
+  [],
+  buildDataColumnMap(schemas, "childOrders")
+);
+let parentOrderCount = 0;
+let childOrderCount = 0;
+let notifyNewOrders = false;
+function createParentAndChildOrders() {
+  parentOrderCount += 1;
+  const instrument = instrumentsData[random(0, instrumentsData.length - 1)];
+  const orderQuantity = 1e3 * random(1, 100);
+  const orderStatus$1 = orderStatus[random(0, orderStatus.length - 1)];
+  const filledQty = orderStatus$1 === "FILLED" ? orderQuantity : orderStatus$1 === "NEW" ? 0 : orderQuantity - random(100, orderQuantity);
+  const openQty = orderQuantity - filledQty;
+  const account = accounts[random(0, accounts.length - 1)];
+  const algo = algos[random(0, 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[random(0, sides.length - 1)];
+  const status = orderStatus$1;
+  const volLimit = 100;
+  const lastUpdate = clock.now;
+  const created = clock.now;
+  const numberOfChildOrders = random(
+    0,
+    avgChildOrderPerOrder * 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[random(0, orderStatus.length - 1)];
+    const childFilledQty = orderStatus$1 === "FILLED" ? childOrderQuantity : childOrderStatus === "NEW" ? 0 : childOrderQuantity - 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(random(0, 100));
+    createParentAndChildOrders();
+  }
+}
+let newOrderInterval = void 0;
+function startGeneratingNewOrders() {
+  newOrderInterval = setInterval(createParentAndChildOrders, 100);
+}
+function stopGeneratingNewOrders() {
+  clearInterval(newOrderInterval);
+}
+createInitialOrders();
+clock.showCurrentTime = true;
+notifyNewOrders = true;
+
+export { childOrdersTable, parentOrdersTable, startGeneratingNewOrders, stopGeneratingNewOrders };
+//# sourceMappingURL=parent-child-orders.js.map

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

@@ -0,0 +1 @@
+{"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      ],\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    ],\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":["orderStatus","statusValues","averagePrice","lastUpdate","price"],"mappings":";;;;;;;;;;;AAWA,MAAM,aAAA,GAAgB,kBAAmB,CAAA,OAAA,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,IAAI,KAAA,EAAQ,CAAA,MAAA,CAAO,KAAK,SAAS,CAAA;AAGxC,MAAM,oBAAoB,cAAe,CAAA,WAAA;AAAA,EAC9C,OAAQ,CAAA,YAAA;AAAA,EACR,EAAC;AAAA,EACD,kBAAA,CAAmB,SAAS,cAAc;AAC5C;AAEO,MAAM,mBAAmB,cAAe,CAAA,WAAA;AAAA,EAC7C,OAAQ,CAAA,WAAA;AAAA,EACR,EAAC;AAAA,EACD,kBAAA,CAAmB,SAAS,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,aAAa,eAAgB,CAAA,MAAA,CAAO,GAAG,eAAgB,CAAA,MAAA,GAAS,CAAC,CAAC,CAAA;AACxE,EAAA,MAAM,aAAgB,GAAA,GAAA,GAAO,MAAO,CAAA,CAAA,EAAG,GAAG,CAAA;AAC1C,EAAA,MAAMA,gBAAcC,WAAa,CAAA,MAAA,CAAO,GAAGA,WAAa,CAAA,MAAA,GAAS,CAAC,CAAC,CAAA;AACnE,EAAM,MAAA,SAAA,GACJD,aAAgB,KAAA,QAAA,GACZ,aACA,GAAAA,aAAA,KAAgB,QACd,CACA,GAAA,aAAA,GAAgB,MAAO,CAAA,GAAA,EAAK,aAAa,CAAA;AACjD,EAAA,MAAM,UAAU,aAAgB,GAAA,SAAA;AAChC,EAAA,MAAM,UAAU,QAAS,CAAA,MAAA,CAAO,GAAG,QAAS,CAAA,MAAA,GAAS,CAAC,CAAC,CAAA;AACvD,EAAA,MAAM,OAAO,KAAM,CAAA,MAAA,CAAO,GAAG,KAAM,CAAA,MAAA,GAAS,CAAC,CAAC,CAAA;AAC9C,EAAA,MAAM,YAAe,GAAA,CAAA;AACrB,EAAA,MAAM,GAAM,GAAA,KAAA;AACZ,EAAM,MAAA,QAAA,GAAW,UAAW,CAAA,aAAA,CAAc,QAAQ,CAAA;AAClD,EAAA,MAAM,kBAAqB,GAAA,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,OAAO,KAAM,CAAA,MAAA,CAAO,GAAG,KAAM,CAAA,MAAA,GAAS,CAAC,CAAC,CAAA;AAC9C,EAAA,MAAM,MAAS,GAAAA,aAAA;AACf,EAAA,MAAM,QAAW,GAAA,GAAA;AACjB,EAAA,MAAM,aAAa,KAAM,CAAA,GAAA;AACzB,EAAA,MAAM,UAAU,KAAM,CAAA,GAAA;AAEtB,EAAA,MAAM,mBAAsB,GAAA,MAAA;AAAA,IAC1B,CAAA;AAAA,IACA,qBAAA,GAAwB,MAAO,CAAA,CAAA,EAAG,gBAAgB;AAAA,GACpD;AAEA,EAAA,IAAI,YAAe,GAAA,aAAA;AACnB,EAAA,KAAA,IAAS,CAAI,GAAA,CAAA,EAAG,CAAI,GAAA,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,mBAAmBC,WAAa,CAAA,MAAA,CAAO,GAAGA,WAAa,CAAA,MAAA,GAAS,CAAC,CAAC,CAAA;AACxE,IAAM,MAAA,cAAA,GACJD,aAAgB,KAAA,QAAA,GACZ,kBACA,GAAA,gBAAA,KAAqB,QACnB,CACA,GAAA,kBAAA,GAAqB,MAAO,CAAA,GAAA,EAAK,kBAAkB,CAAA;AAC3D,IAAA,MAAM,eAAe,kBAAqB,GAAA,cAAA;AAC1C,IAAA,MAAME,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,OAAA;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,OAAA;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,CAAA,MAAA,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;;;;"}