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

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

@@ -1,280 +0,0 @@
-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 isin_generator_cusip = generateCusip();
-const generateIsin = (cusip)=>{
-    const code = countryCodes[Math.floor(Math.random() * countryCodes.length)];
-    const isin = code + cusip + generateIsinCheckDigit(code + cusip + "0");
-    return isin;
-};
-const generateIsinCheckDigit = (isin)=>{
-    if (12 != isin.length) 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 = 2 * v[i];
-        sum += Math.floor(d / 10);
-        sum += d % 10;
-    } else sum += v[i];
-    return (10 - sum % 10) % 10;
-};
-const isinGenerator = ()=>generateIsin(isin_generator_cusip);
-export { isinGenerator };

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

@@ -1,2 +0,0 @@
-const isOdd = (value)=>value % 2 === 1;
-export { isOdd };

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

@@ -1,45 +0,0 @@
-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 };

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

@@ -1,24 +0,0 @@
-const lotsizes = [
-    1,
-    2,
-    5,
-    10,
-    50,
-    50,
-    70,
-    100,
-    100,
-    100,
-    120,
-    150,
-    150,
-    200,
-    500,
-    700,
-    1000,
-    2000,
-    2500,
-    5000,
-    10000
-];
-export { lotsizes };

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

@@ -1,6 +0,0 @@
-const orderStatus = [
-    "NEW",
-    "CANCELLED",
-    "FILLED"
-];
-export { orderStatus };

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

@@ -1,64 +0,0 @@
-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 OrderColumnMap = {
-    ccy: 0,
-    created: 1,
-    filledQuantity: 2,
-    lastUpdate: 3,
-    orderId: 4,
-    quantity: 5,
-    ric: 6,
-    side: 7,
-    trader: 8
-};
-const ordersData = [];
-const now = +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(1000, 10000);
-    const filledQuantity = isComplete(status) ? quantity : "New" === status ? 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 { OrderColumnMap, ordersData, ordersTable };

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

@@ -1,117 +0,0 @@
-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 as external_orderStatus_js_orderStatus } from "./orderStatus.js";
-import { sides } from "./sides.js";
-const instrumentMap = buildDataColumnMap(schemas, "instruments");
-const PARENT_ORDER_COUNT = 5000;
-const CHILD_ORDER_COUNT = 20000;
-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 = 1000 * random(1, 100);
-    const orderStatus = external_orderStatus_js_orderStatus[random(0, external_orderStatus_js_orderStatus.length - 1)];
-    const filledQty = "FILLED" === orderStatus ? orderQuantity : "NEW" === orderStatus ? 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;
-    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 = external_orderStatus_js_orderStatus[random(0, external_orderStatus_js_orderStatus.length - 1)];
-        const childFilledQty = "FILLED" === orderStatus ? childOrderQuantity : "NEW" === childOrderStatus ? 0 : childOrderQuantity - random(100, childOrderQuantity);
-        const childOpenQty = childOrderQuantity - childFilledQty;
-        const averagePrice = 0;
-        const childIdAsInt = childOrderCount;
-        const childId = childOrderCount.toString().padStart(10, "0");
-        const lastUpdate = 0;
-        const price = 100;
-        const strategy = 0;
-        childOrdersTable.insert([
-            account,
-            averagePrice,
-            ccy,
-            exchange,
-            childFilledQty,
-            childId,
-            childIdAsInt,
-            childOpenQty,
-            parentOrderId,
-            price,
-            childOrderQuantity,
-            ric,
-            side,
-            childOrderStatus,
-            strategy,
-            volLimit,
-            lastUpdate,
-            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;
-function startGeneratingNewOrders() {
-    newOrderInterval = setInterval(createParentAndChildOrders, 100);
-}
-function stopGeneratingNewOrders() {
-    clearInterval(newOrderInterval);
-}
-createInitialOrders();
-clock.showCurrentTime = true;
-notifyNewOrders = true;
-export { childOrdersTable, parentOrdersTable, startGeneratingNewOrders, stopGeneratingNewOrders };

package/src/simul/reference-data/priceStrategies.js

@@ -1,8 +0,0 @@
-const priceStrategies = [
-    "Peg to near touch",
-    "Limit",
-    "Strategy 3",
-    "Strategy 4",
-    "Strategy 5"
-];
-export { priceStrategies };

package/src/simul/reference-data/prices.js

@@ -1,78 +0,0 @@
-import { buildDataColumnMap } from "../../Table.js";
-import { BaseUpdateGenerator } from "../../UpdateGenerator.js";
-import { schemas } from "../simul-schemas.js";
-import { InstrumentColumnMap, instrumentsData } from "./instruments.js";
-import { random } from "../../data-utils.js";
-import constituents from "../../basket/reference-data/constituents.js";
-import TableContainer from "../../core/table/TableContainer.js";
-const { bid: prices_bid, bidSize: prices_bidSize, ask: prices_ask, askSize: prices_askSize } = buildDataColumnMap(schemas, "prices");
-const pricesUpdateGenerator = new BaseUpdateGenerator({
-    bid: prices_bid,
-    bidSize: prices_bidSize,
-    ask: prices_ask,
-    askSize: prices_askSize
-});
-const now = Date.now();
-const prices_lastUpdate = now;
-const prices_created = now;
-const pricesData = instrumentsData.map((instrument)=>{
-    const spread = random(0, 10);
-    const ric = instrument[InstrumentColumnMap.ric];
-    const priceSeed = 100;
-    const ask = priceSeed + spread / 2;
-    const askSize = random(1000, 3000);
-    const bid = priceSeed - spread / 2;
-    const bidSize = random(1000, 3000);
-    const close = priceSeed + random(0, 1) / 10;
-    const last = priceSeed + random(0, 1) / 10;
-    const open = priceSeed + random(0, 1) / 10;
-    const phase = "C";
-    const scenario = "close";
-    const lastUpdate = now;
-    const created = now;
-    return [
-        ask,
-        askSize,
-        bid,
-        bidSize,
-        close,
-        last,
-        open,
-        phase,
-        ric,
-        scenario,
-        lastUpdate,
-        created
-    ];
-});
-for (const [, , , lastTrade, ric] of constituents){
-    const priceSeed = parseFloat(String(lastTrade));
-    if (!isNaN(priceSeed)) {
-        const spread = random(0, 10);
-        const ask = priceSeed + spread / 2;
-        const askSize = random(1000, 3000);
-        const bid = priceSeed - spread / 2;
-        const bidSize = random(1000, 3000);
-        const close = priceSeed + random(0, 1) / 10;
-        const last = priceSeed + random(0, 1) / 10;
-        const open = priceSeed + random(0, 1) / 10;
-        const phase = "C";
-        const scenario = "close";
-        pricesData.push([
-            ask,
-            askSize,
-            bid,
-            bidSize,
-            close,
-            last,
-            open,
-            phase,
-            ric,
-            scenario,
-            prices_lastUpdate,
-            prices_created
-        ]);
-    }
-}
-const pricesTable = TableContainer.createTable(schemas.prices, pricesData, buildDataColumnMap(schemas, "prices"), pricesUpdateGenerator);
-export { pricesData, pricesTable };

package/src/simul/reference-data/sides.js

@@ -1,5 +0,0 @@
-const sides = [
-    "BUY",
-    "SELL"
-];
-export { sides };