@vuu-ui/vuu-data-test 2.1.19-beta.2 → 2.1.19-beta.4
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.
- package/cjs/ArrayProxy.js +72 -0
- package/cjs/ArrayProxy.js.map +1 -0
- package/cjs/RuntimeVisualLink.js +73 -0
- package/cjs/RuntimeVisualLink.js.map +1 -0
- package/cjs/SessionTable.js +98 -0
- package/cjs/SessionTable.js.map +1 -0
- package/cjs/Table.js +128 -0
- package/cjs/Table.js.map +1 -0
- package/cjs/TickingArrayDataSource.js +404 -0
- package/cjs/TickingArrayDataSource.js.map +1 -0
- package/cjs/UpdateGenerator.js +94 -0
- package/cjs/UpdateGenerator.js.map +1 -0
- package/cjs/basket/BasketModule.js +282 -0
- package/cjs/basket/BasketModule.js.map +1 -0
- package/cjs/basket/basket-schemas.js +123 -0
- package/cjs/basket/basket-schemas.js.map +1 -0
- package/cjs/basket/reference-data/constituents.js +40 -0
- package/cjs/basket/reference-data/constituents.js.map +1 -0
- package/cjs/basket/reference-data/ftse100.js +105 -0
- package/cjs/basket/reference-data/ftse100.js.map +1 -0
- package/cjs/basket/reference-data/hsi.js +87 -0
- package/cjs/basket/reference-data/hsi.js.map +1 -0
- package/cjs/basket/reference-data/nasdaq100.js +108 -0
- package/cjs/basket/reference-data/nasdaq100.js.map +1 -0
- package/cjs/basket/reference-data/sp500.js +46 -0
- package/cjs/basket/reference-data/sp500.js.map +1 -0
- package/cjs/core/module/ModuleContainer.js +43 -0
- package/cjs/core/module/ModuleContainer.js.map +1 -0
- package/cjs/core/module/VuuModule.js +812 -0
- package/cjs/core/module/VuuModule.js.map +1 -0
- package/cjs/core/table/TableContainer.js +139 -0
- package/cjs/core/table/TableContainer.js.map +1 -0
- package/cjs/data-utils.js +55 -0
- package/cjs/data-utils.js.map +1 -0
- package/cjs/default-column-definitions.js +10 -0
- package/cjs/default-column-definitions.js.map +1 -0
- package/cjs/index.js +46 -0
- package/cjs/index.js.map +1 -0
- package/cjs/local-datasource-provider/LocalDatasourceProvider.js +70 -0
- package/cjs/local-datasource-provider/LocalDatasourceProvider.js.map +1 -0
- package/cjs/makeSuggestions.js +26 -0
- package/cjs/makeSuggestions.js.map +1 -0
- package/cjs/schemas.js +28 -0
- package/cjs/schemas.js.map +1 -0
- package/cjs/session-table-utils.js +12 -0
- package/cjs/session-table-utils.js.map +1 -0
- package/cjs/simul/SimulModule.js +187 -0
- package/cjs/simul/SimulModule.js.map +1 -0
- package/cjs/simul/reference-data/accounts.js +27 -0
- package/cjs/simul/reference-data/accounts.js.map +1 -0
- package/cjs/simul/reference-data/algos.js +6 -0
- package/cjs/simul/reference-data/algos.js.map +1 -0
- package/cjs/simul/reference-data/currencies.js +6 -0
- package/cjs/simul/reference-data/currencies.js.map +1 -0
- package/cjs/simul/reference-data/instruments-extended.js +19 -0
- package/cjs/simul/reference-data/instruments-extended.js.map +1 -0
- package/cjs/simul/reference-data/instruments.js +87 -0
- package/cjs/simul/reference-data/instruments.js.map +1 -0
- package/cjs/simul/reference-data/isin-generator/convert-string-to-base-ten-number.js +6 -0
- package/cjs/simul/reference-data/isin-generator/convert-string-to-base-ten-number.js.map +1 -0
- package/cjs/simul/reference-data/isin-generator/fixtures/alphabet.js +31 -0
- package/cjs/simul/reference-data/isin-generator/fixtures/alphabet.js.map +1 -0
- package/cjs/simul/reference-data/isin-generator/fixtures/alphanumeric-values.js +9 -0
- package/cjs/simul/reference-data/isin-generator/fixtures/alphanumeric-values.js.map +1 -0
- package/cjs/simul/reference-data/isin-generator/fixtures/base-ten-numbers.js +17 -0
- package/cjs/simul/reference-data/isin-generator/fixtures/base-ten-numbers.js.map +1 -0
- package/cjs/simul/reference-data/isin-generator/generate-cusip-check-code.js +24 -0
- package/cjs/simul/reference-data/isin-generator/generate-cusip-check-code.js.map +1 -0
- package/cjs/simul/reference-data/isin-generator/generate-cusip-without-check-code.js +13 -0
- package/cjs/simul/reference-data/isin-generator/generate-cusip-without-check-code.js.map +1 -0
- package/cjs/simul/reference-data/isin-generator/generate-cusip.js +13 -0
- package/cjs/simul/reference-data/isin-generator/generate-cusip.js.map +1 -0
- package/cjs/simul/reference-data/isin-generator/generate-random-alphanumeric.js +8 -0
- package/cjs/simul/reference-data/isin-generator/generate-random-alphanumeric.js.map +1 -0
- package/cjs/simul/reference-data/isin-generator/generate-random-base-ten-number.js +6 -0
- package/cjs/simul/reference-data/isin-generator/generate-random-base-ten-number.js.map +1 -0
- package/cjs/simul/reference-data/isin-generator/generate-random-string-of-alphanumeric-chars.js +14 -0
- package/cjs/simul/reference-data/isin-generator/generate-random-string-of-alphanumeric-chars.js.map +1 -0
- package/cjs/simul/reference-data/isin-generator/generate-random-string-of-base-ten-chars.js +14 -0
- package/cjs/simul/reference-data/isin-generator/generate-random-string-of-base-ten-chars.js.map +1 -0
- package/cjs/simul/reference-data/isin-generator/index.js +295 -0
- package/cjs/simul/reference-data/isin-generator/index.js.map +1 -0
- package/cjs/simul/reference-data/isin-generator/is-odd.js +6 -0
- package/cjs/simul/reference-data/isin-generator/is-odd.js.map +1 -0
- package/cjs/simul/reference-data/locations.js +17 -0
- package/cjs/simul/reference-data/locations.js.map +1 -0
- package/cjs/simul/reference-data/lotsizes.js +28 -0
- package/cjs/simul/reference-data/lotsizes.js.map +1 -0
- package/cjs/simul/reference-data/orderStatus.js +6 -0
- package/cjs/simul/reference-data/orderStatus.js.map +1 -0
- package/cjs/simul/reference-data/orders.js +55 -0
- package/cjs/simul/reference-data/orders.js.map +1 -0
- package/cjs/simul/reference-data/parent-child-orders.js +146 -0
- package/cjs/simul/reference-data/parent-child-orders.js.map +1 -0
- package/cjs/simul/reference-data/prices.js +91 -0
- package/cjs/simul/reference-data/prices.js.map +1 -0
- package/cjs/simul/reference-data/sides.js +6 -0
- package/cjs/simul/reference-data/sides.js.map +1 -0
- package/cjs/simul/simul-schemas.js +148 -0
- package/cjs/simul/simul-schemas.js.map +1 -0
- package/cjs/test/TestModule.js +190 -0
- package/cjs/test/TestModule.js.map +1 -0
- package/cjs/vuu-row-generator.js +74 -0
- package/cjs/vuu-row-generator.js.map +1 -0
- package/esm/ArrayProxy.js +70 -0
- package/esm/ArrayProxy.js.map +1 -0
- package/esm/RuntimeVisualLink.js +71 -0
- package/esm/RuntimeVisualLink.js.map +1 -0
- package/esm/SessionTable.js +95 -0
- package/esm/SessionTable.js.map +1 -0
- package/esm/Table.js +124 -0
- package/esm/Table.js.map +1 -0
- package/esm/TickingArrayDataSource.js +402 -0
- package/esm/TickingArrayDataSource.js.map +1 -0
- package/esm/UpdateGenerator.js +92 -0
- package/esm/UpdateGenerator.js.map +1 -0
- package/esm/basket/BasketModule.js +278 -0
- package/esm/basket/BasketModule.js.map +1 -0
- package/esm/basket/basket-schemas.js +120 -0
- package/esm/basket/basket-schemas.js.map +1 -0
- package/esm/basket/reference-data/constituents.js +38 -0
- package/esm/basket/reference-data/constituents.js.map +1 -0
- package/esm/basket/reference-data/ftse100.js +103 -0
- package/esm/basket/reference-data/ftse100.js.map +1 -0
- package/esm/basket/reference-data/hsi.js +85 -0
- package/esm/basket/reference-data/hsi.js.map +1 -0
- package/esm/basket/reference-data/nasdaq100.js +106 -0
- package/esm/basket/reference-data/nasdaq100.js.map +1 -0
- package/esm/basket/reference-data/sp500.js +44 -0
- package/esm/basket/reference-data/sp500.js.map +1 -0
- package/esm/core/module/ModuleContainer.js +41 -0
- package/esm/core/module/ModuleContainer.js.map +1 -0
- package/esm/core/module/VuuModule.js +810 -0
- package/esm/core/module/VuuModule.js.map +1 -0
- package/esm/core/table/TableContainer.js +137 -0
- package/esm/core/table/TableContainer.js.map +1 -0
- package/esm/data-utils.js +50 -0
- package/esm/data-utils.js.map +1 -0
- package/esm/default-column-definitions.js +8 -0
- package/esm/default-column-definitions.js.map +1 -0
- package/esm/index.js +16 -0
- package/esm/index.js.map +1 -0
- package/esm/local-datasource-provider/LocalDatasourceProvider.js +68 -0
- package/esm/local-datasource-provider/LocalDatasourceProvider.js.map +1 -0
- package/esm/makeSuggestions.js +24 -0
- package/esm/makeSuggestions.js.map +1 -0
- package/esm/schemas.js +24 -0
- package/esm/schemas.js.map +1 -0
- package/esm/session-table-utils.js +10 -0
- package/esm/session-table-utils.js.map +1 -0
- package/esm/simul/SimulModule.js +184 -0
- package/esm/simul/SimulModule.js.map +1 -0
- package/esm/simul/reference-data/accounts.js +25 -0
- package/esm/simul/reference-data/accounts.js.map +1 -0
- package/esm/simul/reference-data/algos.js +4 -0
- package/esm/simul/reference-data/algos.js.map +1 -0
- package/esm/simul/reference-data/currencies.js +4 -0
- package/esm/simul/reference-data/currencies.js.map +1 -0
- package/esm/simul/reference-data/instruments-extended.js +17 -0
- package/esm/simul/reference-data/instruments-extended.js.map +1 -0
- package/esm/simul/reference-data/instruments.js +82 -0
- package/esm/simul/reference-data/instruments.js.map +1 -0
- package/esm/simul/reference-data/isin-generator/convert-string-to-base-ten-number.js +4 -0
- package/esm/simul/reference-data/isin-generator/convert-string-to-base-ten-number.js.map +1 -0
- package/esm/simul/reference-data/isin-generator/fixtures/alphabet.js +29 -0
- package/esm/simul/reference-data/isin-generator/fixtures/alphabet.js.map +1 -0
- package/esm/simul/reference-data/isin-generator/fixtures/alphanumeric-values.js +7 -0
- package/esm/simul/reference-data/isin-generator/fixtures/alphanumeric-values.js.map +1 -0
- package/esm/simul/reference-data/isin-generator/fixtures/base-ten-numbers.js +15 -0
- package/esm/simul/reference-data/isin-generator/fixtures/base-ten-numbers.js.map +1 -0
- package/esm/simul/reference-data/isin-generator/generate-cusip-check-code.js +22 -0
- package/esm/simul/reference-data/isin-generator/generate-cusip-check-code.js.map +1 -0
- package/esm/simul/reference-data/isin-generator/generate-cusip-without-check-code.js +11 -0
- package/esm/simul/reference-data/isin-generator/generate-cusip-without-check-code.js.map +1 -0
- package/esm/simul/reference-data/isin-generator/generate-cusip.js +11 -0
- package/esm/simul/reference-data/isin-generator/generate-cusip.js.map +1 -0
- package/esm/simul/reference-data/isin-generator/generate-random-alphanumeric.js +6 -0
- package/esm/simul/reference-data/isin-generator/generate-random-alphanumeric.js.map +1 -0
- package/esm/simul/reference-data/isin-generator/generate-random-base-ten-number.js +4 -0
- package/esm/simul/reference-data/isin-generator/generate-random-base-ten-number.js.map +1 -0
- package/esm/simul/reference-data/isin-generator/generate-random-string-of-alphanumeric-chars.js +12 -0
- package/esm/simul/reference-data/isin-generator/generate-random-string-of-alphanumeric-chars.js.map +1 -0
- package/esm/simul/reference-data/isin-generator/generate-random-string-of-base-ten-chars.js +12 -0
- package/esm/simul/reference-data/isin-generator/generate-random-string-of-base-ten-chars.js.map +1 -0
- package/esm/simul/reference-data/isin-generator/index.js +293 -0
- package/esm/simul/reference-data/isin-generator/index.js.map +1 -0
- package/esm/simul/reference-data/isin-generator/is-odd.js +4 -0
- package/esm/simul/reference-data/isin-generator/is-odd.js.map +1 -0
- package/esm/simul/reference-data/locations.js +14 -0
- package/esm/simul/reference-data/locations.js.map +1 -0
- package/esm/simul/reference-data/lotsizes.js +26 -0
- package/esm/simul/reference-data/lotsizes.js.map +1 -0
- package/esm/simul/reference-data/orderStatus.js +4 -0
- package/esm/simul/reference-data/orderStatus.js.map +1 -0
- package/esm/simul/reference-data/orders.js +52 -0
- package/esm/simul/reference-data/orders.js.map +1 -0
- package/esm/simul/reference-data/parent-child-orders.js +141 -0
- package/esm/simul/reference-data/parent-child-orders.js.map +1 -0
- package/esm/simul/reference-data/prices.js +88 -0
- package/esm/simul/reference-data/prices.js.map +1 -0
- package/esm/simul/reference-data/sides.js +4 -0
- package/esm/simul/reference-data/sides.js.map +1 -0
- package/esm/simul/simul-schemas.js +145 -0
- package/esm/simul/simul-schemas.js.map +1 -0
- package/esm/test/TestModule.js +188 -0
- package/esm/test/TestModule.js.map +1 -0
- package/esm/vuu-row-generator.js +68 -0
- package/esm/vuu-row-generator.js.map +1 -0
- package/package.json +13 -10
- package/types/RuntimeVisualLink.d.ts +2 -2
- package/types/Table.d.ts +8 -8
- package/types/TickingArrayDataSource.d.ts +25 -6
- package/types/basket/BasketModule.d.ts +9 -9
- package/types/basket/reference-data/prices.d.ts +1 -1
- package/types/core/module/VuuModule.d.ts +20 -7
- package/types/core/table/TableContainer.d.ts +1 -1
- package/types/data-utils.d.ts +1 -0
- package/types/default-column-definitions.d.ts +2 -0
- package/types/makeSuggestions.d.ts +2 -1
- package/types/schemas.d.ts +1 -1
- package/types/simul/reference-data/instruments-extended.d.ts +1 -1
- package/types/simul/reference-data/instruments.d.ts +4 -2
- package/types/simul/reference-data/orders.d.ts +1 -1
- package/types/simul/reference-data/parent-child-orders.d.ts +2 -2
- package/types/simul/reference-data/prices.d.ts +4 -2
- package/types/test/TestModule.d.ts +3 -2
- package/types/test/index.d.ts +0 -1
- package/src/ArrayProxy.js +0 -38
- package/src/RuntimeVisualLink.js +0 -45
- package/src/SessionTable.js +0 -49
- package/src/Table.js +0 -96
- package/src/TickingArrayDataSource.js +0 -208
- package/src/UpdateGenerator.js +0 -72
- package/src/basket/BasketModule.js +0 -272
- package/src/basket/basket-schemas.js +0 -355
- package/src/basket/index.js +0 -2
- package/src/basket/reference-data/constituents.js +0 -76
- package/src/basket/reference-data/ftse100.js +0 -686
- package/src/basket/reference-data/hsi.js +0 -1047
- package/src/basket/reference-data/nasdaq100.js +0 -812
- package/src/basket/reference-data/prices.js +0 -43
- package/src/basket/reference-data/sp500.js +0 -315
- package/src/core/module/ModuleContainer.js +0 -21
- package/src/core/module/VuuModule.js +0 -476
- package/src/core/table/TableContainer.js +0 -97
- package/src/data-utils.js +0 -53
- package/src/index.js +0 -13
- package/src/local-datasource-provider/LocalDatasourceProvider.js +0 -44
- package/src/makeSuggestions.js +0 -20
- package/src/rowUpdates.js +0 -0
- package/src/schemas.js +0 -19
- package/src/session-table-utils.js +0 -16
- package/src/simul/SimulModule.js +0 -175
- package/src/simul/index.js +0 -2
- package/src/simul/reference-data/accounts.js +0 -23
- package/src/simul/reference-data/algos.js +0 -9
- package/src/simul/reference-data/currencies.js +0 -8
- package/src/simul/reference-data/index.js +0 -5
- package/src/simul/reference-data/instrument-prices.js +0 -48
- package/src/simul/reference-data/instruments-extended.js +0 -12
- package/src/simul/reference-data/instruments.js +0 -67
- package/src/simul/reference-data/isin-generator/convert-string-to-base-ten-number.js +0 -2
- package/src/simul/reference-data/isin-generator/fixtures/alphabet.js +0 -27
- package/src/simul/reference-data/isin-generator/fixtures/alphanumeric-values.js +0 -7
- package/src/simul/reference-data/isin-generator/fixtures/base-ten-numbers.js +0 -13
- package/src/simul/reference-data/isin-generator/generate-cusip-check-code.js +0 -17
- package/src/simul/reference-data/isin-generator/generate-cusip-without-check-code.js +0 -8
- package/src/simul/reference-data/isin-generator/generate-cusip.js +0 -8
- package/src/simul/reference-data/isin-generator/generate-random-alphanumeric.js +0 -3
- package/src/simul/reference-data/isin-generator/generate-random-base-ten-number.js +0 -2
- package/src/simul/reference-data/isin-generator/generate-random-string-of-alphanumeric-chars.js +0 -7
- package/src/simul/reference-data/isin-generator/generate-random-string-of-base-ten-chars.js +0 -7
- package/src/simul/reference-data/isin-generator/index.js +0 -280
- package/src/simul/reference-data/isin-generator/is-odd.js +0 -2
- package/src/simul/reference-data/locations.js +0 -45
- package/src/simul/reference-data/lotsizes.js +0 -24
- package/src/simul/reference-data/orderStatus.js +0 -6
- package/src/simul/reference-data/orders.js +0 -64
- package/src/simul/reference-data/parent-child-orders.js +0 -117
- package/src/simul/reference-data/priceStrategies.js +0 -8
- package/src/simul/reference-data/prices.js +0 -78
- package/src/simul/reference-data/sides.js +0 -5
- package/src/simul/simul-schemas.js +0 -428
- package/src/test/TestModule.js +0 -95
- package/src/test/index.js +0 -1
- package/src/test/test-schemas.js +0 -74
- package/src/vuu-row-generator.js +0 -71
- package/types/test/test-schemas.d.ts +0 -3
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58
|
-
{
|
|
59
|
-
name: "lastTrade",
|
|
60
|
-
serverDataType: "string"
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61
|
-
},
|
|
62
|
-
{
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|
63
|
-
name: "ric",
|
|
64
|
-
serverDataType: "string"
|
|
65
|
-
},
|
|
66
|
-
{
|
|
67
|
-
name: "ricBasketId",
|
|
68
|
-
serverDataType: "string"
|
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69
|
-
},
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|
70
|
-
{
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|
71
|
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name: "side",
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|
72
|
-
serverDataType: "string"
|
|
73
|
-
},
|
|
74
|
-
{
|
|
75
|
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name: "volume",
|
|
76
|
-
serverDataType: "string"
|
|
77
|
-
},
|
|
78
|
-
{
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|
79
|
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name: "weighting",
|
|
80
|
-
serverDataType: "double"
|
|
81
|
-
}
|
|
82
|
-
],
|
|
83
|
-
key: "ricBasketId",
|
|
84
|
-
table: {
|
|
85
|
-
module: "BASKET",
|
|
86
|
-
table: "basketConstituent"
|
|
87
|
-
}
|
|
88
|
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},
|
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89
|
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basketTrading: {
|
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90
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columns: [
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|
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{
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name: "basketId",
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|
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serverDataType: "string"
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},
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|
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{
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name: "basketName",
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|
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serverDataType: "string"
|
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|
-
},
|
|
99
|
-
{
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100
|
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name: "filledPct",
|
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101
|
-
serverDataType: "double"
|
|
102
|
-
},
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|
103
|
-
{
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|
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name: "fxRateToUsd",
|
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105
|
-
serverDataType: "double"
|
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106
|
-
},
|
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107
|
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{
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name: "instanceId",
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serverDataType: "string"
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|
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},
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111
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{
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name: "side",
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serverDataType: "string"
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},
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{
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name: "status",
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117
|
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serverDataType: "string"
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|
-
},
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119
|
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{
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name: "totalNotional",
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121
|
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serverDataType: "double"
|
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122
|
-
},
|
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123
|
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{
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|
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name: "totalNotionalUsd",
|
|
125
|
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serverDataType: "double"
|
|
126
|
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},
|
|
127
|
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{
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|
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name: "units",
|
|
129
|
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serverDataType: "int"
|
|
130
|
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}
|
|
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|
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],
|
|
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|
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key: "instanceId",
|
|
133
|
-
table: {
|
|
134
|
-
module: "BASKET",
|
|
135
|
-
table: "basketTrading"
|
|
136
|
-
}
|
|
137
|
-
},
|
|
138
|
-
basketTradingConstituent: {
|
|
139
|
-
columns: [
|
|
140
|
-
{
|
|
141
|
-
name: "algo",
|
|
142
|
-
serverDataType: "string"
|
|
143
|
-
},
|
|
144
|
-
{
|
|
145
|
-
name: "algoParams",
|
|
146
|
-
serverDataType: "string"
|
|
147
|
-
},
|
|
148
|
-
{
|
|
149
|
-
name: "basketId",
|
|
150
|
-
serverDataType: "string"
|
|
151
|
-
},
|
|
152
|
-
{
|
|
153
|
-
name: "description",
|
|
154
|
-
serverDataType: "string"
|
|
155
|
-
},
|
|
156
|
-
{
|
|
157
|
-
name: "instanceId",
|
|
158
|
-
serverDataType: "string"
|
|
159
|
-
},
|
|
160
|
-
{
|
|
161
|
-
name: "instanceIdRic",
|
|
162
|
-
serverDataType: "string"
|
|
163
|
-
},
|
|
164
|
-
{
|
|
165
|
-
name: "limitPrice",
|
|
166
|
-
serverDataType: "double"
|
|
167
|
-
},
|
|
168
|
-
{
|
|
169
|
-
name: "notionalLocal",
|
|
170
|
-
serverDataType: "double"
|
|
171
|
-
},
|
|
172
|
-
{
|
|
173
|
-
name: "notionalUsd",
|
|
174
|
-
serverDataType: "double"
|
|
175
|
-
},
|
|
176
|
-
{
|
|
177
|
-
name: "pctFilled",
|
|
178
|
-
serverDataType: "double"
|
|
179
|
-
},
|
|
180
|
-
{
|
|
181
|
-
name: "priceSpread",
|
|
182
|
-
serverDataType: "int"
|
|
183
|
-
},
|
|
184
|
-
{
|
|
185
|
-
name: "priceStrategyId",
|
|
186
|
-
serverDataType: "int"
|
|
187
|
-
},
|
|
188
|
-
{
|
|
189
|
-
name: "quantity",
|
|
190
|
-
serverDataType: "long"
|
|
191
|
-
},
|
|
192
|
-
{
|
|
193
|
-
name: "ric",
|
|
194
|
-
serverDataType: "string"
|
|
195
|
-
},
|
|
196
|
-
{
|
|
197
|
-
name: "side",
|
|
198
|
-
serverDataType: "string"
|
|
199
|
-
},
|
|
200
|
-
{
|
|
201
|
-
name: "status",
|
|
202
|
-
serverDataType: "string"
|
|
203
|
-
},
|
|
204
|
-
{
|
|
205
|
-
name: "venue",
|
|
206
|
-
serverDataType: "string"
|
|
207
|
-
},
|
|
208
|
-
{
|
|
209
|
-
name: "weighting",
|
|
210
|
-
serverDataType: "double"
|
|
211
|
-
}
|
|
212
|
-
],
|
|
213
|
-
key: "instanceIdRic",
|
|
214
|
-
table: {
|
|
215
|
-
module: "BASKET",
|
|
216
|
-
table: "basketTradingConstituent"
|
|
217
|
-
}
|
|
218
|
-
},
|
|
219
|
-
basketTradingConstituentJoin: {
|
|
220
|
-
columns: [
|
|
221
|
-
{
|
|
222
|
-
name: "algo",
|
|
223
|
-
serverDataType: "string"
|
|
224
|
-
},
|
|
225
|
-
{
|
|
226
|
-
name: "algoParams",
|
|
227
|
-
serverDataType: "string"
|
|
228
|
-
},
|
|
229
|
-
{
|
|
230
|
-
name: "ask",
|
|
231
|
-
serverDataType: "double"
|
|
232
|
-
},
|
|
233
|
-
{
|
|
234
|
-
name: "askSize",
|
|
235
|
-
serverDataType: "double"
|
|
236
|
-
},
|
|
237
|
-
{
|
|
238
|
-
name: "basketId",
|
|
239
|
-
serverDataType: "string"
|
|
240
|
-
},
|
|
241
|
-
{
|
|
242
|
-
name: "bid",
|
|
243
|
-
serverDataType: "double"
|
|
244
|
-
},
|
|
245
|
-
{
|
|
246
|
-
name: "bidSize",
|
|
247
|
-
serverDataType: "double"
|
|
248
|
-
},
|
|
249
|
-
{
|
|
250
|
-
name: "close",
|
|
251
|
-
serverDataType: "double"
|
|
252
|
-
},
|
|
253
|
-
{
|
|
254
|
-
name: "description",
|
|
255
|
-
serverDataType: "string"
|
|
256
|
-
},
|
|
257
|
-
{
|
|
258
|
-
name: "instanceId",
|
|
259
|
-
serverDataType: "string"
|
|
260
|
-
},
|
|
261
|
-
{
|
|
262
|
-
name: "instanceIdRic",
|
|
263
|
-
serverDataType: "string"
|
|
264
|
-
},
|
|
265
|
-
{
|
|
266
|
-
name: "last",
|
|
267
|
-
serverDataType: "double"
|
|
268
|
-
},
|
|
269
|
-
{
|
|
270
|
-
name: "limitPrice",
|
|
271
|
-
serverDataType: "double"
|
|
272
|
-
},
|
|
273
|
-
{
|
|
274
|
-
name: "notionalLocal",
|
|
275
|
-
serverDataType: "double"
|
|
276
|
-
},
|
|
277
|
-
{
|
|
278
|
-
name: "notionalUsd",
|
|
279
|
-
serverDataType: "double"
|
|
280
|
-
},
|
|
281
|
-
{
|
|
282
|
-
name: "open",
|
|
283
|
-
serverDataType: "double"
|
|
284
|
-
},
|
|
285
|
-
{
|
|
286
|
-
name: "pctFilled",
|
|
287
|
-
serverDataType: "double"
|
|
288
|
-
},
|
|
289
|
-
{
|
|
290
|
-
name: "phase",
|
|
291
|
-
serverDataType: "string"
|
|
292
|
-
},
|
|
293
|
-
{
|
|
294
|
-
name: "priceSpread",
|
|
295
|
-
serverDataType: "int"
|
|
296
|
-
},
|
|
297
|
-
{
|
|
298
|
-
name: "priceStrategyId",
|
|
299
|
-
serverDataType: "int"
|
|
300
|
-
},
|
|
301
|
-
{
|
|
302
|
-
name: "quantity",
|
|
303
|
-
serverDataType: "long"
|
|
304
|
-
},
|
|
305
|
-
{
|
|
306
|
-
name: "ric",
|
|
307
|
-
serverDataType: "string"
|
|
308
|
-
},
|
|
309
|
-
{
|
|
310
|
-
name: "scenario",
|
|
311
|
-
serverDataType: "string"
|
|
312
|
-
},
|
|
313
|
-
{
|
|
314
|
-
name: "side",
|
|
315
|
-
serverDataType: "string"
|
|
316
|
-
},
|
|
317
|
-
{
|
|
318
|
-
name: "status",
|
|
319
|
-
serverDataType: "string"
|
|
320
|
-
},
|
|
321
|
-
{
|
|
322
|
-
name: "venue",
|
|
323
|
-
serverDataType: "string"
|
|
324
|
-
},
|
|
325
|
-
{
|
|
326
|
-
name: "weighting",
|
|
327
|
-
serverDataType: "double"
|
|
328
|
-
}
|
|
329
|
-
],
|
|
330
|
-
key: "instanceIdRic",
|
|
331
|
-
table: {
|
|
332
|
-
module: "BASKET",
|
|
333
|
-
table: "basketTradingConstituentJoin"
|
|
334
|
-
}
|
|
335
|
-
},
|
|
336
|
-
priceStrategyType: {
|
|
337
|
-
columns: [
|
|
338
|
-
{
|
|
339
|
-
name: "priceStrategy",
|
|
340
|
-
serverDataType: "string"
|
|
341
|
-
},
|
|
342
|
-
{
|
|
343
|
-
name: "id",
|
|
344
|
-
serverDataType: "int"
|
|
345
|
-
}
|
|
346
|
-
],
|
|
347
|
-
key: "",
|
|
348
|
-
table: {
|
|
349
|
-
module: "BASKET",
|
|
350
|
-
table: "priceStrategyType"
|
|
351
|
-
}
|
|
352
|
-
}
|
|
353
|
-
};
|
|
354
|
-
const isBasketTable = (table)=>"BASKET" === table.module;
|
|
355
|
-
export { isBasketTable, schemas };
|
package/src/basket/index.js
DELETED
|
@@ -1,76 +0,0 @@
|
|
|
1
|
-
import ftse100 from "./ftse100.js";
|
|
2
|
-
import nasdaq100 from "./nasdaq100.js";
|
|
3
|
-
import sp500 from "./sp500.js";
|
|
4
|
-
import hsi from "./hsi.js";
|
|
5
|
-
const basketConstituentData = [];
|
|
6
|
-
for (const row of ftse100){
|
|
7
|
-
const [ric, name, lastTrade, change, volume] = row;
|
|
8
|
-
const basketId = ".FTSE100";
|
|
9
|
-
const side = "BUY";
|
|
10
|
-
const weighting = 1;
|
|
11
|
-
basketConstituentData.push([
|
|
12
|
-
basketId,
|
|
13
|
-
change,
|
|
14
|
-
name,
|
|
15
|
-
lastTrade,
|
|
16
|
-
ric,
|
|
17
|
-
`${ric}-${basketId}`,
|
|
18
|
-
side,
|
|
19
|
-
volume,
|
|
20
|
-
weighting
|
|
21
|
-
]);
|
|
22
|
-
}
|
|
23
|
-
for (const row of hsi){
|
|
24
|
-
const [name, ric, lastTrade, change, , volume] = row;
|
|
25
|
-
const basketId = ".HSI";
|
|
26
|
-
const side = "BUY";
|
|
27
|
-
const weighting = 1;
|
|
28
|
-
basketConstituentData.push([
|
|
29
|
-
basketId,
|
|
30
|
-
change,
|
|
31
|
-
name,
|
|
32
|
-
lastTrade,
|
|
33
|
-
ric,
|
|
34
|
-
`${ric}-${basketId}`,
|
|
35
|
-
side,
|
|
36
|
-
volume,
|
|
37
|
-
weighting
|
|
38
|
-
]);
|
|
39
|
-
}
|
|
40
|
-
for (const row of nasdaq100){
|
|
41
|
-
const [name, ric, weighting, lastTrade, change] = row;
|
|
42
|
-
const basketId = ".NASDAQ100";
|
|
43
|
-
const side = "BUY";
|
|
44
|
-
const volume = 1000;
|
|
45
|
-
basketConstituentData.push([
|
|
46
|
-
basketId,
|
|
47
|
-
change,
|
|
48
|
-
name,
|
|
49
|
-
lastTrade,
|
|
50
|
-
ric,
|
|
51
|
-
`${ric}-${basketId}`,
|
|
52
|
-
side,
|
|
53
|
-
volume,
|
|
54
|
-
weighting
|
|
55
|
-
]);
|
|
56
|
-
}
|
|
57
|
-
for (const row of sp500){
|
|
58
|
-
const [name, ric, weighting, , change] = row;
|
|
59
|
-
const basketId = ".SP500";
|
|
60
|
-
const side = "BUY";
|
|
61
|
-
const volume = 1000;
|
|
62
|
-
const lastTrade = 0;
|
|
63
|
-
basketConstituentData.push([
|
|
64
|
-
basketId,
|
|
65
|
-
change,
|
|
66
|
-
name,
|
|
67
|
-
lastTrade,
|
|
68
|
-
ric,
|
|
69
|
-
`${ric}-${basketId}`,
|
|
70
|
-
side,
|
|
71
|
-
volume,
|
|
72
|
-
weighting
|
|
73
|
-
]);
|
|
74
|
-
}
|
|
75
|
-
var constituents = basketConstituentData;
|
|
76
|
-
export default constituents;
|