@vuu-ui/vuu-data-test 3.0.0 → 3.1.0-beta.2

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

@@ -0,0 +1,80 @@
+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

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

package/src/simul/simul-schemas.js

@@ -0,0 +1,430 @@
+import { VUU_DEFAULT_COLUMNS } from "../default-column-definitions.js";
+const DEFAULT_RANGE_LIMITS = {
+    maxRangeEnd: 1000000,
+    maxRangeWidth: 1000
+};
+const schemas = {
+    instruments: {
+        columns: [
+            {
+                name: "bbg",
+                serverDataType: "string"
+            },
+            {
+                name: "currency",
+                serverDataType: "string"
+            },
+            {
+                name: "description",
+                serverDataType: "string"
+            },
+            {
+                name: "exchange",
+                serverDataType: "string"
+            },
+            {
+                name: "isin",
+                serverDataType: "string"
+            },
+            {
+                name: "lotSize",
+                serverDataType: "int"
+            },
+            {
+                name: "ric",
+                serverDataType: "string"
+            },
+            ...VUU_DEFAULT_COLUMNS
+        ],
+        key: "ric",
+        rangeLimits: DEFAULT_RANGE_LIMITS,
+        table: {
+            module: "SIMUL",
+            table: "instruments"
+        }
+    },
+    instrumentsExtended: {
+        columns: [
+            {
+                name: "bbg",
+                serverDataType: "string"
+            },
+            {
+                name: "currency",
+                serverDataType: "string"
+            },
+            {
+                name: "description",
+                serverDataType: "string"
+            },
+            {
+                name: "exchange",
+                serverDataType: "string"
+            },
+            {
+                name: "isin",
+                serverDataType: "string"
+            },
+            {
+                name: "lotSize",
+                serverDataType: "int"
+            },
+            {
+                name: "ric",
+                serverDataType: "string"
+            },
+            {
+                name: "supported",
+                serverDataType: "boolean"
+            },
+            {
+                name: "wishlist",
+                serverDataType: "boolean"
+            },
+            {
+                name: "lastUpdated",
+                serverDataType: "long"
+            },
+            {
+                name: "price",
+                serverDataType: "double"
+            },
+            {
+                name: "date",
+                serverDataType: "long"
+            },
+            ...VUU_DEFAULT_COLUMNS
+        ],
+        key: "ric",
+        rangeLimits: DEFAULT_RANGE_LIMITS,
+        table: {
+            module: "SIMUL",
+            table: "instrumentsExtended"
+        }
+    },
+    instrumentPrices: {
+        columns: [
+            {
+                name: "ask",
+                serverDataType: "double"
+            },
+            {
+                name: "askSize",
+                serverDataType: "double"
+            },
+            {
+                name: "bbg",
+                serverDataType: "string"
+            },
+            {
+                name: "bid",
+                serverDataType: "double"
+            },
+            {
+                name: "bidSize",
+                serverDataType: "double"
+            },
+            {
+                name: "close",
+                serverDataType: "double"
+            },
+            {
+                name: "currency",
+                serverDataType: "string"
+            },
+            {
+                name: "description",
+                serverDataType: "string"
+            },
+            {
+                name: "exchange",
+                serverDataType: "string"
+            },
+            {
+                name: "isin",
+                serverDataType: "string"
+            },
+            {
+                name: "last",
+                serverDataType: "double"
+            },
+            {
+                name: "lotSize",
+                serverDataType: "int"
+            },
+            {
+                name: "open",
+                serverDataType: "double"
+            },
+            {
+                name: "phase",
+                serverDataType: "string"
+            },
+            {
+                name: "ric",
+                serverDataType: "string"
+            },
+            {
+                name: "scenario",
+                serverDataType: "string"
+            },
+            ...VUU_DEFAULT_COLUMNS
+        ],
+        key: "ric",
+        rangeLimits: DEFAULT_RANGE_LIMITS,
+        table: {
+            module: "SIMUL",
+            table: "instrumentPrices"
+        }
+    },
+    orders: {
+        columns: [
+            {
+                name: "status",
+                serverDataType: "string"
+            },
+            {
+                name: "ccy",
+                serverDataType: "string"
+            },
+            {
+                name: "filledQuantity",
+                serverDataType: "double"
+            },
+            {
+                name: "lastUpdate",
+                serverDataType: "long"
+            },
+            {
+                name: "orderId",
+                serverDataType: "string"
+            },
+            {
+                name: "quantity",
+                serverDataType: "double"
+            },
+            {
+                name: "ric",
+                serverDataType: "string"
+            },
+            {
+                name: "side",
+                serverDataType: "string"
+            },
+            {
+                name: "trader",
+                serverDataType: "string"
+            },
+            ...VUU_DEFAULT_COLUMNS
+        ],
+        key: "orderId",
+        rangeLimits: DEFAULT_RANGE_LIMITS,
+        table: {
+            module: "SIMUL",
+            table: "orders"
+        }
+    },
+    childOrders: {
+        columns: [
+            {
+                name: "account",
+                serverDataType: "string"
+            },
+            {
+                name: "averagePrice",
+                serverDataType: "double"
+            },
+            {
+                name: "ccy",
+                serverDataType: "string"
+            },
+            {
+                name: "exchange",
+                serverDataType: "string"
+            },
+            {
+                name: "filledQty",
+                serverDataType: "double"
+            },
+            {
+                name: "id",
+                serverDataType: "string"
+            },
+            {
+                name: "idAsInt",
+                serverDataType: "int"
+            },
+            {
+                name: "openQty",
+                serverDataType: "double"
+            },
+            {
+                name: "parentOrderId",
+                serverDataType: "string"
+            },
+            {
+                name: "price",
+                serverDataType: "double"
+            },
+            {
+                name: "quantity",
+                serverDataType: "double"
+            },
+            {
+                name: "ric",
+                serverDataType: "string"
+            },
+            {
+                name: "side",
+                serverDataType: "string"
+            },
+            {
+                name: "status",
+                serverDataType: "string"
+            },
+            {
+                name: "strategy",
+                serverDataType: "string"
+            },
+            {
+                name: "volLimit",
+                serverDataType: "int"
+            },
+            ...VUU_DEFAULT_COLUMNS
+        ],
+        key: "id",
+        rangeLimits: DEFAULT_RANGE_LIMITS,
+        table: {
+            module: "SIMUL",
+            table: "childOrders"
+        }
+    },
+    parentOrders: {
+        columns: [
+            {
+                name: "account",
+                serverDataType: "string"
+            },
+            {
+                name: "algo",
+                serverDataType: "string"
+            },
+            {
+                name: "averagePrice",
+                serverDataType: "double"
+            },
+            {
+                name: "ccy",
+                serverDataType: "string"
+            },
+            {
+                name: "childCount",
+                serverDataType: "int"
+            },
+            {
+                name: "exchange",
+                serverDataType: "string"
+            },
+            {
+                name: "filledQty",
+                serverDataType: "double"
+            },
+            {
+                name: "id",
+                serverDataType: "string"
+            },
+            {
+                name: "idAsInt",
+                serverDataType: "int"
+            },
+            {
+                name: "openQty",
+                serverDataType: "double"
+            },
+            {
+                name: "price",
+                serverDataType: "double"
+            },
+            {
+                name: "quantity",
+                serverDataType: "double"
+            },
+            {
+                name: "ric",
+                serverDataType: "string"
+            },
+            {
+                name: "side",
+                serverDataType: "string"
+            },
+            {
+                name: "status",
+                serverDataType: "string"
+            },
+            {
+                name: "volLimit",
+                serverDataType: "int"
+            },
+            ...VUU_DEFAULT_COLUMNS
+        ],
+        key: "id",
+        rangeLimits: DEFAULT_RANGE_LIMITS,
+        table: {
+            module: "SIMUL",
+            table: "parentOrders"
+        }
+    },
+    prices: {
+        columns: [
+            {
+                name: "ask",
+                serverDataType: "double"
+            },
+            {
+                name: "askSize",
+                serverDataType: "double"
+            },
+            {
+                name: "bid",
+                serverDataType: "double"
+            },
+            {
+                name: "bidSize",
+                serverDataType: "double"
+            },
+            {
+                name: "close",
+                serverDataType: "double"
+            },
+            {
+                name: "last",
+                serverDataType: "double"
+            },
+            {
+                name: "open",
+                serverDataType: "double"
+            },
+            {
+                name: "phase",
+                serverDataType: "string"
+            },
+            {
+                name: "ric",
+                serverDataType: "string"
+            },
+            {
+                name: "scenario",
+                serverDataType: "string"
+            },
+            ...VUU_DEFAULT_COLUMNS
+        ],
+        key: "ric",
+        rangeLimits: DEFAULT_RANGE_LIMITS,
+        table: {
+            module: "SIMUL",
+            table: "prices"
+        }
+    }
+};
+const isSimulTable = (table)=>"SIMUL" === table.module;
+export { isSimulTable, schemas };