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@glue42/acme-mock-data-service
TypeScript icon, indicating that this package has built-in type declarations

1.0.0 • Public • Published

A data service for generating and storing mocked market data.

Build

To build use the scripts below:

npm install
npm run build

Output

Output bundles are available in format for usage.

Glue42 Desktop

 "data-service": "dist/data-service-${projectVersion}.js",
 "data-service-map": "dist/data-service-${projectVersion}.js.map"
 "index.html": "dist/index.html",

Glue42 Core

Take the data-service js file and reference it in your Glue initialization file. Add plugin property to your glue config

webPlatform: {
  config: {
    plugins: {
      definitions: [
        {
          name: 'data-service',
          critical: true,
          start: (glue) => {
            async function main() {
                await MockDataGenerator(glue)
              }
            }

            main()
          },
        },
      ]
    }
  }
}

Registered methods

T42.OMS.GetBidData

Generates a list of bids for instrument.

Property Type Description Required
ticker string Instrument ticker Yes
lastPrice number Price based on which the prices for the bids will be generated Yes

Returns

Property Type
bids BidData[]

Example

{
  bids: [
    {
      count: 5,
      volume: 7900,
      price: 2770.99,
      side: '1',
    },
    {
      count: 4,
      volume: 10500,
      price: 3192.67,
      side: '2',
    },
  ]
}

T42.OMS.MarketData [stream]

Stream market generated data for the specific instrument list. Subscribe for each symbol in the list.

Accepts

Property Type Description Required
instrumentList Fdc3InstrumentList List with fdc3 instruments Yes

Returns

Property Type Description
ticker string Instrument ticker
lastTradedVolume number Last traded volume
lastPrice number Last traded price
openPrice number Open price
lowPrice number Lowest traded price for the day
highPrice number Highest traded price for the day
prevClosePrice number Close price for yesterday
totalVWAP number Volume-weighted average price
time Date Time of generating the data
description String Description name
isin string International Securities Identification Number
currency string Currency of the

Example

{
  data:
    {
      ticker: "BARC",
      volume: 36564354,
      lastTradedVolume: 10000,
      lastPrice: 212.901,
      openPrice: 237.003,
      lowPrice: 241.01999999999998,
      highPrice: 241.01999999999998,
      prevClosePrice: 160.68,
      totalVWAP: 236.60129999999998,
      time: "2022-02-18T15:18:18.368Z",
      description: "Barclays Plc",
      isin: "GB0031348658",
      currency: "GBX"
  }
}

OrderManagementService

Stores custom orders and trades, created by T42.OMS.CreateOrder and T42.OMS.CreateTrade. Generate orders, trades and slices. Once an order is generated slices are generated for the order until it's filled.

T42.OMS.GetOrders

Accepts

Property Type Description Required
date Date End period of the generated orders. Start period is 00.00.00 the same day Yes
withSlices boolean Include the corresponding slices for the orders No
withTrades boolean Include the corresponding trades for the orders No

Returns

Property Type
orders OrderInfo []
slices OrderSlice []
trades OrderTrade []

Example

{
  orders: [
    {
      orderId: 46342144,
      clientId: 'TEST2',
      instrument: 'ITV:LN',
      currency: 'GBX',
      side: '1',
      quantity: 840,
      quantityFilled: 840,
      dateCreated: '2022-02-18T07:02:28.000Z',
      orderType: '1',
      timeInForce: '0',
      limitPrice: 0,
      comments: '',
      averagePrice: 114.65121428571427,
      tradeStatus: 'Done',
      brokerId: 'XX',
      bookId: 'AGENCY',
      split: [
        {
          brokerIndex: 1,
          quantity: 840,
        },
      ],
    },
  ],
  trades: [
    [
        {
            orderId: 46342144,
            clientId: "TEST2",
            sliceId: 4634214401,
            side: "1",
            instrument: "ITV:LN",
            currency: "GBX",
            timestamp: "2022-02-18T07:02:47.000Z",
            quantity: 480,
            price: 116.6715,
            execBroker: "BROKER2",
            exchange: "XOFF",
            comments: "",
            bookId: "AGENCY"
        },
        {
            orderId: 46342144,
            clientId: "TEST2",
            sliceId: 4634214401,
            side: "1",
            instrument: "ITV:LN",
            currency: "GBX",
            timestamp: "2022-02-18T07:03:12.000Z",
            quantity: 360,
            price: 111.9575,
            execBroker: "BROKER2",
            exchange: "XOFF",
            comments: "",
            bookId: "AGENCY"
        }
    ],
  ],
  slices: [
    [
      {
          orderId: 46342144,
          clientId: "TEST2",
          instrument: "ITV:LN",
          currency: "GBX",
          side: "1",
          quantity: 840,
          quantityFilled: 840,
          dateCreated: "2022-02-18T07:02:28.000Z",
          orderType: "1",
          timeInForce: "0",
          limitPrice: 0,
          comments: "",
          averagePrice: 114.65121428571427,
          tradeStatus: "Done",
          brokerId: "BROKER2",
          bookId: "AGENCY",
          split: [
              {
                  brokerIndex: 1,
                  quantity: 840
              }
          ],
          sliceId: 4634214401,
          brokerExchange: "XOFF"
      }
    ]
  ]
}

T42.OMS.GetOrder

Returns single order with it's corresponding slices and trades if passed in the arguments.

Accepts

Property Type Description Required
orderId String Id of the requested order Yes
date Date End period of the generated orders of which the order will be filtered from. Start period is 00.00.00 the same day Yes
withSlices boolean Include the corresponding slices for the orders No
withTrades boolean Include the corresponding trades for the orders No

Returns

Property Type
order OrderInfo
slices OrderSlice []
trades OrderTrade []

Example

{
  order: {
    dateCreated: "2022-02-18T07:05:31.000Z",
    side: "2",
    currency: "GBX",
    limitPrice: 0,
    quantityFilled: 1920,
    tradeStatus: "Done",
    quantity: 1920,
    brokerId: "XX",
    split: [
      {
        "brokerIndex": 1,
        "quantity": 1920
      }
    ],
    instrument: "BATS:LN",
    clientId: "TEST1",
    bookId: "AGENCY",
    averagePrice: 2600.359375,
    comments: "",
    orderId: 46342146,
    timeInForce: "0",
    orderType: "1"
  },
  slices: [
    {
      dateCreated: "2022-02-18T07:05:31.000Z",
      brokerExchange: "XOFF",
      side: "2",
      currency: "GBX",
      limitPrice: 0,
      quantityFilled: 1920,
      tradeStatus: "Done",
      quantity: 1920,
      brokerId: "BROKER2",
      split: [
          {
              brokerIndex: 1,
              quantity: 1920
          }
      ],
      instrument: "BATS:LN",
      clientId: "TEST1",
      bookId: "AGENCY",
      averagePrice: 2600.359375,
      comments: "",
      orderId: 46342146,
      sliceId: 4634214601,
      timeInForce: "0",
      orderType: "1"
    }
  ]
}

T42.OMS.GetAllTrades

Return all daily trades as of date/time

Accepts

Property Type Description Required
date Date End period of the trades. Start period is 00.00.00 the same day Yes

Returns

Property Type
trades OrderTrade []

Example

{
  trades: [
    {
      orderId: 46342144,
      clientId: 'TEST2',
      sliceId: 4634214401,
      side: '1',
      instrument: 'ITV:LN',
      currency: 'GBX',
      timestamp: '2022-02-18T07:02:47.000Z',
      quantity: 480,
      price: 116.6715,
      execBroker: 'BROKER2',
      exchange: 'XOFF',
      comments: '',
      bookId: 'AGENCY',
    },
  ]
}

T42.OMS.GetOrderId

Returns orderId corresponding to the provided sliceId

Accepts

Property Type Description Required
sliceId String sliceId of the required order Yes

Returns

Property Type
orderId String

T42.OMS.TradingPositions

Returns trading positions as of date/time for trades grouped by book and after that instruments

Accepts

Property Type Description Required
date Date End period of the generated orders of which the order will be filtered from. Start period is 00.00.00 the same day Yes

Returns

Property Type
tradingPositions TradePosition

Example

{
  tradingPositions: {
    "AGENCY": {
      "ITV:LN": {
          book: "AGENCY",
          instrument: "ITV:LN",
          position: -1680,
          averagePrice: 119.87719589552236,
          totalVolume: 8040,
          totalPrice: 963812.6549999998,
          currency: "GBX"
      },
      "BATS:LN": {
          book: "AGENCY",
          instrument: "BATS:LN",
          position: -2972,
          averagePrice: 2474.029309596179,
          totalVolume: 9212,
          totalPrice: 22790758,
          currency: "GBX"
      }
    },
    "RISK": {
      "HSBA:LN": {
          book: "RISK",
          instrument: "HSBA:LN",
          position: 1260,
          averagePrice: 502.15,
          totalVolume: 7740,
          totalPrice: 3886641,
          currency: "GBX"
      },
      "BATS:LN": {
          book: "RISK",
          instrument: "BATS:LN",
          position: -3660,
          averagePrice: 2545.767027559055,
          totalVolume: 7620,
          totalPrice: 19398744.75,
          currency: "GBX"
      },
    }
  }
}

T42.OMS.CreateOrder

Accepts

Property Type Description Required
order OrderInfo Order which will be part of the custom orders Yes

Example

{
  order: {
    dateCreated: "2022-02-18T14:03:41.416Z",
    side: "2",
    currency: "GBX",
    limitPrice: 123,
    quantityFilled: 0,
    tradeStatus: "",
    expireTime: "2022-02-16T22:00:00.000Z",
    quantity: 123,
    brokerId: "",
    instrument: "BATS:LN",
    clientId: "client@outlook.com",
    averagePrice: 0,
    comments: "Instructions",
    orderId: 0,
    timeInForce: "6",
    orderType: "3"
  }
}

T42.OMS.CreateTrade

Accepts

Property Type Description Required
trade OrderTrade Trade which will be part of the custom orders Yes

Example

{
  trade: {
    side: "2",
    currency: "GBX",
    timestamp: "2022-02-18T09:59:00.000Z",
    quantity: 332,
    instrument: "BATS:LN",
    clientId: "TEST1",
    bookId: "AGENCY",
    comments: "Instructions",
    execBroker: "BROKER2",
    exchange: "XOFF",
    orderId: 46342146,
    sliceId: 4634214601,
    price: 123
  }
}

T42.OMS.GetBrokers

Returns

Property Type
brokers BrokerInfo[]

Example

{
  brokers: [
    {
      brokerId: 'BROKER1',
      brokerExchange: 'XOFF',
    },
    {
      brokerId: 'BROKER2',
      brokerExchange: 'XOFF',
    },
  ]
}

T42.OMS.GetInstruments

Retrieve a list of supported instruments

Returns

Property Type
instruments InstrumentInfo[]

Example

{
  instruments: {
    ticker: 'AZN',
    bbgExchange: 'LN',
    isin: 'GB0009895292',
    description: 'AstraZeneca Plc',
    currency: 'GBX',
    price: {
      close: 9138.0,
      yearLow: 6499.8,
      yearHigh: 9258.4,
    },
    volume: {
      average: 2120914,
    },
  }
}

GetFdc3Instruments

Returns a list of supported instruments with Fdc3InstrumentList

Returns

Property Type
instruments Fdc3InstrumentList[]

Example

{
  instruments: {
    type: 'fdc3.instrumentList',
    instruments: [{
      type: 'fdc3.instrument',
      name: 'AstraZeneca Plc',
      id: { ticker: 'AZN' },
    }]
  }
}

T42.OMS.GetClients

Returns a list of clients

Returns

Property Type
clients ClientInfo[]

Example

{
  clients: [
    {
      clientId: 'TEST2',
      email: 'test2.demo@tick42.com',
      salesforceId: '0031i00000z03KaAAI',
    },
  ]
}

T42.OMS.GetOrderValidity

Returns

Property Type
orderValidity [value]: {displayName: string, shortName: string, enabled: boolean}

Example

{
  orderValidity: {
    '0': {
      displayName: 'Day',
      shortName: 'DAY',
      enabled: true,
    },
    '1': {
      displayName: 'Good Till Cancel',
      shortName: 'GTC',
      enabled: true,
    },
  }
}

T42.OMS.GetOrderTypes

Returns

Property Type
orderTypes [value]: {displayName: string, enabled: boolean}

Example

{
  orderTypes: {
    '1': {
      displayName: 'Market',
      enabled: true,
    },
    '2': {
      displayName: 'Limit',
      enabled: true,
    },
  }
}

T42.OMS.GetOrderSides

Returns

Property Type
orderSides [value]: {displayName: string, shortName: string, enabled: boolean} 
{
  orderSides: {
    '1': {
      displayName: 'Buy',
      shortName: 'B',
      enabled: true,
    },
    '2': {
      displayName: 'Sell',
      shortName: 'S',
      enabled: true,
    }
  }
}

T42.OMS.GetFunds

Returns

Property Type
funds FundInfo [] 
{
  funds: [
    {
      name: 'GAM Star Disruptive Growth Inst Acc GBP',
      isin: 'IE00B5VMHR51',
      url: 'https://www.morningstar.co.uk/uk/funds/snapshot/snapshot.aspx?id=F00000Q28W',
      instruments: [
        {
          ticker: 'MSFT',
          bbgExchange: 'US',
          url: 'https://tools.morningstar.co.uk/uk/stockreport/default.aspx?Site=uk&id=0P000003MH',
          portfolioPercent: 7.7,
          currency: 'USD',
          isin: 'US5949181045',
          quantity: 7700000,
          volume: {
            average: 33954187,
          },
          price: {
            close: 301.25,
            yearLow: 224.26,
            yearHigh: 349.67,
          },
          description: 'Microsoft',
        },
      ],
    },
  ]
}

Readme

Keywords

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Install

npm i @glue42/acme-mock-data-service

Homepage

glue42.com/

Weekly Downloads

9

Version

1.0.0

License

ISC

Unpacked Size

461 kB

Total Files

8

Last publish

Collaborators

  • smateev
  • kiril.popov
  • gdavidkov
  • suzunov
  • staafl
  • lkonstantinov
  • flashd2n
  • ppetkow
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