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',
        },
      ],
    },
  ]
}

@glue42/acme-mock-data-service

Build

Output

Glue42 Desktop

Glue42 Core

Registered methods

T42.OMS.GetBidData

T42.OMS.MarketData [stream]

OrderManagementService

T42.OMS.GetOrders

T42.OMS.GetOrder

T42.OMS.GetAllTrades

T42.OMS.GetOrderId

T42.OMS.TradingPositions

T42.OMS.CreateOrder

T42.OMS.CreateTrade

T42.OMS.GetBrokers

T42.OMS.GetInstruments

GetFdc3Instruments

T42.OMS.GetClients

T42.OMS.GetOrderValidity

T42.OMS.GetOrderTypes

T42.OMS.GetOrderSides

T42.OMS.GetFunds

Readme

Keywords

Package Sidebar

Install

Homepage

Weekly Downloads

Version

License

Unpacked Size

Total Files

Last publish

Collaborators

@glue42/acme-mock-data-service

Build

Output

Glue42 Desktop

Glue42 Core

Registered methods

T42.OMS.GetBidData

T42.OMS.MarketData [stream]

OrderManagementService

T42.OMS.GetOrders

T42.OMS.GetOrder

T42.OMS.GetAllTrades

T42.OMS.GetOrderId

T42.OMS.TradingPositions

T42.OMS.CreateOrder

T42.OMS.CreateTrade

T42.OMS.GetBrokers

T42.OMS.GetInstruments

GetFdc3Instruments

T42.OMS.GetClients

T42.OMS.GetOrderValidity

T42.OMS.GetOrderTypes

T42.OMS.GetOrderSides

T42.OMS.GetFunds

Readme

Keywords

Package Sidebar

Install

Homepage

DownloadsWeekly Downloads

Version

License

Unpacked Size

Total Files

Last publish

Collaborators

Weekly Downloads