@glue42/acme-mock-data-service
Advanced tools
A data service for generating and storing mocked market data.
To build use the scripts below:
npm install
npm run build
Output bundles are available in format for usage.
"data-service": "dist/data-service-${projectVersion}.js",
"data-service-map": "dist/data-service-${projectVersion}.js.map"
"index.html": "dist/index.html",
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()
},
},
]
}
}
}
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',
},
]
}
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"
}
}
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.
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"
}
]
]
}
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"
}
]
}
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',
},
]
}
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 |
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"
},
}
}
}
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"
}
}
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
}
}
Returns
| Property | Type |
|---|---|
brokers | BrokerInfo[] |
Example
{
brokers: [
{
brokerId: 'BROKER1',
brokerExchange: 'XOFF',
},
{
brokerId: 'BROKER2',
brokerExchange: 'XOFF',
},
]
}
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,
},
}
}
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' },
}]
}
}
Returns a list of clients
Returns
| Property | Type |
|---|---|
clients | ClientInfo[] |
Example
{
clients: [
{
clientId: 'TEST2',
email: 'test2.demo@tick42.com',
salesforceId: '0031i00000z03KaAAI',
},
]
}
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,
},
}
}
Returns
| Property | Type |
|---|---|
orderTypes | [value]: {displayName: string, enabled: boolean} |
Example
{
orderTypes: {
'1': {
displayName: 'Market',
enabled: true,
},
'2': {
displayName: 'Limit',
enabled: true,
},
}
}
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,
}
}
}
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',
},
],
},
]
}
FAQs
Glue42 Core ACME mocked data service
We found that @glue42/acme-mock-data-service demonstrated a not healthy version release cadence and project activity because the last version was released a year ago. It has 8 open source maintainers collaborating on the project.
Did you know?
Socket for GitHub automatically highlights issues in each pull request and monitors the health of all your open source dependencies. Discover the contents of your packages and block harmful activity before you install or update your dependencies.
Security News
In this segment of the Risky Business podcast, Feross Aboukhadijeh and Patrick Gray discuss the challenges of tracking malware discovered in open source softare.
Research
Security News
A threat actor's playbook for exploiting the npm ecosystem was exposed on the dark web, detailing how to build a blockchain-powered botnet.
Security News
NVD’s backlog surpasses 20,000 CVEs as analysis slows and NIST announces new system updates to address ongoing delays.