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@interopio/acme-mock-data-service

Glue42 Core ACME mocked data service

  • 1.0.2
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  • npm
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Source

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.

PropertyTypeDescriptionRequired
tickerstringInstrument tickerYes
lastPricenumberPrice based on which the prices for the bids will be generatedYes

Returns

PropertyType
bidsBidData[]

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

PropertyTypeDescriptionRequired
instrumentListFdc3InstrumentListList with fdc3 instrumentsYes

Returns

PropertyTypeDescription
tickerstringInstrument ticker
lastTradedVolumenumberLast traded volume
lastPricenumberLast traded price
openPricenumberOpen price
lowPricenumberLowest traded price for the day
highPricenumberHighest traded price for the day
prevClosePricenumberClose price for yesterday
totalVWAPnumberVolume-weighted average price
timeDateTime of generating the data
descriptionStringDescription name
isinstringInternational Securities Identification Number
currencystringCurrency 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

PropertyTypeDescriptionRequired
dateDateEnd period of the generated orders. Start period is 00.00.00 the same dayYes
withSlicesbooleanInclude the corresponding slices for the ordersNo
withTradesbooleanInclude the corresponding trades for the ordersNo

Returns

PropertyType
ordersOrderInfo []
slicesOrderSlice []
tradesOrderTrade []

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

PropertyTypeDescriptionRequired
orderIdStringId of the requested orderYes
dateDateEnd period of the generated orders of which the order will be filtered from. Start period is 00.00.00 the same dayYes
withSlicesbooleanInclude the corresponding slices for the ordersNo
withTradesbooleanInclude the corresponding trades for the ordersNo

Returns

PropertyType
orderOrderInfo
slicesOrderSlice []
tradesOrderTrade []

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

PropertyTypeDescriptionRequired
dateDateEnd period of the trades. Start period is 00.00.00 the same dayYes

Returns

PropertyType
tradesOrderTrade []

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

PropertyTypeDescriptionRequired
sliceIdStringsliceId of the required orderYes

Returns

PropertyType
orderIdString

T42.OMS.TradingPositions

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

Accepts

PropertyTypeDescriptionRequired
dateDateEnd period of the generated orders of which the order will be filtered from. Start period is 00.00.00 the same dayYes

Returns

PropertyType
tradingPositionsTradePosition

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

PropertyTypeDescriptionRequired
orderOrderInfoOrder which will be part of the custom ordersYes

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

PropertyTypeDescriptionRequired
tradeOrderTradeTrade which will be part of the custom ordersYes

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

PropertyType
brokersBrokerInfo[]

Example

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

T42.OMS.GetInstruments

Retrieve a list of supported instruments

Returns

PropertyType
instrumentsInstrumentInfo[]

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

PropertyType
instrumentsFdc3InstrumentList[]

Example

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

T42.OMS.GetClients

Returns a list of clients

Returns

PropertyType
clientsFDC3.ContactList

Example

{
  clients: [
    {
      type: 'fdc3.contact',
      name: 'TEST1',
      id: {
        email: 'test1.demo@tick42.com',
        salesforceId: '0030900000aBhKYAA0',
        clientId: 'TEST1',
      },
    },
  ]
}

T42.OMS.GetOrderValidity

Returns

PropertyType
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

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

Example

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

T42.OMS.GetOrderSides

Returns

PropertyType
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

PropertyType
fundsFundInfo []
{
  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',
        },
      ],
    },
  ]
}

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Package last updated on 26 Apr 2024

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