@interopio/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 | FDC3.ContactList |
Example
{
clients: [
{
type: 'fdc3.contact',
name: 'TEST1',
id: {
email: 'test1.demo@tick42.com',
salesforceId: '0030900000aBhKYAA0',
clientId: 'TEST1',
},
},
]
}
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 @interopio/acme-mock-data-service demonstrated a healthy version release cadence and project activity because the last version was released less than a year ago. It has 8 open source maintainers collaborating on the project.
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