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: "[email protected]",
    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 | FDC3.ContactList |

Example

{
  clients: [
    {
      type: 'fdc3.contact',
      name: 'TEST1',
      id: {
        email: '[email protected]',
        salesforceId: '0030900000aBhKYAA0',
        clientId: 'TEST1',
      },
    },
  ]
}

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',
        },
      ],
    },
  ]
}