Demonstration data - Quod-Financial/quantreplay GitHub Wiki

The page describes the database content of the demonstration data. Liquibase applies it by default or when the environment variable SIMULATOR_LIQUIBASE_CONTEXT is "market-simulator,schema,demo" (documentation).

To list the content of the database, the REST API requests were used.

Venue

The request:

curl -X GET "http://localhost:9050/api/venues"

or

Invoke-RestMethod -Uri "http://localhost:9050/api/venues" -Method GET | ConvertTo-Json -Depth 100

A venue:

{
  "venues": [
    {
      "id": "XETRA",
      "name": "XETRA",
      "engineType": "Matching",
      "supportTifIoc": true,
      "supportTifFok": true,
      "supportTifDay": true,
      "includeOwnOrders": true,
      "restPort": 9050,
      "orderOnStartup": true,
      "randomPartyCount": 2,
      "timeAndSalesEnabled": true,
      "timeAndSalesQuantityEnabled": true,
      "timeAndSalesSideEnabled": true,
      "timeAndSalesPartiesEnabled": true,
      "timezone": "UTC",
      "cancelOnDisconnect": false,
      "persistenceEnabled": false,
      "phases": []
    }
  ]
}

Listings

The request:

curl -X GET "http://localhost:9050/api/listings"

or

Invoke-RestMethod -Uri "http://localhost:9050/api/listings" -Method GET | ConvertTo-Json -Depth 100

Listings:

{
  "listings": [
    {
      "id": 5,
      "venueId": "XETRA",
      "symbol": "VOW",
      "securityType": "CS",
      "priceCurrency": "EUR",
      "instrSymbol": "VOW",
      "qtyMinimum": 1.0,
      "qtyMaximum": 2000.0,
      "enabled": true,
      "randomDepthLevels": 5,
      "randomOrdersSpread": 0.01,
      "randomOrdersRate": 3,
      "securityExchange": "ABER",
      "randomQtyMinimum": 10.0,
      "randomOrdersEnabled": true
    },
    {
      "id": 1,
      "venueId": "XETRA",
      "symbol": "AMZ",
      "securityType": "CS",
      "priceCurrency": "EUR",
      "instrSymbol": "AMZ",
      "qtyMinimum": 1.0,
      "qtyMaximum": 2000.0,
      "enabled": true,
      "randomDepthLevels": 5,
      "randomOrdersRate": 3,
      "securityExchange": "ABER",
      "randomQtyMinimum": 10.0,
      "randomOrdersEnabled": true
    },
    {
      "id": 2,
      "venueId": "XETRA",
      "symbol": "MSF",
      "securityType": "CS",
      "priceCurrency": "EUR",
      "instrSymbol": "MSF",
      "qtyMinimum": 1.0,
      "qtyMaximum": 1000.0,
      "enabled": true,
      "randomQtyMaximum": 900.0,
      "randomDepthLevels": 2,
      "randomOrdersRate": 1,
      "securityExchange": "XETR",
      "randomQtyMinimum": 2.0,
      "randomOrdersEnabled": true
    },
    {
      "id": 3,
      "venueId": "XETRA",
      "symbol": "NFC",
      "securityType": "CS",
      "priceCurrency": "EUR",
      "instrSymbol": "NFC",
      "qtyMinimum": 1.0,
      "qtyMaximum": 2000.0,
      "enabled": true,
      "randomDepthLevels": 5,
      "randomOrdersSpread": 0.01,
      "randomOrdersRate": 3,
      "securityExchange": "ABER",
      "randomQtyMinimum": 10.0,
      "randomOrdersEnabled": true
    },
    {
      "id": 4,
      "venueId": "XETRA",
      "symbol": "VODI",
      "securityType": "CS",
      "priceCurrency": "EUR",
      "instrSymbol": "VODI",
      "qtyMinimum": 1.0,
      "qtyMaximum": 2000.0,
      "enabled": true,
      "randomDepthLevels": 5,
      "randomOrdersSpread": 0.01,
      "randomOrdersRate": 1,
      "securityExchange": "ABER",
      "randomQtyMinimum": 10.0,
      "randomOrdersEnabled": true
    }
  ]
}

Price Seeds

The request:

curl -X GET "http://localhost:9050/api/priceseeds"

or

Invoke-RestMethod -Uri "http://localhost:9050/api/priceseeds" -Method GET | ConvertTo-Json -Depth 100

Price seeds:

{
  "priceSeeds": [
    {
      "id": 1,
      "symbol": "AMZ",
      "securityType": "CS",
      "priceCurrency": "EUR",
      "securityId": "AMZ",
      "securityIdSource": "ISI",
      "instrumentSymbol": "AMZ",
      "midPrice": 100.0,
      "bidPrice": 98.0,
      "offerPrice": 102.0
    },
    {
      "id": 2,
      "symbol": "MSF",
      "securityType": "CS",
      "priceCurrency": "EUR",
      "securityId": "MSF",
      "instrumentSymbol": "MSF",
      "midPrice": 100.0,
      "bidPrice": 95.0,
      "offerPrice": 105.0
    },
    {
      "id": 3,
      "symbol": "NFC",
      "securityType": "CS",
      "priceCurrency": "EUR",
      "securityId": "NFC",
      "securityIdSource": "ISI",
      "instrumentSymbol": "NFC",
      "midPrice": 100.0,
      "bidPrice": 98.0,
      "offerPrice": 102.0
    },
    {
      "id": 4,
      "symbol": "VODI",
      "securityType": "CS",
      "priceCurrency": "EUR",
      "securityId": "VODI",
      "securityIdSource": "ISI",
      "instrumentSymbol": "VODI",
      "midPrice": 100.0,
      "bidPrice": 98.0,
      "offerPrice": 102.0
    },
    {
      "id": 5,
      "symbol": "VOW",
      "securityType": "CS",
      "priceCurrency": "EUR",
      "securityId": "VOW",
      "securityIdSource": "ISI",
      "instrumentSymbol": "VOW",
      "midPrice": 100.0,
      "bidPrice": 98.0,
      "offerPrice": 102.0
    }
  ]
}
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