trade-data-generator
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A library to simulate market depth, trade data, and OHLC candlestick generation for trading applications.
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# trade-data-generator
[](https://www.npmjs.com/package/trade-data-generator)
[](https://github.com/monupareeklg/trade-data-generator/blob/master/LICENSE)
[](https://www.npmjs.com/package/trade-data-generator)
**Market Depth Generator** is a lightweight library for simulating market depth, trade data, and OHLC candlesticks. Designed for trading platforms and financial applications, it generates realistic trading data with customizable configurations.
## 🌟 Features
- Simulate **Market Depth** with dynamic buy and sell orders.
- Generate **OHLC Candlesticks** (Open, High, Low, Close) with customizable intervals.
- Track **Executed Trades** in real-time with configurable precision and step sizes.
- Precision handling for prices and trade volumes per symbol.
- Timezone-specific **Market Hours** for Forex and Equity.
- Multi-symbol support for crypto.
- WebSocket integration for real-time updates.
- Fully customizable and developer-friendly.
## 🚀 Installation
Install via npm:
```bash
npm install market-depth-generator
```
## 🛠️ Usage
### 1. Basic Example
Create a simple WebSocket server that generates and serves market depth and trade data:
```javascript
const MarketDepthGenerator = require("trade-data-generator");
const express = require("express");
const WebSocket = require("ws");
const PORT = 8080;
const app = express();
// Initialize the MarketDepthGenerator
const generator = new MarketDepthGenerator({
symbols: ["BTCUSD", "ETHUSD"], // Add multiple symbols
middlePrice: 305.12, // Base price for simulation
precision: { BTCUSD: 2, ETHUSD: 4 }, // Set precision per symbol
stepSize: { BTCUSD: 0.01, ETHUSD: 0.0001 }, // Set step size per symbol
marketType: "forex", // Set market type (crypto, forex, equity)
marketRegion: "NYSE", // Region-specific market hours (e.g., NYSE, LSE)
timezoneOffset: 330, // Timezone offset (e.g., IST = 330 minutes)
});
(async () => {
setInterval(() => {
try {
generator.simulateTrade("BTCUSD");
} catch (err) {
console.error("Error simulating trade:", err.message);
}
}, 1000);
})();
// HTTP API for fetching market depth for a specific symbol
app.get("/api/market-depth/:symbol", (req, res) => {
const symbol = req.params.symbol;
try {
const depth = generator.getMarketDepth(symbol);
res.json(depth);
} catch (err) {
res.status(400).json({ error: err.message });
}
});
// HTTP API for fetching market stats for a specific symbol
app.get("/api/market-stats/:symbol", (req, res) => {
const symbol = req.params.symbol;
try {
const stats = generator.getMarketStats(symbol);
res.json(stats);
} catch (err) {
res.status(400).json({ error: err.message });
}
});
const server = app.listen(PORT, () => {
console.log(`Server running on http://localhost:${PORT}`);
});
// WebSocket server for real-time updates
const wss = new WebSocket.Server({ server });
wss.on("connection", (ws) => {
console.log("Client connected");
const sendMarketUpdates = setInterval(() => {
const updates = {};
Object.keys(generator.symbols).forEach((symbol) => {
updates[symbol] = {
depth: generator.getMarketDepth(symbol),
stats: generator.getMarketStats(symbol),
};
});
ws.send(JSON.stringify(updates));
}, 2500);
ws.on("close", () => {
clearInterval(sendMarketUpdates);
console.log("Client disconnected");
});
});
```
Run the script and connect a WebSocket client to view the live simulation data.
## 📡 Output
The WebSocket server broadcasts the following JSON structure:
```json
{
"BTCUSD": {
"marketDepth": {
"buyOrders": [
{ "price": "1.23456", "quantity": "10.1234" },
{ "price": "1.23450", "quantity": "5.4321" }
],
"sellOrders": [
{ "price": "1.23470", "quantity": "8.5678" },
{ "price": "1.23480", "quantity": "3.2100" }
]
},
"lastPrice": "1.23456",
"priceChange": "0.00010",
"percentageChange": "0.81",
"highPrice": "1.23480",
"lowPrice": "1.23450",
"volume": "123.45",
"candlestickData": [
{
"open": "1.23000",
"high": "1.24000",
"low": "1.23000",
"close": "1.23456",
"volume": "100.50",
"timestamp": "2025-01-10T12:00:00Z"
}
]
}
}
```
## 📖 Documentation
### Configuration Options
| Option | Type | Default | Description |
| -------------------- | ------ | ------------- | ------------------------------------------------- |
| `symbols` | Array | `['BTCUSDT']` | List of symbols for simulation. |
| `middlePrice` | Number | `305.12` | Base price for market simulation. |
| `precision` | Object | `{}` | Set precision per symbol (e.g., `{ BTCUSD: 2 }`). |
| `stepSize` | Object | `{}` | Set price step size per symbol. |
| `marketType` | String | `crypto` | Type of market (`crypto`, `forex`, or `equity`). |
| `marketRegion` | String | `null` | Region for equity market hours (e.g., `NYSE`). |
| `timezoneOffset` | Number | `0` | Timezone offset in minutes (e.g., IST = 330). |
| `simulationInterval` | Number | `1000` | Interval (ms) for simulating trades. |
| `updateInterval` | Number | `2500` | Interval (ms) for broadcasting updates. |
## 🧪 Testing
Run tests using Jest:
```
npm test
```
## 📌 Important Notes
- **Precision Handling**:
Customize precision for prices and volumes using the `precision` configuration per symbol. This ensures prices and volumes match realistic exchange behavior.
- **Step Size**:
Define `stepSize` per symbol to simulate realistic price jumps for each trade.
- **Redis Connectivity**:
The library no longer handles Redis connectivity internally. Users are responsible for initializing and managing their own Redis connections.
- **Candlestick Data**:
Candlestick (OHLC) data is now directly accessible via `getCandlestickData(symbol)`. You can save this data to Redis or any other database based on your preferences.
## 📌 TODOs
- [x] Add support for multiple symbols.
- [x] Add precision and step size configurations.
- [ ] Extend candlestick intervals beyond 1 minute.
- [ ] Add more realistic trade simulations.
- [ ] Implement better test coverage for edge cases.
- [ ] Add support for WebSocket authentication.
## 🌟 What's New in Version 1.4.1
- **Market Hours Support**:
- Integrated time-zone-specific market hours for Forex and Equity markets.
- Automatic market status checks based on region and timezone.
- **Precision and Step Sizes**:
- Added per-symbol precision and step size configurations.
- **Real-time WebSocket Updates**:
- Improved candlestick data and market stats streaming.
## 👤 Author
- **Love Pareek**
- GitHub: [monupareeklg](https://github.com/monupareeklg)
## 📄 License
This project is licensed under the MIT License - see the [LICENSE](https://github.com/monupareeklg/trade-data-generator/blob/master/LICENSE) file for details.
## 🛠️ Contributing
Contributions are welcome! Please follow these steps:
1. Fork the repository.
2. Create a new branch for your feature or bug fix: `git checkout -b feature-name`.
3. Commit your changes: `git commit -m 'Add a new feature'`.
4. Push to the branch: `git push origin feature-name`.
5. Submit a pull request.
Make sure your code is clean and well-documented before submitting. We appreciate your contributions!
## 🌟 Support
If you like this project, please give it a ⭐️ on [GitHub](https://github.com/monupareeklg/trade-data-generator)!
For issues, feel free to open a ticket on the [GitHub issues page](https://github.com/monupareeklg/trade-data-generator/issues).
Need help or have questions? Contact me at **monupareeklg@gmail.com**.