This directory contains historic market data and code to re-play it to a Diffusion server at the same speed at which it was recorded. The raw market data is stored in CSV files inside ./market-data/

Ensure you have followed step Configure Diffusion URL and credentials in the root README.md

npm install

npm run load

Once the script outputs the following line it has begun re-playing market data at the original speed.

2024-08-15 15:57:15 info: Fast forward by 21,600,000ms complete

• index.ts scans the contents of ./market-data and builds ./Topicfile.json

• load.ts loads ./Topicfile.json and replays the data within at the same rate is was recorded. To load any time series topics with historic data this script wil fast-forward 6hours of activity before playing the data at original speed.

• vary.ts creates a 2nd data feed from an original. It analyses the original to gather the powers of ten that each instruments varies at, picks the most common, and applies a random value at the same power to each of the numeric fields to create a new believable value. This was used to create the ACMEBank.com datafeed. It does not vary the timestamps.