feat: new instruments Nov 2024

src/utils/instrument-meta-data/generate-data.ts

@@ -11,31 +11,61 @@ const saveFile = promisify(fs.writeFile);
 
 const OUTPUT_FOLDER = path.resolve(__dirname, 'generated');
 
-Promise.all([getActualStartDates(), getRawMetaData()])
-  .then(([actualStartDates, rawMetaData]) => {
-    return Promise.all([
-      saveFile(
-        path.resolve(OUTPUT_FOLDER, `raw-meta-data-${new Date().toISOString().slice(0, 10)}.json`),
-        JSON.stringify(rawMetaData, null, 2)
-      ),
-      generateMeta(
-        rawMetaData.instruments,
-        actualStartDates,
-        path.resolve(OUTPUT_FOLDER, 'instrument-meta-data.json')
-      ),
-      generateInstrumentEnum(
-        rawMetaData.instruments,
-        path.resolve(OUTPUT_FOLDER, 'instrument-enum.ts')
-      ),
-      generateInstrumentGroupData(
-        rawMetaData,
-        path.resolve(OUTPUT_FOLDER, 'instrument-groups.json')
-      )
-    ]);
-  })
-  .then(() => {
-    console.log('Done');
-  });
+// Promise.all([getActualStartDates(), getRawMetaData()])
+//   .then(([actualStartDates, rawMetaData]) => {
+//     return Promise.all([
+// saveFile(
+//   path.resolve(OUTPUT_FOLDER, `raw-meta-data-${new Date().toISOString().slice(0, 10)}.json`),
+//   JSON.stringify(rawMetaData, null, 2)
+// ),
+// generateMeta(
+//   rawMetaData.instruments,
+//   actualStartDates,
+//   path.resolve(OUTPUT_FOLDER, 'instrument-meta-data.json')
+// ),
+// generateInstrumentEnum(
+//   rawMetaData.instruments,
+//   path.resolve(OUTPUT_FOLDER, 'instrument-enum.ts')
+// ),
+
+// ]);
+// })
+// .then(() => {
+//   console.log('Done');
+// });
+
+
+async function run() {
+  const [actualStartDates, rawMetaData] = await Promise.all([getActualStartDates(), getRawMetaData()]);
+  await saveFile(
+    path.resolve(OUTPUT_FOLDER, `raw-meta-data-${new Date().toISOString().slice(0, 10)}.json`),
+    JSON.stringify(rawMetaData, null, 2)
+  );
+
+  const metaDataFilePath = path.resolve(OUTPUT_FOLDER, 'instrument-meta-data.json');
+
+  await generateMeta(
+    rawMetaData.instruments,
+    actualStartDates,
+    metaDataFilePath
+  );
+
+  await generateInstrumentEnum(
+    metaDataFilePath,
+    path.resolve(OUTPUT_FOLDER, 'instrument-enum.ts')
+  );
+
+
+  await generateInstrumentGroupData(
+    rawMetaData,
+    path.resolve(OUTPUT_FOLDER, 'instrument-groups.json')
+  );
+
+  console.log('Done');
+
+}
+
+run();
 
 async function getActualStartDates(): Promise<ActualStartDates> {
   // eslint-disable-next-line @typescript-eslint/no-non-null-assertion

src/utils/instrument-meta-data/generate-group-data.ts

@@ -14,6 +14,11 @@ export function generateInstrumentGroupData(
   metadata: MetaDataResponse,
   path: string
 ): Promise<void> {
+
+
+  const currentGroupDataRaw = fs.readFileSync(path, 'utf8');
+  const currentGroupData = JSON.parse(currentGroupDataRaw) as GroupData[];
+
   const data = Object.keys(metadata.groups).reduce<GroupData[]>((all, group) => {
     const hasInstruments = metadata.groups[group]?.instruments?.length;
     if (!hasInstruments) {
@@ -27,17 +32,36 @@ export function generateInstrumentGroupData(
       return all;
     }
 
-    all.push({
-      id: group.toLowerCase().replace(/\s/g, '-'),
-      instruments: metadata.groups[group].instruments
-        .filter(inst => !!metadata.instruments[inst])
-        .map(inst => generateIdName(metadata.instruments[inst].historical_filename, inst))
-    });
+    const id = group.toLowerCase().replace(/\s/g, '-');
+
+    const matchedGroup = currentGroupData.find(item => item.id === id);
+
+    if (matchedGroup) {
+      matchedGroup.instruments = matchedGroup.instruments.concat(
+        metadata.groups[group].instruments
+          .filter(inst => !!metadata.instruments[inst])
+          .map(inst => generateIdName(metadata.instruments[inst].historical_filename, inst))
+      );
+    } else {
+      all.push({
+        id,
+        instruments: metadata.groups[group].instruments
+          .filter(inst => !!metadata.instruments[inst])
+          .map(inst => generateIdName(metadata.instruments[inst].historical_filename, inst))
+      });
+    }
 
     return all;
-  }, []);
+  }, currentGroupData);
+
+  const dedupedGroups = data.map<GroupData>(item => {
+    return {
+      id: item.id,
+      instruments: Array.from(new Set(item.instruments))
+    }
+  })
 
-  return saveFile(path, JSON.stringify(data, null, 2)).then(() => {
+  return saveFile(path, JSON.stringify(dedupedGroups, null, 2)).then(() => {
     console.log('instrument groups generated!', path);
   });
 }

src/utils/instrument-meta-data/generate-instrument-enum.ts

@@ -1,18 +1,19 @@
-/* eslint-disable no-console */
 import fs from 'fs';
 import { promisify } from 'util';
-import { MetaDataResponse } from './generate-data.types';
-import { generateIdName } from './generate-id-name';
+import { InstrumentMetaDataMap } from './generate-meta';
 const saveFile = promisify(fs.writeFile);
 
 export function generateInstrumentEnum(
-  instruments: MetaDataResponse['instruments'],
-  path: string
+  fromPath: string,
+  toPath: string
 ): Promise<void> {
-  const enumKeys = Object.keys(instruments).map(inst => {
-    const { name, description, historical_filename } = instruments[inst];
 
-    const cleanName = generateIdName(historical_filename, inst);
+  const instrumentsmetaData = fs.readFileSync(fromPath, 'utf8');
+  const instrumentsMetaData = JSON.parse(instrumentsmetaData) as InstrumentMetaDataMap;
+
+  const enumKeys = Object.entries(instrumentsMetaData).map(([cleanName, inst]) => {
+    const { name, description } = inst;
+
     const key = /^\d/.test(cleanName) ? `'${cleanName}'` : cleanName;
 
     const line = `
@@ -31,7 +32,7 @@ export function generateInstrumentEnum(
     'export type InstrumentType = keyof typeof Instrument;'
   ].join('\n');
 
-  return saveFile(path, strings).then(() => {
-    console.log('instruments enum generated!', path);
+  return saveFile(toPath, strings).then(() => {
+    console.log('instruments enum generated!', toPath);
   });
 }

src/utils/instrument-meta-data/generate-meta.ts

@@ -24,12 +24,18 @@ const decimalFactorOverride: Record<string, number> = {
   lnkusd: 1000
 };
 
+type InstrumentMetaDataMap = Record<string, InstrumentMetaData>;
+
 export function generateMeta(
   instruments: MetaDataResponse['instruments'],
   actualStartDates: ActualStartDates,
   path: string
 ): Promise<void> {
-  const data = Object.keys(instruments).reduce<Record<string, InstrumentMetaData>>((all, inst) => {
+
+  const currentValueFromFile = fs.readFileSync(path, 'utf8');
+  const currentValue = JSON.parse(currentValueFromFile) as InstrumentMetaDataMap;
+
+  const data = Object.keys(instruments).reduce((all, inst) => {
     const {
       name,
       description,
@@ -66,7 +72,7 @@ export function generateMeta(
     };
 
     return all;
-  }, {});
+  }, currentValue);
 
   return saveFile(path, JSON.stringify(data, null, 2)).then(() => {
     console.log('Meta data generated!', path);

src/utils/instrument-meta-data/generated/instrument-enum.ts

@@ -7601,5 +7601,101 @@ export enum Instrument {
      * *ZURN.CH/CHF*
      */
     zurnchchf='zurnchchf',
+
+    /**
+     * ### ARK 21Shares Active Bitcoin Ethereum Strategy ETF Fund
+     * *ARKI.US/USD*
+     */
+    arkiususd='arkiususd',
+
+    /**
+     * ### Global X Cybersecurity UCITS ETF Fund
+     * *BUGG.GB/GBP*
+     */
+    bugggbgbx='bugggbgbx',
+
+    /**
+     * ### Lyxor Smart Overnight Return - UCITS ETF C-GBP
+     * *CSH2.GB/GBX*
+     */
+    csh2gbgbx='csh2gbgbx',
+
+    /**
+     * ### WisdomTree Cybersecurity UCITS ETF Fund
+     * *CYSE.GB/GBX*
+     */
+    cysegbgbx='cysegbgbx',
+
+    /**
+     * ### iShares MSCI Europe Health Care Sector UCITS ETF Fund
+     * *ESIH.GB/GBP*
+     */
+    esihgbgbx='esihgbgbx',
+
+    /**
+     * ### iShares Physical Gold ETC Fund
+     * *IGLN.US/USD*
+     */
+    iglnususd='iglnususd',
+
+    /**
+     * ### iShares S&P 500 Financials Sector UCITS ETF
+     * *IUFS.US/USD*
+     */
+    iufsususd='iufsususd',
+
+    /**
+     * ### iShares MSCI Global Semiconductors UCITS ETF
+     * *SEMI.GB/GBP*
+     */
+    semigbgbx='semigbgbx',
+
+    /**
+     * ### Invesco Physical Gold ETC Fund
+     * *SGLD.US/USD*
+     */
+    sgldususd='sgldususd',
+
+    /**
+     * ### VanEck Semiconductor ETF Fund
+     * *SMH.US/USD*
+     */
+    smhususd='smhususd',
+
+    /**
+     * ### Lyxor Smart Overnight Return - UCITS ETF C-USD
+     * *SMTC.US/USD*
+     */
+    smtcususd='smtcususd',
+
+    /**
+     * ### Wisdomtree Artificial Intelligence And Innovation Fund
+     * *WTAI.US/USD*
+     */
+    wtaiususd='wtaiususd',
+
+    /**
+     * ### Xtrackers FTSE Developed Europe Real Estate UCITS ETF
+     * *XDER.GB/GBX*
+     */
+    xdergbgbx='xdergbgbx',
+
+    /**
+     * ### Xtrackers MSCI World Health Care UCITS ETF Fund
+     * *XDWH.US/USD*
+     */
+    xdwhususd='xdwhususd',
+
+    /**
+     * ### Xtrackers MSCI World Information Technology UCITS ETF
+     * *XDWT.US/USD*
+     */
+    xdwtususd='xdwtususd',
+
+    /**
+     * ### Invesco Real Estate S&P US Select Sector UCITS ETF
+     * *XRES.US/USD*
+     */
+    xresususd='xresususd',
 }
 export type InstrumentType = keyof typeof Instrument;

src/utils/instrument-meta-data/generated/instrument-groups.json

@@ -1439,5 +1439,26 @@
       "zsususd",
       "ztsususd"
     ]
+  },
+  {
+    "id": "etf_cfd",
+    "instruments": [
+      "arkiususd",
+      "bugggbgbx",
+      "csh2gbgbx",
+      "cysegbgbx",
+      "esihgbgbx",
+      "iglnususd",
+      "iufsususd",
+      "semigbgbx",
+      "sgldususd",
+      "smhususd",
+      "smtcususd",
+      "wtaiususd",
+      "xdergbgbx",
+      "xdwhususd",
+      "xdwtususd",
+      "xresususd"
+    ]
   }
 ]