trade-data-generator

The universal market data layer for trading UIs.
Simulation for development. Real exchange data for production.
Same API. Same format. One library.

Why this exists

Building a trading UI requires live market data at every stage:

• Development — you need realistic fake data to build and test your UI
• Production — you need real exchange data for your users

Most developers use two completely different libraries for this — one for testing, one for production. That means rewriting your data handling code when you go live.

trade-data-generator solves both with one API. Switch from simulation to real Binance data by changing one line.

Features

• Simulation mode — realistic fake data, zero API keys, works offline
• Binance connector — real-time Binance WebSocket data, no API key needed
• Same API for both — switch sources with one config change
• Pluggable connectors — build your own connector for any exchange
• Realistic price engine — mean reversion, volatility, trend bias
• Accurate order book — bid always below ask, volume tapers with depth
• OHLCV candles — multiple intervals simultaneously
• Market hours — equity and forex respect open/close times
• EventEmitter API — wire into any WebSocket server
• Zero dependencies — nothing extra installs
• TypeScript support — full .d.ts definitions included
• 167 tests — 91.9% coverage

Installation

npm install trade-data-generator

The core idea

const { MarketFeed } = require("trade-data-generator");

// Development — realistic fake data
const feed = new MarketFeed({
  source: "simulation", // default, can be omitted
  type: "crypto",
  pairs: [{ symbol: "BTC/USDT", startPrice: 45000 }],
});

// Production — real Binance data (one line change)
const feed = new MarketFeed({
  source: "binance", // switch source
  type: "crypto",
  pairs: [{ symbol: "BTC/USDT" }], // no startPrice needed
});

// Same events. Same format. Always.
feed.on("tick", (data) => console.log(data));
feed.on("candle", (data) => console.log(data));
feed.on("depth", (data) => console.log(data));

feed.start();

Sources

simulation (default)

Generates realistic synthetic market data locally. No network calls. No API keys. Works offline.

const feed = new MarketFeed({
  source: "simulation", // or omit — simulation is the default
  type: "crypto",
  pairs: [
    { symbol: "BTC/USDT", startPrice: 45000, volatility: 0.004 },
    { symbol: "ETH/USDT", startPrice: 2800, volatility: 0.005 },
    { symbol: "SOL/USDT", startPrice: 120, volatility: 0.008 },
  ],
});

binance

Real-time market data from Binance public WebSocket. No API key required.

const feed = new MarketFeed({
  source: "binance",
  type: "crypto",
  pairs: [
    { symbol: "BTC/USDT" },
    { symbol: "ETH/USDT" },
    { symbol: "SOL/USDT" },
  ],
});

Streams per symbol:

• @ticker — price, volume, 24h stats
• @depth10 — order book top 10 levels
• @kline_* — candles per interval

Auto-reconnect with exponential backoff included.

Custom connectors

Build your own connector for any exchange or data source:

const {
  MarketFeed,
  BaseConnector,
  registerConnector,
} = require("trade-data-generator");

class MyExchangeConnector extends BaseConnector {
  async connect() {
    /* open WebSocket */
  }
  async disconnect() {
    /* close WebSocket */
  }
  async subscribe(symbols) {
    /* subscribe to pairs */
  }
  async unsubscribe(symbols) {
    /* unsubscribe */
  }
  normalizeTick(raw) {
    /* convert to standard format */
  }
  normalizeCandle(raw) {
    /* convert to standard format */
  }
  normalizeDepth(raw) {
    /* convert to standard format */
  }
}

registerConnector("myexchange", MyExchangeConnector);

const feed = new MarketFeed({
  source: "myexchange",
  type: "crypto",
  pairs: [{ symbol: "BTC/USDT" }],
});

WebSocket integration

The library emits events — you own the WebSocket server. Works with Socket.io, ws, Pusher, Ably or any transport.

const { MarketFeed } = require("trade-data-generator");
const { Server } = require("socket.io");
const http = require("http");

const server = http.createServer();
const io = new Server(server, { cors: { origin: "*" } });

const feed = new MarketFeed({
  source: "binance",
  type: "crypto",
  pairs: [{ symbol: "BTC/USDT" }, { symbol: "ETH/USDT" }],
});

feed.on("tick", (data) => io.to(data.symbol).emit("ticker", data));
feed.on("candle", (data) => io.to(data.symbol).emit("candle", data));
feed.on("depth", (data) => io.to(data.symbol).emit("orderbook", data));

io.on("connection", (socket) => {
  socket.on("subscribe", ({ symbol }) => {
    socket.join(symbol);
    socket.emit("snapshot", feed.getState(symbol));
  });
  socket.on("unsubscribe", ({ symbol }) => {
    socket.leave(symbol);
  });
});

feed.start();
server.listen(3001);

Market types

Crypto — always open

const feed = new MarketFeed({
  type: "crypto",
  pairs: [
    { symbol: "BTC/USDT", startPrice: 45000, volatility: 0.004, precision: 2 },
    { symbol: "ETH/USDT", startPrice: 2800, volatility: 0.005, precision: 2 },
  ],
});

Equity — market hours

const feed = new MarketFeed({
  type: "equity",
  marketHours: {
    open: "09:30",
    close: "16:00",
    timezone: "America/New_York",
    days: [1, 2, 3, 4, 5],
  },
  pairs: [
    { symbol: "AAPL", startPrice: 175.5, volatility: 0.002, precision: 2 },
    { symbol: "GOOGL", startPrice: 142.3, volatility: 0.003, precision: 2 },
  ],
});

Forex — pip precision

const feed = new MarketFeed({
  type: "forex",
  marketHours: {
    open: "00:00",
    close: "23:59",
    timezone: "UTC",
    days: [1, 2, 3, 4, 5],
  },
  pairs: [
    { symbol: "EUR/USD", startPrice: 1.0845, volatility: 0.0003, precision: 5 },
    { symbol: "GBP/USD", startPrice: 1.2678, volatility: 0.0004, precision: 5 },
    { symbol: "USD/JPY", startPrice: 149.85, volatility: 0.0002, precision: 3 },
  ],
});

Events

feed.on("tick", (data) => {
  // {
  //   symbol:    'BTC/USDT',
  //   type:      'crypto',
  //   source:    'binance',
  //   timestamp:  1714900000000,
  //   price:      80920.00,
  //   bid:        80920.00,
  //   ask:        80920.01,
  //   spread:     0.01,
  //   volume:     14376.18,
  //   change:     +88.68,
  //   changePct:  +0.11,
  //   high24h:    82479.32,
  //   low24h:     80279.77,
  //   open24h:    80831.32,
  //   previous:   80919.99,
  // }
});

feed.on("candle", (data) => {
  // {
  //   symbol:    'BTC/USDT',
  //   interval:  '1m',
  //   openTime:  1714900000000,
  //   closeTime: 1714900060000,
  //   open:      80900.00,
  //   high:      80950.00,
  //   low:       80880.00,
  //   close:     80920.00,
  //   volume:    42.18,
  //   closed:    true,
  //   source:    'binance',
  // }
});

feed.on("depth", (data) => {
  // {
  //   symbol:    'BTC/USDT',
  //   timestamp:  1714900000000,
  //   source:    'binance',
  //   bids: [{ price, volume, side }, ...10 levels],
  //   asks: [{ price, volume, side }, ...10 levels],
  // }
});

feed.on("open", (info) => {}); // market opened (equity/forex)
feed.on("closed", (info) => {}); // market closed (equity/forex)
feed.on("error", (err) => {}); // error on a symbol

Configuration

MarketFeed options

| Option | Type | Default | Description | | ----------------- | ---------- | -------------- | --------------------------------------- | | source | string | 'simulation' | 'simulation' | 'binance' | custom | | type | string | required | 'crypto' | 'forex' | 'equity' | | pairs | Array | required | Array of pair configs | | interval | number | 1000 | Ms between ticks (simulation only) | | candleIntervals | string[] | ['1m'] | Candle intervals to track | | depth | number | 10 | Order book levels each side | | maxCandles | number | 1000 | Max candle history (simulation only) | | marketHours | Object | — | Required for equity and forex |

Pair options

| Option | Type | Required | Description | | ------------ | -------- | --------------- | ---------------------------- | | symbol | string | always | e.g. 'BTC/USDT' | | startPrice | number | simulation only | Initial price | | volatility | number | — | Max % move per tick | | trend | number | — | Drift per tick | | precision | number | — | Decimal places | | tickSize | number | — | Minimum price increment | | spreadPct | number | — | Bid/ask spread as % of price | | volume | Object | — | { min: 100, max: 10000 } |

Candle intervals

'1s' '1m' '5m' '15m' '1h' '4h' '1d'

API

feed.start(); // Start feed
feed.stop(); // Stop completely
feed.pause(); // Pause (simulation only)
feed.resume(); // Resume after pause

feed.getState(symbol); // Current state for symbol
feed.getCandles(symbol, interval, limit); // Candle history (simulation)
feed.getSymbols(); // All symbol names
feed.getMarketStatus(); // Market open/close status
feed.getSource(); // Active source name

feed.reset(symbol); // Reset symbol (simulation)
feed.resetAll(); // Reset all (simulation)
feed.isRunning(); // true | false

// Register custom connector
registerConnector("myexchange", MyConnectorClass);

// List available sources
getAvailableSources(); // ['simulation', 'binance', ...]

Examples

node examples/crypto.js    # Simulation — crypto
node examples/equity.js    # Simulation — US stocks
node examples/forex.js     # Simulation — forex pairs

Changelog

v3.0.0

• Connector architecture — pluggable data sources
• source option — 'simulation' | 'binance' | custom
• Binance connector — real-time data, no API key needed
• BaseConnector — extend to build your own connector
• registerConnector() — register custom connectors
• getAvailableSources() — list available sources
• getSource() — get active source name
• source field added to all events
• Fully backward compatible — existing code works unchanged

v2.0.0

• Complete rewrite — EventEmitter API
• Accurate order book, mean reversion price engine
• Multiple candle intervals, market hours
• Zero dependencies, TypeScript support

Contributing

We welcome connectors for new exchanges and data sources.

1. Fork the repository
2. Create src/connectors/yourexchange.js
3. Extend BaseConnector
4. Add tests in test/
5. Open a pull request

See CONTRIBUTING.md for the full guide.

Author

Love Pareek — [email protected]
GitHub: monupareeklg
Contributor: Kush Pareek

License

MIT — see LICENSE

⭐️ If this saved you time, star it on GitHub!