This project consumes an options pricing feed from a Solace PubSub+ broker and makes a call to a web-assembly application compiled from Rust to caluclate option prices using the black-scholes model.
- Install Node.js
- Install Rust
- Use the following link as a guide to sign up for a FREE Solace PubSub+ or setup a docker container locally.
- Setup and run the rust-options-data-simulator against the setup Solace PubSub+ instance to simulate an options data feed
Install the dependencies...
npm install
Grab the Solace WebMessaging settings from the Solace Cloud Console as shown below:
and fill them in src/solace-config.js or rely on the default settings for a locally installed broker
export const solaceConfig = {
SOLACE_HOST_URL: "ws://localhost:8000",
SOLACE_MESSAGE_VPN: "default",
SOLACE_USERNAME: "default",
SOLACE_PASSWORD: "default",
};
Run the following command to start the application locally:
npm run dev
Navigate to localhost:5000. You should see your app running.
Make sure you start the rust-options-data-simulator to start a simulated options feed.
Click the connect button in the app to connect to the Solace broker with the appropriate credentials and you should see a live options table being priced as shown below:
