1 Trading Floor

Mandalay Markets — long-only futures and call/put options on NYSE equities, commodities, and crypto. Contracts come from a stored catalog (trading_catalog.json, 700+ listings) with filterable pages. Underlyings and performance series live in market_symbols.json.

1.1 Game flow

Trading Floor → Category filter → Live tape (full book or isolated class) → 1D/1W chart + recent prints → Buy contract → Settle / expire → Wallet updated

1.2 Symbol database

market_symbols.json holds every tradable underlying (NYSE, commodities, crypto) with:

Base spot seeded from futures marks
Synthetic 1D and 1W performance percentages
Chart series for day (24 pts) and week (28 pts)

The live tape random-walks from those base spots so the book keeps moving while you browse.

1.3 Live underlying tape

While on the Trading Floor (and on the buy ticket):

All assets — full-spectrum scroll of every symbol in the DB
NYSE / Commodities / Crypto — tape and rotating charts isolate to that category
Chart toggle 1D / 1W shows the performance path for the focused underlying
Recent activity lists the latest tape prints before you send an order
Buy screen keeps a focused ticker on the selected contract’s underlying

1.4 Asset classes

Class	Examples
NYSE	Large-cap equities & index proxies
Commodities	Energy, metals, softs
Crypto	Major coins and pairs

1.5 Instruments

Instrument	Entry cost	Settlement
Future	Margin stub ≈ 10% of notional (min 25 chips)	PnL = (exit − entry) × multiplier × qty
Call	Premium = ask × multiplier × qty	Intrinsic = max(0, spot − strike)
Put	Premium = ask × multiplier × qty	Intrinsic = max(0, strike − spot)

Exit spot is the contract mark drifted by a small random move at settlement. No naked shorts.

1.6 Filters & paging

Asset chips: All / NYSE / Commodities / Crypto (also scopes the ticker)
Instrument chips: All / Future / Call / Put
Next contract page advances the catalog cursor within the active filter

1.7 Minimum trade

25 chips.

1.8 Implementation

Web: docs/js/tradingDesk.js, docs/js/marketSymbols.js, docs/js/marketTicker.js, docs/js/ui/trading-desk-renderers.js
CLI: mandalay_bay/trading_desk.py, mandalay_bay/activities/trading_desk.py
Data: docs/data/trading_catalog.json, docs/data/market_symbols.json (Python twins under mandalay_bay/data/)
Tests: tests/test_market_scenarios.py

# Trading Floor **Mandalay Markets** — long-only futures and call/put options on NYSE equities, commodities, and crypto. Contracts come from a stored catalog (`trading_catalog.json`, 700+ listings) with filterable pages. Underlyings and performance series live in `market_symbols.json`. ## Game flow ``` Trading Floor → Category filter → Live tape (full book or isolated class) → 1D/1W chart + recent prints → Buy contract → Settle / expire → Wallet updated ``` ## Symbol database `market_symbols.json` holds every tradable underlying (NYSE, commodities, crypto) with: - Base spot seeded from futures marks - Synthetic **1D** and **1W** performance percentages - Chart series for day (24 pts) and week (28 pts) The live tape random-walks from those base spots so the book keeps moving while you browse. ## Live underlying tape While on the Trading Floor (and on the buy ticket): - **All assets** — full-spectrum scroll of every symbol in the DB - **NYSE / Commodities / Crypto** — tape and rotating charts isolate to that category - Chart toggle **1D / 1W** shows the performance path for the focused underlying - **Recent activity** lists the latest tape prints before you send an order - Buy screen keeps a focused ticker on the selected contract’s underlying ## Asset classes | Class | Examples | |-------|----------| | **NYSE** | Large-cap equities & index proxies | | **Commodities** | Energy, metals, softs | | **Crypto** | Major coins and pairs | ## Instruments | Instrument | Entry cost | Settlement | |------------|------------|------------| | **Future** | Margin stub ≈ 10% of notional (min 25 chips) | PnL = (exit − entry) × multiplier × qty | | **Call** | Premium = ask × multiplier × qty | Intrinsic = max(0, spot − strike) | | **Put** | Premium = ask × multiplier × qty | Intrinsic = max(0, strike − spot) | Exit spot is the contract mark drifted by a small random move at settlement. No naked shorts. ## Filters & paging - Asset chips: All / NYSE / Commodities / Crypto (also scopes the ticker) - Instrument chips: All / Future / Call / Put - **Next contract page** advances the catalog cursor within the active filter ## Minimum trade 25 chips. ## Implementation - Web: `docs/js/tradingDesk.js`, `docs/js/marketSymbols.js`, `docs/js/marketTicker.js`, `docs/js/ui/trading-desk-renderers.js` - CLI: `mandalay_bay/trading_desk.py`, `mandalay_bay/activities/trading_desk.py` - Data: `docs/data/trading_catalog.json`, `docs/data/market_symbols.json` (Python twins under `mandalay_bay/data/`) - Tests: `tests/test_market_scenarios.py`