diff --git a/.gitignore b/.gitignore index 4d29575de8..8117e1628c 100755 --- a/.gitignore +++ b/.gitignore @@ -17,6 +17,7 @@ .env.development.local .env.test.local .env.production.local +/env npm-debug.log* yarn-debug.log* diff --git a/src/DataManipulator.ts b/src/DataManipulator.ts index 7f622955cc..780d1c5e08 100644 --- a/src/DataManipulator.ts +++ b/src/DataManipulator.ts @@ -1,20 +1,30 @@ import { ServerRespond } from './DataStreamer'; export interface Row { - stock: string, - top_ask_price: number, + price_abc: number, + price_def: number, + ratio: number, timestamp: Date, + upper_bound: number, + lower_bound: number, + trigger_alert: number | undefined, } export class DataManipulator { - static generateRow(serverResponds: ServerRespond[]) { - return serverResponds.map((el: any) => { - return { - stock: el.stock, - top_ask_price: el.top_ask && el.top_ask.price || 0, - timestamp: el.timestamp, - }; - }) + static generateRow(serverRespond: ServerRespond[]): Row { + const priceABC = (serverRespond[0].top_ask.price + serverRespond[0].top_bid.price) / 2; + const priceDEF = (serverRespond[1].top_ask.price + serverRespond[1].top_bid.price) / 2; + const ratio = priceABC / priceDEF; + const upperBound = 1 + 0.05; + const lowerBound = 1 - 0.05; + return { + price_abc: priceABC, + price_def: priceDEF, + ratio, timestamp: serverRespond[0].timestamp > serverRespond[1].timestamp ? serverRespond[0].timestamp : serverRespond[1].timestamp, + upper_bound: upperBound, + lower_bound: lowerBound, + trigger_alert: (ratio > upperBound || ratio < lowerBound) ? ratio : undefined + } } } diff --git a/src/Graph.tsx b/src/Graph.tsx index 277797d933..8afb69db00 100644 --- a/src/Graph.tsx +++ b/src/Graph.tsx @@ -1,5 +1,5 @@ import React, { Component } from 'react'; -import { Table } from '@finos/perspective'; +import { Table, TableData } from '@finos/perspective'; import { ServerRespond } from './DataStreamer'; import { DataManipulator } from './DataManipulator'; import './Graph.css'; @@ -23,10 +23,13 @@ class Graph extends Component { const elem = document.getElementsByTagName('perspective-viewer')[0] as unknown as PerspectiveViewerElement; const schema = { - stock: 'string', - top_ask_price: 'float', - top_bid_price: 'float', + price_abc: 'float', + price_def: 'float', + ratio: 'float', timestamp: 'date', + upper_bound: 'float', + lower_bound: 'float', + trigger_alert: 'float' }; if (window.perspective && window.perspective.worker()) { @@ -36,24 +39,25 @@ class Graph extends Component { // Load the `table` in the `` DOM reference. elem.load(this.table); elem.setAttribute('view', 'y_line'); - elem.setAttribute('column-pivots', '["stock"]'); + // elem.setAttribute('column-pivots', '["stock"]'); elem.setAttribute('row-pivots', '["timestamp"]'); - elem.setAttribute('columns', '["top_ask_price"]'); + elem.setAttribute('columns', '["ratio", "lower_bound", "upper_bound","trigger_alert"]'); elem.setAttribute('aggregates', JSON.stringify({ - stock: 'distinctcount', - top_ask_price: 'avg', - top_bid_price: 'avg', + price_abc: 'avg', + price_def: 'avg', + ratio: 'avg', timestamp: 'distinct count', + upper_bound: 'avg', + lower_bound: 'avg', + trigger_alert: 'avg' })); } } componentDidUpdate() { - if (this.table) { - this.table.update( - DataManipulator.generateRow(this.props.data), - ); - } + if (this.table) + this.table.update([ + DataManipulator.generateRow(this.props.data)] as unknown as TableData); } }