From 0ff19a888142e14110fb5e381afd86220996f138 Mon Sep 17 00:00:00 2001 From: jayanthbs004 Date: Tue, 17 Sep 2024 23:27:24 +0530 Subject: [PATCH] Display data visually for traders --- src/DataManipulator.ts | 29 ++++++++++++++++++++--------- src/Graph.tsx | 27 ++++++++++++++++----------- 2 files changed, 36 insertions(+), 20 deletions(-) diff --git a/src/DataManipulator.ts b/src/DataManipulator.ts index 7f622955cc..cf3697b6d8 100644 --- a/src/DataManipulator.ts +++ b/src/DataManipulator.ts @@ -1,20 +1,31 @@ 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) => { + static generateRow(serverResponds: ServerRespond[]): Row { + const priceABC = (serverResponds[0].top_ask.price + serverResponds[0].top_bid.price) / 2; + const priceDEF = (serverResponds[1].top_ask.price + serverResponds[1].top_bid.price) / 2; + const ratio = priceABC / priceDEF; + const upper_bound = 1 + 0.05; + const lower_bound = 1 - 0.05; return { - stock: el.stock, - top_ask_price: el.top_ask && el.top_ask.price || 0, - timestamp: el.timestamp, + price_abc: priceABC, + price_def: priceDEF, + ratio, + timestamp: serverResponds[0].timestamp > serverResponds[1].timestamp ? serverResponds[0].timestamp : serverResponds[1].timestamp, + upper_bound, + lower_bound, + trigger_alert: (ratio > upper_bound || ratio < lower_bound) ? ratio : undefined, }; - }) + } } -} diff --git a/src/Graph.tsx b/src/Graph.tsx index 277797d933..6378da0239 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()) { @@ -40,19 +43,21 @@ class Graph extends Component { elem.setAttribute('row-pivots', '["timestamp"]'); elem.setAttribute('columns', '["top_ask_price"]'); elem.setAttribute('aggregates', JSON.stringify({ - stock: 'distinctcount', - top_ask_price: 'avg', - top_bid_price: 'avg', - timestamp: 'distinct count', + 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), - ); + this.table.update([DataManipulator.generateRow(this.props.data), + ] as unknown as TableData); } } }