diff --git a/src/DataManipulator.ts b/src/DataManipulator.ts index 7f622955cc..b0c2c78053 100644 --- a/src/DataManipulator.ts +++ b/src/DataManipulator.ts @@ -1,20 +1,32 @@ -import { ServerRespond } from './DataStreamer'; +import {ServerRespond} from './DataStreamer'; export interface Row { - stock: string, - top_ask_price: number, - timestamp: Date, + 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, + }; + } }