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37 changes: 27 additions & 10 deletions src/DataManipulator.ts
Original file line number Diff line number Diff line change
@@ -1,20 +1,37 @@
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: 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(serverResponds: ServerRespond[]) : Row {
const abc = serverResponds[0]
const def = serverResponds[1]

const price_abc = (abc.top_ask.price + abc.top_bid.price) / 2
const price_def = (def.top_ask.price + def.top_bid.price) / 2
const ratio = price_abc / price_def
const timestamp = (abc.timestamp > def.timestamp ? abc.timestamp : def.timestamp)
const lower_bound = 0.9
const upper_bound = 1.1
const trigger = (ratio > upper_bound || ratio < lower_bound ? ratio : undefined)

return {
price_abc,
price_def,
ratio,
timestamp,
upper_bound,
lower_bound,
trigger
}
}
}
27 changes: 17 additions & 10 deletions src/Graph.tsx
Original file line number Diff line number Diff line change
@@ -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';
Expand All @@ -23,10 +23,13 @@ class Graph extends Component<IProps, {}> {
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: 'float'
};

if (window.perspective && window.perspective.worker()) {
Expand All @@ -38,21 +41,25 @@ class Graph extends Component<IProps, {}> {
elem.setAttribute('view', 'y_line');
elem.setAttribute('column-pivots', '["stock"]');
elem.setAttribute('row-pivots', '["timestamp"]');
elem.setAttribute('columns', '["top_ask_price"]');
// elem.setAttribute('columns', '["top_ask_price"]');
elem.setAttribute('columns', '["ratio", "lower_bound", "upper_bound", "trigger"]');
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: 'avg'
}));
}
}

componentDidUpdate() {
if (this.table) {
this.table.update(
this.table.update([
DataManipulator.generateRow(this.props.data),
);
] as unknown as TableData);
}
}
}
Expand Down