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31 changes: 22 additions & 9 deletions src/DataManipulator.ts
Original file line number Diff line number Diff line change
@@ -1,20 +1,33 @@
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(serverResponds: 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].temestamp:serverRespond[1].timestamp,
upper_bound:upperBound,
lower_bound:lowerBound,
trigger_alert:(ratio > upperBound || ratio<lowerBound)?ratio:undefined,

};
})
}
}
28 changes: 17 additions & 11 deletions src/Graph.tsx
Original file line number Diff line number Diff line change
Expand Up @@ -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',
timestamp: 'date',
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()) {
Expand All @@ -36,23 +39,26 @@ class Graph extends Component<IProps, {}> {
// Load the `table` in the `<perspective-viewer>` DOM reference.
elem.load(this.table);
elem.setAttribute('view', 'y_line');
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(
this.table.update([
DataManipulator.generateRow(this.props.data),
);
] as unknown as TableData);

}
}
}
Expand Down