diff --git a/package-lock.json b/package-lock.json index 3c8c001..7c5b06e 100644 --- a/package-lock.json +++ b/package-lock.json @@ -1,5 +1,5 @@ { - "name": "bank-merge-co-task-2", + "name": "bank-merge-co-task-3", "version": "0.1.0", "lockfileVersion": 1, "requires": true, @@ -1507,9 +1507,9 @@ "integrity": "sha512-2NVovndCjJQj6fUUn9jCgpP4WSqr+u1SoUZMZyJkhGeBFsm6dE46l31S7lPUYt9uQ28XI+ibrJA1f5XyH5HNtA==" }, "@types/prop-types": { - "version": "15.5.8", - "resolved": "https://registry.npmjs.org/@types/prop-types/-/prop-types-15.5.8.tgz", - "integrity": "sha512-3AQoUxQcQtLHsK25wtTWIoIpgYjH3vSDroZOUr7PpCHw/jLY1RB9z9E8dBT/OSmwStVgkRNvdh+ZHNiomRieaw==" + "version": "15.7.3", + "resolved": "https://registry.npmjs.org/@types/prop-types/-/prop-types-15.7.3.tgz", + "integrity": "sha512-KfRL3PuHmqQLOG+2tGpRO26Ctg+Cq1E01D2DMriKEATHgWLfeNDmq9e29Q9WIky0dQ3NPkd1mzYH8Lm936Z9qw==" }, "@types/q": { "version": "1.5.1", @@ -1517,9 +1517,9 @@ "integrity": 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"sha512-Rl7PvTae0pflc1YtxtKbiSqq20Ts6vpIYOD5WBafl4y123DyHUeLrRdQP66sQW8/6gmX8jrYJLXwNeMqYVJcow==" + "version": "2.6.10", + "resolved": "https://registry.npmjs.org/csstype/-/csstype-2.6.10.tgz", + "integrity": "sha512-D34BqZU4cIlMCY93rZHbrq9pjTAQJ3U8S8rfBqjwHxkGPThWFjzZDQpgMJY0QViLxth6ZKYiwFBo14RdN44U/w==" }, "cyclist": { "version": "0.2.2", @@ -5527,6 +5540,19 @@ "es6-symbol": "^3.1.1" } }, + "es6-promise": { + "version": "4.2.8", + "resolved": "https://registry.npmjs.org/es6-promise/-/es6-promise-4.2.8.tgz", + "integrity": "sha512-HJDGx5daxeIvxdBxvG2cb9g4tEvwIk3i8+nhX0yGrYmZUzbkdg8QbDevheDB8gd0//uPj4c1EQua8Q+MViT0/w==" + }, + "es6-promisify": { + "version": "5.0.0", + "resolved": "https://registry.npmjs.org/es6-promisify/-/es6-promisify-5.0.0.tgz", + "integrity": "sha1-UQnWLz5W6pZ8S2NQWu8IKRyKUgM=", + "requires": { + "es6-promise": "^4.0.3" + } + }, "es6-symbol": { "version": "3.1.1", "resolved": "https://registry.npmjs.org/es6-symbol/-/es6-symbol-3.1.1.tgz", @@ -6179,6 +6205,45 @@ } } }, + "extract-zip": { + "version": "1.7.0", + "resolved": "https://registry.npmjs.org/extract-zip/-/extract-zip-1.7.0.tgz", + "integrity": "sha512-xoh5G1W/PB0/27lXgMQyIhP5DSY/LhoCsOyZgb+6iMmRtCwVBo55uKaMoEYrDCKQhWvqEip5ZPKAc6eFNyf/MA==", + "requires": { + "concat-stream": "^1.6.2", + "debug": "^2.6.9", + "mkdirp": "^0.5.4", + "yauzl": "^2.10.0" + }, + "dependencies": { + "debug": { + "version": "2.6.9", + "resolved": "https://registry.npmjs.org/debug/-/debug-2.6.9.tgz", + "integrity": "sha512-bC7ElrdJaJnPbAP+1EotYvqZsb3ecl5wi6Bfi6BJTUcNowp6cvspg0jXznRTKDjm/E7AdgFBVeAPVMNcKGsHMA==", + "requires": { + "ms": "2.0.0" + } + }, + "minimist": { + "version": "1.2.5", + "resolved": "https://registry.npmjs.org/minimist/-/minimist-1.2.5.tgz", + "integrity": "sha512-FM9nNUYrRBAELZQT3xeZQ7fmMOBg6nWNmJKTcgsJeaLstP/UODVpGsr5OhXhhXg6f+qtJ8uiZ+PUxkDWcgIXLw==" + }, + "mkdirp": { + "version": "0.5.5", + "resolved": "https://registry.npmjs.org/mkdirp/-/mkdirp-0.5.5.tgz", + "integrity": "sha512-NKmAlESf6jMGym1++R0Ra7wvhV+wFW63FaSOFPwRahvea0gMUcGUhVeAg/0BC0wiv9ih5NYPB1Wn1UEI1/L+xQ==", + "requires": { + "minimist": "^1.2.5" + } + }, + "ms": { + "version": "2.0.0", + "resolved": "https://registry.npmjs.org/ms/-/ms-2.0.0.tgz", + "integrity": "sha1-VgiurfwAvmwpAd9fmGF4jeDVl8g=" + } + } + }, "extsprintf": { "version": "1.3.0", "resolved": "https://registry.npmjs.org/extsprintf/-/extsprintf-1.3.0.tgz", @@ -6523,6 +6588,14 @@ "bser": "^2.0.0" } }, + "fd-slicer": { + "version": "1.1.0", + "resolved": "https://registry.npmjs.org/fd-slicer/-/fd-slicer-1.1.0.tgz", + "integrity": "sha1-JcfInLH5B3+IkbvmHY85Dq4lbx4=", + "requires": { + "pend": "~1.2.0" + } + }, "figgy-pudding": { "version": "3.5.1", "resolved": "https://registry.npmjs.org/figgy-pudding/-/figgy-pudding-3.5.1.tgz", @@ -8465,6 +8538,25 @@ "resolved": "https://registry.npmjs.org/https-browserify/-/https-browserify-1.0.0.tgz", "integrity": "sha1-7AbBDgo0wPL68Zn3/X/Hj//QPHM=" }, + "https-proxy-agent": { + "version": "2.2.4", + "resolved": "https://registry.npmjs.org/https-proxy-agent/-/https-proxy-agent-2.2.4.tgz", + "integrity": "sha512-OmvfoQ53WLjtA9HeYP9RNrWMJzzAz1JGaSFr1nijg0PVR1JaD/xbJq1mdEIIlxGpXp9eSe/O2LgU9DJmTPd0Eg==", + "requires": { + "agent-base": "^4.3.0", + "debug": "^3.1.0" + }, + "dependencies": { + "debug": { + "version": "3.2.6", + "resolved": "https://registry.npmjs.org/debug/-/debug-3.2.6.tgz", + "integrity": "sha512-mel+jf7nrtEl5Pn1Qx46zARXKDpBbvzezse7p7LqINmdoIk8PYP5SySaxEmYv6TZ0JyEKA1hsCId6DIhgITtWQ==", + "requires": { + "ms": "^2.1.1" + } + } + } + }, "iconv-lite": { "version": "0.4.24", "resolved": "https://registry.npmjs.org/iconv-lite/-/iconv-lite-0.4.24.tgz", @@ -11425,6 +11517,11 @@ "sha.js": "^2.4.8" } }, + "pend": { + "version": "1.2.0", + "resolved": "https://registry.npmjs.org/pend/-/pend-1.2.0.tgz", + "integrity": "sha1-elfrVQpng/kRUzH89GY9XI4AelA=" + }, "performance-now": { "version": "2.1.0", "resolved": "https://registry.npmjs.org/performance-now/-/performance-now-2.1.0.tgz", @@ -15518,6 +15615,11 @@ "ipaddr.js": "1.8.0" } }, + "proxy-from-env": { + "version": "1.1.0", + "resolved": "https://registry.npmjs.org/proxy-from-env/-/proxy-from-env-1.1.0.tgz", + "integrity": "sha512-D+zkORCbA9f1tdWRK0RaCR3GPv50cMxcrz4X8k5LTSUD1Dkw47mKJEZQNunItRTkWwgtaUSo1RVFRIG9ZXiFYg==" + }, "prr": { "version": "1.0.1", "resolved": "https://registry.npmjs.org/prr/-/prr-1.0.1.tgz", @@ -15581,6 +15683,21 @@ "resolved": "https://registry.npmjs.org/punycode/-/punycode-2.1.1.tgz", "integrity": "sha512-XRsRjdf+j5ml+y/6GKHPZbrF/8p2Yga0JPtdqTIY2Xe5ohJPD9saDJJLPvp9+NSBprVvevdXZybnj2cv8OEd0A==" }, + "puppeteer": { + "version": "1.20.0", + "resolved": "https://registry.npmjs.org/puppeteer/-/puppeteer-1.20.0.tgz", + "integrity": "sha512-bt48RDBy2eIwZPrkgbcwHtb51mj2nKvHOPMaSH2IsWiv7lOG9k9zhaRzpDZafrk05ajMc3cu+lSQYYOfH2DkVQ==", + "requires": { + "debug": "^4.1.0", + "extract-zip": "^1.6.6", + "https-proxy-agent": "^2.2.1", + "mime": "^2.0.3", + "progress": "^2.0.1", + "proxy-from-env": "^1.0.0", + "rimraf": "^2.6.1", + "ws": "^6.1.0" + } + }, "q": { "version": "1.5.1", "resolved": "https://registry.npmjs.org/q/-/q-1.5.1.tgz", @@ -15700,14 +15817,13 @@ } }, "react": { - "version": "16.7.0", - "resolved": "https://registry.npmjs.org/react/-/react-16.7.0.tgz", - "integrity": "sha512-StCz3QY8lxTb5cl2HJxjwLFOXPIFQp+p+hxQfc8WE0QiLfCtIlKj8/+5tjjKm8uSTlAW+fCPaavGFS06V9Ar3A==", + "version": "16.13.1", + "resolved": "https://registry.npmjs.org/react/-/react-16.13.1.tgz", + "integrity": "sha512-YMZQQq32xHLX0bz5Mnibv1/LHb3Sqzngu7xstSM+vrkE5Kzr9xE0yMByK5kMoTK30YVJE61WfbxIFFvfeDKT1w==", "requires": { "loose-envify": "^1.1.0", "object-assign": "^4.1.1", - "prop-types": "^15.6.2", - "scheduler": "^0.12.0" + "prop-types": "^15.6.2" } }, "react-app-polyfill": { @@ -15813,14 +15929,14 @@ } }, "react-dom": { - "version": "16.7.0", - "resolved": "https://registry.npmjs.org/react-dom/-/react-dom-16.7.0.tgz", - "integrity": "sha512-D0Ufv1ExCAmF38P2Uh1lwpminZFRXEINJe53zRAbm4KPwSyd6DY/uDoS0Blj9jvPpn1+wivKpZYc8aAAN/nAkg==", + "version": "16.13.1", + "resolved": "https://registry.npmjs.org/react-dom/-/react-dom-16.13.1.tgz", + "integrity": "sha512-81PIMmVLnCNLO/fFOQxdQkvEq/+Hfpv24XNJfpyZhTRfO0QcmQIF/PgCa1zCOj2w1hrn12MFLyaJ/G0+Mxtfag==", "requires": { "loose-envify": "^1.1.0", "object-assign": "^4.1.1", "prop-types": "^15.6.2", - "scheduler": "^0.12.0" + "scheduler": "^0.19.1" } }, "react-error-overlay": { @@ -17025,9 +17141,9 @@ } }, "scheduler": { - "version": "0.12.0", - "resolved": "https://registry.npmjs.org/scheduler/-/scheduler-0.12.0.tgz", - "integrity": "sha512-t7MBR28Akcp4Jm+QoR63XgAi9YgCUmgvDHqf5otgAj4QvdoBE4ImCX0ffehefePPG+aitiYHp0g/mW6s4Tp+dw==", + "version": "0.19.1", + "resolved": "https://registry.npmjs.org/scheduler/-/scheduler-0.19.1.tgz", + "integrity": "sha512-n/zwRWRYSUj0/3g/otKDRPMh6qv2SYMWNq85IEa8iZyAv8od9zDYpGSnpBEjNgcMNq6Scbu5KfIPxNF72R/2EA==", "requires": { "loose-envify": "^1.1.0", "object-assign": "^4.1.1" @@ -19606,6 +19722,15 @@ "camelcase": "^5.0.0", "decamelize": "^1.2.0" } + }, + "yauzl": { + "version": "2.10.0", + "resolved": "https://registry.npmjs.org/yauzl/-/yauzl-2.10.0.tgz", + "integrity": "sha1-x+sXyT4RLLEIb6bY5R+wZnt5pfk=", + "requires": { + "buffer-crc32": "~0.2.3", + "fd-slicer": "~1.1.0" + } } } } diff --git a/src/DataManipulator.ts b/src/DataManipulator.ts index f6b15ff..ff900bb 100644 --- a/src/DataManipulator.ts +++ b/src/DataManipulator.ts @@ -1,20 +1,32 @@ 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[]): Row[] { - 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 = (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 upperBound = 1 + 0.05; + const lowerBound = 1 - 0.05; + return { + price_abc: priceABC, + price_def: priceDEF, + ratio, + timestamp: serverResponds[0].timestamp > serverResponds[1].timestamp ? + serverResponds[0].timestamp : serverResponds[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 58fb997..cbb61ba 100644 --- a/src/Graph.tsx +++ b/src/Graph.tsx @@ -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()) { @@ -36,23 +39,26 @@ 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', - timestamp: 'distinct count', + price_abc: 'avg', + price_def: 'avg', + ratio: 'avg', + timestamp: 'distinctcount', + upper_bound: 'avg', + lower_bound: 'avg', + trigger_alert: 'avg', })); } } componentDidUpdate() { if (this.table) { - this.table.update( + this.table.update([ DataManipulator.generateRow(this.props.data), - ); + ]); } } }