Showcase baskets

vuu-ui/.vscode/settings.json

@@ -23,5 +23,5 @@
     "typescript.tsdk": "node_modules/typescript/lib",
     "css.customData": [
         "./.vscode/custom-css.json"
-   ]
+]
 }

vuu-ui/packages/vuu-data-test/src/Table.ts

@@ -13,6 +13,7 @@ export class Table extends EventEmitter<TableEvents> {
   #data: VuuRowDataItemType[][];
   #dataMap: ColumnMap;
   #indexOfKey: number;
+  #index = new Map<string, number>();
   #schema: TableSchema;
 
   constructor(
@@ -26,8 +27,16 @@ export class Table extends EventEmitter<TableEvents> {
     this.#dataMap = dataMap;
     this.#schema = schema;
     this.#indexOfKey = dataMap[schema.key];
+    this.buildIndex();
     updateGenerator?.setTable(this);
-    updateGenerator?.setRange({ from: 0, to: 20 });
+    updateGenerator?.setRange({ from: 0, to: 100 });
+  }
+
+  private buildIndex() {
+    for (let i = 0; i < this.#data.length; i++) {
+      const key = this.#data[i][this.#indexOfKey] as string;
+      this.#index.set(key, i);
+    }
   }
 
   get data() {
@@ -43,12 +52,16 @@ export class Table extends EventEmitter<TableEvents> {
   }
 
   insert(row: VuuRowDataItemType[]) {
+    const index = this.#data.length;
     this.#data.push(row);
+    const key = row[this.#indexOfKey] as string;
+    this.#index.set(key, index);
     this.emit("insert", row);
   }
 
   findByKey(key: string) {
-    return this.#data.find((d) => (d[this.#indexOfKey] = key));
+    const index = this.#index.get(key) ?? -1;
+    return this.#data[index];
   }
 
   update(key: string, columnName: string, value: VuuRowDataItemType) {
@@ -134,7 +147,7 @@ export const joinTables = (
 
   const data: VuuRowDataItemType[][] = [];
   const combinedColumnMap = buildDataColumnMap(combinedSchema);
-  const start = performance.now();
+  // const start = performance.now();
   for (const row of table1.data) {
     const row2 = table2.findByKey(String(row[k1]));
     if (row2) {
@@ -151,11 +164,27 @@ export const joinTables = (
       data.push(out);
     }
   }
-  const end = performance.now();
-  console.log(`took ${end - start} ms to create join table ${joinTable.table}`);
+  // const end = performance.now();
+  // console.log(`took ${end - start} ms to create join table ${joinTable.table}`);
 
   const newTable = new Table(combinedSchema, data, combinedColumnMap);
 
+  table1.on("insert", (row) => {
+    const row2 = table2.findByKey(String(row[k1]));
+    if (row2) {
+      const out = [];
+      for (const column of table1.schema.columns) {
+        const value = row[m1[column.name]];
+        out[combinedColumnMap[column.name]] = value;
+      }
+      for (const column of table2.schema.columns) {
+        const value = row2[m2[column.name]];
+        out[combinedColumnMap[column.name]] = value;
+      }
+      newTable.insert(out);
+    }
+  });
+
   table2.on("update", (row) => {
     const keyValue = row[k2] as string;
     const targetRow = newTable.findByKey(keyValue);

vuu-ui/packages/vuu-data-test/src/TickingArrayDataSource.ts

@@ -2,6 +2,7 @@ import {
   ArrayDataSource,
   ArrayDataSourceConstructorProps,
   MenuRpcResponse,
+  RpcResponse,
   SubscribeCallback,
   SubscribeProps,
   VuuUIMessageInRPCEditReject,
@@ -104,6 +105,7 @@ export class TickingArrayDataSource extends ArrayDataSource {
     columnName: string,
     value: VuuRowDataItemType
   ): Promise<true> {
+    console.log(`applyEdit ${columnName} ${value}`);
     const key = row[metadataKeys.KEY];
     this.#table?.update(key, columnName, value);
     return Promise.resolve(true);

vuu-ui/packages/vuu-data-test/src/UpdateGenerator.ts

@@ -1,5 +1,5 @@
 import { VuuRange } from "@finos/vuu-protocol-types";
-import { random } from "./simul/reference-data";
+import { generateNextBidAsk, nextRandomDouble, random } from "./data-utils";
 import type { UpdateGenerator } from "./rowUpdates";
 import { Table } from "./Table";
 
@@ -14,9 +14,9 @@ export class BaseUpdateGenerator implements UpdateGenerator {
   private range: VuuRange | undefined;
   private updating = false;
   private timer: number | undefined;
-  private tickingColumns: number[];
+  private tickingColumns: { [key: string]: number };
 
-  constructor(tickingColumns: number[]) {
+  constructor(tickingColumns: { [key: string]: number }) {
     this.tickingColumns = tickingColumns;
   }
 
@@ -47,6 +47,7 @@ export class BaseUpdateGenerator implements UpdateGenerator {
   update = () => {
     if (this.range && this.table) {
       const data = this.table?.data;
+      const { bid, ask, last, ...rest } = this.tickingColumns;
       if (data && data?.length > 0) {
         const maxRange = Math.min(this.range.to, data.length);
         for (let rowIndex = this.range.from; rowIndex < maxRange; rowIndex++) {
@@ -57,7 +58,27 @@ export class BaseUpdateGenerator implements UpdateGenerator {
             // @ts-ignore
             const rowUpdates = this.table.data[rowIndex];
             const row = data[rowIndex];
-            for (const colIdx of this.tickingColumns) {
+
+            if (bid !== undefined && ask !== undefined) {
+              const { [bid]: currentBid, [ask]: currentAsk } = row as number[];
+              const [newBid, newAsk] = generateNextBidAsk(
+                currentBid,
+                currentAsk,
+                10,
+                5,
+                nextRandomDouble
+              );
+              rowUpdates[ask] = newAsk;
+              rowUpdates[bid] = newBid;
+              if (last !== undefined) {
+                const newLast =
+                  Math.round((currentAsk + (newAsk - currentAsk) / 2) * 100) /
+                  100.0;
+                rowUpdates[last] = newLast;
+              }
+            }
+
+            for (const colIdx of Object.values(rest)) {
               const shallUpdateColumn = random(0, 10) < 5;
               if (shallUpdateColumn) {
                 updateCount += 1;
@@ -76,7 +97,7 @@ export class BaseUpdateGenerator implements UpdateGenerator {
     }
 
     if (this.updating) {
-      this.timer = window.setTimeout(this.update, 200);
+      this.timer = window.setTimeout(this.update, 500);
     }
   };
 }

vuu-ui/packages/vuu-data-test/src/basket/basket-module.ts

@@ -1,18 +1,15 @@
-import { VuuModule } from "../vuu-modules";
-import { ColumnMap, metadataKeys } from "@finos/vuu-utils";
-import { BasketsTableName } from "./basket-schemas";
-import { TickingArrayDataSource } from "../TickingArrayDataSource";
-import { schemas } from "./basket-schemas";
-import ftse from "./reference-data/ftse100";
-import nasdaq from "./reference-data/nasdaq100";
-import sp500 from "./reference-data/sp500";
-import hsi from "./reference-data/hsi";
 import {
   ClientToServerViewportRpcCall,
   VuuMenu,
   VuuRowDataItemType,
 } from "@finos/vuu-protocol-types";
-import { Table } from "../Table";
+import { ColumnMap, metadataKeys } from "@finos/vuu-utils";
+import pricesTable from "./reference-data/prices";
+import { joinTables, Table } from "../Table";
+import { TickingArrayDataSource } from "../TickingArrayDataSource";
+import { VuuModule } from "../vuu-modules";
+import { BasketsTableName, schemas } from "./basket-schemas";
+import basketConstituentData from "./reference-data/constituents";
 
 // This is a 'local' columnMap
 const buildDataColumnMap = (tableName: BasketsTableName) =>
@@ -36,56 +33,12 @@ const tableMaps: Record<BasketsTableName, ColumnMap> = {
   priceStrategyType: buildDataColumnMap("priceStrategyType"),
 };
 
-//---------------
-
 const { KEY } = metadataKeys;
 
 /**
  * BasketConstituent
  */
 
-const basketConstituentData = [];
-for (const row of ftse) {
-  // prettier-ignore
-  const [ric, name, lastTrade, change, volume] = row;
-  const basketId = ".FTSE100";
-  const side = "BUY";
-  const weighting = 1;
-  // prettier-ignore
-  basketConstituentData.push([ basketId, change, name, lastTrade, ric, `${ric}-${basketId}`, side, volume, weighting ]);
-}
-
-for (const row of hsi) {
-  // prettier-ignore
-  const [name, ric, lastTrade, change, , volume] = row;
-  const basketId = ".HSI";
-  const side = "BUY";
-  const weighting = 1;
-  // prettier-ignore
-  basketConstituentData.push([basketId,change,name, lastTrade,ric,`${ric}-${basketId}`,side,volume,weighting ]);
-}
-
-for (const row of nasdaq) {
-  // prettier-ignore
-  const [name, ric, weighting, lastTrade, change] = row;
-  const basketId = ".NASDAQ100";
-  const side = "BUY";
-  const volume = 1000;
-  // prettier-ignore
-  basketConstituentData.push([ basketId, change, name, lastTrade, ric, `${ric}-${basketId}`, side, volume, weighting ]);
-}
-
-for (const row of sp500) {
-  // prettier-ignore
-  const [name, ric, weighting,,change] = row;
-  const basketId = ".SP500";
-  const side = "BUY";
-  const volume = 1000;
-  const lastTrade = 0;
-  // prettier-ignore
-  basketConstituentData.push([ basketId, change, name, lastTrade, ric, `${ric}-${basketId}`, side, volume, weighting ]);
-}
-
 const basketConstituent = new Table(
   schemas.basketConstituent,
   basketConstituentData,
@@ -110,11 +63,6 @@ const basketTradingConstituent = new Table(
   [],
   tableMaps.basketTradingConstituent
 );
-const basketTradingConstituentJoin = new Table(
-  schemas.basketTradingConstituentJoin,
-  [],
-  tableMaps.basketTradingConstituentJoin
-);
 
 // export as convenience for showcase examples
 export const createBasketTradingRow = (
@@ -179,51 +127,20 @@ function createTradingBasket(basketId: string, basketName: string) {
       weighting,
     ];
     basketTradingConstituent.insert(basketTradingConstituentRow);
-
-    const ask = 0;
-    const askSize = 0;
-    const bid = 0;
-    const bidSize = 0;
-    const close = 0;
-    const last = 0;
-    const open = 0;
-    const phase = "market";
-    const scenario = "scenario";
-    const status = "on market";
-
-    const basketTradingConstituentJoinRow = [
-      algo,
-      algoParams,
-      ask,
-      askSize,
-      basketId,
-      bid,
-      bidSize,
-      close,
-      description,
-      basketInstanceId,
-      `${basketInstanceId}-${ric}`,
-      last,
-      limitPrice,
-      notionalLocal,
-      notionalUsd,
-      open,
-      pctFilled,
-      phase,
-      priceSpread,
-      priceStrategyId,
-      quantity,
-      ric,
-      scenario,
-      side,
-      status,
-      venue,
-      weighting,
-    ];
-    basketTradingConstituentJoin.insert(basketTradingConstituentJoinRow);
   });
 }
 
+async function addConstituent(rpcRequest: ClientToServerViewportRpcCall) {
+  console.log(`RPC call erceived ${rpcRequest.rpcName}`);
+}
+async function sendToMarket(rpcRequest: ClientToServerViewportRpcCall) {
+  const [basketInstanceId] = rpcRequest.params;
+  console.log(`RPC call erceived ${rpcRequest.rpcName} ${basketInstanceId}`);
+}
+async function takeOffMarket(rpcRequest: ClientToServerViewportRpcCall) {
+  console.log(`RPC call erceived ${rpcRequest.rpcName}`);
+}
+
 async function createNewBasket(rpcRequest: ClientToServerViewportRpcCall) {
   const {
     params: [basketId, basketName],
@@ -258,7 +175,12 @@ export const tables: Record<BasketsTableName, Table> = {
   basketConstituent,
   basketTrading,
   basketTradingConstituent,
-  basketTradingConstituentJoin,
+  basketTradingConstituentJoin: joinTables(
+    { module: "BASKET", table: "basketTradingConstituentJoin" },
+    basketTradingConstituent,
+    pricesTable,
+    "ric"
+  ),
   priceStrategyType: new Table(
     schemas.priceStrategyType,
     [
@@ -305,9 +227,23 @@ const services: Record<BasketsTableName, RpcService[] | undefined> = {
     },
   ],
   basketConstituent: undefined,
-  basketTrading: undefined,
+  basketTrading: [
+    {
+      rpcName: "sendToMarket",
+      service: sendToMarket,
+    },
+    {
+      rpcName: "takeOffMarket",
+      service: takeOffMarket,
+    },
+  ],
   basketTradingConstituent: undefined,
-  basketTradingConstituentJoin: undefined,
+  basketTradingConstituentJoin: [
+    {
+      rpcName: "addConstituent",
+      service: addConstituent,
+    },
+  ],
   priceStrategyType: undefined,
 };