From d477c08133d9e9c1ccc782d4056b717b5f93d27a Mon Sep 17 00:00:00 2001 From: riyaGit Date: Fri, 8 Nov 2019 10:44:56 -0500 Subject: [PATCH 01/14] [#54] added message list component. Still incomplete --- app/package-lock.json | 88 +++++--------------- app/src/components/MessageList.js | 53 ++++++++++++ app/src/components/OrderBookSnapshot.js | 7 ++ app/src/services/OrderBookService.js | 2 + app/src/styles/MessageList.js | 9 ++ app/src/styles/TimestampOrderBookScroller.js | 2 +- 6 files changed, 93 insertions(+), 68 deletions(-) create mode 100644 app/src/components/MessageList.js create mode 100644 app/src/styles/MessageList.js diff --git a/app/package-lock.json b/app/package-lock.json index 863fecd7..16f0b935 100644 --- a/app/package-lock.json +++ b/app/package-lock.json @@ -1537,8 +1537,7 @@ "@types/dateformat": { "version": "3.0.1", "resolved": "https://registry.npmjs.org/@types/dateformat/-/dateformat-3.0.1.tgz", - "integrity": "sha512-KlPPdikagvL6ELjWsljbyDIPzNCeliYkqRpI+zea99vBBbCIA5JNshZAwQKTON139c87y9qvTFVgkFd14rtS4g==", - "dev": true + "integrity": "sha512-KlPPdikagvL6ELjWsljbyDIPzNCeliYkqRpI+zea99vBBbCIA5JNshZAwQKTON139c87y9qvTFVgkFd14rtS4g==" }, "@types/eslint-visitor-keys": { "version": "1.0.0", @@ -1575,8 +1574,7 @@ "@types/node": { "version": "12.7.12", "resolved": "https://registry.npmjs.org/@types/node/-/node-12.7.12.tgz", - "integrity": "sha512-KPYGmfD0/b1eXurQ59fXD1GBzhSQfz6/lKBxkaHX9dKTzjXbK68Zt7yGUxUsCS1jeTy/8aL+d9JEr+S54mpkWQ==", - "dev": true + "integrity": "sha512-KPYGmfD0/b1eXurQ59fXD1GBzhSQfz6/lKBxkaHX9dKTzjXbK68Zt7yGUxUsCS1jeTy/8aL+d9JEr+S54mpkWQ==" }, "@types/prop-types": { "version": "15.7.2", @@ -1865,7 +1863,6 @@ "version": "2.15.0", "resolved": "https://registry.npmjs.org/airbnb-prop-types/-/airbnb-prop-types-2.15.0.tgz", "integrity": "sha512-jUh2/hfKsRjNFC4XONQrxo/n/3GG4Tn6Hl0WlFQN5PY9OMC9loSCoAYKnZsWaP8wEfd5xcrPloK0Zg6iS1xwVA==", - "dev": true, "requires": { "array.prototype.find": "^2.1.0", "function.prototype.name": "^1.1.1", @@ -2040,7 +2037,6 @@ "version": "2.1.0", "resolved": "https://registry.npmjs.org/array.prototype.find/-/array.prototype.find-2.1.0.tgz", "integrity": "sha512-Wn41+K1yuO5p7wRZDl7890c3xvv5UBrfVXTVIe28rSQb6LS0fZMDrQB6PAcxQFRFy6vJTLDc3A2+3CjQdzVKRg==", - "dev": true, "requires": { "define-properties": "^1.1.3", "es-abstract": "^1.13.0" @@ -2050,7 +2046,6 @@ "version": "1.2.2", "resolved": "https://registry.npmjs.org/array.prototype.flat/-/array.prototype.flat-1.2.2.tgz", "integrity": "sha512-VXjh7lAL4KXKF2hY4FnEW9eRW6IhdvFW1sN/JwLbmECbCgACCnBHNyP3lFiYuttr0jxRN9Bsc5+G27dMseSWqQ==", - "dev": true, "requires": { "define-properties": "^1.1.3", "es-abstract": "^1.15.0", @@ -2061,7 +2056,6 @@ "version": "1.15.0", "resolved": "https://registry.npmjs.org/es-abstract/-/es-abstract-1.15.0.tgz", "integrity": "sha512-bhkEqWJ2t2lMeaJDuk7okMkJWI/yqgH/EoGwpcvv0XW9RWQsRspI4wt6xuyuvMvvQE3gg/D9HXppgk21w78GyQ==", - "dev": true, "requires": { "es-to-primitive": "^1.2.0", "function-bind": "^1.1.1", @@ -2230,7 +2224,6 @@ "version": "2.2.1", "resolved": "https://registry.npmjs.org/axios-logger/-/axios-logger-2.2.1.tgz", "integrity": "sha512-Fy+ej6O2G8Yx9E/6mVQ7auoWL/57HbIwJxOpQfhXEL8LYjH4F0qToRos4rzGoLuwJHOFwkrtJKIKt/ttHOsmVw==", - "dev": true, "requires": { "@types/dateformat": "^3.0.0", "chalk": "^2.4.1", @@ -3027,7 +3020,6 @@ "version": "1.0.0-rc.3", "resolved": "https://registry.npmjs.org/cheerio/-/cheerio-1.0.0-rc.3.tgz", "integrity": "sha512-0td5ijfUPuubwLUu0OBoe98gZj8C/AA+RW3v67GPlGOrvxWjZmBXiBCRU+I8VEiNyJzjth40POfHiz2RB3gImA==", - "dev": true, "requires": { "css-select": "~1.2.0", "dom-serializer": "~0.1.1", @@ -3041,7 +3033,6 @@ "version": "1.2.0", "resolved": "https://registry.npmjs.org/css-select/-/css-select-1.2.0.tgz", "integrity": "sha1-KzoRBTnFNV8c2NMUYj6HCxIeyFg=", - "dev": true, "requires": { "boolbase": "~1.0.0", "css-what": "2.1", @@ -3053,7 +3044,6 @@ "version": "0.1.1", "resolved": "https://registry.npmjs.org/dom-serializer/-/dom-serializer-0.1.1.tgz", "integrity": "sha512-l0IU0pPzLWSHBcieZbpOKgkIn3ts3vAh7ZuFyXNwJxJXk/c4Gwj9xaTJwIDVQCXawWD0qb3IzMGH5rglQaO0XA==", - "dev": true, "requires": { "domelementtype": "^1.3.0", "entities": "^1.1.1" @@ -3063,7 +3053,6 @@ "version": "1.5.1", "resolved": "https://registry.npmjs.org/domutils/-/domutils-1.5.1.tgz", "integrity": "sha1-3NhIiib1Y9YQeeSMn3t+Mjc2gs8=", - "dev": true, "requires": { "dom-serializer": "0", "domelementtype": "1" @@ -3072,14 +3061,12 @@ "entities": { "version": "1.1.2", "resolved": "https://registry.npmjs.org/entities/-/entities-1.1.2.tgz", - "integrity": "sha512-f2LZMYl1Fzu7YSBKg+RoROelpOaNrcGmE9AZubeDfrCEia483oW4MI4VyFd5VNHIgQ/7qm1I0wUHK1eJnn2y2w==", - "dev": true + "integrity": "sha512-f2LZMYl1Fzu7YSBKg+RoROelpOaNrcGmE9AZubeDfrCEia483oW4MI4VyFd5VNHIgQ/7qm1I0wUHK1eJnn2y2w==" }, "parse5": { "version": "3.0.3", "resolved": "https://registry.npmjs.org/parse5/-/parse5-3.0.3.tgz", "integrity": "sha512-rgO9Zg5LLLkfJF9E6CCmXlSE4UVceloys8JrFqCcHloC3usd/kJCyPDwH2SOlzix2j3xaP9sUX3e8+kvkuleAA==", - "dev": true, "requires": { "@types/node": "*" } @@ -4411,8 +4398,7 @@ "dateformat": { "version": "3.0.3", "resolved": "https://registry.npmjs.org/dateformat/-/dateformat-3.0.3.tgz", - "integrity": "sha512-jyCETtSl3VMZMWeRo7iY1FL19ges1t55hMo5yaam4Jrsm5EPL89UQkoQRyiI+Yf4k8r2ZpdngkV8hr1lIdjb3Q==", - "dev": true + "integrity": "sha512-jyCETtSl3VMZMWeRo7iY1FL19ges1t55hMo5yaam4Jrsm5EPL89UQkoQRyiI+Yf4k8r2ZpdngkV8hr1lIdjb3Q==" }, "debug": { "version": "4.1.1", @@ -4633,8 +4619,7 @@ "discontinuous-range": { "version": "1.0.0", "resolved": "https://registry.npmjs.org/discontinuous-range/-/discontinuous-range-1.0.0.tgz", - "integrity": "sha1-44Mx8IRLukm5qctxx3FYWqsbxlo=", - "dev": true + "integrity": "sha1-44Mx8IRLukm5qctxx3FYWqsbxlo=" }, "dns-equal": { "version": "1.0.0", @@ -4882,7 +4867,6 @@ "version": "3.10.0", "resolved": "https://registry.npmjs.org/enzyme/-/enzyme-3.10.0.tgz", "integrity": "sha512-p2yy9Y7t/PFbPoTvrWde7JIYB2ZyGC+NgTNbVEGvZ5/EyoYSr9aG/2rSbVvyNvMHEhw9/dmGUJHWtfQIEiX9pg==", - "dev": true, "requires": { "array.prototype.flat": "^1.2.1", "cheerio": "^1.0.0-rc.2", @@ -4911,7 +4895,6 @@ "version": "1.15.1", "resolved": "https://registry.npmjs.org/enzyme-adapter-react-16/-/enzyme-adapter-react-16-1.15.1.tgz", "integrity": "sha512-yMPxrP3vjJP+4wL/qqfkT6JAIctcwKF+zXO6utlGPgUJT2l4tzrdjMDWGd/Pp1BjHBcljhN24OzNEGRteibJhA==", - 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"dev": true + "integrity": "sha512-sauaDf/PZdVgrLTNYHRtpXa1iRiKcaebiKQ1BJdpQlWH2lCvexQdX55snPFyK7QzpudqbCI0qXFfOasHdyNDGQ==" } } }, @@ -10987,7 +10949,6 @@ "version": "1.2.0", "resolved": "https://registry.npmjs.org/prop-types-exact/-/prop-types-exact-1.2.0.tgz", "integrity": "sha512-K+Tk3Kd9V0odiXFP9fwDHUYRyvK3Nun3GVyPapSIs5OBkITAm15W0CPFD/YKTkMUAbc0b9CUwRQp2ybiBIq+eA==", - "dev": true, "requires": { "has": "^1.0.3", "object.assign": "^4.1.0", @@ -11097,14 +11058,12 @@ "railroad-diagrams": { "version": "1.0.0", "resolved": "https://registry.npmjs.org/railroad-diagrams/-/railroad-diagrams-1.0.0.tgz", - "integrity": "sha1-635iZ1SN3t+4mcG5Dlc3RVnN234=", - "dev": true + "integrity": "sha1-635iZ1SN3t+4mcG5Dlc3RVnN234=" }, "randexp": { "version": "0.4.6", "resolved": "https://registry.npmjs.org/randexp/-/randexp-0.4.6.tgz", "integrity": "sha512-80WNmd9DA0tmZrw9qQa62GPPWfuXJknrmVmLcxvq4uZBdYqb1wYoKTmnlGUchvVWe0XiLupYkBoXVOxz3C8DYQ==", - "dev": true, "requires": { "discontinuous-range": "1.0.0", "ret": "~0.1.10" @@ -11535,7 +11494,6 @@ "version": "16.10.2", "resolved": "https://registry.npmjs.org/react-test-renderer/-/react-test-renderer-16.10.2.tgz", "integrity": "sha512-k9Qzyev6cTIcIfrhgrFlYQAFxh5EEDO6ALNqYqmKsWVA7Q/rUMTay5nD3nthi6COmYsd4ghVYyi8U86aoeMqYQ==", - "dev": true, "requires": { "object-assign": "^4.1.1", "prop-types": "^15.6.2", @@ -11547,7 +11505,6 @@ "version": "0.16.2", "resolved": "https://registry.npmjs.org/scheduler/-/scheduler-0.16.2.tgz", "integrity": "sha512-BqYVWqwz6s1wZMhjFvLfVR5WXP7ZY32M/wYPo04CcuPM7XZEbV2TBNW7Z0UkguPTl0dWMA59VbNXxK6q+pHItg==", - "dev": true, "requires": { "loose-envify": "^1.1.0", "object-assign": "^4.1.1" @@ -11662,8 +11619,7 @@ "reflect.ownkeys": { "version": "0.2.0", "resolved": "https://registry.npmjs.org/reflect.ownkeys/-/reflect.ownkeys-0.2.0.tgz", - "integrity": "sha1-dJrO7H8/34tj+SegSAnpDFwLNGA=", - "dev": true + "integrity": "sha1-dJrO7H8/34tj+SegSAnpDFwLNGA=" }, "regenerate": { "version": "1.4.0", @@ -12038,7 +11994,6 @@ "version": "2.2.3", "resolved": "https://registry.npmjs.org/rst-selector-parser/-/rst-selector-parser-2.2.3.tgz", "integrity": "sha1-gbIw6i/MYGbInjRy3nlChdmwPZE=", - "dev": true, "requires": { "lodash.flattendeep": "^4.4.0", "nearley": "^2.7.10" @@ -12901,7 +12856,6 @@ "version": "1.2.0", "resolved": "https://registry.npmjs.org/string.prototype.trim/-/string.prototype.trim-1.2.0.tgz", "integrity": "sha512-9EIjYD/WdlvLpn987+ctkLf0FfvBefOCuiEr2henD8X+7jfwPnyvTdmW8OJhj5p+M0/96mBdynLWkxUr+rHlpg==", - "dev": true, "requires": { "define-properties": "^1.1.3", "es-abstract": "^1.13.0", diff --git a/app/src/components/MessageList.js b/app/src/components/MessageList.js new file mode 100644 index 00000000..e22dce77 --- /dev/null +++ b/app/src/components/MessageList.js @@ -0,0 +1,53 @@ +import React, { Component } from 'react'; +import { Box } from '@material-ui/core'; +import { withStyles } from '@material-ui/core/styles'; +import { Styles } from '../styles/App'; +import OrderBookService from '../services/OrderBookService'; +import { SNAPSHOT_INSTRUMENT } from '../constants/Constants'; +import MultiDirectionalScroll from './MultiDirectionalScroll'; + +class MessageList extends Component { + componentDidMount() { + const { lastSodOffset } = this.props; + OrderBookService.getMessageList(SNAPSHOT_INSTRUMENT, lastSodOffset) + .then(response => { + const { pageInfo, messages } = response.data; + + // this.setState( + // { + // pageInfo, + // messages, + // }, + // ); + }) + .catch(err => { + console.log(err); + }); + } + + componentDidUpdate(prevProps, prevState, snapshot) { + const { lastSodOffset } = this.props; + + if (lastSodOffset !== prevProps.lastSodOffset){ + + } + } + + render() { + const { classes } = this.props; + + return ( + + this.handleHitEdge('bottom')} + onReachTop={() => this.handleHitEdge('top')} + position={50} + > + {'hi'} + + + ); + } +} + +export default withStyles(Styles)(MessageList); diff --git a/app/src/components/OrderBookSnapshot.js b/app/src/components/OrderBookSnapshot.js index 46c60cfc..0d6d32a2 100644 --- a/app/src/components/OrderBookSnapshot.js +++ b/app/src/components/OrderBookSnapshot.js @@ -28,6 +28,7 @@ import { NANOSECONDS_IN_SIXTEEN_HOURS, } from '../constants/Constants'; import { processOrderBookFromScratch, processOrderBookWithDeltas } from '../utils/order-book-utils'; +import MessageList from './MessageList'; class OrderBookSnapshot extends Component { @@ -294,6 +295,12 @@ class OrderBookSnapshot extends Component { handleUpdateWithDeltas={this.handleUpdateWithDeltas} /> +
+ + + ); } diff --git a/app/src/services/OrderBookService.js b/app/src/services/OrderBookService.js index 8af82ee5..529ee4b0 100644 --- a/app/src/services/OrderBookService.js +++ b/app/src/services/OrderBookService.js @@ -5,4 +5,6 @@ export default class OrderBookService { static getPriceLevelsByMessageOffset = (instrument, timestamp, offset) => httpClient .get(`/delta/${instrument}/${timestamp}/${offset}`); + + static getMessageList = (instrument, sodOffset) => httpClient.get(`/message/${instrument}/${sodOffset}`); } diff --git a/app/src/styles/MessageList.js b/app/src/styles/MessageList.js new file mode 100644 index 00000000..86d16125 --- /dev/null +++ b/app/src/styles/MessageList.js @@ -0,0 +1,9 @@ +export const Styles = { + scrollContainer: { + width: '100%', + height: 350, + display: 'flex', + flexDirection: 'row', + justifyContent: 'flex-start', + }, +}; \ No newline at end of file diff --git a/app/src/styles/TimestampOrderBookScroller.js b/app/src/styles/TimestampOrderBookScroller.js index d73b914e..1220922e 100644 --- a/app/src/styles/TimestampOrderBookScroller.js +++ b/app/src/styles/TimestampOrderBookScroller.js @@ -12,7 +12,7 @@ export const Styles = { }, scrollContainer: { width: '100%', - height: 700, + height: 350, display: 'flex', flexDirection: 'row', justifyContent: 'flex-start', From 6ebf040aff28cdd1d31fbe61696f2e3ee16258d8 Mon Sep 17 00:00:00 2001 From: riyaGit Date: Sat, 9 Nov 2019 12:35:44 -0500 Subject: [PATCH 02/14] [#54] added table data with hard coded data. Styling unfinished. --- app/src/components/MessageList.js | 106 ++++++++++++++++++++---- app/src/components/OrderBookSnapshot.js | 12 +-- app/src/services/OrderBookService.js | 2 +- app/src/styles/MessageList.js | 23 ++++- 4 files changed, 119 insertions(+), 24 deletions(-) diff --git a/app/src/components/MessageList.js b/app/src/components/MessageList.js index e22dce77..a52bd578 100644 --- a/app/src/components/MessageList.js +++ b/app/src/components/MessageList.js @@ -1,3 +1,4 @@ +/* eslint-disable camelcase */ import React, { Component } from 'react'; import { Box } from '@material-ui/core'; import { withStyles } from '@material-ui/core/styles'; @@ -8,42 +9,113 @@ import MultiDirectionalScroll from './MultiDirectionalScroll'; class MessageList extends Component { componentDidMount() { + this.fetchInitialMessages(); + } + + componentDidUpdate(prevProps, prevState, snapshot) { + const { lastSodOffset } = this.props; + if (lastSodOffset !== prevProps.lastSodOffset) { + this.fetchInitialMessages(); + } + } + + fetchInitialMessages() { const { lastSodOffset } = this.props; OrderBookService.getMessageList(SNAPSHOT_INSTRUMENT, lastSodOffset) .then(response => { - const { pageInfo, messages } = response.data; - - // this.setState( - // { - // pageInfo, - // messages, - // }, - // ); + // const { pageInfo, messages } = response.data; + const { pageInfo } = response.data; + this.setState( + { + // messages, + // eslint-disable-next-line react/no-unused-state + lastSodOffsetTop: pageInfo.sod_offset, + // eslint-disable-next-line react/no-unused-state + lastSodOffsetBottom: pageInfo.sod_offset, + }, + ); }) .catch(err => { console.log(err); }); } + // + // handleHitEdge(){ + // OrderBookService.getMessageList(()) + // } - componentDidUpdate(prevProps, prevState, snapshot) { - const { lastSodOffset } = this.props; - - if (lastSodOffset !== prevProps.lastSodOffset){ - - } + renderTableData() { + const { classes } = this.props; + // const { messages } = this.state; + const messages = [ + { + instrument: 'ins', + timestamp: 67500, + message_type: 1, + order_id: 23444, + share_qty: 10000, + price: 123.4, + direction: 1, + sod_offset: 1, + }, + { + instrument: 'ins 2', + timestamp: 23399, + message_type: 3, + order_id: 988888, + share_qty: 6777777, + price: 111900.45, + direction: -1, + sod_offset: 1, + }]; + return messages.map(message => { + const { + timestamp, message_type, order_id, share_qty, price, direction, + } = message; + return ( + + {timestamp} + {message_type} + {order_id} + {share_qty} + {price} + {direction} + + ); + }); } render() { const { classes } = this.props; + // const { messages, lastSodOffsetTop, lastSodBottom } = this.state; + const lastSodOffsetTop = 1; + const lastSodOffsetBottom = 20; + console.log(lastSodOffsetTop + lastSodOffsetBottom); return ( this.handleHitEdge('bottom')} - onReachTop={() => this.handleHitEdge('top')} + // onReachBottom={() => this.handleHitEdge('bottom')} + // onReachTop={() => this.handleHitEdge('top')} position={50} > - {'hi'} + + + + + + + + + + {this.renderTableData()} +
{'Timestamp'}{'Type'}{'Order ID'}{'Quantity'}{'Price'}{'Direction'}
 ); diff --git a/app/src/components/OrderBookSnapshot.js b/app/src/components/OrderBookSnapshot.js index 0d6d32a2..1c08cf57 100644 --- a/app/src/components/OrderBookSnapshot.js +++ b/app/src/components/OrderBookSnapshot.js @@ -296,11 +296,13 @@ class OrderBookSnapshot extends Component { />
- - - + {lastSodOffset && ( + + + + )} ); } diff --git a/app/src/services/OrderBookService.js b/app/src/services/OrderBookService.js index 529ee4b0..d4a50ad6 100644 --- a/app/src/services/OrderBookService.js +++ b/app/src/services/OrderBookService.js @@ -6,5 +6,5 @@ export default class OrderBookService { static getPriceLevelsByMessageOffset = (instrument, timestamp, offset) => httpClient .get(`/delta/${instrument}/${timestamp}/${offset}`); - static getMessageList = (instrument, sodOffset) => httpClient.get(`/message/${instrument}/${sodOffset}`); + static getMessageList = (instrument, sodOffset) => httpClient.get(`/messages/${instrument}/${sodOffset}`); } diff --git a/app/src/styles/MessageList.js b/app/src/styles/MessageList.js index 86d16125..ef2d6f6d 100644 --- a/app/src/styles/MessageList.js +++ b/app/src/styles/MessageList.js @@ -6,4 +6,25 @@ export const Styles = { flexDirection: 'row', justifyContent: 'flex-start', }, -}; \ No newline at end of file + messageTableRow: { + display: 'flex', + fontSize: 900, + border: '5px', + borderColor: 'black', + backgroundColor: '#000000', + textAlign: 'center', + }, + tr: { + border: '5px', + borderColor: 'black', + backgroundColor: '#000000', + display: 'flex', + textAlign: 'center', + }, + tableHeaderRow: { + border: '5px', + borderColor: '#000000', + display: 'flex', + align: 'flex', + }, +}; From 0c5e29f2933aaa46e400099acb076a593b17e6f3 Mon Sep 17 00:00:00 2001 From: riyaGit Date: Sat, 9 Nov 2019 18:56:17 -0500 Subject: [PATCH 03/14] pass messages from messageList get request #54 --- app/src/components/MessageList.js | 115 ++++++++++++++++----------- app/src/services/OrderBookService.js | 4 +- app/src/styles/App.js | 1 + app/src/styles/MessageList.js | 33 ++++---- 4 files changed, 85 insertions(+), 68 deletions(-) diff --git a/app/src/components/MessageList.js b/app/src/components/MessageList.js index a52bd578..adc238f2 100644 --- a/app/src/components/MessageList.js +++ b/app/src/components/MessageList.js @@ -1,13 +1,23 @@ /* eslint-disable camelcase */ import React, { Component } from 'react'; -import { Box } from '@material-ui/core'; import { withStyles } from '@material-ui/core/styles'; -import { Styles } from '../styles/App'; import OrderBookService from '../services/OrderBookService'; import { SNAPSHOT_INSTRUMENT } from '../constants/Constants'; import MultiDirectionalScroll from './MultiDirectionalScroll'; +import { Styles } from '../styles/MessageList'; class MessageList extends Component { + constructor(props) { + super(props); + + this.state = { + messages: [], + lastSodOffsetTop: 0, + // eslint-disable-next-line react/no-unused-state + lastSodOffsetBottom: 0, + }; + } + componentDidMount() { this.fetchInitialMessages(); } @@ -23,11 +33,10 @@ class MessageList extends Component { const { lastSodOffset } = this.props; OrderBookService.getMessageList(SNAPSHOT_INSTRUMENT, lastSodOffset) .then(response => { - // const { pageInfo, messages } = response.data; - const { pageInfo } = response.data; + const { pageInfo, messages } = response.data; this.setState( { - // messages, + messages, // eslint-disable-next-line react/no-unused-state lastSodOffsetTop: pageInfo.sod_offset, // eslint-disable-next-line react/no-unused-state @@ -39,44 +48,60 @@ class MessageList extends Component { console.log(err); }); } - // - // handleHitEdge(){ - // OrderBookService.getMessageList(()) - // } + + handleHitEdge(direction) { + const { lastSodOffsetTop, lastSofOffsetBottom } = this.state; + if (direction === 'top') { + OrderBookService.getMessageList(SNAPSHOT_INSTRUMENT, lastSodOffsetTop) + .then(response => { + // eslint-disable-next-line no-unused-vars + const { pageInfo, meesages } = response.data; + }) + .catch(err => { + console.log(err); + }); + } else if (direction === 'bottom') { + OrderBookService.getMessageList(SNAPSHOT_INSTRUMENT, lastSofOffsetBottom) + .then(response => { + // eslint-disable-next-line no-unused-vars + const { pageInfo, message } = response.data; + }) + .catch(err => { + console.log(err); + }); + } + } renderTableData() { const { classes } = this.props; - // const { messages } = this.state; - const messages = [ - { - instrument: 'ins', - timestamp: 67500, - message_type: 1, - order_id: 23444, - share_qty: 10000, - price: 123.4, - direction: 1, - sod_offset: 1, - }, - { - instrument: 'ins 2', - timestamp: 23399, - message_type: 3, - order_id: 988888, - share_qty: 6777777, - price: 111900.45, - direction: -1, - sod_offset: 1, - }]; + const { messages } = this.state; + // const messages = [ + // { + // instrument: 'ins', + // timestamp: 67500, + // message_type: 1, + // order_id: 2344909090909094, + // share_qty: 10000, + // price: 123.4, + // direction: 1, + // sod_offset: 1, + // }, + // { + // instrument: 'ins 2', + // timestamp: 23399, + // message_type: 3, + // order_id: 988888, + // share_qty: 6777777, + // price: 111900.45, + // direction: -1, + // sod_offset: 1, + // }]; return messages.map(message => { const { timestamp, message_type, order_id, share_qty, price, direction, } = message; return ( - + {timestamp} {message_type} {order_id} @@ -90,23 +115,17 @@ class MessageList extends Component { render() { const { classes } = this.props; - // const { messages, lastSodOffsetTop, lastSodBottom } = this.state; - const lastSodOffsetTop = 1; - const lastSodOffsetBottom = 20; - console.log(lastSodOffsetTop + lastSodOffsetBottom); + // const { lastSodOffsetTop, lastSodBottom } = this.state; return ( - +
this.handleHitEdge('bottom')} - // onReachTop={() => this.handleHitEdge('top')} + onReachBottom={() => this.handleHitEdge('bottom')} + onReachTop={() => this.handleHitEdge('top')} position={50} > - - +
+ @@ -117,7 +136,7 @@ class MessageList extends Component { {this.renderTableData()}
{'Timestamp'} {'Type'} {'Order ID'}
 - +
); } } diff --git a/app/src/services/OrderBookService.js b/app/src/services/OrderBookService.js index d4a50ad6..521fb2df 100644 --- a/app/src/services/OrderBookService.js +++ b/app/src/services/OrderBookService.js @@ -1,7 +1,9 @@ import { httpClient } from './HttpClient'; export default class OrderBookService { - static getOrderBookPrices = (instrument, timestamp) => httpClient.get(`/orderbook/${instrument}/${timestamp}`); + static getOrderBookPrices = (instrument, timestamp) => { + return httpClient.get(`/orderbook/SPY/1340285560000000000`); + }; static getPriceLevelsByMessageOffset = (instrument, timestamp, offset) => httpClient .get(`/delta/${instrument}/${timestamp}/${offset}`); diff --git a/app/src/styles/App.js b/app/src/styles/App.js index bdd1f83a..e4b907b0 100644 --- a/app/src/styles/App.js +++ b/app/src/styles/App.js @@ -6,6 +6,7 @@ export const Colors = { green: '#159027', red: '#943e30', darkGrey: '#343434', + black: '#000000', }; export const LightThemeColors = { diff --git a/app/src/styles/MessageList.js b/app/src/styles/MessageList.js index ef2d6f6d..e1113865 100644 --- a/app/src/styles/MessageList.js +++ b/app/src/styles/MessageList.js @@ -1,30 +1,25 @@ +import { Colors } from './App'; + export const Styles = { scrollContainer: { - width: '100%', height: 350, - display: 'flex', - flexDirection: 'row', - justifyContent: 'flex-start', + width: '100%', }, - messageTableRow: { + table: { display: 'flex', - fontSize: 900, - border: '5px', - borderColor: 'black', - backgroundColor: '#000000', - textAlign: 'center', + backgroundColor: Colors.lightBlue, + border: '2px', + borderColor: Colors.black, }, - tr: { - border: '5px', - borderColor: 'black', - backgroundColor: '#000000', - display: 'flex', + tableDataRow: { + border: '3px', + borderColor: Colors.black, textAlign: 'center', + flexDirection: 'row', }, tableHeaderRow: { - border: '5px', - borderColor: '#000000', - display: 'flex', - align: 'flex', + border: '5px solid Colors.black', + textAlign: 'center', + flexDirection: 'row', }, }; From fd5c6bd815fd92555ffd0e2d896093c4c98314f3 Mon Sep 17 00:00:00 2001 From: riyaGit Date: Sat, 9 Nov 2019 22:09:16 -0500 Subject: [PATCH 04/14] needs styling #54 --- app/src/components/MessageList.js | 57 +++++++++---------------- app/src/components/OrderBookSnapshot.js | 2 +- app/src/constants/Constants.js | 1 + app/src/services/OrderBookService.js | 3 +- app/src/styles/App.js | 1 + app/src/styles/MessageList.js | 11 ++--- 6 files changed, 32 insertions(+), 43 deletions(-) diff --git a/app/src/components/MessageList.js b/app/src/components/MessageList.js index adc238f2..96520c3a 100644 --- a/app/src/components/MessageList.js +++ b/app/src/components/MessageList.js @@ -2,7 +2,10 @@ import React, { Component } from 'react'; import { withStyles } from '@material-ui/core/styles'; import OrderBookService from '../services/OrderBookService'; -import { SNAPSHOT_INSTRUMENT } from '../constants/Constants'; +import { + SNAPSHOT_INSTRUMENT, + MESSAGE_LIST_DEFAULT_PAGE_SIZE, +} from '../constants/Constants'; import MultiDirectionalScroll from './MultiDirectionalScroll'; import { Styles } from '../styles/MessageList'; @@ -13,7 +16,6 @@ class MessageList extends Component { this.state = { messages: [], lastSodOffsetTop: 0, - // eslint-disable-next-line react/no-unused-state lastSodOffsetBottom: 0, }; } @@ -37,9 +39,7 @@ class MessageList extends Component { this.setState( { messages, - // eslint-disable-next-line react/no-unused-state lastSodOffsetTop: pageInfo.sod_offset, - // eslint-disable-next-line react/no-unused-state lastSodOffsetBottom: pageInfo.sod_offset, }, ); @@ -50,21 +50,28 @@ class MessageList extends Component { } handleHitEdge(direction) { - const { lastSodOffsetTop, lastSofOffsetBottom } = this.state; + const { lastSodOffsetTop, lastSodOffsetBottom } = this.state; if (direction === 'top') { - OrderBookService.getMessageList(SNAPSHOT_INSTRUMENT, lastSodOffsetTop) + const nMessages = -MESSAGE_LIST_DEFAULT_PAGE_SIZE; + OrderBookService.getMessageList(SNAPSHOT_INSTRUMENT, lastSodOffsetTop, nMessages) .then(response => { - // eslint-disable-next-line no-unused-vars - const { pageInfo, meesages } = response.data; + const { pageInfo, messages } = response.data; + this.setState({ + messages, + lastSodOffsetTop: pageInfo.lastSodOffset, + }); }) .catch(err => { console.log(err); }); } else if (direction === 'bottom') { - OrderBookService.getMessageList(SNAPSHOT_INSTRUMENT, lastSofOffsetBottom) + OrderBookService.getMessageList(SNAPSHOT_INSTRUMENT, lastSodOffsetBottom) .then(response => { - // eslint-disable-next-line no-unused-vars - const { pageInfo, message } = response.data; + const { pageInfo, messages } = response.data; + this.setState({ + messages, + lastSodOffsetBottom: pageInfo.lastSodOffset, + }); }) .catch(err => { console.log(err); @@ -73,35 +80,14 @@ class MessageList extends Component { } renderTableData() { - const { classes } = this.props; + const { classes, lastSodOffset } = this.props; const { messages } = this.state; - // const messages = [ - // { - // instrument: 'ins', - // timestamp: 67500, - // message_type: 1, - // order_id: 2344909090909094, - // share_qty: 10000, - // price: 123.4, - // direction: 1, - // sod_offset: 1, - // }, - // { - // instrument: 'ins 2', - // timestamp: 23399, - // message_type: 3, - // order_id: 988888, - // share_qty: 6777777, - // price: 111900.45, - // direction: -1, - // sod_offset: 1, - // }]; return messages.map(message => { const { - timestamp, message_type, order_id, share_qty, price, direction, + timestamp, message_type, order_id, share_qty, price, direction, sod_offset, } = message; return ( - + {timestamp} {message_type} {order_id} @@ -115,7 +101,6 @@ class MessageList extends Component { render() { const { classes } = this.props; - // const { lastSodOffsetTop, lastSodBottom } = this.state; return (
diff --git a/app/src/components/OrderBookSnapshot.js b/app/src/components/OrderBookSnapshot.js index 1c08cf57..ee7b189e 100644 --- a/app/src/components/OrderBookSnapshot.js +++ b/app/src/components/OrderBookSnapshot.js @@ -296,7 +296,7 @@ class OrderBookSnapshot extends Component { />
- {lastSodOffset && ( + {(lastSodOffset !== null) && ( httpClient .get(`/delta/${instrument}/${timestamp}/${offset}`); - static getMessageList = (instrument, sodOffset) => httpClient.get(`/messages/${instrument}/${sodOffset}`); + static getMessageList = (instrument, sodOffset, nMessages = 20) => httpClient + .get(`/messages/${instrument}/${sodOffset}?nMessages=${nMessages}`); } diff --git a/app/src/styles/App.js b/app/src/styles/App.js index e4b907b0..03e865e3 100644 --- a/app/src/styles/App.js +++ b/app/src/styles/App.js @@ -7,6 +7,7 @@ export const Colors = { red: '#943e30', darkGrey: '#343434', black: '#000000', + yellow: '#ffff00', }; export const LightThemeColors = { diff --git a/app/src/styles/MessageList.js b/app/src/styles/MessageList.js index e1113865..601a3fce 100644 --- a/app/src/styles/MessageList.js +++ b/app/src/styles/MessageList.js @@ -5,21 +5,22 @@ export const Styles = { height: 350, width: '100%', }, - table: { + messageTable: { display: 'flex', - backgroundColor: Colors.lightBlue, border: '2px', borderColor: Colors.black, + backgroundColor: Colors.lightBlue, + }, + currentMessageRow: { + backgroundColor: Colors.yellow, }, tableDataRow: { border: '3px', borderColor: Colors.black, textAlign: 'center', - flexDirection: 'row', }, tableHeaderRow: { - border: '5px solid Colors.black', + border: '5px', textAlign: 'center', - flexDirection: 'row', }, }; From 23591c65e12bbf6ba3417c1086c5fea1984be148 Mon Sep 17 00:00:00 2001 From: Alvyn Duy-Khoi Le Date: Sun, 10 Nov 2019 02:03:48 -0500 Subject: [PATCH 05/14] [#54] fixed some message fetch and paging issues --- app/src/components/MessageList.js | 97 +++++++++++++++----- app/src/components/OrderBookSnapshot.js | 4 + app/src/constants/Enums.js | 17 ++++ app/src/styles/MessageList.js | 32 +++++-- app/src/styles/TimestampOrderBookScroller.js | 2 +- app/src/utils/order-book-utils.js | 9 ++ 6 files changed, 129 insertions(+), 32 deletions(-) create mode 100644 app/src/constants/Enums.js diff --git a/app/src/components/MessageList.js b/app/src/components/MessageList.js index 96520c3a..f6e81a66 100644 --- a/app/src/components/MessageList.js +++ b/app/src/components/MessageList.js @@ -1,6 +1,7 @@ /* eslint-disable camelcase */ import React, { Component } from 'react'; import { withStyles } from '@material-ui/core/styles'; +import { Box } from '@material-ui/core'; import OrderBookService from '../services/OrderBookService'; import { SNAPSHOT_INSTRUMENT, @@ -8,6 +9,9 @@ import { } from '../constants/Constants'; import MultiDirectionalScroll from './MultiDirectionalScroll'; import { Styles } from '../styles/MessageList'; +import { roundNumber } from '../utils/number-utils'; +import { getMessageDirection } from '../utils/order-book-utils'; +import { MESSAGE_TYPE_ENUM } from '../constants/Enums'; class MessageList extends Component { constructor(props) { @@ -26,11 +30,44 @@ class MessageList extends Component { componentDidUpdate(prevProps, prevState, snapshot) { const { lastSodOffset } = this.props; + const { messages } = this.state; + if (lastSodOffset !== prevProps.lastSodOffset) { - this.fetchInitialMessages(); + const messageIndex = this.getPotentialIndexOfLastSodOffsetFromProps(); + if (messageIndex !== -1) { + const messagesLength = messages.length; + const halfway = messagesLength / 2; + const directionOfPotentialPaging = (messageIndex > halfway) ? 'bottom' : 'top'; + const diffFromEdge = directionOfPotentialPaging === 'bottom' + ? messagesLength - messageIndex : messageIndex; + + if (diffFromEdge < 5) { + this.handleHitEdge(directionOfPotentialPaging); + } + } else { + this.fetchInitialMessages(); + } } } + /** + * @desc Helper that checks for existence of a message in the array of messages (from state) + * that equals the latest lastSodOffset passed in props. + * @returns {*|number|never|boolean} returns -1 if not found + */ + getPotentialIndexOfLastSodOffsetFromProps = () => { + const { messages } = this.state; + const { lastSodOffset } = this.props; + + if (!messages) return false; + + return messages.map(message => message.sod_offset).findIndex(sodOffset => sodOffset === lastSodOffset); + }; + + /** + * @desc function called to load initial message list; when there is no messages or the sodOffset is + * significantly different from the current one + */ fetchInitialMessages() { const { lastSodOffset } = this.props; OrderBookService.getMessageList(SNAPSHOT_INSTRUMENT, lastSodOffset) @@ -49,16 +86,23 @@ class MessageList extends Component { }); } + /** + * @desc Paging handler for upwards and downwards hitting of the multidirectional scroll + * @param direction + */ handleHitEdge(direction) { const { lastSodOffsetTop, lastSodOffsetBottom } = this.state; + // eslint-disable-next-line react/destructuring-assignment + const existingMessages = this.state.messages; + if (direction === 'top') { const nMessages = -MESSAGE_LIST_DEFAULT_PAGE_SIZE; OrderBookService.getMessageList(SNAPSHOT_INSTRUMENT, lastSodOffsetTop, nMessages) .then(response => { const { pageInfo, messages } = response.data; this.setState({ - messages, - lastSodOffsetTop: pageInfo.lastSodOffset, + messages: messages ? messages.concat(existingMessages) : existingMessages, + lastSodOffsetTop: pageInfo.sod_offset, }); }) .catch(err => { @@ -69,8 +113,8 @@ class MessageList extends Component { .then(response => { const { pageInfo, messages } = response.data; this.setState({ - messages, - lastSodOffsetBottom: pageInfo.lastSodOffset, + messages: messages ? existingMessages.concat(messages) : existingMessages, + lastSodOffsetBottom: pageInfo.sod_offset, }); }) .catch(err => { @@ -79,6 +123,10 @@ class MessageList extends Component { } } + /** + * @desc Renders every row of the message list table. every row corresponds to a message + * @returns {*} + */ renderTableData() { const { classes, lastSodOffset } = this.props; const { messages } = this.state; @@ -87,14 +135,14 @@ class MessageList extends Component { timestamp, message_type, order_id, share_qty, price, direction, sod_offset, } = message; return ( - - {timestamp} - {message_type} - {order_id} - {share_qty} - {price} - {direction} - + + {timestamp} + {MESSAGE_TYPE_ENUM[message_type].name} + {order_id} + {share_qty} + {roundNumber(price, 2)} + {getMessageDirection(direction)} + ); }); } @@ -104,22 +152,23 @@ class MessageList extends Component { return (
+ +
{'Timestamp'}
 +
{'Type'}
 +
{'OrderID'}
 +
{'Quantity'}
 +
{'Price'}
 +
{'Direction'}
 + this.handleHitEdge('bottom')} onReachTop={() => this.handleHitEdge('top')} position={50} > - - - - - - - - - - {this.renderTableData()} -
{'Timestamp'}{'Type'}{'Order ID'}{'Quantity'}{'Price'}{'Direction'}
+ {this.renderTableData()}
); diff --git a/app/src/components/OrderBookSnapshot.js b/app/src/components/OrderBookSnapshot.js index ee7b189e..249e35dc 100644 --- a/app/src/components/OrderBookSnapshot.js +++ b/app/src/components/OrderBookSnapshot.js @@ -148,6 +148,10 @@ class OrderBookSnapshot extends Component { } }; + /** + * @desc handles the updates with deltas once a message is moved by a certain amount + * @param deltas + */ handleUpdateWithDeltas = deltas => { const { listItems } = this.state; const { diff --git a/app/src/constants/Enums.js b/app/src/constants/Enums.js new file mode 100644 index 00000000..efcfa7e8 --- /dev/null +++ b/app/src/constants/Enums.js @@ -0,0 +1,17 @@ +export const MESSAGE_TYPE_ENUM = { + 1: { + name: 'New order', + }, + 2: { + name: 'Modify', + }, + 3: { + name: 'Delete', + }, + 4: { + name: 'Execute', + }, + 5: { + name: 'Ignore', + }, +}; diff --git a/app/src/styles/MessageList.js b/app/src/styles/MessageList.js index 601a3fce..cfc700f2 100644 --- a/app/src/styles/MessageList.js +++ b/app/src/styles/MessageList.js @@ -2,25 +2,43 @@ import { Colors } from './App'; export const Styles = { scrollContainer: { - height: 350, + height: 300, width: '100%', }, - messageTable: { - display: 'flex', - border: '2px', - borderColor: Colors.black, - backgroundColor: Colors.lightBlue, - }, currentMessageRow: { backgroundColor: Colors.yellow, + display: 'flex', + width: '100%', + border: '3px', + borderColor: Colors.black, + textAlign: 'center', }, tableDataRow: { + display: 'flex', + width: '100%', border: '3px', borderColor: Colors.black, textAlign: 'center', }, tableHeaderRow: { + display: 'flex', + width: '100%', border: '5px', textAlign: 'center', + paddingTop: 10, + paddingBottom: 10, + }, + tableColumn: { + maxWidth: '16.66%', + width: '16.66%', + display: 'flex', + flexDirection: 'row', + justifyContent: 'center', + alignItems: 'center', + paddingLeft: 20, + paddingRight: 20, + wordWrap: 'break-word', + wordBreak: 'break-word', + overflowWrap: 'break-word', }, }; diff --git a/app/src/styles/TimestampOrderBookScroller.js b/app/src/styles/TimestampOrderBookScroller.js index 1220922e..d73b914e 100644 --- a/app/src/styles/TimestampOrderBookScroller.js +++ b/app/src/styles/TimestampOrderBookScroller.js @@ -12,7 +12,7 @@ export const Styles = { }, scrollContainer: { width: '100%', - height: 350, + height: 700, display: 'flex', flexDirection: 'row', justifyContent: 'flex-start', diff --git a/app/src/utils/order-book-utils.js b/app/src/utils/order-book-utils.js index 5ce16f62..75a14011 100644 --- a/app/src/utils/order-book-utils.js +++ b/app/src/utils/order-book-utils.js @@ -134,3 +134,12 @@ export const processOrderBookWithDeltas = (currentListItems, newAsks, newBids) = return { newListItems: updatedListItems, newMaxQuantity: maxQuantity }; }; + +/** + * @desc based on values for direction returned by the backend, returns verbose direction + * @param direction + * @returns {string} + */ +export const getMessageDirection = direction => { + return (direction === 1) ? 'Bid' : 'Ask'; +}; From 3b4fd038dc142363542937a9fca1a671ab78d684 Mon Sep 17 00:00:00 2001 From: Alvyn Duy-Khoi Le Date: Sun, 10 Nov 2019 18:49:48 -0500 Subject: [PATCH 06/14] [#54] finished message list and fixed message stepping --- app/src/components/MessageList.js | 78 ++++++++++++------- app/src/components/OrderBookSnapshot.js | 7 +- .../components/TimestampOrderBookScroller.js | 20 +++-- app/src/services/OrderBookService.js | 4 +- app/src/styles/MessageList.js | 4 + app/src/utils/date-utils.js | 14 +++- app/src/utils/order-book-utils.js | 51 ++++++++---- .../api/hndlrs/msghandler.go | 2 + 8 files changed, 123 insertions(+), 57 deletions(-) diff --git a/app/src/components/MessageList.js b/app/src/components/MessageList.js index f6e81a66..682eac98 100644 --- a/app/src/components/MessageList.js +++ b/app/src/components/MessageList.js @@ -2,6 +2,7 @@ import React, { Component } from 'react'; import { withStyles } from '@material-ui/core/styles'; import { Box } from '@material-ui/core'; +import classNames from 'classnames'; import OrderBookService from '../services/OrderBookService'; import { SNAPSHOT_INSTRUMENT, @@ -12,6 +13,7 @@ import { Styles } from '../styles/MessageList'; import { roundNumber } from '../utils/number-utils'; import { getMessageDirection } from '../utils/order-book-utils'; import { MESSAGE_TYPE_ENUM } from '../constants/Enums'; +import { nanosecondsToString, splitNanosecondEpochTimestamp, epochToDateString } from '../utils/date-utils'; class MessageList extends Component { constructor(props) { @@ -19,8 +21,8 @@ class MessageList extends Component { this.state = { messages: [], - lastSodOffsetTop: 0, - lastSodOffsetBottom: 0, + lastSodOffsetTop: BigInt(0), + lastSodOffsetBottom: BigInt(0), }; } @@ -32,7 +34,9 @@ class MessageList extends Component { const { lastSodOffset } = this.props; const { messages } = this.state; - if (lastSodOffset !== prevProps.lastSodOffset) { + if (typeof prevProps.lastSodOffset !== 'bigint' || (typeof lastSodOffset === 'bigint' + && typeof prevProps.lastSodOffset === 'bigint' + && lastSodOffset.toString() !== prevProps.lastSodOffset.toString())) { const messageIndex = this.getPotentialIndexOfLastSodOffsetFromProps(); if (messageIndex !== -1) { const messagesLength = messages.length; @@ -61,30 +65,38 @@ class MessageList extends Component { if (!messages) return false; - return messages.map(message => message.sod_offset).findIndex(sodOffset => sodOffset === lastSodOffset); + return messages + .map(message => message.sod_offset) + .findIndex(sodOffset => sodOffset === lastSodOffset.toString()); }; /** * @desc function called to load initial message list; when there is no messages or the sodOffset is * significantly different from the current one */ - fetchInitialMessages() { + fetchInitialMessages = async () => { const { lastSodOffset } = this.props; - OrderBookService.getMessageList(SNAPSHOT_INSTRUMENT, lastSodOffset) - .then(response => { - const { pageInfo, messages } = response.data; - this.setState( - { - messages, - lastSodOffsetTop: pageInfo.sod_offset, - lastSodOffsetBottom: pageInfo.sod_offset, - }, - ); - }) - .catch(err => { - console.log(err); + const nMessages = MESSAGE_LIST_DEFAULT_PAGE_SIZE * 2 + 1; + const lowerSodOffset = lastSodOffset - BigInt(MESSAGE_LIST_DEFAULT_PAGE_SIZE - 1); + + try { + const reverseMessagesResponse = await OrderBookService.getMessageList( + SNAPSHOT_INSTRUMENT, + lowerSodOffset.toString(), + nMessages, + ); + + const { messages, pageInfo } = reverseMessagesResponse.data; + + this.setState({ + messages, + lastSodOffsetTop: lowerSodOffset, + lastSodOffsetBottom: BigInt(pageInfo.sod_offset), }); - } + } catch (e) { + console.log(e); + } + }; /** * @desc Paging handler for upwards and downwards hitting of the multidirectional scroll @@ -97,24 +109,24 @@ class MessageList extends Component { if (direction === 'top') { const nMessages = -MESSAGE_LIST_DEFAULT_PAGE_SIZE; - OrderBookService.getMessageList(SNAPSHOT_INSTRUMENT, lastSodOffsetTop, nMessages) + OrderBookService.getMessageList(SNAPSHOT_INSTRUMENT, lastSodOffsetTop.toString(), nMessages) .then(response => { const { pageInfo, messages } = response.data; this.setState({ messages: messages ? messages.concat(existingMessages) : existingMessages, - lastSodOffsetTop: pageInfo.sod_offset, + lastSodOffsetTop: BigInt(pageInfo.sod_offset), }); }) .catch(err => { console.log(err); }); } else if (direction === 'bottom') { - OrderBookService.getMessageList(SNAPSHOT_INSTRUMENT, lastSodOffsetBottom) + OrderBookService.getMessageList(SNAPSHOT_INSTRUMENT, lastSodOffsetBottom.toString()) .then(response => { const { pageInfo, messages } = response.data; this.setState({ messages: messages ? existingMessages.concat(messages) : existingMessages, - lastSodOffsetBottom: pageInfo.sod_offset, + lastSodOffsetBottom: BigInt(pageInfo.sod_offset), }); }) .catch(err => { @@ -134,9 +146,21 @@ class MessageList extends Component { const { timestamp, message_type, order_id, share_qty, price, direction, sod_offset, } = message; + + const { timeNanoseconds, dateNanoseconds } = splitNanosecondEpochTimestamp(timestamp); + const date = epochToDateString(dateNanoseconds); + const time = nanosecondsToString(timeNanoseconds); + return ( - - {timestamp} + + + {`${date} ${time}`} + {MESSAGE_TYPE_ENUM[message_type].name} {order_id} {share_qty} @@ -156,7 +180,9 @@ class MessageList extends Component { className={classes.tableHeaderRow} bgcolor={'primary.main'} > -
{'Timestamp'}
 + +
{'Timestamp'}
+
{'Type'}
{'OrderID'}
{'Quantity'}
 diff --git a/app/src/components/OrderBookSnapshot.js b/app/src/components/OrderBookSnapshot.js index 249e35dc..a5913739 100644 --- a/app/src/components/OrderBookSnapshot.js +++ b/app/src/components/OrderBookSnapshot.js @@ -18,6 +18,7 @@ import { epochToDateString, splitNanosecondEpochTimestamp, convertNanosecondsToUTC, + convertNanosecondsUTCToCurrentTimezone, } from '../utils/date-utils'; import TimestampOrderBookScroller from './TimestampOrderBookScroller'; @@ -166,8 +167,10 @@ class OrderBookSnapshot extends Component { lastSodOffset: BigInt(last_sod_offset), selectedDateNano: dateNanoseconds, selectedDateString: epochToDateString(dateNanoseconds), - selectedTimeNano: BigInt(timeNanoseconds), - selectedTimeString: nanosecondsToString(timeNanoseconds), + selectedTimeNano: convertNanosecondsUTCToCurrentTimezone(BigInt(timeNanoseconds)), + selectedTimeString: nanosecondsToString(Number(convertNanosecondsUTCToCurrentTimezone( + BigInt(timeNanoseconds), + ))), selectedDateTimeNano: BigInt(timestamp), listItems: newListItems, maxQuantity: newMaxQuantity, diff --git a/app/src/components/TimestampOrderBookScroller.js b/app/src/components/TimestampOrderBookScroller.js index 542f3da6..e1f24397 100644 --- a/app/src/components/TimestampOrderBookScroller.js +++ b/app/src/components/TimestampOrderBookScroller.js @@ -24,11 +24,11 @@ class TimestampOrderBookScroller extends Component { } shouldComponentUpdate(nextProps, nextState, nextContext) { - const { listItems, maxQuantity } = this.props; - - if (!listItems || !nextProps.listItems) return true; - return (!listItemsEquals(listItems, nextProps.listItems) - || maxQuantity !== nextProps.maxQuantity); + const { lastSodOffset } = this.props; + if (lastSodOffset && nextProps.lastSodOffset) { + return (lastSodOffset.toString() !== nextProps.lastSodOffset.toString()); + } + return true; } componentDidUpdate(prevProps, prevState, snapshot) { @@ -43,6 +43,10 @@ class TimestampOrderBookScroller extends Component { window.removeEventListener('keyup', this.onKeyUp); } + /** + * @desc handles the key up action while moving messages + * @param e + */ onKeyUp = e => { const { handleGoToPreviousMessage, handleGoToNextMessage } = this.props; if (e.keyCode === LEFT_ARROW_KEY_CODE) handleGoToPreviousMessage(); @@ -79,7 +83,6 @@ class TimestampOrderBookScroller extends Component { /** * @desc Gets the message for the given offset and updates the order book with the message's timestamp - * * @param offset The number of messages to skip forward or backward to */ handleGoToMessageByOffset = offset => { @@ -94,9 +97,10 @@ class TimestampOrderBookScroller extends Component { }; render() { - const { listItems, maxQuantity, classes } = this.props; + const { + listItems, maxQuantity, classes, timeOrDateIsNotSet, + } = this.props; const quantityBoxSize = maxQuantity + maxQuantity * (MIN_PERCENTAGE_FACTOR_FOR_BOX_SPACE); - const { timeOrDateIsNotSet } = this.props; return ( diff --git a/app/src/services/OrderBookService.js b/app/src/services/OrderBookService.js index c2586b46..a390e02b 100644 --- a/app/src/services/OrderBookService.js +++ b/app/src/services/OrderBookService.js @@ -1,9 +1,7 @@ import { httpClient } from './HttpClient'; export default class OrderBookService { - static getOrderBookPrices = (instrument, timestamp) => { - return httpClient.get(`/orderbook/SPY/1340285560000000000`); - }; + static getOrderBookPrices = (instrument, timestamp) => httpClient.get(`/orderbook/${instrument}/${timestamp}`); static getPriceLevelsByMessageOffset = (instrument, timestamp, offset) => httpClient .get(`/delta/${instrument}/${timestamp}/${offset}`); diff --git a/app/src/styles/MessageList.js b/app/src/styles/MessageList.js index cfc700f2..083194ed 100644 --- a/app/src/styles/MessageList.js +++ b/app/src/styles/MessageList.js @@ -41,4 +41,8 @@ export const Styles = { wordBreak: 'break-word', overflowWrap: 'break-word', }, + overrideTimestampColumn: { + maxWidth: '30%', + width: '30%', + }, }; diff --git a/app/src/utils/date-utils.js b/app/src/utils/date-utils.js index 6c012e28..59573f5d 100644 --- a/app/src/utils/date-utils.js +++ b/app/src/utils/date-utils.js @@ -42,7 +42,7 @@ export const nanosecondsToString = nanosecondTimestamp => { /** * @desc Given a timestamp in nanoseconds, returns the timestamp converted to UTC - * @param nanosecondTimestamp BigInt + * @param nanosecondTimestamp {BigInt} * @returns {BigInt} */ export const convertNanosecondsToUTC = nanosecondTimestamp => { @@ -50,9 +50,19 @@ export const convertNanosecondsToUTC = nanosecondTimestamp => { return nanosecondTimestamp + offsetNS; }; +/** + * @desc Given a timestamp in nanoseconds UTC, returns the timestamp for current timezone + * @param nanosecondTimestamp {BigInt} + * @returns {BigInt} + */ +export const convertNanosecondsUTCToCurrentTimezone = nanosecondTimestamp => { + const offsetNS = BigInt(new Date().getTimezoneOffset()) * BigInt(60 * 10 ** 9); + return nanosecondTimestamp - offsetNS; +}; + /** * @desc Given a nanosecond epoch date, returns time string in the format YYYY-MM-DD - * @param nanosecondDate + * @param nanosecondDate {BigInt} * @returns {string} */ export const epochToDateString = nanosecondDate => { diff --git a/app/src/utils/order-book-utils.js b/app/src/utils/order-book-utils.js index 75a14011..b93e7030 100644 --- a/app/src/utils/order-book-utils.js +++ b/app/src/utils/order-book-utils.js @@ -54,6 +54,20 @@ export const getOrderBookListItemsAsArray = listItemsObject => { }; +/** + * @desc Checks whether two arrays are the same in terms of orders + * @param ordersArray1 + * @param ordersArray2 + */ +export const ordersEquals = (ordersArray1, ordersArray2) => { + if (ordersArray1.length !== ordersArray2.length) return false; + + return ordersArray1.every((order, index) => { + return order.id === ordersArray2[index].id && order.quantity === ordersArray2[index].quantity; + }); +}; + + /** * @desc Give the orderBook list items stored as an object in the redux store, determines whether * or not the contents are the same @@ -66,37 +80,35 @@ export const listItemsEquals = (listItemsObject1, listItemsObject2) => { if (listItems1.length !== listItems2.length) return false; - return !listItems1.some(listItem => { + return listItems1.every(listItem => { if (listItem) { const siblingListItem = listItemsObject2[listItem.price]; const { orders } = listItem; const siblingOrders = siblingListItem.orders; return ( - !siblingListItem - || listItem.type !== siblingListItem.type - || orders.length !== siblingOrders.length); + siblingListItem + && listItem.type === siblingListItem.type + && ordersEquals(siblingOrders, orders) + ); } return false; }); }; - /** - * @desc Checks whether two arrays are the same in terms of orders - * @param ordersArray1 - * @param ordersArray2 + * @desc Given a single price with new orders, updates listItems object with new value for that price + * @param type + * @param newArray + * @param listItems + * @returns {*} */ -export const ordersEquals = (ordersArray1, ordersArray2) => { - if (ordersArray1.length !== ordersArray2.length) return false; - - return ordersArray1.every((order, index) => { - return order.id === ordersArray2[index].id && order.quantity === ordersArray2[index].quantity; - }); -}; - const updateListItems = (type, newArray, listItems) => { const newListItems = listItems; + + if (!newArray) { + return newListItems; + } newArray.forEach(askOrBid => { const { price, orders } = askOrBid; if (orders.length === 0) delete newListItems[price]; // Remove price level @@ -113,6 +125,13 @@ const updateListItems = (type, newArray, listItems) => { return newListItems; }; +/** + * @desc Processes existing listItems to compute new max quantity and new middle + * @param currentListItems + * @param newAsks + * @param newBids + * @returns {{newMaxQuantity: number, newListItems: *}} + */ export const processOrderBookWithDeltas = (currentListItems, newAsks, newBids) => { let firstBid = 0; let maxQuantity = 0; diff --git a/core/graphelier-service/api/hndlrs/msghandler.go b/core/graphelier-service/api/hndlrs/msghandler.go index 96818a25..4743da30 100644 --- a/core/graphelier-service/api/hndlrs/msghandler.go +++ b/core/graphelier-service/api/hndlrs/msghandler.go @@ -33,6 +33,8 @@ func FetchMessages(env *Env, w http.ResponseWriter, r *http.Request) error { if err != nil { return StatusError{500, err} } + + paginator.SodOffset += intNMessages messagePage := models.MessagePage{PageInfo: paginator, Messages: messages} if intNMessages < 0 { reverseMessageOrdering(&messagePage) From 08da868e7f97aeb24b00980522ec8961dbce23fe Mon Sep 17 00:00:00 2001 From: riyaGit Date: Sun, 10 Nov 2019 19:24:53 -0500 Subject: [PATCH 07/14] Added tests and some styling changes #54 --- app/src/components/MessageList.js | 5 +- app/src/styles/MessageList.js | 8 +-- app/src/styles/TimestampOrderBookScroller.js | 2 +- .../tests/component-tests/MessageList.test.js | 58 +++++++++++++++++++ app/src/tests/utils/mock-data.js | 28 +++++++++ 5 files changed, 90 insertions(+), 11 deletions(-) create mode 100644 app/src/tests/component-tests/MessageList.test.js diff --git a/app/src/components/MessageList.js b/app/src/components/MessageList.js index 682eac98..7c3fa0a2 100644 --- a/app/src/components/MessageList.js +++ b/app/src/components/MessageList.js @@ -176,10 +176,7 @@ class MessageList extends Component { return (
- +
{'Timestamp'}
 diff --git a/app/src/styles/MessageList.js b/app/src/styles/MessageList.js index 083194ed..05df6b11 100644 --- a/app/src/styles/MessageList.js +++ b/app/src/styles/MessageList.js @@ -1,4 +1,4 @@ -import { Colors } from './App'; +import { Colors, LightThemeColors } from './App'; export const Styles = { scrollContainer: { @@ -9,24 +9,20 @@ export const Styles = { backgroundColor: Colors.yellow, display: 'flex', width: '100%', - border: '3px', - borderColor: Colors.black, textAlign: 'center', }, tableDataRow: { display: 'flex', width: '100%', - border: '3px', - borderColor: Colors.black, textAlign: 'center', }, tableHeaderRow: { display: 'flex', width: '100%', - border: '5px', textAlign: 'center', paddingTop: 10, paddingBottom: 10, + backgroundColor: LightThemeColors.palette.primary.main, }, tableColumn: { maxWidth: '16.66%', diff --git a/app/src/styles/TimestampOrderBookScroller.js b/app/src/styles/TimestampOrderBookScroller.js index d73b914e..1220922e 100644 --- a/app/src/styles/TimestampOrderBookScroller.js +++ b/app/src/styles/TimestampOrderBookScroller.js @@ -12,7 +12,7 @@ export const Styles = { }, scrollContainer: { width: '100%', - height: 700, + height: 350, display: 'flex', flexDirection: 'row', justifyContent: 'flex-start', diff --git a/app/src/tests/component-tests/MessageList.test.js b/app/src/tests/component-tests/MessageList.test.js new file mode 100644 index 00000000..892cf090 --- /dev/null +++ b/app/src/tests/component-tests/MessageList.test.js @@ -0,0 +1,58 @@ +import React from 'react'; +import { createMount, createShallow } from '@material-ui/core/test-utils'; +import MessageList from '../../components/MessageList'; +import OrderBookService from '../../services/OrderBookService'; +import { MESSAGE_LIST, ORDER_BOOK_FROM_BACKEND } from '../utils/mock-data'; + +describe('MessageList', () => { + let mount, shallow, messageList; + const getMessageListSpy = jest.spyOn(OrderBookService, 'getMessageList') + .mockClear((instrument, sodOffset, nMessages = 20) => Promise.resolve( + { + data: ORDER_BOOK_FROM_BACKEND, + }, + ) + .catch(err => { + console.log(err); + })); + beforeEach(() => { + mount = createMount(); + shallow = createShallow({ dive: true }); + messageList = { ...MESSAGE_LIST }; + }); + + afterEach(() => { + getMessageListSpy.mockClear(); + mount.cleanUp(); + }); + + it('should render a messageList without crashing', () => { + mount(); + }); + + it('should not send a request to get message list when the date is not selected', () => { + expect(getMessageListSpy).toHaveBeenCalledTimes(0); + }); + + it('should get the correct data when the messageList request is made', () => { + const wrapper = shallow(); + wrapper.instance().setState( + { + messageList, + }, + ); + expect(Object.keys(wrapper.instance().state.messageList.messages).length).toEqual(2); + + expect(wrapper.instance().state.messageList.messages[0]) + .toEqual({ + instrument: 'SPY', + timestamp: 1340280000000000000, + message_type: 1, + order_id: 20933587, + share_qty: 598, + price: 135.66, + direction: -1, + sod_offset: '3', + }); + }); +}); diff --git a/app/src/tests/utils/mock-data.js b/app/src/tests/utils/mock-data.js index 83b6da2a..8ee8d429 100644 --- a/app/src/tests/utils/mock-data.js +++ b/app/src/tests/utils/mock-data.js @@ -165,5 +165,33 @@ export const ORDER_BOOK_LIST_ITEMS = { type: 'ask', orders: ORDER_BOOK_FROM_BACKEND.asks[0].orders, }, +}; +export const MESSAGE_LIST = { + pageInfo: { + nMessages: 30, + sod_offset: LAST_SOD_OFFSET, + }, + messages: [ + { + instrument: 'SPY', + timestamp: TIMESTAMP, + message_type: 1, + order_id: 20933587, + share_qty: 598, + price: 135.66, + direction: -1, + sod_offset: LAST_SOD_OFFSET, + }, + { + instrument: 'SPY', + timestamp: TIMESTAMP, + message_type: 1, + order_id: 20933587, + share_qty: 2100, + price: 135.66, + direction: -1, + sod_offset: LAST_SOD_OFFSET, + }, + ], }; From 5530b96302349c7b0ac83f5b778586423ae20f8c Mon Sep 17 00:00:00 2001 From: Alvyn Duy-Khoi Le Date: Sun, 10 Nov 2019 19:49:17 -0500 Subject: [PATCH 08/14] [#54] fixed backend tests related to paginator --- core/graphelier-service/api/hndlrs/msghandler_test.go | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/core/graphelier-service/api/hndlrs/msghandler_test.go b/core/graphelier-service/api/hndlrs/msghandler_test.go index 904456d1..8a73910b 100644 --- a/core/graphelier-service/api/hndlrs/msghandler_test.go +++ b/core/graphelier-service/api/hndlrs/msghandler_test.go @@ -58,7 +58,7 @@ func TestFetchMessagesSuccess(t *testing.T) { mockedDB.AssertCalled(t, "GetMessagesWithPagination", "test", &models.Paginator{SodOffset: 100, NMessages: 25}) assert.Nil(t, err) assert.Equal(t, int64(25), messagePage.PageInfo.NMessages) - assert.Equal(t, int64(100), messagePage.PageInfo.SodOffset) + assert.Equal(t, int64(125), messagePage.PageInfo.SodOffset) assert.Equal(t, uint64(12), messagePage.Messages[0].OrderID) } @@ -86,7 +86,7 @@ func TestFetchMessagesDefaultValues(t *testing.T) { assert.Nil(t, err) assert.Equal(t, int64(20), messagePage.PageInfo.NMessages) - assert.Equal(t, int64(100), messagePage.PageInfo.SodOffset) + assert.Equal(t, int64(120), messagePage.PageInfo.SodOffset) assert.Equal(t, uint64(12), messagePage.Messages[0].OrderID) } @@ -114,7 +114,7 @@ func TestFetchMessagesNegativeNMessages(t *testing.T) { assert.Nil(t, err) assert.Equal(t, int64(-25), messagePage.PageInfo.NMessages) - assert.Equal(t, int64(100), messagePage.PageInfo.SodOffset) + assert.Equal(t, int64(75), messagePage.PageInfo.SodOffset) assert.Equal(t, 2, len(messagePage.Messages)) // Checking to see if slice is reversed assert.Equal(t, uint64(13), messagePage.Messages[0].OrderID) From 38c51013a51eb6ced14f2f14660ae0df8720d225 Mon Sep 17 00:00:00 2001 From: riyaGit Date: Sun, 10 Nov 2019 20:07:32 -0500 Subject: [PATCH 09/14] fixed styling #54 --- app/src/components/OrderBookSnapshot.js | 3 +-- app/src/styles/OrderBookSnapshot.js | 3 +++ 2 files changed, 4 insertions(+), 2 deletions(-) diff --git a/app/src/components/OrderBookSnapshot.js b/app/src/components/OrderBookSnapshot.js index a5913739..bd7b35c6 100644 --- a/app/src/components/OrderBookSnapshot.js +++ b/app/src/components/OrderBookSnapshot.js @@ -302,9 +302,8 @@ class OrderBookSnapshot extends Component { handleUpdateWithDeltas={this.handleUpdateWithDeltas} /> -
{(lastSodOffset !== null) && ( - + diff --git a/app/src/styles/OrderBookSnapshot.js b/app/src/styles/OrderBookSnapshot.js index b1f93139..dce926db 100644 --- a/app/src/styles/OrderBookSnapshot.js +++ b/app/src/styles/OrderBookSnapshot.js @@ -80,4 +80,7 @@ export const Styles = { justifyContent: 'space-between', marginBottom: '10px', }, + messageListCard: { + marginTop: '10px', + }, }; From fe34877b34acf2d29a3a53107d23c307f2d67810 Mon Sep 17 00:00:00 2001 From: Alvyn Duy-Khoi Le Date: Sun, 10 Nov 2019 20:16:18 -0500 Subject: [PATCH 10/14] [#54] fixed paginator reference usage --- core/graphelier-service/api/hndlrs/msghandler.go | 5 +++-- 1 file changed, 3 insertions(+), 2 deletions(-) diff --git a/core/graphelier-service/api/hndlrs/msghandler.go b/core/graphelier-service/api/hndlrs/msghandler.go index 4743da30..a58c0318 100644 --- a/core/graphelier-service/api/hndlrs/msghandler.go +++ b/core/graphelier-service/api/hndlrs/msghandler.go @@ -34,8 +34,9 @@ func FetchMessages(env *Env, w http.ResponseWriter, r *http.Request) error { return StatusError{500, err} } - paginator.SodOffset += intNMessages - messagePage := models.MessagePage{PageInfo: paginator, Messages: messages} + responsePaginator := models.Paginator{NMessages: intNMessages, SodOffset: paginator.SodOffset + intNMessages} + messagePage := models.MessagePage{PageInfo: responsePaginator, Messages: messages} + if intNMessages < 0 { reverseMessageOrdering(&messagePage) } From 8df9c84d2ab3c7f479e728e6daf7641c92054578 Mon Sep 17 00:00:00 2001 From: Alvyn Duy-Khoi Le Date: Sun, 10 Nov 2019 20:51:22 -0500 Subject: [PATCH 11/14] [#54] fixed small checker function for message list rendering --- app/src/components/MessageList.js | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/app/src/components/MessageList.js b/app/src/components/MessageList.js index 7c3fa0a2..4f7f1f33 100644 --- a/app/src/components/MessageList.js +++ b/app/src/components/MessageList.js @@ -57,13 +57,13 @@ class MessageList extends Component { /** * @desc Helper that checks for existence of a message in the array of messages (from state) * that equals the latest lastSodOffset passed in props. - * @returns {*|number|never|boolean} returns -1 if not found + * @returns {Number} returns -1 if not found */ getPotentialIndexOfLastSodOffsetFromProps = () => { const { messages } = this.state; const { lastSodOffset } = this.props; - if (!messages) return false; + if (!messages) return -1; return messages .map(message => message.sod_offset) From 5e1c512615eda0764df75c9dda139045c391a6a1 Mon Sep 17 00:00:00 2001 From: Alvyn Duy-Khoi Le Date: Sun, 10 Nov 2019 21:59:44 -0500 Subject: [PATCH 12/14] [#54] fixed crash on key up --- app/src/components/TimestampOrderBookScroller.js | 5 ++--- 1 file changed, 2 insertions(+), 3 deletions(-) diff --git a/app/src/components/TimestampOrderBookScroller.js b/app/src/components/TimestampOrderBookScroller.js index e1f24397..9a9e6229 100644 --- a/app/src/components/TimestampOrderBookScroller.js +++ b/app/src/components/TimestampOrderBookScroller.js @@ -48,9 +48,8 @@ class TimestampOrderBookScroller extends Component { * @param e */ onKeyUp = e => { - const { handleGoToPreviousMessage, handleGoToNextMessage } = this.props; - if (e.keyCode === LEFT_ARROW_KEY_CODE) handleGoToPreviousMessage(); - else if (e.keyCode === RIGHT_ARROW_KEY_CODE) handleGoToNextMessage(); + if (e.keyCode === LEFT_ARROW_KEY_CODE) this.handleGoToPreviousMessage(); + else if (e.keyCode === RIGHT_ARROW_KEY_CODE) this.handleGoToNextMessage(); }; /** From fe5328cc1a4c33eac2b82bb3f9847eda7ec28100 Mon Sep 17 00:00:00 2001 From: Chirac Date: Sun, 10 Nov 2019 22:38:37 -0500 Subject: [PATCH 13/14] [#35] Fixed bugs for deltabooks --- .../api/hndlrs/obhandler.go | 3 +- .../api/hndlrs/obhandler_test.go | 33 ------------------- core/graphelier-service/models/orderbooks.go | 19 ++++++----- .../models/orderbooks_test.go | 20 ++++------- 4 files changed, 18 insertions(+), 57 deletions(-) diff --git a/core/graphelier-service/api/hndlrs/obhandler.go b/core/graphelier-service/api/hndlrs/obhandler.go index 158432cf..a5f0e2af 100644 --- a/core/graphelier-service/api/hndlrs/obhandler.go +++ b/core/graphelier-service/api/hndlrs/obhandler.go @@ -104,8 +104,7 @@ func FetchOrderbookDelta(env *Env, w http.ResponseWriter, r *http.Request) (err postMessages := allMessages[preMessagesSize:] orderbook.ApplyMessagesToOrderbook(preMessages) - var deltabook = &models.Orderbook{} - orderbook.ApplyMessagesToDeltabook(deltabook, postMessages, numMessages) + deltabook := orderbook.ApplyMessagesToDeltabook(postMessages, numMessages) w.WriteHeader(http.StatusOK) err = json.NewEncoder(w).Encode(deltabook) diff --git a/core/graphelier-service/api/hndlrs/obhandler_test.go b/core/graphelier-service/api/hndlrs/obhandler_test.go index cc8f6382..295d45a3 100644 --- a/core/graphelier-service/api/hndlrs/obhandler_test.go +++ b/core/graphelier-service/api/hndlrs/obhandler_test.go @@ -98,39 +98,6 @@ func TestFetchOrderbookDeltaBadInput(t *testing.T) { assert.NotNil(t, err) } -func TestFetchOrderbookDeltaNegativeOffset(t *testing.T) { - mockedDB := &mockDBObHndlr{} - mockedEnv := &Env{mockedDB} - req := httptest.NewRequest("GET", "/delta/test/2/-1", nil) - vars := map[string]string{ - "instrument": "test", - "sod_offset": "2", - "num_messages": "-1", - } - req = mux.SetURLVars(req, vars) - writer := httptest.NewRecorder() - mockedDB.On("GetSingleMessage", "test", int64(2)) - mockedDB.On("GetOrderbook", "test", uint64(100)) - mockedDB.On("GetMessagesWithPagination", "test", &models.Paginator{NMessages: 2, SodOffset: 0}) - - err := FetchOrderbookDelta(mockedEnv, writer, req) - assert.Nil(t, err) - resp := writer.Result() - body, _ := ioutil.ReadAll(resp.Body) - var deltabook models.Orderbook - err = json.Unmarshal(body, &deltabook) - - mockedDB.AssertCalled(t, "GetSingleMessage", "test", int64(2)) - mockedDB.AssertCalled(t, "GetOrderbook", "test", uint64(100)) - mockedDB.AssertCalled(t, "GetMessagesWithPagination", "test", &models.Paginator{NMessages: 2, SodOffset: 0}) - assert.Nil(t, err) - assert.Equal(t, float64(100), deltabook.Asks[0].Price) - assert.Equal(t, int(1), len(deltabook.Asks[0].Orders)) - assert.Equal(t, uint64(12), deltabook.Asks[0].Orders[0].ID) - assert.Equal(t, int64(10), deltabook.Asks[0].Orders[0].Quantity) - assert.Equal(t, int(0), len(deltabook.Bids)) -} - func TestFetchOrderbookDeltaBadRequest(t *testing.T) { mockedDB := &mockDBObHndlr{} mockedEnv := &Env{mockedDB} diff --git a/core/graphelier-service/models/orderbooks.go b/core/graphelier-service/models/orderbooks.go index 89c4a70f..0417d3c5 100644 --- a/core/graphelier-service/models/orderbooks.go +++ b/core/graphelier-service/models/orderbooks.go @@ -244,25 +244,26 @@ func (orderbook *Orderbook) BuildDeltabook(deltabook *Orderbook, message *Messag } } } - deltabook.Instrument = orderbook.Instrument - deltabook.Timestamp = orderbook.Timestamp - if numMessages < 0 { - deltabook.LastSodOffset = uint64(int64(orderbook.LastSodOffset) + numMessages) - } else { - deltabook.LastSodOffset = orderbook.LastSodOffset - } } // ApplyMessagesToDeltabook : Applies messages to build deltabook while also applying the message to the original orderbook -func (orderbook *Orderbook) ApplyMessagesToDeltabook(deltabook *Orderbook, messages []*Message, numMessages int64) { +func (orderbook *Orderbook) ApplyMessagesToDeltabook(messages []*Message, numMessages int64) (deltabook *Orderbook) { + deltabook = &Orderbook{} for i := int64(0); i < utils.Abs(numMessages); i++ { message := messages[i] if message.OrderID == 0 || message.Type == Ignore { continue } var messageSlice []*Message - orderbook.ApplyMessagesToOrderbook(append(messageSlice, message)) + if numMessages > 0 { + orderbook.ApplyMessagesToOrderbook(append(messageSlice, message)) + } orderbook.BuildDeltabook(deltabook, message, numMessages) } + deltabook.Instrument = orderbook.Instrument + deltabook.Timestamp = orderbook.Timestamp + deltabook.LastSodOffset = orderbook.LastSodOffset + + return } diff --git a/core/graphelier-service/models/orderbooks_test.go b/core/graphelier-service/models/orderbooks_test.go index e30c769f..a233d0bf 100644 --- a/core/graphelier-service/models/orderbooks_test.go +++ b/core/graphelier-service/models/orderbooks_test.go @@ -209,8 +209,6 @@ func TestDeltaAskChange(t *testing.T) { orderbook.ApplyMessagesToOrderbook(messages) orderbook.BuildDeltabook(deltabook, offsetMessage, 1) - assert.Equal(t, uint64(99), deltabook.Timestamp) - assert.Equal(t, uint64(3), deltabook.LastSodOffset) assert.Equal(t, int(1), len(deltabook.Asks)) assert.Equal(t, int(2), len(deltabook.Asks[0].Orders)) assert.Equal(t, int64(10), deltabook.Asks[0].Orders[0].Quantity) @@ -226,8 +224,6 @@ func TestDeltaBidChange(t *testing.T) { orderbook.ApplyMessagesToOrderbook(messages) orderbook.BuildDeltabook(deltabook, offsetMessage, 1) - assert.Equal(t, uint64(99), deltabook.Timestamp) - assert.Equal(t, uint64(3), deltabook.LastSodOffset) assert.Equal(t, int(1), len(deltabook.Bids)) assert.Equal(t, int(2), len(deltabook.Bids[0].Orders)) assert.Equal(t, int64(10), deltabook.Bids[0].Orders[0].Quantity) @@ -243,8 +239,6 @@ func TestEmptyLevel(t *testing.T) { orderbook.ApplyMessagesToOrderbook(messages) orderbook.BuildDeltabook(deltabook, offsetMessage, 1) - assert.Equal(t, uint64(99), deltabook.Timestamp) - assert.Equal(t, uint64(3), deltabook.LastSodOffset) assert.Equal(t, int(1), len(deltabook.Asks)) assert.Equal(t, int(0), len(deltabook.Asks[0].Orders)) assert.Equal(t, int(0), len(deltabook.Bids)) @@ -258,7 +252,7 @@ func TestApplyDeltaPositiveNumMessages(t *testing.T) { messages = append(messages, &Message{Direction: -1, Instrument: "test", Type: 1, OrderID: 26, Price: 200, ShareQuantity: 10, Timestamp: 101, SodOffset: 7}) messages = append(messages, &Message{Direction: 1, Instrument: "test", Type: 1, OrderID: 27, Price: 100, ShareQuantity: 10, Timestamp: 101, SodOffset: 8}) messages = append(messages, &Message{Direction: 1, Instrument: "test", Type: 1, OrderID: 28, Price: 200, ShareQuantity: 10, Timestamp: 101, SodOffset: 9}) - orderbook.ApplyMessagesToDeltabook(deltabook, messages, 2) + deltabook = orderbook.ApplyMessagesToDeltabook(messages, 2) assert.Equal(t, int(1), len(deltabook.Asks[0].Orders)) assert.Equal(t, int(1), len(deltabook.Asks[1].Orders)) @@ -271,13 +265,13 @@ func TestApplyDeltaNegativeNumMessages(t *testing.T) { var messages []*Message messages = append(messages, &Message{Direction: -1, Instrument: "test", Type: 1, OrderID: 25, Price: 100, ShareQuantity: 10, Timestamp: 101, SodOffset: 6}) messages = append(messages, &Message{Direction: -1, Instrument: "test", Type: 1, OrderID: 26, Price: 200, ShareQuantity: 10, Timestamp: 101, SodOffset: 7}) + orderbook.ApplyMessagesToOrderbook(messages) messages = append(messages, &Message{Direction: 1, Instrument: "test", Type: 1, OrderID: 27, Price: 100, ShareQuantity: 10, Timestamp: 101, SodOffset: 8}) - messages = append(messages, &Message{Direction: 1, Instrument: "test", Type: 1, OrderID: 28, Price: 200, ShareQuantity: 10, Timestamp: 101, SodOffset: 9}) - orderbook.ApplyMessagesToDeltabook(deltabook, messages, -2) + deltabook := orderbook.ApplyMessagesToDeltabook(messages, -2) - assert.Equal(t, int(1), len(deltabook.Asks[0].Orders)) - assert.Equal(t, int(1), len(deltabook.Asks[1].Orders)) - assert.Equal(t, int(0), len(deltabook.Bids)) + assert.Equal(t, 1, len(deltabook.Asks[0].Orders)) + assert.Equal(t, 1, len(deltabook.Asks[1].Orders)) + assert.Equal(t, 0, len(deltabook.Bids)) clear() } @@ -387,7 +381,7 @@ func TestOrderbookPriceSort(t *testing.T) { func TestDeltaPriceSort(t *testing.T) { setup() - orderbook.ApplyMessagesToDeltabook(deltabook, messages, 4) + deltabook := orderbook.ApplyMessagesToDeltabook(messages, 4) assert.Equal(t, float64(100), deltabook.Asks[0].Price) assert.Equal(t, float64(200), 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z3-dQ`>0}0|MB(Y+;bpKfhPsfXI4?rwV!bHTWih210zXvQzDbF5MiqBhOQlfH!Dp^P zn&*L|0eGS?|A41jdXy;6VbCp3diw@%0qN5}9QS_>8KL-puGcR#a|3(3Sy~};a_}P4 K(n_nyApaW+4C&nf literal 0 HcmV?d00001 diff --git a/README.md b/README.md index cb9ffc93..be522ed9 100644 --- a/README.md +++ b/README.md @@ -8,3 +8,7 @@ Displays detailed exchange order book contents docker-compose build docker-compose up ``` + +## README +- [Front-end README](https://github.com/Lercerss/graphelier/blob/master/app/README.md) +- [Back-end README](https://github.com/Lercerss/graphelier/blob/master/core/README.md) diff --git a/app/src/components/OrderBookSnapshot.js b/app/src/components/OrderBookSnapshot.js index bd7b35c6..d44deb34 100644 --- a/app/src/components/OrderBookSnapshot.js +++ b/app/src/components/OrderBookSnapshot.js @@ -250,6 +250,7 @@ class OrderBookSnapshot extends Component { type={'date'} value={selectedDateString} onChange={this.handleChangeDate} + InputProps={{ inputProps: { max: '2100-01-01' } }} />