import sampleSize from "lodash/sampleSize"; import cloneDeep from "lodash/cloneDeep"; import StoreService from "./StoreService"; import {fxDataUpdated, fxTopMoversUpdated} from "../actions/fxDataActions"; import HorizontalBarComponent from "../components/renderers/HorizontalBarComponent.jsx"; export default class { constructor() { this.store = StoreService.STORE; // create the initial state of the fx data this.createFxMatrixSnapshot(); this.calculateTopMovers(); // and dispatch it this.store.dispatch(fxDataUpdated(this.fxData)); this.store.dispatch(fxTopMoversUpdated(this.fxTopMovers)); // periodically update the fx and top mover information this.kickOffPeriodicUpdates(); } kickOffPeriodicUpdates() { setInterval(() => { this.applyDeltasToFxData(); this.store.dispatch(fxDataUpdated(this.fxData)); }, 1500); setInterval(() => { this.calculateTopMovers(); this.store.dispatch(fxTopMoversUpdated(this.fxTopMovers)); }, 2500); } /* * the rest of this class exists primarily to create mock data - it can safely be ignored * as it is secondary to the main ideas being demonstrated by the rest of the application */ calculateTopMovers() { let fxData = cloneDeep(this.fxData); fxData.sort((a, b) => { return Math.abs(b.pct_net_change) - Math.abs(a.pct_net_change); }); this.fxTopMovers = fxData.slice(0, 20); } applyDeltasToFxData() { let fxSymbolsToUpdate = sampleSize(FX_CURRENCY_SYMBOLS, FX_CURRENCY_SYMBOLS.length / 5); let rowsToUpdate = sampleSize(this.fxData, this.fxData.length / 5); for (let i = 0; i < rowsToUpdate.length; i++) { let row = rowsToUpdate[i]; let maxSwing = row.last * 0.05; // max 5% swing let swing = Math.floor(this.random(-maxSwing, maxSwing)); row.last = row.last + swing; row.net = swing; let multiplier = ((Math.random() * 10) > 5) ? -1 : 1; row['pct_net_change'] = multiplier * (this.random(30, 100) / 100).toFixed(2); for (let symbolToUpdate of fxSymbolsToUpdate) { if (row[symbolToUpdate] === null) { continue; } let multiplier = ((Math.random() * 10) > 8) ? -1 : 1; row[symbolToUpdate] = (multiplier * Math.random()).toFixed(2); } } } random(min, max) { return parseFloat((Math.random() * (max - min + 1) + min)) } getFxMatrixHeaderNames() { return FX_DELTA_HEADERS; } createFxMatrixSnapshot() { let columns = FX_CURRENCY_MATRIX[0]; let data = FX_CURRENCY_MATRIX.slice(1); let rowData = []; for (let i = 0; i < data.length; i++) { let currentRow = data[i]; let row = {}; for (let j = 0; j < columns.length; j++) { row[columns[j]] = currentRow[j]; } // last, net and % change are different row['last'] = Math.floor(this.random(7000, 170000)); row['net'] = Math.floor(this.random(-500, 500)); let multiplier = ((Math.random() * 10) > 5) ? -1 : 1; row['pct_net_change'] = multiplier * (this.random(30, 100) / 100).toFixed(2); rowData.push(row); } this.fxData = rowData; } } const FX_CURRENCY_SYMBOLS = ["USDGBP", "USDEUR", "USDAED", "USDJPY", "USDCAD", "USDCHF", "GBPUSD", "GBPEUR", "GBPAED", "GBPJPY", "GBPCAD", "GBPCHF", "EURUSD", "EURGBP", "EURAED", "EURJPY", "EURCAD", "EURCHF", "AEDUSD", "AEDGBP", "AEDEUR", "AEDJPY", "AEDCAD", "AEDCHF", "JPYUSD", "JPYGBP", "JPYEUR", "JPYAED", "JPYCAD", "JPYCHF", "CADUSD", "CADGBP", "CADEUR", "CADAED", "CADJPY", "CADCHF", "CHFUSD", "CHFGBP", "CHFEUR", "CHFAED", "CHFJPY", "CHFCAD"]; const FX_DELTA_HEADERS = [ { field: 'symbol', headerName: 'Symbol', width: 80 }, { field: 'last', headerName: 'Last', headerClass: 'align-right', cellRenderer: 'animateShowChange', cellClass: 'align-right', width: 100 }, { field: 'net', headerName: 'Net', headerClass: 'align-right', cellRenderer: 'animateShowChange', cellClass: 'align-right', width: 90 }, { field: 'pct_net_change', headerName: '% NC', cellRendererFramework: HorizontalBarComponent, width: 85 }, ].concat(FX_CURRENCY_SYMBOLS.map((symbol) => { "use strict"; return { field: symbol, headerName: symbol, width: 67, cellClass: 'align-right', cellRenderer: 'animateShowChange', cellClassRules: { 'fx-positive': 'x > 0.8', 'fx-null': 'x === null', 'fx-negative': 'x < -0.8' } } })); const FX_CURRENCY_MATRIX = [ ["symbol", ...FX_CURRENCY_SYMBOLS], ["USDGBP", null, "0.89", "-0.01", "0.29", "0.28", "-0.04", "0.47", "0.17", "0.20", "0.11", "0.97", "0.07", "-0.20", "0.57", "0.54", "0.26", "0.33", "0.86", "0.95", "0.39", "0.21", "-0.49", "0.63", "-0.13", "-0.86", "0.18", "-0.84", "-0.89", "0.05", "-0.29", "0.34", "0.93", "0.41", "0.13", "-0.17", "0.70", "-0.17", "0.60", "0.00", "0.09", "-0.15", "0.10"], ["USDEUR", "0.89", null, "0.25", "0.29", "0.86", "-0.93", "0.09", "0.63", "0.76", "0.10", "0.51", "-0.31", "-0.51", "0.20", "0.48", "-0.42", "0.73", "0.57", "0.65", "0.40", "0.12", "0.24", "0.42", "0.75", "0.13", "0.75", "0.42", "-0.80", "-0.26", "0.68", "0.68", "0.98", "0.87", "0.48", "0.52", "0.23", "0.61", "0.71", "-0.61", "0.40", "-0.80", "-0.89"], ["USDAED", "0.90", "0.95", null, "0.71", "0.49", "0.50", "0.51", "0.07", "0.80", "-0.74", "0.54", "0.46", "-0.90", "-0.33", "0.75", "0.91", "0.84", "0.86", "0.89", "0.68", "0.71", "0.74", "0.58", "-0.24", "0.31", "0.85", "0.28", "0.44", "0.51", "-0.19", "0.71", "0.81", "0.85", "0.23", "0.09", "0.65", "-0.48", "0.43", "0.97", "0.11", "-0.81", "-0.69"], ["USDJPY", "0.84", "0.92", "0.36", null, "0.79", "0.90", "0.86", "0.42", "0.14", "0.98", "0.47", "0.76", "0.60", "0.15", "0.04", "0.58", "0.13", "-0.16", "0.63", "0.86", "-0.63", "-0.95", "0.42", "0.08", "0.90", "-0.39", "-0.16", "0.66", "0.95", "0.31", "0.66", "-0.84", "0.06", "-0.60", "0.08", "0.57", "0.93", "0.78", "0.15", "0.36", "0.78", "0.34"], ["USDCAD", "0.79", "-0.87", "0.93", "0.83", null, "0.10", "0.60", "0.34", "0.98", "0.70", "0.09", "0.46", "0.80", "0.10", "0.26", "-0.90", "0.69", "-0.22", "0.51", "-0.75", "-0.08", "0.07", "0.24", "0.68", "0.60", "0.37", "0.92", "0.02", "0.66", "0.16", "0.24", "-0.79", "0.19", "0.19", "0.08", "-0.97", "-0.93", "0.04", "-0.92", "0.86", "-0.36", "0.04"], ["USDCHF", "0.94", "-0.02", "0.70", "0.82", "0.41", null, "0.76", "0.06", "0.46", "0.99", "0.07", "0.72", "0.14", "0.90", "0.23", "-0.54", "0.64", "0.80", "0.16", "0.23", "0.66", "-0.89", "-0.54", "-0.95", "0.27", "0.56", "0.42", "0.41", "0.88", "0.81", "0.37", "0.75", "0.06", "-0.75", "0.98", "0.21", "0.01", "0.03", "0.35", "-0.42", "0.55", "0.19"], ["GBPUSD", "0.05", "-0.64", "0.47", "0.56", "0.51", "-0.47", null, "-0.15", "0.13", "0.55", "0.58", "0.57", "-0.49", "0.28", "0.86", "0.49", "0.12", "-0.91", "0.06", "0.12", "0.18", "-0.02", "-0.55", "0.18", "0.29", "0.76", "0.11", "0.04", "0.55", "0.16", "0.84", "0.83", "-0.94", "0.32", "0.07", "-0.33", "-0.29", "0.01", "-0.19", "0.01", "-0.60", "0.66"], ["GBPEUR", "-0.32", "0.17", "0.60", "-0.52", "-0.52", "0.39", "-0.42", null, "0.07", "0.69", "0.67", "0.01", "0.72", "0.35", "0.66", "-0.66", "0.21", "0.12", "0.42", "-0.57", "-0.04", "0.48", "0.91", "0.72", "-0.16", "0.79", "0.03", "0.44", "0.17", "0.87", "-0.82", "0.20", "0.88", "0.48", "0.59", "-0.70", "0.12", "0.56", "-0.69", "0.10", "0.90", "1.00"], ["GBPAED", "0.76", "0.05", "0.72", "-0.40", "0.93", "0.64", "0.90", "0.21", null, "0.91", "0.33", "-0.36", "0.28", "0.87", "0.25", "0.33", "0.44", "0.89", "0.17", "0.96", "0.86", "0.88", "0.03", "-0.25", "0.21", "0.98", "-0.60", "0.07", "0.90", "0.23", "0.41", "0.77", "0.83", "0.94", "0.12", "0.37", "0.58", "0.35", "-0.53", "0.49", "0.96", "-0.06"], ["GBPJPY", "0.63", "0.72", "0.59", "0.89", "-0.54", "0.97", "0.61", "0.64", "0.85", null, "0.35", "0.57", "0.25", "0.85", "0.27", "-0.70", "-0.30", "-0.36", "0.29", "0.82", "0.26", "0.69", "0.46", "0.01", "0.09", "0.78", "0.95", "0.16", "0.07", "0.41", "0.99", "0.67", "0.34", "-0.89", "0.83", "0.32", "0.21", "-0.48", "-0.64", "0.65", "0.58", "0.69"], ["GBPCAD", "0.78", "0.09", "0.33", "0.11", "0.95", "0.01", "0.96", "0.72", "0.13", "0.02", null, "0.44", "0.63", "-0.52", "0.08", "-0.85", "0.74", "0.41", "0.52", "0.15", "-0.97", "0.61", "0.58", "0.47", "0.56", "0.37", "0.54", "-0.65", "0.98", "0.44", "0.28", "0.70", "0.44", "0.34", "0.95", "0.82", "-0.09", "0.62", "0.87", "0.25", "-1.00", "0.99"], ["GBPCHF", "-0.87", "0.68", "0.84", "0.83", "0.50", "0.74", "0.02", "0.11", "-0.12", "0.36", "0.71", null, "0.45", "0.02", "0.51", "0.50", "-0.03", "-0.94", "0.23", "0.38", "0.09", "0.26", "0.14", "0.39", "0.36", "0.01", "0.76", "0.21", "0.03", "0.97", "-0.89", "0.68", "0.43", "0.43", "0.26", "0.01", "0.60", "0.15", "0.77", "0.51", "-0.31", "0.37"], ["EURUSD", "-0.45", "-0.05", "0.14", "-0.11", "0.36", "0.12", "0.76", "0.66", "0.50", "0.31", "0.28", "0.90", null, "-0.04", "0.73", "0.33", "0.27", "0.22", "0.86", "0.79", "-0.29", "0.30", "0.89", "0.73", "0.94", "0.24", "0.19", "0.81", "0.88", "0.46", "0.19", "0.79", "-0.16", "0.85", "0.84", "-0.57", "-0.87", "0.86", "0.69", "0.12", "0.64", "0.13"], ["EURGBP", "0.06", "0.81", "0.54", "0.57", "0.57", "0.81", "0.38", "0.70", "0.37", "0.58", "-0.56", "0.77", "0.59", null, "0.98", "-0.48", "0.60", "0.78", "0.22", "0.20", "-0.62", "-0.97", "-0.55", "0.39", "0.88", "0.96", "0.32", "0.84", "0.26", "-0.47", "0.04", "0.34", "-0.24", "0.53", "-0.75", "-0.97", "0.47", "0.81", "0.49", "-0.84", "0.94", "0.09"], ["EURAED", "0.61", "0.59", "0.11", "0.21", "0.41", "-0.45", "0.32", "0.90", "-0.98", "0.38", "0.27", "0.62", "0.67", "0.89", null, "0.27", "0.65", "0.72", "0.69", "0.66", "0.12", "0.32", "0.11", "-0.73", "-0.17", "0.74", "0.03", "0.96", "0.59", "-0.92", "-0.91", "-0.41", "0.09", "0.45", "0.90", "0.88", "0.96", "0.47", "0.95", "0.27", "-0.48", "0.71"], ["EURJPY", "-0.01", "0.36", "0.28", "0.68", "0.50", "0.25", "0.81", "0.64", "0.12", "-0.73", "-0.47", "0.96", "-0.98", "-0.41", "0.78", null, "0.19", "-0.37", "0.24", "0.63", "0.74", "-0.24", "0.46", "0.63", "0.99", "0.65", "0.52", "0.11", "0.52", "0.39", "0.41", "0.51", "0.78", "1.00", "0.80", "-0.11", "0.90", "0.96", "0.66", "0.32", "0.02", "0.19"], ["EURCAD", "-0.80", "0.40", "0.35", "0.45", "0.66", "0.21", "0.77", "0.58", "0.09", "1.00", "0.02", "-0.85", "0.89", "0.63", "-0.05", "0.46", null, "0.87", "0.96", "-0.48", "0.40", "0.18", "0.37", "0.81", "0.50", "-0.06", "-0.56", "0.38", "0.02", "0.83", "-0.93", "0.80", "0.31", "0.10", "0.70", "0.55", "0.47", "0.77", "0.98", "0.88", "0.19", "0.91"], ["EURCHF", "-0.93", "0.01", "-0.29", "0.46", "-0.59", "-0.15", "0.58", "0.00", "-0.62", "0.36", "0.27", "-0.10", "-0.10", "0.57", "0.57", "0.75", "-0.10", null, "0.88", "0.21", "0.89", "0.85", "0.16", "0.93", "0.60", "0.59", "0.42", "0.70", "0.66", "0.80", "0.83", "0.52", "0.01", "0.41", "0.68", "0.94", "0.81", "0.40", "0.69", "0.04", "0.70", "0.61"], ["AEDUSD", "0.10", "0.45", "0.06", "-0.37", "-0.14", "0.63", "0.10", "0.77", "0.95", "-0.12", "1.00", "-0.19", "-0.59", "0.78", "0.10", "0.76", "-0.45", "-0.99", null, "-0.46", "0.28", "0.31", "0.32", "0.42", "-0.00", "0.66", "0.24", "0.31", "0.10", "0.73", "0.02", "0.78", "0.07", "1.00", "0.43", "0.61", "0.53", "0.53", "0.41", "0.37", "0.97", "-0.19"], ["AEDGBP", "0.70", "0.73", "0.34", "0.97", "0.84", "0.05", "0.21", "0.14", "0.45", "0.69", "0.41", "-0.53", "0.28", "0.13", "0.99", "0.97", "0.93", "0.62", "0.35", null, "0.18", "0.96", "0.58", "0.04", "0.00", "0.58", "-0.54", "0.35", "0.84", "0.83", "-0.20", "0.51", "0.32", "0.01", "0.95", "0.69", "-0.73", "0.36", "0.78", "0.02", "0.22", "0.39"], ["AEDEUR", "0.18", "0.84", "-0.89", "0.90", "-0.25", "0.53", "0.71", "0.80", "0.60", "-0.98", "-0.81", "0.57", "0.72", "0.32", "-0.23", "0.98", "0.50", "0.93", "0.56", "0.26", null, "0.61", "0.47", "0.72", "0.58", "0.19", "0.94", "0.21", "0.47", "0.70", "0.67", "0.85", "0.98", "0.15", "0.21", "0.43", "0.03", "0.92", "0.91", "0.35", "0.70", "0.85"], ["AEDJPY", "0.88", "0.62", "0.50", "0.27", "0.56", "0.61", "0.06", "-0.02", "0.42", "0.26", "0.23", "0.83", "-0.55", "0.94", "0.01", "0.72", "-0.43", "0.10", "0.01", "-0.20", "0.13", null, "0.70", "0.10", "0.05", "0.43", "-0.14", "-0.64", "0.80", "0.79", "0.57", "0.14", "0.14", "0.04", "-0.96", "0.59", "0.14", "0.51", "0.23", "0.57", "0.94", "0.88"], ["AEDCAD", "0.75", "-0.99", "0.82", "-0.87", "0.79", "1.00", "0.21", "0.30", "-0.40", "0.34", "-0.85", "0.41", "0.79", "0.17", "0.58", "-0.24", "0.18", "0.15", "0.18", "0.44", "0.34", "0.90", null, "0.10", "0.34", "0.31", "0.34", "0.79", "-0.05", "0.19", "-0.86", "0.61", "-0.65", "0.23", "0.59", "0.69", "-0.65", "0.89", "0.97", "0.12", "0.63", "-0.24"], ["AEDCHF", "0.67", "0.46", "0.92", "0.22", "0.91", "0.67", "0.81", "0.04", "0.29", "0.13", "0.80", "0.95", "0.29", "0.99", "-0.17", "0.58", "0.64", "0.68", "0.41", "0.69", "0.84", "0.01", "0.04", null, "0.07", "0.16", "0.26", "-0.43", "0.08", "0.58", "0.33", "-0.28", "0.03", "-0.08", "0.54", "-0.91", "0.78", "-0.10", "-0.13", "0.15", "0.62", "-0.13"], ["JPYUSD", "-0.67", "0.90", "0.84", "0.10", "0.77", "0.43", "0.59", "0.69", "0.63", "0.82", "-0.61", "0.41", "0.07", "0.48", "1.00", "-0.52", "0.22", "0.89", "0.43", "0.54", "0.56", "-0.43", "0.78", "0.67", null, "0.06", "0.28", "0.04", "0.62", "0.18", "0.77", "0.63", "0.05", "0.87", "0.22", "0.21", "0.07", "0.25", "-0.55", "0.67", "0.10", "-0.67"], ["JPYGBP", "0.21", "0.46", "0.23", "0.53", "-0.97", "0.78", "0.43", "0.74", "-0.95", "0.98", "0.49", "0.66", "0.18", "0.55", "-0.33", "0.67", "0.65", "0.23", "-0.07", "-0.67", "0.56", "0.74", "-0.38", "-0.83", "-0.51", null, "-0.26", "-0.79", "0.73", "-0.78", "-0.09", "0.19", "0.48", "0.97", "0.11", "0.19", "0.51", "0.32", "0.81", "-0.02", "0.17", "0.48"], ["JPYEUR", "0.83", "0.86", "0.62", "-0.92", "0.64", "0.58", "0.55", "0.07", "0.81", "0.32", "0.33", "0.96", "0.48", "0.57", "0.25", "0.56", "0.33", "0.02", "-0.79", "0.44", "0.95", "0.35", "0.41", "0.06", "0.28", "0.77", null, "0.64", "0.79", "0.74", "0.67", "-0.97", "0.47", "-0.11", "0.03", "0.39", "-0.37", "0.06", "0.09", "0.13", "0.20", "0.87"], ["JPYAED", "0.69", "0.80", "0.90", "0.06", "0.55", "0.90", "-0.09", "0.05", "-0.10", "0.31", "0.57", "0.69", "-0.78", "0.42", "0.64", "0.96", "0.08", "-0.76", "0.59", "0.00", "0.40", "-0.88", "0.69", "0.17", "-0.16", "0.57", "0.86", null, "-0.61", "-0.14", "0.41", "-0.16", "0.36", "0.95", "0.44", "0.41", "0.35", "-0.56", "0.25", "0.66", "0.90", "0.82"], ["JPYCAD", "0.33", "0.27", "0.61", "0.01", "-0.16", "0.21", "0.57", "-0.41", "-0.56", "0.55", "0.13", "-0.87", "0.19", "0.64", "-0.38", "-0.80", "-0.10", "0.44", "0.72", "-0.72", "0.48", "0.42", "0.84", "0.73", "0.35", "0.68", "0.01", "0.09", null, "0.87", "0.17", "0.45", "0.02", "0.01", "0.77", "0.24", "0.62", "0.39", "-0.73", "0.21", "-0.08", "0.42"], ["JPYCHF", "-0.45", "0.52", "0.34", "0.85", "0.16", "0.96", "0.53", "0.62", "0.46", "0.94", "0.08", "-0.68", "0.81", "0.44", "0.27", "0.75", "-0.84", "0.69", "-0.99", "0.41", "0.66", "-0.94", "0.21", "0.85", "-0.08", "0.36", "0.62", "0.25", "-0.48", null, "0.51", "-0.39", "0.60", "0.63", "0.68", "0.10", "0.62", "0.68", "0.00", "0.24", "0.61", "0.23"], ["CADUSD", "-0.65", "0.73", "0.93", "0.27", "-0.00", "-0.46", "0.53", "0.36", "0.83", "0.58", "0.40", "0.03", "0.32", "0.38", "-0.53", "0.86", "0.42", "0.90", "0.83", "0.94", "0.34", "-0.56", "0.46", "-0.72", "0.13", "0.08", "0.25", "0.59", "0.75", "0.72", null, "0.62", 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