@oanda/labs-crowd-view-widget 1.0.51 → 1.0.53
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/CHANGELOG.md +428 -0
- package/dist/main/CrowdViewWidget/Main.js +1 -5
- package/dist/main/CrowdViewWidget/Main.js.map +1 -1
- package/dist/main/CrowdViewWidget/components/Chart/Chart.js +73 -24
- package/dist/main/CrowdViewWidget/components/Chart/Chart.js.map +1 -1
- package/dist/main/CrowdViewWidget/components/Chart/ChartWithData.js +18 -9
- package/dist/main/CrowdViewWidget/components/Chart/ChartWithData.js.map +1 -1
- package/dist/main/CrowdViewWidget/components/Chart/chartOptions.js +265 -59
- package/dist/main/CrowdViewWidget/components/Chart/chartOptions.js.map +1 -1
- package/dist/main/CrowdViewWidget/components/Chart/types.js.map +1 -1
- package/dist/main/CrowdViewWidget/components/Chart/useCrowdViewData.js +68 -26
- package/dist/main/CrowdViewWidget/components/Chart/useCrowdViewData.js.map +1 -1
- package/dist/main/CrowdViewWidget/components/Chart/utils/chartUtils.js +20 -19
- package/dist/main/CrowdViewWidget/components/Chart/utils/chartUtils.js.map +1 -1
- package/dist/main/CrowdViewWidget/components/Chart/utils/getChartStyles.js +27 -0
- package/dist/main/CrowdViewWidget/components/Chart/utils/getChartStyles.js.map +1 -0
- package/dist/main/CrowdViewWidget/components/Chart/utils/getGridLines.js +123 -0
- package/dist/main/CrowdViewWidget/components/Chart/utils/getGridLines.js.map +1 -0
- package/dist/main/CrowdViewWidget/components/Chart/utils/index.js +15 -26
- package/dist/main/CrowdViewWidget/components/Chart/utils/index.js.map +1 -1
- package/dist/main/CrowdViewWidget/components/Chart/utils/processOrderPositionBooks.js +54 -12
- package/dist/main/CrowdViewWidget/components/Chart/utils/processOrderPositionBooks.js.map +1 -1
- package/dist/main/CrowdViewWidget/components/Chart/utils/processPriceCandles.js +49 -27
- package/dist/main/CrowdViewWidget/components/Chart/utils/processPriceCandles.js.map +1 -1
- package/dist/main/CrowdViewWidget/components/Chart/utils/processSentiments.js +43 -0
- package/dist/main/CrowdViewWidget/components/Chart/utils/processSentiments.js.map +1 -0
- package/dist/main/CrowdViewWidget/components/Chart/utils/validateData.js +8 -2
- package/dist/main/CrowdViewWidget/components/Chart/utils/validateData.js.map +1 -1
- package/dist/main/CrowdViewWidget/components/Legend/Legend.js +3 -4
- package/dist/main/CrowdViewWidget/components/Legend/Legend.js.map +1 -1
- package/dist/main/CrowdViewWidget/components/Legend/LegendBar.js +2 -2
- package/dist/main/CrowdViewWidget/components/Legend/LegendBar.js.map +1 -1
- package/dist/main/CrowdViewWidget/constants.js +14 -8
- package/dist/main/CrowdViewWidget/constants.js.map +1 -1
- package/dist/main/gql/getOrderPositionBooks.js +1 -1
- package/dist/main/gql/getOrderPositionBooks.js.map +1 -1
- package/dist/main/gql/getPriceCandles.js +1 -1
- package/dist/main/gql/getPriceCandles.js.map +1 -1
- package/dist/main/gql/getSentiments.js +11 -0
- package/dist/main/gql/getSentiments.js.map +1 -0
- package/dist/main/gql/types/gql.js +3 -2
- package/dist/main/gql/types/gql.js.map +1 -1
- package/dist/main/gql/types/graphql.js +273 -19
- package/dist/main/gql/types/graphql.js.map +1 -1
- package/dist/module/CrowdViewWidget/Main.js +2 -6
- package/dist/module/CrowdViewWidget/Main.js.map +1 -1
- package/dist/module/CrowdViewWidget/components/Chart/Chart.js +76 -27
- package/dist/module/CrowdViewWidget/components/Chart/Chart.js.map +1 -1
- package/dist/module/CrowdViewWidget/components/Chart/ChartWithData.js +18 -9
- package/dist/module/CrowdViewWidget/components/Chart/ChartWithData.js.map +1 -1
- package/dist/module/CrowdViewWidget/components/Chart/chartOptions.js +265 -60
- package/dist/module/CrowdViewWidget/components/Chart/chartOptions.js.map +1 -1
- package/dist/module/CrowdViewWidget/components/Chart/types.js.map +1 -1
- package/dist/module/CrowdViewWidget/components/Chart/useCrowdViewData.js +69 -27
- package/dist/module/CrowdViewWidget/components/Chart/useCrowdViewData.js.map +1 -1
- package/dist/module/CrowdViewWidget/components/Chart/utils/chartUtils.js +21 -20
- package/dist/module/CrowdViewWidget/components/Chart/utils/chartUtils.js.map +1 -1
- package/dist/module/CrowdViewWidget/components/Chart/utils/getChartStyles.js +20 -0
- package/dist/module/CrowdViewWidget/components/Chart/utils/getChartStyles.js.map +1 -0
- package/dist/module/CrowdViewWidget/components/Chart/utils/getGridLines.js +116 -0
- package/dist/module/CrowdViewWidget/components/Chart/utils/getGridLines.js.map +1 -0
- package/dist/module/CrowdViewWidget/components/Chart/utils/index.js +2 -3
- package/dist/module/CrowdViewWidget/components/Chart/utils/index.js.map +1 -1
- package/dist/module/CrowdViewWidget/components/Chart/utils/processOrderPositionBooks.js +54 -12
- package/dist/module/CrowdViewWidget/components/Chart/utils/processOrderPositionBooks.js.map +1 -1
- package/dist/module/CrowdViewWidget/components/Chart/utils/processPriceCandles.js +49 -27
- package/dist/module/CrowdViewWidget/components/Chart/utils/processPriceCandles.js.map +1 -1
- package/dist/module/CrowdViewWidget/components/Chart/utils/processSentiments.js +36 -0
- package/dist/module/CrowdViewWidget/components/Chart/utils/processSentiments.js.map +1 -0
- package/dist/module/CrowdViewWidget/components/Chart/utils/validateData.js +8 -2
- package/dist/module/CrowdViewWidget/components/Chart/utils/validateData.js.map +1 -1
- package/dist/module/CrowdViewWidget/components/Legend/Legend.js +3 -4
- package/dist/module/CrowdViewWidget/components/Legend/Legend.js.map +1 -1
- package/dist/module/CrowdViewWidget/components/Legend/LegendBar.js +2 -2
- package/dist/module/CrowdViewWidget/components/Legend/LegendBar.js.map +1 -1
- package/dist/module/CrowdViewWidget/constants.js +13 -7
- package/dist/module/CrowdViewWidget/constants.js.map +1 -1
- package/dist/module/gql/getOrderPositionBooks.js +1 -1
- package/dist/module/gql/getOrderPositionBooks.js.map +1 -1
- package/dist/module/gql/getPriceCandles.js +1 -1
- package/dist/module/gql/getPriceCandles.js.map +1 -1
- package/dist/module/gql/getSentiments.js +6 -0
- package/dist/module/gql/getSentiments.js.map +1 -0
- package/dist/module/gql/types/gql.js +3 -2
- package/dist/module/gql/types/gql.js.map +1 -1
- package/dist/module/gql/types/graphql.js +272 -18
- package/dist/module/gql/types/graphql.js.map +1 -1
- package/dist/types/CrowdViewWidget/components/Chart/Chart.d.ts +1 -1
- package/dist/types/CrowdViewWidget/components/Chart/types.d.ts +69 -9
- package/dist/types/CrowdViewWidget/components/Chart/utils/chartUtils.d.ts +5 -6
- package/dist/types/CrowdViewWidget/components/Chart/utils/getChartStyles.d.ts +10 -0
- package/dist/types/CrowdViewWidget/components/Chart/utils/getGridLines.d.ts +97 -0
- package/dist/types/CrowdViewWidget/components/Chart/utils/index.d.ts +2 -3
- package/dist/types/CrowdViewWidget/components/Chart/utils/processOrderPositionBooks.d.ts +10 -7
- package/dist/types/CrowdViewWidget/components/Chart/utils/processPriceCandles.d.ts +6 -21
- package/dist/types/CrowdViewWidget/components/Chart/utils/processSentiments.d.ts +6 -0
- package/dist/types/CrowdViewWidget/components/Chart/utils/validateData.d.ts +1 -1
- package/dist/types/CrowdViewWidget/components/Legend/Legend.d.ts +2 -2
- package/dist/types/CrowdViewWidget/components/Legend/LegendBar.d.ts +1 -1
- package/dist/types/CrowdViewWidget/constants.d.ts +12 -6
- package/dist/types/gql/getSentiments.d.ts +2 -0
- package/dist/types/gql/types/gql.d.ts +15 -4
- package/dist/types/gql/types/graphql.d.ts +66 -11
- package/package.json +3 -3
- package/src/CrowdViewWidget/Main.tsx +2 -4
- package/src/CrowdViewWidget/components/Chart/Chart.tsx +99 -38
- package/src/CrowdViewWidget/components/Chart/ChartWithData.tsx +24 -7
- package/src/CrowdViewWidget/components/Chart/chartOptions.ts +305 -87
- package/src/CrowdViewWidget/components/Chart/types.ts +82 -16
- package/src/CrowdViewWidget/components/Chart/useCrowdViewData.ts +105 -56
- package/src/CrowdViewWidget/components/Chart/utils/chartUtils.ts +65 -34
- package/src/CrowdViewWidget/components/Chart/utils/getChartStyles.ts +42 -0
- package/src/CrowdViewWidget/components/Chart/utils/getGridLines.ts +148 -0
- package/src/CrowdViewWidget/components/Chart/utils/index.ts +2 -3
- package/src/CrowdViewWidget/components/Chart/utils/processOrderPositionBooks.ts +84 -22
- package/src/CrowdViewWidget/components/Chart/utils/processPriceCandles.ts +52 -38
- package/src/CrowdViewWidget/components/Chart/utils/processSentiments.ts +55 -0
- package/src/CrowdViewWidget/components/Chart/utils/validateData.ts +10 -2
- package/src/CrowdViewWidget/components/Legend/Legend.tsx +5 -6
- package/src/CrowdViewWidget/components/Legend/LegendBar.tsx +3 -3
- package/src/CrowdViewWidget/constants.ts +18 -7
- package/src/gql/getOrderPositionBooks.ts +13 -5
- package/src/gql/getPriceCandles.ts +1 -0
- package/src/gql/getSentiments.ts +25 -0
- package/src/gql/types/gql.ts +14 -6
- package/src/gql/types/graphql.ts +259 -16
- package/test/components/Chart/utils/chartUtils.test.ts +105 -13
- package/test/components/Chart/utils/getChartStyles.test.ts +64 -0
- package/test/components/Chart/utils/processSentiments.test.ts +238 -0
- package/test/utils/processOrderPositionBooks.test.ts +201 -84
- package/test/utils/processPriceCandles.test.ts +93 -67
- package/test/utils/validateData.test.ts +136 -38
- package/dist/main/CrowdViewWidget/components/Chart/utils/aggregateBuckets.js +0 -37
- package/dist/main/CrowdViewWidget/components/Chart/utils/aggregateBuckets.js.map +0 -1
- package/dist/main/CrowdViewWidget/components/Chart/utils/getTargetBucketWidth.js +0 -14
- package/dist/main/CrowdViewWidget/components/Chart/utils/getTargetBucketWidth.js.map +0 -1
- package/dist/main/CrowdViewWidget/components/Chart/utils/processBuckets.js +0 -29
- package/dist/main/CrowdViewWidget/components/Chart/utils/processBuckets.js.map +0 -1
- package/dist/module/CrowdViewWidget/components/Chart/utils/aggregateBuckets.js +0 -29
- package/dist/module/CrowdViewWidget/components/Chart/utils/aggregateBuckets.js.map +0 -1
- package/dist/module/CrowdViewWidget/components/Chart/utils/getTargetBucketWidth.js +0 -7
- package/dist/module/CrowdViewWidget/components/Chart/utils/getTargetBucketWidth.js.map +0 -1
- package/dist/module/CrowdViewWidget/components/Chart/utils/processBuckets.js +0 -22
- package/dist/module/CrowdViewWidget/components/Chart/utils/processBuckets.js.map +0 -1
- package/dist/types/CrowdViewWidget/components/Chart/utils/aggregateBuckets.d.ts +0 -2
- package/dist/types/CrowdViewWidget/components/Chart/utils/getTargetBucketWidth.d.ts +0 -3
- package/dist/types/CrowdViewWidget/components/Chart/utils/processBuckets.d.ts +0 -3
- package/src/CrowdViewWidget/components/Chart/utils/aggregateBuckets.ts +0 -44
- package/src/CrowdViewWidget/components/Chart/utils/getTargetBucketWidth.ts +0 -13
- package/src/CrowdViewWidget/components/Chart/utils/processBuckets.ts +0 -43
- package/test/utils/aggregateBuckets.test.ts +0 -82
- package/test/utils/getTargetBucketWidth.test.ts +0 -37
- package/test/utils/processBuckets.test.ts +0 -153
|
@@ -3,21 +3,23 @@ import { useMemo } from 'react';
|
|
|
3
3
|
|
|
4
4
|
import { getOrderPositionBooks } from '../../../gql/getOrderPositionBooks';
|
|
5
5
|
import { getPriceCandles } from '../../../gql/getPriceCandles';
|
|
6
|
+
import { getSentiments } from '../../../gql/getSentiments';
|
|
6
7
|
import type {
|
|
7
8
|
GetOrderPositionBooksQuery,
|
|
8
9
|
GetOrderPositionBooksQueryVariables,
|
|
9
10
|
GetPriceCandlesQuery,
|
|
10
11
|
GetPriceCandlesQueryVariables,
|
|
12
|
+
GetSentimentsQuery,
|
|
13
|
+
GetSentimentsQueryVariables,
|
|
11
14
|
} from '../../../gql/types/graphql';
|
|
12
15
|
import { BookType, DataSource, Division } from '../../../gql/types/graphql';
|
|
13
16
|
import { BUCKET_CONFIG, INSTRUMENTS_CONFIG } from '../../constants';
|
|
14
17
|
import type { UseCrowdViewDataProps, UseCrowdViewDataReturn } from './types';
|
|
15
18
|
import {
|
|
16
|
-
getTargetBucketWidth,
|
|
17
19
|
getTimeSpanForGranularity,
|
|
18
|
-
processBuckets,
|
|
19
20
|
processOrderPositionBooks,
|
|
20
21
|
processPriceCandles,
|
|
22
|
+
processSentiments,
|
|
21
23
|
validateData,
|
|
22
24
|
} from './utils';
|
|
23
25
|
|
|
@@ -31,6 +33,8 @@ export const useCrowdViewData = ({
|
|
|
31
33
|
division === Division.Ogm || division === Division.Oj
|
|
32
34
|
? DataSource.Mt5
|
|
33
35
|
: DataSource.V20;
|
|
36
|
+
|
|
37
|
+
// Get price candles data
|
|
34
38
|
const {
|
|
35
39
|
loading: priceCandlesLoading,
|
|
36
40
|
data: priceCandlesData,
|
|
@@ -52,26 +56,19 @@ export const useCrowdViewData = ({
|
|
|
52
56
|
}
|
|
53
57
|
);
|
|
54
58
|
|
|
55
|
-
const
|
|
56
|
-
|
|
57
|
-
|
|
58
|
-
|
|
59
|
-
|
|
60
|
-
|
|
61
|
-
|
|
62
|
-
|
|
63
|
-
|
|
64
|
-
|
|
65
|
-
|
|
66
|
-
|
|
67
|
-
|
|
68
|
-
);
|
|
69
|
-
|
|
70
|
-
const minBookPrice = useMemo(
|
|
71
|
-
() => minPrice - targetBucketWidth * BUCKET_CONFIG.PRICE_PADDING_MULTIPLIER,
|
|
72
|
-
[minPrice, targetBucketWidth]
|
|
73
|
-
);
|
|
74
|
-
|
|
59
|
+
const {
|
|
60
|
+
minPrice,
|
|
61
|
+
maxPrice,
|
|
62
|
+
hasValidCandles,
|
|
63
|
+
dates,
|
|
64
|
+
candlesOpen,
|
|
65
|
+
candlesClose,
|
|
66
|
+
candlesLow,
|
|
67
|
+
candlesHigh,
|
|
68
|
+
pipsLocation,
|
|
69
|
+
} = useMemo(() => processPriceCandles(priceCandlesData), [priceCandlesData]);
|
|
70
|
+
|
|
71
|
+
// Get order position books data
|
|
75
72
|
const {
|
|
76
73
|
loading: orderPositionLoading,
|
|
77
74
|
data: orderPositionData,
|
|
@@ -84,26 +81,53 @@ export const useCrowdViewData = ({
|
|
|
84
81
|
bookType: bookType || BookType.Order,
|
|
85
82
|
timeSpan: getTimeSpanForGranularity(granularity),
|
|
86
83
|
granularity,
|
|
87
|
-
maxBookPrice,
|
|
88
|
-
minBookPrice,
|
|
84
|
+
maxBookPrice: maxPrice,
|
|
85
|
+
minBookPrice: minPrice,
|
|
86
|
+
bucketMultiplier: 3,
|
|
87
|
+
bucketMargin: BUCKET_CONFIG.PRICE_MARGIN_MULTIPLIER,
|
|
89
88
|
},
|
|
90
89
|
fetchPolicy: 'no-cache',
|
|
91
90
|
skip: priceCandlesLoading || !!priceCandlesError,
|
|
92
91
|
}
|
|
93
92
|
);
|
|
94
93
|
|
|
95
|
-
const
|
|
96
|
-
|
|
97
|
-
|
|
98
|
-
|
|
99
|
-
|
|
94
|
+
const {
|
|
95
|
+
bookPrices,
|
|
96
|
+
bookIndexes,
|
|
97
|
+
buckets,
|
|
98
|
+
bucketWidth,
|
|
99
|
+
sentimentThresholdMin,
|
|
100
|
+
sentimentThresholdMax,
|
|
101
|
+
hasValidBooks,
|
|
102
|
+
} = useMemo(
|
|
103
|
+
() => processOrderPositionBooks(orderPositionData, dates),
|
|
104
|
+
[orderPositionData, dates]
|
|
100
105
|
);
|
|
101
106
|
|
|
102
|
-
|
|
103
|
-
|
|
104
|
-
|
|
107
|
+
// Get sentiments data
|
|
108
|
+
const {
|
|
109
|
+
loading: sentimentsLoading,
|
|
110
|
+
data: sentimentsData,
|
|
111
|
+
error: sentimentsError,
|
|
112
|
+
} = useQuery<GetSentimentsQuery, GetSentimentsQueryVariables>(getSentiments, {
|
|
113
|
+
variables: {
|
|
114
|
+
instrument: INSTRUMENTS_CONFIG[instrument].v20name,
|
|
115
|
+
granularity,
|
|
116
|
+
timeSpan: getTimeSpanForGranularity(granularity),
|
|
117
|
+
},
|
|
118
|
+
fetchPolicy: 'no-cache',
|
|
119
|
+
skip: priceCandlesLoading || !!priceCandlesError,
|
|
120
|
+
});
|
|
121
|
+
|
|
122
|
+
const { sentimentLongs, sentimentShorts, hasValidSentiments } = useMemo(
|
|
123
|
+
() => processSentiments(sentimentsData, dates),
|
|
124
|
+
[sentimentsData, dates]
|
|
105
125
|
);
|
|
106
126
|
|
|
127
|
+
// Gather all results
|
|
128
|
+
const loading =
|
|
129
|
+
priceCandlesLoading || orderPositionLoading || sentimentsLoading;
|
|
130
|
+
|
|
107
131
|
const error = useMemo((): Error | null => {
|
|
108
132
|
if (priceCandlesError) {
|
|
109
133
|
return new Error(`Price candles error: ${priceCandlesError.message}`);
|
|
@@ -111,57 +135,82 @@ export const useCrowdViewData = ({
|
|
|
111
135
|
if (orderPositionError) {
|
|
112
136
|
return new Error(`Order position error: ${orderPositionError.message}`);
|
|
113
137
|
}
|
|
138
|
+
if (sentimentsError) {
|
|
139
|
+
return new Error(`Sentiments error: ${sentimentsError.message}`);
|
|
140
|
+
}
|
|
114
141
|
if (loading) {
|
|
115
142
|
return null;
|
|
116
143
|
}
|
|
117
|
-
return validateData(
|
|
144
|
+
return validateData(
|
|
145
|
+
priceCandlesData,
|
|
146
|
+
orderPositionData,
|
|
147
|
+
hasValidCandles,
|
|
148
|
+
hasValidBooks,
|
|
149
|
+
hasValidSentiments
|
|
150
|
+
);
|
|
118
151
|
}, [
|
|
119
152
|
priceCandlesError,
|
|
120
153
|
orderPositionError,
|
|
154
|
+
sentimentsError,
|
|
121
155
|
loading,
|
|
122
156
|
priceCandlesData,
|
|
123
157
|
orderPositionData,
|
|
124
158
|
hasValidCandles,
|
|
159
|
+
hasValidBooks,
|
|
160
|
+
hasValidSentiments,
|
|
125
161
|
]);
|
|
126
162
|
|
|
127
163
|
const data = useMemo(() => {
|
|
128
|
-
if (!priceCandlesData || !orderPositionData || error) {
|
|
164
|
+
if (!priceCandlesData || !orderPositionData || !sentimentsData || error) {
|
|
129
165
|
return null;
|
|
130
166
|
}
|
|
131
167
|
|
|
132
|
-
const xAxisData = candles.map((candle) => candle?.point || '');
|
|
133
|
-
const candlesSeriesData: [number, number, number, number][] = candles.map(
|
|
134
|
-
(candle) => [
|
|
135
|
-
candle?.open || 0,
|
|
136
|
-
candle?.close || 0,
|
|
137
|
-
candle?.low || 0,
|
|
138
|
-
candle?.high || 0,
|
|
139
|
-
]
|
|
140
|
-
);
|
|
141
|
-
|
|
142
168
|
return {
|
|
143
|
-
|
|
144
|
-
|
|
145
|
-
|
|
146
|
-
|
|
147
|
-
|
|
148
|
-
|
|
149
|
-
|
|
169
|
+
mainData: {
|
|
170
|
+
dates,
|
|
171
|
+
candlesOpen,
|
|
172
|
+
candlesClose,
|
|
173
|
+
candlesLow,
|
|
174
|
+
candlesHigh,
|
|
175
|
+
bookPrices,
|
|
176
|
+
bookIndexes,
|
|
177
|
+
sentimentShorts,
|
|
178
|
+
sentimentLongs,
|
|
179
|
+
},
|
|
180
|
+
additionalData: {
|
|
181
|
+
bucketWidth,
|
|
182
|
+
buckets,
|
|
183
|
+
displayPrecision: pipsLocation,
|
|
184
|
+
bookType,
|
|
185
|
+
sentimentThresholdMin,
|
|
186
|
+
sentimentThresholdMax,
|
|
187
|
+
},
|
|
150
188
|
};
|
|
151
189
|
}, [
|
|
152
190
|
priceCandlesData,
|
|
153
191
|
orderPositionData,
|
|
192
|
+
sentimentsData,
|
|
154
193
|
error,
|
|
155
|
-
|
|
194
|
+
dates,
|
|
195
|
+
candlesOpen,
|
|
196
|
+
candlesClose,
|
|
197
|
+
candlesLow,
|
|
198
|
+
candlesHigh,
|
|
199
|
+
bookPrices,
|
|
200
|
+
bookIndexes,
|
|
201
|
+
sentimentShorts,
|
|
202
|
+
sentimentLongs,
|
|
203
|
+
bucketWidth,
|
|
156
204
|
buckets,
|
|
157
|
-
|
|
158
|
-
targetBucketWidth,
|
|
159
|
-
instrument,
|
|
205
|
+
pipsLocation,
|
|
160
206
|
bookType,
|
|
207
|
+
sentimentThresholdMin,
|
|
208
|
+
sentimentThresholdMax,
|
|
161
209
|
]);
|
|
162
210
|
|
|
163
211
|
return {
|
|
164
|
-
data,
|
|
212
|
+
mainData: data?.mainData,
|
|
213
|
+
additionalData: data?.additionalData,
|
|
165
214
|
loading,
|
|
166
215
|
error: !!error,
|
|
167
216
|
};
|
|
@@ -1,19 +1,14 @@
|
|
|
1
1
|
import chroma from 'chroma-js';
|
|
2
2
|
|
|
3
3
|
import { BookType, Granularity, TimeSpan } from '../../../../gql/types/graphql';
|
|
4
|
-
import {
|
|
5
|
-
|
|
6
|
-
CHART_CONFIG,
|
|
7
|
-
COLOR_MAP,
|
|
8
|
-
TIME_THRESHOLDS,
|
|
9
|
-
} from '../../../constants';
|
|
10
|
-
import type { Bucket, GetLabelsDataProps } from '../types';
|
|
4
|
+
import { CHART_CONFIG, COLOR_MAP, TIME_THRESHOLDS } from '../../../constants';
|
|
5
|
+
import type { Bucket, GetLabelsDataProps, TooltipParam } from '../types';
|
|
11
6
|
|
|
12
7
|
export const getLabelData = ({
|
|
13
|
-
|
|
8
|
+
dates,
|
|
14
9
|
isGreaterThanTwoWeeks,
|
|
15
10
|
}: GetLabelsDataProps) =>
|
|
16
|
-
|
|
11
|
+
dates
|
|
17
12
|
.filter((record, index, arr) => {
|
|
18
13
|
if (index === 0) {
|
|
19
14
|
return false;
|
|
@@ -32,7 +27,7 @@ export const getLabelData = ({
|
|
|
32
27
|
day: isGreaterThanTwoWeeks ? 'numeric' : undefined,
|
|
33
28
|
}),
|
|
34
29
|
xAxis: item,
|
|
35
|
-
y: CHART_CONFIG.
|
|
30
|
+
y: CHART_CONFIG.MAIN_HEIGHT + CHART_CONFIG.X_LABEL_SIZE - 22,
|
|
36
31
|
silent: true,
|
|
37
32
|
emphasis: {
|
|
38
33
|
disabled: true,
|
|
@@ -74,29 +69,41 @@ export const getTimeSpanForGranularity = (
|
|
|
74
69
|
const getGradientColor = (
|
|
75
70
|
value: number,
|
|
76
71
|
startColor: string,
|
|
77
|
-
targetColor: string
|
|
72
|
+
targetColor: string,
|
|
73
|
+
minThreshold: number,
|
|
74
|
+
maxThreshold: number
|
|
78
75
|
): string => {
|
|
79
|
-
const startThreshold = BOOKS_THRESHOLDS.MIN;
|
|
80
|
-
const endThreshold = BOOKS_THRESHOLDS.MAX;
|
|
81
|
-
|
|
82
76
|
const colorScale = chroma
|
|
83
77
|
.scale([startColor, targetColor])
|
|
84
|
-
.domain([
|
|
78
|
+
.domain([minThreshold, maxThreshold])
|
|
85
79
|
.mode('rgb');
|
|
86
80
|
|
|
87
81
|
return colorScale(value).hex();
|
|
88
82
|
};
|
|
89
83
|
|
|
90
|
-
export const getRectColor = (
|
|
84
|
+
export const getRectColor = (
|
|
85
|
+
sentiment: number,
|
|
86
|
+
isDark: boolean,
|
|
87
|
+
minThreshold: number,
|
|
88
|
+
maxThreshold: number
|
|
89
|
+
) => {
|
|
91
90
|
const colorPalette = isDark ? COLOR_MAP.dark : COLOR_MAP.light;
|
|
92
91
|
|
|
93
92
|
return sentiment < 0
|
|
94
93
|
? getGradientColor(
|
|
95
94
|
sentiment * -1,
|
|
96
95
|
colorPalette.short[0],
|
|
97
|
-
colorPalette.short[1]
|
|
96
|
+
colorPalette.short[1],
|
|
97
|
+
minThreshold,
|
|
98
|
+
maxThreshold
|
|
98
99
|
)
|
|
99
|
-
: getGradientColor(
|
|
100
|
+
: getGradientColor(
|
|
101
|
+
sentiment,
|
|
102
|
+
colorPalette.long[0],
|
|
103
|
+
colorPalette.long[1],
|
|
104
|
+
minThreshold,
|
|
105
|
+
maxThreshold
|
|
106
|
+
);
|
|
100
107
|
};
|
|
101
108
|
|
|
102
109
|
export const getTooltipFormatter = ({
|
|
@@ -104,33 +111,44 @@ export const getTooltipFormatter = ({
|
|
|
104
111
|
buckets,
|
|
105
112
|
bucketWidth,
|
|
106
113
|
selectedPrice,
|
|
107
|
-
precision,
|
|
108
114
|
bookType,
|
|
109
115
|
labelCallback,
|
|
110
116
|
}: {
|
|
111
|
-
params:
|
|
117
|
+
params: TooltipParam[];
|
|
112
118
|
buckets: Bucket[][];
|
|
113
119
|
bucketWidth: number;
|
|
114
120
|
selectedPrice: number;
|
|
115
|
-
precision: number;
|
|
116
121
|
bookType: BookType;
|
|
117
122
|
labelCallback: (key: string) => string;
|
|
118
123
|
}) => {
|
|
119
|
-
const
|
|
120
|
-
|
|
124
|
+
const bucketDisplayPrecision =
|
|
125
|
+
bucketWidth.toString().split('.')[1]?.length || 0;
|
|
126
|
+
|
|
127
|
+
if (!params || !Array.isArray(params) || params.length === 0) {
|
|
128
|
+
return undefined;
|
|
129
|
+
}
|
|
130
|
+
const candleParam = params.find(
|
|
131
|
+
(series): series is Extract<TooltipParam, { seriesId: 'candlestick' }> =>
|
|
132
|
+
series.seriesId === 'candlestick'
|
|
133
|
+
);
|
|
134
|
+
const booksParam = params.find(
|
|
135
|
+
(series): series is Extract<TooltipParam, { seriesId: 'heatmap' }> =>
|
|
136
|
+
series.seriesId === 'heatmap'
|
|
137
|
+
);
|
|
138
|
+
const sentimentParam = params.find(
|
|
139
|
+
(series): series is Extract<TooltipParam, { seriesId: 'sentiment' }> =>
|
|
140
|
+
series.seriesId === 'sentiment'
|
|
141
|
+
);
|
|
142
|
+
|
|
143
|
+
if (!candleParam) {
|
|
121
144
|
return undefined;
|
|
122
145
|
}
|
|
123
|
-
const candleParam = arr[0] as {
|
|
124
|
-
axisValue: string;
|
|
125
|
-
value: [number, number, number, number, number];
|
|
126
|
-
};
|
|
127
|
-
const booksParam = arr[1] as { value: [string, number, number] };
|
|
128
146
|
const time = new Date(candleParam.axisValue as string);
|
|
129
147
|
|
|
130
148
|
const candleData = candleParam.value;
|
|
131
|
-
const
|
|
132
|
-
const
|
|
133
|
-
|
|
149
|
+
const bucketsIndex = booksParam?.value[2];
|
|
150
|
+
const selectedBuckets =
|
|
151
|
+
bucketsIndex !== undefined ? buckets[bucketsIndex] : undefined;
|
|
134
152
|
|
|
135
153
|
const matchedBucket = selectedBuckets?.find(
|
|
136
154
|
({ price }) => selectedPrice >= price && selectedPrice < price + bucketWidth
|
|
@@ -142,6 +160,9 @@ export const getTooltipFormatter = ({
|
|
|
142
160
|
return undefined;
|
|
143
161
|
}
|
|
144
162
|
|
|
163
|
+
const showSentiment =
|
|
164
|
+
!!sentimentParam?.value[1] && !!sentimentParam?.value[2];
|
|
165
|
+
|
|
145
166
|
return `<p>${time.toLocaleString(undefined, {
|
|
146
167
|
hour: '2-digit',
|
|
147
168
|
minute: '2-digit',
|
|
@@ -163,7 +184,11 @@ ${
|
|
|
163
184
|
${
|
|
164
185
|
matchedBucket
|
|
165
186
|
? `<br /><p><b>${labelCallback(bookType === BookType.Order ? 'orders' : 'positions')}:</b></p>
|
|
166
|
-
<p>${labelCallback('price_range')}: ${matchedBucket.price.toFixed(
|
|
187
|
+
<p>${labelCallback('price_range')}: ${matchedBucket.price.toFixed(
|
|
188
|
+
bucketDisplayPrecision
|
|
189
|
+
)} - ${Number(matchedBucket.price + bucketWidth).toFixed(
|
|
190
|
+
bucketDisplayPrecision
|
|
191
|
+
)} </p>
|
|
167
192
|
<p>${
|
|
168
193
|
matchedBucket.sentiment < 0
|
|
169
194
|
? labelCallback(
|
|
@@ -176,9 +201,15 @@ ${
|
|
|
176
201
|
? 'buy_overbalance'
|
|
177
202
|
: 'long_overbalance'
|
|
178
203
|
)
|
|
179
|
-
}: ${Math.abs(matchedBucket.sentiment)}% </p>`
|
|
204
|
+
}: ${Math.abs(Number(matchedBucket.sentiment.toFixed(bucketDisplayPrecision)))}% </p>`
|
|
180
205
|
: ''
|
|
181
|
-
}
|
|
206
|
+
}${
|
|
207
|
+
showSentiment && sentimentParam
|
|
208
|
+
? `<br /><p><b>${labelCallback('sentiment')}:</b></p>
|
|
209
|
+
<p>${labelCallback('long')}: ${sentimentParam.value[2].toFixed(2)}% </p>
|
|
210
|
+
<p>${labelCallback('short')}: ${sentimentParam.value[1].toFixed(2)}% </p>`
|
|
211
|
+
: ''
|
|
212
|
+
}`;
|
|
182
213
|
};
|
|
183
214
|
|
|
184
215
|
export const formatXAxisLabel = (
|
|
@@ -0,0 +1,42 @@
|
|
|
1
|
+
import { colorPalette } from '@oanda/labs-widget-common';
|
|
2
|
+
|
|
3
|
+
export interface ChartStyles {
|
|
4
|
+
sentimentLongColor: string;
|
|
5
|
+
sentimentShortColor: string;
|
|
6
|
+
candleLongColor: string;
|
|
7
|
+
candleShortColor: string;
|
|
8
|
+
sentimentAreaOpacity: number;
|
|
9
|
+
tooltipLinesColor: string;
|
|
10
|
+
sentimentLabelColor: string;
|
|
11
|
+
}
|
|
12
|
+
|
|
13
|
+
export const getChartStyles = (isDark: boolean): ChartStyles => {
|
|
14
|
+
const sentimentLongColor = isDark
|
|
15
|
+
? colorPalette.darkBlue90
|
|
16
|
+
: colorPalette.lightBlue90;
|
|
17
|
+
const sentimentShortColor = isDark
|
|
18
|
+
? colorPalette.darkYellow90
|
|
19
|
+
: colorPalette.lightYellow90;
|
|
20
|
+
|
|
21
|
+
const candleLongColor = isDark
|
|
22
|
+
? colorPalette.bottleGreenDark
|
|
23
|
+
: colorPalette.bottleGreenLight;
|
|
24
|
+
const candleShortColor = isDark
|
|
25
|
+
? colorPalette.orange
|
|
26
|
+
: colorPalette.raspberryLight;
|
|
27
|
+
const sentimentAreaOpacity = isDark ? 0.5 : 0.2;
|
|
28
|
+
const tooltipLinesColor = isDark
|
|
29
|
+
? colorPalette.orange
|
|
30
|
+
: colorPalette.bottleGreenLight;
|
|
31
|
+
const sentimentLabelColor = isDark ? colorPalette.white : colorPalette.black;
|
|
32
|
+
|
|
33
|
+
return {
|
|
34
|
+
sentimentLongColor,
|
|
35
|
+
sentimentShortColor,
|
|
36
|
+
candleLongColor,
|
|
37
|
+
candleShortColor,
|
|
38
|
+
sentimentAreaOpacity,
|
|
39
|
+
tooltipLinesColor,
|
|
40
|
+
sentimentLabelColor,
|
|
41
|
+
};
|
|
42
|
+
};
|
|
@@ -0,0 +1,148 @@
|
|
|
1
|
+
import { getLineCommons } from '@oanda/labs-widget-common';
|
|
2
|
+
|
|
3
|
+
import { CHART_CONFIG } from '../../../constants';
|
|
4
|
+
|
|
5
|
+
export const getGridLines = ({
|
|
6
|
+
isDark,
|
|
7
|
+
isDesktop,
|
|
8
|
+
}: {
|
|
9
|
+
isDark: boolean;
|
|
10
|
+
isDesktop: boolean;
|
|
11
|
+
}) => {
|
|
12
|
+
const {
|
|
13
|
+
WIDTH,
|
|
14
|
+
MAIN_HEIGHT,
|
|
15
|
+
MARGIN_BETWEEN,
|
|
16
|
+
SENTIMENT_HEIGHT,
|
|
17
|
+
X_LABEL_SIZE,
|
|
18
|
+
Y_LABEL_SIZE_DESKTOP,
|
|
19
|
+
Y_LABEL_SIZE_MOBILE,
|
|
20
|
+
} = CHART_CONFIG;
|
|
21
|
+
return [
|
|
22
|
+
// Main Top
|
|
23
|
+
{
|
|
24
|
+
...getLineCommons(isDark),
|
|
25
|
+
top: -2,
|
|
26
|
+
shape: {
|
|
27
|
+
x1: 0,
|
|
28
|
+
y1: 0,
|
|
29
|
+
x2: WIDTH,
|
|
30
|
+
y2: 0,
|
|
31
|
+
},
|
|
32
|
+
},
|
|
33
|
+
// Main Right
|
|
34
|
+
{
|
|
35
|
+
...getLineCommons(isDark),
|
|
36
|
+
right: -2,
|
|
37
|
+
shape: {
|
|
38
|
+
x1: 0,
|
|
39
|
+
y1: 0,
|
|
40
|
+
x2: 0,
|
|
41
|
+
y2: MAIN_HEIGHT + X_LABEL_SIZE + 2,
|
|
42
|
+
},
|
|
43
|
+
},
|
|
44
|
+
// Main Bottom
|
|
45
|
+
{
|
|
46
|
+
...getLineCommons(isDark),
|
|
47
|
+
top: MAIN_HEIGHT - 2,
|
|
48
|
+
shape: {
|
|
49
|
+
x1: 0,
|
|
50
|
+
y1: 0,
|
|
51
|
+
x2: WIDTH,
|
|
52
|
+
y2: 0,
|
|
53
|
+
},
|
|
54
|
+
},
|
|
55
|
+
// Main Left
|
|
56
|
+
{
|
|
57
|
+
...getLineCommons(isDark),
|
|
58
|
+
left: -2,
|
|
59
|
+
shape: {
|
|
60
|
+
x1: 0,
|
|
61
|
+
y1: 0,
|
|
62
|
+
x2: 0,
|
|
63
|
+
y2: MAIN_HEIGHT + X_LABEL_SIZE + 2,
|
|
64
|
+
},
|
|
65
|
+
},
|
|
66
|
+
// Main Y Label
|
|
67
|
+
{
|
|
68
|
+
...getLineCommons(isDark),
|
|
69
|
+
right: (isDesktop ? Y_LABEL_SIZE_DESKTOP : Y_LABEL_SIZE_MOBILE) - 2,
|
|
70
|
+
top: -2,
|
|
71
|
+
shape: {
|
|
72
|
+
x1: 0,
|
|
73
|
+
y1: 0,
|
|
74
|
+
x2: 0,
|
|
75
|
+
y2: MAIN_HEIGHT,
|
|
76
|
+
},
|
|
77
|
+
},
|
|
78
|
+
// Main X Label
|
|
79
|
+
{
|
|
80
|
+
...getLineCommons(isDark),
|
|
81
|
+
top: MAIN_HEIGHT + X_LABEL_SIZE,
|
|
82
|
+
shape: {
|
|
83
|
+
x1: 0,
|
|
84
|
+
y1: 0,
|
|
85
|
+
x2: WIDTH,
|
|
86
|
+
y2: 0,
|
|
87
|
+
},
|
|
88
|
+
},
|
|
89
|
+
// Sentiment Top
|
|
90
|
+
{
|
|
91
|
+
...getLineCommons(isDark),
|
|
92
|
+
top: MAIN_HEIGHT + X_LABEL_SIZE + MARGIN_BETWEEN - 2,
|
|
93
|
+
shape: {
|
|
94
|
+
x1: 0,
|
|
95
|
+
y1: 0,
|
|
96
|
+
x2: WIDTH,
|
|
97
|
+
y2: 0,
|
|
98
|
+
},
|
|
99
|
+
},
|
|
100
|
+
// Sentiment Right
|
|
101
|
+
{
|
|
102
|
+
...getLineCommons(isDark),
|
|
103
|
+
top: MAIN_HEIGHT + X_LABEL_SIZE + MARGIN_BETWEEN - 2,
|
|
104
|
+
right: -2,
|
|
105
|
+
shape: {
|
|
106
|
+
x1: 0,
|
|
107
|
+
y1: 0,
|
|
108
|
+
x2: 0,
|
|
109
|
+
y2: SENTIMENT_HEIGHT,
|
|
110
|
+
},
|
|
111
|
+
},
|
|
112
|
+
// Sentiment Bottom
|
|
113
|
+
{
|
|
114
|
+
...getLineCommons(isDark),
|
|
115
|
+
top: MAIN_HEIGHT + X_LABEL_SIZE + MARGIN_BETWEEN + SENTIMENT_HEIGHT - 3,
|
|
116
|
+
shape: {
|
|
117
|
+
x1: 0,
|
|
118
|
+
y1: 0,
|
|
119
|
+
x2: WIDTH,
|
|
120
|
+
y2: 0,
|
|
121
|
+
},
|
|
122
|
+
},
|
|
123
|
+
// Sentiment Left
|
|
124
|
+
{
|
|
125
|
+
...getLineCommons(isDark),
|
|
126
|
+
top: MAIN_HEIGHT + X_LABEL_SIZE + MARGIN_BETWEEN - 2,
|
|
127
|
+
left: -2,
|
|
128
|
+
shape: {
|
|
129
|
+
x1: 0,
|
|
130
|
+
y1: 0,
|
|
131
|
+
x2: 0,
|
|
132
|
+
y2: SENTIMENT_HEIGHT,
|
|
133
|
+
},
|
|
134
|
+
},
|
|
135
|
+
// Sentiment Y Label
|
|
136
|
+
{
|
|
137
|
+
...getLineCommons(isDark),
|
|
138
|
+
right: (isDesktop ? Y_LABEL_SIZE_DESKTOP : Y_LABEL_SIZE_MOBILE) - 3,
|
|
139
|
+
top: MAIN_HEIGHT + X_LABEL_SIZE + MARGIN_BETWEEN - 2,
|
|
140
|
+
shape: {
|
|
141
|
+
x1: 0,
|
|
142
|
+
y1: 0,
|
|
143
|
+
x2: 0,
|
|
144
|
+
y2: SENTIMENT_HEIGHT,
|
|
145
|
+
},
|
|
146
|
+
},
|
|
147
|
+
];
|
|
148
|
+
};
|
|
@@ -1,7 +1,6 @@
|
|
|
1
|
-
export * from './aggregateBuckets';
|
|
2
1
|
export * from './chartUtils';
|
|
3
|
-
export * from './
|
|
4
|
-
export * from './processBuckets';
|
|
2
|
+
export * from './getChartStyles';
|
|
5
3
|
export * from './processOrderPositionBooks';
|
|
6
4
|
export * from './processPriceCandles';
|
|
5
|
+
export * from './processSentiments';
|
|
7
6
|
export * from './validateData';
|