Merge pull request #1542 from finos/linked-table-view

Linked table view

vuu-ui/packages/vuu-data-local/src/array-data-source/array-data-source.ts

@@ -151,6 +151,7 @@ export class ArrayDataSource
     sort,
     title,
     viewport,
+    visualLink,
   }: ArrayDataSourceConstructorProps) {
     super();
     if (!data || !columnDescriptors) {
@@ -159,6 +160,7 @@ export class ArrayDataSource
       );
     }
 
+    console.log({ visualLink });
     this.columnDescriptors = columnDescriptors;
     this.dataMap = dataMap;
     this.key = keyColumn

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

@@ -43,9 +43,17 @@ export class RuntimeVisualLink {
   handleParentSelectEvent: RowSelectionEventHandler = (selection) => {
     if (this.#childDataSource) {
       const selectedValues = this.pickUniqueSelectedValues(selection);
-      this.#childDataSource.baseFilter = {
-        filter: `${this.#childColumnName} in ["${selectedValues.join('","')}"]`,
-      };
+      if (selectedValues.length === 0) {
+        this.#childDataSource.baseFilter = undefined;
+      } else if (selectedValues.length === 1) {
+        this.#childDataSource.baseFilter = {
+          filter: `${this.#childColumnName} = "${selectedValues[0]}"`,
+        };
+      } else {
+        this.#childDataSource.baseFilter = {
+          filter: `${this.#childColumnName} in ["${selectedValues.join('","')}"]`,
+        };
+      }
     }
   };
 

vuu-ui/packages/vuu-data-test/src/simul/reference-data/accounts.ts

@@ -0,0 +1,22 @@
+export const accounts = [
+  "Account 01",
+  "Account 02",
+  "Account 03",
+  "Account 04",
+  "Account 105",
+  "Account 06",
+  "Account 07",
+  "Account 08",
+  "Account 09",
+  "Account 10",
+  "Account 11",
+  "Account 12",
+  "Account 13",
+  "Account 14",
+  "Account 15",
+  "Account 16",
+  "Account 17",
+  "Account 18",
+  "Account 19",
+  "Account 20",
+];

vuu-ui/packages/vuu-data-test/src/simul/reference-data/algos.ts

@@ -0,0 +1 @@
+export const algos = ["DARKLIQ", "IS", "SURESHOT", "VWAP", "LITLIQ", "TWAP"];

vuu-ui/packages/vuu-data-test/src/simul/reference-data/orderStatus.ts

@@ -0,0 +1 @@
+export const orderStatus = ["NEW", "CANCELLED", "FILLED"];

vuu-ui/packages/vuu-data-test/src/simul/reference-data/orders.ts

@@ -3,6 +3,7 @@ import { getRic } from "./instruments";
 import { random } from "../../data-utils";
 import { buildDataColumnMap, Table } from "../../Table";
 import { schemas } from "../simul-schemas";
+import { sides } from "./sides";
 
 export type status = string;
 export type ccy = string;
@@ -15,7 +16,6 @@ export type ric = string;
 export type side = string;
 export type trader = string;
 
-const SIDE = ["BUY", "SELL"];
 const traders = ["Trader A", "Trader B", "Trader C"];
 const orderStatus = [
   "Filled",
@@ -39,7 +39,7 @@ export type OrdersDataRow = [
   quantity,
   ric,
   side,
-  trader
+  trader,
 ];
 
 export const OrderColumnMap = {
@@ -70,10 +70,10 @@ for (let i = 0; i < 100; i++) {
   const filledQuantity = isComplete(status)
     ? quantity
     : status === "New"
-    ? 0
-    : random(0, quantity);
+      ? 0
+      : random(0, quantity);
   const ric = getRic("AAP.L");
-  const side = SIDE[random(0, 1)];
+  const side = sides[random(0, sides.length - 1)];
   const trader = traders[random(0, traders.length - 1)];
 
   ordersData.push([
@@ -95,7 +95,7 @@ for (let i = 0; i < 100; i++) {
 export const ordersTable = new Table(
   schemas.orders,
   ordersData,
-  buildDataColumnMap(schemas, "orders")
+  buildDataColumnMap(schemas, "orders"),
 );
 
 export { ordersData };

vuu-ui/packages/vuu-data-test/src/simul/reference-data/parent-child-orders.ts

@@ -0,0 +1,147 @@
+import { VuuRowDataItemType } from "@finos/vuu-protocol-types";
+import { random } from "../../data-utils";
+import { buildDataColumnMap, Table } from "../../Table";
+import { schemas } from "../simul-schemas";
+import { accounts } from "./accounts";
+import { instrumentsData } from "./instruments";
+import { orderStatus as statusValues } from "./orderStatus";
+import { sides } from "./sides";
+import { algos } from "./algos";
+
+const childOrderData: VuuRowDataItemType[][] = [];
+const parentOrderData: VuuRowDataItemType[][] = [];
+
+const instrumentMap = buildDataColumnMap(schemas, "instruments");
+
+const PARENT_ORDER_COUNT = 100_000;
+const CHILD_ORDER_COUNT = 500_000;
+
+const avgChildOrderPerOrder = Math.round(
+  CHILD_ORDER_COUNT / PARENT_ORDER_COUNT,
+);
+const childMaxMultiple = 10;
+
+const start = performance.now();
+
+let childOrderId = 0;
+
+for (let i = 0; i < PARENT_ORDER_COUNT; i++) {
+  const now = +new Date();
+  const instrument = instrumentsData[random(0, instrumentsData.length - 1)];
+
+  const orderQuantity = 1000 * random(1, 100);
+  const orderStatus = statusValues[random(0, statusValues.length - 1)];
+  const filledQty =
+    orderStatus === "FILLED"
+      ? orderQuantity
+      : orderStatus === "NEW"
+        ? 0
+        : orderQuantity - random(100, orderQuantity);
+  const openQty = orderQuantity - filledQty;
+
+  const account = accounts[random(0, accounts.length - 1)];
+  const algo = algos[random(0, algos.length - 1)];
+  const averagePrice = 0;
+  const ccy = "GBP";
+  const exchange = instrument[instrumentMap.exchange];
+  const parentOrderIdAsInt = i;
+  const parentOrderId = `${parentOrderIdAsInt}`;
+  const lastUpdate = now;
+  const price = 100;
+  const quantity = orderQuantity;
+  const ric = instrument[instrumentMap.ric];
+  const side = sides[random(0, sides.length - 1)];
+  const status = orderStatus;
+  const volLimit = 100;
+
+  const childOrderCount = random(
+    0,
+    avgChildOrderPerOrder * random(1, childMaxMultiple),
+  );
+
+  let remainingQty = orderQuantity;
+  for (let j = 0; j < childOrderCount; j++) {
+    // console.log(`create child`);
+
+    const childOrderQuantity = Math.round(remainingQty / (childOrderCount - j));
+    remainingQty -= childOrderQuantity;
+    const childOrderStatus = statusValues[random(0, statusValues.length - 1)];
+    const childFilledQty =
+      orderStatus === "FILLED"
+        ? childOrderQuantity
+        : childOrderStatus === "NEW"
+          ? 0
+          : childOrderQuantity - random(100, childOrderQuantity);
+    const childOpenQty = childOrderQuantity - childFilledQty;
+
+    const averagePrice = 0;
+    const childIdAsInt = childOrderId++;
+    const childId = `${childIdAsInt}`;
+    const lastUpdate = 0;
+    const price = 100;
+    const strategy = 0;
+
+    const row: VuuRowDataItemType[] = [
+      account,
+      averagePrice,
+      ccy,
+      exchange,
+      childFilledQty,
+      childId,
+      childIdAsInt,
+      lastUpdate,
+      childOpenQty,
+      parentOrderId,
+      price,
+      childOrderQuantity,
+      ric,
+      side,
+      childOrderStatus,
+      strategy,
+      volLimit,
+    ];
+
+    childOrderData.push(row);
+  }
+
+  const row: VuuRowDataItemType[] = [
+    account,
+    algo,
+    averagePrice,
+    ccy,
+    childOrderCount,
+    exchange,
+    filledQty,
+    parentOrderId,
+    parentOrderIdAsInt,
+    lastUpdate,
+    openQty,
+    price,
+    quantity,
+    ric,
+    side,
+    status,
+    volLimit,
+  ];
+
+  parentOrderData.push(row);
+}
+const end = performance.now();
+
+console.log(
+  `took ${end - start} to create ${parentOrderData.length} orders and ${childOrderData.length} child orders`,
+);
+
+export const parentOrdersTable = new Table(
+  schemas.parentOrders,
+  parentOrderData,
+  buildDataColumnMap(schemas, "parentOrders"),
+);
+
+export const childOrdersTable = new Table(
+  schemas.childOrders,
+  childOrderData,
+  buildDataColumnMap(schemas, "childOrders"),
+);
+
+export { childOrderData, parentOrderData };

vuu-ui/packages/vuu-data-test/src/simul/reference-data/sides.ts

@@ -0,0 +1 @@
+export const sides = ["BUY", "SELL"];