update dark pool feed flow

src/lib/components/Table/DarkPoolTable.svelte

@@ -49,8 +49,8 @@
     premium: "none",
     assetType: "none",
     volume: "none",
-    avgVolume: "none",
+    sizeAvgVolRatio: "none",
-    dailyVolume: "none",
+    sizeVolRatio: "none",
     size: "none",
     sector: "none",
   };
@@ -128,14 +128,14 @@
         const volB = parseFloat(b.volume);
         return sortOrder === "asc" ? volA - volB : volB - volA;
       },
-      dailyVolume: (a, b) => {
+      sizeVolRatio: (a, b) => {
-        const volA = parseFloat(a.dailyVolumePercentage);
+        const volA = parseFloat(a.sizeVolRatio);
-        const volB = parseFloat(b.dailyVolumePercentage);
+        const volB = parseFloat(b.sizeVolRatio);
         return sortOrder === "asc" ? volA - volB : volB - volA;
       },
-      avgVolume: (a, b) => {
+      sizeAvgVolRatio: (a, b) => {
-        const volA = parseFloat(a.avgVolumePercentage);
+        const volA = parseFloat(a.sizeAvgVolRatio);
-        const volB = parseFloat(b.avgVolumePercentage);
+        const volB = parseFloat(b.sizeAvgVolRatio);
         return sortOrder === "asc" ? volA - volB : volB - volA;
       },
       assetType: (a, b) => {
@@ -304,16 +304,16 @@
         </div>
 
         <div
-          on:click={() => sortData("dailyVolume")}
+          on:click={() => sortData("sizeVolRatio")}
           class="td cursor-pointer select-none bg-[#121217] text-slate-300 font-bold text-xs text-start uppercase"
         >
           % Size / Vol
           <svg
             class="flex-shrink-0 w-4 h-4 inline-block {sortOrders[
-              'dailyVolume'
+              'sizeVolRatio'
             ] === 'asc'
               ? 'rotate-180'
-              : sortOrders['dailyVolume'] === 'desc'
+              : sortOrders['sizeVolRatio'] === 'desc'
                 ? ''
                 : 'hidden'} "
             viewBox="0 0 20 20"
@@ -328,16 +328,16 @@
         </div>
 
         <div
-          on:click={() => sortData("avgVolume")}
+          on:click={() => sortData("sizeAvgVolRatio")}
           class="td cursor-pointer select-none bg-[#121217] text-slate-300 font-bold text-xs text-start uppercase"
         >
           % Size / Avg Vol
           <svg
             class="flex-shrink-0 w-4 h-4 inline-block {sortOrders[
-              'avgVolume'
+              'sizeAvgVolRatio'
             ] === 'asc'
               ? 'rotate-180'
-              : sortOrders['avgVolume'] === 'desc'
+              : sortOrders['sizeAvgVolRatio'] === 'desc'
                 ? ''
                 : 'hidden'} "
             viewBox="0 0 20 20"
@@ -464,8 +464,8 @@
           style="justify-content: center;"
           class="td text-sm sm:text-[1rem] text-white text-end"
         >
-          {displayedData[index]?.dailyVolumePercentage > 0.01
+          {displayedData[index]?.sizeVolRatio > 0.01
-            ? displayedData[index]?.dailyVolumePercentage?.toFixed(2) + "%"
+            ? displayedData[index]?.sizeVolRatio?.toFixed(2) + "%"
             : "< 0.01%"}
         </div>
 
@@ -473,8 +473,8 @@
           style="justify-content: center;"
           class="td text-sm sm:text-[1rem] text-white text-end"
         >
-          {displayedData[index]?.avgVolume > 0.01
+          {displayedData[index]?.sizeAvgVolRatio > 0.01
-            ? displayedData[index]?.avgVolume?.toFixed(2) + "%"
+            ? displayedData[index]?.sizeAvgVolRatio?.toFixed(2) + "%"
             : "< 0.01%"}
         </div>
 

src/routes/dark-pool-flow/+page.svelte

@@ -7,7 +7,7 @@
     isOpen,
   } from "$lib/store";
 
-  import { cn } from "$lib/utils";
+  import { cn, sectorList } from "$lib/utils";
   import { onMount, onDestroy } from "svelte";
   import toast from "svelte-french-toast";
   import { DateFormatter, type DateValue } from "@internationalized/date";
@@ -25,10 +25,11 @@
   export let data;
   let shouldLoadWorker = writable(false);
 
-  let ruleOfList = data?.getPredefinedCookieRuleOfList || [];
+  let ruleOfList = [];
   let displayRules = [];
   let filteredData = [];
   let filterQuery = $page.url.searchParams.get("query") || "";
+  let pagePathName = $page?.url?.pathname;
 
   let socket: WebSocket | null = null; // Initialize socket as null
 
@@ -55,7 +56,19 @@
     },
     volume: {
       label: "Volume",
-      step: ["100K", "50K", "20K", "10K", "5K", "2K", "1K", "100", "0"],
+      step: ["100M", "50M", "20M", "10M", "1M", "500K", "200K", "100K", "50K"],
+      defaultCondition: "over",
+      defaultValue: "any",
+    },
+    sizeVolRatio: {
+      label: "Size / Volume",
+      step: ["20%", "15%", "10%", "5%", "3%", "1%"],
+      defaultCondition: "over",
+      defaultValue: "any",
+    },
+    sizeAvgVolRatio: {
+      label: "Size / Avg Volume",
+      step: ["20%", "15%", "10%", "5%", "3%", "1%"],
       defaultCondition: "over",
       defaultValue: "any",
     },
@@ -77,27 +90,19 @@
       defaultCondition: "over",
       defaultValue: "any",
     },
-    option_activity_type: {
-      label: "Option Type",
-      step: ["Sweep", "Trade"],
-      defaultValue: "any",
-    },
     assetType: {
       label: "Asset Type",
       step: ["Stock", "ETF"],
       defaultValue: "any",
     },
+    sector: {
+      label: "Sector",
+      step: sectorList,
+      defaultValue: "any",
+    },
   };
 
-  const categoricalRules = [
+  const categoricalRules = ["assetType", "sector"];
-    "moneyness",
-    "flowType",
-    "put_call",
-    "sentiment",
-    "execution_estimate",
-    "option_activity_type",
-    "assetType",
-  ];
 
   // Generate allRows from allRules
   $: allRows = Object?.entries(allRules)
@@ -121,13 +126,6 @@
     }
   });
 
-  // Update ruleCondition and valueMappings based on existing rules
-  ruleOfList.forEach((rule) => {
-    ruleCondition[rule.name] =
-      rule.condition || allRules[rule.name].defaultCondition;
-    valueMappings[rule.name] = rule.value || allRules[rule.name].defaultValue;
-  });
-
   async function handleDeleteRule(state) {
     for (let i = 0; i < ruleOfList.length; i++) {
       if (ruleOfList[i].name === state) {
@@ -147,7 +145,7 @@
       ruleOfList?.some((rule) => rule.name === row.rule),
     );
     shouldLoadWorker.set(true);
-    //await saveCookieRuleOfList();
+    saveRules();
   }
 
   async function handleResetAll() {
@@ -165,7 +163,7 @@
       ruleOfList.some((rule) => rule.name === row.rule),
     );
     displayedData = rawData;
-    //await saveCookieRuleOfList();
+    saveRules();
   }
 
   function changeRule(state: string) {
@@ -380,7 +378,7 @@
 
     // Trigger worker load and save cookie
     shouldLoadWorker.set(true);
-    //await saveCookieRuleOfList();
+    saveRules();
   }
 
   async function stepSizeValue(value, condition) {
@@ -534,18 +532,13 @@
   }
     */
 
-  async function saveCookieRuleOfList() {
+  function saveRules() {
-    const postData = {
+    try {
-      ruleOfList: ruleOfList,
+      // Save the version along with the rules
-    };
+      localStorage?.setItem(pagePathName, JSON?.stringify(ruleOfList));
-
+    } catch (e) {
-    const response = await fetch("/api/options-flow-filter-cookie", {
+      console.log("Failed saving indicator rules: ", e);
-      method: "POST",
+    }
-      headers: {
-        "Content-Type": "application/json",
-      },
-      body: JSON.stringify(postData),
-    }); // make a POST request to the server with the FormData object
   }
 
   /*
@@ -555,10 +548,36 @@
   */
 
   onMount(async () => {
+    try {
+      const savedRules = localStorage?.getItem(pagePathName);
+
+      if (savedRules) {
+        const parsedRules = JSON.parse(savedRules);
+        // Compare and update ruleOfList based on allRows
+        ruleOfList = parsedRules.map((rule) => {
+          const matchingRow = allRows.find((row) => row.name === rule.name);
+          if (matchingRow && matchingRow.type !== rule.type) {
+            return { ...rule, type: matchingRow.type };
+          }
+          return rule;
+        });
+      }
+    } catch (e) {
+      ruleOfList = [];
+      console.warn(e);
+    }
+
+    // Update ruleCondition and valueMappings based on existing rules
+    ruleOfList?.forEach((rule) => {
+      ruleCondition[rule.name] =
+        rule.condition || allRules[rule.name].defaultCondition;
+      valueMappings[rule.name] = rule.value || allRules[rule.name].defaultValue;
+    });
+
     if (filterQuery?.length > 0) {
       shouldLoadWorker.set(true);
     }
-    if (ruleOfList?.length !== 0) {
+    if (ruleOfList?.length > 0) {
       shouldLoadWorker.set(true);
       console.log("initial filter");
     }

src/routes/dark-pool-flow/workers/filterWorker.ts

@@ -1,14 +1,13 @@
+import { sectorList } from "$lib/utils";
+
 
 interface FilterContext {
   flowTypeCache?: Map<string, number>;
 }
 
  const categoricalFields = [
-    'put_call', 
+    'assetType',
-    'sentiment', 
+    'sector',
-    'execution_estimate', 
-    'option_activity_type', 
-    'underlying_type'
   ];
 
 function convertUnitToValue(
@@ -22,26 +21,14 @@ function convertUnitToValue(
     );
   }
   const lowerInput = input?.toLowerCase();
-  const nonNumericValues = new Set([
+const nonNumericValues = new Set([
-    "any",
+  "any",
-    "puts",
+  "stock",
-    "calls",
+  "etf",
-    "bullish",
+  ...sectorList.map(sector => sector.toLowerCase()),
-    "neutral",
+]);
-    "bearish",
+
-    "at bid",
+
-    "at ask",
-    "at midpoint",
-    "above ask",
-    "below bid",
-    "sweep",
-    "trade",
-    "stock",
-    "etf",
-    "itm",
-    "otm",
-    "repeated flow"
-  ]);
   if (nonNumericValues.has(lowerInput)) return input;
   if (input.endsWith("%")) {
     const numericValue = parseFloat(input.slice(0, -1));
@@ -64,80 +51,18 @@ function convertUnitToValue(
   return numericValue;
 }
 
-function isAny(value: string | string[]): boolean {
-  if (typeof value === "string") return value.toLowerCase() === "any";
-  if (Array.isArray(value))
-    return value.length === 1 && value[0].toLowerCase() === "any";
-  return false;
-}
-
-
 
 function createRuleCheck(rule, ruleName, ruleValue) {
-  const now = new Date(new Date().toLocaleString("en-US", { timeZone: "America/New_York" }));
+if (rule.value === 'any') return () => true;
 
-
+if (['sizeVolRatio','sizeAvgVolRatio']?.includes(ruleName)) {
-if (ruleName === 'flowtype') {
-  return (item: any, context: FilterContext = {}) => {
-    // Check for 'any' rule or other non-repeated flow conditions
-    if (ruleValue === 'any' || ruleValue?.includes("any")) {
-      return true;
-    }
-
-    // Handle Repeated Flow logic
-    if (ruleValue?.includes('Repeated Flow')) {
-      // Initialize flowTypeCache if it doesn't exist
-      context.flowTypeCache = context.flowTypeCache || new Map();
-
-      // Create a unique key for repeated flow based on item characteristics
-      const key = `${item.ticker}-${item.put_call}-${item.strike_price}-${item.date_expiration}`;
-      
-      // Increment the count for the key in the flowTypeCache
-      const currentCount = (context.flowTypeCache.get(key) || 0) + 1;
-      context.flowTypeCache.set(key, currentCount);
-
-      // Return true if this flow appears more than N times (3 in this case)
-      return currentCount > 3;
-    }
-
-    // Fallback for other flow type conditions (i.e., non-repeated flow)
-    return true;
-  };
-}
-
-
- if (ruleName === 'moneyness') {
-    return (item) => {
-      if (ruleValue === 'any' || ruleValue?.includes("any")) return true;
-
-      const currentPrice = parseFloat(item?.underlying_price);
-      const strikePrice = parseFloat(item?.strike_price);
-      const optionType = item?.put_call;
-      if (isNaN(currentPrice) || isNaN(strikePrice)) return false;
-
-      // Determine moneyness
-      let moneyness = '';
-      if (optionType === 'Calls') {
-        moneyness = currentPrice > strikePrice ? 'ITM' : 'OTM';
-      } else if (optionType === 'Puts') {
-        moneyness = currentPrice < strikePrice ? 'ITM' : 'OTM';
-      }
-      // Check if the item matches the ruleValue ('itm' or 'otm')
-      if (!ruleValue?.includes(moneyness)) return false;
-      return true;
-    };
-  }
-
-if (ruleName === 'volumeoiratio') {
   return (item) => {
-    const volume = parseFloat(item.volume);
-    const openInterest = parseFloat(item.open_interest);
 
-    if (isNaN(volume) || isNaN(openInterest) || openInterest === 0) {
+    if (isNaN(ruleValue) || ruleValue === 0) {
       return false;
     }
 
-    const ratio = Math.ceil((volume / openInterest) * 100);
+    const ratio = rule?.value;
 
     // Handle 'between' condition for volume to open interest ratio
     if (rule.condition === 'between' && Array.isArray(ruleValue)) {
@@ -161,125 +86,15 @@ if (ruleName === 'volumeoiratio') {
 }
 
 
-if (ruleName === 'sizeoiratio') {
-  return (item) => {
-    const size = parseFloat(item?.size);
-    const openInterest = parseFloat(item?.open_interest);
-    if (isNaN(size) || isNaN(openInterest) || openInterest === 0) {
-      return false;
-    }
 
-    const ratio = Math?.ceil((size / openInterest) * 100);
-
-    // Handle 'between' condition for size to open interest ratio
-    if (rule.condition === 'between' && Array.isArray(ruleValue)) {
-      const [minRatio, maxRatio] = ruleValue?.map(convertUnitToValue); // Convert ruleValue to numeric values
-
-      if (minRatio === null && maxRatio === null) return true;
-      if (minRatio === null) return ratio <= maxRatio;
-      if (maxRatio === null) return ratio >= minRatio;
-
-      return ratio >= minRatio && ratio <= maxRatio;
-    }
-
-    // Existing conditions for 'over' and 'under'
-    if (rule.condition === 'over' && ratio <= ruleValue) return false;
-    if (rule.condition === 'under' && ratio >= ruleValue) return false;
-    if (rule.condition === 'exactly' && ratio !== ruleValue) return false;
-
-
-    return true;
-  };
-}
-
-
-  if (ruleName === 'date_expiration') {
-  // If ruleValue is empty, undefined, "any", or an array containing only "any", return a function that always returns true
-  if (ruleValue === "" || ruleValue === undefined || isAny(ruleValue)) {
-    return () => true;
-  }
-
-  
-  return (item) => {
-    const expirationDate = new Date(item[rule.name]);
-    if (isNaN(expirationDate)) return false; // Handle invalid dates
-
-    const daysDiff = Math?.ceil((expirationDate.getTime() - now.getTime()) / (1000 * 60 * 60 * 24));
-
-
-    if (rule.condition === 'between' && Array.isArray(ruleValue)) {
-      const [minDays, maxDays] = ruleValue.map(val =>
-        val === '' || val === null || val === undefined ? null : parseFloat(val.toString())
-      );
-
-      if (minDays === null && maxDays === null) return true;
-      if (minDays === null) return daysDiff <= maxDays;
-      if (maxDays === null) return daysDiff >= minDays;
-
-      return daysDiff >= minDays && daysDiff <= maxDays;
-    }
-
-    if (rule.condition === 'over' && typeof ruleValue === 'number') {
-      return daysDiff >= ruleValue;
-    }
-
-    if (rule.condition === 'under' && typeof ruleValue === 'number') {
-      return daysDiff <= ruleValue;
-    }
-    
-    if (rule.condition === 'exactly' && typeof ruleValue === 'number') {
-      return daysDiff === ruleValue;
-    }
-
-
-    return false;
-  };
-}
   // Handle string-based conditions (sentiment, option_type, etc.)
-  if (categoricalFields?.includes(ruleName)) {
+  if (categoricalFields.includes(rule.name)) {
     return (item) => {
-      // If ruleValue is empty, undefined, or "any", return true for all items
-      if (ruleValue === "" || ruleValue === undefined || isAny(ruleValue)) {
-        return true;
-      }
-
       const itemValue = item[rule.name];
-      
+      if (Array.isArray(ruleValue)) {
-      // Handle array of values for categorical fields
+        return ruleValue.includes(itemValue);
-      if (Array?.isArray(ruleValue)) {
-        // Remove any empty or undefined values from ruleValue
-        const validRuleValues = ruleValue?.filter(val => val !== "" && val !== undefined);
-        
-        // If no valid values remain, return true for all items
-        if (validRuleValues.length === 0) {
-          return true;
-        }
-
-        // If itemValue is an array, check if any of the values match
-        if (Array?.isArray(itemValue)) {
-          return validRuleValues?.some(val => 
-            itemValue.some(iv => iv.toLowerCase() === val.toLowerCase())
-          );
-        }
-        
-        // If itemValue is a string, check if it's in the validRuleValues array
-        return validRuleValues?.some(val => 
-          itemValue?.toLowerCase() === val.toLowerCase()
-        );
       }
-      
+      return itemValue === ruleValue;
-      // Handle single string value
-      if (typeof ruleValue === 'string') {
-        // If itemValue is an array, check if any value matches
-        if (Array?.isArray(itemValue)) {
-          return itemValue?.some(iv => iv.toLowerCase() === ruleValue.toLowerCase());
-        }
-        
-        // If both are strings, do a direct comparison
-        return itemValue?.toLowerCase() === ruleValue.toLowerCase();
-      }
-      
-      return false;
     };
   }