409 lines
13 KiB
Svelte
409 lines
13 KiB
Svelte
<script lang="ts">
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import { abbreviateNumberWithColor, abbreviateNumber } from "$lib/utils";
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import { onMount } from "svelte";
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import TableHeader from "$lib/components/Table/TableHeader.svelte";
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import UpgradeToPro from "$lib/components/UpgradeToPro.svelte";
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import highcharts from "$lib/highcharts.ts";
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export let data;
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export let title = "Gamma";
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let rawData = data?.getData || [];
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const isGamma = title === "Gamma";
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const today = new Date();
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rawData = rawData?.reduce((result, item) => {
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const itemDate = new Date(item?.expiry);
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if (itemDate >= today) {
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if (title === "Gamma") {
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result.push({
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...item,
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net_gex: (item?.call_gex || 0) + (item?.put_gex || 0),
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put_call_ratio:
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item?.call_gex > 0
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? Math.abs((item?.put_gex || 0) / item?.call_gex)
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: null,
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});
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} else {
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result.push({
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...item,
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net_dex: (item?.call_dex || 0) + (item?.put_dex || 0),
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put_call_ratio:
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item?.call_dex > 0
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? Math.abs((item?.put_dex || 0) / item?.call_dex)
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: null,
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});
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}
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}
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return result;
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}, []);
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let displayList = rawData?.slice(0, 150);
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function formatDate(dateString) {
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if (!dateString) return null; // Handle null or undefined input
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const date = new Date(dateString);
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const formatter = new Intl.DateTimeFormat("en-US", {
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month: "short",
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day: "numeric",
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year: "2-digit",
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});
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return formatter.format(date);
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}
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function plotData() {
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// Determine if the current data is Gamma-based or not
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const isGamma = title === "Gamma";
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// Process data; note that the original sort was based on a missing "strike" field.
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// Here we sort by expiry (assuming formatDate returns a sortable date string).
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const processedData = rawData
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?.map((d) => ({
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expiry: formatDate(d?.expiry),
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callValue: isGamma ? d?.call_gex : d?.call_dex,
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putValue: isGamma ? d?.put_gex : d?.put_dex,
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netValue: isGamma ? d?.net_gex : d?.net_dex,
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}))
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.sort((a, b) => new Date(a.expiry) - new Date(b.expiry));
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// Create arrays for categories and series data.
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const expiries = processedData.map((d) => d.expiry);
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// Convert values to numbers (toFixed returns a string)
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const callValues = processedData.map((d) =>
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parseFloat(d.callValue.toFixed(2)),
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);
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const putValues = processedData.map((d) =>
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parseFloat(d.putValue.toFixed(2)),
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);
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const netValues = processedData.map((d) =>
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parseFloat(d.netValue.toFixed(2)),
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);
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const options = {
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credits: {
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enabled: false,
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},
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chart: {
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type: "column",
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backgroundColor: "#09090B",
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plotBackgroundColor: "#09090B",
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height: 360,
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animation: false,
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},
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title: {
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text: `<h3 class="mt-3 mb-1 ">${title === "Gamma" ? "GEX" : "DEX"} Chart</h3>`,
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style: {
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color: "white",
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// Using inline CSS for margin-top and margin-bottom
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},
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useHTML: true, // Enable HTML to apply custom class styling
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},
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legend: { enabled: false },
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plotOptions: {
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series: {
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animation: false,
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stacking: "normal",
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},
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},
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tooltip: {
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shared: true,
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useHTML: true,
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backgroundColor: "rgba(0, 0, 0, 0.8)", // Semi-transparent black
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borderColor: "rgba(255, 255, 255, 0.2)", // Slightly visible white border
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borderWidth: 1,
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style: {
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color: "#fff",
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fontSize: "16px",
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padding: "10px",
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},
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borderRadius: 4,
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formatter: function () {
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// Format the x value to display time in hh:mm format
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let tooltipContent = `<span class="text-white m-auto text-black text-[1rem] font-[501]">${new Date(
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this?.x,
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).toLocaleDateString("en-US", {
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year: "numeric",
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month: "short",
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day: "numeric",
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})}</span><br>`;
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// Loop through each point in the shared tooltip
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this.points?.forEach((point) => {
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tooltipContent += `<span class="text-white font-semibold text-sm">${point.series.name}:</span>
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<span class="text-white font-normal text-sm" style="color:${point?.color}">${abbreviateNumber(
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point.y,
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)}</span><br>`;
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});
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return tooltipContent;
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},
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},
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xAxis: {
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type: "datetime",
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endOnTick: false,
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categories: expiries,
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crosshair: {
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color: "#fff", // Set the color of the crosshair line
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width: 1, // Adjust the line width as needed
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dashStyle: "Solid",
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},
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labels: {
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style: {
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color: "#fff",
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},
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distance: 20, // Increases space between label and axis
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formatter: function () {
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const date = new Date(this.value);
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return date.toLocaleDateString("en-US", {
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day: "2-digit", // Include day number
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month: "short", // Display short month name
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year: "numeric", // Include year
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});
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},
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},
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},
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yAxis: {
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gridLineWidth: 1,
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gridLineColor: "#111827",
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labels: {
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style: { color: "white" },
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formatter: function () {
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return abbreviateNumber(this.value);
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},
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},
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title: { text: null },
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opposite: true,
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},
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series: [
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{
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name: `Put ${isGamma ? "Gamma" : "Delta"}`,
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data: putValues,
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color: "#9B5DC4",
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borderColor: "#9B5DC4",
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animation: false,
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},
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{
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name: `Net ${isGamma ? "Gamma" : "Delta"}`,
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data: netValues,
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color: "#FF2F1F",
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borderColor: "#FF2F1F",
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animation: false,
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},
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{
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name: `Call ${isGamma ? "Gamma" : "Delta"}`,
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data: callValues,
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color: "#C4E916",
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borderColor: "#C4E916",
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animation: false,
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},
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],
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};
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return options;
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}
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async function handleScroll() {
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const scrollThreshold = document.body.offsetHeight * 0.8; // 80% of the website height
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const isBottom = window.innerHeight + window.scrollY >= scrollThreshold;
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if (isBottom && displayList?.length !== rawData?.length) {
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const nextIndex = displayList?.length;
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const filteredNewResults = rawData?.slice(nextIndex, nextIndex + 50);
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displayList = [...displayList, ...filteredNewResults];
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}
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}
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onMount(() => {
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window.addEventListener("scroll", handleScroll);
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return () => {
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window.removeEventListener("scroll", handleScroll);
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};
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});
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$: columns = [
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{ key: "expiry", label: "Expiry Date", align: "left" },
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{
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key: isGamma ? "call_gex" : "call_dex",
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label: isGamma ? "Call GEX" : "Call Delta",
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align: "right",
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},
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{
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key: isGamma ? "put_gex" : "put_dex",
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label: isGamma ? "Put GEX" : "Put Delta",
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align: "right",
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},
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{
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key: isGamma ? "net_gex" : "net_dex",
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label: isGamma ? "Net GEX" : "Net Delta",
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align: "right",
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},
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{
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key: "put_call_ratio",
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label: isGamma ? "P/C GEX" : "P/C Delta",
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align: "right",
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},
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];
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$: sortOrders = {
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expiry: { order: "none", type: "date" },
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[isGamma ? "call_gex" : "call_dex"]: { order: "none", type: "number" },
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[isGamma ? "put_gex" : "put_dex"]: { order: "none", type: "number" },
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[isGamma ? "net_gex" : "net_dex"]: { order: "none", type: "number" },
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put_call_ratio: { order: "none", type: "number" },
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};
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const sortData = (key) => {
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// Reset all other keys to 'none' except the current key
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for (const k in sortOrders) {
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if (k !== key) {
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sortOrders[k].order = "none";
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}
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}
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// Cycle through 'none', 'asc', 'desc' for the clicked key
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const orderCycle = ["none", "asc", "desc"];
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let originalData = rawData;
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const currentOrderIndex = orderCycle.indexOf(sortOrders[key].order);
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sortOrders[key].order =
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orderCycle[(currentOrderIndex + 1) % orderCycle.length];
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const sortOrder = sortOrders[key].order;
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// Reset to original data when 'none' and stop further sorting
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if (sortOrder === "none") {
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originalData = [...rawData]; // Reset originalData to rawDataVolume
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displayList = originalData;
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return;
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}
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// Define a generic comparison function
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const compareValues = (a, b) => {
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const { type } = sortOrders[key];
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let valueA, valueB;
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switch (type) {
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case "date":
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valueA = new Date(a[key]);
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valueB = new Date(b[key]);
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break;
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case "string":
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valueA = a[key].toUpperCase();
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valueB = b[key].toUpperCase();
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return sortOrder === "asc"
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? valueA.localeCompare(valueB)
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: valueB.localeCompare(valueA);
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case "number":
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default:
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valueA = parseFloat(a[key]);
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valueB = parseFloat(b[key]);
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break;
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}
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if (sortOrder === "asc") {
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return valueA < valueB ? -1 : valueA > valueB ? 1 : 0;
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} else {
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return valueA > valueB ? -1 : valueA < valueB ? 1 : 0;
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}
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};
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// Sort using the generic comparison function
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displayList = [...originalData].sort(compareValues);
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};
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let config = plotData();
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</script>
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<div class="sm:pl-7 sm:pb-7 sm:pt-7 w-full m-auto mt-2 sm:mt-0">
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<h2
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class=" flex flex-row items-center text-white text-xl sm:text-2xl font-bold w-fit"
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>
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{title} Exposure By Expiry
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</h2>
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<div class="w-full overflow-hidden m-auto mt-3">
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{#if config !== null}
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<div
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class="chart border border-gray-800 rounded"
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use:highcharts={config}
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></div>
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{/if}
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</div>
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<h3 class="text-xl sm:text-2xl text-white font-bold mt-5">
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{title === "Gamma" ? "GEX" : "DEX"} Table
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</h3>
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<div class="mt-3 w-full overflow-x-auto text-white">
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<table
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class="w-full table table-sm table-compact bg-table border border-gray-800 rounded-none sm:rounded-md m-auto overflow-x-auto"
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>
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<thead>
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<TableHeader {columns} {sortOrders} {sortData} />
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</thead>
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<tbody>
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{#each data?.user?.tier === "Pro" ? displayList : displayList?.slice(0, 3) as item, index}
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<tr
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class="sm:hover:bg-[#245073]/10 odd:bg-odd border-b border-gray-800 {index +
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1 ===
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displayList?.slice(0, 3)?.length && data?.user?.tier !== 'Pro'
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? 'opacity-[0.1]'
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: ''}"
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>
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<td
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class="text-white text-sm sm:text-[1rem] text-start whitespace-nowrap"
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>
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{formatDate(item?.expiry)}
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</td>
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<td
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class="text-white text-sm sm:text-[1rem] text-end whitespace-nowrap"
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>
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{@html abbreviateNumberWithColor(
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(isGamma ? item?.call_gex : item?.call_dex)?.toFixed(2),
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false,
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true,
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)}
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</td>
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<td
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class="text-white text-sm sm:text-[1rem] text-end whitespace-nowrap"
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>
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{@html abbreviateNumberWithColor(
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(isGamma ? item?.put_gex : item?.put_dex)?.toFixed(2),
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false,
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true,
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)}
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</td>
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<td
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class="text-white text-sm sm:text-[1rem] text-end whitespace-nowrap"
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>
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{@html abbreviateNumberWithColor(
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(isGamma ? item?.net_gex : item?.net_dex)?.toFixed(2),
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false,
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true,
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)}
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</td>
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<td
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class="text-white text-sm sm:text-[1rem] text-end whitespace-nowrap"
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>
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{#if item?.put_call_ratio <= 1 && item?.put_call_ratio !== null}
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<span class="text-[#00FC50]"
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>{item?.put_call_ratio?.toFixed(2)}</span
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>
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{:else if item?.put_call_ratio > 1 && item?.put_call_ratio !== null}
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<span class="text-[#FF2F1F]"
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>{item?.put_call_ratio?.toFixed(2)}</span
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>
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{:else}
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n/a
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{/if}
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</td>
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</tr>
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{/each}
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</tbody>
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</table>
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</div>
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<UpgradeToPro {data} />
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</div>
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