319 lines
9.3 KiB
Svelte
319 lines
9.3 KiB
Svelte
<script lang="ts">
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import { abbreviateNumber } from "$lib/utils";
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import {
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swapComponent,
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stockTicker,
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screenWidth,
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getCache,
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setCache,
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} from "$lib/store";
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import InfoModal from "$lib/components/InfoModal.svelte";
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import { Chart } from "svelte-echarts";
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import { init, use } from "echarts/core";
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import { ScatterChart } from "echarts/charts";
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import { GridComponent, TooltipComponent } from "echarts/components";
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import { CanvasRenderer } from "echarts/renderers";
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export let data: any; // Add type for `data` if possible
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use([ScatterChart, GridComponent, TooltipComponent, CanvasRenderer]);
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let isLoaded = false;
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const tabs = [{ title: "Effective Date" }, { title: "Expiration Date" }];
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let activeIdx = 0;
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function changeTab(index: number) {
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activeIdx = index;
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optionsData = getPlotOptions(
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activeIdx === 0 ? "effectiveDate" : "expirationDate",
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);
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}
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let rawData: any[] = [];
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let optionsData: any;
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let avgNotionalAmount: number | undefined;
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let avgNotionalQuantity: number | undefined;
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function getPlotOptions(state: "effectiveDate" | "expirationDate") {
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const combinedData = rawData?.map((item) => ({
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date:
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state === "effectiveDate"
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? item["Effective Date"]
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: item["Expiration Date"],
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notionalAmount: item["Notional amount-Leg 1"],
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notionalQuantity: item["Total notional quantity-Leg 1"],
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}));
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// Group data by date and sum the values
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const groupedData = combinedData.reduce(
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(acc, curr) => {
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const { date, notionalAmount, notionalQuantity } = curr;
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if (acc[date]) {
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acc[date].notionalAmount += notionalAmount;
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acc[date].notionalQuantity += notionalQuantity;
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} else {
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acc[date] = {
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date,
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notionalAmount,
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notionalQuantity,
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};
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}
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return acc;
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},
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{} as Record<string, any>,
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);
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const result = Object.values(groupedData);
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result?.sort(
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(a, b) => new Date(a?.date).getTime() - new Date(b?.date).getTime(),
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);
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const dates = result?.map((item) => item?.date);
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const notionalAmount = result?.map((item) => item?.notionalAmount);
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const notionalQuantity = result?.map((item) => item?.notionalQuantity);
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const totalNotionalAmount = notionalAmount?.reduce(
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(acc, item) => acc + item,
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0,
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);
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avgNotionalAmount = totalNotionalAmount / notionalAmount?.length;
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const totalNotionalQuantity = notionalQuantity?.reduce(
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(acc, item) => acc + item,
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0,
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);
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avgNotionalQuantity = totalNotionalQuantity / notionalQuantity?.length;
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const option = {
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silent: true,
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tooltip: {
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trigger: "axis",
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hideDelay: 100,
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},
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animation: false,
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grid: {
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left: "3%",
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right: "3%",
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bottom: "0%",
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top: "10%",
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containLabel: true,
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},
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xAxis: {
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type: "category",
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boundaryGap: false,
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data: dates,
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axisLabel: {
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color: "#fff",
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},
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},
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yAxis: [
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{
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type: "value",
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splitLine: {
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show: false,
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},
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axisLabel: {
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show: false,
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},
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},
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{
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type: "value",
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splitLine: {
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show: false,
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},
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position: "right",
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axisLabel: {
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show: false,
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},
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},
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],
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series: [
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{
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name: "Notional Amount",
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type: "scatter",
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data: dates?.map((date, index) => [date, notionalAmount[index]]),
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itemStyle: {
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color: "#8F54F4",
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},
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},
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{
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name: "Notional Quantity",
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type: "scatter",
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data: dates?.map((date, index) => [date, notionalQuantity[index]]),
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yAxisIndex: 1,
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itemStyle: {
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color: "#fff",
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},
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},
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],
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};
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return option;
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}
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async function getSwapData(ticker: string) {
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const cachedData = getCache(ticker, "getSwapData");
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if (cachedData) {
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rawData = cachedData;
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} else {
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try {
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const postData = { ticker, path: "swap-ticker" };
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const response = await fetch("/api/ticker-data", {
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method: "POST",
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headers: {
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"Content-Type": "application/json",
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},
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body: JSON.stringify(postData),
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});
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if (!response.ok) throw new Error("API request failed");
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rawData = await response.json();
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setCache(ticker, rawData, "getSwapData");
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} catch (error) {
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console.error("Failed to fetch swap data:", error);
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rawData = [];
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}
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}
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$swapComponent = rawData?.length !== 0; // Correct the use of `$`
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}
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$: if ($stockTicker && typeof window !== "undefined") {
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isLoaded = false;
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activeIdx = 0;
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getSwapData($stockTicker).then(() => {
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optionsData = getPlotOptions("effectiveDate");
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isLoaded = true;
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});
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}
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$: charNumber = $screenWidth < 640 ? 20 : 40;
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</script>
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<section class="overflow-hidden text-white h-full pb-8">
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<main class="overflow-hidden">
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<div class="flex flex-row items-center">
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<label
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for="swapInfo"
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class="mr-1 cursor-pointer flex flex-row items-center text-white text-xl sm:text-3xl font-bold"
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>
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Swap Data
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</label>
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<InfoModal
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title={"Swap Data"}
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content={"Swaps in the stock market are derivative contracts to exchange cash flows or assets, used for risk management, speculation, and enhancing market liquidity."}
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id={"swapInfo"}
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/>
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</div>
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{#if isLoaded}
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{#if rawData?.length !== 0}
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<div class="w-full flex flex-col items-start">
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<div class="text-white text-[1rem] mt-2 mb-2 w-full">
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The swap data from the past 100 days shows an average notional
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amount of {abbreviateNumber(avgNotionalAmount, true)} and an average
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notional quantity of {abbreviateNumber(avgNotionalQuantity)}.
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</div>
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</div>
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<div class="pb-2 rounded-md bg-default">
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<div
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class="bg-secondary w-fit relative flex flex-wrap items-center justify-center rounded-md p-1 mt-4"
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>
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{#each tabs as item, i}
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<button
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on:click={() => changeTab(i)}
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class="group relative z-1 rounded-full px-3 py-1 {activeIdx ===
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i
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? 'z-0'
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: ''} "
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>
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{#if activeIdx === i}
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<div class="absolute inset-0 rounded-md bg-[#fff]"></div>
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{/if}
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<span class="relative text-sm block duration-200 text-white">
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{item.title}
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</span>
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</button>
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{/each}
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</div>
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<div class="app w-full h-[300px] mt-5">
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<Chart {init} options={optionsData} class="chart" />
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</div>
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</div>
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<div
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class="flex flex-row items-center justify-between mx-auto mt-5 w-full sm:w-11/12"
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>
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<div
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class="mt-3.5 sm:mt-0 flex flex-col sm:flex-row items-center ml-3 sm:ml-0 w-1/2 justify-center"
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>
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<div
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class="h-full transform -translate-x-1/2"
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aria-hidden="true"
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></div>
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<div
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class="w-3 h-3 bg-[#8F54F4] border-4 box-content border-[#27272A] rounded-full transform sm:-translate-x-1/2"
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aria-hidden="true"
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></div>
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<span
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class="mt-2 sm:mt-0 text-white text-center sm:text-start text-xs sm:text-md inline-block"
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>
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Notional Amount
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</span>
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</div>
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<div
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class="flex flex-col sm:flex-row items-center ml-3 sm:ml-0 w-1/2 justify-center"
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>
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<div
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class="h-full transform -translate-x-1/2"
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aria-hidden="true"
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></div>
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<div
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class="w-3 h-3 bg-[#fff] border-4 box-content border-[#27272A] rounded-full transform sm:-translate-x-1/2"
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aria-hidden="true"
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></div>
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<span
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class="mt-2 sm:mt-0 text-white text-xs sm:text-md sm: inline-block"
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>
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Notional Quantity
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</span>
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</div>
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</div>
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{/if}
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{:else}
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<div class="flex justify-center items-center h-80">
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<div class="relative">
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<label
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class="bg-secondary rounded-md h-14 w-14 flex justify-center items-center absolute top-1/2 left-1/2 transform -translate-x-1/2 -translate-y-1/2"
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>
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<span class="loading loading-spinner loading-md text-gray-400"
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></span>
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</label>
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</div>
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</div>
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{/if}
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</main>
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</section>
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<style>
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.app {
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height: 300px;
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max-width: 100%; /* Ensure chart width doesn't exceed the container */
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}
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@media (max-width: 640px) {
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.app {
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height: 210px;
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}
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}
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.chart {
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width: 100%;
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}
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</style>
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