Added NATS server and frontend code to connect to it

frontend/.gitignore

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+# ---> Node
+# Logs
+logs
+*.log
+npm-debug.log*
+yarn-debug.log*
+yarn-error.log*
+lerna-debug.log*
+
+# Diagnostic reports (https://nodejs.org/api/report.html)
+report.[0-9]*.[0-9]*.[0-9]*.[0-9]*.json
+
+# Runtime data
+pids
+*.pid
+*.seed
+*.pid.lock
+
+# Directory for instrumented libs generated by jscoverage/JSCover
+lib-cov
+
+# Coverage directory used by tools like istanbul
+coverage
+*.lcov
+
+# nyc test coverage
+.nyc_output
+
+# Grunt intermediate storage (https://gruntjs.com/creating-plugins#storing-task-files)
+.grunt
+
+# Bower dependency directory (https://bower.io/)
+bower_components
+
+# node-waf configuration
+.lock-wscript
+
+# Compiled binary addons (https://nodejs.org/api/addons.html)
+build/Release
+
+# Dependency directories
+node_modules/
+jspm_packages/
+
+# TypeScript v1 declaration files
+typings/
+
+# TypeScript cache
+*.tsbuildinfo
+
+# Optional npm cache directory
+.npm
+
+# Optional eslint cache
+.eslintcache
+
+# Microbundle cache
+.rpt2_cache/
+.rts2_cache_cjs/
+.rts2_cache_es/
+.rts2_cache_umd/
+
+# Optional REPL history
+.node_repl_history
+
+# Output of 'npm pack'
+*.tgz
+
+# Yarn Integrity file
+.yarn-integrity
+
+# dotenv environment variables file
+.env
+.env.test
+
+# parcel-bundler cache (https://parceljs.org/)
+.cache
+.parcel-cache
+
+# Next.js build output
+.next
+
+# Nuxt.js build / generate output
+.nuxt
+dist
+
+# Gatsby files
+.cache/
+# Comment in the public line in if your project uses Gatsby and not Next.js
+# https://nextjs.org/blog/next-9-1#public-directory-support
+# public
+
+# vuepress build output
+.vuepress/dist
+
+# Serverless directories
+.serverless/
+
+# FuseBox cache
+.fusebox/
+
+# DynamoDB Local files
+.dynamodb/
+
+# TernJS port file
+.tern-port
+
+# Stores VSCode versions used for testing VSCode extensions
+.vscode-test
+

frontend/package.json

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+{
+  "name": "calendar-optimizer",
+  "version": "1.0.0",
+  "description": "Options Calendar-spread optimizer, based on projected underlying price range and IV smiles at different expiries.",
+  "source": "src/index.html",
+  "scripts": {
+    "test": "echo \"Error: no test specified\" && exit 1"
+  },
+  "repository": {
+    "type": "git",
+    "url": "https://git.sakal.us/brian/calendar-optimizer.git"
+  },
+  "keywords": [],
+  "author": "",
+  "license": "ISC",
+  "dependencies": {
+    "PubSubJS": "^0.0.3",
+    "incremental-dom": "^0.7.0",
+    "nanoid": "^3.3.1",
+    "nats.ws": "^1.7.2"
+  },
+  "devDependencies": {
+    "parcel": "^2.3.2"
+  }
+}

frontend/src/behaviors.js

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+import {pub, sub} from './pubsub.js';
+import state from './state.js';
+import redraw from './redraw.js';
+
+// "raw" event listeners, which publish meaningful events, which are listened-to further-down:
+// ...
+
+  
+// "meaningful" event listeners:
+//sub('set-current-node', (node_vm)=>{
+//  state.current_node_vm = node_vm;
+//  redraw();
+//  });
+
+// connect to NATS thru WebSockets:
+import { connect, StringCodec } from "nats.ws";
+const strcodec = StringCodec();
+const init_nats = async function(){
+  const nc = await connect({servers: "ws://localhost:4223"});
+  console.log(nc);
+  
+  (async ()=>{
+    const sub =  nc.subscribe('price');
+    for await (const msg of sub){
+      console.log(`[${sub.getProcessed()}]: ${strcodec.decode(msg.data)}`);
+      }
+    })();
+  (async ()=>{
+    const sub = nc.subscribe('close');
+    for await (const msg of sub){
+      nc.close();
+      console.log('closed!');
+      break;
+      }
+    })();
+  
+  nc.publish('price', strcodec.encode('4.23'));
+  nc.publish('price', strcodec.encode('5.00'));
+  //nc.close();
+  };
+init_nats()
+
+
+export default null;

frontend/src/components/App.js

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+import {elementOpen as o, elementClose as c, text as t} from 'incremental-dom';
+import state from '../state.js';
+import {pub} from '../pubsub.js';
+
+
+const App = ()=>{
+  o('div', null, null,
+      'id', 'header');
+    o('h1');
+      t('Options Calendar-Spread Optimizer');
+    c('h1');
+  c('div');
+  }
+
+export default App;

frontend/src/index.css

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+* {
+  box-sizing: border-box;
+  }
+
+.node, .node > .content, .node > .node-children-container {
+  display: inline-block;
+  width: min-content;
+  }
+
+.node {
+  margin-top: 5px;
+  margin-bottom: 5px;
+  }
+
+.node > .content {
+  box-shadow: rgba(0, 0, 0, 0.24) 0px 3px 8px;
+  }
+.node[currently-selected-node] > .content {
+  /* background-color: #7ea6fc; */
+  box-shadow: rgba(0, 0, 0, 0.25) 0px 54px 55px, rgba(0, 0, 0, 0.12) 0px -12px 30px, rgba(0, 0, 0, 0.12) 0px 4px 6px, rgba(0, 0, 0, 0.17) 0px 12px 13px, rgba(0, 0, 0, 0.09) 0px -3px 5px;
+  }
+
+.node > .content > textarea {
+  background: transparent;
+  resize: none;
+  width: 80em;
+  outline: none;
+  border: none;
+  }
+
+.node > .node-children-container {
+  margin-left: 5em;
+  }

frontend/src/index.html

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+<!doctype html>
+<html>
+    <head>
+        <meta charset="utf-8" />
+        <meta name="viewport" content="width=device-width, initial-scale=1" />
+        <title>Calendar Optimizer</title>
+        <link rel="stylesheet" href="index.css"></link>
+    </head>
+    <body>
+        <script type='module' src="index.js"></script>
+        <div id="root"></div>
+    </body>
+</html>

frontend/src/index.js

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+import redraw from './redraw.js';
+import state from './state.js';
+import x from './behaviors.js';
+
+
+// bootstrap initial state:
+
+
+redraw();
+
+
+/*  TODO  */
+/*
+* 
+
+
+*/

frontend/src/procedures.js

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+/*
+Collect contiguous ranges. These are where the underlying is expected to be at the front-month.
+For each strike in the contiguous ranges, collect all front-month/back-month combinations
+For each of these front-month/back-month combinations, calculate PNL (by %-return) assuming the underlying is at each strike in the contiguous ranges
+For each of these potential underlying close-prices, choose the best front-month/back-month combo.
+For each ...
+*/
+
+export const calculateBestCombinationOfCalendars(){
+  let cheapest = null;
+  front_months.forEach(front_month=>{
+    front_month.ranges.forEach(range=>{
+      range.back_months.forEach(back_month=>{
+        // begin by making a calendar at every available strike in the range.
+        })
+      })
+    })
+  }

frontend/src/pubsub.js

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+// global PubSub instance:
+import PubSub from 'PubSubJS';
+
+const pubsub = PubSub();
+export const {pub, sub, unsub} = pubsub;
+
+export default pubsub;

frontend/src/redraw.js

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+import {patch} from 'incremental-dom';
+import App from './components/App.js';
+
+export const redraw = ()=>{
+  const root = document.getElementById('root');
+
+  patch(root, App);
+  }
+
+export default redraw;

frontend/src/state.js

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+const someFn = null;
+const state = {
+  front_months: { // front months, i.e. calendar expiry, at which the user has an opinion on where the underlying price may be
+    "2022-03-11": {
+      underlying_ranges: [ // underlying-price ranges, at which the user thinks the underlying price may be, at expiry (i.e. front-month)
+        {
+          from: 300,
+          to: 400,
+          back_months: { // back months, for which the user has an opinion on what the IV-smile will look like, given that the underying price is within range
+            "2022-04-17": {
+              iv_fn: someFn  // signature: (underlying_price, strike_price, dte); the function internally stores the shape of the IV-smile as a function of percentage-diff-between-underlying-and-strike, so that the function can be run for any underlying value in the range, and of course any strike.
+              }
+            }
+          }
+        ]
+      }
+    }
+  }
+
+
+
+export default state;