Added NATS server and frontend code to connect to it

2022-03-20 22:31:55 -04:00
parent ccb95980c0
commit 174e66e36d
17 changed files with 220 additions and 17 deletions
@@ -0,0 +1,44 @@
+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;
@@ -0,0 +1,15 @@
+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;
@@ -0,0 +1,33 @@
+* {
+  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;
+  }
@@ -0,0 +1,13 @@
+<!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>
@@ -0,0 +1,17 @@
+import redraw from './redraw.js';
+import state from './state.js';
+import x from './behaviors.js';
+
+
+// bootstrap initial state:
+
+
+redraw();
+
+
+/*  TODO  */
+/*
+* 
+
+
+*/
@@ -0,0 +1,18 @@
+/*
+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.
+        })
+      })
+    })
+  }
@@ -0,0 +1,7 @@
+// global PubSub instance:
+import PubSub from 'PubSubJS';
+
+const pubsub = PubSub();
+export const {pub, sub, unsub} = pubsub;
+
+export default pubsub;
@@ -0,0 +1,10 @@
+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;
@@ -0,0 +1,22 @@
+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;