A trading book

<link rel="stylesheet" href="https://cdn.jsdelivr.net/npm/@toclocoinc/lattice-grid@1.27.0/lattice-grid.min.css">

<div id="grid"></div>

<script type="module">
  import React from 'https://esm.sh/react@18';
  import { createRoot } from 'https://esm.sh/react-dom@18/client';
  import { createGrid, registerUnitSystem, defineUnit, createUnitType } from 'https://cdn.jsdelivr.net/npm/@toclocoinc/lattice-grid@1.27.0/lattice-grid.esm.min.js';
  import createLatticeGrid from 'https://cdn.jsdelivr.net/npm/@toclocoinc/lattice-grid@1.27.0/modules/react.esm.min.js';

  const LatticeGrid = createLatticeGrid({ React, createGrid });

  // Money as a unit family of its own: notional reads in auto k£ / M£, price and
  // P&L to the penny.
  registerUnitSystem('gbp', [
    defineUnit('£', 1, ['gbp', 'pound', 'pounds']),
    defineUnit('k£', 1e3, [], { prefix: 'k' }),
    defineUnit('M£', 1e6, [], { prefix: 'M' }),
  ]);

  const dataTypes = {
    money: createUnitType({ system: 'gbp', unit: '£', placement: 'prefix', decimals: 2 }),
    moneyAuto: createUnitType({ system: 'gbp', unit: '£', placement: 'prefix', display: 'auto' }),
  };

  // Shadow columns read another column and report on it: the tick since the last
  // price, the rank by P&L and the change in that rank, and each row's share of
  // the notional total. A running column carries the cumulative P&L down the book.
  const columns = [
    { field: 'instrument', title: 'Instrument', layout: { pin: 'start', width: 120 } },
    { field: 'desk', title: 'Desk', filter: { type: 'set' }, layout: { width: 110 } },
    { field: 'notional', title: 'Notional', type: 'moneyAuto', total: 'sum', layout: { width: 130 } },
    { field: 'price', title: 'Price', type: 'money', layout: { width: 120 } },
    { field: 'spread', title: 'Spread', type: 'number', format: { decimals: 1, suffix: ' bp' }, total: 'median', layout: { width: 120 } },
    { field: 'pnl', title: 'P&L', type: 'money', total: 'sum', layout: { width: 130 } },
    { id: 'moved', title: 'Change', type: 'number', shadow: { of: 'price', kind: 'delta' }, format: { decimals: 4, signed: true }, layout: { width: 120 } },
    { id: 'rank', title: 'Rank', type: 'number', shadow: { of: 'pnl', kind: 'rank' }, layout: { width: 90 } },
    { id: 'climb', title: 'Moved', type: 'number', shadow: { of: 'pnl', kind: 'rankChange' }, format: { signed: true }, layout: { width: 110 } },
    { id: 'share', title: 'Share %', type: 'number', shadow: { of: 'notional', kind: 'shareOfTotal' }, format: { style: 'percent', decimals: 1 }, layout: { width: 110 } },
    { id: 'cum', title: 'Cum. P&L', type: 'money', running: { of: 'pnl', kind: 'total' }, layout: { width: 140 } },
  ];

  const formatting = {
    pnl: [
      { id: 'pnl-neg', when: { op: 'lt', value: 0 }, style: { color: '#a4262c' } },
      { id: 'pnl-top', when: { op: 'topPercent', value: 10 }, style: { background: '#e8f4ed' } },
    ],
    spread: [{ id: 'spread-out', when: { op: 'outlier' }, style: { background: '#fbeceb' } }],
  };

  const rows = [/* instruments, each with a price, its open, a notional and spread */];

  function App() {
    const gridRef = React.useRef(null);

    // A quote feed reaching the live grid through the ref, so Price, P&L and the
    // shadow columns that read them move on the page. A mean-reverting walk keeps
    // price near where it opened rather than drifting off in one direction.
    React.useEffect(() => {
      const grid = gridRef.current.grid;
      const timer = setInterval(() => {
        if (document.hidden) return;
        const update = [];
        for (let n = 0; n < 40; n++) {
          const row = rows[Math.floor(Math.random() * rows.length)];
          if (!row) continue;
          const drift = (row.open - row.price) * 0.06;
          const shock = row.price * (Math.random() - 0.5) * 0.01;
          const next = Math.round((row.price + drift + shock) * 1e4) / 1e4;
          row.price = next;
          row.pnl = Math.round((next / row.open - 1) * row.notional);
          update.push({ id: row.id, price: next, pnl: row.pnl });
        }
        grid.rows.queue({ update });
      }, 120);
      return () => clearInterval(timer);
    }, []);

    return (
      <LatticeGrid
        ref={gridRef}
        rowKey="id"
        highlightOnChange={{ duration: 500 }}
        dataTypes={dataTypes}
        toolPanel={{ side: 'left', panels: ['columns', 'filters', 'statistics'], exportName: 'book' }}
        columns={columns}
        formatting={formatting}
        state={{ sort: [{ col: 'climb', dir: 'desc' }] }}
        rows={rows}
        style={{ height: '540px' }}
      />
    );
  }

  createRoot(document.getElementById('grid')).render(<App />);
</script>