demo D210

A trading book in Web Component

Money units, shadow columns, a running P&L and a live feed, in one grid

createUnitType · shadow · running · statistics

This is a trading book in one grid: money units, shadow columns, a running profit and loss, and a live feed. It shows the statistics and type system working together on a realistic financial screen that keeps updating.

Building…

Loading a live grid…

This is the web component version. A lattice-grid custom element renders the grid with no build step, its configuration set as a property, so it works on a page that has no bundler at all.

The configuration

<link rel="stylesheet" href="https://cdn.latticegrid.dev/lattice-grid@1.107.0/lattice-grid.min.css">

<script type="module">
  import { defineLatticeGrid } from 'https://cdn.latticegrid.dev/lattice-grid@1.107.0/modules/webcomponent.esm.min.js';
  defineLatticeGrid();
</script>

<lattice-grid row-key="id" style="display: block; height: 520px"></lattice-grid>

<script type="module">
  import { registerUnitSystem, createUnitType } from 'https://cdn.latticegrid.dev/lattice-grid@1.107.0/modules/webcomponent.esm.min.js';

  // A money unit family: the pound, with k£ and M£ on the auto ladder. These
  // come from the element's own module, so its columns recognise the types.
  registerUnitSystem('gbp', [
    { symbol: '£',  factor: 1,   aliases: ['gbp'], binary: false, prefix: null, auto: true },
    { symbol: 'k£', factor: 1e3, aliases: [],      binary: false, prefix: 'k',  auto: true },
    { symbol: 'M£', factor: 1e6, aliases: [],      binary: false, prefix: 'M',  auto: true },
  ]);
  const money     = createUnitType({ system: 'gbp', unit: '£', placement: 'prefix', decimals: 2 });
  const moneyAuto = createUnitType({ system: 'gbp', unit: '£', placement: 'prefix', display: 'auto' });

  const grid = document.querySelector('lattice-grid');
  grid.config = {
    highlightOnChange: { duration: 500 },
    dataTypes: { money, moneyAuto },
    toolPanel: { side: 'left', panels: ['columns', 'filters', 'statistics'] },
    columns: [
      { field: 'instrument', title: 'Instrument', layout: { pin: 'start', width: 120 } },
      { field: 'desk', title: 'Desk', filter: { type: 'set' } },
      { field: 'notional', title: 'Notional', type: 'moneyAuto', total: 'sum' },
      { field: 'price', title: 'Price', type: 'money' },
      { field: 'spread', title: 'Spread', type: 'number', format: { decimals: 1, suffix: ' bp' }, total: 'median' },
      { field: 'pnl', title: 'P&L', type: 'money', total: 'sum' },
      // Shadow and running columns, maintained by the grid as the book moves.
      { id: 'moved', title: 'Change',   shadow: { of: 'price', kind: 'delta' }, type: 'number', format: { signed: true } },
      { id: 'rank',  title: 'Rank',     shadow: { of: 'pnl', kind: 'rank' }, type: 'number' },
      { id: 'climb', title: 'Moved',    shadow: { of: 'pnl', kind: 'rankChange' }, type: 'number', format: { signed: true } },
      { id: 'share', title: 'Share %',  shadow: { of: 'notional', kind: 'shareOfTotal' }, type: 'number', format: { style: 'percent', decimals: 1 } },
      { id: 'cum',   title: 'Cum. P&L', running: { of: 'pnl', kind: 'total' }, type: 'money' },
    ],
    formatting: {
      pnl: [{ when: { op: 'lt', value: 0 }, style: { color: '#a4262c' } }],
    },
    state: { sort: [{ col: 'climb', dir: 'desc' }] },
  };
  grid.rows = rows;  // trading book records
</script>