Creating kdb+ Trader Dashboards

kdb+ Trader Dashboards

Trader Screens typically fall into 4 categories:

1. Context – News / Prices
2. Action – Change algo config or execute trades.
3. Position – Current Net position, 5 min PnL
4. Trades

Pulse is a tool for real-time data visualization that allows you to create and share real-time interactive dashboards with your team.
It is particular well suited for displaying real-time trade blotters, price graphs or any context/position data for traders.

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Add kdb+ Server Connection

To add a connection goto Connections->"Add Data Connection" and fill in your details.
You can try clicking test to see if the connection works before adding it.

Populating the Tables

Copy and Paste the below code into the SQL Editor and press "Send Query":

// random helpers //r:{{ abs ((1664525*x)+1013904223) mod 4294967296}\[y-1;x]}; // deterministic random r:{y?100200}; walk:{[r;seed;n] prds (100+((r[seed;n]) mod 11)-5)%100}[r;;]; genTrade:{ [c] choose:{[r;c;vals] vals@r[13;c] mod count vals}[r;c;]; rn:{[r;c;n] v:n*((r[22;c] mod 9999)%9999); $[7h=abs type n;`long$v;v]}[r;c;]; // Column contents sym:`OKTA`TWLO`TTD`DOCU`NFLX`GOOG`AMZN`TSLA`AAPL`BABA`BRK.A`JPM`JNJ`FB`MSFT; symToPrice:sym!269.98 385.24 718.86 231.93 546.54 2297.76 399.44 739.78 134.16 235.6 409250. 153.3 162.24 306.18 260.74; symToName:sym!name:`$("Okta";"Twilio";"Trade Desk";"Docusign";"Netflix";"Google";"Amazon";"Tesla";"Apple";"Alibaba";"Berkshire Hathaway";"JPMorgan Chase";"Johnson & Johnson";"Facebook";"Microsoft"); status:`$("Pending";"Partially Filled";"Partially Cancelled";"Filled";"Ready";"Pending Cancel";"New"); destination:`NASDAQ`LSE`LSE; orderType:`TWAP`VWAP`LIMIT`Market`Sweeper`MinImpact`Iceberg; t:([] time:c#.z.t; choose sym; choose status; quantity:rn 40000; choose destination; choose orderType; percent:10*rn 10; pnl:rn 3000.0 ); t:update price:(symToPrice sym)*walk[first i;count i] by sym from t; t:reverse update name:symToName sym,avgPrice:avg price by sym from t; t}; // delete from `trades; .z.ts:{ `trades insert genTrade 2 + rand 2 }; system "t 500"; // -10 sublist trades // "," sv string cols trades // delete hist from `.; genTradeHist:{`date xcols update date:x,time:08:00+asc y?10:00t from genTrade y}; {`hist insert genTradeHist[.z.d-x; 10200]} each 1+til 7;

You can run "-10 sublist trade" to check the data is there:

1. Make sure your data source is selected
2. Enter your SQL query, click save or highlight all text and press ctrl+E
3. Highlight -10 sublist trades and press Ctrl+E to run only that code

Real-Time Trade Blotter

First make sure you are in design-mode else click the toggle at the top of the dashboard. This should add a top panel that allows you to add components.

1. Click Time-Series to add that chart
2. Make sure your data source is selected
3. Enter your SQL query, click save or press ctrl+E
4. Set the column formatters

`time xdesc select time,sym,status,quantity,destination,orderType, percent_SD_DATABAR:percent%100, pnl,price,name from trades where i>max[i]-700

Historic Trade Blotter

Copy existing real-time dashboard to get the same formatting. Then add the form components and update the query.

1. Click "User Form" to add a user form to the dashboard. Then move and resize it as you want
2. Within the Form Editor, click Add Component for the type of user input you want
3. Once the component is added, you can edit it in the "Component Editor". Shown in the image is the numeric editor.
   The dropdown/select editors allow specifying a hardcoded list of values or a dynamic SQL query
4. Set the keys that you want in the form, so that you can use them in your query

Add a user form component for each of these:

asc select distinct sym from hist // sym filter - dropdown // date picker asc select distinct orderType from hist // orderType - checkbox // size - quantity>((mySize)) // submit button?

Select values for each input. Then update the query to:

select date,time,sym,status,quantity,destination, orderType,percent_sd_databar:percent%100,price,name from hist where date=((myDate1)) ,sym=`$((mySym)) ,orderType in `$((myOT)) ,quantity>((mySize))

Price Graphs

1. Click "Time Series" to add a time-series chart.
2. Enter `time xasc select time,price from trades where sym=`FB to plot a single series.
3. Enter `time xasc (uj/) {(`time,x) xcol 1!select time,price from trades where sym=x} each `FB`MSFT to plot multiple series in one chart.

1. Click "Table" to add a new table component
2. Update the query to below:

delete d from update price_SD_BG:?[d>0;`green;?[d<0;`red;`]], dir_SD_HTML:?[d>0;`$"<img src='http://timestored.com/a/up.png' />";?[d<0;`;`]] from select last price,d:last[price]-last prev price,last time by sym from trades

Thanks for watching our demo. Please download Pulse to give it a try for yourself.