Expect and update from by-type tick frames
Move to expect and process new by-tick-event frames where the display loop can now just iterate the most recent tick events by type instead of the entire tick history sequence - thus we reduce iterations inside the update loop. Also, go back to use using the detected display's refresh rate (minus 6) as the default feed requested throttle rate since we can now handle much more bursty-ness in display updates thanks to the new framing format B)multi_symbol_input
Tyler Goodlet
parent
1aa9ab03da
commit
03821fdf6f
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@ -23,6 +23,7 @@ graphics update methods via our custom ``pyqtgraph`` charting api.
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'''
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from functools import partial
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import itertools
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from math import floor
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import time
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from typing import Optional, Any, Callable
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@ -60,6 +61,7 @@ from ._forms import (
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)
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from . import _pg_overrides as pgo
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# from ..data._source import tf_in_1s
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from ..data._sampling import _tick_groups
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from .order_mode import (
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open_order_mode,
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OrderMode,
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@ -73,17 +75,6 @@ from .._profile import Profiler
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log = get_logger(__name__)
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# TODO: load this from a config.toml!
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_quote_throttle_rate: int = round(60 * 6/16) # Hz
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# a working tick-type-classes template
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_tick_groups = {
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'clears': {'trade', 'utrade', 'last'},
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'bids': {'bid', 'bsize'},
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'asks': {'ask', 'asize'},
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}
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# TODO: delegate this to each `Flow.maxmin()` which includes
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# caching and further we should implement the following stream based
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@ -580,7 +571,6 @@ def graphics_update_cycle(
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profiler('view incremented')
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ticks_frame = quote.get('ticks', ())
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# frames_by_type: dict[str, dict] = {}
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# lasts = {}
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@ -616,33 +606,6 @@ def graphics_update_cycle(
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log.debug('Skipping prepend graphics cycle: frame not in view')
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return
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# for tick in ticks_frame:
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# price = tick.get('price')
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# ticktype = tick.get('type')
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# # if ticktype == 'n/a' or price == -1:
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# # # okkk..
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# # continue
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# # keys are entered in olded-event-inserted-first order
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# # since we iterate ``ticks_frame`` in standard order
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# # above. in other words the order of the keys is the order
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# # of tick events by type from the provider feed.
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# frames_by_type.setdefault(ticktype, []).append(tick)
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# # overwrites so the last tick per type is the entry
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# lasts[ticktype] = tick
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# from pprint import pformat
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# frame_counts = {
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# typ: len(frame) for typ, frame in frames_by_type.items()
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# }
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# print(
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# f'{pformat(frame_counts)}\n'
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# f'framed: {pformat(frames_by_type)}\n'
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# f'lasts: {pformat(lasts)}\n'
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# )
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# TODO: eventually we want to separate out the utrade (aka
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# dark vlm prices) here and show them as an additional
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# graphic.
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@ -677,9 +640,26 @@ def graphics_update_cycle(
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# to it's max/min on the last pixel.
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typs: set[str] = set()
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# from pprint import pformat
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# frame_counts = {
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# typ: len(frame) for typ, frame in frames_by_type.items()
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# }
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# print(
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# f'{pformat(frame_counts)}\n'
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# f'framed: {pformat(frames_by_type)}\n'
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# f'lasts: {pformat(lasts)}\n'
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# )
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# for typ, tick in lasts.items():
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for tick in ticks_frame:
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typ = tick.get('type')
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# ticks_frame = quote.get('ticks', ())
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ticks_by_type = quote.get('tbt', {})
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# for tick in ticks_frame:
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for typ, ticks in ticks_by_type.items():
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# NOTE: ticks are `.append()`-ed to the `ticks_by_type: dict` by the
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# `._sampling.uniform_rate_send()` loop
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tick = ticks[-1]
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# typ = tick.get('type')
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price = tick.get('price')
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size = tick.get('size')
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@ -1089,6 +1069,9 @@ def multi_maxmin(
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return 0, mx
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_quote_throttle_rate: int = 60 - 6
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async def display_symbol_data(
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godwidget: GodWidget,
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fqsns: list[str],
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@ -1120,8 +1103,15 @@ async def display_symbol_data(
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group_key=True
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)
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# TODO: ctl over update loop's maximum frequency.
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# - load this from a config.toml!
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# - allow dyanmic configuration from chart UI?
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global _quote_throttle_rate
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from ._window import main_window
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display_rate = main_window().current_screen().refreshRate()
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_quote_throttle_rate = floor(display_rate) - 6
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feed: Feed
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# assert len(fqsns) == 2
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async with open_feed(
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fqsns,
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loglevel=loglevel,
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@ -1129,7 +1119,6 @@ async def display_symbol_data(
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# limit to at least display's FPS
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# avoiding needless Qt-in-guest-mode context switches
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tick_throttle=round(_quote_throttle_rate/len(fqsns)),
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# tick_throttle=round(_quote_throttle_rate),
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) as feed:
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