commit
0faec1537e
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@ -301,7 +301,7 @@ async def poll_tickers(
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client: Client, tickers: [str],
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q: trio.Queue,
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rate: int = 5, # 200ms delay between quotes
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time_cached: bool = True, # only deliver "new" quotes to the queue
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diff_cached: bool = True, # only deliver "new" quotes to the queue
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) -> None:
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"""Stream quotes for a sequence of tickers at the given ``rate``
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per second.
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@ -323,13 +323,14 @@ async def poll_tickers(
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if quote['delay'] > 0:
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log.warning(f"Delayed quote:\n{quote}")
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if time_cached: # if cache is enabled then only deliver "new" changes
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if diff_cached:
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# if cache is enabled then only deliver "new" changes
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symbol = quote['symbol']
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last = _cache.setdefault(symbol, {})
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timekey = 'lastTradeTime'
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if quote[timekey] != last.get(timekey):
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new = set(quote.items()) - set(last.items())
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if new:
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log.info(
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f"New quote {quote['symbol']} @ {quote[timekey]}")
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f"New quote {quote['symbol']}:\n{new}")
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_cache[symbol] = quote
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payload.append(quote)
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else:
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@ -342,7 +343,8 @@ async def poll_tickers(
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delay = sleeptime - proc_time
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if delay <= 0:
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log.warn(f"Took {proc_time} seconds for processing quotes?")
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await trio.sleep(delay)
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else:
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await trio.sleep(delay)
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async def api(methname: str, **kwargs) -> dict:
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@ -9,12 +9,18 @@ def humanize(number):
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"""Convert large numbers to something with at most 3 digits and
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a letter suffix (eg. k: thousand, M: million, B: billion).
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"""
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if number <= 0:
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try:
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float(number)
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except ValueError:
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return 0
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if not number or number <= 0:
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return number
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mag2suffix = {3: 'k', 6: 'M', 9: 'B'}
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mag = math.floor(math.log(number, 10))
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if mag < 3:
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return number
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maxmag = max(itertools.takewhile(lambda key: mag >= key, mag2suffix))
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return "{:.3f}{}".format(number/10**maxmag, mag2suffix[maxmag])
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return "{:.2f}{}".format(number/10**maxmag, mag2suffix[maxmag])
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def percent_change(init, new):
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@ -5,11 +5,14 @@ Launch with ``piker watch <watchlist name>``.
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(Currently there's a bunch of QT specific stuff in here)
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"""
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from itertools import chain
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from functools import partial
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import trio
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from kivy.uix.boxlayout import BoxLayout
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from kivy.uix.gridlayout import GridLayout
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from kivy.uix.stacklayout import StackLayout
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from kivy.uix.button import Button
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from kivy.uix.label import Label
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from kivy.uix.scrollview import ScrollView
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from kivy.lang import Builder
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from kivy import utils
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@ -38,79 +41,75 @@ def colorcode(name):
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return _colors[name if name else 'gray']
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_bs = 3 # border size
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_color = [0.13]*3 # nice shade of gray
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_kv = (f'''
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#:kivy 1.10.0
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<Cell>
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font_size: 18
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text_size: self.size
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size: self.texture_size
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font_size: '20'
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color: {colorcode('gray')}
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# size_hint_y: None
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font_color: {colorcode('gray')}
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font_name: 'Roboto-Regular'
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# height: 50
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# width: 50
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background_color: [0]*4
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background_color: [0.13]*3 + [1]
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background_normal: ''
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valign: 'middle'
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halign: 'center'
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outline_color: [0.1]*4
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canvas.before:
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Color:
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rgb: [0.08]*4
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Rectangle:
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pos: self.pos
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size: self.size
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<HeaderCell>
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# bold: True
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font_size: '20'
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font_size: 20
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background_color: [0]*4
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canvas.before:
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Color:
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rgb: [0.13]*4
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Rectangle:
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rgb: {_color}
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BorderImage: # use a fixed size border
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pos: self.pos
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size: self.size
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# RoundedRectangle:
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# pos: self.pos
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# size: self.size
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# radius: [8,]
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size: [self.size[0] - {_bs}, self.size[1]]
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# 0s are because the containing TickerTable already has spacing
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border: [0, {_bs} , 0, {_bs}]
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<TickerTable>
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spacing: '5dp'
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spacing: '{_bs}dp'
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row_force_default: True
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row_default_height: 75
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cols: 1
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<BidAskLayout>
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spacing: [{_bs}, 0]
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<Row>
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minimum_height: 200 # should be pulled from Cell text size
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minimum_width: 200
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row_force_default: True
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row_default_height: 75
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# minimum_height: 200 # should be pulled from Cell text size
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# minimum_width: 200
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# row_force_default: True
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# row_default_height: 75
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outline_color: [.7]*4
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''')
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# Questrade key conversion
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# Questrade key conversion / column order
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_qt_keys = {
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# 'symbol': 'symbol', # done manually in qtconvert
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'symbol': 'symbol', # done manually in qtconvert
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'%': '%',
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'lastTradePrice': 'last',
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'askPrice': 'ask',
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'bidPrice': 'bid',
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'lastTradeSize': 'last size',
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'bidSize': 'bid size',
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'askSize': 'ask size',
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'lastTradeSize': 'size',
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'bidSize': 'bsize',
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'askSize': 'asize',
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'VWAP': ('VWAP', partial(round, ndigits=3)),
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'volume': ('vol', humanize),
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'VWAP': ('VWAP', "{:.3f}".format),
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'high52w': 'high52w',
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'mktcap': ('mktcap', humanize),
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'openPrice': 'open',
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'lowPrice': 'low',
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'highPrice': 'high',
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'low52w': 'low52w',
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'high52w': 'high52w',
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# "lastTradePriceTrHrs": 7.99,
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# "lastTradeTick": "Equal",
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# "lastTradeTime": "2018-01-30T18:28:23.434000-05:00",
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# 'low52w': 'low52w',
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'lowPrice': 'low day',
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'openPrice': 'open',
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# "symbolId": 3575753,
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# "tier": "",
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# 'isHalted': 'halted',
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@ -128,19 +127,25 @@ def qtconvert(
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and the second is the same but with all values converted to a
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"display-friendly" string format.
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"""
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last = quote['lastTradePrice']
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symbol = quote['symbol']
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if symbol_data: # we can only compute % change from symbols data
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previous = symbol_data[quote['symbol']]['prevDayClosePrice']
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change = percent_change(previous, quote['lastTradePrice'])
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previous = symbol_data[symbol]['prevDayClosePrice']
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change = percent_change(previous, last)
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share_count = symbol_data[symbol].get('outstandingShares', None)
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mktcap = share_count * last if share_count else 'NA'
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else:
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change = 0
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new = {
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computed = {
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'symbol': quote['symbol'],
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'%': round(change, 3)
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'%': round(change, 3),
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'mktcap': mktcap,
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}
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displayable = new.copy()
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new = {}
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displayable = {}
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for key, new_key in keymap.items():
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display_value = value = quote[key]
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display_value = value = quote.get(key) or computed.get(key)
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# API servers can return `None` vals when markets are closed (weekend)
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value = 0 if value is None else value
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@ -162,10 +167,11 @@ class HeaderCell(Button):
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def on_press(self, value=None):
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# clicking on a col header indicates to rows by this column
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# in `update_quotes()`
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table = self.row.table
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if self.row.is_header:
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self.row.table.sort_key = self.key
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table.sort_key = self.key
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last = self.row.table.last_clicked_col_cell
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last = table.last_clicked_col_cell
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if last and last is not self:
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last.underline = False
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last.bold = False
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@ -174,7 +180,9 @@ class HeaderCell(Button):
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self.underline = True
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self.bold = True
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# mark this cell as the last
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self.row.table.last_clicked_col_cell = self
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table.last_clicked_col_cell = self
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# sort and render the rows immediately
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self.row.table.render_rows(table.quote_cache)
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# allow highlighting of row headers for tracking
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elif self.is_header:
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@ -184,11 +192,62 @@ class HeaderCell(Button):
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self.background_color = self.color
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class Cell(Label):
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"""Data cell label.
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class Cell(Button):
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"""Data cell.
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"""
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class BidAskLayout(StackLayout):
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"""Cell which houses three buttons containing a last, bid, and ask in a
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single unit oriented with the last 2 under the first.
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"""
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def __init__(self, values, header=False, **kwargs):
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super(BidAskLayout, self).__init__(orientation='lr-tb', **kwargs)
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assert len(values) == 3, "You can only provide 3 values: last,bid,ask"
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self._keys2cells = {}
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cell_type = HeaderCell if header else Cell
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top_size = cell_type().font_size
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small_size = top_size - 5
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top_prop = 0.7
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bottom_prop = 1 - top_prop
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for (key, size_hint, font_size), value in zip(
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[('last', (1, top_prop), top_size),
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('bid', (0.5, bottom_prop), small_size),
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('ask', (0.5, bottom_prop), small_size)],
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values
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):
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cell = cell_type(
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text=str(value),
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size_hint=size_hint,
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width=self.width/2 - 3,
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font_size=font_size
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)
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self._keys2cells[key] = cell
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cell.key = value
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cell.is_header = header
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setattr(self, key, cell)
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self.add_widget(cell)
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# should be assigned by referrer
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self.row = None
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def get_cell(self, key):
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return self._keys2cells[key]
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@property
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def row(self):
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return self.row
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@row.setter
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def row(self, row):
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for cell in self.cells:
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cell.row = row
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@property
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def cells(self):
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return [self.last, self.bid, self.ask]
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class Row(GridLayout):
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"""A grid for displaying a row of ticker quote data.
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@ -205,12 +264,40 @@ class Row(GridLayout):
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self.table = table
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self.is_header = is_header_row
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# create `BidAskCells` first
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bidasks = {
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'last': ['bid', 'ask'],
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'size': ['bsize', 'asize']
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}
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ba_cells = {}
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layouts = {}
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for key, children in bidasks.items():
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layout = BidAskLayout(
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[record[key]] + [record[child] for child in children],
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header=is_header_row
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)
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layout.row = self
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layouts[key] = layout
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for i, child in enumerate([key] + children):
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ba_cells[child] = layout.cells[i]
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children_flat = list(chain.from_iterable(bidasks.values()))
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self._cell_widgets.update(ba_cells)
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# build out row using Cell labels
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for (key, val) in record.items():
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header = key in headers
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cell = self._append_cell(val, header=header)
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self._cell_widgets[key] = cell
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cell.key = key
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# handle bidask cells
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if key in layouts:
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self.add_widget(layouts[key])
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elif key in children_flat:
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# these cells have already been added to the `BidAskLayout`
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continue
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else:
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cell = self._append_cell(val, header=header)
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cell.key = key
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self._cell_widgets[key] = cell
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def get_cell(self, key):
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return self._cell_widgets[key]
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@ -224,22 +311,35 @@ class Row(GridLayout):
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cell = celltype(text=str(text))
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cell.is_header = header
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cell.row = self
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# don't bold the header row
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if header and self.is_header:
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cell.bold = False
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self.add_widget(cell)
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return cell
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def update(self, record, displayable):
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# color changed field values
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for key, val in record.items():
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# logic for cell text coloring: up-green, down-red
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if self._last_record[key] < val:
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color = colorcode('forestgreen')
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elif self._last_record[key] > val:
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color = colorcode('red2')
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else:
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color = colorcode('gray')
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cell = self.get_cell(key)
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cell.text = str(displayable[key])
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cell.color = color
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self._last_record = record
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class TickerTable(GridLayout):
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"""A grid for displaying ticker quote records as a table.
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"""
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def __init__(self, sort_key='%', **kwargs):
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def __init__(self, sort_key='%', quote_cache={}, **kwargs):
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super(TickerTable, self).__init__(**kwargs)
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self.symbols2rows = {}
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self.sort_key = sort_key
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self.quote_cache = quote_cache
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# for tracking last clicked column header cell
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self.last_clicked_col_cell = None
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@ -252,6 +352,16 @@ class TickerTable(GridLayout):
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self.add_widget(row)
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return row
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def render_rows(self, pairs: (dict, Row), sort_key: str = None):
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"""Sort and render all rows on the ticker grid from ``pairs``.
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"""
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self.clear_widgets()
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sort_key = sort_key or self.sort_key
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for data, row in reversed(
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sorted(pairs.values(), key=lambda item: item[0][sort_key])
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):
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self.add_widget(row) # row append
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def header_row(headers, **kwargs):
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"""Create a single "header" row from a sequence of keys.
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|
@ -281,8 +391,8 @@ async def update_quotes(
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grid = widgets['grid']
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def color_row(row, data):
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hdrcell = row._cell_widgets['symbol']
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chngcell = row._cell_widgets['%']
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hdrcell = row.get_cell('symbol')
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chngcell = row.get_cell('%')
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daychange = float(data['%'])
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if daychange < 0.:
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color = colorcode('red2')
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|
@ -295,61 +405,41 @@ async def update_quotes(
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# if the cell has been "highlighted" make sure to change its color
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if hdrcell.background_color != [0]*4:
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hdrcell.background_color != color
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hdrcell.background_color = color
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cache = {}
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grid.quote_cache = cache
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# initial coloring
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for quote in first_quotes:
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sym = quote['symbol']
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row = grid.symbols2rows[sym]
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data, _ = qtconvert(quote, symbol_data=symbol_data)
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color_row(row, data)
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cache[sym] = (data, row)
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record, displayable = qtconvert(quote, symbol_data=symbol_data)
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row.update(record, displayable)
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color_row(row, record)
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cache[sym] = (record, row)
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# the core cell update loop
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grid.render_rows(cache)
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# core cell update loop
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while True:
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log.debug("Waiting on quotes")
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quotes = await queue.get()
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quotes = await queue.get() # new quotes data only
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for quote in quotes:
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data, displayable = qtconvert(quote, symbol_data=symbol_data)
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row = grid.symbols2rows[data['symbol']]
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# only updates newly timestamped quotes
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cache[data['symbol']] = (data, row)
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record, displayable = qtconvert(quote, symbol_data=symbol_data)
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row = grid.symbols2rows[record['symbol']]
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cache[record['symbol']] = (record, row)
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row.update(record, displayable)
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color_row(row, record)
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# color changed field values
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for key, val in data.items():
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# logic for cell text coloring: up-green, down-red
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if row._last_record[key] < val:
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color = colorcode('green')
|
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elif row._last_record[key] > val:
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color = colorcode('red')
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else:
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color = colorcode('gray')
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cell = row._cell_widgets[key]
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cell.text = str(displayable[key])
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cell.color = color
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color_row(row, data)
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row._last_record = data
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# sort rows by daily % change since open
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grid.clear_widgets()
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sort_key = grid.sort_key
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||||
for data, row in reversed(
|
||||
sorted(cache.values(), key=lambda item: item[0][sort_key])
|
||||
):
|
||||
grid.add_widget(row) # row append
|
||||
grid.render_rows(cache)
|
||||
|
||||
|
||||
async def run_kivy(root, nursery):
|
||||
'''Trio-kivy entry point.
|
||||
'''
|
||||
# run kivy
|
||||
await async_runTouchApp(root)
|
||||
# now cancel all the other tasks that may be running
|
||||
nursery.cancel_scope.cancel()
|
||||
await async_runTouchApp(root) # run kivy
|
||||
nursery.cancel_scope.cancel() # cancel all other tasks that may be running
|
||||
|
||||
|
||||
async def _async_main(name, watchlists, brokermod):
|
||||
|
@ -380,19 +470,16 @@ async def _async_main(name, watchlists, brokermod):
|
|||
|
||||
# build out UI
|
||||
Builder.load_string(_kv)
|
||||
root = BoxLayout(orientation='vertical', padding=5, spacing=-20)
|
||||
root = BoxLayout(orientation='vertical', padding=5, spacing=5)
|
||||
header = header_row(
|
||||
first_quotes[0].keys(),
|
||||
size_hint=(1, None),
|
||||
# put black lines between cells on the header row
|
||||
spacing='3dp',
|
||||
)
|
||||
root.add_widget(header)
|
||||
grid = ticker_table(
|
||||
first_quotes,
|
||||
size_hint=(1, None),
|
||||
)
|
||||
|
||||
# associate the col headers row with the ticker table even though
|
||||
# they're technically wrapped separately in containing BoxLayout
|
||||
header.table = grid
|
||||
|
@ -401,6 +488,7 @@ async def _async_main(name, watchlists, brokermod):
|
|||
sort_cell.bold = sort_cell.underline = True
|
||||
grid.last_clicked_col_cell = sort_cell
|
||||
|
||||
# set up a scroll view for large ticker lists
|
||||
grid.bind(minimum_height=grid.setter('height'))
|
||||
scroll = ScrollView()
|
||||
scroll.add_widget(grid)
|
||||
|
@ -412,6 +500,5 @@ async def _async_main(name, watchlists, brokermod):
|
|||
'header': header,
|
||||
'scroll': scroll,
|
||||
}
|
||||
|
||||
nursery.start_soon(run_kivy, widgets['root'], nursery)
|
||||
nursery.start_soon(update_quotes, widgets, queue, sd, pkts)
|
||||
|
|
Loading…
Reference in New Issue