pikers
/
piker
3
0
Fork 0
Code Issues 5 Pull Requests 7 Packages Projects Releases Wiki Activity

Initial option chain UI 

Spin it up with `piker optschain`.
Still lots of polishing and features to add but it's a start!
kivy_mainline_and_py3.8
Tyler Goodlet 2018-12-10 02:00:10 -05:00
parent 8647216b75
commit 201919eef7
2 changed files with 315 additions and 3 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

43
piker/cli.py
View File

@ -22,6 +22,10 @@ DEFAULT_BROKER = 'robinhood'
_config_dir = click.get_app_dir('piker')
_watchlists_data_path = os.path.join(_config_dir, 'watchlists.json')
_data_mods = [
'piker.brokers.core',
'piker.brokers.data',
]
@click.command()
@ -33,7 +37,7 @@ def pikerd(loglevel, host, tl):
"""
get_console_log(loglevel)
tractor.run_daemon(
rpc_module_paths=['piker.brokers.data'],
rpc_module_paths=_data_mods,
name='brokerd',
loglevel=loglevel if tl else None,
)
@ -133,7 +137,7 @@ async def maybe_spawn_brokerd_as_subactor(sleep=0.5, tries=10, loglevel=None):
"No broker daemon could be found, spawning brokerd..")
portal = await nursery.start_actor(
'brokerd',
rpc_module_paths=['piker.brokers.data'],
rpc_module_paths=_data_mods,
loglevel=loglevel,
)
yield portal
@ -144,7 +148,7 @@ async def maybe_spawn_brokerd_as_subactor(sleep=0.5, tries=10, loglevel=None):
help='Broker backend to use')
@click.option('--loglevel', '-l', default='warning', help='Logging level')
@click.option('--tl', is_flag=True, help='Enable tractor logging')
@click.option('--rate', '-r', default=5, help='Quote rate limit')
@click.option('--rate', '-r', default=4, help='Quote rate limit')
@click.option('--test', '-t', help='Test quote stream file')
@click.option('--dhost', '-dh', default='127.0.0.1',
help='Daemon host address to connect to')
@ -358,3 +362,36 @@ def optsquote(loglevel, broker, symbol, df_output, date):
click.echo(df)
else:
click.echo(colorize_json(quotes))
@cli.command()
@click.option('--broker', '-b', default=DEFAULT_BROKER,
help='Broker backend to use')
@click.option('--loglevel', '-l', default='warning', help='Logging level')
@click.option('--tl', is_flag=True, help='Enable tractor logging')
@click.option('--date', '-d', help='Contracts expiry date')
@click.option('--test', '-t', help='Test quote stream file')
@click.option('--rate', '-r', default=4, help='Logging level')
@click.argument('symbol', required=True)
def optschain(loglevel, broker, symbol, date, tl, rate, test):
"""Start the real-time option chain UI.
"""
from .ui.option_chain import _async_main
log = get_console_log(loglevel) # activate console logging
brokermod = get_brokermod(broker)
async def main(tries):
async with maybe_spawn_brokerd_as_subactor(
tries=tries, loglevel=loglevel
) as portal:
# run app "main"
await _async_main(
symbol, portal,
brokermod, rate=rate, test=test,
)
tractor.run(
partial(main, tries=1),
name='kivy-options-chain',
loglevel=loglevel if tl else None,
)

275
piker/ui/option_chain.py 100644
View File

@ -0,0 +1,275 @@
"""
options: a real-time option chain.
Launch with ``piker options <symbol>``.
"""
import types
from functools import partial
import trio
import tractor
from kivy.uix.boxlayout import BoxLayout
from kivy.lang import Builder
from kivy.app import async_runTouchApp
from kivy.core.window import Window
from ..log import get_logger
from ..brokers.core import contracts
from .pager import PagerView
from .monitor import Row, HeaderCell, Cell, TickerTable, update_quotes
log = get_logger('option_chain')
async def modify_symbol(symbol):
pass
class ExpiryButton(HeaderCell):
def on_press(self, value=None):
log.info(f"Clicked {self}")
class StrikeCell(Cell):
"""Strike cell"""
_no_display = ['symbol', 'contract_type', 'strike', 'time', 'open']
class StrikeRow(BoxLayout):
"""A 'row' composed of two ``Row``s sandwiching a
``StrikeCell`.
"""
def __init__(self, strike, **kwargs):
super().__init__(orientation='horizontal', **kwargs)
self.strike = strike
# store 2 rows: 1 for call, 1 for put
self._sub_rows = {}
self.table = None
def append_sub_row(
self,
record: dict,
bidasks=None,
headers=(),
table=None,
**kwargs,
) -> None:
if self.is_populated():
raise TypeError(f"{self} can only append two sub-rows?")
# the 'contract_type' determines whether this
# is a put or call row
contract_type = record['contract_type']
# reverse order of call side cells
if contract_type == 'call':
record = dict(list(reversed(list(record.items()))))
row = Row(
record,
bidasks=bidasks,
headers=headers,
table=table,
no_cell=_no_display,
**kwargs
)
# reassign widget for when rendered in the update loop
row.widget = self
self._sub_rows[contract_type] = row
if self.is_populated():
# calls on the left
self.add_widget(self._sub_rows['call'])
# strikes in the middle
self.add_widget(
StrikeCell(
key=self.strike,
text=str(self.strike),
is_header=True,
# make centre strike cell nice and small
size_hint=(1/8., 1),
)
)
# puts on the right
self.add_widget(self._sub_rows['put'])
def is_populated(self):
"""Bool determing if both a put and call subrow have beed appended.
"""
return len(self._sub_rows) == 2
def update(self, record, displayable):
self._sub_rows[record['contract_type']].update(
record, displayable)
async def _async_main(
symbol: str,
portal: tractor._portal.Portal,
brokermod: types.ModuleType,
rate: int = 4,
test: bool = False
) -> None:
'''Launch kivy app + all other related tasks.
This is started with cli cmd `piker options`.
'''
# retreive all contracts
all_contracts = await contracts(brokermod, symbol)
first_expiry = next(iter(all_contracts)).expiry
if test:
# stream from a local test file
quote_gen = await portal.run(
"piker.brokers.data", 'stream_from_file',
filename=test
)
else:
# start live streaming from broker daemon
quote_gen = await portal.run(
"piker.brokers.data",
'start_quote_stream',
broker=brokermod.name,
symbols=[(symbol, first_expiry)],
feed_type='option',
)
# get first quotes response
log.debug("Waiting on first quote...")
quotes = await quote_gen.__anext__()
records, displayables = zip(*[
brokermod.format_option_quote(quote, {})
for quote in quotes.values()
])
# define bid-ask "stacked" cells
# (TODO: needs some rethinking and renaming for sure)
bidasks = brokermod._option_bidasks
# build out UI
title = f"option chain: {symbol}\t(press ? for help)"
Window.set_title(title)
# use `monitor` styling for now
from .monitor import _kv
Builder.load_string(_kv)
# the master container
container = BoxLayout(orientation='vertical', spacing=0)
# TODO: figure out how to compact these buttons
expiries = {
key.expiry: key.expiry[:key.expiry.find('T')]
for key in all_contracts
}
expiry_buttons = Row(
record=expiries,
headers=expiries,
is_header=True,
size_hint=(1, None),
cell_type=ExpiryButton,
)
# top row of expiry buttons
container.add_widget(expiry_buttons)
# figure out header fields for each table based on quote keys
headers = displayables[0].keys()
header_row = StrikeRow(strike='strike', size_hint=(1, None))
header_record = {key: key for key in headers}
header_record['contract_type'] = 'put'
header_row.append_sub_row(
header_record,
headers=headers,
bidasks=bidasks,
is_header=True,
size_hint=(1, None),
)
header_record['contract_type'] = 'call'
header_row.append_sub_row(
header_record,
headers=headers,
bidasks=bidasks,
is_header=True,
size_hint=(1, None),
)
container.add_widget(header_row)
table = TickerTable(
sort_key='strike',
cols=1,
size_hint=(1, None),
)
header_row.table = table
strike_rows = {}
for record, display in zip(sorted(
records,
key=lambda q: q['strike'],
), displayables):
strike = record['strike']
strike_row = strike_rows.setdefault(
strike, StrikeRow(strike))
strike_row.append_sub_row(
record,
bidasks=bidasks,
table=table,
)
if strike_row.is_populated():
# We must fill out the the table's symbol2rows manually
# using each contracts "symbol" so that the quote updater
# task can look up the right row to update easily
# See update_quotes() and ``Row`` for details.
for contract_type, row in strike_row._sub_rows.items():
table.symbols2rows[row._last_record['symbol']] = row
table.append_row(symbol, strike_row)
async with trio.open_nursery() as nursery:
# set up a pager view for large ticker lists
table.bind(minimum_height=table.setter('height'))
pager = PagerView(
container=container,
contained=table,
nursery=nursery
)
container.add_widget(pager)
widgets = {
'root': container,
'container': container,
'table': table,
'expiry_buttons': expiry_buttons,
'pager': pager,
}
nursery.start_soon(
partial(
update_quotes,
nursery,
brokermod.format_option_quote,
widgets,
quote_gen,
symbol_data={},
first_quotes=quotes,
)
)
try:
# Trio-kivy entry point.
await async_runTouchApp(widgets['root']) # run kivy
finally:
await quote_gen.aclose() # cancel aysnc gen call
# un-subscribe from symbols stream (cancel if brokerd
# was already torn down - say by SIGINT)
with trio.move_on_after(0.2):
await portal.run(
"piker.brokers.data", 'modify_quote_stream',
broker=brokermod.name,
feed_type='option',
symbols=[]
)
# cancel GUI update task
nursery.cancel_scope.cancel()