Merge pull request #250 from pikers/single_display_update_loop
Single display update loopmisc_ib_updates
commit
4680d68824
|
@ -34,7 +34,6 @@ import trio
|
||||||
from trio.abc import ReceiveChannel
|
from trio.abc import ReceiveChannel
|
||||||
from trio_typing import TaskStatus
|
from trio_typing import TaskStatus
|
||||||
import tractor
|
import tractor
|
||||||
# from tractor import _broadcast
|
|
||||||
from pydantic import BaseModel
|
from pydantic import BaseModel
|
||||||
|
|
||||||
from ..brokers import get_brokermod
|
from ..brokers import get_brokermod
|
||||||
|
@ -252,7 +251,7 @@ async def allocate_persistent_feed(
|
||||||
|
|
||||||
|
|
||||||
@tractor.context
|
@tractor.context
|
||||||
async def attach_feed_bus(
|
async def open_feed_bus(
|
||||||
|
|
||||||
ctx: tractor.Context,
|
ctx: tractor.Context,
|
||||||
brokername: str,
|
brokername: str,
|
||||||
|
@ -512,7 +511,7 @@ async def open_feed(
|
||||||
|
|
||||||
portal.open_context(
|
portal.open_context(
|
||||||
|
|
||||||
attach_feed_bus,
|
open_feed_bus,
|
||||||
brokername=brokername,
|
brokername=brokername,
|
||||||
symbol=sym,
|
symbol=sym,
|
||||||
loglevel=loglevel,
|
loglevel=loglevel,
|
||||||
|
|
|
@ -90,7 +90,7 @@ async def fsp_compute(
|
||||||
func_name: str,
|
func_name: str,
|
||||||
func: Callable,
|
func: Callable,
|
||||||
|
|
||||||
attach_stream: bool = True,
|
attach_stream: bool = False,
|
||||||
task_status: TaskStatus[None] = trio.TASK_STATUS_IGNORED,
|
task_status: TaskStatus[None] = trio.TASK_STATUS_IGNORED,
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
|
|
|
@ -85,11 +85,11 @@ async def _async_main(
|
||||||
screen = godwidget.window.current_screen()
|
screen = godwidget.window.current_screen()
|
||||||
|
|
||||||
# configure graphics update throttling based on display refresh rate
|
# configure graphics update throttling based on display refresh rate
|
||||||
_display._clear_throttle_rate = min(
|
_display._quote_throttle_rate = min(
|
||||||
round(screen.refreshRate()),
|
round(screen.refreshRate()),
|
||||||
_display._clear_throttle_rate,
|
_display._quote_throttle_rate,
|
||||||
)
|
)
|
||||||
log.info(f'Set graphics update rate to {_display._clear_throttle_rate} Hz')
|
log.info(f'Set graphics update rate to {_display._quote_throttle_rate} Hz')
|
||||||
|
|
||||||
# TODO: do styling / themeing setup
|
# TODO: do styling / themeing setup
|
||||||
# _style.style_ze_sheets(godwidget)
|
# _style.style_ze_sheets(godwidget)
|
||||||
|
|
|
@ -15,11 +15,14 @@
|
||||||
# along with this program. If not, see <https://www.gnu.org/licenses/>.
|
# along with this program. If not, see <https://www.gnu.org/licenses/>.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
Real-time display tasks for charting / graphics.
|
real-time display tasks for charting graphics update.
|
||||||
|
|
||||||
|
this module ties together quote and computational (fsp) streams with
|
||||||
|
graphics update methods via our custom ``pyqtgraph`` charting api.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
from contextlib import asynccontextmanager
|
from contextlib import asynccontextmanager
|
||||||
# from pprint import pformat
|
from functools import partial
|
||||||
import time
|
import time
|
||||||
from types import ModuleType
|
from types import ModuleType
|
||||||
from typing import Optional
|
from typing import Optional
|
||||||
|
@ -53,13 +56,136 @@ from ..log import get_logger
|
||||||
|
|
||||||
log = get_logger(__name__)
|
log = get_logger(__name__)
|
||||||
|
|
||||||
_clear_throttle_rate: int = 58 # Hz
|
# TODO: load this from a config.toml!
|
||||||
_book_throttle_rate: int = 16 # Hz
|
_quote_throttle_rate: int = 58 # Hz
|
||||||
|
|
||||||
|
|
||||||
|
def update_fsp_chart(
|
||||||
|
chart: ChartPlotWidget,
|
||||||
|
shm: ShmArray,
|
||||||
|
graphics_name: str,
|
||||||
|
array_key: Optional[str],
|
||||||
|
|
||||||
|
) -> None:
|
||||||
|
|
||||||
|
array = shm.array
|
||||||
|
|
||||||
|
# update graphics
|
||||||
|
# NOTE: this does a length check internally which allows it
|
||||||
|
# staying above the last row check below..
|
||||||
|
chart.update_curve_from_array(
|
||||||
|
graphics_name,
|
||||||
|
array,
|
||||||
|
array_key=array_key or graphics_name,
|
||||||
|
)
|
||||||
|
|
||||||
|
try:
|
||||||
|
last_row = array[-1]
|
||||||
|
except IndexError:
|
||||||
|
# XXX: race condition with backfilling shm.
|
||||||
|
#
|
||||||
|
# the underlying issue is that a backfill (aka prepend) and subsequent
|
||||||
|
# shm array first/last index update could result in an empty array
|
||||||
|
# read here since the indices may be updated in such a way that
|
||||||
|
# a read delivers an empty array (though it seems like we
|
||||||
|
# *should* be able to prevent that?). also, as and alt and
|
||||||
|
# something we need anyway, maybe there should be some kind of
|
||||||
|
# signal that a prepend is taking place and this consumer can
|
||||||
|
# respond (eg. redrawing graphics) accordingly.
|
||||||
|
log.warning(f'Read-race on shm array: {graphics_name}@{shm.token}')
|
||||||
|
return
|
||||||
|
|
||||||
|
# TODO: provide a read sync mechanism to avoid this polling. the
|
||||||
|
# underlying issue is that a backfill (aka prepend) and subsequent
|
||||||
|
# shm array first/last index update could result in an empty array
|
||||||
|
# read here since the stream is never torn down on the re-compute
|
||||||
|
# steps.
|
||||||
|
# read_tries = 2
|
||||||
|
# while read_tries > 0:
|
||||||
|
# try:
|
||||||
|
# # read last
|
||||||
|
# array = shm.array
|
||||||
|
# value = array[-1][array_key]
|
||||||
|
# break
|
||||||
|
|
||||||
|
# except IndexError:
|
||||||
|
# read_tries -= 1
|
||||||
|
# continue
|
||||||
|
|
||||||
|
# XXX: re: ``array_key``: fsp func names must be unique meaning we
|
||||||
|
# can't have duplicates of the underlying data even if multiple
|
||||||
|
# sub-charts reference it under different 'named charts'.
|
||||||
|
|
||||||
|
# read from last calculated value and update any label
|
||||||
|
last_val_sticky = chart._ysticks.get(graphics_name)
|
||||||
|
if last_val_sticky:
|
||||||
|
# array = shm.array[array_key]
|
||||||
|
# if len(array):
|
||||||
|
# value = array[-1]
|
||||||
|
last = last_row[array_key]
|
||||||
|
last_val_sticky.update_from_data(-1, last)
|
||||||
|
|
||||||
|
|
||||||
|
# _clses = {
|
||||||
|
# 'clears': {'trade', 'utrade', 'last'},
|
||||||
|
# 'last': {'last'},
|
||||||
|
# 'bids': {'bid', 'bsize'},
|
||||||
|
# 'asks': {'ask', 'asize'},
|
||||||
|
# }
|
||||||
|
|
||||||
|
# XXX: idea for frame type data structure we could use on the
|
||||||
|
# wire instead of doing it here?
|
||||||
|
# frames = {
|
||||||
|
# 'index': ['type_a', 'type_c', 'type_n', 'type_n', 'type_c'],
|
||||||
|
|
||||||
|
# 'type_a': [tick0, tick1, tick2, .., tickn],
|
||||||
|
# 'type_b': [tick0, tick1, tick2, .., tickn],
|
||||||
|
# 'type_c': [tick0, tick1, tick2, .., tickn],
|
||||||
|
# ...
|
||||||
|
# 'type_n': [tick0, tick1, tick2, .., tickn],
|
||||||
|
# }
|
||||||
|
|
||||||
|
|
||||||
|
def chart_maxmin(
|
||||||
|
chart: ChartPlotWidget,
|
||||||
|
vlm_chart: Optional[ChartPlotWidget] = None,
|
||||||
|
|
||||||
|
) -> tuple[
|
||||||
|
tuple[int, int, int, int],
|
||||||
|
float,
|
||||||
|
float,
|
||||||
|
float,
|
||||||
|
]:
|
||||||
|
# TODO: implement this
|
||||||
|
# https://arxiv.org/abs/cs/0610046
|
||||||
|
# https://github.com/lemire/pythonmaxmin
|
||||||
|
|
||||||
|
array = chart._arrays['ohlc']
|
||||||
|
ifirst = array[0]['index']
|
||||||
|
|
||||||
|
last_bars_range = chart.bars_range()
|
||||||
|
l, lbar, rbar, r = last_bars_range
|
||||||
|
in_view = array[lbar - ifirst:rbar - ifirst + 1]
|
||||||
|
|
||||||
|
assert in_view.size
|
||||||
|
|
||||||
|
mx, mn = np.nanmax(in_view['high']), np.nanmin(in_view['low'])
|
||||||
|
|
||||||
|
# TODO: when we start using line charts, probably want to make
|
||||||
|
# this an overloaded call on our `DataView
|
||||||
|
# sym = chart.name
|
||||||
|
# mx, mn = np.nanmax(in_view[sym]), np.nanmin(in_view[sym])
|
||||||
|
|
||||||
|
mx_vlm_in_view = 0
|
||||||
|
if vlm_chart:
|
||||||
|
mx_vlm_in_view = np.max(in_view['volume'])
|
||||||
|
|
||||||
|
return last_bars_range, mx, max(mn, 0), mx_vlm_in_view
|
||||||
|
|
||||||
|
|
||||||
async def update_chart_from_quotes(
|
async def update_chart_from_quotes(
|
||||||
|
|
||||||
chart: ChartPlotWidget,
|
linked: LinkedSplits,
|
||||||
stream: tractor.MsgStream,
|
stream: tractor.MsgStream,
|
||||||
ohlcv: np.ndarray,
|
ohlcv: np.ndarray,
|
||||||
|
|
||||||
|
@ -82,6 +208,8 @@ async def update_chart_from_quotes(
|
||||||
# - 1-5 sec bar lookback-autocorrection like tws does?
|
# - 1-5 sec bar lookback-autocorrection like tws does?
|
||||||
# (would require a background history checker task)
|
# (would require a background history checker task)
|
||||||
|
|
||||||
|
chart = linked.chart
|
||||||
|
|
||||||
# update last price sticky
|
# update last price sticky
|
||||||
last_price_sticky = chart._ysticks[chart.name]
|
last_price_sticky = chart._ysticks[chart.name]
|
||||||
last_price_sticky.update_from_data(
|
last_price_sticky.update_from_data(
|
||||||
|
@ -91,32 +219,7 @@ async def update_chart_from_quotes(
|
||||||
if vlm_chart:
|
if vlm_chart:
|
||||||
vlm_sticky = vlm_chart._ysticks['volume']
|
vlm_sticky = vlm_chart._ysticks['volume']
|
||||||
|
|
||||||
def maxmin():
|
maxmin = partial(chart_maxmin, chart, vlm_chart)
|
||||||
# TODO: implement this
|
|
||||||
# https://arxiv.org/abs/cs/0610046
|
|
||||||
# https://github.com/lemire/pythonmaxmin
|
|
||||||
|
|
||||||
array = chart._arrays['ohlc']
|
|
||||||
ifirst = array[0]['index']
|
|
||||||
|
|
||||||
last_bars_range = chart.bars_range()
|
|
||||||
l, lbar, rbar, r = last_bars_range
|
|
||||||
in_view = array[lbar - ifirst:rbar - ifirst + 1]
|
|
||||||
|
|
||||||
assert in_view.size
|
|
||||||
|
|
||||||
mx, mn = np.nanmax(in_view['high']), np.nanmin(in_view['low'])
|
|
||||||
|
|
||||||
# TODO: when we start using line charts, probably want to make
|
|
||||||
# this an overloaded call on our `DataView
|
|
||||||
# sym = chart.name
|
|
||||||
# mx, mn = np.nanmax(in_view[sym]), np.nanmin(in_view[sym])
|
|
||||||
|
|
||||||
mx_vlm_in_view = 0
|
|
||||||
if vlm_chart:
|
|
||||||
mx_vlm_in_view = np.max(in_view['volume'])
|
|
||||||
|
|
||||||
return last_bars_range, mx, max(mn, 0), mx_vlm_in_view
|
|
||||||
|
|
||||||
chart.default_view()
|
chart.default_view()
|
||||||
|
|
||||||
|
@ -150,21 +253,27 @@ async def update_chart_from_quotes(
|
||||||
tick_size = chart.linked.symbol.tick_size
|
tick_size = chart.linked.symbol.tick_size
|
||||||
tick_margin = 3 * tick_size
|
tick_margin = 3 * tick_size
|
||||||
|
|
||||||
last_ask = last_bid = last_clear = time.time()
|
|
||||||
chart.show()
|
chart.show()
|
||||||
|
last_quote = time.time()
|
||||||
|
|
||||||
|
# NOTE: all code below this loop is expected to be synchronous
|
||||||
|
# and thus draw instructions are not picked up jntil the next
|
||||||
|
# wait / iteration.
|
||||||
async for quotes in stream:
|
async for quotes in stream:
|
||||||
|
|
||||||
# chart isn't actively shown so just skip render cycle
|
now = time.time()
|
||||||
|
quote_period = now - last_quote
|
||||||
|
if quote_period <= 1/_quote_throttle_rate:
|
||||||
|
log.warning(f'TOO FAST: {1/quote_period}')
|
||||||
|
last_quote = now
|
||||||
|
|
||||||
|
# chart isn't active/shown so skip render cycle and pause feed(s)
|
||||||
if chart.linked.isHidden():
|
if chart.linked.isHidden():
|
||||||
await chart.pause_all_feeds()
|
await chart.pause_all_feeds()
|
||||||
continue
|
continue
|
||||||
|
|
||||||
for sym, quote in quotes.items():
|
for sym, quote in quotes.items():
|
||||||
|
|
||||||
now = time.time()
|
|
||||||
|
|
||||||
# brange, mx_in_view, mn_in_view = maxmin()
|
|
||||||
(
|
(
|
||||||
brange,
|
brange,
|
||||||
mx_in_view,
|
mx_in_view,
|
||||||
|
@ -184,6 +293,13 @@ async def update_chart_from_quotes(
|
||||||
if vlm_chart:
|
if vlm_chart:
|
||||||
# print(f"volume: {end['volume']}")
|
# print(f"volume: {end['volume']}")
|
||||||
vlm_chart.update_curve_from_array('volume', array)
|
vlm_chart.update_curve_from_array('volume', array)
|
||||||
|
|
||||||
|
# built-in tina $vlm FSP using chl3 typical price for ohlc step
|
||||||
|
# last = array[-1]
|
||||||
|
# chl3 = (last['close'] + last['high'] + last['low']) / 3
|
||||||
|
# v = last['volume']
|
||||||
|
# dv = last['volume'] * chl3
|
||||||
|
|
||||||
vlm_sticky.update_from_data(*array[-1][['index', 'volume']])
|
vlm_sticky.update_from_data(*array[-1][['index', 'volume']])
|
||||||
|
|
||||||
if (
|
if (
|
||||||
|
@ -194,30 +310,75 @@ async def update_chart_from_quotes(
|
||||||
vlm_chart._set_yrange(yrange=(0, mx_vlm_in_view * 1.375))
|
vlm_chart._set_yrange(yrange=(0, mx_vlm_in_view * 1.375))
|
||||||
last_mx_vlm = mx_vlm_in_view
|
last_mx_vlm = mx_vlm_in_view
|
||||||
|
|
||||||
for tick in quote.get('ticks', ()):
|
ticks_frame = quote.get('ticks', ())
|
||||||
|
|
||||||
# log.info(
|
frames_by_type: dict[str, dict] = {}
|
||||||
# f"quotes: {pformat(quote['symbol'])}: {pformat(tick)}")
|
lasts = {}
|
||||||
ticktype = tick.get('type')
|
|
||||||
|
# build tick-type "frames" of tick sequences since
|
||||||
|
# likely the tick arrival rate is higher then our
|
||||||
|
# (throttled) quote stream rate.
|
||||||
|
for tick in ticks_frame:
|
||||||
price = tick.get('price')
|
price = tick.get('price')
|
||||||
size = tick.get('size')
|
ticktype = tick.get('type')
|
||||||
|
|
||||||
if ticktype == 'n/a' or price == -1:
|
if ticktype == 'n/a' or price == -1:
|
||||||
# okkk..
|
# okkk..
|
||||||
continue
|
continue
|
||||||
|
|
||||||
# clearing price event
|
# keys are entered in olded-event-inserted-first order
|
||||||
if ticktype in ('trade', 'utrade', 'last'):
|
# since we iterate ``ticks_frame`` in standard order
|
||||||
|
# above. in other words the order of the keys is the order
|
||||||
|
# of tick events by type from the provider feed.
|
||||||
|
frames_by_type.setdefault(ticktype, []).append(tick)
|
||||||
|
|
||||||
# throttle clearing price updates to ~ max 60 FPS
|
# overwrites so the last tick per type is the entry
|
||||||
period = now - last_clear
|
lasts[ticktype] = tick
|
||||||
if period <= 1/_clear_throttle_rate:
|
|
||||||
# faster then display refresh rate
|
|
||||||
continue
|
|
||||||
|
|
||||||
# print(f'passthrough {tick}\n{1/(now-last_clear)}')
|
# from pprint import pformat
|
||||||
# set time of last graphics update
|
# frame_counts = {
|
||||||
last_clear = now
|
# typ: len(frame) for typ, frame in frames_by_type.items()
|
||||||
|
# }
|
||||||
|
# print(f'{pformat(frame_counts)}')
|
||||||
|
# print(f'framed: {pformat(frames_by_type)}')
|
||||||
|
# print(f'lasts: {pformat(lasts)}')
|
||||||
|
|
||||||
|
# TODO: eventually we want to separate out the utrade (aka
|
||||||
|
# dark vlm prices) here and show them as an additional
|
||||||
|
# graphic.
|
||||||
|
clear_types = {'trade', 'utrade', 'last'}
|
||||||
|
|
||||||
|
# XXX: if we wanted to iterate in "latest" (i.e. most
|
||||||
|
# current) tick first order as an optimization where we only
|
||||||
|
# update from the last tick from each type class.
|
||||||
|
# last_clear_updated: bool = False
|
||||||
|
# for typ, tick in reversed(lasts.items()):
|
||||||
|
|
||||||
|
# iterate in FIFO order per frame
|
||||||
|
for typ, tick in lasts.items():
|
||||||
|
|
||||||
|
price = tick.get('price')
|
||||||
|
size = tick.get('size')
|
||||||
|
|
||||||
|
# compute max and min prices (including bid/ask) from
|
||||||
|
# tick frames to determine the y-range for chart
|
||||||
|
# auto-scaling.
|
||||||
|
# TODO: we need a streaming minmax algo here, see def above.
|
||||||
|
mx = max(price + tick_margin, mx)
|
||||||
|
mn = min(price - tick_margin, mn)
|
||||||
|
|
||||||
|
if typ in clear_types:
|
||||||
|
|
||||||
|
# XXX: if we only wanted to update graphics from the
|
||||||
|
# "current"/"latest received" clearing price tick
|
||||||
|
# once (see alt iteration order above).
|
||||||
|
# if last_clear_updated:
|
||||||
|
# continue
|
||||||
|
|
||||||
|
# last_clear_updated = True
|
||||||
|
# we only want to update grahpics from the *last*
|
||||||
|
# tick event that falls under the "clearing price"
|
||||||
|
# set.
|
||||||
|
|
||||||
# update price sticky(s)
|
# update price sticky(s)
|
||||||
end = array[-1]
|
end = array[-1]
|
||||||
|
@ -235,33 +396,11 @@ async def update_chart_from_quotes(
|
||||||
# update vwap overlay line
|
# update vwap overlay line
|
||||||
chart.update_curve_from_array('bar_wap', ohlcv.array)
|
chart.update_curve_from_array('bar_wap', ohlcv.array)
|
||||||
|
|
||||||
# l1 book events
|
# L1 book label-line updates
|
||||||
# throttle the book graphics updates at a lower rate
|
# XXX: is this correct for ib?
|
||||||
# since they aren't as critical for a manual user
|
|
||||||
# viewing the chart
|
|
||||||
|
|
||||||
elif ticktype in ('ask', 'asize'):
|
|
||||||
if (now - last_ask) <= 1/_book_throttle_rate:
|
|
||||||
# print(f'skipping\n{tick}')
|
|
||||||
continue
|
|
||||||
|
|
||||||
# print(f'passthrough {tick}\n{1/(now-last_ask)}')
|
|
||||||
last_ask = now
|
|
||||||
|
|
||||||
elif ticktype in ('bid', 'bsize'):
|
|
||||||
if (now - last_bid) <= 1/_book_throttle_rate:
|
|
||||||
continue
|
|
||||||
|
|
||||||
# print(f'passthrough {tick}\n{1/(now-last_bid)}')
|
|
||||||
last_bid = now
|
|
||||||
|
|
||||||
# compute max and min trade values to display in view
|
|
||||||
# TODO: we need a streaming minmax algorithm here, see
|
|
||||||
# def above.
|
|
||||||
|
|
||||||
# XXX: prettty sure this is correct?
|
|
||||||
# if ticktype in ('trade', 'last'):
|
# if ticktype in ('trade', 'last'):
|
||||||
if ticktype in ('last',): # 'size'):
|
# if ticktype in ('last',): # 'size'):
|
||||||
|
if typ in ('last',): # 'size'):
|
||||||
|
|
||||||
label = {
|
label = {
|
||||||
l1.ask_label.fields['level']: l1.ask_label,
|
l1.ask_label.fields['level']: l1.ask_label,
|
||||||
|
@ -271,119 +410,90 @@ async def update_chart_from_quotes(
|
||||||
if label is not None:
|
if label is not None:
|
||||||
label.update_fields({'level': price, 'size': size})
|
label.update_fields({'level': price, 'size': size})
|
||||||
|
|
||||||
# on trades should we be knocking down
|
# TODO: on trades should we be knocking down
|
||||||
# the relevant L1 queue?
|
# the relevant L1 queue?
|
||||||
# label.size -= size
|
# label.size -= size
|
||||||
|
|
||||||
elif ticktype in ('ask', 'asize'):
|
# elif ticktype in ('ask', 'asize'):
|
||||||
|
elif typ in ('ask', 'asize'):
|
||||||
l1.ask_label.update_fields({'level': price, 'size': size})
|
l1.ask_label.update_fields({'level': price, 'size': size})
|
||||||
|
|
||||||
elif ticktype in ('bid', 'bsize'):
|
# elif ticktype in ('bid', 'bsize'):
|
||||||
|
elif typ in ('bid', 'bsize'):
|
||||||
l1.bid_label.update_fields({'level': price, 'size': size})
|
l1.bid_label.update_fields({'level': price, 'size': size})
|
||||||
|
|
||||||
# in view y-range checking for auto-scale
|
# check for y-range re-size
|
||||||
# update the max/min price in view to keep bid/ask on screen
|
if (mx > last_mx) or (mn < last_mn):
|
||||||
mx = max(price + tick_margin, mx)
|
# print(f'new y range: {(mn, mx)}')
|
||||||
mn = min(price - tick_margin, mn)
|
chart._set_yrange(
|
||||||
if (mx > last_mx) or (
|
yrange=(mn, mx),
|
||||||
mn < last_mn
|
# TODO: we should probably scale
|
||||||
):
|
# the view margin based on the size
|
||||||
# print(f'new y range: {(mn, mx)}')
|
# of the true range? This way you can
|
||||||
chart._set_yrange(
|
# slap in orders outside the current
|
||||||
yrange=(mn, mx),
|
# L1 (only) book range.
|
||||||
# TODO: we should probably scale
|
# range_margin=0.1,
|
||||||
# the view margin based on the size
|
)
|
||||||
# of the true range? This way you can
|
|
||||||
# slap in orders outside the current
|
|
||||||
# L1 (only) book range.
|
|
||||||
# range_margin=0.1,
|
|
||||||
)
|
|
||||||
|
|
||||||
last_mx, last_mn = mx, mn
|
last_mx, last_mn = mx, mn
|
||||||
|
|
||||||
|
# run synchronous update on all derived fsp subplots
|
||||||
|
for name, subchart in linked.subplots.items():
|
||||||
|
update_fsp_chart(
|
||||||
|
subchart,
|
||||||
|
subchart._shm,
|
||||||
|
|
||||||
|
# XXX: do we really needs seperate names here?
|
||||||
|
name,
|
||||||
|
array_key=name,
|
||||||
|
)
|
||||||
|
|
||||||
|
# TODO: all overlays on all subplots..
|
||||||
|
|
||||||
|
# run synchronous update on all derived overlays
|
||||||
|
for curve_name, shm in chart._overlays.items():
|
||||||
|
update_fsp_chart(
|
||||||
|
chart,
|
||||||
|
shm,
|
||||||
|
curve_name,
|
||||||
|
array_key=curve_name,
|
||||||
|
)
|
||||||
|
|
||||||
|
|
||||||
async def fan_out_spawn_fsp_daemons(
|
def maybe_mk_fsp_shm(
|
||||||
|
|
||||||
linkedsplits: LinkedSplits,
|
|
||||||
fsps: dict[str, str],
|
|
||||||
sym: str,
|
sym: str,
|
||||||
src_shm: list,
|
field_name: str,
|
||||||
brokermod: ModuleType,
|
display_name: Optional[str] = None,
|
||||||
group_status_key: str,
|
readonly: bool = True,
|
||||||
loglevel: str,
|
|
||||||
|
|
||||||
) -> None:
|
) -> (ShmArray, bool):
|
||||||
'''Create financial signal processing sub-actors (under flat tree)
|
'''Allocate a single row shm array for an symbol-fsp pair if none
|
||||||
for each entry in config and attach to local graphics update tasks.
|
exists, otherwise load the shm already existing for that token.
|
||||||
|
|
||||||
Pass target entrypoint and historical data.
|
|
||||||
|
|
||||||
'''
|
'''
|
||||||
linkedsplits.focus()
|
|
||||||
|
|
||||||
uid = tractor.current_actor().uid
|
uid = tractor.current_actor().uid
|
||||||
|
if not display_name:
|
||||||
|
display_name = field_name
|
||||||
|
|
||||||
# spawns sub-processes which execute cpu bound FSP code
|
# TODO: load function here and introspect
|
||||||
async with (
|
# return stream type(s)
|
||||||
tractor.open_nursery() as n,
|
|
||||||
trio.open_nursery() as ln,
|
|
||||||
):
|
|
||||||
|
|
||||||
# Currently we spawn an actor per fsp chain but
|
# TODO: should `index` be a required internal field?
|
||||||
# likely we'll want to pool them eventually to
|
fsp_dtype = np.dtype([('index', int), (field_name, float)])
|
||||||
# scale horizonatlly once cores are used up.
|
|
||||||
for display_name, conf in fsps.items():
|
|
||||||
|
|
||||||
fsp_func_name = conf['fsp_func_name']
|
key = f'{sym}.fsp.{display_name}.{".".join(uid)}'
|
||||||
|
|
||||||
# TODO: load function here and introspect
|
shm, opened = maybe_open_shm_array(
|
||||||
# return stream type(s)
|
key,
|
||||||
|
# TODO: create entry for each time frame
|
||||||
# TODO: should `index` be a required internal field?
|
dtype=fsp_dtype,
|
||||||
fsp_dtype = np.dtype([('index', int), (fsp_func_name, float)])
|
readonly=True,
|
||||||
|
)
|
||||||
key = f'{sym}.fsp.{display_name}.{".".join(uid)}'
|
return shm, opened
|
||||||
|
|
||||||
# this is all sync currently
|
|
||||||
shm, opened = maybe_open_shm_array(
|
|
||||||
key,
|
|
||||||
# TODO: create entry for each time frame
|
|
||||||
dtype=fsp_dtype,
|
|
||||||
readonly=True,
|
|
||||||
)
|
|
||||||
|
|
||||||
# XXX: fsp may have been opened by a duplicate chart.
|
|
||||||
# Error for now until we figure out how to wrap fsps as
|
|
||||||
# "feeds". assert opened, f"A chart for {key} likely
|
|
||||||
# already exists?"
|
|
||||||
|
|
||||||
conf['shm'] = shm
|
|
||||||
|
|
||||||
portal = await n.start_actor(
|
|
||||||
enable_modules=['piker.fsp._engine'],
|
|
||||||
name='fsp.' + display_name,
|
|
||||||
)
|
|
||||||
|
|
||||||
# init async
|
|
||||||
ln.start_soon(
|
|
||||||
run_fsp,
|
|
||||||
portal,
|
|
||||||
linkedsplits,
|
|
||||||
brokermod,
|
|
||||||
sym,
|
|
||||||
src_shm,
|
|
||||||
fsp_func_name,
|
|
||||||
display_name,
|
|
||||||
conf,
|
|
||||||
group_status_key,
|
|
||||||
loglevel,
|
|
||||||
)
|
|
||||||
|
|
||||||
# blocks here until all fsp actors complete
|
|
||||||
|
|
||||||
|
|
||||||
@asynccontextmanager
|
@asynccontextmanager
|
||||||
async def open_sidepane(
|
async def open_fsp_sidepane(
|
||||||
|
|
||||||
linked: LinkedSplits,
|
linked: LinkedSplits,
|
||||||
conf: dict[str, dict[str, str]],
|
conf: dict[str, dict[str, str]],
|
||||||
|
@ -403,8 +513,11 @@ async def open_sidepane(
|
||||||
}
|
}
|
||||||
|
|
||||||
# add parameters for selection "options"
|
# add parameters for selection "options"
|
||||||
defaults = config.get('params', {})
|
params = config.get('params', {})
|
||||||
for name, default in defaults.items():
|
for name, config in params.items():
|
||||||
|
|
||||||
|
default = config['default_value']
|
||||||
|
kwargs = config.get('widget_kwargs', {})
|
||||||
|
|
||||||
# add to ORM schema
|
# add to ORM schema
|
||||||
schema.update({
|
schema.update({
|
||||||
|
@ -412,6 +525,7 @@ async def open_sidepane(
|
||||||
'label': f'**{name}**:',
|
'label': f'**{name}**:',
|
||||||
'type': 'edit',
|
'type': 'edit',
|
||||||
'default_value': default,
|
'default_value': default,
|
||||||
|
'kwargs': kwargs,
|
||||||
},
|
},
|
||||||
})
|
})
|
||||||
|
|
||||||
|
@ -424,7 +538,7 @@ async def open_sidepane(
|
||||||
FspConfig = create_model(
|
FspConfig = create_model(
|
||||||
'FspConfig',
|
'FspConfig',
|
||||||
name=display_name,
|
name=display_name,
|
||||||
**defaults,
|
**params,
|
||||||
)
|
)
|
||||||
sidepane.model = FspConfig()
|
sidepane.model = FspConfig()
|
||||||
|
|
||||||
|
@ -444,16 +558,96 @@ async def open_sidepane(
|
||||||
yield sidepane
|
yield sidepane
|
||||||
|
|
||||||
|
|
||||||
async def run_fsp(
|
async def open_fspd_cluster(
|
||||||
|
|
||||||
|
linkedsplits: LinkedSplits,
|
||||||
|
fsps: dict[str, str],
|
||||||
|
sym: str,
|
||||||
|
src_shm: list,
|
||||||
|
brokermod: ModuleType,
|
||||||
|
group_status_key: str,
|
||||||
|
loglevel: str,
|
||||||
|
|
||||||
|
# this con
|
||||||
|
display_in_own_task: bool = False,
|
||||||
|
|
||||||
|
) -> None:
|
||||||
|
'''Create sub-actors (under flat tree)
|
||||||
|
for each entry in config and attach to local graphics update tasks.
|
||||||
|
|
||||||
|
Pass target entrypoint and historical data.
|
||||||
|
|
||||||
|
'''
|
||||||
|
linkedsplits.focus()
|
||||||
|
|
||||||
|
# spawns sub-processes which execute cpu bound fsp work
|
||||||
|
# which is streamed back to this parent.
|
||||||
|
async with (
|
||||||
|
tractor.open_nursery() as n,
|
||||||
|
trio.open_nursery() as ln,
|
||||||
|
):
|
||||||
|
# Currently we spawn an actor per fsp chain but
|
||||||
|
# likely we'll want to pool them eventually to
|
||||||
|
# scale horizonatlly once cores are used up.
|
||||||
|
for display_name, conf in fsps.items():
|
||||||
|
|
||||||
|
func_name = conf['func_name']
|
||||||
|
|
||||||
|
shm, opened = maybe_mk_fsp_shm(
|
||||||
|
sym,
|
||||||
|
field_name=func_name,
|
||||||
|
display_name=display_name,
|
||||||
|
readonly=True,
|
||||||
|
)
|
||||||
|
|
||||||
|
# XXX: fsp may have been opened by a duplicate chart.
|
||||||
|
# Error for now until we figure out how to wrap fsps as
|
||||||
|
# "feeds". assert opened, f"A chart for {key} likely
|
||||||
|
# already exists?"
|
||||||
|
|
||||||
|
portal = await n.start_actor(
|
||||||
|
enable_modules=['piker.fsp._engine'],
|
||||||
|
name='fsp.' + display_name,
|
||||||
|
)
|
||||||
|
|
||||||
|
# init async
|
||||||
|
ln.start_soon(
|
||||||
|
partial(
|
||||||
|
update_chart_from_fsp,
|
||||||
|
|
||||||
|
portal,
|
||||||
|
linkedsplits,
|
||||||
|
brokermod,
|
||||||
|
sym,
|
||||||
|
src_shm,
|
||||||
|
func_name,
|
||||||
|
display_name,
|
||||||
|
conf=conf,
|
||||||
|
shm=shm,
|
||||||
|
is_overlay=conf.get('overlay', False),
|
||||||
|
group_status_key=group_status_key,
|
||||||
|
loglevel=loglevel,
|
||||||
|
)
|
||||||
|
)
|
||||||
|
|
||||||
|
# blocks here until all fsp actors complete
|
||||||
|
|
||||||
|
|
||||||
|
async def update_chart_from_fsp(
|
||||||
|
|
||||||
|
portal: tractor.Portal,
|
||||||
|
|
||||||
portal: tractor._portal.Portal,
|
|
||||||
linkedsplits: LinkedSplits,
|
linkedsplits: LinkedSplits,
|
||||||
brokermod: ModuleType,
|
brokermod: ModuleType,
|
||||||
sym: str,
|
sym: str,
|
||||||
src_shm: ShmArray,
|
src_shm: ShmArray,
|
||||||
fsp_func_name: str,
|
func_name: str,
|
||||||
display_name: str,
|
display_name: str,
|
||||||
conf: dict[str, dict],
|
conf: dict[str, dict],
|
||||||
|
|
||||||
|
shm: ShmArray,
|
||||||
|
is_overlay: bool,
|
||||||
|
|
||||||
group_status_key: str,
|
group_status_key: str,
|
||||||
loglevel: str,
|
loglevel: str,
|
||||||
|
|
||||||
|
@ -478,22 +672,17 @@ async def run_fsp(
|
||||||
# name as title of sub-chart
|
# name as title of sub-chart
|
||||||
brokername=brokermod.name,
|
brokername=brokermod.name,
|
||||||
src_shm_token=src_shm.token,
|
src_shm_token=src_shm.token,
|
||||||
dst_shm_token=conf['shm'].token,
|
dst_shm_token=shm.token,
|
||||||
symbol=sym,
|
symbol=sym,
|
||||||
func_name=fsp_func_name,
|
func_name=func_name,
|
||||||
loglevel=loglevel,
|
loglevel=loglevel,
|
||||||
|
|
||||||
) as (ctx, last_index),
|
) as (ctx, last_index),
|
||||||
ctx.open_stream() as stream,
|
ctx.open_stream() as stream,
|
||||||
open_sidepane(
|
|
||||||
linkedsplits,
|
open_fsp_sidepane(linkedsplits, {display_name: conf},) as sidepane,
|
||||||
{display_name: conf},
|
|
||||||
) as sidepane,
|
|
||||||
):
|
):
|
||||||
|
if is_overlay:
|
||||||
shm = conf['shm']
|
|
||||||
|
|
||||||
if conf.get('overlay'):
|
|
||||||
chart = linkedsplits.chart
|
chart = linkedsplits.chart
|
||||||
chart.draw_curve(
|
chart.draw_curve(
|
||||||
name=display_name,
|
name=display_name,
|
||||||
|
@ -501,15 +690,15 @@ async def run_fsp(
|
||||||
overlay=True,
|
overlay=True,
|
||||||
color='default_light',
|
color='default_light',
|
||||||
)
|
)
|
||||||
last_val_sticky = None
|
# specially store ref to shm for lookup in display loop
|
||||||
|
chart._overlays[display_name] = shm
|
||||||
|
|
||||||
else:
|
else:
|
||||||
|
|
||||||
chart = linkedsplits.add_plot(
|
chart = linkedsplits.add_plot(
|
||||||
name=display_name,
|
name=display_name,
|
||||||
array=shm.array,
|
array=shm.array,
|
||||||
|
|
||||||
array_key=conf['fsp_func_name'],
|
array_key=conf['func_name'],
|
||||||
sidepane=sidepane,
|
sidepane=sidepane,
|
||||||
|
|
||||||
# curve by default
|
# curve by default
|
||||||
|
@ -528,30 +717,17 @@ async def run_fsp(
|
||||||
# should **not** be the same sub-chart widget
|
# should **not** be the same sub-chart widget
|
||||||
assert chart.name != linkedsplits.chart.name
|
assert chart.name != linkedsplits.chart.name
|
||||||
|
|
||||||
# sticky only on sub-charts atm
|
array_key = func_name
|
||||||
last_val_sticky = chart._ysticks[chart.name]
|
|
||||||
|
|
||||||
# read from last calculated value
|
# first UI update, usually from shm pushed history
|
||||||
array = shm.array
|
update_fsp_chart(
|
||||||
|
chart,
|
||||||
# XXX: fsp func names must be unique meaning we don't have
|
shm,
|
||||||
# duplicates of the underlying data even if multiple
|
|
||||||
# sub-charts reference it under different 'named charts'.
|
|
||||||
value = array[fsp_func_name][-1]
|
|
||||||
|
|
||||||
last_val_sticky.update_from_data(-1, value)
|
|
||||||
|
|
||||||
chart.linked.focus()
|
|
||||||
|
|
||||||
# works also for overlays in which case data is looked up from
|
|
||||||
# internal chart array set....
|
|
||||||
chart.update_curve_from_array(
|
|
||||||
display_name,
|
display_name,
|
||||||
shm.array,
|
array_key=array_key,
|
||||||
array_key=fsp_func_name
|
|
||||||
)
|
)
|
||||||
|
|
||||||
chart.linked.resize_sidepanes()
|
chart.linked.focus()
|
||||||
|
|
||||||
# TODO: figure out if we can roll our own `FillToThreshold` to
|
# TODO: figure out if we can roll our own `FillToThreshold` to
|
||||||
# get brush filled polygons for OS/OB conditions.
|
# get brush filled polygons for OS/OB conditions.
|
||||||
|
@ -559,11 +735,11 @@ async def run_fsp(
|
||||||
# generic fills between curve types while ``PlotCurveItem`` has
|
# generic fills between curve types while ``PlotCurveItem`` has
|
||||||
# logic inside ``.paint()`` for ``self.opts['fillLevel']`` which
|
# logic inside ``.paint()`` for ``self.opts['fillLevel']`` which
|
||||||
# might be the best solution?
|
# might be the best solution?
|
||||||
# graphics = chart.update_from_array(chart.name, array[fsp_func_name])
|
# graphics = chart.update_from_array(chart.name, array[func_name])
|
||||||
# graphics.curve.setBrush(50, 50, 200, 100)
|
# graphics.curve.setBrush(50, 50, 200, 100)
|
||||||
# graphics.curve.setFillLevel(50)
|
# graphics.curve.setFillLevel(50)
|
||||||
|
|
||||||
if fsp_func_name == 'rsi':
|
if func_name == 'rsi':
|
||||||
from ._lines import level_line
|
from ._lines import level_line
|
||||||
# add moveable over-[sold/bought] lines
|
# add moveable over-[sold/bought] lines
|
||||||
# and labels only for the 70/30 lines
|
# and labels only for the 70/30 lines
|
||||||
|
@ -574,58 +750,39 @@ async def run_fsp(
|
||||||
|
|
||||||
chart._set_yrange()
|
chart._set_yrange()
|
||||||
|
|
||||||
last = time.time()
|
|
||||||
|
|
||||||
done()
|
done()
|
||||||
|
chart.linked.resize_sidepanes()
|
||||||
|
|
||||||
# i = 0
|
|
||||||
# update chart graphics
|
# update chart graphics
|
||||||
|
i = 0
|
||||||
|
last = time.time()
|
||||||
async for value in stream:
|
async for value in stream:
|
||||||
|
|
||||||
# chart isn't actively shown so just skip render cycle
|
# chart isn't actively shown so just skip render cycle
|
||||||
if chart.linked.isHidden():
|
if chart.linked.isHidden():
|
||||||
# print(f'{i} unseen fsp cyclce')
|
print(f'{i} unseen fsp cyclce')
|
||||||
# i += 1
|
i += 1
|
||||||
continue
|
continue
|
||||||
|
|
||||||
now = time.time()
|
else:
|
||||||
period = now - last
|
now = time.time()
|
||||||
|
period = now - last
|
||||||
|
|
||||||
# if period <= 1/30:
|
if period <= 1/_quote_throttle_rate:
|
||||||
if period <= 1/_clear_throttle_rate:
|
# faster then display refresh rate
|
||||||
# faster then display refresh rate
|
print(f'fsp too fast: {1/period}')
|
||||||
# print(f'fsp too fast: {1/period}')
|
|
||||||
continue
|
|
||||||
|
|
||||||
# TODO: provide a read sync mechanism to avoid this polling.
|
|
||||||
# the underlying issue is that a backfill and subsequent shm
|
|
||||||
# array first/last index update could result in an empty array
|
|
||||||
# read here since the stream is never torn down on the
|
|
||||||
# re-compute steps.
|
|
||||||
read_tries = 2
|
|
||||||
while read_tries > 0:
|
|
||||||
try:
|
|
||||||
# read last
|
|
||||||
array = shm.array
|
|
||||||
value = array[-1][fsp_func_name]
|
|
||||||
break
|
|
||||||
|
|
||||||
except IndexError:
|
|
||||||
read_tries -= 1
|
|
||||||
continue
|
continue
|
||||||
|
|
||||||
if last_val_sticky:
|
# run synchronous update
|
||||||
last_val_sticky.update_from_data(-1, value)
|
update_fsp_chart(
|
||||||
|
chart,
|
||||||
|
shm,
|
||||||
|
display_name,
|
||||||
|
array_key=func_name,
|
||||||
|
)
|
||||||
|
|
||||||
# update graphics
|
# set time of last graphics update
|
||||||
chart.update_curve_from_array(
|
last = time.time()
|
||||||
display_name,
|
|
||||||
array,
|
|
||||||
array_key=fsp_func_name,
|
|
||||||
)
|
|
||||||
|
|
||||||
# set time of last graphics update
|
|
||||||
last = time.time()
|
|
||||||
|
|
||||||
|
|
||||||
async def check_for_new_bars(feed, ohlcv, linkedsplits):
|
async def check_for_new_bars(feed, ohlcv, linkedsplits):
|
||||||
|
@ -668,6 +825,7 @@ async def check_for_new_bars(feed, ohlcv, linkedsplits):
|
||||||
just_history=False,
|
just_history=False,
|
||||||
)
|
)
|
||||||
|
|
||||||
|
# main chart overlays
|
||||||
for name in price_chart._overlays:
|
for name in price_chart._overlays:
|
||||||
|
|
||||||
price_chart.update_curve_from_array(
|
price_chart.update_curve_from_array(
|
||||||
|
@ -675,6 +833,7 @@ async def check_for_new_bars(feed, ohlcv, linkedsplits):
|
||||||
price_chart._arrays[name]
|
price_chart._arrays[name]
|
||||||
)
|
)
|
||||||
|
|
||||||
|
# each subplot
|
||||||
for name, chart in linkedsplits.subplots.items():
|
for name, chart in linkedsplits.subplots.items():
|
||||||
chart.update_curve_from_array(
|
chart.update_curve_from_array(
|
||||||
chart.name,
|
chart.name,
|
||||||
|
@ -707,12 +866,26 @@ async def maybe_open_vlm_display(
|
||||||
yield
|
yield
|
||||||
return
|
return
|
||||||
else:
|
else:
|
||||||
async with open_sidepane(
|
|
||||||
|
shm, opened = maybe_mk_fsp_shm(
|
||||||
|
linked.symbol.key,
|
||||||
|
'$_vlm',
|
||||||
|
readonly=True,
|
||||||
|
)
|
||||||
|
|
||||||
|
async with open_fsp_sidepane(
|
||||||
linked, {
|
linked, {
|
||||||
'volume': {
|
'volume': {
|
||||||
|
|
||||||
'params': {
|
'params': {
|
||||||
'price_func': 'ohl3'
|
|
||||||
}
|
'price_func': {
|
||||||
|
'default_value': 'ohl3',
|
||||||
|
# tell target ``Edit`` widget to not allow
|
||||||
|
# edits for now.
|
||||||
|
'widget_kwargs': {'readonly': True},
|
||||||
|
},
|
||||||
|
},
|
||||||
}
|
}
|
||||||
},
|
},
|
||||||
) as sidepane:
|
) as sidepane:
|
||||||
|
@ -813,7 +986,7 @@ async def display_symbol_data(
|
||||||
loglevel=loglevel,
|
loglevel=loglevel,
|
||||||
|
|
||||||
# 60 FPS to limit context switches
|
# 60 FPS to limit context switches
|
||||||
tick_throttle=_clear_throttle_rate,
|
tick_throttle=_quote_throttle_rate,
|
||||||
|
|
||||||
) as feed,
|
) as feed,
|
||||||
):
|
):
|
||||||
|
@ -868,20 +1041,39 @@ async def display_symbol_data(
|
||||||
|
|
||||||
# TODO: eventually we'll support some kind of n-compose syntax
|
# TODO: eventually we'll support some kind of n-compose syntax
|
||||||
fsp_conf = {
|
fsp_conf = {
|
||||||
# 'rsi': {
|
|
||||||
# 'fsp_func_name': 'rsi',
|
'rsi': {
|
||||||
# 'params': {'period': 14},
|
|
||||||
# 'chart_kwargs': {
|
# literal python func ref lookup name
|
||||||
# 'static_yrange': (0, 100),
|
'func_name': 'rsi',
|
||||||
# },
|
|
||||||
# },
|
# map of parameters to place on the fsp sidepane widget
|
||||||
|
# which should map to dynamic inputs available to the
|
||||||
|
# fsp function at runtime.
|
||||||
|
'params': {
|
||||||
|
'period': {
|
||||||
|
'default_value': 14,
|
||||||
|
'widget_kwargs': {'readonly': True},
|
||||||
|
},
|
||||||
|
},
|
||||||
|
|
||||||
|
# ``ChartPlotWidget`` options passthrough
|
||||||
|
'chart_kwargs': {
|
||||||
|
'static_yrange': (0, 100),
|
||||||
|
},
|
||||||
|
},
|
||||||
|
|
||||||
}
|
}
|
||||||
|
|
||||||
if has_vlm(ohlcv):
|
if has_vlm(ohlcv): # and provider != 'binance':
|
||||||
|
# binance is too fast atm for FSPs until we wrap
|
||||||
|
# the fsp streams as throttled ``Feeds``, see
|
||||||
|
#
|
||||||
|
|
||||||
# add VWAP to fsp config for downstream loading
|
# add VWAP to fsp config for downstream loading
|
||||||
fsp_conf.update({
|
fsp_conf.update({
|
||||||
'vwap': {
|
'vwap': {
|
||||||
'fsp_func_name': 'vwap',
|
'func_name': 'vwap',
|
||||||
'overlay': True,
|
'overlay': True,
|
||||||
'anchor': 'session',
|
'anchor': 'session',
|
||||||
},
|
},
|
||||||
|
@ -900,7 +1092,7 @@ async def display_symbol_data(
|
||||||
):
|
):
|
||||||
# load initial fsp chain (otherwise known as "indicators")
|
# load initial fsp chain (otherwise known as "indicators")
|
||||||
ln.start_soon(
|
ln.start_soon(
|
||||||
fan_out_spawn_fsp_daemons,
|
open_fspd_cluster,
|
||||||
linkedsplits,
|
linkedsplits,
|
||||||
fsp_conf,
|
fsp_conf,
|
||||||
sym,
|
sym,
|
||||||
|
@ -913,7 +1105,7 @@ async def display_symbol_data(
|
||||||
# start graphics update loop(s)after receiving first live quote
|
# start graphics update loop(s)after receiving first live quote
|
||||||
ln.start_soon(
|
ln.start_soon(
|
||||||
update_chart_from_quotes,
|
update_chart_from_quotes,
|
||||||
chart,
|
linkedsplits,
|
||||||
feed.stream,
|
feed.stream,
|
||||||
ohlcv,
|
ohlcv,
|
||||||
wap_in_history,
|
wap_in_history,
|
||||||
|
|
Loading…
Reference in New Issue