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Merge pull request #19 from pikers/robinhood 

Robinhood quoting support!
kivy_mainline_and_py3.8
goodboy 2018-03-23 16:21:24 -04:00 committed by GitHub
parent 56f38263be 29ddfe017c
commit 618d4b52c1
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7 changed files with 486 additions and 248 deletions
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10
README.rst
View File

@ -21,9 +21,15 @@ For a development install::
pip install cython
pip install -e ./ -r requirements.txt
To start the real-time pot-stock watchlist::
To start the real-time index ETF watchlist::
piker watch cannabis
piker watch indexes -l info
If you want to see super granular price changes, increase the
broker quote query ``rate`` with ``-r``::
piker watch indexes -l info -r 10
.. _trio: https://github.com/python-trio/trio

34
piker/brokers/_util.py 100644
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@ -0,0 +1,34 @@
"""
Handy utils.
"""
import json
import asks
import logging
from ..log import colorize_json
class BrokerError(Exception):
"Generic broker issue"
def resproc(
resp: asks.response_objects.Response,
log: logging.Logger,
return_json: bool = True
) -> asks.response_objects.Response:
"""Process response and return its json content.
Raise the appropriate error on non-200 OK responses.
"""
if not resp.status_code == 200:
raise BrokerError(resp.body)
try:
data = resp.json()
except json.decoder.JSONDecodeError:
log.exception(f"Failed to process {resp}:\n{resp.text}")
raise BrokerError(resp.text)
else:
log.trace(f"Received json contents:\n{colorize_json(data)}")
return data if return_json else resp

107
piker/brokers/core.py 100644
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@ -0,0 +1,107 @@
"""
Core broker-daemon tasks and API.
"""
import time
import inspect
from types import ModuleType
from typing import AsyncContextManager
import trio
from .questrade import QuestradeError
from ..log import get_logger
log = get_logger('broker.core')
async def api(brokermod: ModuleType, methname: str, **kwargs) -> dict:
"""Make (proxy through) an api call by name and return its result.
"""
async with brokermod.get_client() as client:
meth = getattr(client.api, methname, None)
if meth is None:
log.error(f"No api method `{methname}` could be found?")
return
elif not kwargs:
# verify kwargs requirements are met
sig = inspect.signature(meth)
if sig.parameters:
log.error(
f"Argument(s) are required by the `{methname}` method: "
f"{tuple(sig.parameters.keys())}")
return
return await meth(**kwargs)
async def quote(brokermod: ModuleType, tickers: [str]) -> dict:
"""Return quotes dict for ``tickers``.
"""
async with brokermod.get_client() as client:
results = await client.quote(tickers)
for key, val in results.items():
if val is None:
brokermod.log.warn(f"Could not find symbol {key}?")
return results
async def poll_tickers(
client: 'Client',
quoter: AsyncContextManager,
tickers: [str],
q: trio.Queue,
rate: int = 5, # delay between quote requests
diff_cached: bool = True, # only deliver "new" quotes to the queue
) -> None:
"""Stream quotes for a sequence of tickers at the given ``rate``
per second.
A broker-client ``quoter`` async context manager must be provided which
returns an async quote function.
"""
sleeptime = round(1. / rate, 3)
_cache = {} # ticker to quote caching
async with quoter(client, tickers) as get_quotes:
while True: # use an event here to trigger exit?
prequote_start = time.time()
quotes = await get_quotes(tickers)
postquote_start = time.time()
payload = []
for symbol, quote in quotes.items():
# FIXME: None is returned if a symbol can't be found.
# Consider filtering out such symbols before starting poll loop
if quote is None:
continue
if quote.get('delay', 0) > 0:
log.warning(f"Delayed quote:\n{quote}")
if diff_cached:
# if cache is enabled then only deliver "new" changes
symbol = quote['symbol']
last = _cache.setdefault(symbol, {})
new = set(quote.items()) - set(last.items())
if new:
log.info(
f"New quote {quote['symbol']}:\n{new}")
_cache[symbol] = quote
payload.append(quote)
else:
payload.append(quote)
if payload:
q.put_nowait(payload)
req_time = round(postquote_start - prequote_start, 3)
proc_time = round(time.time() - postquote_start, 3)
tot = req_time + proc_time
log.debug(f"Request + processing took {tot}")
delay = sleeptime - tot
if delay <= 0:
log.warn(
f"Took {req_time} (request) + {proc_time} (processing) = {tot}"
f" secs (> {sleeptime}) for processing quotes?")
else:
log.debug(f"Sleeping for {delay}")
await trio.sleep(delay)

230
piker/brokers/questrade.py
View File

@ -1,15 +1,16 @@
"""
Questrade API backend.
"""
import inspect
import json
import time
import datetime
from functools import partial
import trio
from async_generator import asynccontextmanager
from ..calc import humanize, percent_change
from . import config
from ._util import resproc, BrokerError
from ..log import get_logger, colorize_json
# TODO: move to urllib3/requests once supported
@ -20,34 +21,13 @@ log = get_logger('questrade')
_refresh_token_ep = 'https://login.questrade.com/oauth2/'
_version = 'v1'
_rate_limit = 3 # queries/sec
class QuestradeError(Exception):
"Non-200 OK response code"
def resproc(
resp: asks.response_objects.Response,
return_json: bool = True
) -> asks.response_objects.Response:
"""Process response and return its json content.
Raise the appropriate error on non-200 OK responses.
"""
if not resp.status_code == 200:
raise QuestradeError(resp.body)
try:
data = resp.json()
except json.decoder.JSONDecodeError:
log.exception(f"Failed to process {resp}:\n{resp.text}")
raise QuestradeError(resp.text)
else:
log.trace(f"Received json contents:\n{colorize_json(data)}")
return data if return_json else resp
class Client:
"""API client suitable for use as a long running broker daemon or
single api requests.
@ -80,7 +60,7 @@ class Client:
params={'grant_type': 'refresh_token',
'refresh_token': self.access_data['refresh_token']}
)
data = resproc(resp)
data = resproc(resp, log)
self.access_data.update(data)
return data
@ -121,11 +101,12 @@ class Client:
expires_stamp = datetime.datetime.fromtimestamp(
expires).strftime('%Y-%m-%d %H:%M:%S')
if not access_token or (expires < time.time()) or force_refresh:
log.info(f"Refreshing access token {access_token} which expired at"
f" {expires_stamp}")
log.debug(
f"Refreshing access token {access_token} which expired at"
f" {expires_stamp}")
try:
data = await self._new_auth_token()
except QuestradeError as qterr:
except BrokerError as qterr:
if "We're making some changes" in str(qterr.args[0]):
# API service is down
raise QuestradeError("API is down for maintenance")
@ -135,13 +116,13 @@ class Client:
self._reload_config()
try:
data = await self._new_auth_token()
except QuestradeError as qterr:
except BrokerError as qterr:
if qterr.args[0].decode() == 'Bad Request':
# actually expired; get new from user
self._reload_config(force_from_user=True)
data = await self._new_auth_token()
else:
raise qterr
raise QuestradeError(qterr)
else:
raise qterr
@ -151,8 +132,8 @@ class Client:
# write to config on disk
write_conf(self)
else:
log.info(f"\nCurrent access token {access_token} expires at"
f" {expires_stamp}\n")
log.debug(f"\nCurrent access token {access_token} expires at"
f" {expires_stamp}\n")
self._prep_sess()
return self.access_data
@ -168,12 +149,21 @@ class Client:
return symbols2ids
async def quote(self, tickers):
async def quote(self, tickers: [str]):
"""Return quotes for each ticker in ``tickers``.
"""
t2ids = await self.tickers2ids(tickers)
ids = ','.join(map(str, t2ids.values()))
return (await self.api.quotes(ids=ids))['quotes']
results = (await self.api.quotes(ids=ids))['quotes']
quotes = {quote['symbol']: quote for quote in results}
# set None for all symbols not found
if len(t2ids) < len(tickers):
for ticker in tickers:
if ticker not in quotes:
quotes[ticker] = None
return quotes
async def symbols(self, tickers):
"""Return quotes for each ticker in ``tickers``.
@ -196,7 +186,7 @@ class _API:
async def _request(self, path: str, params=None) -> dict:
resp = await self._sess.get(path=f'/{path}', params=params)
return resproc(resp)
return resproc(resp, log)
async def accounts(self) -> dict:
return await self._request('accounts')
@ -268,6 +258,8 @@ def write_conf(client):
@asynccontextmanager
async def get_client() -> Client:
"""Spawn a broker client.
A client must adhere to the method calls in ``piker.broker.core``.
"""
conf = get_config()
log.debug(f"Loaded config:\n{colorize_json(dict(conf['questrade']))}")
@ -292,38 +284,16 @@ async def get_client() -> Client:
write_conf(client)
async def serve_forever(tasks) -> None:
"""Start up a client and serve until terminated.
"""
async with get_client() as client:
# pretty sure this doesn't work
# await client._revoke_auth_token()
async with trio.open_nursery() as nursery:
# launch token manager
nursery.start_soon(token_refresher, client)
# launch children
for task in tasks:
nursery.start_soon(task, client)
async def poll_tickers(
client: Client, tickers: [str],
q: trio.Queue,
rate: int = 3, # delay between quote requests
diff_cached: bool = True, # only deliver "new" quotes to the queue
) -> None:
"""Stream quotes for a sequence of tickers at the given ``rate``
per second.
@asynccontextmanager
async def quoter(client: Client, tickers: [str]):
"""Quoter context.
"""
t2ids = await client.tickers2ids(tickers)
ids = ','.join(map(str, t2ids.values()))
sleeptime = round(1. / rate, 3)
_cache = {}
while True: # use an event here to trigger exit?
prequote_start = time.time()
async def get_quote(tickers):
"""Query for quotes using cached symbol ids.
"""
try:
quotes_resp = await client.api.quotes(ids=ids)
except QuestradeError as qterr:
@ -334,66 +304,88 @@ async def poll_tickers(
else:
raise
postquote_start = time.time()
quotes = quotes_resp['quotes']
payload = []
for quote in quotes:
return {quote['symbol']: quote for quote in quotes_resp['quotes']}
if quote['delay'] > 0:
log.warning(f"Delayed quote:\n{quote}")
if diff_cached:
# if cache is enabled then only deliver "new" changes
symbol = quote['symbol']
last = _cache.setdefault(symbol, {})
new = set(quote.items()) - set(last.items())
if new:
log.info(
f"New quote {quote['symbol']}:\n{new}")
_cache[symbol] = quote
payload.append(quote)
else:
payload.append(quote)
if payload:
q.put_nowait(payload)
req_time = round(postquote_start - prequote_start, 3)
proc_time = round(time.time() - postquote_start, 3)
tot = req_time + proc_time
log.debug(f"Request + processing took {req_time + proc_time}")
delay = sleeptime - (req_time + proc_time)
if delay <= 0:
log.warn(
f"Took {req_time} (request) + {proc_time} (processing) = {tot}"
f" secs (> {sleeptime}) for processing quotes?")
else:
log.debug(f"Sleeping for {delay}")
await trio.sleep(delay)
yield get_quote
async def api(methname: str, **kwargs) -> dict:
"""Make (proxy through) an api call by name and return its result.
# Questrade key conversion / column order
_qt_keys = {
'symbol': 'symbol', # done manually in qtconvert
'%': '%',
'lastTradePrice': 'last',
'askPrice': 'ask',
'bidPrice': 'bid',
'lastTradeSize': 'size',
'bidSize': 'bsize',
'askSize': 'asize',
'VWAP': ('VWAP', partial(round, ndigits=3)),
'mktcap': ('mktcap', humanize),
'$ vol': ('$ vol', humanize),
'volume': ('vol', humanize),
'close': 'close',
'openPrice': 'open',
'lowPrice': 'low',
'highPrice': 'high',
# 'low52w': 'low52w', # put in info widget
# 'high52w': 'high52w',
# "lastTradePriceTrHrs": 7.99,
# "lastTradeTick": "Equal",
# "lastTradeTime": "2018-01-30T18:28:23.434000-05:00",
# "symbolId": 3575753,
# "tier": "",
# 'isHalted': 'halted', # as subscript 'h'
# 'delay': 'delay', # as subscript 'p'
}
_bidasks = {
'last': ['bid', 'ask'],
'size': ['bsize', 'asize'],
'VWAP': ['low', 'high'],
}
def format_quote(
quote: dict,
symbol_data: dict,
keymap: dict = _qt_keys,
) -> (dict, dict):
"""Remap a list of quote dicts ``quotes`` using the mapping of old keys
-> new keys ``keymap`` returning 2 dicts: one with raw data and the other
for display.
Returns 2 dicts: first is the original values mapped by new keys,
and the second is the same but with all values converted to a
"display-friendly" string format.
"""
async with get_client() as client:
meth = getattr(client.api, methname, None)
if meth is None:
log.error(f"No api method `{methname}` could be found?")
return
elif not kwargs:
# verify kwargs requirements are met
sig = inspect.signature(meth)
if sig.parameters:
log.error(
f"Argument(s) are required by the `{methname}` method: "
f"{tuple(sig.parameters.keys())}")
return
last = quote['lastTradePrice']
symbol = quote['symbol']
previous = symbol_data[symbol]['prevDayClosePrice']
change = percent_change(previous, last)
share_count = symbol_data[symbol].get('outstandingShares', None)
mktcap = share_count * last if share_count else 'NA'
computed = {
'symbol': quote['symbol'],
'%': round(change, 3),
'mktcap': mktcap,
'$ vol': round(quote['VWAP'] * quote['volume'], 3),
'close': previous,
}
new = {}
displayable = {}
return await meth(**kwargs)
for key, new_key in keymap.items():
display_value = value = computed.get(key) or quote.get(key)
# API servers can return `None` vals when markets are closed (weekend)
value = 0 if value is None else value
async def quote(tickers: [str]) -> dict:
"""Return quotes dict for ``tickers``.
"""
async with get_client() as client:
return await client.quote(tickers)
# convert values to a displayble format using available formatting func
if isinstance(new_key, tuple):
new_key, func = new_key
display_value = func(value)
new[new_key] = value
displayable[new_key] = display_value
return new, displayable

160
piker/brokers/robinhood.py 100644
View File

@ -0,0 +1,160 @@
"""
Robinhood API backend.
"""
from functools import partial
from async_generator import asynccontextmanager
import asks
from ..log import get_logger
from ._util import resproc
from ..calc import percent_change
log = get_logger('robinhood')
_service_ep = 'https://api.robinhood.com'
class _API:
"""Robinhood API endpoints exposed as methods and wrapped with an
http session.
"""
def __init__(self, session: asks.Session):
self._sess = session
async def _request(self, path: str, params=None) -> dict:
resp = await self._sess.get(path=f'/{path}', params=params)
return resproc(resp, log)
async def quotes(self, symbols: str) -> dict:
return await self._request('quotes/', params={'symbols': symbols})
async def fundamentals(self, symbols: str) -> dict:
return await self._request(
'fundamentals/', params={'symbols': symbols})
class Client:
"""API client suitable for use as a long running broker daemon or
single api requests.
"""
def __init__(self):
self._sess = asks.Session()
self._sess.base_location = _service_ep
self.api = _API(self._sess)
async def quote(self, symbols: [str]):
results = (await self.api.quotes(','.join(symbols)))['results']
return {quote['symbol'] if quote else sym: quote
for sym, quote in zip(symbols, results)}
async def symbols(self, tickers: [str]):
"""Placeholder for the watchlist calling code...
"""
return {}
@asynccontextmanager
async def get_client() -> Client:
"""Spawn a RH broker client.
"""
yield Client()
@asynccontextmanager
async def quoter(client: Client, tickers: [str]):
"""Quoter context.
"""
yield client.quote
# Robinhood key conversion / column order
_rh_keys = {
'symbol': 'symbol', # done manually in qtconvert
'%': '%',
'last_trade_price': ('last', partial(round, ndigits=3)),
'last_extended_hours_trade_price': 'last pre-mkt',
'ask_price': ('ask', partial(round, ndigits=3)),
'bid_price': ('bid', partial(round, ndigits=3)),
# 'lastTradeSize': 'size', # not available?
'bid_size': 'bsize',
'ask_size': 'asize',
# 'VWAP': ('VWAP', partial(round, ndigits=3)),
# 'mktcap': ('mktcap', humanize),
# '$ vol': ('$ vol', humanize),
# 'volume': ('vol', humanize),
'previous_close': 'close',
'adjusted_previous_close': 'adj close',
# 'trading_halted': 'halted',
# example fields
# "adjusted_previous_close": "8.1900",
# "ask_price": "8.2800",
# "ask_size": 1200,
# "bid_price": "8.2500",
# "bid_size": 1800,
# "has_traded": true,
# "last_extended_hours_trade_price": null,
# "last_trade_price": "8.2350",
# "last_trade_price_source": "nls",
# "previous_close": "8.1900",
# "previous_close_date": "2018-03-20",
# "symbol": "CRON",
# "trading_halted": false,
# "updated_at": "2018-03-21T13:46:05Z"
}
_bidasks = {
'last': ['bid', 'ask'],
# 'size': ['bsize', 'asize'],
# 'VWAP': ['low', 'high'],
# 'last pre-mkt': ['close', 'adj close'],
}
def format_quote(
quote: dict, symbol_data: dict,
keymap: dict = _rh_keys,
) -> (dict, dict):
"""remap a list of quote dicts ``quotes`` using the mapping of old keys
-> new keys ``keymap`` returning 2 dicts: one with raw data and the other
for display.
returns 2 dicts: first is the original values mapped by new keys,
and the second is the same but with all values converted to a
"display-friendly" string format.
"""
last = quote['last_trade_price']
# symbol = quote['symbol']
previous = quote['previous_close']
change = percent_change(float(previous), float(last))
# share_count = symbol_data[symbol].get('outstandingshares', none)
# mktcap = share_count * last if share_count else 'na'
computed = {
'symbol': quote['symbol'],
'%': round(change, 3),
'ask_price': float(quote['ask_price']),
'bid_price': float(quote['bid_price']),
'last_trade_price': float(quote['last_trade_price']),
# 'mktcap': mktcap,
# '$ vol': round(quote['vwap'] * quote['volume'], 3),
'close': previous,
}
new = {}
displayable = {}
for key, new_key in keymap.items():
display_value = value = computed.get(key) or quote.get(key)
# api servers can return `None` vals when markets are closed (weekend)
value = 0 if value is None else value
# convert values to a displayble format using available formatting func
if isinstance(new_key, tuple):
new_key, func = new_key
display_value = func(value)
new[new_key] = value
displayable[new_key] = display_value
return new, displayable

63
piker/cli.py
View File

@ -8,7 +8,11 @@ import click
import trio
import pandas as pd
from .log import get_console_log, colorize_json
from .log import get_console_log, colorize_json, get_logger
from .brokers import core
log = get_logger('cli')
DEFAULT_BROKER = 'robinhood'
def run(main, loglevel='info'):
@ -29,7 +33,8 @@ def cli():
@cli.command()
@click.option('--broker', default='questrade', help='Broker backend to use')
@click.option('--broker', '-b', default=DEFAULT_BROKER,
help='Broker backend to use')
@click.option('--loglevel', '-l', default='warning', help='Logging level')
@click.option('--keys', '-k', multiple=True,
help='Return results only for these keys')
@ -49,7 +54,8 @@ def api(meth, kwargs, loglevel, broker, keys):
key, _, value = kwarg.partition('=')
_kwargs[key] = value
data = run(partial(brokermod.api, meth, **_kwargs), loglevel=loglevel)
data = run(
partial(core.api, brokermod, meth, **_kwargs), loglevel=loglevel)
if keys:
# filter to requested keys
@ -66,7 +72,8 @@ def api(meth, kwargs, loglevel, broker, keys):
@cli.command()
@click.option('--broker', default='questrade', help='Broker backend to use')
@click.option('--broker', '-b', default=DEFAULT_BROKER,
help='Broker backend to use')
@click.option('--loglevel', '-l', default='warning', help='Logging level')
@click.option('--df-output', '-df', flag_value=True,
help='Ouput in `pandas.DataFrame` format')
@ -75,13 +82,17 @@ def quote(loglevel, broker, tickers, df_output):
"""client for testing broker API methods with pretty printing of output.
"""
brokermod = import_module('.' + broker, 'piker.brokers')
quotes = run(partial(brokermod.quote, tickers), loglevel=loglevel)
cols = quotes[0].copy()
quotes = run(partial(core.quote, brokermod, tickers), loglevel=loglevel)
if not quotes:
log.error(f"No quotes could be found for {tickers}?")
return
cols = next(filter(bool, quotes.values())).copy()
cols.pop('symbol')
if df_output:
df = pd.DataFrame(
quotes,
index=[item['symbol'] for item in quotes],
(quote or {} for quote in quotes.values()),
index=quotes.keys(),
columns=cols,
)
click.echo(df)
@ -90,29 +101,16 @@ def quote(loglevel, broker, tickers, df_output):
@cli.command()
@click.option('--broker', default='questrade', help='Broker backend to use')
@click.option('--loglevel', '-l', default='info', help='Logging level')
@click.argument('tickers', nargs=-1)
def stream(broker, loglevel, tickers, keys):
# import broker module daemon entry point
bm = import_module('.' + broker, 'piker.brokers')
run(
partial(bm.serve_forever, [
partial(bm.poll_tickers, tickers=tickers)
]),
loglevel
)
@cli.command()
@click.option('--broker', default='questrade', help='Broker backend to use')
@click.option('--broker', '-b', default=DEFAULT_BROKER,
help='Broker backend to use')
@click.option('--loglevel', '-l', default='warning', help='Logging level')
@click.option('--rate', '-r', default=5, help='Logging level')
@click.argument('name', nargs=1, required=True)
def watch(loglevel, broker, name):
def watch(loglevel, broker, rate, name):
"""Spawn a watchlist.
"""
from .ui.watchlist import _async_main
get_console_log(loglevel) # activate console logging
log = get_console_log(loglevel) # activate console logging
brokermod = import_module('.' + broker, 'piker.brokers')
watchlists = {
@ -126,12 +124,15 @@ def watch(loglevel, broker, name):
'SEED.TO', 'HMJR.TO', 'CMED.TO', 'PAS.VN',
'CRON',
],
'dad': [
'GM', 'TSLA', 'DOL.TO', 'CIM', 'SPY',
'SHOP.TO',
],
'dad': ['GM', 'TSLA', 'DOL.TO', 'CIM', 'SPY', 'SHOP.TO'],
'pharma': ['ATE.VN'],
'indexes': ['SPY', 'DAX', 'QQQ', 'DIA'],
}
# broker_conf_path = os.path.join(
# click.get_app_dir('piker'), 'watchlists.json')
# from piker.testing import _quote_streamer as brokermod
trio.run(_async_main, name, watchlists[name], brokermod)
broker_limit = getattr(brokermod, '_rate_limit', float('inf'))
if broker_limit < rate:
rate = broker_limit
log.warn(f"Limiting {brokermod.__name__} query rate to {rate}/sec")
trio.run(_async_main, name, watchlists[name], brokermod, rate)

130
piker/ui/watchlist.py
View File

@ -6,6 +6,7 @@ Launch with ``piker watch <watchlist name>``.
(Currently there's a bunch of questrade specific stuff in here)
"""
from itertools import chain
from types import ModuleType
from functools import partial
import trio
@ -18,9 +19,9 @@ from kivy import utils
from kivy.app import async_runTouchApp
from kivy.core.window import Window
from ..calc import humanize, percent_change
from ..log import get_logger
from .pager import PagerView
from ..brokers.core import poll_tickers
log = get_logger('watchlist')
@ -96,81 +97,6 @@ _kv = (f'''
''')
# Questrade key conversion / column order
_qt_keys = {
'symbol': 'symbol', # done manually in qtconvert
'%': '%',
'lastTradePrice': 'last',
'askPrice': 'ask',
'bidPrice': 'bid',
'lastTradeSize': 'size',
'bidSize': 'bsize',
'askSize': 'asize',
'VWAP': ('VWAP', partial(round, ndigits=3)),
'mktcap': ('mktcap', humanize),
'$ vol': ('$ vol', humanize),
'volume': ('vol', humanize),
'close': 'close',
'openPrice': 'open',
'lowPrice': 'low',
'highPrice': 'high',
'low52w': 'low52w',
'high52w': 'high52w',
# "lastTradePriceTrHrs": 7.99,
# "lastTradeTick": "Equal",
# "lastTradeTime": "2018-01-30T18:28:23.434000-05:00",
# "symbolId": 3575753,
# "tier": "",
# 'isHalted': 'halted',
# 'delay': 'delay', # as subscript 'p'
}
def qtconvert(
quote: dict, symbol_data: dict,
keymap: dict = _qt_keys,
) -> (dict, dict):
"""Remap a list of quote dicts ``quotes`` using the mapping of old keys
-> new keys ``keymap`` returning 2 dicts: one with raw data and the other
for display.
Returns 2 dicts: first is the original values mapped by new keys,
and the second is the same but with all values converted to a
"display-friendly" string format.
"""
last = quote['lastTradePrice']
symbol = quote['symbol']
previous = symbol_data[symbol]['prevDayClosePrice']
change = percent_change(previous, last)
share_count = symbol_data[symbol].get('outstandingShares', None)
mktcap = share_count * last if share_count else 'NA'
computed = {
'symbol': quote['symbol'],
'%': round(change, 3),
'mktcap': mktcap,
'$ vol': round(quote['VWAP'] * quote['volume'], 3),
'close': previous,
}
new = {}
displayable = {}
for key, new_key in keymap.items():
display_value = value = quote.get(key) or computed.get(key)
# API servers can return `None` vals when markets are closed (weekend)
value = 0 if value is None else value
# convert values to a displayble format using available formatting func
if isinstance(new_key, tuple):
new_key, func = new_key
display_value = func(value)
new[new_key] = value
displayable[new_key] = display_value
return new, displayable
class HeaderCell(Button):
"""Column header cell label.
"""
@ -266,7 +192,8 @@ class Row(GridLayout):
turn adjust the text color of the values based on content changes.
"""
def __init__(
self, record, headers=(), table=None, is_header_row=False,
self, record, headers=(), bidasks=None, table=None,
is_header_row=False,
**kwargs
):
super(Row, self).__init__(cols=len(record), **kwargs)
@ -276,13 +203,9 @@ class Row(GridLayout):
self.is_header = is_header_row
# create `BidAskCells` first
bidasks = {
'last': ['bid', 'ask'],
'size': ['bsize', 'asize'],
'VWAP': ['low', 'high'],
}
ba_cells = {}
layouts = {}
bidasks = bidasks or {}
ba_cells = {}
for key, children in bidasks.items():
layout = BidAskLayout(
[record[key]] + [record[child] for child in children],
@ -356,10 +279,10 @@ class TickerTable(GridLayout):
# for tracking last clicked column header cell
self.last_clicked_col_cell = None
def append_row(self, record):
def append_row(self, record, bidasks=None):
"""Append a `Row` of `Cell` objects to this table.
"""
row = Row(record, headers=('symbol',), table=self)
row = Row(record, headers=('symbol',), bidasks=bidasks, table=self)
# store ref to each row
self.symbols2rows[row._last_record['symbol']] = row
self.add_widget(row)
@ -395,6 +318,7 @@ class TickerTable(GridLayout):
async def update_quotes(
brokermod: ModuleType,
widgets: dict,
queue: trio.Queue,
symbol_data: dict,
@ -428,7 +352,9 @@ async def update_quotes(
for quote in first_quotes:
sym = quote['symbol']
row = grid.symbols2rows[sym]
record, displayable = qtconvert(quote, symbol_data=symbol_data)
# record, displayable = qtconvert(quote, symbol_data=symbol_data)
record, displayable = brokermod.format_quote(
quote, symbol_data=symbol_data)
row.update(record, displayable)
color_row(row, record)
cache[sym] = (record, row)
@ -440,7 +366,9 @@ async def update_quotes(
log.debug("Waiting on quotes")
quotes = await queue.get() # new quotes data only
for quote in quotes:
record, displayable = qtconvert(quote, symbol_data=symbol_data)
# record, displayable = qtconvert(quote, symbol_data=symbol_data)
record, displayable = brokermod.format_quote(
quote, symbol_data=symbol_data)
row = grid.symbols2rows[record['symbol']]
cache[record['symbol']] = (record, row)
row.update(record, displayable)
@ -456,7 +384,7 @@ async def run_kivy(root, nursery):
nursery.cancel_scope.cancel() # cancel all other tasks that may be running
async def _async_main(name, tickers, brokermod):
async def _async_main(name, tickers, brokermod, rate):
'''Launch kivy app + all other related tasks.
This is started with cli command `piker watch`.
@ -467,29 +395,38 @@ async def _async_main(name, tickers, brokermod):
# get long term data including last days close price
sd = await client.symbols(tickers)
nursery.start_soon(brokermod.poll_tickers, client, tickers, queue)
nursery.start_soon(
partial(poll_tickers, client, brokermod.quoter, tickers, queue,
rate=rate)
)
# get first quotes response
pkts = await queue.get()
first_quotes = [
# qtconvert(quote, symbol_data=sd)[0] for quote in pkts]
brokermod.format_quote(quote, symbol_data=sd)[0]
for quote in pkts]
if pkts[0]['lastTradePrice'] is None:
log.error("Questrade API is down temporarily")
if first_quotes[0].get('last') is None:
log.error("Broker API is down temporarily")
nursery.cancel_scope.cancel()
return
first_quotes = [
qtconvert(quote, symbol_data=sd)[0] for quote in pkts]
# build out UI
Window.set_title(f"watchlist: {name}\t(press ? for help)")
Builder.load_string(_kv)
box = BoxLayout(orientation='vertical', padding=5, spacing=5)
# define bid-ask "stacked" cells
# (TODO: needs some rethinking and renaming for sure)
bidasks = brokermod._bidasks
# add header row
headers = first_quotes[0].keys()
header = Row(
{key: key for key in headers},
headers=headers,
bidasks=bidasks,
is_header_row=True,
size_hint=(1, None),
)
@ -501,7 +438,7 @@ async def _async_main(name, tickers, brokermod):
size_hint=(1, None),
)
for ticker_record in first_quotes:
grid.append_row(ticker_record)
grid.append_row(ticker_record, bidasks=bidasks)
# associate the col headers row with the ticker table even though
# they're technically wrapped separately in containing BoxLayout
header.table = grid
@ -525,4 +462,5 @@ async def _async_main(name, tickers, brokermod):
'pager': pager,
}
nursery.start_soon(run_kivy, widgets['root'], nursery)
nursery.start_soon(update_quotes, widgets, queue, sd, pkts)
nursery.start_soon(
update_quotes, brokermod, widgets, queue, sd, pkts)