Move quote formatting to broker backends

kivy_mainline_and_py3.8
Tyler Goodlet 2018-03-21 10:30:43 -04:00
parent f0149118e1
commit 6b47130c77
3 changed files with 197 additions and 3 deletions

View File

@ -65,9 +65,12 @@ async def poll_tickers(
quotes = await get_quotes(tickers)
postquote_start = time.time()
payload = []
for quote in quotes:
for symbol, quote in quotes.items():
# TODO: uhh wtf?
if not quote:
continue
if quote['delay'] > 0:
if quote.get('delay', 0) > 0:
log.warning(f"Delayed quote:\n{quote}")
if diff_cached:

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@ -3,10 +3,12 @@ Questrade API backend.
"""
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
@ -301,6 +303,88 @@ async def quoter(client: Client, tickers: [str]):
else:
raise
return quotes_resp['quotes']
return {quote['symbol']: quote for quote in quotes_resp['quotes']}
yield get_quote
# 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.
"""
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 = 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

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@ -1,11 +1,14 @@
"""
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')
@ -45,9 +48,113 @@ class Client:
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