Simplify L1 labels for multicharts

Instead of having the l1 lines be inside the view space, move them to be
inside their respective axis (with only a 16 unit portion inside the
view) such that the clear price label can overlay with them nicely
without obscuring; this is much better suited to multiple adjacent
y-axes and in general is simpler and less noisy.

Further `L1Labels` + `LevelLabel` style tweaks:
- adjust `.rect` positioning to be "right" (i.e. inside the parent
  y-axis) with a slight 16 unit shift toward the viewbox (using the new
  `._x_br_offset`) to allow seeing each level label's line even when the
  clearing price label is positioned at that same level.
- add a newline's worth of vertical space to each of the bid/ask labels
  so that L1 labels' text content isn't ever obscured by the clear price
  label.
- set a low (10) z-value to ensure l1 labels are always placed
  underneath the clear price label.
- always fill the label rect with the chosen background color.
- make labels fully opaque so as to always make them hide the parent
  axes' `.tickStrings()` contents.
- make default color the "default" from the global scheme.
- drop the "price" part from the l1 label text contents, just show the
  book-queue's amount (in dst asset's units, aka the potential clearing vlm).
l1_compaction
Tyler Goodlet 2022-12-23 14:22:44 -05:00
parent 97b03bbfbb
commit b2bb7f4923
1 changed files with 46 additions and 25 deletions

View File

@ -30,19 +30,20 @@ from ._pg_overrides import PlotItem
class LevelLabel(YAxisLabel):
"""Y-axis (vertically) oriented, horizontal label that sticks to
'''
Y-axis (vertically) oriented, horizontal label that sticks to
where it's placed despite chart resizing and supports displaying
multiple fields.
TODO: replace the rectangle-text part with our new ``Label`` type.
"""
_x_margin = 0
_y_margin = 0
'''
_x_br_offset: float = -16
_x_txt_h_scaling: float = 2
# adjustment "further away from" anchor point
_x_offset = 9
_x_offset = 0
_y_offset = 0
# fields to be displayed in the label string
@ -58,12 +59,12 @@ class LevelLabel(YAxisLabel):
chart,
parent,
color: str = 'bracket',
color: str = 'default_light',
orient_v: str = 'bottom',
orient_h: str = 'left',
orient_h: str = 'right',
opacity: float = 0,
opacity: float = 1,
# makes order line labels offset from their parent axis
# such that they don't collide with the L1/L2 lines/prices
@ -99,13 +100,15 @@ class LevelLabel(YAxisLabel):
self._h_shift = {
'left': -1.,
'right': 0.
'right': 0.,
}[orient_h]
self.fields = self._fields.copy()
# ensure default format fields are in correct
self.set_fmt_str(self._fmt_str, self.fields)
self.setZValue(10)
@property
def color(self):
return self._hcolor
@ -113,7 +116,10 @@ class LevelLabel(YAxisLabel):
@color.setter
def color(self, color: str) -> None:
self._hcolor = color
self._pen = self.pen = pg.mkPen(hcolor(color))
self._pen = self.pen = pg.mkPen(
hcolor(color),
width=3,
)
def update_on_resize(self, vr, r):
"""Tiis is a ``.sigRangeChanged()`` handler.
@ -125,10 +131,11 @@ class LevelLabel(YAxisLabel):
self,
fields: dict = None,
) -> None:
"""Update the label's text contents **and** position from
'''
Update the label's text contents **and** position from
a view box coordinate datum.
"""
'''
self.fields.update(fields)
level = self.fields['level']
@ -175,7 +182,8 @@ class LevelLabel(YAxisLabel):
fields: dict,
):
# use space as e3 delim
self.label_str = self._fmt_str.format(**fields).replace(',', ' ')
self.label_str = self._fmt_str.format(
**fields).replace(',', ' ')
br = self.boundingRect()
h, w = br.height(), br.width()
@ -188,14 +196,14 @@ class LevelLabel(YAxisLabel):
self,
p: QtGui.QPainter,
rect: QtCore.QRectF
) -> None:
p.setPen(self._pen)
) -> None:
p.setPen(self._pen)
rect = self.rect
if self._orient_v == 'bottom':
lp, rp = rect.topLeft(), rect.topRight()
# p.drawLine(rect.topLeft(), rect.topRight())
elif self._orient_v == 'top':
lp, rp = rect.bottomLeft(), rect.bottomRight()
@ -209,6 +217,11 @@ class LevelLabel(YAxisLabel):
])
)
p.fillRect(
self.rect,
self.bg_color,
)
def highlight(self, pen) -> None:
self._pen = pen
self.update()
@ -247,9 +260,10 @@ class L1Label(LevelLabel):
class L1Labels:
"""Level 1 bid ask labels for dynamic update on price-axis.
'''
Level 1 bid ask labels for dynamic update on price-axis.
"""
'''
def __init__(
self,
plotitem: PlotItem,
@ -265,15 +279,17 @@ class L1Labels:
'chart': plotitem,
'parent': raxis,
'opacity': 1,
'opacity': .9,
'font_size': font_size,
'fg_color': chart.pen_color,
'bg_color': chart.view_color,
'fg_color': 'default_light',
'bg_color': chart.view_color, # normally 'papas_special'
}
# TODO: add humanized source-asset
# info format.
fmt_str = (
' {size:.{size_digits}f} x '
'{level:,.{level_digits}f} '
' {size:.{size_digits}f} u'
# '{level:,.{level_digits}f} '
)
fields = {
'level': 0,
@ -286,12 +302,17 @@ class L1Labels:
orient_v='bottom',
**kwargs,
)
bid.set_fmt_str(fmt_str=fmt_str, fields=fields)
bid.set_fmt_str(
fmt_str='\n' + fmt_str,
fields=fields,
)
bid.show()
ask = self.ask_label = L1Label(
orient_v='top',
**kwargs,
)
ask.set_fmt_str(fmt_str=fmt_str, fields=fields)
ask.set_fmt_str(
fmt_str=fmt_str,
fields=fields)
ask.show()