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Throttle L1 label updates at a lower rate

web_utils
Tyler Goodlet 2021-05-27 22:07:55 -04:00
parent ff856a6ee3
commit b689adaeb0
1 changed files with 35 additions and 25 deletions
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60
piker/ui/_chart.py
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@ -999,7 +999,8 @@ async def test_bed(
i += 1 i += 1
_quote_throttle_rate: int = 60 # Hz _clear_throttle_rate: int = 60 # Hz
_book_throttle_rate: int = 20 # Hz
async def chart_from_quotes( async def chart_from_quotes(
@ -1076,12 +1077,12 @@ async def chart_from_quotes(
tick_size = chart._lc.symbol.tick_size tick_size = chart._lc.symbol.tick_size
tick_margin = 2 * tick_size tick_margin = 2 * tick_size
last = time.time() last_ask = last_bid = last_clear = time.time()
async for quotes in stream: async for quotes in stream:
now = time.time()
period = now - last
for sym, quote in quotes.items(): for sym, quote in quotes.items():
now = time.time()
for tick in quote.get('ticks', ()): for tick in quote.get('ticks', ()):
# print(f"CHART: {quote['symbol']}: {tick}") # print(f"CHART: {quote['symbol']}: {tick}")
@ -1093,14 +1094,19 @@ async def chart_from_quotes(
# okkk.. # okkk..
continue continue
# clearing price event
if ticktype in ('trade', 'utrade', 'last'): if ticktype in ('trade', 'utrade', 'last'):
# throttle clearing price updates to ~ 60 FPS # throttle clearing price updates to ~ max 60 FPS
if period <= 1/_quote_throttle_rate - 0.001: period = now - last_clear
if period <= 1/_clear_throttle_rate:
# faster then display refresh rate # faster then display refresh rate
# print(f'quote too fast: {1/period}')
continue continue
# print(f'passthrough {tick}\n{1/(now-last_clear)}')
# set time of last graphics update
last_clear = now
array = ohlcv.array array = ohlcv.array
# update price sticky(s) # update price sticky(s)
@ -1121,19 +1127,26 @@ async def chart_from_quotes(
chart.update_curve_from_array( chart.update_curve_from_array(
'bar_wap', ohlcv.array) 'bar_wap', ohlcv.array)
else: # non-clearing tick # l1 book events
# throttle the book graphics updates at a lower rate
# since they aren't as critical for a manual user
# viewing the chart
now = time.time() elif ticktype in ('ask', 'asize'):
period = now - last if (now - last_ask) <= 1/_book_throttle_rate:
# throttle the book graphics updates at a lower rate
# since they aren't as critical for a manual user
# viewing the chart
if period <= 1/_quote_throttle_rate/2:
# print(f'skipping\n{tick}') # print(f'skipping\n{tick}')
continue 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 # compute max and min trade values to display in view
# TODO: we need a streaming minmax algorithm here, see # TODO: we need a streaming minmax algorithm here, see
# def above. # def above.
@ -1187,9 +1200,6 @@ async def chart_from_quotes(
last_mx, last_mn = mx, mn last_mx, last_mn = mx, mn
# set time of last graphics update
last = now
async def spawn_fsps( async def spawn_fsps(
linked_charts: LinkedSplitCharts, linked_charts: LinkedSplitCharts,
@ -1380,7 +1390,7 @@ async def run_fsp(
now = time.time() now = time.time()
period = now - last period = now - last
# if period <= 1/30: # if period <= 1/30:
if period <= 1/_quote_throttle_rate - 0.001: if period <= 1/_clear_throttle_rate - 0.001:
# faster then display refresh rate # faster then display refresh rate
# print(f'quote too fast: {1/period}') # print(f'quote too fast: {1/period}')
continue continue
@ -1655,12 +1665,12 @@ async def _async_main(
screen = current_screen() screen = current_screen()
# configure graphics update throttling based on display refresh rate # configure graphics update throttling based on display refresh rate
global _quote_throttle_rate global _clear_throttle_rate
_quote_throttle_rate = min( _clear_throttle_rate = min(
round(screen.refreshRate()), round(screen.refreshRate()),
_quote_throttle_rate, _clear_throttle_rate,
) )
log.info(f'Set graphics update rate to {_quote_throttle_rate} Hz') log.info(f'Set graphics update rate to {_clear_throttle_rate} Hz')
# configure global DPI aware font size # configure global DPI aware font size
_font.configure_to_dpi(screen) _font.configure_to_dpi(screen)