Factor sync part of graphics update into func, add `trigger_update()``
Tyler Goodlet
parent
81c69c54ec
commit
bcd0895a12
|
|
@ -23,7 +23,7 @@ graphics update methods via our custom ``pyqtgraph`` charting api.
|
|||
'''
|
||||
from functools import partial
|
||||
import time
|
||||
from typing import Optional
|
||||
from typing import Optional, Any
|
||||
|
||||
import numpy as np
|
||||
import tractor
|
||||
|
|
@ -109,6 +109,12 @@ def chart_maxmin(
|
|||
return last_bars_range, mx, max(mn, 0), mx_vlm_in_view
|
||||
|
||||
|
||||
# actor-local graphics state that can be passed
|
||||
# to a ``graphic_update_cycle()`` call by any task
|
||||
# wishing to update the UI.
|
||||
_ux_state: dict[str, Any] = {}
|
||||
|
||||
|
||||
async def graphics_update_loop(
|
||||
|
||||
linked: LinkedSplits,
|
||||
|
|
@ -147,7 +153,7 @@ async def graphics_update_loop(
|
|||
|
||||
if vlm_chart:
|
||||
vlm_sticky = vlm_chart._ysticks['volume']
|
||||
vlm_view = vlm_chart.view
|
||||
# vlm_view = vlm_chart.view
|
||||
|
||||
maxmin = partial(chart_maxmin, chart, vlm_chart)
|
||||
chart.default_view()
|
||||
|
|
@ -183,7 +189,7 @@ async def graphics_update_loop(
|
|||
tick_margin = 3 * tick_size
|
||||
|
||||
chart.show()
|
||||
view = chart.view
|
||||
# view = chart.view
|
||||
last_quote = time.time()
|
||||
i_last = ohlcv.index
|
||||
|
||||
|
|
@ -210,8 +216,27 @@ async def graphics_update_loop(
|
|||
|
||||
# async for quotes in iter_drain_quotes():
|
||||
|
||||
_ux_state.update({
|
||||
'quotes': {},
|
||||
'linked': linked,
|
||||
'maxmin': maxmin,
|
||||
'tick_margin': tick_margin,
|
||||
'ohlcv': ohlcv,
|
||||
'chart': chart,
|
||||
'last_price_sticky': last_price_sticky,
|
||||
'vlm_chart': vlm_chart,
|
||||
'i_last': i_last,
|
||||
'last_mx_vlm': last_mx_vlm,
|
||||
'vlm_sticky': vlm_sticky,
|
||||
'l1': l1,
|
||||
'last_mx': last_mx,
|
||||
'last_mn': last_mn,
|
||||
})
|
||||
|
||||
async for quotes in stream:
|
||||
|
||||
_ux_state['quotes'] = quotes
|
||||
|
||||
quote_period = time.time() - last_quote
|
||||
quote_rate = round(
|
||||
1/quote_period, 1) if quote_period > 0 else float('inf')
|
||||
|
|
@ -232,222 +257,259 @@ async def graphics_update_loop(
|
|||
chart.pause_all_feeds()
|
||||
continue
|
||||
|
||||
for sym, quote in quotes.items():
|
||||
# sync call to update all graphics/UX components.
|
||||
graphics_update_cycle(**_ux_state)
|
||||
|
||||
(
|
||||
brange,
|
||||
mx_in_view,
|
||||
mn_in_view,
|
||||
mx_vlm_in_view,
|
||||
) = maxmin()
|
||||
l, lbar, rbar, r = brange
|
||||
mx = mx_in_view + tick_margin
|
||||
mn = mn_in_view - tick_margin
|
||||
|
||||
# NOTE: vlm may be written by the ``brokerd`` backend
|
||||
# event though a tick sample is not emitted.
|
||||
# TODO: show dark trades differently
|
||||
# https://github.com/pikers/piker/issues/116
|
||||
array = ohlcv.array
|
||||
def trigger_update() -> None:
|
||||
'''
|
||||
Manually trigger a graphics update from global state.
|
||||
|
||||
# NOTE: this used to be implemented in a dedicated
|
||||
# "increment tas": ``check_for_new_bars()`` but it doesn't
|
||||
# make sense to do a whole task switch when we can just do
|
||||
# this simple index-diff and all the fsp sub-curve graphics
|
||||
# are diffed on each draw cycle anyway; so updates to the
|
||||
# "curve" length is already automatic.
|
||||
Generally used from remote actors who wish to trigger a UI refresh.
|
||||
|
||||
# increment the view position by the sample offset.
|
||||
i_step = ohlcv.index
|
||||
i_diff = i_step - i_last
|
||||
if i_diff > 0:
|
||||
chart.increment_view(
|
||||
steps=i_diff,
|
||||
)
|
||||
i_last = i_step
|
||||
'''
|
||||
assert _ux_state is not None, 'graphics engine not initialized?'
|
||||
graphics_update_cycle(**_ux_state)
|
||||
|
||||
if vlm_chart:
|
||||
vlm_chart.update_curve_from_array('volume', array)
|
||||
vlm_sticky.update_from_data(*array[-1][['index', 'volume']])
|
||||
|
||||
if (
|
||||
mx_vlm_in_view != last_mx_vlm or
|
||||
mx_vlm_in_view > last_mx_vlm
|
||||
):
|
||||
# print(f'mx vlm: {last_mx_vlm} -> {mx_vlm_in_view}')
|
||||
vlm_view._set_yrange(
|
||||
yrange=(0, mx_vlm_in_view * 1.375)
|
||||
)
|
||||
last_mx_vlm = mx_vlm_in_view
|
||||
def graphics_update_cycle(
|
||||
quotes,
|
||||
linked,
|
||||
maxmin,
|
||||
tick_margin,
|
||||
ohlcv,
|
||||
chart,
|
||||
last_price_sticky,
|
||||
vlm_chart,
|
||||
i_last,
|
||||
last_mx_vlm,
|
||||
vlm_sticky,
|
||||
l1,
|
||||
|
||||
for curve_name, flow in vlm_chart._flows.items():
|
||||
update_fsp_chart(
|
||||
vlm_chart,
|
||||
flow.shm,
|
||||
curve_name,
|
||||
array_key=curve_name,
|
||||
)
|
||||
# is this even doing anything?
|
||||
flow.plot.vb._set_yrange(
|
||||
autoscale_linked_plots=False,
|
||||
name=curve_name,
|
||||
)
|
||||
last_mx,
|
||||
last_mn,
|
||||
|
||||
ticks_frame = quote.get('ticks', ())
|
||||
wap_in_history: bool = False,
|
||||
# vlm_view,
|
||||
|
||||
frames_by_type: dict[str, dict] = {}
|
||||
lasts = {}
|
||||
) -> None:
|
||||
|
||||
# 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')
|
||||
ticktype = tick.get('type')
|
||||
for sym, quote in quotes.items():
|
||||
|
||||
if ticktype == 'n/a' or price == -1:
|
||||
# okkk..
|
||||
continue
|
||||
(
|
||||
brange,
|
||||
mx_in_view,
|
||||
mn_in_view,
|
||||
mx_vlm_in_view,
|
||||
) = maxmin()
|
||||
l, lbar, rbar, r = brange
|
||||
mx = mx_in_view + tick_margin
|
||||
mn = mn_in_view - tick_margin
|
||||
|
||||
# keys are entered in olded-event-inserted-first order
|
||||
# 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)
|
||||
# NOTE: vlm may be written by the ``brokerd`` backend
|
||||
# event though a tick sample is not emitted.
|
||||
# TODO: show dark trades differently
|
||||
# https://github.com/pikers/piker/issues/116
|
||||
array = ohlcv.array
|
||||
|
||||
# overwrites so the last tick per type is the entry
|
||||
lasts[ticktype] = tick
|
||||
# NOTE: this used to be implemented in a dedicated
|
||||
# "increment tas": ``check_for_new_bars()`` but it doesn't
|
||||
# make sense to do a whole task switch when we can just do
|
||||
# this simple index-diff and all the fsp sub-curve graphics
|
||||
# are diffed on each draw cycle anyway; so updates to the
|
||||
# "curve" length is already automatic.
|
||||
|
||||
# from pprint import pformat
|
||||
# frame_counts = {
|
||||
# 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)}')
|
||||
# increment the view position by the sample offset.
|
||||
i_step = ohlcv.index
|
||||
i_diff = i_step - i_last
|
||||
if i_diff > 0:
|
||||
chart.increment_view(
|
||||
steps=i_diff,
|
||||
)
|
||||
i_last = i_step
|
||||
|
||||
# TODO: eventually we want to separate out the utrade (aka
|
||||
# dark vlm prices) here and show them as an additional
|
||||
# graphic.
|
||||
clear_types = _tick_groups['clears']
|
||||
if vlm_chart:
|
||||
vlm_chart.update_curve_from_array('volume', array)
|
||||
vlm_sticky.update_from_data(*array[-1][['index', 'volume']])
|
||||
|
||||
# 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)
|
||||
end = array[-1]
|
||||
last_price_sticky.update_from_data(
|
||||
*end[['index', 'close']]
|
||||
)
|
||||
|
||||
# update ohlc sampled price bars
|
||||
chart.update_ohlc_from_array(
|
||||
chart.name,
|
||||
array,
|
||||
)
|
||||
|
||||
if wap_in_history:
|
||||
# update vwap overlay line
|
||||
chart.update_curve_from_array('bar_wap', ohlcv.array)
|
||||
|
||||
# L1 book label-line updates
|
||||
# XXX: is this correct for ib?
|
||||
# if ticktype in ('trade', 'last'):
|
||||
# if ticktype in ('last',): # 'size'):
|
||||
if typ in ('last',): # 'size'):
|
||||
|
||||
label = {
|
||||
l1.ask_label.fields['level']: l1.ask_label,
|
||||
l1.bid_label.fields['level']: l1.bid_label,
|
||||
}.get(price)
|
||||
|
||||
if label is not None:
|
||||
label.update_fields({'level': price, 'size': size})
|
||||
|
||||
# TODO: on trades should we be knocking down
|
||||
# the relevant L1 queue?
|
||||
# label.size -= size
|
||||
|
||||
# elif ticktype in ('ask', 'asize'):
|
||||
elif typ in _tick_groups['asks']:
|
||||
l1.ask_label.update_fields({'level': price, 'size': size})
|
||||
|
||||
# elif ticktype in ('bid', 'bsize'):
|
||||
elif typ in _tick_groups['bids']:
|
||||
l1.bid_label.update_fields({'level': price, 'size': size})
|
||||
|
||||
# check for y-range re-size
|
||||
if (
|
||||
(mx > last_mx) or (mn < last_mn)
|
||||
and not chart._static_yrange == 'axis'
|
||||
mx_vlm_in_view != last_mx_vlm or
|
||||
mx_vlm_in_view > last_mx_vlm
|
||||
):
|
||||
# print(f'new y range: {(mn, mx)}')
|
||||
view._set_yrange(
|
||||
yrange=(mn, mx),
|
||||
# TODO: we should probably scale
|
||||
# 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,
|
||||
# print(f'mx vlm: {last_mx_vlm} -> {mx_vlm_in_view}')
|
||||
vlm_chart.view._set_yrange(
|
||||
yrange=(0, mx_vlm_in_view * 1.375)
|
||||
)
|
||||
last_mx_vlm = mx_vlm_in_view
|
||||
|
||||
last_mx, last_mn = mx, mn
|
||||
|
||||
# run synchronous update on all derived fsp subplots
|
||||
for name, subchart in linked.subplots.items():
|
||||
for curve_name, flow in vlm_chart._flows.items():
|
||||
update_fsp_chart(
|
||||
subchart,
|
||||
subchart._shm,
|
||||
|
||||
# XXX: do we really needs seperate names here?
|
||||
name,
|
||||
array_key=name,
|
||||
)
|
||||
subchart.cv._set_yrange()
|
||||
|
||||
# TODO: all overlays on all subplots..
|
||||
|
||||
# run synchronous update on all derived overlays
|
||||
for curve_name, flow in chart._flows.items():
|
||||
update_fsp_chart(
|
||||
chart,
|
||||
vlm_chart,
|
||||
flow.shm,
|
||||
curve_name,
|
||||
array_key=curve_name,
|
||||
)
|
||||
# chart.view._set_yrange()
|
||||
# is this even doing anything?
|
||||
flow.plot.vb._set_yrange(
|
||||
autoscale_linked_plots=False,
|
||||
name=curve_name,
|
||||
)
|
||||
|
||||
# loop end
|
||||
ticks_frame = quote.get('ticks', ())
|
||||
|
||||
frames_by_type: dict[str, dict] = {}
|
||||
lasts = {}
|
||||
|
||||
# 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')
|
||||
ticktype = tick.get('type')
|
||||
|
||||
if ticktype == 'n/a' or price == -1:
|
||||
# okkk..
|
||||
continue
|
||||
|
||||
# keys are entered in olded-event-inserted-first order
|
||||
# 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)
|
||||
|
||||
# overwrites so the last tick per type is the entry
|
||||
lasts[ticktype] = tick
|
||||
|
||||
# from pprint import pformat
|
||||
# frame_counts = {
|
||||
# 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 = _tick_groups['clears']
|
||||
|
||||
# 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)
|
||||
end = array[-1]
|
||||
last_price_sticky.update_from_data(
|
||||
*end[['index', 'close']]
|
||||
)
|
||||
|
||||
# update ohlc sampled price bars
|
||||
chart.update_ohlc_from_array(
|
||||
chart.name,
|
||||
array,
|
||||
)
|
||||
|
||||
if wap_in_history:
|
||||
# update vwap overlay line
|
||||
chart.update_curve_from_array('bar_wap', ohlcv.array)
|
||||
|
||||
# L1 book label-line updates
|
||||
# XXX: is this correct for ib?
|
||||
# if ticktype in ('trade', 'last'):
|
||||
# if ticktype in ('last',): # 'size'):
|
||||
if typ in ('last',): # 'size'):
|
||||
|
||||
label = {
|
||||
l1.ask_label.fields['level']: l1.ask_label,
|
||||
l1.bid_label.fields['level']: l1.bid_label,
|
||||
}.get(price)
|
||||
|
||||
if label is not None:
|
||||
label.update_fields({'level': price, 'size': size})
|
||||
|
||||
# TODO: on trades should we be knocking down
|
||||
# the relevant L1 queue?
|
||||
# label.size -= size
|
||||
|
||||
# elif ticktype in ('ask', 'asize'):
|
||||
elif typ in _tick_groups['asks']:
|
||||
l1.ask_label.update_fields({'level': price, 'size': size})
|
||||
|
||||
# elif ticktype in ('bid', 'bsize'):
|
||||
elif typ in _tick_groups['bids']:
|
||||
l1.bid_label.update_fields({'level': price, 'size': size})
|
||||
|
||||
# check for y-range re-size
|
||||
if (
|
||||
(mx > last_mx) or (mn < last_mn)
|
||||
and not chart._static_yrange == 'axis'
|
||||
):
|
||||
# print(f'new y range: {(mn, mx)}')
|
||||
chart.view._set_yrange(
|
||||
yrange=(mn, mx),
|
||||
# TODO: we should probably scale
|
||||
# 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
|
||||
|
||||
# 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,
|
||||
)
|
||||
subchart.cv._set_yrange()
|
||||
|
||||
# TODO: all overlays on all subplots..
|
||||
|
||||
# run synchronous update on all derived overlays
|
||||
for curve_name, flow in chart._flows.items():
|
||||
update_fsp_chart(
|
||||
chart,
|
||||
flow.shm,
|
||||
curve_name,
|
||||
array_key=curve_name,
|
||||
)
|
||||
# chart.view._set_yrange()
|
||||
|
||||
# loop end
|
||||
|
||||
|
||||
async def display_symbol_data(
|
||||
|
|
|
|||
Loading…
Reference in New Issue