Attempt more reliable chart startup
Wait for a first actual real-time quote before starting graphics update tasks. Use the new normalized tick format brokers are expected to emit as a `quotes['ticks']` list. Auto detect time frame from historical bars.its_happening
parent
3066ab216a
commit
bfc1a1fcf5
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@ -333,7 +333,7 @@ class ChartPlotWidget(pg.PlotWidget):
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# XXX: label setting doesn't seem to work?
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# XXX: label setting doesn't seem to work?
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# likely custom graphics need special handling
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# likely custom graphics need special handling
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# label = pg.LabelItem(justify='left')
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# label = pg.LabelItem(justify='right')
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# self.addItem(label)
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# self.addItem(label)
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# label.setText("Yo yoyo")
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# label.setText("Yo yoyo")
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# label.setText("<span style='font-size: 12pt'>x=")
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# label.setText("<span style='font-size: 12pt'>x=")
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@ -480,7 +480,7 @@ class ChartPlotWidget(pg.PlotWidget):
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bars = self.parent._array[lbar:rbar]
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bars = self.parent._array[lbar:rbar]
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if not len(bars):
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if not len(bars):
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# likely no data loaded yet
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# likely no data loaded yet
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print(f"WTF bars_range = {lbar}:{rbar}")
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log.error(f"WTF bars_range = {lbar}:{rbar}")
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return
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return
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elif lbar < 0:
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elif lbar < 0:
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breakpoint()
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breakpoint()
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@ -604,6 +604,7 @@ def _main(
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# historical data fetch
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# historical data fetch
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brokermod = brokers.get_brokermod(brokername)
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brokermod = brokers.get_brokermod(brokername)
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async with brokermod.get_client() as client:
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async with brokermod.get_client() as client:
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# figure out the exact symbol
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# figure out the exact symbol
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bars = await client.bars(symbol=sym)
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bars = await client.bars(symbol=sym)
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@ -614,11 +615,18 @@ def _main(
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# determine ohlc delay between bars
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# determine ohlc delay between bars
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times = bars['time']
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times = bars['time']
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delay = times[-1] - times[-2]
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# find expected time step between datums
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delay = times[-1] - times[times != times[-1]][-1]
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async def add_new_bars(delay_s):
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async def add_new_bars(delay_s):
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"""Task which inserts new bars into the ohlc every ``delay_s`` seconds.
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"""Task which inserts new bars into the ohlc every ``delay_s`` seconds.
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"""
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"""
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# TODO: right now we'll spin printing bars if the last time
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# stamp is before a large period of no market activity.
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# Likely the best way to solve this is to make this task
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# aware of the instrument's tradable hours?
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# adjust delay to compensate for trio processing time
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# adjust delay to compensate for trio processing time
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ad = delay_s - 0.002
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ad = delay_s - 0.002
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@ -675,7 +683,7 @@ def _main(
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func,
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func,
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brokername=brokermod.name,
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brokername=brokermod.name,
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sym=sym,
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sym=sym,
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loglevel='info',
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# loglevel='info',
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)
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)
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stream = await portal.result()
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stream = await portal.result()
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@ -691,23 +699,27 @@ def _main(
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async with trio.open_nursery() as n:
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async with trio.open_nursery() as n:
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from piker import fsp
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from piker import fsp
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async with data.open_feed(brokername, [sym]) as stream:
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async with data.open_feed(
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# start graphics tasks
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brokername,
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n.start_soon(add_new_bars, delay)
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[sym],
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loglevel=qtractor_kwargs['loglevel'],
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) as (fquote, stream):
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# start downstream processor
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n.start_soon(stream_to_chart, fsp.broker_latency)
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n.start_soon(stream_to_chart, fsp.broker_latency)
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# wait for a first quote before we start any update tasks
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quote = await stream.__anext__()
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# start graphics tasks after receiving first live quote
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n.start_soon(add_new_bars, delay)
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async for quote in stream:
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async for quote in stream:
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# XXX: why are we getting both of these again?
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ticks = quote.get('ticks')
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ticks = quote.get('ticks')
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if ticks:
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if ticks:
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for tick in ticks:
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for tick in ticks:
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if tick['tickType'] in (48, 77):
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if tick.get('type') == 'trade':
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linked_charts.update_from_quote(
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linked_charts.update_from_quote(
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{'last': tick['price']}
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{'last': tick['price']}
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)
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)
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# else:
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# linked_charts.update_from_quote(
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# {'last': quote['close']}
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# )
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run_qtractor(_main, (), ChartSpace, **qtractor_kwargs)
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run_qtractor(_main, (), ChartSpace, **qtractor_kwargs)
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