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
Tyler Goodlet 2020-08-02 12:18:53 -04:00
parent 3066ab216a
commit bfc1a1fcf5
1 changed files with 25 additions and 13 deletions

View File

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