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Merge pull request #63 from pikers/options_ui 

Options chain UI!
kivy_mainline_and_py3.8
goodboy 2019-01-02 21:34:15 -05:00 committed by GitHub
parent b0d4d4b2f8 7f8c88be0c
commit e69f0b286c
No known key found for this signature in database
GPG Key ID: 4AEE18F83AFDEB23
9 changed files with 1557 additions and 598 deletions
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131
piker/brokers/data.py
View File

@ -90,6 +90,7 @@ async def stream_quotes(
new_quotes.append(quote)
else:
new_quotes = quotes
log.info(f"Delivering quotes:\n{quotes}")
yield new_quotes
@ -108,6 +109,9 @@ async def stream_quotes(
await trio.sleep(delay)
# TODO: at this point probably just just make this a class and
# a lot of these functions should be methods. It will definitely
# make stateful UI apps easier to implement
class DataFeed(typing.NamedTuple):
"""A per broker "data feed" container.
@ -116,8 +120,9 @@ class DataFeed(typing.NamedTuple):
"""
mod: ModuleType
client: object
exit_stack: contextlib.AsyncExitStack
quoter_keys: List[str] = ['stock', 'option']
tasks: Dict[str, trio._core._run.Task] = dict.fromkeys(
tasks: Dict[str, trio.Event] = dict.fromkeys(
quoter_keys, False)
quoters: Dict[str, typing.Coroutine] = {}
subscriptions: Dict[str, Dict[str, set]] = {'option': {}, 'stock': {}}
@ -141,7 +146,9 @@ async def fan_out_to_chans(
async def request():
"""Get quotes for current symbol subscription set.
"""
return await get_quotes(list(symbols2chans.keys()))
symbols = list(symbols2chans.keys())
# subscription can be changed at any time
return await get_quotes(symbols) if symbols else ()
async for quotes in stream_quotes(
feed.mod, request, rate,
@ -149,18 +156,16 @@ async def fan_out_to_chans(
):
chan_payloads = {}
for quote in quotes:
# is this too QT specific?
symbol = quote['symbol']
# set symbol quotes for each subscriber
packet = {quote['symbol']: quote}
for chan, cid in symbols2chans.get(quote['key'], set()):
chan_payloads.setdefault(
chan,
(chan, cid),
{'yield': {}, 'cid': cid}
)['yield'][symbol] = quote
)['yield'].update(packet)
# deliver to each subscriber (fan out)
if chan_payloads:
for chan, payload in chan_payloads.items():
for (chan, cid), payload in chan_payloads.items():
try:
await chan.send(payload)
except (
@ -233,13 +238,19 @@ async def smoke_quote(get_quotes, tickers, broker):
###########################################
async def modify_quote_stream(broker, feed_type, symbols, chan=None, cid=None):
def modify_quote_stream(broker, feed_type, symbols, chan, cid):
"""Absolute symbol subscription list for each quote stream.
Effectively a symbol subscription api.
"""
log.info(f"{chan} changed symbol subscription to {symbols}")
feed = await get_cached_feed(broker)
ss = tractor.current_actor().statespace
feed = ss['feeds'].get(broker)
if feed is None:
raise RuntimeError(
"`get_cached_feed()` must be called before modifying its stream"
)
symbols2chans = feed.subscriptions[feed_type]
# update map from each symbol to requesting client's chan
for ticker in symbols:
@ -254,7 +265,7 @@ async def modify_quote_stream(broker, feed_type, symbols, chan=None, cid=None):
chanset = symbols2chans.get(ticker)
# XXX: cid will be different on unsub call
for item in chanset.copy():
if chan in item:
if (chan, cid) == item:
chanset.discard(item)
if not chanset:
@ -271,8 +282,6 @@ async def get_cached_feed(
ss = tractor.current_actor().statespace
feeds = ss.setdefault('feeds', {'_lock': trio.Lock()})
lock = feeds['_lock']
feed_stacks = ss.setdefault('feed_stacks', {})
feed_stack = feed_stacks.setdefault(brokername, contextlib.AsyncExitStack())
async with lock:
try:
feed = feeds[brokername]
@ -281,11 +290,13 @@ async def get_cached_feed(
except KeyError:
log.info(f"Creating new client for broker {brokername}")
brokermod = get_brokermod(brokername)
client = await feed_stack.enter_async_context(
exit_stack = contextlib.AsyncExitStack()
client = await exit_stack.enter_async_context(
brokermod.get_client())
feed = DataFeed(
mod=brokermod,
client=client,
exit_stack=exit_stack,
)
feeds[brokername] = feed
return feed
@ -298,6 +309,7 @@ async def start_quote_stream(
diff_cached: bool = True,
chan: tractor.Channel = None,
cid: str = None,
rate: int = 3,
) -> None:
"""Handle per-broker quote stream subscriptions using a "lazy" pub-sub
pattern.
@ -306,12 +318,10 @@ async def start_quote_stream(
Since most brokers seems to support batch quote requests we
limit to one task per process for now.
"""
actor = tractor.current_actor()
# set log level after fork
get_console_log(actor.loglevel)
# pull global vars from local actor
ss = actor.statespace
symbols = list(symbols)
log.info(
f"{chan.uid} subscribed to {broker} for symbols {symbols}")
@ -337,38 +347,71 @@ async def start_quote_stream(
'option',
await feed.mod.option_quoter(feed.client, symbols)
)
# update map from each symbol to requesting client's chan
await modify_quote_stream(broker, feed_type, symbols, chan, cid)
payload = {
quote['symbol']: quote
for quote in await get_quotes(symbols)
}
# push initial smoke quote response for client initialization
await chan.send({'yield': payload, 'cid': cid})
try:
if not feed.tasks.get(feed_type):
# no data feeder task yet; so start one
respawn = True
# update map from each symbol to requesting client's chan
modify_quote_stream(broker, feed_type, symbols, chan, cid)
# event indicating that task was started and then killed
task_is_dead = feed.tasks.get(feed_type)
if task_is_dead is False:
task_is_dead = trio.Event()
task_is_dead.set()
feed.tasks[feed_type] = task_is_dead
if not task_is_dead.is_set():
# block and let existing feed task deliver
# stream data until it is cancelled in which case
# we'll take over and spawn it again
await task_is_dead.wait()
# client channel was likely disconnected
# but we still want to keep the broker task
# alive if there are other consumers (including
# ourselves)
if any(symbols2chans.values()):
log.warn(
f"Data feed task for {feed.mod.name} was cancelled but"
f" there are still active clients, respawning")
# no data feeder task yet; so start one
respawn = True
while respawn:
respawn = False
log.info(f"Spawning data feed task for {feed.mod.name}")
while respawn:
respawn = False
try:
async with trio.open_nursery() as nursery:
nursery.start_soon(
partial(
fan_out_to_chans, feed, get_quotes,
symbols2chans,
diff_cached=diff_cached,
cid=cid
)
try:
async with trio.open_nursery() as nursery:
nursery.start_soon(
partial(
fan_out_to_chans, feed, get_quotes,
symbols2chans,
diff_cached=diff_cached,
cid=cid,
rate=rate,
)
feed.tasks[feed_type] = True
except trio.BrokenResourceError:
log.exception("Respawning failed data feed task")
respawn = True
# unblocks when no more symbols subscriptions exist and the
# quote streamer task terminates (usually because another call
# was made to `modify_quoter` to unsubscribe from streaming
# symbols)
)
# it's alive!
task_is_dead.clear()
except trio.BrokenResourceError:
log.exception("Respawning failed data feed task")
respawn = True
# unblocks when no more symbols subscriptions exist and the
# quote streamer task terminates (usually because another call
# was made to `modify_quoter` to unsubscribe from streaming
# symbols)
finally:
log.info(f"Terminated {feed_type} quoter task for {feed.mod.name}")
feed.tasks.pop(feed_type)
task_is_dead.set()
# if we're cancelled externally unsubscribe our quote feed
modify_quote_stream(broker, feed_type, [], chan, cid)
# if there are truly no more subscriptions with this broker
# drop from broker subs dict
if not any(symbols2chans.values()):
@ -376,7 +419,7 @@ async def start_quote_stream(
# broker2symbolsubs.pop(broker, None)
# destroy the API client
await feed_stack.aclose()
await feed.exit_stack.aclose()
async def stream_to_file(

220
piker/brokers/questrade.py
View File

@ -5,7 +5,6 @@ import time
from datetime import datetime
from functools import partial
import configparser
from operator import itemgetter
from typing import List, Tuple, Dict, Any, Iterator, NamedTuple
import trio
@ -25,7 +24,10 @@ log = get_logger(__name__)
_refresh_token_ep = 'https://login.questrade.com/oauth2/'
_version = 'v1'
_rate_limit = 4 # queries/sec
# stock queries/sec
# it seems 4 rps is best we can do total
_rate_limit = 4
class QuestradeError(Exception):
@ -90,7 +92,7 @@ class _API:
async def option_quotes(
self,
contracts: Dict[ContractsKey, Dict[int, dict]],
contracts: Dict[ContractsKey, Dict[int, dict]] = {},
option_ids: List[int] = [], # if you don't want them all
) -> dict:
"""Retrieve option chain quotes for all option ids or by filter(s).
@ -105,6 +107,8 @@ class _API:
]
resp = await self._sess.post(
path=f'/markets/quotes/options',
# XXX: b'{"code":1024,"message":"The size of the array requested is not valid: optionIds"}'
# ^ what I get when trying to use too many ids manually...
json={'filters': filters, 'optionIds': option_ids}
)
return resproc(resp, log)['optionQuotes']
@ -123,7 +127,8 @@ class Client:
self.access_data = {}
self._reload_config(config)
self._symbol_cache: Dict[str, int] = {}
self._contracts2expiries = {}
self._optids2contractinfo = {}
self._contract2ids = {}
def _reload_config(self, config=None, **kwargs):
log.warn("Reloading access config data")
@ -312,17 +317,44 @@ class Client:
contracts.items(),
key=lambda item: item[0].expiry
):
by_key[
ContractsKey(
key.symbol,
key.id,
# converting back - maybe just do this initially?
key.expiry.isoformat(timespec='microseconds'),
)
] = {
item['strikePrice']: item for item in
byroot['chainPerRoot'][0]['chainPerStrikePrice']
}
for chain in byroot['chainPerRoot']:
optroot = chain['optionRoot']
# handle QTs "adjusted contracts" (aka adjusted for
# the underlying in some way; usually has a '(1)' in
# the expiry key in their UI)
adjusted_contracts = optroot not in key.symbol
tail = optroot[len(key.symbol):]
suffix = '-' + tail if adjusted_contracts else ''
by_key[
ContractsKey(
key.symbol + suffix,
key.id,
# converting back - maybe just do this initially?
key.expiry.isoformat(timespec='microseconds'),
)
] = {
item['strikePrice']: item for item in
chain['chainPerStrikePrice']
}
# fill out contract id to strike expiry map
for tup, bystrikes in by_key.items():
for strike, ids in bystrikes.items():
for key, contract_type in (
('callSymbolId', 'call'), ('putSymbolId', 'put')
):
contract_int_id = ids[key]
self._optids2contractinfo[contract_int_id] = {
'strike': strike,
'expiry': tup.expiry,
'contract_type': contract_type,
'contract_key': tup,
}
# store ids per contract
self._contract2ids.setdefault(
tup, set()).add(contract_int_id)
return by_key
async def option_chains(
@ -332,16 +364,31 @@ class Client:
) -> Dict[str, Dict[str, Dict[str, Any]]]:
"""Return option chain snap quote for each ticker in ``symbols``.
"""
batch = []
for key, bystrike in contracts.items():
quotes = await self.api.option_quotes({key: bystrike})
for quote in quotes:
# index by .symbol, .expiry since that's what
# a subscriber (currently) sends initially
quote['key'] = (key[0], key[2])
batch.extend(quotes)
quotes = await self.api.option_quotes(contracts=contracts)
# XXX the below doesn't work so well due to the symbol count
# limit per quote request
# quotes = await self.api.option_quotes(option_ids=list(contract_ids))
for quote in quotes:
id = quote['symbolId']
contract_info = self._optids2contractinfo[id].copy()
key = contract_info.pop('contract_key')
return batch
# XXX TODO: this currently doesn't handle adjusted contracts
# (i.e. ones that we stick a '(1)' after)
# index by .symbol, .expiry since that's what
# a subscriber (currently) sends initially
quote['key'] = (key.symbol, key.expiry)
# update with expiry and strike (Obviously the
# QT api designers are using some kind of severely
# stupid disparate table system where they keep
# contract info in a separate table from the quote format
# keys. I'm really not surprised though - windows shop..)
# quote.update(self._optids2contractinfo[quote['symbolId']])
quote.update(contract_info)
return quotes
async def token_refresher(client):
@ -394,7 +441,8 @@ async def get_client() -> Client:
try:
log.debug("Check time to ensure access token is valid")
try:
await client.api.time()
# await client.api.time()
await client.quote(['RY.TO'])
except Exception:
# access token is likely no good
log.warn(f"Access token {client.access_data['access_token']} seems"
@ -471,18 +519,17 @@ async def option_quoter(client: Client, tickers: List[str]):
if isinstance(tickers[0], tuple):
datetime.fromisoformat(tickers[0][1])
else:
log.warn(f"Ignoring option quoter call with {tickers}")
# TODO make caller always check that a quoter has been set
return
raise ValueError(f'Option subscription format is (symbol, expiry)')
@async_lifo_cache(maxsize=128)
async def get_contract_by_date(sym_date_pairs: Tuple[Tuple[str, str]]):
async def get_contract_by_date(
sym_date_pairs: Tuple[Tuple[str, str]],
):
"""For each tuple,
``(symbol_date_1, symbol_date_2, ... , symbol_date_n)``
return a contract dict.
"""
symbols = map(itemgetter(0), sym_date_pairs)
dates = map(itemgetter(1), sym_date_pairs)
symbols, dates = zip(*sym_date_pairs)
contracts = await client.get_all_contracts(symbols)
selected = {}
for key, val in contracts.items():
@ -536,11 +583,11 @@ _qt_stock_keys = {
'bidSize': 'bsize',
'askSize': 'asize',
'VWAP': ('VWAP', partial(round, ndigits=3)),
'mktcap': ('mktcap', humanize),
'MC': ('MC', humanize),
'$ vol': ('$ vol', humanize),
'volume': ('vol', humanize),
'close': 'close',
'openPrice': 'open',
# 'close': 'close',
# 'openPrice': 'open',
'lowPrice': 'low',
'highPrice': 'high',
# 'low52w': 'low52w', # put in info widget
@ -556,15 +603,15 @@ _qt_stock_keys = {
# BidAskLayout columns which will contain three cells the first stacked on top
# of the other 2
_bidasks = {
_stock_bidasks = {
'last': ['bid', 'ask'],
'size': ['bsize', 'asize'],
'VWAP': ['low', 'high'],
'mktcap': ['vol', '$ vol'],
'vol': ['MC', '$ vol'],
}
def format_quote(
def format_stock_quote(
quote: dict,
symbol_data: dict,
keymap: dict = _qt_stock_keys,
@ -586,7 +633,7 @@ def format_quote(
computed = {
'symbol': quote['symbol'],
'%': round(change, 3),
'mktcap': mktcap,
'MC': mktcap,
# why QT do you have to be an asshole shipping null values!!!
'$ vol': round((quote['VWAP'] or 0) * (quote['volume'] or 0), 3),
'close': previous,
@ -609,3 +656,100 @@ def format_quote(
displayable[new_key] = display_value
return new, displayable
_qt_option_keys = {
"lastTradePrice": 'last',
"askPrice": 'ask',
"bidPrice": 'bid',
"lastTradeSize": 'size',
"bidSize": 'bsize',
"askSize": 'asize',
'VWAP': ('VWAP', partial(round, ndigits=3)),
"lowPrice": 'low',
"highPrice": 'high',
# "expiry": "expiry",
# "delay": 0,
"delta": ('delta', partial(round, ndigits=3)),
# "gamma": ('gama', partial(round, ndigits=3)),
# "rho": ('rho', partial(round, ndigits=3)),
# "theta": ('theta', partial(round, ndigits=3)),
# "vega": ('vega', partial(round, ndigits=3)),
'$ vol': ('$ vol', humanize),
'volume': ('vol', humanize),
# "2021-01-15T00:00:00.000000-05:00",
# "isHalted": false,
# "key": [
# "APHA.TO",
# "2021-01-15T00:00:00.000000-05:00"
# ],
# "lastTradePriceTrHrs": null,
# "lastTradeTick": 'tick',
"lastTradeTime": 'time',
"openInterest": 'oi',
"openPrice": 'open',
# "strike": 'strike',
# "symbol": "APHA15Jan21P8.00.MX",
# "symbolId": 23881868,
# "underlying": "APHA.TO",
# "underlyingId": 8297492,
"symbol": 'symbol',
"contract_type": 'contract_type',
"volatility": (
'IV %',
lambda v: '{}'.format(round(v, ndigits=2))
),
"strike": 'strike',
}
_option_bidasks = {
'last': ['bid', 'ask'],
'size': ['bsize', 'asize'],
'VWAP': ['low', 'high'],
'vol': ['oi', '$ vol'],
}
def format_option_quote(
quote: dict,
symbol_data: dict,
keymap: dict = _qt_option_keys,
) -> Tuple[dict, dict]:
"""Remap a list of quote dicts ``quotes`` using the mapping of old keys
-> new keys ``keymap`` returning 2 dicts: one with raw data and the other
for display.
Returns 2 dicts: first is the original values mapped by new keys,
and the second is the same but with all values converted to a
"display-friendly" string format.
"""
# TODO: need historical data..
# (cause why would QT keep their quote structure consistent across
# assets..)
# previous = symbol_data[symbol]['prevDayClosePrice']
# change = percent_change(previous, last)
computed = {
# why QT do you have to be an asshole shipping null values!!!
'$ vol': round((quote['VWAP'] or 0) * (quote['volume'] or 0), 3),
# '%': round(change, 3),
# 'close': previous,
}
new = {}
displayable = {}
# structuring and normalization
for key, new_key in keymap.items():
display_value = value = computed.get(key) or quote.get(key)
# API servers can return `None` vals when markets are closed (weekend)
value = 0 if value is None else value
# convert values to a displayble format using available formatting func
if isinstance(new_key, tuple):
new_key, func = new_key
display_value = func(value) if value else value
new[new_key] = value
displayable[new_key] = display_value
return new, displayable

48
piker/cli.py
View File

@ -22,6 +22,10 @@ DEFAULT_BROKER = 'robinhood'
_config_dir = click.get_app_dir('piker')
_watchlists_data_path = os.path.join(_config_dir, 'watchlists.json')
_data_mods = [
'piker.brokers.core',
'piker.brokers.data',
]
@click.command()
@ -33,7 +37,7 @@ def pikerd(loglevel, host, tl):
"""
get_console_log(loglevel)
tractor.run_daemon(
rpc_module_paths=['piker.brokers.data'],
rpc_module_paths=_data_mods,
name='brokerd',
loglevel=loglevel if tl else None,
)
@ -133,7 +137,7 @@ async def maybe_spawn_brokerd_as_subactor(sleep=0.5, tries=10, loglevel=None):
"No broker daemon could be found, spawning brokerd..")
portal = await nursery.start_actor(
'brokerd',
rpc_module_paths=['piker.brokers.data'],
rpc_module_paths=_data_mods,
loglevel=loglevel,
)
yield portal
@ -144,7 +148,7 @@ async def maybe_spawn_brokerd_as_subactor(sleep=0.5, tries=10, loglevel=None):
help='Broker backend to use')
@click.option('--loglevel', '-l', default='warning', help='Logging level')
@click.option('--tl', is_flag=True, help='Enable tractor logging')
@click.option('--rate', '-r', default=5, help='Quote rate limit')
@click.option('--rate', '-r', default=3, help='Quote rate limit')
@click.option('--test', '-t', help='Test quote stream file')
@click.option('--dhost', '-dh', default='127.0.0.1',
help='Daemon host address to connect to')
@ -174,8 +178,9 @@ def monitor(loglevel, broker, rate, name, dhost, test, tl):
tractor.run(
partial(main, tries=1),
name='kivy-monitor',
name='monitor',
loglevel=loglevel if tl else None,
rpc_module_paths=['piker.ui.monitor'],
)
@ -358,3 +363,38 @@ def optsquote(loglevel, broker, symbol, df_output, date):
click.echo(df)
else:
click.echo(colorize_json(quotes))
@cli.command()
@click.option('--broker', '-b', default=DEFAULT_BROKER,
help='Broker backend to use')
@click.option('--loglevel', '-l', default='warning', help='Logging level')
@click.option('--tl', is_flag=True, help='Enable tractor logging')
@click.option('--date', '-d', help='Contracts expiry date')
@click.option('--test', '-t', help='Test quote stream file')
@click.option('--rate', '-r', default=1, help='Logging level')
@click.argument('symbol', required=True)
def optschain(loglevel, broker, symbol, date, tl, rate, test):
"""Start the real-time option chain UI.
"""
from .ui.option_chain import _async_main
log = get_console_log(loglevel) # activate console logging
brokermod = get_brokermod(broker)
async def main(tries):
async with maybe_spawn_brokerd_as_subactor(
tries=tries, loglevel=loglevel
) as portal:
# run app "main"
await _async_main(
symbol, portal,
brokermod,
rate=rate,
test=test,
)
tractor.run(
partial(main, tries=1),
name='kivy-options-chain',
loglevel=loglevel if tl else None,
)

13
piker/ui/kivy/mouse_over.py
View File

@ -89,14 +89,16 @@ class MouseOverBehavior(object):
def __init__(self, **kwargs):
self.register_event_type('on_enter')
self.register_event_type('on_leave')
MouseOverBehavior._widgets.append(self)
super().__init__(**kwargs)
Window.bind(mouse_pos=self._on_mouse_pos)
self._widgets.append(self)
def __del__(self):
MouseOverBehavior.remove(self)
@classmethod
# try throttling to 1ms latency (doesn't seem to work
# best I can get is 0.01...)
@triggered(timeout=0.001, interval=False)
# throttle at 10ms latency
@triggered(timeout=0.01, interval=False)
def _on_mouse_pos(cls, *args):
log.debug(f"{cls} time since last call: {time.time() - cls._last_time}")
cls._last_time = time.time()
@ -107,10 +109,11 @@ class MouseOverBehavior(object):
pos = args[1]
# Next line to_widget allow to compensate for relative layout
for widget in cls._widgets.copy():
for widget in cls._widgets:
w_coords = widget.to_widget(*pos)
inside = widget.collide_point(*w_coords)
if inside and widget.hovered:
log.debug('already hovered')
return
elif inside:
# un-highlight the last highlighted

634
piker/ui/monitor.py
View File

@ -5,419 +5,38 @@ Launch with ``piker monitor <watchlist name>``.
(Currently there's a bunch of questrade specific stuff in here)
"""
from itertools import chain
from types import ModuleType, AsyncGeneratorType
from typing import List
from typing import List, Callable
import trio
import tractor
from kivy.uix.boxlayout import BoxLayout
from kivy.uix.gridlayout import GridLayout
from kivy.uix.stacklayout import StackLayout
from kivy.uix.button import Button
from kivy.lang import Builder
from kivy import utils
from kivy.app import async_runTouchApp
from kivy.core.window import Window
from async_generator import aclosing
from .tabular import (
Row, TickerTable, _kv, _black_rgba, colorcode,
)
from ..log import get_logger
from .pager import PagerView
from .kivy.mouse_over import new_mouse_over_group
HoverBehavior = new_mouse_over_group()
log = get_logger('monitor')
_colors2hexs = {
'darkgray': 'a9a9a9',
'gray': '808080',
'green': '008000',
'forestgreen': '228b22',
'red2': 'ff3333',
'red': 'ff0000',
'firebrick': 'b22222',
}
_colors = {key: utils.rgba(val) for key, val in _colors2hexs.items()}
def colorcode(name):
return _colors[name if name else 'gray']
_bs = 0.75 # border size
# medium shade of gray that seems to match the
# default i3 window borders
_i3_rgba = [0.14]*3 + [1]
# slightly off black like the jellybean bg from
# vim colorscheme
_cell_rgba = [0.07]*3 + [1]
_black_rgba = [0]*4
_kv = (f'''
#:kivy 1.10.0
<Cell>
font_size: 21
# make text wrap to botom
text_size: self.size
halign: 'center'
valign: 'middle'
size: self.texture_size
# color: {colorcode('gray')}
# font_color: {colorcode('gray')}
font_name: 'Roboto-Regular'
background_color: [0]*4 # by default transparent; use row color
# background_color: {_cell_rgba}
# spacing: 0, 0
# padding: [0]*4
<HeaderCell>
font_size: 21
background_color: [0]*4 # by default transparent; use row color
# background_color: {_cell_rgba}
# canvas.before:
# Color:
# rgba: [0.13]*4
# BorderImage: # use a fixed size border
# pos: self.pos
# size: [self.size[0] - {_bs}, self.size[1]]
# # 0s are because the containing TickerTable already has spacing
# # border: [0, {_bs} , 0, {_bs}]
# border: [0, {_bs} , 0, 0]
<TickerTable>
spacing: [{_bs}]
# row_force_default: True
row_default_height: 62
cols: 1
canvas.before:
Color:
# i3 style gray as background
rgba: {_i3_rgba}
# rgba: {_cell_rgba}
Rectangle:
# scale with container self here refers to the widget i.e BoxLayout
pos: self.pos
size: self.size
<BidAskLayout>
spacing: [{_bs}, 0]
<Row>
# minimum_height: 200 # should be pulled from Cell text size
# minimum_width: 200
# row_force_default: True
# row_default_height: 61 # determines the header row size
padding: [0]*4
spacing: [0]
canvas.before:
Color:
# rgba: [0]*4
rgba: {_cell_rgba}
Rectangle:
# self here refers to the widget i.e Row(GridLayout)
pos: self.pos
size: self.size
# row higlighting on mouse over
Color:
rgba: {_i3_rgba}
RoundedRectangle:
size: self.width, self.height if self.hovered else 1
pos: self.pos
radius: (10,)
# part of the `PagerView`
<SearchBar>
size_hint: 1, None
# static size of 51 px
height: 51
font_size: 25
background_color: {_i3_rgba}
''')
class Cell(Button):
"""Data cell: the fundemental widget.
``key`` is the column name index value.
"""
def __init__(self, key=None, **kwargs):
super(Cell, self).__init__(**kwargs)
self.key = key
class HeaderCell(Cell):
"""Column header cell label.
"""
def on_press(self, value=None):
"""Clicking on a col header indicates to sort rows by this column
in `update_quotes()`.
"""
table = self.row.table
# if this is a row header cell then sort by the clicked field
if self.row.is_header:
table.sort_key = self.key
last = table.last_clicked_col_cell
if last and last is not self:
last.underline = False
last.bold = False
# outline the header text to indicate it's been the last clicked
self.underline = True
self.bold = True
# mark this cell as the last selected
table.last_clicked_col_cell = self
# sort and render the rows immediately
self.row.table.render_rows(table.quote_cache)
# allow highlighting of row headers for tracking
elif self.is_header:
if self.background_color == self.color:
self.background_color = _black_rgba
else:
self.background_color = self.color
class BidAskLayout(StackLayout):
"""Cell which houses three buttons containing a last, bid, and ask in a
single unit oriented with the last 2 under the first.
"""
def __init__(self, values, header=False, **kwargs):
# uncomment to get vertical stacked bid-ask
# super(BidAskLayout, self).__init__(orientation='bt-lr', **kwargs)
super(BidAskLayout, self).__init__(orientation='lr-tb', **kwargs)
assert len(values) == 3, "You can only provide 3 values: last,bid,ask"
self._keys2cells = {}
cell_type = HeaderCell if header else Cell
top_size = cell_type().font_size
small_size = top_size - 4
top_prop = 0.5 # proportion of size used by top cell
bottom_prop = 1 - top_prop
for (key, size_hint, font_size), value in zip(
[('last', (1, top_prop), top_size),
('bid', (0.5, bottom_prop), small_size),
('ask', (0.5, bottom_prop), small_size)],
# uncomment to get vertical stacked bid-ask
# [('last', (top_prop, 1), top_size),
# ('bid', (bottom_prop, 0.5), small_size),
# ('ask', (bottom_prop, 0.5), small_size)],
values
):
cell = cell_type(
text=str(value),
size_hint=size_hint,
# width=self.width/2 - 3,
font_size=font_size
)
self._keys2cells[key] = cell
cell.key = value
cell.is_header = header
setattr(self, key, cell)
self.add_widget(cell)
# should be assigned by referrer
self.row = None
def get_cell(self, key):
return self._keys2cells[key]
@property
def row(self):
return self.row
@row.setter
def row(self, row):
# so hideous
for cell in self.cells:
cell.row = row
@property
def cells(self):
return [self.last, self.bid, self.ask]
class Row(GridLayout, HoverBehavior):
"""A grid for displaying a row of ticker quote data.
The row fields can be updated using the ``fields`` property which will in
turn adjust the text color of the values based on content changes.
"""
def __init__(
self, record, headers=(), bidasks=None, table=None,
is_header=False,
**kwargs
):
super(Row, self).__init__(cols=len(record), **kwargs)
self._cell_widgets = {}
self._last_record = record
self.table = table
self.is_header = is_header
# selection state
self.mouse_over = False
# create `BidAskCells` first
layouts = {}
bidasks = bidasks or {}
ba_cells = {}
for key, children in bidasks.items():
layout = BidAskLayout(
[record[key]] + [record[child] for child in children],
header=is_header
)
layout.row = self
layouts[key] = layout
for i, child in enumerate([key] + children):
ba_cells[child] = layout.cells[i]
children_flat = list(chain.from_iterable(bidasks.values()))
self._cell_widgets.update(ba_cells)
# build out row using Cell labels
for (key, val) in record.items():
header = key in headers
# handle bidask cells
if key in layouts:
self.add_widget(layouts[key])
elif key in children_flat:
# these cells have already been added to the `BidAskLayout`
continue
else:
cell = self._append_cell(val, key, header=header)
cell.key = key
self._cell_widgets[key] = cell
def get_cell(self, key):
return self._cell_widgets[key]
def _append_cell(self, text, key, header=False):
if not len(self._cell_widgets) < self.cols:
raise ValueError(f"Can not append more then {self.cols} cells")
# header cells just have a different colour
celltype = HeaderCell if header else Cell
cell = celltype(text=str(text), key=key)
cell.is_header = header
cell.row = self
self.add_widget(cell)
return cell
def update(self, record, displayable):
"""Update this row's cells with new values from a quote ``record``.
Return all cells that changed in a ``dict``.
"""
# color changed field values
cells = {}
gray = colorcode('gray')
fgreen = colorcode('forestgreen')
red = colorcode('red2')
for key, val in record.items():
# logic for cell text coloring: up-green, down-red
if self._last_record[key] < val:
color = fgreen
elif self._last_record[key] > val:
color = red
else:
color = gray
cell = self.get_cell(key)
cell.text = str(displayable[key])
cell.color = color
if color != gray:
cells[key] = cell
self._last_record = record
return cells
# mouse over handlers
def on_enter(self):
"""Highlight layout on enter.
"""
log.debug(
f"Entered row {type(self)} through {self.border_point}")
# don't highlight header row
if getattr(self, 'is_header', None):
self.hovered = False
def on_leave(self):
"""Un-highlight layout on exit.
"""
log.debug(
f"Left row {type(self)} through {self.border_point}")
class TickerTable(GridLayout):
"""A grid for displaying ticker quote records as a table.
"""
def __init__(self, sort_key='%', quote_cache={}, **kwargs):
super(TickerTable, self).__init__(**kwargs)
self.symbols2rows = {}
self.sort_key = sort_key
self.quote_cache = quote_cache
self.row_filter = lambda item: item
# for tracking last clicked column header cell
self.last_clicked_col_cell = None
self._last_row_toggle = 0
def append_row(self, record, bidasks=None):
"""Append a `Row` of `Cell` objects to this table.
"""
row = Row(record, headers=('symbol',), bidasks=bidasks, table=self)
# store ref to each row
self.symbols2rows[row._last_record['symbol']] = row
self.add_widget(row)
return row
def render_rows(
self, pairs: {str: (dict, Row)}, sort_key: str = None,
row_filter=None,
):
"""Sort and render all rows on the ticker grid from ``pairs``.
"""
self.clear_widgets()
sort_key = sort_key or self.sort_key
for data, row in filter(
row_filter or self.row_filter,
reversed(
sorted(pairs.values(), key=lambda item: item[0][sort_key])
)
):
self.add_widget(row) # row append
def ticker_search(self, patt):
"""Return sequence of matches when pattern ``patt`` is in a
symbol name. Most naive algo possible for the moment.
"""
for symbol, row in self.symbols2rows.items():
if patt in symbol:
yield symbol, row
def search(self, patt):
"""Search bar api compat.
"""
return dict(self.ticker_search(patt)) or {}
async def update_quotes(
nursery: trio._core._run.Nursery,
brokermod: ModuleType,
formatter: Callable,
widgets: dict,
agen: AsyncGeneratorType,
symbol_data: dict,
first_quotes: dict
first_quotes: dict,
task_status: trio._core._run._TaskStatus = trio.TASK_STATUS_IGNORED,
):
"""Process live quotes by updating ticker rows.
"""
log.debug("Initializing UI update loop")
table = widgets['table']
flash_keys = {'low', 'high'}
@ -426,24 +45,27 @@ async def update_quotes(
for cell in cells:
cell.background_color = _black_rgba
def color_row(row, data, cells):
def color_row(row, record, cells):
hdrcell = row.get_cell('symbol')
chngcell = row.get_cell('%')
# determine daily change color
daychange = float(data['%'])
if daychange < 0.:
color = colorcode('red2')
elif daychange > 0.:
color = colorcode('forestgreen')
else:
color = colorcode('gray')
color = colorcode('gray')
percent_change = record.get('%')
if percent_change:
daychange = float(record['%'])
if daychange < 0.:
color = colorcode('red2')
elif daychange > 0.:
color = colorcode('forestgreen')
# update row header and '%' cell text color
chngcell.color = hdrcell.color = color
# if the cell has been "highlighted" make sure to change its color
if hdrcell.background_color != [0]*4:
hdrcell.background_color = color
if chngcell:
chngcell.color = color
hdrcell.color = color
# if the cell has been "highlighted" make sure to change its color
if hdrcell.background_color != [0]*4:
hdrcell.background_color = color
# briefly highlight bg of certain cells on each trade execution
unflash = set()
@ -478,36 +100,62 @@ async def update_quotes(
# revert flash state momentarily
nursery.start_soon(revert_cells_color, unflash)
cache = {}
table.quote_cache = cache
# initial coloring
to_sort = set()
for sym, quote in first_quotes.items():
row = table.symbols2rows[sym]
record, displayable = brokermod.format_quote(
row = table.get_row(sym)
record, displayable = formatter(
quote, symbol_data=symbol_data)
row.update(record, displayable)
color_row(row, record, {})
cache[sym] = (record, row)
to_sort.add(row.widget)
# render all rows once up front
table.render_rows(cache)
table.render_rows(to_sort)
log.debug("Finished initializing update loop")
task_status.started()
# real-time cell update loop
async for quotes in agen: # new quotes data only
to_sort = set()
for symbol, quote in quotes.items():
record, displayable = brokermod.format_quote(
row = table.get_row(symbol)
record, displayable = formatter(
quote, symbol_data=symbol_data)
row = table.symbols2rows[symbol]
cache[symbol] = (record, row)
# determine if sorting should happen
sort_key = table.sort_key
new = record[sort_key]
last = row.get_field(sort_key)
if new != last:
to_sort.add(row.widget)
# update and color
cells = row.update(record, displayable)
color_row(row, record, cells)
table.render_rows(cache)
if to_sort:
table.render_rows(to_sort)
log.debug("Waiting on quotes")
log.warn("Data feed connection dropped")
nursery.cancel_scope.cancel()
# XXX: if we're cancelled this should never get called
# nursery.cancel_scope.cancel()
async def stream_symbol_selection():
"""An RPC async gen for streaming the symbol corresponding
value corresponding to the last clicked row.
"""
widgets = tractor.current_actor().statespace['widgets']
table = widgets['table']
q = trio.Queue(1)
table._click_queues.append(q)
try:
async for symbol in q:
yield symbol
finally:
table._click_queues.remove(q)
async def _async_main(
@ -515,7 +163,7 @@ async def _async_main(
portal: tractor._portal.Portal,
tickers: List[str],
brokermod: ModuleType,
rate: int,
rate: int = 3,
test: bool = False
) -> None:
'''Launch kivy app + all other related tasks.
@ -528,11 +176,18 @@ async def _async_main(
"piker.brokers.data", 'stream_from_file',
filename=test
)
# TODO: need a set of test packets to make this work
# seriously fu QT
# sd = {}
else:
# start live streaming from broker daemon
quote_gen = await portal.run(
"piker.brokers.data", 'start_quote_stream',
broker=brokermod.name, symbols=tickers)
"piker.brokers.data",
'start_quote_stream',
broker=brokermod.name,
symbols=tickers,
rate=3,
)
# subscribe for tickers (this performs a possible filtering
# where invalid symbols are discarded)
@ -540,85 +195,94 @@ async def _async_main(
"piker.brokers.data", 'symbol_data',
broker=brokermod.name, tickers=tickers)
async with trio.open_nursery() as nursery:
# get first quotes response
log.debug("Waiting on first quote...")
quotes = await quote_gen.__anext__()
first_quotes = [
brokermod.format_quote(quote, symbol_data=sd)[0]
for quote in quotes.values()]
# get first quotes response
log.debug("Waiting on first quote...")
quotes = await quote_gen.__anext__()
first_quotes = [
brokermod.format_stock_quote(quote, symbol_data=sd)[0]
for quote in quotes.values()]
if first_quotes[0].get('last') is None:
log.error("Broker API is down temporarily")
nursery.cancel_scope.cancel()
return
if first_quotes[0].get('last') is None:
log.error("Broker API is down temporarily")
return
# build out UI
Window.set_title(f"monitor: {name}\t(press ? for help)")
Builder.load_string(_kv)
box = BoxLayout(orientation='vertical', spacing=0)
# build out UI
Window.set_title(f"monitor: {name}\t(press ? for help)")
Builder.load_string(_kv)
box = BoxLayout(orientation='vertical', spacing=0)
# define bid-ask "stacked" cells
# (TODO: needs some rethinking and renaming for sure)
bidasks = brokermod._bidasks
# define bid-ask "stacked" cells
# (TODO: needs some rethinking and renaming for sure)
bidasks = brokermod._stock_bidasks
# add header row
headers = first_quotes[0].keys()
header = Row(
{key: key for key in headers},
headers=headers,
bidasks=bidasks,
is_header=True,
size_hint=(1, None),
# add header row
headers = first_quotes[0].keys()
header = Row(
{key: key for key in headers},
headers=headers,
bidasks=bidasks,
is_header=True,
size_hint=(1, None),
)
box.add_widget(header)
# build table
table = TickerTable(
cols=1,
size_hint=(1, None),
)
for ticker_record in first_quotes:
table.append_row(
ticker_record['symbol'],
Row(ticker_record, headers=('symbol',),
bidasks=bidasks, table=table)
)
box.add_widget(header)
# build table
table = TickerTable(
cols=1,
size_hint=(1, None),
)
for ticker_record in first_quotes:
table.append_row(ticker_record, bidasks=bidasks)
# associate the col headers row with the ticker table even though
# they're technically wrapped separately in containing BoxLayout
header.table = table
# associate the col headers row with the ticker table even though
# they're technically wrapped separately in containing BoxLayout
header.table = table
# mark the initial sorted column header as bold and underlined
sort_cell = header.get_cell(table.sort_key)
sort_cell.bold = sort_cell.underline = True
table.last_clicked_col_cell = sort_cell
# mark the initial sorted column header as bold and underlined
sort_cell = header.get_cell(table.sort_key)
sort_cell.bold = sort_cell.underline = True
table.last_clicked_col_cell = sort_cell
# set up a pager view for large ticker lists
table.bind(minimum_height=table.setter('height'))
pager = PagerView(box, table, nursery)
box.add_widget(pager)
# set up a pager view for large ticker lists
table.bind(minimum_height=table.setter('height'))
widgets = {
# 'anchor': anchor,
'root': box,
'table': table,
'box': box,
'header': header,
'pager': pager,
}
nursery.start_soon(
update_quotes, nursery, brokermod, widgets, quote_gen, sd, quotes)
ss = tractor.current_actor().statespace
try:
async with trio.open_nursery() as nursery:
pager = PagerView(
container=box,
contained=table,
nursery=nursery
)
box.add_widget(pager)
widgets = {
'root': box,
'table': table,
'box': box,
'header': header,
'pager': pager,
}
ss['widgets'] = widgets
nursery.start_soon(
update_quotes,
nursery,
brokermod.format_stock_quote,
widgets,
quote_gen,
sd,
quotes
)
try:
# Trio-kivy entry point.
await async_runTouchApp(widgets['root']) # run kivy
finally:
await quote_gen.aclose() # cancel aysnc gen call
# un-subscribe from symbols stream (cancel if brokerd
# was already torn down - say by SIGINT)
with trio.move_on_after(0.2):
await portal.run(
"piker.brokers.data", 'modify_quote_stream',
broker=brokermod.name,
feed_type='stock',
symbols=[]
)
# cancel GUI update task
nursery.cancel_scope.cancel()
finally:
with trio.open_cancel_scope(shield=True):
# cancel aysnc gen call
await quote_gen.aclose()

561
piker/ui/option_chain.py 100644
View File

@ -0,0 +1,561 @@
"""
options: a real-time option chain.
Launch with ``piker options <symbol>``.
"""
import types
from functools import partial
from typing import Dict, List
import trio
from async_generator import asynccontextmanager
import tractor
from kivy.uix.boxlayout import BoxLayout
from kivy.lang import Builder
from kivy.app import async_runTouchApp
from kivy.core.window import Window
from kivy.uix.label import Label
from ..log import get_logger
from ..brokers.core import contracts
from .pager import PagerView
from .tabular import Row, HeaderCell, Cell, TickerTable
from .monitor import update_quotes
log = get_logger('option_chain')
async def modify_symbol(symbol):
pass
class StrikeCell(HeaderCell):
"""Strike cell"""
_no_display = ['symbol', 'contract_type', 'strike', 'time', 'open']
_strike_row_cache = {}
_strike_cell_cache = {}
_no_contracts_msg = "No contracts available for symbol"
class StrikeRow(BoxLayout):
"""A 'row' composed of two ``Row``s sandwiching a
``StrikeCell`.
"""
_row_cache = {}
def __init__(self, strike, **kwargs):
super().__init__(orientation='horizontal', **kwargs)
self.strike = strike
# store 2 rows: 1 for call, 1 for put
self._sub_rows = {}
self._widgets_added = False
def append_sub_row(
self,
record: dict,
displayable: dict,
bidasks=None,
headers=(),
table=None,
**kwargs,
) -> None:
# the 'contract_type' determines whether this
# is a put or call row
contract_type = record['contract_type']
# We want to only create a few ``Row`` widgets as possible to
# speed up rendering; we cache sub rows after creation.
row = self._row_cache.get((self.strike, contract_type))
if not row:
# reverse order of call side cells
if contract_type == 'call':
record = dict(list(reversed(list(record.items()))))
row = Row(
record,
bidasks=bidasks,
headers=headers,
table=table,
no_cell=_no_display,
**kwargs
)
self._row_cache[(self.strike, contract_type)] = row
else:
# must update the internal cells
row.update(record, displayable)
# reassign widget for when rendered in the update loop
row.widget = self
self._sub_rows[contract_type] = row
if self.is_populated() and not self._widgets_added:
# calls on the left
self.add_widget(self._sub_rows['call'])
strike_cell = _strike_cell_cache.setdefault(
self.strike, StrikeCell(
key=self.strike,
text=str(self.strike),
# is_header=True,
# make centre strike cell nice and small
size_hint=(1/10., 1),
)
)
# strikes in the middle
self.add_widget(strike_cell)
# puts on the right
self.add_widget(self._sub_rows['put'])
self._widgets_added = True
def is_populated(self):
"""Bool determing if both a put and call subrow have beed appended.
"""
return len(self._sub_rows) == 2
def has_widgets(self):
return self._widgets_added
def update(self, record, displayable):
self._sub_rows[record['contract_type']].update(
record, displayable)
def get_field(self, key):
"""Always sort on the lone field, the strike price.
"""
return int(self.strike)
def rowsitems(self):
return self._sub_rows.items()
class ExpiryButton(Cell):
# must be set to allow 'plain bg colors' since default texture is grey
background_normal = ''
def on_press(self, value=None):
last = self.chain._last_expiry
if last:
last.click_toggle = False
self.chain._last_expiry = self
log.info(f"Clicked {self}")
self.click_toggle = True
self.chain.start_displaying(self.chain.symbol, self.key)
class DataFeed(object):
"""Data feed client for streaming symbol data from a (remote)
``brokerd`` data daemon.
"""
def __init__(self, portal, brokermod):
self.portal = portal
self.brokermod = brokermod
self._symbols = None
self.quote_gen = None
self._mutex = trio.StrictFIFOLock()
async def open_stream(self, symbols, rate=1, test=None):
async with self._mutex:
try:
if self.quote_gen is not None and symbols != self._symbols:
log.info(
f"Stopping existing subscription for {self._symbols}")
await self.quote_gen.aclose()
self._symbols = symbols
if test:
# stream from a local test file
quote_gen = await self.portal.run(
"piker.brokers.data", 'stream_from_file',
filename=test
)
else:
log.info(f"Starting new stream for {self._symbols}")
# start live streaming from broker daemon
quote_gen = await self.portal.run(
"piker.brokers.data",
'start_quote_stream',
broker=self.brokermod.name,
symbols=symbols,
feed_type='option',
rate=rate,
)
# get first quotes response
log.debug(f"Waiting on first quote for {symbols}...")
quotes = {}
# with trio.move_on_after(5):
quotes = await quote_gen.__anext__()
self.quote_gen = quote_gen
self.first_quotes = quotes
return quote_gen, quotes
except Exception:
if self.quote_gen:
await self.quote_gen.aclose()
self.quote_gen = None
raise
def format_quotes(self, quotes):
records, displayables = zip(*[
self.brokermod.format_option_quote(quote, {})
for quote in quotes.values()
])
return records, displayables
@asynccontextmanager
async def find_local_monitor():
"""Establish a portal to a local monitor for triggering
symbol changes.
"""
async with tractor.find_actor('monitor') as portal:
if not portal:
log.warn(
"No monitor app could be found, no symbol link established..")
yield portal
class OptionChain(object):
"""A real-time options chain UI.
"""
_title = "option chain: {symbol}\t(press ? for help)"
def __init__(
self,
widgets: dict,
bidasks: Dict[str, List[str]],
feed: DataFeed,
rate: int,
):
self.symbol = None
self.expiry = None
self.widgets = widgets
self.bidasks = bidasks
self._strikes2rows = {}
self._nursery = None
self._update_nursery = None
self.feed = feed
self._quote_gen = None
# TODO: this should be moved down to the data feed layer
# right now it's only needed for the UI update loop to cancel itself
self._update_cs = None
self._first_quotes = None
self._last_expiry = None
# flag to determine if one-time widgets have been generated
self._static_widgets_initialized = False
self._no_opts_label = None
@property
def no_opts_label(self):
if self._no_opts_label is None:
label = self._no_opts_label = Label(text=_no_contracts_msg)
label.font_size = 30
return self._no_opts_label
async def _rx_symbols(self):
async with find_local_monitor() as portal:
if not portal:
log.warn("No local monitor could be found")
return
async for symbol in await portal.run(
'piker.ui.monitor',
'stream_symbol_selection',
):
log.info(f"Changing symbol subscriptions to {symbol}")
self.start_displaying(symbol, self.expiry)
@asynccontextmanager
async def open_rt_display(self, nursery, symbol, expiry=None):
"""Open an internal update task scope required to allow
for dynamic real-time operation.
"""
self._parent_nursery = nursery
async with trio.open_nursery() as n:
self._nursery = n
# fill out and start updatingn strike table
n.start_soon(
partial(self._start_displaying, symbol, expiry=expiry)
)
# listen for undlerlying symbol changes from a local monitor app
n.start_soon(self._rx_symbols)
yield self
n.cancel_scope.cancel()
self._nursery = None
# make sure we always tear down our existing data feed
await self.feed.quote_gen.aclose()
def clear_strikes(self):
"""Clear the strike rows from the internal table.
"""
table = self.widgets['table']
table.clear()
self._strikes2rows.clear()
def render_rows(self, records, displayables):
"""Render all strike rows in the internal table.
"""
log.debug("Rendering rows")
table = self.widgets['table']
for record, display in zip(
sorted(records, key=lambda q: q['strike']),
displayables
):
strike = record['strike']
strike_row = _strike_row_cache.setdefault(
strike, StrikeRow(strike))
strike_row.append_sub_row(
record,
display,
bidasks=self.bidasks,
table=table,
)
if strike_row.is_populated():
# We must fill out the the table's symbol2rows manually
# using each contracts "symbol" so that the quote updater
# task can look up the right row to update easily
# See update_quotes() and ``Row`` internals for details.
for contract_type, row in strike_row.rowsitems():
symbol = row._last_record['symbol']
table.symbols2rows[symbol] = row
if strike not in self._strikes2rows:
# re-adding widgets is an error
self._strikes2rows[strike] = strike_row
log.debug("Finished rendering rows!")
def _init_static_widgets(self, displayables):
assert self._static_widgets_initialized is False
container = self.widgets['container']
# calls / puts header
type_header = BoxLayout(
orientation='horizontal',
size_hint=(1, 1/30.),
)
calls = Label(text='calls', font_size='20')
puts = Label(text='puts', font_size='20')
type_header.add_widget(calls)
type_header.add_widget(puts)
container.add_widget(type_header)
# figure out header fields for each table based on quote keys
headers = displayables[0].keys()
header_row = StrikeRow(strike='strike', size_hint=(1, None))
header_record = {key: key for key in headers}
header_record['contract_type'] = 'put'
header_row.append_sub_row(
header_record,
header_record,
headers=headers,
bidasks=self.bidasks,
is_header=True,
size_hint=(1, None),
)
header_record['contract_type'] = 'call'
header_row.append_sub_row(
header_record,
header_record,
headers=headers,
bidasks=self.bidasks,
is_header=True,
size_hint=(1, None),
)
container.add_widget(header_row)
# build out chain tables
table = TickerTable(
sort_key='strike',
cols=1,
size_hint=(1, None),
)
header_row.table = table
table.bind(minimum_height=table.setter('height'))
pager = PagerView(
container=container,
contained=table,
nursery=self._nursery
)
container.add_widget(pager)
self.widgets.update({
'table': table,
'type_header': type_header,
'table': table,
'pager': pager,
})
async def _start_displaying(self, symbol, expiry=None):
"""Main routine to start displaying the real time updated strike
table.
Clear any existing data feed subscription that is no longer needed
(eg. when clicking a new expiry button) spin up a new subscription,
populate the table and start updating it.
"""
table = self.widgets.get('table')
if table:
self.clear_strikes()
if self._update_cs:
log.warn("Cancelling existing update task")
self._update_cs.cancel()
await trio.sleep(0)
if self._quote_gen:
await self._quote_gen.aclose()
# redraw any symbol specific UI components
if self.symbol != symbol or expiry is None:
# set window title
self.widgets['window'].set_title(
self._title.format(symbol=symbol)
)
# retreive all contracts to populate expiry row
all_contracts = await contracts(self.feed.brokermod, symbol)
if not all_contracts:
label = self.no_opts_label
label.symbol = symbol
if table:
table.add_widget(label)
return
# start streaming soonest contract by default if not provided
expiry = next(iter(all_contracts)).expiry if not expiry else expiry
# TODO: figure out how to compact these buttons
expiries = {
key.expiry: key.expiry[:key.expiry.find('T')]
for key in all_contracts
}
expiry_row = self.widgets['expiry_row']
expiry_row.clear_widgets()
for expiry, justdate in expiries.items():
button = ExpiryButton(text=str(justdate), key=expiry)
# assign us to each expiry button
button.chain = self
expiry_row.add_widget(button)
if self._nursery is None:
raise RuntimeError(
"You must call open this chain's update scope first!")
log.debug(f"Waiting on first_quotes for {symbol}:{expiry}")
self._quote_gen, first_quotes = await self.feed.open_stream(
[(symbol, expiry)]
)
log.debug(f"Got first_quotes for {symbol}:{expiry}")
records, displayables = self.feed.format_quotes(first_quotes)
# draw static widgets only once
if self._static_widgets_initialized is False:
self._init_static_widgets(displayables)
self._static_widgets_initialized = True
self.render_rows(records, displayables)
with trio.open_cancel_scope() as cs:
self._update_cs = cs
await self._nursery.start(
partial(
update_quotes,
self._nursery,
self.feed.brokermod.format_option_quote,
self.widgets,
self._quote_gen,
symbol_data={},
first_quotes=first_quotes,
)
)
# always keep track of current subscription
self.symbol, self.expiry = symbol, expiry
def start_displaying(self, symbol, expiry):
if self.symbol == symbol and self.expiry == expiry:
log.info(f"Clicked {symbol}:{expiry} is already selected")
return
log.info(f"Subscribing for {symbol}:{expiry}")
self._nursery.start_soon(
partial(self._start_displaying, symbol, expiry=expiry)
)
async def new_chain_ui(
portal: tractor._portal.Portal,
symbol: str,
brokermod: types.ModuleType,
nursery: trio._core._run.Nursery,
rate: int = 1,
) -> None:
"""Create and return a new option chain UI.
"""
# use `monitor` styling for now
from .monitor import _kv
Builder.load_string(_kv)
# the master container
container = BoxLayout(orientation='vertical', spacing=0)
# expiry buttons row (populated later once contracts are retreived)
expiry_row = BoxLayout(
orientation='horizontal',
size_hint=(1, None),
)
container.add_widget(expiry_row)
widgets = {
'window': Window,
'root': container,
'container': container,
'expiry_row': expiry_row,
}
# define bid-ask "stacked" cells
# (TODO: needs some rethinking and renaming for sure)
bidasks = brokermod._option_bidasks
feed = DataFeed(portal, brokermod)
chain = OptionChain(
widgets,
bidasks,
feed,
rate=rate,
)
return chain
async def _async_main(
symbol: str,
portal: tractor._portal.Portal,
brokermod: types.ModuleType,
rate: int = 1,
test: bool = False
) -> None:
'''Launch kivy app + all other related tasks.
This is started with cli cmd `piker options`.
'''
async with trio.open_nursery() as nursery:
# set up a pager view for large ticker lists
chain = await new_chain_ui(
portal,
symbol,
brokermod,
nursery,
rate=rate,
)
async with chain.open_rt_display(nursery, symbol):
try:
# trio-kivy entry point.
await async_runTouchApp(chain.widgets['root']) # run kivy
finally:
# cancel GUI update task
nursery.cancel_scope.cancel()

2
piker/ui/pager.py
View File

@ -184,5 +184,5 @@ class PagerView(ScrollView):
_, yscale = self.convert_distance_to_scroll(0, pxs)
new = self.scroll_y + (yscale * {'u': 1, 'd': -1}[direction])
# bound to near [0, 1] to avoid "over-scrolling"
limited = max(-0.01, min(new, 1.01))
limited = max(-0.001, min(new, 1.001))
self.scroll_y = limited

470
piker/ui/tabular.py 100644
View File

@ -0,0 +1,470 @@
"""
Real-time table components
"""
from itertools import chain
from typing import List
from bisect import bisect
import trio
from kivy.uix.gridlayout import GridLayout
from kivy.uix.stacklayout import StackLayout
from kivy.uix.button import Button
from kivy import utils
from kivy.properties import BooleanProperty
from ..log import get_logger
from .kivy.mouse_over import new_mouse_over_group
HoverBehavior = new_mouse_over_group()
log = get_logger('monitor')
_colors2hexs = {
'darkgray': 'a9a9a9',
'gray': '808080',
'green': '008000',
'forestgreen': '228b22',
'red2': 'ff3333',
'red': 'ff0000',
'firebrick': 'b22222',
}
_colors = {key: utils.rgba(val) for key, val in _colors2hexs.items()}
def colorcode(name):
return _colors[name if name else 'gray']
_bs = 0.75 # border size
_fs = 20 # font size
# medium shade of gray that seems to match the
# default i3 window borders
_i3_rgba = [0.14]*3 + [1]
# slightly off black like the jellybean bg from
# vim colorscheme
_cell_rgba = [0.07]*3 + [1]
_black_rgba = [0]*4
_kv = (f'''
#:kivy 1.10.0
<Cell>
font_size: {_fs}
# make text wrap to botom
text_size: self.size
halign: 'center'
valign: 'middle'
size: self.texture_size
# don't set these as the update loop already does it
# color: {colorcode('gray')}
# font_color: {colorcode('gray')}
# font_name: 'Hack-Regular'
# if `highlight` is set use i3 color by default transparent; use row color
# this is currently used for expiry cells on the options chain
background_color: {_i3_rgba} if self.click_toggle else {_black_rgba}
# must be set to allow 'plain bg colors' since default texture is grey
# but right now is only set for option chain expiry buttons
# background_normal: ''
# spacing: 0, 0
# padding: 3, 3
<HeaderCell>
font_size: {_fs}
# canvas.before:
# Color:
# rgba: [0.13]*4
# BorderImage: # use a fixed size border
# pos: self.pos
# size: [self.size[0] - {_bs}, self.size[1]]
# # 0s are because the containing TickerTable already has spacing
# # border: [0, {_bs} , 0, {_bs}]
# border: [0, {_bs} , 0, 0]
<TickerTable>
spacing: [{_bs}]
# row_force_default: True
row_default_height: 56
cols: 1
canvas.before:
Color:
# i3 style gray as background
rgba: {_i3_rgba}
Rectangle:
# scale with container self here refers to the widget i.e BoxLayout
pos: self.pos
size: self.size
<BidAskLayout>
spacing: [{_bs}, 0]
<Row>
# minimum_height: 200 # should be pulled from Cell text size
# minimum_width: 200
# row_force_default: True
# row_default_height: 61 # determines the header row size
padding: [0]*4
spacing: [0]
canvas.before:
Color:
rgba: {_cell_rgba}
Rectangle:
# self here refers to the widget i.e Row(GridLayout)
pos: self.pos
size: self.size
# row higlighting on mouse over
Color:
rgba: {_i3_rgba}
# RoundedRectangle:
Rectangle:
size: self.width, self.height if self.hovered else 1
pos: self.pos
# radius: (0,)
# part of the `PagerView`
<SearchBar>
size_hint: 1, None
# static size of 51 px
height: 51
font_size: 25
background_color: {_i3_rgba}
''')
class Cell(Button):
"""Data cell: the fundemental widget.
``key`` is the column name index value.
"""
click_toggle = BooleanProperty(False)
def __init__(self, key=None, is_header=False, **kwargs):
super(Cell, self).__init__(**kwargs)
self.key = key
self.row = None
self.is_header = is_header
def on_press(self, value=None):
self.row.on_press()
class HeaderCell(Cell):
"""Column header cell label.
"""
def on_press(self, value=None):
"""Clicking on a col header indicates to sort rows by this column
in `update_quotes()`.
"""
table = self.row.table
# if this is a row header cell then sort by the clicked field
if self.row.is_header:
table.sort_key = self.key
last = table.last_clicked_col_cell
if last and last is not self:
last.underline = False
last.bold = False
# outline the header text to indicate it's been the last clicked
self.underline = True
self.bold = True
# mark this cell as the last selected
table.last_clicked_col_cell = self
# sort and render the rows immediately
self.row.table.render_rows(table.symbols2rows.values())
# TODO: make this some kind of small geometry instead
# (maybe like how trading view does it).
# allow highlighting of row headers for tracking
elif self.is_header:
if self.background_color == self.color:
self.background_color = _black_rgba
else:
self.background_color = self.color
class BidAskLayout(StackLayout):
"""Cell which houses three buttons containing a last, bid, and ask in a
single unit oriented with the last 2 under the first.
"""
def __init__(self, values, header=False, **kwargs):
# uncomment to get vertical stacked bid-ask
# super(BidAskLayout, self).__init__(orientation='bt-lr', **kwargs)
super(BidAskLayout, self).__init__(orientation='lr-tb', **kwargs)
assert len(values) == 3, "You can only provide 3 values: last,bid,ask"
self._keys2cells = {}
cell_type = HeaderCell if header else Cell
top_size = cell_type().font_size
small_size = top_size - 4
top_prop = 0.5 # proportion of size used by top cell
bottom_prop = 1 - top_prop
for (key, size_hint, font_size), value in zip(
[('last', (1, top_prop), top_size),
('bid', (0.5, bottom_prop), small_size),
('ask', (0.5, bottom_prop), small_size)],
# uncomment to get vertical stacked bid-ask
# [('last', (top_prop, 1), top_size),
# ('bid', (bottom_prop, 0.5), small_size),
# ('ask', (bottom_prop, 0.5), small_size)],
values
):
cell = cell_type(
text=str(value),
size_hint=size_hint,
# width=self.width/2 - 3,
font_size=font_size
)
self._keys2cells[key] = cell
cell.key = value
cell.is_header = header
setattr(self, key, cell)
self.add_widget(cell)
# should be assigned by referrer
self.row = None
def get_cell(self, key):
return self._keys2cells.get(key)
@property
def row(self):
return self.row
@row.setter
def row(self, row):
# so hideous
for cell in self.cells:
cell.row = row
@property
def cells(self):
return [self.last, self.bid, self.ask]
class Row(HoverBehavior, GridLayout):
"""A grid for displaying a row of ticker quote data.
"""
def __init__(
self,
record,
headers=(),
no_cell=(),
bidasks=None,
table=None,
is_header=False,
cell_type=None,
**kwargs
):
super().__init__(cols=len(record), **kwargs)
self._cell_widgets = {}
self._last_record = record
self.table = table
self.is_header = is_header
self._cell_type = cell_type
self.widget = self
# Create `BidAskCells` first.
# bid/ask cells are just 3 cells grouped in a
# ``BidAskLayout`` which just stacks the parent cell
# on top of 2 children.
layouts = {}
bidasks = bidasks or {}
ba_cells = {}
for key, children in bidasks.items():
layout = BidAskLayout(
[record[key]] + [record[child] for child in children],
header=is_header
)
layout.row = self
layouts[key] = layout
for i, child in enumerate([key] + children):
ba_cells[child] = layout.cells[i]
children_flat = list(chain.from_iterable(bidasks.values()))
self._cell_widgets.update(ba_cells)
# build out row using Cell labels
for (key, val) in record.items():
header = key in headers
# handle bidask cells
if key in layouts:
self.add_widget(layouts[key])
elif key in children_flat:
# these cells have already been added to the `BidAskLayout`
continue
elif key not in no_cell:
cell = self._append_cell(val, key, header=header)
cell.key = key
self._cell_widgets[key] = cell
def iter_cells(self):
return self._cell_widgets.items()
def get_cell(self, key):
return self._cell_widgets.get(key)
def get_field(self, key):
return self._last_record[key]
def _append_cell(self, text, key, header=False):
if not len(self._cell_widgets) < self.cols:
raise ValueError(f"Can not append more then {self.cols} cells")
# header cells just have a different colour
celltype = self._cell_type or (HeaderCell if header else Cell)
cell = celltype(text=str(text), key=key)
cell.is_header = header
cell.row = self
self.add_widget(cell)
return cell
def update(self, record, displayable):
"""Update this row's cells with new values from a quote
``record``.
Return all cells that changed in a ``dict``.
"""
# color changed field values
cells = {}
gray = colorcode('gray')
fgreen = colorcode('forestgreen')
red = colorcode('red2')
for key, val in record.items():
last = self.get_field(key)
color = gray
try:
# logic for cell text coloring: up-green, down-red
if last < val:
color = fgreen
elif last > val:
color = red
except TypeError:
log.warn(f"wtf QT {val} is not regular?")
cell = self.get_cell(key)
# some displayable fields might have specifically
# not had cells created as set in the `no_cell` attr
if cell is not None:
cell.text = str(displayable[key])
cell.color = color
if color != gray:
cells[key] = cell
self._last_record = record
return cells
# mouse over handlers
def on_enter(self):
"""Highlight layout on enter.
"""
log.debug(
f"Entered row {self} through {self.border_point}")
# don't highlight header row
if self.is_header:
self.hovered = False
def on_leave(self):
"""Un-highlight layout on exit.
"""
log.debug(
f"Left row {self} through {self.border_point}")
def on_press(self, value=None):
log.info(f"Pressed row for {self._last_record['symbol']}")
if self.table and not self.is_header:
for q in self.table._click_queues:
q.put_nowait(self._last_record['symbol'])
class TickerTable(GridLayout):
"""A grid for displaying ticker quote records as a table.
"""
def __init__(self, sort_key='%', auto_sort=True, **kwargs):
super(TickerTable, self).__init__(**kwargs)
self.symbols2rows = {}
self.sort_key = sort_key
# for tracking last clicked column header cell
self.last_clicked_col_cell = None
self._auto_sort = auto_sort
self._symbols2index = {}
self._sorted = []
self._click_queues: List[trio.Queue] = []
def append_row(self, key, row):
"""Append a `Row` of `Cell` objects to this table.
"""
# store ref to each row
self.symbols2rows[key] = row
self.add_widget(row)
self._sorted.append(row)
return row
def clear(self):
self.clear_widgets()
self._sorted.clear()
def render_rows(
self,
changed: set,
sort_key: str = None,
):
"""Sort and render all rows on the ticker grid from ``syms2rows``.
"""
sort_key = sort_key or self.sort_key
key_row_pairs = list(sorted(
[(row.get_field(sort_key), row) for row in self._sorted],
key=lambda item: item[0],
))
if key_row_pairs:
sorted_keys, sorted_rows = zip(*key_row_pairs)
sorted_keys, sorted_rows = list(sorted_keys), list(sorted_rows)
else:
sorted_keys, sorted_rows = [], []
# now remove and re-insert any rows that need to be shuffled
# due to new a new field change
for row in changed:
try:
old_index = sorted_rows.index(row)
except ValueError:
# row is not yet added so nothing to remove
pass
else:
del sorted_rows[old_index]
del sorted_keys[old_index]
self._sorted.remove(row)
self.remove_widget(row)
for row in changed:
key = row.get_field(sort_key)
index = bisect(sorted_keys, key)
sorted_keys.insert(index, key)
self._sorted.insert(index, row)
self.add_widget(row, index=index)
def ticker_search(self, patt):
"""Return sequence of matches when pattern ``patt`` is in a
symbol name. Most naive algo possible for the moment.
"""
for symbol, row in self.symbols2rows.items():
if patt in symbol:
yield symbol, row
def get_row(self, symbol: str) -> Row:
return self.symbols2rows[symbol]
def search(self, patt):
"""Search bar api compat.
"""
return dict(self.ticker_search(patt)) or {}

76
tests/test_questrade.py
View File

@ -51,8 +51,10 @@ _ex_quotes = {
'askSize': 0,
'bidPrice': None,
'bidSize': 0,
'contract_type': 'call',
'delay': 0,
'delta': -0.212857,
"expiry": "2021-01-15T00:00:00.000000-05:00",
'gamma': 0.003524,
'highPrice': 0,
'isHalted': False,
@ -66,6 +68,7 @@ _ex_quotes = {
'openInterest': 1,
'openPrice': 0,
'rho': -0.891868,
"strike": 8,
'symbol': 'WEED15Jan21P54.00.MX',
'symbolId': 22739148,
'theta': -0.012911,
@ -183,7 +186,7 @@ async def stream_option_chain(portal, symbols):
``symbols`` arg is ignored here.
"""
symbol = 'APHA.TO' # your fave greenhouse LP
symbol = symbols[0]
async with qt.get_client() as client:
contracts = await client.get_all_contracts([symbol])
@ -198,16 +201,21 @@ async def stream_option_chain(portal, symbols):
broker='questrade',
symbols=[sub],
feed_type='option',
rate=4,
diff_cached=False,
)
# latency arithmetic
loops = 8
rate = 1/3. # 3 rps
timeout = loops / rate
try:
# wait on the data streamer to actually start
# delivering
await agen.__anext__()
# it'd sure be nice to have an asyncitertools here...
with trio.fail_after(2.1):
loops = 8
with trio.fail_after(timeout):
count = 0
async for quotes in agen:
# print(f'got quotes for {quotes.keys()}')
@ -221,15 +229,33 @@ async def stream_option_chain(portal, symbols):
count += 1
if count == loops:
break
# switch the subscription and make sure
# stream is still working
sub = subs_keys[1]
await agen.aclose()
agen = await portal.run(
'piker.brokers.data',
'start_quote_stream',
broker='questrade',
symbols=[sub],
feed_type='option',
rate=4,
diff_cached=False,
)
await agen.__anext__()
with trio.fail_after(timeout):
count = 0
async for quotes in agen:
for symbol, quote in quotes.items():
assert quote['key'] == sub
count += 1
if count == loops:
break
finally:
# unsub
await portal.run(
'piker.brokers.data',
'modify_quote_stream',
broker='questrade',
feed_type='option',
symbols=[],
)
await agen.aclose()
async def stream_stocks(portal, symbols):
@ -240,6 +266,7 @@ async def stream_stocks(portal, symbols):
'start_quote_stream',
broker='questrade',
symbols=symbols,
diff_cached=False,
)
try:
# it'd sure be nice to have an asyncitertools here...
@ -250,13 +277,7 @@ async def stream_stocks(portal, symbols):
break
finally:
# unsub
await portal.run(
'piker.brokers.data',
'modify_quote_stream',
broker='questrade',
feed_type='stock',
symbols=[],
)
await agen.aclose()
@pytest.mark.parametrize(
@ -265,8 +286,14 @@ async def stream_stocks(portal, symbols):
(stream_stocks,),
(stream_option_chain,),
(stream_stocks, stream_option_chain),
(stream_stocks, stream_stocks),
(stream_option_chain, stream_option_chain),
],
ids=[
'stocks', 'options',
'stocks_and_options', 'stocks_and_stocks',
'options_and_options',
],
ids=['stocks', 'options', 'stocks_and_options'],
)
@tractor_test
async def test_quote_streaming(tmx_symbols, loglevel, stream_what):
@ -284,9 +311,16 @@ async def test_quote_streaming(tmx_symbols, loglevel, stream_what):
'piker.brokers.core'
],
)
async with trio.open_nursery() as n:
for func in stream_what:
n.start_soon(func, portal, tmx_symbols)
if len(stream_what) > 1:
# stream disparate symbol sets per task
first, *tail = tmx_symbols
symbols = ([first], tail)
else:
symbols = [tmx_symbols]
async with trio.open_nursery() as n:
for syms, func in zip(symbols, stream_what):
n.start_soon(func, portal, syms)
# stop all spawned subactors
await nursery.cancel()