Factor sync part of graphics update into func, add `trigger_update()``
Tyler Goodlet
parent
56451c42fd
commit
f1ef6c3cc7
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@ -23,7 +23,7 @@ graphics update methods via our custom ``pyqtgraph`` charting api.
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'''
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from functools import partial
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import time
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from typing import Optional
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from typing import Optional, Any
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import numpy as np
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import tractor
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@ -109,6 +109,12 @@ def chart_maxmin(
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return last_bars_range, mx, max(mn, 0), mx_vlm_in_view
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# actor-local graphics state that can be passed
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# to a ``graphic_update_cycle()`` call by any task
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# wishing to update the UI.
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_ux_state: dict[str, Any] = {}
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async def graphics_update_loop(
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linked: LinkedSplits,
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@ -147,7 +153,7 @@ async def graphics_update_loop(
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if vlm_chart:
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vlm_sticky = vlm_chart._ysticks['volume']
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vlm_view = vlm_chart.view
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# vlm_view = vlm_chart.view
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maxmin = partial(chart_maxmin, chart, vlm_chart)
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chart.default_view()
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@ -183,7 +189,7 @@ async def graphics_update_loop(
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tick_margin = 3 * tick_size
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chart.show()
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view = chart.view
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# view = chart.view
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last_quote = time.time()
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i_last = ohlcv.index
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@ -210,7 +216,27 @@ async def graphics_update_loop(
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# async for quotes in iter_drain_quotes():
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_ux_state.update({
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'quotes': {},
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'linked': linked,
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'maxmin': maxmin,
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'tick_margin': tick_margin,
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'ohlcv': ohlcv,
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'chart': chart,
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'last_price_sticky': last_price_sticky,
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'vlm_chart': vlm_chart,
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'i_last': i_last,
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'last_mx_vlm': last_mx_vlm,
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'vlm_sticky': vlm_sticky,
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'l1': l1,
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'last_mx': last_mx,
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'last_mn': last_mn,
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})
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async for quotes in stream:
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_ux_state['quotes'] = quotes
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quote_period = time.time() - last_quote
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quote_rate = round(
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1/quote_period, 1) if quote_period > 0 else float('inf')
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@ -231,222 +257,259 @@ async def graphics_update_loop(
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chart.pause_all_feeds()
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continue
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for sym, quote in quotes.items():
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# sync call to update all graphics/UX components.
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graphics_update_cycle(**_ux_state)
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(
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brange,
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mx_in_view,
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mn_in_view,
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mx_vlm_in_view,
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) = maxmin()
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l, lbar, rbar, r = brange
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mx = mx_in_view + tick_margin
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mn = mn_in_view - tick_margin
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# NOTE: vlm may be written by the ``brokerd`` backend
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# event though a tick sample is not emitted.
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# TODO: show dark trades differently
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# https://github.com/pikers/piker/issues/116
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array = ohlcv.array
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def trigger_update() -> None:
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'''
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Manually trigger a graphics update from global state.
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# NOTE: this used to be implemented in a dedicated
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# "increment tas": ``check_for_new_bars()`` but it doesn't
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# make sense to do a whole task switch when we can just do
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# this simple index-diff and all the fsp sub-curve graphics
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# are diffed on each draw cycle anyway; so updates to the
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# "curve" length is already automatic.
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Generally used from remote actors who wish to trigger a UI refresh.
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# increment the view position by the sample offset.
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i_step = ohlcv.index
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i_diff = i_step - i_last
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if i_diff > 0:
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chart.increment_view(
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steps=i_diff,
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)
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i_last = i_step
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'''
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assert _ux_state is not None, 'graphics engine not initialized?'
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graphics_update_cycle(**_ux_state)
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if vlm_chart:
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vlm_chart.update_curve_from_array('volume', array)
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vlm_sticky.update_from_data(*array[-1][['index', 'volume']])
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if (
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mx_vlm_in_view != last_mx_vlm or
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mx_vlm_in_view > last_mx_vlm
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):
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# print(f'mx vlm: {last_mx_vlm} -> {mx_vlm_in_view}')
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vlm_view._set_yrange(
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yrange=(0, mx_vlm_in_view * 1.375)
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)
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last_mx_vlm = mx_vlm_in_view
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def graphics_update_cycle(
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quotes,
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linked,
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maxmin,
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tick_margin,
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ohlcv,
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chart,
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last_price_sticky,
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vlm_chart,
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i_last,
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last_mx_vlm,
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vlm_sticky,
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l1,
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for curve_name, flow in vlm_chart._flows.items():
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update_fsp_chart(
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vlm_chart,
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flow.shm,
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curve_name,
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array_key=curve_name,
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)
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# is this even doing anything?
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flow.plot.vb._set_yrange(
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autoscale_linked_plots=False,
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name=curve_name,
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)
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last_mx,
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last_mn,
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ticks_frame = quote.get('ticks', ())
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wap_in_history: bool = False,
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# vlm_view,
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frames_by_type: dict[str, dict] = {}
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lasts = {}
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) -> None:
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# build tick-type "frames" of tick sequences since
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# likely the tick arrival rate is higher then our
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# (throttled) quote stream rate.
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for tick in ticks_frame:
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price = tick.get('price')
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ticktype = tick.get('type')
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for sym, quote in quotes.items():
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if ticktype == 'n/a' or price == -1:
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# okkk..
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continue
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(
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brange,
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mx_in_view,
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mn_in_view,
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mx_vlm_in_view,
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) = maxmin()
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l, lbar, rbar, r = brange
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mx = mx_in_view + tick_margin
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mn = mn_in_view - tick_margin
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# keys are entered in olded-event-inserted-first order
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# since we iterate ``ticks_frame`` in standard order
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# above. in other words the order of the keys is the order
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# of tick events by type from the provider feed.
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frames_by_type.setdefault(ticktype, []).append(tick)
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# NOTE: vlm may be written by the ``brokerd`` backend
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# event though a tick sample is not emitted.
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# TODO: show dark trades differently
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# https://github.com/pikers/piker/issues/116
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array = ohlcv.array
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# overwrites so the last tick per type is the entry
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lasts[ticktype] = tick
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# NOTE: this used to be implemented in a dedicated
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# "increment tas": ``check_for_new_bars()`` but it doesn't
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# make sense to do a whole task switch when we can just do
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# this simple index-diff and all the fsp sub-curve graphics
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# are diffed on each draw cycle anyway; so updates to the
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# "curve" length is already automatic.
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# from pprint import pformat
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# frame_counts = {
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# typ: len(frame) for typ, frame in frames_by_type.items()
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# }
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# print(f'{pformat(frame_counts)}')
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# print(f'framed: {pformat(frames_by_type)}')
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# print(f'lasts: {pformat(lasts)}')
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# increment the view position by the sample offset.
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i_step = ohlcv.index
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i_diff = i_step - i_last
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if i_diff > 0:
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chart.increment_view(
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steps=i_diff,
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)
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i_last = i_step
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# TODO: eventually we want to separate out the utrade (aka
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# dark vlm prices) here and show them as an additional
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# graphic.
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clear_types = _tick_groups['clears']
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if vlm_chart:
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vlm_chart.update_curve_from_array('volume', array)
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vlm_sticky.update_from_data(*array[-1][['index', 'volume']])
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# XXX: if we wanted to iterate in "latest" (i.e. most
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# current) tick first order as an optimization where we only
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# update from the last tick from each type class.
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# last_clear_updated: bool = False
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# for typ, tick in reversed(lasts.items()):
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# iterate in FIFO order per frame
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for typ, tick in lasts.items():
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price = tick.get('price')
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size = tick.get('size')
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# compute max and min prices (including bid/ask) from
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# tick frames to determine the y-range for chart
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# auto-scaling.
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# TODO: we need a streaming minmax algo here, see def above.
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mx = max(price + tick_margin, mx)
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mn = min(price - tick_margin, mn)
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if typ in clear_types:
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# XXX: if we only wanted to update graphics from the
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# "current"/"latest received" clearing price tick
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# once (see alt iteration order above).
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# if last_clear_updated:
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# continue
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# last_clear_updated = True
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# we only want to update grahpics from the *last*
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# tick event that falls under the "clearing price"
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# set.
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# update price sticky(s)
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end = array[-1]
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last_price_sticky.update_from_data(
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*end[['index', 'close']]
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)
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# update ohlc sampled price bars
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chart.update_ohlc_from_array(
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chart.name,
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array,
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)
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if wap_in_history:
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# update vwap overlay line
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chart.update_curve_from_array('bar_wap', ohlcv.array)
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# L1 book label-line updates
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# XXX: is this correct for ib?
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# if ticktype in ('trade', 'last'):
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# if ticktype in ('last',): # 'size'):
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if typ in ('last',): # 'size'):
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label = {
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l1.ask_label.fields['level']: l1.ask_label,
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l1.bid_label.fields['level']: l1.bid_label,
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}.get(price)
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if label is not None:
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label.update_fields({'level': price, 'size': size})
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# TODO: on trades should we be knocking down
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# the relevant L1 queue?
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# label.size -= size
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# elif ticktype in ('ask', 'asize'):
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elif typ in _tick_groups['asks']:
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l1.ask_label.update_fields({'level': price, 'size': size})
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# elif ticktype in ('bid', 'bsize'):
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elif typ in _tick_groups['bids']:
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l1.bid_label.update_fields({'level': price, 'size': size})
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# check for y-range re-size
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if (
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(mx > last_mx) or (mn < last_mn)
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and not chart._static_yrange == 'axis'
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mx_vlm_in_view != last_mx_vlm or
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mx_vlm_in_view > last_mx_vlm
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):
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# print(f'new y range: {(mn, mx)}')
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view._set_yrange(
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yrange=(mn, mx),
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# TODO: we should probably scale
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# the view margin based on the size
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# of the true range? This way you can
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# slap in orders outside the current
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# L1 (only) book range.
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# range_margin=0.1,
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# print(f'mx vlm: {last_mx_vlm} -> {mx_vlm_in_view}')
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vlm_chart.view._set_yrange(
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yrange=(0, mx_vlm_in_view * 1.375)
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)
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last_mx_vlm = mx_vlm_in_view
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last_mx, last_mn = mx, mn
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# run synchronous update on all derived fsp subplots
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for name, subchart in linked.subplots.items():
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for curve_name, flow in vlm_chart._flows.items():
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update_fsp_chart(
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subchart,
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subchart._shm,
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# XXX: do we really needs seperate names here?
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name,
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array_key=name,
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)
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subchart.cv._set_yrange()
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# TODO: all overlays on all subplots..
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# run synchronous update on all derived overlays
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for curve_name, flow in chart._flows.items():
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update_fsp_chart(
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chart,
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vlm_chart,
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flow.shm,
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curve_name,
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array_key=curve_name,
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)
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# chart.view._set_yrange()
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# is this even doing anything?
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flow.plot.vb._set_yrange(
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autoscale_linked_plots=False,
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name=curve_name,
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)
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# loop end
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ticks_frame = quote.get('ticks', ())
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frames_by_type: dict[str, dict] = {}
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lasts = {}
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# build tick-type "frames" of tick sequences since
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# likely the tick arrival rate is higher then our
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# (throttled) quote stream rate.
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for tick in ticks_frame:
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price = tick.get('price')
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ticktype = tick.get('type')
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if ticktype == 'n/a' or price == -1:
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# okkk..
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continue
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# keys are entered in olded-event-inserted-first order
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# since we iterate ``ticks_frame`` in standard order
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# above. in other words the order of the keys is the order
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# of tick events by type from the provider feed.
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frames_by_type.setdefault(ticktype, []).append(tick)
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# overwrites so the last tick per type is the entry
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lasts[ticktype] = tick
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# from pprint import pformat
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# frame_counts = {
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# typ: len(frame) for typ, frame in frames_by_type.items()
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# }
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# print(f'{pformat(frame_counts)}')
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# print(f'framed: {pformat(frames_by_type)}')
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# print(f'lasts: {pformat(lasts)}')
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# TODO: eventually we want to separate out the utrade (aka
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# dark vlm prices) here and show them as an additional
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# graphic.
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clear_types = _tick_groups['clears']
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# XXX: if we wanted to iterate in "latest" (i.e. most
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# current) tick first order as an optimization where we only
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# update from the last tick from each type class.
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# last_clear_updated: bool = False
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# for typ, tick in reversed(lasts.items()):
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# iterate in FIFO order per frame
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for typ, tick in lasts.items():
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price = tick.get('price')
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size = tick.get('size')
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# compute max and min prices (including bid/ask) from
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# tick frames to determine the y-range for chart
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# auto-scaling.
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# TODO: we need a streaming minmax algo here, see def above.
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mx = max(price + tick_margin, mx)
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mn = min(price - tick_margin, mn)
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if typ in clear_types:
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# XXX: if we only wanted to update graphics from the
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# "current"/"latest received" clearing price tick
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# once (see alt iteration order above).
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# if last_clear_updated:
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# continue
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# last_clear_updated = True
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# we only want to update grahpics from the *last*
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# tick event that falls under the "clearing price"
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# set.
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# update price sticky(s)
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end = array[-1]
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last_price_sticky.update_from_data(
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*end[['index', 'close']]
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)
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# update ohlc sampled price bars
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chart.update_ohlc_from_array(
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chart.name,
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array,
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)
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if wap_in_history:
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# update vwap overlay line
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chart.update_curve_from_array('bar_wap', ohlcv.array)
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# L1 book label-line updates
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# XXX: is this correct for ib?
|
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# if ticktype in ('trade', 'last'):
|
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# if ticktype in ('last',): # 'size'):
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if typ in ('last',): # 'size'):
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label = {
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l1.ask_label.fields['level']: l1.ask_label,
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l1.bid_label.fields['level']: l1.bid_label,
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}.get(price)
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if label is not None:
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label.update_fields({'level': price, 'size': size})
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# TODO: on trades should we be knocking down
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# the relevant L1 queue?
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# label.size -= size
|
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|
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# elif ticktype in ('ask', 'asize'):
|
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elif typ in _tick_groups['asks']:
|
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l1.ask_label.update_fields({'level': price, 'size': size})
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|
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# elif ticktype in ('bid', 'bsize'):
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elif typ in _tick_groups['bids']:
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l1.bid_label.update_fields({'level': price, 'size': size})
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|
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# check for y-range re-size
|
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if (
|
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(mx > last_mx) or (mn < last_mn)
|
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and not chart._static_yrange == 'axis'
|
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):
|
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# print(f'new y range: {(mn, mx)}')
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chart.view._set_yrange(
|
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yrange=(mn, mx),
|
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# TODO: we should probably scale
|
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# the view margin based on the size
|
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# 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(
|
||||
|
|
@ -479,23 +542,24 @@ async def display_symbol_data(
|
|||
# clear_on_next=True,
|
||||
# group_key=loading_sym_key,
|
||||
# )
|
||||
async with open_feed(
|
||||
['.'.join((sym, provider))],
|
||||
loglevel=loglevel,
|
||||
|
||||
# limit to at least display's FPS
|
||||
# avoiding needless Qt-in-guest-mode context switches
|
||||
tick_throttle=_quote_throttle_rate,
|
||||
async with open_feed(
|
||||
provider,
|
||||
[sym],
|
||||
loglevel=loglevel,
|
||||
|
||||
# limit to at least display's FPS
|
||||
# avoiding needless Qt-in-guest-mode context switches
|
||||
tick_throttle=_quote_throttle_rate,
|
||||
|
||||
) as feed:
|
||||
ohlcv: ShmArray = feed.shm
|
||||
bars = ohlcv.array
|
||||
symbol = feed.symbols[sym]
|
||||
fqsn = symbol.front_fqsn()
|
||||
|
||||
# load in symbol's ohlc data
|
||||
godwidget.window.setWindowTitle(
|
||||
f'{fqsn} '
|
||||
f'{symbol.key}@{symbol.brokers} '
|
||||
f'tick:{symbol.tick_size} '
|
||||
f'step:1s '
|
||||
)
|
||||
|
|
@ -580,7 +644,8 @@ async def display_symbol_data(
|
|||
open_order_mode(
|
||||
feed,
|
||||
chart,
|
||||
fqsn,
|
||||
symbol,
|
||||
provider,
|
||||
order_mode_started
|
||||
)
|
||||
):
|
||||
|
|
|
|||
Loading…
Reference in New Issue