There's still a ton to polish (and some bugs to fix) but this is a first
working draft of a real-time option chain!
Insights and todos:
- `kivy` widgets need to be cached and reused (eg. rows, cells, etc.)
for speed since it seems creating new ones constantly is quite taxing
on the CPU
- the chain will tear down and re-setup the option data feed stream each
time a different contract expiry button set is clicked
- there's still some weird bug with row highlighting where it seems rows
added from a new expiry set (which weren't previously rendered) aren't
being highlighted reliably
`Row`:
- `no_cell`: support a list of keys for which no cells will be created
- allow passing in a `cell_type` at instantiation
`TickerTable`:
- keep track of rendered rows via a private `_rendered` set
- don't create rows inside `append_row()` expect caller to do it
- never render already rendered widgets in `render_rows()`
Miscellaneous:
- generalize `update_quotes()` to not be tied to specific quote fields
and allow passing in a quote `formatter()` func
- don't bother creating a nursery block until necessary in main
- more commenting
Add some extra fields to each quote that QT should already be
providing (instead of hiding them in the symbol and request contract
info); namely, the expiry and contact type (i.e. put or call).
Define the base set of fields to be displayed in an option chain
UI and add a quote formatter.
Copy out `kivy.clock.triggered` from version 1.10.1 since it isn't yet
available in the `trio`/async branch and use it to throttle the callback
rate. Use a `collections.deque` to LIFO iterate widgets each call
using the heuristic that it's more likely the mouse is still within the
currently highlighted (or it's adjacent neighbors) widget as opposed
to some far away widget (the case when the mouse is moved very
drastically across the window).
Thanks yet again to @tshirtman for suggesting this.
Instead of defining a `on_mouse_pos()` on every widget simply
register and track each widget and loop through them all once (or as much
as is necessary) in a single callback. The assumption here is that we
get a performance boost by looping widgets instead of having `kivy` loop
and call back each widget thus avoiding costly python function calls.
Well that was a doozy; had to rejig pretty much all of it.
The deats:
- Track broker components in a new `DataFeed` namedtuple
- port to new list based batch quotes (not dicts any more)
- lock access to cached broker-client / data-feed instantiation
- respawn tasks that fail due to the network
So much changed to get this working for both stocks and options:
- Index contracts by a new `ContractsKey` named tuple
- Move to pushing lists of quotes instead of dicts since option
subscriptions are often not identified by their "symbol" key and
this makes it difficult at fan out time to know how a quote should
be indexed and delivered. Instead add a special `key` entry to each
quote dict which is the quote's subscription key.
Instead of all this adding/removing of canvas instructions nonsense
simple add a static "highlighted" rectangle to each row and make its
size very small when there's no mouse over.
Mad props to @tshirtman for showing me the light :D
It's still a bit of a shit show, and I've left a lot of commented tweaks
that need to be further played with, but I think this is a much
better look for what I'm considering to be one of the main "entry point"
apps for `piker`. To get any more serious fine tuning the way I want
I may have to talk to some kivy experts as I'm having some headaches
with button borders, padding, and the header row height..
Some of the new changes include:
- port to the new `brokers.data` module
- much darker theme with a stronger terminal vibe
- last trade price and volume amount flash on each trade
- fixed the symbol search bar to be a static height; before it was
getting squashed oddly when using stacked windows
- make all the cells transparent (for now) such that I can just use
a row color (relates to cell padding/spacing - can't seem to ditch it)
- start adding type annotations
Add `contracts` and `optsquote` commands for querying option contracts
info and market quotes respectively. Add a `record` command for
streaming real-time data feed quotes to disk. Port `monitor` to the
new `piker.brokers.data` module. Forward loglevel flags through to
`tractor` for relevant commands.
Add a couple functions for storing and retrieving live json data feed
recordings to disk using a very rudimentary character + newline delimited
format.
Also, split out the pub-sub logic from `stream_quotes()` into a new
func, `fan_out_to_chans()`. Eventually I want to formalize this pattern
into a decorator exposed through `tractor`.
Makes it easy to request all the option contracts for a particular symbol.
Also, let `option_chain()` accept a `date` arg which can be used to only
retrieve quotes for a single expiry date (much faster then getting all
of them).
Tyler Goodlet
goodboy