Commit Graph

1987 Commits (544c6c31803f96aa9c848e74ee923eaae31adb88)

Author SHA1 Message Date
Tyler Goodlet 4753dc2db8 Alway teardown quote gen on exit 2019-01-14 21:12:35 -05:00
goodboy 78dced3091
Merge pull request #64 from pikers/data_feed_reorg
Data feed reorg
2019-01-12 11:47:21 -05:00
Tyler Goodlet 36d0c2ed68 Port monitor app to `DataFeed` api 2019-01-05 19:08:31 -05:00
Tyler Goodlet a4501bb0e0 Factor `DataFeed` client API into `brokers.data` 2019-01-05 19:08:27 -05:00
goodboy e69f0b286c
Merge pull request #63 from pikers/options_ui
Options chain UI!
2019-01-02 21:34:15 -05:00
Tyler Goodlet 7f8c88be0c Drop open/close prices for now; never really use them 2019-01-02 21:24:42 -05:00
Tyler Goodlet fa6bae1f5c Reorg table widgets into a new module 2019-01-02 21:12:42 -05:00
Tyler Goodlet 4895690642 Display a message when no contracts exist 2019-01-01 23:42:49 -05:00
Tyler Goodlet 0cffa4b97a Font size shrinks 2019-01-01 23:36:46 -05:00
Tyler Goodlet 32a7f4cbd3 Right, gotta expose widgets to other actors 2018-12-31 11:51:04 -05:00
Tyler Goodlet 72f417b9c2 Support monitor linked symbol selection
This allows for using a monitor to select the current option chain
symbol!

The deats:
- start a bg task which streams the monitor selected symbol
- dynamically repopulate expiry buttons on a newly published symbol
- move static widget creation into a chain method to avoid multiple
  quotes requests at startup
- rename a bunch of methods
2018-12-30 15:00:46 -05:00
Tyler Goodlet 152062ba8a Support pub-sub of monitor's symbol selection 2018-12-30 14:59:54 -05:00
Tyler Goodlet 3ed750d324 Add contract table type headers 2018-12-29 16:01:07 -05:00
Tyler Goodlet b4fad3f6a9 Logic factoring 2018-12-29 16:00:18 -05:00
Tyler Goodlet 1866dd1812 Fix for adjusted contracts subscription bug
If quotes are pushed using the adjusted contract symbol (i.e. with
trailing '-1' suffix) the subscriber won't receive them under the
normal symbol. The logic was wrong for determining whether to add
a suffix (was failing for any symbol with an exchange suffix)
which was causing normal data feed subscriptions to fail to match
in every case.

I did some testing of the `optionsIds` parameter to the option quote
endpoint and found that it limits you to 100 symbols so it's not
practical for real-time "all-strike"" chain updating; we have to stick
to filters for now. The only real downside of this is that it seems
multiple filters across multiple symbols is quite latent. I need to
toy with it more to be sure it's not something slow on the client side.
Oh, and store option contract to ids in a `dict` for now as we may want
to try the `optionsIds` thing again down the road as I coordinate with
the QT tech team.
2018-12-29 15:44:32 -05:00
Tyler Goodlet dc581d0bdc Handle "adjusted contract" chains per root 2018-12-26 13:30:50 -05:00
Tyler Goodlet fb876f3770 Drop `OptionChain.start_feed()` 2018-12-25 12:38:04 -05:00
Tyler Goodlet 6cc8b4cc2f Test duplicate feed type quoting 2018-12-23 21:27:47 -05:00
Tyler Goodlet a7fb55179c Handle weekend data from QT yet again 2018-12-23 21:26:57 -05:00
Tyler Goodlet de4fab873b Ids should be allowed without contracts 2018-12-23 21:25:56 -05:00
Tyler Goodlet eb8c9e1a99 Symbol subs must be cid specific 2018-12-23 20:48:06 -05:00
Tyler Goodlet 11222e1176 Only resort when the sort field actually changed 2018-12-18 20:28:26 -05:00
Tyler Goodlet d4e36b1e55 Jeeze, don't overwrite the payload for each channel... 2018-12-17 19:15:29 -05:00
Tyler Goodlet 5af90c044f Drop contracts cache; that wasn't the bottleneck
This also fixes a bug where option subscriptions weren't actually being
changed when a new call was made..
2018-12-16 23:56:03 -05:00
goodboy b0d4d4b2f8
Merge pull request #61 from pikers/faster_highlighting
Faster row highlighting
2018-12-16 21:53:48 -05:00
Tyler Goodlet 3fd01c42f2 Define highlight on click logic in `Cell` 2018-12-15 19:42:15 -05:00
Tyler Goodlet 1f608b2498 Even less latent 2018-12-15 19:41:12 -05:00
Tyler Goodlet a13b13e144 Highlight current expiry; mutex data feed access 2018-12-15 19:40:54 -05:00
Tyler Goodlet 7ed409501d Even less bouncy 2018-12-15 16:38:33 -05:00
Tyler Goodlet 07eb8ae5e0 Use binary search (bisection) to sort table rows
This is an optimization to improve performance when the UI is fed real
time data. Instead of resorting all rows on every quote update, only
re-render when the sort key appears in the quote data, and further, only
resort rows which are changed using bisection based widget insertion to
avoid having `kivy` re-add widgets (and thus re-render graphics) more
often than absolutely necessary.
2018-12-15 16:28:28 -05:00
Tyler Goodlet 721e3803b2 Shorter title of IV: implied volatility 2018-12-15 16:27:41 -05:00
Tyler Goodlet 70435e3b15 Always push an option smoke quote for UI init 2018-12-15 16:26:54 -05:00
Tyler Goodlet e3a3a8765c Remove destroyed widgets from mouse over list 2018-12-15 16:26:21 -05:00
Tyler Goodlet 948ee3cadf Cache contracts lookup once at startup 2018-12-13 13:11:07 -05:00
Tyler Goodlet 9e4786e62f Initial dynamic option chain UI draft
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
2018-12-13 13:04:05 -05:00
Tyler Goodlet 1d1be9dd77 Include option stream subscription change in test 2018-12-11 17:10:36 -05:00
Tyler Goodlet 743ca6bfe3 Log quotes even without caching 2018-12-11 17:09:59 -05:00
Tyler Goodlet 7b5c73bb45 Use pythonic sequence splitting with `zip()` 2018-12-11 17:09:36 -05:00
Tyler Goodlet e1be80e9e0 Subscription teardown is done server side on disconnect now 2018-12-11 15:22:34 -05:00
Tyler Goodlet e7378538f6 Limit option chain to 1 rps 2018-12-11 15:21:45 -05:00
Tyler Goodlet 66ecb4c0cb Use a `trio.Event` to guarantee respawning of data feed task 2018-12-11 15:21:12 -05:00
Tyler Goodlet 01c0551a7f Don't display greeks besides delta for now 2018-12-11 15:20:24 -05:00
Tyler Goodlet 201919eef7 Initial option chain UI
Spin it up with `piker optschain`.
Still lots of polishing and features to add but it's a start!
2018-12-10 02:00:10 -05:00
Tyler Goodlet 8647216b75 Tabular kivy UI improvements
`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
2018-12-10 01:51:49 -05:00
Tyler Goodlet 20778b02b5 Format numerical option fields 2018-12-10 01:50:00 -05:00
Tyler Goodlet 54261ecc4c Refer to async exit stack via feed 2018-12-10 01:49:19 -05:00
Tyler Goodlet fb47ea2e5a Define option field structure
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.
2018-12-09 13:40:26 -05:00
Tyler Goodlet 9c7ca84fef Include strike and expiry in option quotes 2018-12-09 13:40:26 -05:00
Tyler Goodlet 9f3a316ccf Improve CPU usage using a clock trigger and deque
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).
2018-12-09 13:39:38 -05:00
Tyler Goodlet b8815cde4a Set statespace defaults in `get_cached_feed()` 2018-12-09 13:30:34 -05:00