piker/piker/ui/_display.py

630 lines
20 KiB
Python

# piker: trading gear for hackers
# Copyright (C) Tyler Goodlet (in stewardship for pikers)
# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU Affero General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Affero General Public License for more details.
# You should have received a copy of the GNU Affero General Public License
# along with this program. If not, see <https://www.gnu.org/licenses/>.
'''
real-time display tasks for charting graphics update.
this module ties together quote and computational (fsp) streams with
graphics update methods via our custom ``pyqtgraph`` charting api.
'''
from functools import partial
import time
from typing import Optional
import numpy as np
import tractor
import trio
from .. import brokers
from ..data.feed import open_feed, Feed
from ._chart import (
ChartPlotWidget,
LinkedSplits,
GodWidget,
)
from ._l1 import L1Labels
from ._fsp import (
update_fsp_chart,
start_fsp_displays,
has_vlm,
open_vlm_displays,
)
from ..data._sharedmem import ShmArray, try_read
from ._forms import (
FieldsForm,
mk_order_pane_layout,
)
from .order_mode import open_order_mode
from ..log import get_logger
log = get_logger(__name__)
# TODO: load this from a config.toml!
_quote_throttle_rate: int = 58 # Hz
# a working tick-type-classes template
_tick_groups = {
'clears': {'trade', 'utrade', 'last'},
'bids': {'bid', 'bsize'},
'asks': {'ask', 'asize'},
}
def chart_maxmin(
chart: ChartPlotWidget,
vlm_chart: Optional[ChartPlotWidget] = None,
) -> tuple[
tuple[int, int, int, int],
float,
float,
float,
]:
'''
Compute max and min datums "in view" for range limits.
'''
# TODO: implement this
# https://arxiv.org/abs/cs/0610046
# https://github.com/lemire/pythonmaxmin
array = chart._arrays[chart.name]
ifirst = array[0]['index']
last_bars_range = chart.bars_range()
l, lbar, rbar, r = last_bars_range
in_view = array[lbar - ifirst:rbar - ifirst + 1]
assert in_view.size
mx, mn = np.nanmax(in_view['high']), np.nanmin(in_view['low'])
# TODO: when we start using line charts, probably want to make
# this an overloaded call on our `DataView
# sym = chart.name
# mx, mn = np.nanmax(in_view[sym]), np.nanmin(in_view[sym])
mx_vlm_in_view = 0
if vlm_chart:
mx_vlm_in_view = np.max(in_view['volume'])
return last_bars_range, mx, max(mn, 0), mx_vlm_in_view
async def update_linked_charts_graphics(
linked: LinkedSplits,
stream: tractor.MsgStream,
ohlcv: np.ndarray,
wap_in_history: bool = False,
vlm_chart: Optional[ChartPlotWidget] = None,
) -> None:
'''The 'main' (price) chart real-time update loop.
Receive from the primary instrument quote stream and update the OHLC
chart.
'''
# TODO: bunch of stuff:
# - I'm starting to think all this logic should be
# done in one place and "graphics update routines"
# should not be doing any length checking and array diffing.
# - handle odd lot orders
# - update last open price correctly instead
# of copying it from last bar's close
# - 1-5 sec bar lookback-autocorrection like tws does?
# (would require a background history checker task)
chart = linked.chart
# update last price sticky
last_price_sticky = chart._ysticks[chart.name]
last_price_sticky.update_from_data(
*ohlcv.array[-1][['index', 'close']]
)
if vlm_chart:
vlm_sticky = vlm_chart._ysticks['volume']
vlm_view = vlm_chart.view
maxmin = partial(chart_maxmin, chart, vlm_chart)
chart.default_view()
(
last_bars_range,
last_mx,
last_mn,
last_mx_vlm,
) = maxmin()
last, volume = ohlcv.array[-1][['close', 'volume']]
symbol = chart.linked.symbol
l1 = L1Labels(
chart,
# determine precision/decimal lengths
digits=symbol.tick_size_digits,
size_digits=symbol.lot_size_digits,
)
chart._l1_labels = l1
# TODO:
# - in theory we should be able to read buffer data faster
# then msgs arrive.. needs some tinkering and testing
# - if trade volume jumps above / below prior L1 price
# levels this might be dark volume we need to
# present differently -> likely dark vlm
tick_size = chart.linked.symbol.tick_size
tick_margin = 3 * tick_size
chart.show()
view = chart.view
last_quote = time.time()
async for quotes in stream:
now = time.time()
quote_period = time.time() - last_quote
quote_rate = round(
1/quote_period, 1) if quote_period > 0 else float('inf')
if (
quote_period <= 1/_quote_throttle_rate
# in the absolute worst case we shouldn't see more then
# twice the expected throttle rate right!?
and quote_rate >= _quote_throttle_rate * 1.5
):
log.warning(f'High quote rate {symbol.key}: {quote_rate}')
last_quote = now
# chart isn't active/shown so skip render cycle and pause feed(s)
if chart.linked.isHidden():
chart.pause_all_feeds()
continue
for sym, quote in quotes.items():
(
brange,
mx_in_view,
mn_in_view,
mx_vlm_in_view,
) = maxmin()
l, lbar, rbar, r = brange
mx = mx_in_view + tick_margin
mn = mn_in_view - tick_margin
# NOTE: vlm may be written by the ``brokerd`` backend
# event though a tick sample is not emitted.
# TODO: show dark trades differently
# https://github.com/pikers/piker/issues/116
array = ohlcv.array
if vlm_chart:
vlm_chart.update_curve_from_array('volume', array)
vlm_sticky.update_from_data(*array[-1][['index', 'volume']])
if (
mx_vlm_in_view != last_mx_vlm or
mx_vlm_in_view > last_mx_vlm
):
# print(f'mx vlm: {last_mx_vlm} -> {mx_vlm_in_view}')
vlm_view._set_yrange(
yrange=(0, mx_vlm_in_view * 1.375)
)
last_mx_vlm = mx_vlm_in_view
for curve_name, shm in vlm_chart._overlays.items():
update_fsp_chart(
vlm_chart,
shm,
curve_name,
array_key=curve_name,
)
ticks_frame = quote.get('ticks', ())
frames_by_type: dict[str, dict] = {}
lasts = {}
# build tick-type "frames" of tick sequences since
# likely the tick arrival rate is higher then our
# (throttled) quote stream rate.
for tick in ticks_frame:
price = tick.get('price')
ticktype = tick.get('type')
if ticktype == 'n/a' or price == -1:
# okkk..
continue
# keys are entered in olded-event-inserted-first order
# since we iterate ``ticks_frame`` in standard order
# above. in other words the order of the keys is the order
# of tick events by type from the provider feed.
frames_by_type.setdefault(ticktype, []).append(tick)
# overwrites so the last tick per type is the entry
lasts[ticktype] = tick
# from pprint import pformat
# frame_counts = {
# typ: len(frame) for typ, frame in frames_by_type.items()
# }
# print(f'{pformat(frame_counts)}')
# print(f'framed: {pformat(frames_by_type)}')
# print(f'lasts: {pformat(lasts)}')
# TODO: eventually we want to separate out the utrade (aka
# dark vlm prices) here and show them as an additional
# graphic.
clear_types = _tick_groups['clears']
# XXX: if we wanted to iterate in "latest" (i.e. most
# current) tick first order as an optimization where we only
# update from the last tick from each type class.
# last_clear_updated: bool = False
# for typ, tick in reversed(lasts.items()):
# iterate in FIFO order per frame
for typ, tick in lasts.items():
price = tick.get('price')
size = tick.get('size')
# compute max and min prices (including bid/ask) from
# tick frames to determine the y-range for chart
# auto-scaling.
# TODO: we need a streaming minmax algo here, see def above.
mx = max(price + tick_margin, mx)
mn = min(price - tick_margin, mn)
if typ in clear_types:
# XXX: if we only wanted to update graphics from the
# "current"/"latest received" clearing price tick
# once (see alt iteration order above).
# if last_clear_updated:
# continue
# last_clear_updated = True
# we only want to update grahpics from the *last*
# tick event that falls under the "clearing price"
# set.
# update price sticky(s)
end = array[-1]
last_price_sticky.update_from_data(
*end[['index', 'close']]
)
# update ohlc sampled price bars
chart.update_ohlc_from_array(
chart.name,
array,
)
if wap_in_history:
# update vwap overlay line
chart.update_curve_from_array('bar_wap', ohlcv.array)
# L1 book label-line updates
# XXX: is this correct for ib?
# if ticktype in ('trade', 'last'):
# if ticktype in ('last',): # 'size'):
if typ in ('last',): # 'size'):
label = {
l1.ask_label.fields['level']: l1.ask_label,
l1.bid_label.fields['level']: l1.bid_label,
}.get(price)
if label is not None:
label.update_fields({'level': price, 'size': size})
# TODO: on trades should we be knocking down
# the relevant L1 queue?
# label.size -= size
# elif ticktype in ('ask', 'asize'):
elif typ in _tick_groups['asks']:
l1.ask_label.update_fields({'level': price, 'size': size})
# elif ticktype in ('bid', 'bsize'):
elif typ in _tick_groups['bids']:
l1.bid_label.update_fields({'level': price, 'size': size})
# check for y-range re-size
if (
(mx > last_mx) or (mn < last_mn)
and not chart._static_yrange == 'axis'
):
# print(f'new y range: {(mn, mx)}')
view._set_yrange(
yrange=(mn, mx),
# TODO: we should probably scale
# the view margin based on the size
# 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, shm in chart._overlays.items():
update_fsp_chart(
chart,
shm,
curve_name,
array_key=curve_name,
)
# chart._set_yrange()
async def check_for_new_bars(
feed: Feed,
ohlcv: np.ndarray,
linkedsplits: LinkedSplits,
) -> None:
'''
Task which updates from new bars in the shared ohlcv buffer every
``delay_s`` seconds.
'''
# TODO: right now we'll spin printing bars if the last time
# stamp is before a large period of no market activity.
# Likely the best way to solve this is to make this task
# aware of the instrument's tradable hours?
price_chart = linkedsplits.chart
price_chart.default_view()
async with feed.index_stream() as stream:
async for index in stream:
# update chart historical bars graphics by incrementing
# a time step and drawing the history and new bar
# When appending a new bar, in the time between the insert
# from the writing process and the Qt render call, here,
# the index of the shm buffer may be incremented and the
# (render) call here might read the new flat bar appended
# to the buffer (since -1 index read). In that case H==L and the
# body will be set as None (not drawn) on what this render call
# *thinks* is the curent bar (even though it's reading data from
# the newly inserted flat bar.
#
# HACK: We need to therefore write only the history (not the
# current bar) and then either write the current bar manually
# or place a cursor for visual cue of the current time step.
array = ohlcv.array
# avoid unreadable race case on backfills
while not try_read(array):
await trio.sleep(0.01)
# XXX: this puts a flat bar on the current time step
# TODO: if we eventually have an x-axis time-step "cursor"
# we can get rid of this since it is extra overhead.
price_chart.update_ohlc_from_array(
price_chart.name,
array,
just_history=False,
)
# main chart overlays
for name in price_chart._overlays:
price_chart.update_curve_from_array(
name,
price_chart._arrays[name]
)
# each subplot
for name, chart in linkedsplits.subplots.items():
# TODO: do we need the same unreadable guard as for the
# price chart (above) here?
chart.update_curve_from_array(
chart.name,
chart._shm.array,
array_key=chart.data_key
)
# shift the view if in follow mode
price_chart.increment_view()
async def display_symbol_data(
godwidget: GodWidget,
provider: str,
sym: str,
loglevel: str,
order_mode_started: trio.Event,
) -> None:
'''
Spawn a real-time updated chart for ``symbol``.
Spawned ``LinkedSplits`` chart widgets can remain up but hidden so
that multiple symbols can be viewed and switched between extremely
fast from a cached watch-list.
'''
sbar = godwidget.window.status_bar
loading_sym_key = sbar.open_status(
f'loading {sym}.{provider} ->',
group_key=True
)
# historical data fetch
brokermod = brokers.get_brokermod(provider)
# ohlc_status_done = sbar.open_status(
# 'retreiving OHLC history.. ',
# clear_on_next=True,
# group_key=loading_sym_key,
# )
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]
# load in symbol's ohlc data
godwidget.window.setWindowTitle(
f'{symbol.key}@{symbol.brokers} '
f'tick:{symbol.tick_size}'
)
linkedsplits = godwidget.linkedsplits
linkedsplits._symbol = symbol
# generate order mode side-pane UI
# A ``FieldsForm`` form to configure order entry
pp_pane: FieldsForm = mk_order_pane_layout(godwidget)
# add as next-to-y-axis singleton pane
godwidget.pp_pane = pp_pane
# create main OHLC chart
chart = linkedsplits.plot_ohlc_main(
symbol,
bars,
sidepane=pp_pane,
)
chart._feeds[symbol.key] = feed
chart.setFocus()
# plot historical vwap if available
wap_in_history = False
if brokermod._show_wap_in_history:
if 'bar_wap' in bars.dtype.fields:
wap_in_history = True
chart.draw_curve(
name='bar_wap',
data=bars,
add_label=False,
)
# size view to data once at outset
chart.cv._set_yrange()
# TODO: a data view api that makes this less shit
chart._shm = ohlcv
# NOTE: we must immediately tell Qt to show the OHLC chart
# to avoid a race where the subplots get added/shown to
# the linked set *before* the main price chart!
linkedsplits.show()
linkedsplits.focus()
await trio.sleep(0)
vlm_chart: Optional[ChartPlotWidget] = None
async with trio.open_nursery() as ln:
# if available load volume related built-in display(s)
if has_vlm(ohlcv):
vlm_chart = await ln.start(
open_vlm_displays,
linkedsplits,
ohlcv,
)
# load (user's) FSP set (otherwise known as "indicators")
# from an input config.
ln.start_soon(
start_fsp_displays,
linkedsplits,
ohlcv,
loading_sym_key,
loglevel,
)
# start graphics update loop after receiving first live quote
ln.start_soon(
update_linked_charts_graphics,
linkedsplits,
feed.stream,
ohlcv,
wap_in_history,
vlm_chart,
)
# start sample step incrementer
ln.start_soon(
check_for_new_bars,
feed,
ohlcv,
linkedsplits
)
async with (
open_order_mode(
feed,
chart,
symbol,
provider,
order_mode_started
)
):
# let Qt run to render all widgets and make sure the
# sidepanes line up vertically.
await trio.sleep(0)
linkedsplits.resize_sidepanes()
# TODO: make this not so shit XD
# close group status
sbar._status_groups[loading_sym_key][1]()
# let the app run.
await trio.sleep_forever()