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pytrader.py
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pytrader.py
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#!/usr/bin/env python2
# -*- coding: utf-8 -*-
"""
Tool to display live market info and
framework for experimenting with trading bots
"""
# Copyright (c) 2013 Bernd Kreuss <prof7bit@gmail.com>
#
# This program is free software; you can redistribute it and/or modify
# it under the terms of the GNU 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 General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with this program; if not, write to the Free Software
# Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston,
# MA 02110-1301, USA.
import argparse
import curses
import curses.panel
import curses.textpad
import api
import logging
import locale
import math
import os
import sys
import time
import textwrap
import traceback
import threading
sys_out = sys.stdout
#
# curses user interface
#
HEIGHT_STATUS = 2
HEIGHT_CON = 20
WIDTH_ORDERBOOK = 40
COLORS = [["con_text", curses.COLOR_BLACK, curses.COLOR_WHITE],
["con_text_buy", curses.COLOR_BLACK, curses.COLOR_GREEN],
["con_text_sell", curses.COLOR_BLACK, curses.COLOR_RED],
["con_separator", curses.COLOR_BLUE, curses.COLOR_WHITE],
["status_text", curses.COLOR_BLACK, curses.COLOR_WHITE],
["book_text", curses.COLOR_BLACK, curses.COLOR_CYAN],
["book_bid", curses.COLOR_BLACK, curses.COLOR_GREEN],
["book_ask", curses.COLOR_BLACK, curses.COLOR_RED],
["book_own", curses.COLOR_BLACK, curses.COLOR_YELLOW],
["book_vol", curses.COLOR_BLACK, curses.COLOR_CYAN],
["chart_text", curses.COLOR_BLACK, curses.COLOR_WHITE],
["chart_up", curses.COLOR_BLACK, curses.COLOR_GREEN],
["chart_down", curses.COLOR_BLACK, curses.COLOR_RED],
["order_pending", curses.COLOR_BLACK, curses.COLOR_RED],
["dialog_text", curses.COLOR_BLUE, curses.COLOR_CYAN],
["dialog_sel", curses.COLOR_CYAN, curses.COLOR_BLUE],
["dialog_sel_text", curses.COLOR_BLUE, curses.COLOR_YELLOW],
["dialog_sel_sel", curses.COLOR_YELLOW, curses.COLOR_BLUE],
["dialog_bid_text", curses.COLOR_GREEN, curses.COLOR_BLACK],
["dialog_ask_text", curses.COLOR_RED, curses.COLOR_WHITE]]
INI_DEFAULTS = [["pytrader", "exchange", "kraken"],
["pytrader", "set_xterm_title", "True"],
["pytrader", "dont_truncate_logfile", "False"],
["pytrader", "show_orderbook_stats", "True"],
["pytrader", "highlight_changes", "True"],
["pytrader", "orderbook_group", "0"],
["pytrader", "orderbook_sum_total", "False"],
["pytrader", "display_right", "history_chart"],
["pytrader", "depth_chart_group", "0.00001"],
["pytrader", "depth_chart_sum_total", "True"],
["pytrader", "show_ticker", "True"],
["pytrader", "show_depth", "True"],
["pytrader", "show_trade", "True"],
["pytrader", "show_trade_own", "True"]]
COLOR_PAIR = {}
def init_colors():
"""initialize curses color pairs and give them names. The color pair
can then later quickly be retrieved from the COLOR_PAIR[] dict"""
index = 1
for (name, back, fore) in COLORS:
if curses.has_colors():
curses.init_pair(index, fore, back)
COLOR_PAIR[name] = curses.color_pair(index)
else:
COLOR_PAIR[name] = 0
index += 1
def dump_all_stacks():
"""dump a stack trace for all running threads for debugging purpose"""
def get_name(thread_id):
"""return the human readable name that was assigned to a thread"""
for thread in threading.enumerate():
if thread.ident == thread_id:
return thread.name
ret = "\n# Full stack trace of all running threads:\n"
for thread_id, stack in sys._current_frames().items():
ret += "\n# %s (%s)\n" % (get_name(thread_id), thread_id)
for filename, lineno, name, line in traceback.extract_stack(stack):
ret += 'File: "%s", line %d, in %s\n' % (filename, lineno, name)
if line:
ret += " %s\n" % (line.strip())
return ret
def try_get_lock_or_break_open():
"""this is an ugly hack to workaround possible deadlock problems.
It is used during shutdown to make sure we can properly exit even when
some slot is stuck (due to a programming error) and won't release the lock.
If we can't acquire it within 5 seconds we just break it open forcefully."""
time_end = time.time() + 5
while time.time() < time_end:
if api.Signal._lock.acquire(False):
return
time.sleep(0.001)
# something keeps holding the lock, apparently some slot is stuck
# in an infinite loop. In order to be able to shut down anyways
# we just throw away that lock and replace it with a new one
lock = threading.RLock()
lock.acquire()
api.Signal._lock = lock
print "### could not acquire signal lock, frozen slot somewhere?"
print "### please see the stacktrace log to determine the cause."
class Win:
"""represents a curses window"""
def __init__(self, stdscr):
"""create and initialize the window. This will also subsequently
call the paint() method."""
self.stdscr = stdscr
self.posx = 0
self.posy = 0
self.width = 10
self.height = 10
self.termwidth = 10
self.termheight = 10
self.win = None
self.panel = None
self.__create_win()
def __del__(self):
del self.panel
del self.win
curses.panel.update_panels()
curses.doupdate()
def calc_size(self):
"""override this method to change posx, posy, width, height.
It will be called before window creation and on resize."""
pass
def do_paint(self):
"""call this if you want the window to repaint itself"""
curses.curs_set(0)
if self.win:
self.paint()
self.done_paint()
# method could be a function
def done_paint(self):
"""update the sreen after paint operations, this will invoke all
necessary stuff to refresh all (possibly overlapping) windows in
the right order and then push it to the screen"""
curses.panel.update_panels()
curses.doupdate()
def paint(self):
"""paint the window. Override this with your own implementation.
This method must paint the entire window contents from scratch.
It is automatically called after the window has been initially
created and also after every resize. Call it explicitly when
your data has changed and must be displayed"""
pass
def resize(self):
"""You must call this method from your main loop when the
terminal has been resized. It will subsequently make it
recalculate its own new size and then call its paint() method"""
del self.win
self.__create_win()
def addstr(self, *args):
"""drop-in replacement for addstr that will never raise exceptions
and that will cut off at end of line instead of wrapping"""
if len(args) > 0:
line, col = self.win.getyx()
string = args[0]
attr = 0
if len(args) > 1:
attr = args[1]
if len(args) > 2:
line, col, string = args[:3]
attr = 0
if len(args) > 3:
attr = args[3]
if line >= self.height:
return
space_left = self.width - col - 1 # always omit last column, avoids problems.
if space_left <= 0:
return
self.win.addstr(line, col, string[:space_left], attr)
def addch(self, posy, posx, character, color_pair):
"""place a character but don't throw error in lower right corner"""
if posy < 0 or posy > self.height - 1:
return
if posx < 0 or posx > self.width - 1:
return
if posx == self.width - 1 and posy == self.height - 1:
return
self.win.addch(posy, posx, character, color_pair)
def __create_win(self):
"""create the window. This will also be called on every resize,
windows won't be moved, they will be deleted and recreated."""
self.__calc_size()
try:
self.win = curses.newwin(self.height, self.width, self.posy, self.posx)
self.panel = curses.panel.new_panel(self.win)
self.win.scrollok(True)
self.win.keypad(1)
self.do_paint()
except Exception:
self.win = None
self.panel = None
def __calc_size(self):
"""calculate the default values for positionand size. By default
this will result in a window covering the entire terminal.
Implement the calc_size() method (which will be called afterwards)
to change (some of) these values according to your needs."""
maxyx = self.stdscr.getmaxyx()
self.termwidth = maxyx[1]
self.termheight = maxyx[0]
self.posx = 0
self.posy = 0
self.width = self.termwidth
self.height = self.termheight
self.calc_size()
class WinConsole(Win):
"""The console window at the bottom"""
def __init__(self, stdscr, instance):
"""create the console window and connect it to the instance's debug
callback function"""
self.instance = instance
instance.signal_debug.connect(self.slot_debug)
Win.__init__(self, stdscr)
def paint(self):
"""just empty the window after resize (I am lazy)"""
self.win.bkgd(" ", COLOR_PAIR["con_text"])
def resize(self):
"""resize and print a log message. Old messages will have been
lost after resize because of my dumb paint() implementation, so
at least print a message indicating that fact into the
otherwise now empty console window"""
Win.resize(self)
self.write("### console has been resized")
def calc_size(self):
"""put it at the bottom of the screen"""
self.height = HEIGHT_CON
self.width = self.termwidth - int(self.termwidth / 2) - 2
self.posy = self.termheight - self.height
def slot_debug(self, dummy_instance, (txt)):
"""this slot will be connected to all debug signals."""
if txt.startswith('[c]'):
self.write("\n ".join(textwrap.wrap(txt.replace('[c]', ''), self.width - 3)))
elif not txt.startswith('[s]'):
self.write(textwrap.fill(txt, self.width))
def write(self, txt):
"""write a line of text, scroll if needed"""
if not self.win:
return
# This code would break if the format of
# the log messages would ever change!
if " tick:" in txt:
if not self.instance.config.get_bool("pytrader", "show_ticker"):
return
if "depth:" in txt:
if not self.instance.config.get_bool("pytrader", "show_depth"):
return
if "trade:" in txt:
if "own order" in txt:
if not self.instance.config.get_bool("pytrader", "show_trade_own"):
return
else:
if not self.instance.config.get_bool("pytrader", "show_trade"):
return
col = COLOR_PAIR["con_text"]
if "trade: bid:" in txt:
col = COLOR_PAIR["con_text_buy"] + curses.A_BOLD
if "trade: ask:" in txt:
col = COLOR_PAIR["con_text_sell"] + curses.A_BOLD
self.win.addstr("\n" + txt.encode('utf-8'), col)
self.done_paint()
class PluginConsole(Win):
"""The console window at the bottom"""
def __init__(self, stdscr, instance):
"""create the console window and connect it to the instance's debug
callback function"""
self.instance = instance
instance.signal_debug.connect(self.slot_debug)
Win.__init__(self, stdscr)
def paint(self):
"""just empty the window after resize (I am lazy)"""
self.win.bkgd(" ", COLOR_PAIR["con_text"])
for i in range(HEIGHT_CON):
self.win.addstr("\n ", COLOR_PAIR["con_separator"])
def resize(self):
"""resize and print a log message. Old messages will have been
lost after resize because of my dumb paint() implementation, so
at least print a message indicating that fact into the
otherwise now empty console window"""
Win.resize(self)
self.write("### console has been resized")
def calc_size(self):
"""put it at the bottom of the screen"""
self.height = HEIGHT_CON
self.width = self.termwidth - int(self.termwidth / 2) - 1
self.posy = self.termheight - self.height
self.posx = self.termwidth - int(self.termwidth / 2) + 1
def slot_debug(self, dummy_instance, (txt)):
"""this slot will be connected to all plugin debug signals."""
if (txt.startswith('[s]')):
self.write(textwrap.fill(txt.replace('[s]', ' '), self.width))
def write(self, txt):
"""write a line of text, scroll if needed"""
self.win.addstr("\n ", COLOR_PAIR["con_separator"])
self.win.addstr(txt, COLOR_PAIR["con_text"])
self.done_paint()
class WinOrderBook(Win):
"""the orderbook window"""
def __init__(self, stdscr, instance):
"""create the orderbook window and connect it to the
onChanged callback of the instance.orderbook instance"""
self.instance = instance
instance.orderbook.signal_changed.connect(self.slot_changed)
Win.__init__(self, stdscr)
def calc_size(self):
"""put it into the middle left side"""
self.height = self.termheight - HEIGHT_CON - HEIGHT_STATUS
self.posy = HEIGHT_STATUS
self.width = WIDTH_ORDERBOOK
def paint(self):
"""paint the visible portion of the orderbook"""
def paint_row(pos, price, vol, ownvol, color, changevol):
"""paint a row in the orderbook (bid or ask)"""
if changevol > 0:
col2 = col_bid + curses.A_BOLD
elif changevol < 0:
col2 = col_ask + curses.A_BOLD
else:
col2 = col_vol
self.addstr(pos, 0, str(price), color)
self.addstr(pos, 12, str(vol), col2)
# if ownvol:
self.addstr(pos, 28, str(ownvol), col_own)
self.win.bkgd(" ", COLOR_PAIR["book_text"])
self.win.erase()
instance = self.instance
book = instance.orderbook
mid = self.height / 2
col_bid = COLOR_PAIR["book_bid"]
col_ask = COLOR_PAIR["book_ask"]
col_vol = COLOR_PAIR["book_vol"]
col_own = COLOR_PAIR["book_own"]
sum_total = instance.config.get_bool("pytrader", "orderbook_sum_total")
group = instance.config.get_float("pytrader", "orderbook_group")
if group == 0:
group = 1
#
# paint the asks (first we put them into bins[] then we paint them)
#
if len(book.asks):
i = 0
bins = []
pos = mid - 1
vol = 0
prev_vol = 0
# no grouping, bins can be created in one simple and fast loop
if group == 1:
cnt = len(book.asks)
while pos >= 0 and i < cnt:
level = book.asks[i]
price = level.price
if sum_total:
vol += level.volume
else:
vol = level.volume
ownvol = level.own_volume
bins.append([pos, price, vol, ownvol, 0])
pos -= 1
i += 1
# with grouping its a bit more complicated
else:
# first bin is exact lowest ask price
price = book.asks[0].price
vol = book.asks[0].volume
bins.append([pos, price, vol, 0, 0])
prev_vol = vol
pos -= 1
# now all following bins
bin_price = math.ceil(price / group) * group
if bin_price == price:
# first level was exact bin price already, skip to next bin
bin_price += group
while pos >= 0 and bin_price < book.asks[-1].price + group:
vol, _vol_quote = book.get_total_up_to(bin_price, True) # 01 freeze
if vol > prev_vol:
# append only non-empty bins
if sum_total:
bins.append([pos, bin_price, vol, 0, 0])
else:
bins.append([pos, bin_price, vol - prev_vol, 0, 0])
prev_vol = vol
pos -= 1
bin_price += group
bin_price = math.ceil(bin_price / group) * group
# now add the own volumes to their bins
for order in book.owns:
if order.typ == "ask" and order.price > 0:
order_bin_price = math.ceil(float(order.price) / group) * group
for abin in bins:
if abin[1] == order.price:
abin[3] += order.volume
break
if abin[1] == order_bin_price:
abin[3] += order.volume
break
# mark the level where change took place (optional)
if instance.config.get_bool("pytrader", "highlight_changes"):
if book.last_change_type == "ask":
change_bin_price = math.ceil(float(book.last_change_price) / group) * group
for abin in bins:
if abin[1] == book.last_change_price:
abin[4] = book.last_change_volume
break
if abin[1] == change_bin_price:
abin[4] = book.last_change_volume
break
# now finally paint the asks
for pos, price, vol, ownvol, changevol in bins:
paint_row(pos, str(price), str(vol), str(ownvol), col_ask, changevol)
#
# paint the bids (first we put them into bins[] then we paint them)
#
if len(book.bids):
i = 0
bins = []
pos = mid + 1
vol = 0
prev_vol = 0
# no grouping, bins can be created in one simple and fast loop
if group == 1:
cnt = len(book.bids)
while pos < self.height and i < cnt:
level = book.bids[i]
price = level.price
if sum_total:
vol += level.volume
else:
vol = level.volume
ownvol = level.own_volume
bins.append([pos, price, vol, ownvol, 0])
prev_vol = vol
pos += 1
i += 1
# with gouping its a bit more complicated
else:
# first bin is exact lowest ask price
price = book.bids[0].price
vol = book.bids[0].volume
bins.append([pos, price, vol, 0, 0])
prev_vol = vol
pos += 1
# now all following bins
bin_price = math.floor(float(price) / group) * group
if bin_price == price:
# first level was exact bin price already, skip to next bin
bin_price -= group
while pos < self.height and bin_price >= 0:
vol, _vol_quote = book.get_total_up_to(bin_price, False)
if vol > prev_vol:
# append only non-empty bins
if sum_total:
bins.append([pos, bin_price, vol, 0, 0])
else:
bins.append([pos, bin_price, vol - prev_vol, 0, 0])
prev_vol = vol
pos += 1
bin_price -= group
bin_price = math.floor(bin_price / group) * group
# now add the own volumes to their bins
for order in book.owns:
if order.typ == "bid" and order.price > 0:
order_bin_price = math.floor(float(order.price) / group) * group
for abin in bins:
if abin[1] == order.price:
abin[3] += order.volume
break
if abin[1] == order_bin_price:
abin[3] += order.volume
break
# mark the level where change took place (optional)
if instance.config.get_bool("pytrader", "highlight_changes"):
if book.last_change_type == "bid":
change_bin_price = math.floor(float(book.last_change_price) / group) * group
for abin in bins:
if abin[1] == book.last_change_price:
abin[4] = book.last_change_volume
break
if abin[1] == change_bin_price:
abin[4] = book.last_change_volume
break
# now finally paint the bids
for pos, price, vol, ownvol, changevol in bins:
paint_row(pos, price, vol, ownvol, col_bid, changevol)
# update the xterm title bar
if self.instance.config.get_bool("pytrader", "set_xterm_title"):
last_candle = self.instance.history.last_candle()
if last_candle:
title = str(last_candle.cls)
title += " - PyTrader -"
title += " bid:" + str(book.bid)
title += " ask:" + str(book.ask)
term = os.environ["TERM"]
# the following is incomplete but better safe than sorry
# if you know more terminals then please provide a patch
if "xterm" in term or "rxvt" in term:
sys_out.write("\x1b]0;%s\x07" % title)
sys_out.flush()
def slot_changed(self, _book, _dummy):
"""Slot for orderbook.signal_changed"""
self.do_paint()
TYPE_HISTORY = 1
TYPE_ORDERBOOK = 2
class WinChart(Win):
"""the chart window"""
def __init__(self, stdscr, instance):
self.instance = instance
self.pmin = 0
self.pmax = 0
self.change_type = None
instance.history.signal_changed.connect(self.slot_history_changed)
instance.orderbook.signal_changed.connect(self.slot_orderbook_changed)
# some terminals do not support reverse video
# so we cannot use reverse space for candle bodies
if curses.A_REVERSE & curses.termattrs():
self.body_char = " "
self.body_attr = curses.A_REVERSE
else:
self.body_char = curses.ACS_CKBOARD
self.body_attr = 0
Win.__init__(self, stdscr)
def calc_size(self):
"""position in the middle, right to the orderbook"""
self.posx = WIDTH_ORDERBOOK
self.posy = HEIGHT_STATUS
self.width = self.termwidth - WIDTH_ORDERBOOK
self.height = self.termheight - HEIGHT_CON - HEIGHT_STATUS
def is_in_range(self, price):
"""is this price in the currently visible range?"""
return price <= self.pmax and price >= self.pmin
def get_optimal_step(self, num_min):
"""return optimal step size for painting y-axis labels so that the
range will be divided into at least num_min steps"""
if self.pmax <= self.pmin:
return None
stepex = float(self.pmax - self.pmin) / num_min
step1 = math.pow(10, math.floor(math.log(stepex, 10)))
step2 = step1 * 2
step5 = step1 * 5
if step5 <= stepex:
return step5
if step2 <= stepex:
return step2
return step1
def price_to_screen(self, price):
"""convert price into screen coordinates (y=0 is at the top!)"""
relative_from_bottom = float(price - self.pmin) / float(self.pmax - self.pmin)
screen_from_bottom = relative_from_bottom * self.height
return int(self.height - screen_from_bottom)
def paint_y_label(self, posy, posx, price):
"""paint the y label of the history chart, formats the number
so that it needs not more room than necessary but it also uses
pmax to determine how many digits are needed so that all numbers
will be nicely aligned at the decimal point"""
fprice = float(price)
labelstr = ("%f" % fprice).rstrip("0").rstrip(".")
# look at pmax to determine the max number of digits before the decimal
# and then pad all smaller prices with spaces to make them align nicely.
need_digits = int(math.log10(float(self.pmax))) + 1
have_digits = len(str(int(fprice)))
if have_digits < need_digits:
padding = " " * (need_digits - have_digits)
labelstr = padding + labelstr
self.addstr(
posy, posx,
labelstr,
COLOR_PAIR["chart_text"]
)
def paint_candle(self, posx, candle):
"""paint a single candle"""
sopen = self.price_to_screen(candle.opn)
shigh = self.price_to_screen(candle.hig)
slow = self.price_to_screen(candle.low)
sclose = self.price_to_screen(candle.cls)
for posy in range(self.height):
if posy >= shigh and posy < sopen and posy < sclose:
# upper wick
self.addch(posy, posx, curses.ACS_VLINE, COLOR_PAIR["chart_text"])
if posy >= sopen and posy < sclose:
# red body
self.addch(posy, posx, self.body_char, self.body_attr + COLOR_PAIR["chart_down"])
if posy >= sclose and posy < sopen:
# green body
self.addch(posy, posx, self.body_char, self.body_attr + COLOR_PAIR["chart_up"])
if posy >= sopen and posy >= sclose and posy < slow:
# lower wick
self.addch(posy, posx, curses.ACS_VLINE, COLOR_PAIR["chart_text"])
def paint(self):
typ = self.instance.config.get_string("pytrader", "display_right")
if typ == "history_chart":
self.paint_history_chart()
elif typ == "depth_chart":
self.paint_depth_chart()
else:
self.paint_history_chart()
def paint_depth_chart(self):
"""paint a depth chart"""
BAR_LEFT_EDGE = 14
FORMAT_STRING = "%7.8f"
def paint_depth(pos, price, vol, own, col_price, change):
"""paint one row of the depth chart"""
# self.instance.debug("pos: %s, change: %s, own: %s, price: %s, col_price: %s, vol: %s" % (pos, change, own, price, col_price, vol))
if change > 0:
col = col_bid + curses.A_BOLD
elif change < 0:
col = col_ask + curses.A_BOLD
else:
col = col_bar
pricestr = FORMAT_STRING % price
self.addstr(pos, 0, pricestr, col_price)
length = int(vol * mult_x)
self.win.hline(pos, BAR_LEFT_EDGE, curses.ACS_CKBOARD, length, col)
if own:
self.addstr(pos, length + BAR_LEFT_EDGE, "o", col_own)
self.win.bkgd(" ", COLOR_PAIR["chart_text"])
self.win.erase()
book = self.instance.orderbook
if not (book.bid and book.ask and len(book.bids) and len(book.asks)):
# orderbook is not initialized yet, paint nothing
return
col_bar = COLOR_PAIR["book_vol"]
col_bid = COLOR_PAIR["book_bid"]
col_ask = COLOR_PAIR["book_ask"]
col_own = COLOR_PAIR["book_own"]
group = self.instance.config.get_float("pytrader", "depth_chart_group")
if group == 0:
group = 0.00000001
max_vol_ask = 0
max_vol_bid = 0
bin_asks = []
bin_bids = []
mid = self.height / 2
sum_total = self.instance.config.get_bool("pytrader", "depth_chart_sum_total")
#
# bin the asks
#
pos = mid - 1
prev_vol = 0
bin_price = math.ceil(book.asks[0].price / group) * group
while pos >= 0 and bin_price < book.asks[-1].price + group:
bin_vol, _bin_vol_quote = book.get_total_up_to(bin_price, True)
if bin_vol > prev_vol:
# add only non-empty bins
if sum_total:
bin_asks.append([pos, bin_price, bin_vol, 0, 0])
max_vol_ask = max(bin_vol, max_vol_ask)
else:
bin_asks.append([pos, bin_price, bin_vol - prev_vol, 0, 0])
max_vol_ask = max(bin_vol - prev_vol, max_vol_ask)
prev_vol = bin_vol
pos -= 1
bin_price += group
bin_price = math.ceil(bin_price / group) * group
#
# bin the bids
#
pos = mid + 1
prev_vol = 0
bin_price = math.floor(book.bids[0].price / group) * group
while pos < self.height and bin_price >= 0:
_bin_vol_base, bin_vol_quote = book.get_total_up_to(bin_price, False)
bin_vol = float(bin_vol_quote / book.bid)
if bin_vol > prev_vol:
# add only non-empty bins
if sum_total:
bin_bids.append([pos, bin_price, bin_vol, 0, 0])
max_vol_bid = max(bin_vol, max_vol_bid)
else:
bin_bids.append([pos, bin_price, bin_vol - prev_vol, 0, 0])
max_vol_bid = max(bin_vol - prev_vol, max_vol_bid)
prev_vol = bin_vol
pos += 1
bin_price -= group
bin_price = math.floor(bin_price / group) * group
max_vol_tot = max(max_vol_ask, max_vol_bid)
if not max_vol_tot:
return
mult_x = float(self.width - BAR_LEFT_EDGE - 2) / max_vol_tot
# add the own volume to the bins
for order in book.owns:
if order.price > 0:
if order.typ == "ask":
bin_price = math.ceil(order.price / group) * group
for abin in bin_asks:
if abin[1] == bin_price:
abin[3] += order.volume
break
else:
bin_price = math.floor(order.price / group) * group
for abin in bin_bids:
if abin[1] == bin_price:
abin[3] += order.volume
break
# highlight the relative change (optional)
if self.instance.config.get_bool("pytrader", "highlight_changes"):
price = book.last_change_price
if book.last_change_type == "ask":
bin_price = math.ceil(price / group) * group
for abin in bin_asks:
if abin[1] == bin_price:
abin[4] = book.last_change_volume
break
if book.last_change_type == "bid":
bin_price = math.floor(price / group) * group
for abin in bin_bids:
if abin[1] == bin_price:
abin[4] = book.last_change_volume
break
# paint the asks
for pos, price, vol, own, change in bin_asks:
paint_depth(pos, price, vol, own, col_ask, change)
# paint the bids
for pos, price, vol, own, change in bin_bids:
paint_depth(pos, price, vol, own, col_bid, change)
def paint_history_chart(self):
"""paint a history candlestick chart"""
if self.change_type == TYPE_ORDERBOOK:
# erase only the rightmost column to redraw bid/ask and orders
# beause we won't redraw the chart, its only an orderbook change
self.win.vline(0, self.width - 1, " ", self.height, COLOR_PAIR["chart_text"])
else:
self.win.bkgd(" ", COLOR_PAIR["chart_text"])
self.win.erase()
hist = self.instance.history
book = self.instance.orderbook
self.pmax = 0
self.pmin = 9999999999
# determine y range
posx = self.width - 2
index = 0
while index < hist.length() and posx >= 0:
candle = hist.candles[index]
if self.pmax < candle.hig:
self.pmax = candle.hig
if self.pmin > candle.low:
self.pmin = candle.low
index += 1
posx -= 1
if self.pmax == self.pmin:
return
# paint the candlestick chart.
# We won't paint it if it was triggered from an orderbook change
# signal because that would be redundant and only waste CPU.
# In that case we only repaint the bid/ask markers (see below)
if self.change_type != TYPE_ORDERBOOK:
# paint the candles
posx = self.width - 2
index = 0
while index < hist.length() and posx >= 0:
candle = hist.candles[index]
self.paint_candle(posx, candle)
index += 1
posx -= 1
# paint the y-axis labels
posx = 0
step = self.get_optimal_step(4)
if step:
labelprice = self.pmin / step
while not labelprice > self.pmax:
posy = self.price_to_screen(labelprice)
if posy < self.height - 1:
self.paint_y_label(posy, posx, labelprice)
labelprice += step
# paint bid, ask, own orders
posx = self.width - 1
for order in book.owns:
if self.is_in_range(order.price):
posy = self.price_to_screen(order.price)
if order.status == "pending":
self.addch(posy, posx, ord("p"), COLOR_PAIR["order_pending"])
else:
self.addch(posy, posx, ord("o"), COLOR_PAIR["book_own"])
if self.is_in_range(book.bid):
posy = self.price_to_screen(book.bid)
self.addch(posy, posx, curses.ACS_HLINE, COLOR_PAIR["chart_up"])
if self.is_in_range(book.ask):
posy = self.price_to_screen(book.ask)
self.addch(posy, posx, curses.ACS_HLINE, COLOR_PAIR["chart_down"])
def slot_history_changed(self, _sender, _data):
"""Slot for history changed"""
self.change_type = TYPE_HISTORY
self.do_paint()
self.change_type = None
def slot_orderbook_changed(self, _sender, _data):
"""Slot for orderbook changed"""
self.change_type = TYPE_ORDERBOOK
self.do_paint()
self.change_type = None
class WinStatus(Win):
"""the status window at the top"""
def __init__(self, stdscr, instance):
"""create the status window and connect the needed callbacks"""
self.instance = instance
self.order_lag = 0
self.order_lag_txt = ""
self.sorted_currency_list = []
instance.signal_orderlag.connect(self.slot_orderlag)
instance.signal_wallet.connect(self.slot_changed)
instance.orderbook.signal_changed.connect(self.slot_changed)
Win.__init__(self, stdscr)
def calc_size(self):
"""place it at the top of the terminal"""
self.height = HEIGHT_STATUS
def sort_currency_list_if_changed(self):
"""sort the currency list in the wallet for better display,
sort it only if it has changed, otherwise leave it as it is"""
currency_list = self.instance.wallet.keys()
if len(currency_list) == len(self.sorted_currency_list):
return
# now we will bring base and quote currency to the front and sort the
# the rest of the list of names by acount balance in descending order
if self.instance.curr_base in currency_list:
currency_list.remove(self.instance.curr_base)
if self.instance.curr_quote in currency_list:
currency_list.remove(self.instance.curr_quote)
currency_list.sort(key=lambda name: -self.instance.wallet[name])
currency_list.insert(0, self.instance.curr_quote)
currency_list.insert(0, self.instance.curr_base)
self.sorted_currency_list = currency_list
def paint(self):
"""paint the complete status"""
cbase = self.instance.curr_base
cquote = self.instance.curr_quote
self.sort_currency_list_if_changed()
self.win.bkgd(" ", COLOR_PAIR["status_text"])
self.win.erase()
#
# first line
#
self.addstr(0, 0, "Price: ", COLOR_PAIR["status_text"])
self.addstr("%f" % float(self.instance.orderbook.bid), COLOR_PAIR["status_text"] + curses.A_BOLD)
self.addstr(" - ", COLOR_PAIR["status_text"])
self.addstr("%f" % float(self.instance.orderbook.ask), COLOR_PAIR["status_text"] + curses.A_BOLD)
self.addstr(" | Market: ", COLOR_PAIR["status_text"])
self.addstr("%s%s" % (cbase, cquote), COLOR_PAIR["status_text"] + curses.A_BOLD)
self.addstr(" | Account: ", COLOR_PAIR["status_text"])
if len(self.sorted_currency_list):
own_currencies = []
total_base = 0
total_quote = 0
for currency in self.sorted_currency_list:
if currency in self.instance.wallet:
own_currencies.append(currency)
for c, own_currency in enumerate(own_currencies):
# self.instance.debug("%s: %s" % (own_currency, self.instance.wallet[own_currency]))
self.addstr("%f %s" % (self.instance.wallet[own_currency], own_currency), COLOR_PAIR["status_text"] + curses.A_BOLD)
if own_currency == cbase and self.instance.wallet and self.instance.orderbook.ask:
total_base += self.instance.wallet[own_currency]
total_quote += self.instance.wallet[own_currency] * self.instance.orderbook.ask
elif own_currency == cquote and self.instance.wallet and self.instance.orderbook.bid:
total_quote += self.instance.wallet[own_currency]
total_base += self.instance.wallet[own_currency] / self.instance.orderbook.bid
if (c + 1 != len(own_currencies)):
self.addstr(" + ", COLOR_PAIR["status_text"])