gui trade kukatko

testy/archive/alpacagetlasttrades.py

@@ -1,27 +1,35 @@
 from alpaca.data.historical import CryptoHistoricalDataClient, StockHistoricalDataClient
 from alpaca.data.requests import CryptoLatestTradeRequest, StockLatestTradeRequest, StockLatestBarRequest, StockTradesRequest
 from alpaca.data.enums import DataFeed
-from config import API_KEY, SECRET_KEY, MAX_BATCH_SIZE
+from v2realbot.config import ACCOUNT1_LIVE_API_KEY, ACCOUNT1_LIVE_SECRET_KEY
-import datetime
+from datetime import datetime
 import time
+from v2realbot.utils.utils import zoneNY
 
 parametry = {}
 
 # no keys required
 #client = CryptoHistoricalDataClient()
-client = StockHistoricalDataClient(API_KEY, SECRET_KEY, raw_data=True)
+client = StockHistoricalDataClient(ACCOUNT1_LIVE_API_KEY, ACCOUNT1_LIVE_SECRET_KEY, raw_data=True)
 
 # single symbol request
 #request_trade_params = StockTradesRequest(symbol_or_symbols="BAC", feed = DataFeed.SIP)
 #request_last_bar_params = StockLatestBarRequest(symbol_or_symbols="BAC", feed=DataFeed.SIP)
 
 #2023, 2, 27, 18, 51, 38
-
+client = StockHistoricalDataClient(ACCOUNT1_LIVE_API_KEY, ACCOUNT1_LIVE_SECRET_KEY, raw_data=False)
-datetime_object_from = datetime.datetime(2023, 2, 26, 17, 51, 38, tzinfo=datetime.timezone.utc)
+ted = datetime.now()
-
+timstp=ted.timestamp()
-datetime_object_to = datetime.datetime(2023, 2, 28, 17, 51, 39, tzinfo=datetime.timezone.utc)
+print(f"{timstp=}")
-
+datumfromtimestamp = datetime.fromtimestamp(timstp, zoneNY)
-trades_request = StockTradesRequest(symbol_or_symbols="C", feed = DataFeed.SIP, start=datetime_object_from, end=datetime_object_to)
+print(datumfromtimestamp)
+datetime_object_from = datetime(2023, 4, 14, 15, 51, 38, tzinfo=zoneNY)
+datetime_object_to = datetime(2023, 4, 14, 15, 51, 39, tzinfo=zoneNY)
+# datetime_object_from = datetime.fromtimestamp(1682310012.024338)
+# datetime_object_to = datetime.fromtimestamp(1682310015.024338)
+print(datetime_object_from.timestamp())
+print(datetime_object_to.timestamp())
+trades_request = StockTradesRequest(symbol_or_symbols="BAC", feed = DataFeed.SIP, start=datetime_object_from, end=datetime_object_to)
 #latest_trade = client.get_stock_latest_trade(request_trade_params)
 #latest_bar = client.get_stock_latest_bar(request_last_bar_params)
 
@@ -36,4 +44,17 @@ all_trades = client.get_stock_trades(trades_request)
 # print("last trade",latest_trade)
 # print("latest bar",latest_bar)
 # print("Trades Today", all_trades)
-print(len(all_trades["C"]))
+#print(len(all_trades["C"]))
+#1682310012.024338
+print(all_trades["BAC"])
+# raw True
+# [{'t': '2023-04-14T19:51:38.432128256Z', 'x': 'D', 'p': 49.805, 's': 100, 'c': [' '], 'i': 71696766285400, 'z': 'A'}, {'t': '2023-04-14T19:51:38.518662144Z', 'x': 'T', 'p': 49.8, 's': 9, 'c': [' ', 'I'], 'i': 62880002366518, 'z': 'A'}]
+# raw False
+# [{   'conditions': [' '],
+#     'exchange': 'D',
+#     'id': 71696766285400,
+#     'price': 49.805,
+#     'size': 100.0,
+#     'symbol': 'C',
+#     'tape': 'A',
+#     'timestamp': datetime.datetime(2023, 4, 14, 19, 51, 38, 432128, tzinfo=datetime.timezone.utc)}, ]

v2realbot/common/model.py

@@ -6,6 +6,7 @@ from typing import Any, Optional, List, Union
 from datetime import datetime, date
 from pydantic import BaseModel
 from v2realbot.enums.enums import Mode, Account
+from alpaca.data.enums import Exchange
 
 #tu samou variantu pak UpdateStrategyInstanceWhileRunning
 
@@ -23,6 +24,19 @@ from v2realbot.enums.enums import Mode, Account
 #  return user.id
 #  raise HTTPException(status_code=404, detail=f"Could not find user with id: {id}")
 
+
+#for GUI
+class Trade(BaseModel):
+    symbol: str
+    timestamp: datetime
+    exchange: Optional[Union[Exchange, str]]
+    price: float
+    size: float
+    id: int
+    conditions: Optional[List[str]]
+    tape: Optional[str]
+
+
 #persisted object in pickle
 class StrategyInstance(BaseModel):
     id: Optional[UUID | str | None] = None

v2realbot/controller/services.py

@@ -1,12 +1,15 @@
 from typing import Any, List
 from uuid import UUID, uuid4
 import pickle
+from alpaca.data.historical import StockHistoricalDataClient
+from alpaca.data.requests import StockTradesRequest
+from alpaca.data.enums import DataFeed
 from v2realbot.enums.enums import RecordType, StartBarAlign, Mode, Account
 from v2realbot.common.model import StrategyInstance, Runner, RunRequest
 from v2realbot.utils.utils import AttributeDict, zoneNY, dict_replace_value, Store, parse_toml_string
 from datetime import datetime
 from threading import Thread, current_thread, Event, enumerate
-from v2realbot.config import STRATVARS_UNCHANGEABLES
+from v2realbot.config import STRATVARS_UNCHANGEABLES, ACCOUNT1_LIVE_API_KEY, ACCOUNT1_LIVE_SECRET_KEY
 import importlib
 from queue import Queue
 db = Store()
@@ -352,3 +355,17 @@ def run_stratin(id: UUID, runReq: RunRequest):
             except Exception as e:
                 return (-2, "Exception: "+str(e))
     return (-2, "not found")
+
+def get_trade_history(symbol: str, timestamp_from: float, timestamp_to:float):
+    try:
+        datetime_object_from = datetime.fromtimestamp(timestamp_from, zoneNY)
+        datetime_object_to = datetime.fromtimestamp(timestamp_to, zoneNY)
+        #datetime_object_from = datetime(2023, 4, 14, 15, 51, 38, tzinfo=zoneNY)
+        #datetime_object_to = datetime(2023, 4, 14, 15, 51, 39, tzinfo=zoneNY)   
+        client = StockHistoricalDataClient(ACCOUNT1_LIVE_API_KEY, ACCOUNT1_LIVE_SECRET_KEY, raw_data=False)
+        trades_request = StockTradesRequest(symbol_or_symbols=symbol, feed = DataFeed.SIP, start=datetime_object_from, end=datetime_object_to)
+        all_trades = client.get_stock_trades(trades_request)
+        #print(all_trades[symbol])
+        return 0, all_trades[symbol]
+    except Exception as e:
+        return (-2, f"problem {e}")

v2realbot/main.py

@@ -12,7 +12,7 @@ from fastapi.security import APIKeyHeader
 import uvicorn
 from uuid import UUID
 import v2realbot.controller.services as cs
-from v2realbot.common.model import StrategyInstance, RunnerView, RunRequest
+from v2realbot.common.model import StrategyInstance, RunnerView, RunRequest, Trade
 from fastapi import FastAPI, WebSocket, WebSocketDisconnect, Depends, HTTPException, status, WebSocketException, Cookie, Query
 from fastapi.responses import HTMLResponse, FileResponse
 from fastapi.staticfiles import StaticFiles
@@ -254,6 +254,14 @@ def stop_all_stratins():
     elif res < 0:
         raise HTTPException(status_code=status.HTTP_404_NOT_FOUND, detail=f"Error: {res}:{id}")
 
+@app.get("/tradehistory/{symbol}", dependencies=[Depends(api_key_auth)])
+def get_trade_history(symbol: str, timestamp_from: float, timestamp_to:float) -> list[Trade]:
+    res, set = cs.get_trade_history(symbol, timestamp_from, timestamp_to)
+    if res == 0:
+        return set
+    else:
+        raise HTTPException(status_code=404, detail=f"No trades found {res}")
+
 #join cekej na dokonceni vsech
 for i in cs.db.runners:
     i.run_thread.join()

v2realbot/static/index.html

@@ -36,7 +36,19 @@
                 </div>
             </div>
             </div>
-
+            <div id="hist-trades" class="flex-items">
+                <div id="form-trades">
+                    <label data-toggle="collapse" data-target="#trades-data">Trade history</label>
+                    <label>Timestamp: <input type="text" id="trade-timestamp" autocomplete="off"/></label>
+                    <label>SYM: <input type="text" id="trade-symbol" autocomplete="off"/></label>
+                    <label>Count: <input type="number" id="trade-count" autocomplete="off" value="2"/></label>
+                    <label>Minsize: <input type="number" id="trade-minsize" autocomplete="off" value="100"/></label>
+                    <label>Filter: <input type="text" id="trade-filter" autocomplete="off"/></label>
+                    <button id="bt-trade" class="btn btn-success">Show</button></div>
+                <div id="trades-data" style="display: none" class="collapse in">
+                            <table id="trades-data-table" class="display dataTable no-footer" style="width: 300px;display: contents;"></table>
+                </div>
+            </div>
             <div id="runner-table" class="flex-items">
                 <div id="controls">
                     <label>API-KEY: <input type="password" id="api-key" autocomplete="off"/></label>

v2realbot/static/js/mytables.js

@@ -1,6 +1,14 @@
 
 API_KEY = localStorage.getItem("api-key")
 
+// Iterate through each element in the
+// first array and if some of them
+// include the elements in the second
+// array then return true.
+function findCommonElements3(arr1, arr2) {
+return arr1.some(item => arr2.includes(item))
+}
+
 //KEY shortcuts
 Mousetrap.bind('e', function() { 
     $( "#button_edit" ).trigger( "click" );
@@ -88,6 +96,13 @@ $(document).ready(function () {
     stratinRecords.ajax.reload();
     runnerRecords.ajax.reload();
 
+    $('#trade-timestamp').val(localStorage.getItem("trade_timestamp"));
+    $('#trade-count').val(localStorage.getItem("trade_count"));
+    $('#trade-symbol').val(localStorage.getItem("trade_symbol"));
+    $('#trade-minsize').val(localStorage.getItem("trade_minsize"));
+    $('#trade-filter').val(localStorage.getItem("trade_filter"));
+
+
     //disable buttons (enable on row selection)
     $('#button_pause').attr('disabled','disabled');
     $('#button_stop').attr('disabled','disabled');
@@ -131,13 +146,86 @@ $(document).ready(function () {
         }
     });
 
+
+   //button get historical trades
+   $('#bt-trade').click(function () {
+    event.preventDefault();
+    $('#bt-trade').attr('disabled','disabled');
+    $( "#trades-data").addClass("in");
+
+    localStorage.setItem("trade_timestamp",$('#trade-timestamp').val());
+    localStorage.setItem("trade_count",$('#trade-count').val());
+    localStorage.setItem("trade_symbol",$('#trade-symbol').val());
+    localStorage.setItem("trade_minsize",$('#trade-minsize').val());
+    localStorage.setItem("trade_filter",$('#trade-filter').val());
+
+    const rec = new Object()
+    rec.timestamp_from = parseFloat($('#trade-timestamp').val())-parseInt($('#trade-count').val())
+    rec.timestamp_to = parseFloat($('#trade-timestamp').val())+parseInt($('#trade-count').val())
+    symbol = $('#trade-symbol').val()
+    //jsonString = JSON.stringify(rec);
+    //alert(JSON.stringify(rec))
+    $.ajax({
+        url:"/tradehistory/"+symbol+"/",
+        beforeSend: function (xhr) {
+            xhr.setRequestHeader('X-API-Key',
+            API_KEY); },
+        method:"GET",
+        contentType: "application/json",
+        dataType: "json",
+        data: rec,
+        success:function(data){							
+            $('#bt-trade').attr('disabled', false);
+            $('#trades-data').show();
+            //$('#trades-data').text("")
+            var minsize = parseInt($('#trade-minsize').val());
+            //filter string to filter array
+            var valueInserted = $("#trade-filter").val(); // "tag1,tag2,tag3, "two words""
+            var filterList = valueInserted.split(",");  // ["tag1", "tag2", "tag3", "two words"]
+            for (var i in filterList) {
+                filterList[i] = filterList[i].trim();
+            }
+
+            console.log("filter list")
+            console.log(filterList)
+            console.log(minsize)
+            var row = ""
+            var puvodni = parseFloat($('#trade-timestamp').val())
+            $('#trades-data-table').html(row);
+            data.forEach((tradeLine) => {
+                //console.log(JSON.stringify(tradeLine))
+                date = new Date(tradeLine.timestamp)
+                timestamp = date.getTime()/1000
+
+                //trade contains filtered condition
+                bg = (findCommonElements3(filterList, tradeLine.conditions) ? 'style="background-color: #e6e6e6;"' : '')
+
+                row += '<tr role="row" '+ ((timestamp == puvodni) ? 'class="selected"' : '') +' ' + bg + '><td>' + timestamp + '</td><td>' + tradeLine.price + '</td>' +
+                            '<td>' + tradeLine.size + '</td><td>' + tradeLine.id + '</td>' +
+                            '<td>' + tradeLine.conditions + '</td><td>' + tradeLine.tape + '</td>' +
+                            '<td>' + tradeLine.timestamp + '</td></tr>';
+            
+            });
+            //console.log(row);
+            $('#trades-data-table').html(row);
+            // $('#trades-data').html(row)
+        },
+        error: function(xhr, status, error) {
+            var err = eval("(" + xhr.responseText + ")");
+            window.alert(JSON.stringify(xhr));
+            console.log(JSON.stringify(xhr));
+            $('#bt-trade').attr('disabled', false);
+        }
+    })
+});
+
     //button refresh
     $('#button_refresh').click(function () {
         runnerRecords.ajax.reload();
         stratinRecords.ajax.reload();
     })
 
-    //button refresh
+    //button copy
     $('#button_copy').click(function () {
         event.preventDefault();
         $('#button_copy').attr('disabled','disabled');

v2realbot/static/main.css

@@ -79,3 +79,8 @@ pre {
   /* display: block; */
   font-size: smaller;
 }
+
+#trades-data {
+  height: 350px;
+  overflow: auto;
+}