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gui trade kukatko

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This commit is contained in:
David Brazda
2023-04-24 13:57:23 +02:00
parent 541aaa4ab8
commit c4ba2fa9d8
9 changed files with 179 additions and 14 deletions
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41
testy/archive/alpacagetlasttrades.py
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@ -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
import datetime
from v2realbot.config import ACCOUNT1_LIVE_API_KEY, ACCOUNT1_LIVE_SECRET_KEY
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
datetime_object_from = datetime.datetime(2023, 2, 26, 17, 51, 38, tzinfo=datetime.timezone.utc)
datetime_object_to = datetime.datetime(2023, 2, 28, 17, 51, 39, tzinfo=datetime.timezone.utc)
trades_request = StockTradesRequest(symbol_or_symbols="C", feed = DataFeed.SIP, start=datetime_object_from, end=datetime_object_to)
client = StockHistoricalDataClient(ACCOUNT1_LIVE_API_KEY, ACCOUNT1_LIVE_SECRET_KEY, raw_data=False)
ted = datetime.now()
timstp=ted.timestamp()
print(f"{timstp=}")
datumfromtimestamp = datetime.fromtimestamp(timstp, zoneNY)
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)}, ]

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v2realbot/__pycache__/config.cpython-310.pyc
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v2realbot/common/__pycache__/model.cpython-310.pyc
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14
v2realbot/common/model.py
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@ -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

19
v2realbot/controller/services.py
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@ -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}")

10
v2realbot/main.py
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@ -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()

14
v2realbot/static/index.html
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@ -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>

90
v2realbot/static/js/mytables.js
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@ -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');

5
v2realbot/static/main.css
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@ -79,3 +79,8 @@ pre {
/* display: block; */
font-size: smaller;
}
#trades-data {
height: 350px;
overflow: auto;
}