From 372a060ab74a20e9f48af0b00d325179d7861fda Mon Sep 17 00:00:00 2001 From: brayn003 Date: Wed, 3 Apr 2024 16:10:08 +0530 Subject: [PATCH 1/2] fix: adding tick model --- server/app/errors.py | 0 server/app/helpers/kite.py | 7 +++-- server/app/helpers/types.py | 5 ++++ server/app/main.py | 3 ++- server/app/models/tick.py | 45 ++++++++++++++++++-------------- server/app/routes/tick_routes.py | 16 ++++++++++++ 6 files changed, 52 insertions(+), 24 deletions(-) delete mode 100644 server/app/errors.py create mode 100644 server/app/helpers/types.py create mode 100644 server/app/routes/tick_routes.py diff --git a/server/app/errors.py b/server/app/errors.py deleted file mode 100644 index e69de29..0000000 diff --git a/server/app/helpers/kite.py b/server/app/helpers/kite.py index f28304d..8ab935d 100644 --- a/server/app/helpers/kite.py +++ b/server/app/helpers/kite.py @@ -1,17 +1,16 @@ from datetime import datetime, timezone -from typing import Annotated, Dict, List, Literal, Optional +from typing import Dict, List, Literal, Optional from urllib.parse import parse_qs from uuid import uuid4 import pyotp from kiteconnect import KiteConnect from playwright.async_api import async_playwright, expect -from pydantic import BaseModel, BeforeValidator, EmailStr, Field, HttpUrl +from pydantic import BaseModel, EmailStr, Field, HttpUrl +from app.helpers.types import PyObjectId from app.services.cache import cache -PyObjectId = Annotated[str, BeforeValidator(str)] - class KiteConfiguration(BaseModel): integration_type: Literal["kite"] = "kite" diff --git a/server/app/helpers/types.py b/server/app/helpers/types.py new file mode 100644 index 0000000..f162a52 --- /dev/null +++ b/server/app/helpers/types.py @@ -0,0 +1,5 @@ +from typing import Annotated + +from pydantic import BeforeValidator + +PyObjectId = Annotated[str, BeforeValidator(str)] diff --git a/server/app/main.py b/server/app/main.py index 97cf88f..2ed1416 100644 --- a/server/app/main.py +++ b/server/app/main.py @@ -3,7 +3,7 @@ from starlette.middleware.sessions import SessionMiddleware from app.middlewares.auth_session import AuthSessionMiddleware -from app.routes import auth_routes, integration_routes, session_routes +from app.routes import auth_routes, integration_routes, session_routes, tick_routes from app.services.env import SESSION_SECRET # @asynccontextmanager @@ -33,6 +33,7 @@ app.include_router(auth_routes.router) app.include_router(session_routes.router) app.include_router(integration_routes.router) +app.include_router(tick_routes.router) @app.get("/") diff --git a/server/app/models/tick.py b/server/app/models/tick.py index 1709797..07dde6d 100644 --- a/server/app/models/tick.py +++ b/server/app/models/tick.py @@ -1,28 +1,31 @@ from datetime import datetime -from typing import List, Literal +from typing import List, Literal, Optional -from pydantic import BaseModel +from pydantic import BaseModel, Field, TypeAdapter +from app.helpers.types import PyObjectId +from app.services.db import db -class TickDepthLevel(BaseModel): + +class KiteTickDepthLevel(BaseModel): quantity: int price: float orders: int -class TickDepth(BaseModel): - buy: List[TickDepthLevel] - sell: List[TickDepthLevel] +class KiteTickDepth(BaseModel): + buy: List[KiteTickDepthLevel] + sell: List[KiteTickDepthLevel] -class TickOhlc(BaseModel): +class KiteTickOhlc(BaseModel): open: float high: float low: float close: float -class Tick(BaseModel): +class KiteTick(BaseModel): tradable: bool mode: Literal["full", "ltp", "quote"] instrument_token: int @@ -38,22 +41,26 @@ class Tick(BaseModel): oi_day_high: int oi_day_low: int exchange_timestamp: datetime - depth: TickDepth - - -class TicksMessage(BaseModel): - vendor: Literal["kite"] - ticks: List[Tick] + depth: KiteTickDepth -class TickDocMetadata(BaseModel): +class TickMetadata(BaseModel): instrument_token: int tradingsymbol: str -class TickDoc(BaseModel): - _id: str +class Tick(BaseModel): + id: Optional[PyObjectId] = Field(alias="_id", default=None) timestamp: datetime - metadata: TickDocMetadata - data: Tick + metadata: TickMetadata + data: KiteTick received_at: datetime + + +class TickManager: + @staticmethod + def list_ticks(tradingsymbol: str, from_date: datetime = None, to_date: datetime = None): + ticks = db.ticks.find({"metadata.tradingsymbol": tradingsymbol}).limit(100) + ticks = TypeAdapter(List[Tick]).validate_python(ticks) + + return ticks diff --git a/server/app/routes/tick_routes.py b/server/app/routes/tick_routes.py new file mode 100644 index 0000000..b542831 --- /dev/null +++ b/server/app/routes/tick_routes.py @@ -0,0 +1,16 @@ +from fastapi import APIRouter +from pydantic import BaseModel + +from app.models.tick import Tick, TickManager + +router = APIRouter(prefix="/api") + + +class ListTickseResponse(BaseModel): + ticks: list[Tick] + + +@router.get("/ticks/{tradingsymbol}", response_model=ListTickseResponse) +def list_ticks(tradingsymbol: str): + ticks = TickManager.list_ticks(tradingsymbol=tradingsymbol) + return {"ticks": ticks} From 790ae81e6ed320774c2a0b772a8f587795a54246 Mon Sep 17 00:00:00 2001 From: brayn003 Date: Fri, 5 Apr 2024 00:25:05 +0530 Subject: [PATCH 2/2] fix: wip charts --- .../dashboard/_components/market-feed.tsx | 94 ++++ .../dashboard/_components/overview.tsx | 112 ++++ client/app/private/dashboard/page.tsx | 123 +---- client/components/line-plot.tsx | 27 + client/package.json | 3 + client/pnpm-lock.yaml | 485 ++++++++++++++++++ server/app/models/tick.py | 12 +- 7 files changed, 741 insertions(+), 115 deletions(-) create mode 100644 client/app/private/dashboard/_components/market-feed.tsx create mode 100644 client/app/private/dashboard/_components/overview.tsx create mode 100644 client/components/line-plot.tsx diff --git a/client/app/private/dashboard/_components/market-feed.tsx b/client/app/private/dashboard/_components/market-feed.tsx new file mode 100644 index 0000000..0777a6a --- /dev/null +++ b/client/app/private/dashboard/_components/market-feed.tsx @@ -0,0 +1,94 @@ +"use client"; + +import type { IChartApi, UTCTimestamp } from "lightweight-charts"; +import { createChart } from "lightweight-charts"; +import { useEffect, useRef } from "react"; +import useSWRImmutable from "swr/immutable"; + +interface KiteTick { + tradable: boolean; + mode: "full" | "ltp" | "quote"; + instrument_token: number; + last_price: number; + last_traded_quantity: number; + average_traded_price: number; + volume_traded: number; + total_buy_quantity: number; + total_sell_quantity: number; + ohlc: { open: number; high: number; low: number; close: number }; + change: number; + last_trade_time: string; // date; + oi: number; + oi_day_high: number; + oi_day_low: number; + exchange_timestamp: string; // date; + depth: { + buy: Array<{ quantity: number; price: number; order: number }>; + sell: Array<{ quantity: number; price: number; order: number }>; + }; +} + +interface Tick { + id: string; + timestamp: string; // date; + metadata: { + instrument_token: string; + tradingsymbol: string; + }; + data: KiteTick; + received_at: string; // date; +} + +interface APITickResponse { + ticks: Tick[]; +} + +export function MarketFeed() { + const { data, isLoading } = useSWRImmutable("/api/ticks/HDFCBANK", async (url) => { + const res = await fetch(url); + return (await res.json()) as APITickResponse; + }); + const containerRef = useRef(null); + const chartRef = useRef(null); + + useEffect(() => { + if (!containerRef.current || !data) return; + chartRef.current = createChart(containerRef.current, { + width: containerRef.current.clientWidth, + height: 300, + timeScale: { + timeVisible: true, + }, + }); + chartRef.current.timeScale().fitContent(); + + const newSeries = chartRef.current.addLineSeries(); + const chartData = data.ticks.map<{ time: UTCTimestamp; value: number }>((tick) => ({ + time: (new Date(tick.received_at).getTime() / 1000) as UTCTimestamp, + value: tick.data.last_price, + })); + newSeries.setData(chartData); + + return () => { + if (chartRef.current) { + chartRef.current.remove(); + } + }; + }, [data]); + + useEffect(() => { + const handleResize = () => { + if (chartRef.current && containerRef.current) { + chartRef.current.applyOptions({ width: containerRef.current.clientWidth }); + } + }; + window.addEventListener("resize", handleResize); + return () => { + window.removeEventListener("resize", handleResize); + }; + }); + + // const { data, loading } = useQuery(GET_MARKET_FEED); + console.log({ isLoading, data }); + return
; +} diff --git a/client/app/private/dashboard/_components/overview.tsx b/client/app/private/dashboard/_components/overview.tsx new file mode 100644 index 0000000..6b63094 --- /dev/null +++ b/client/app/private/dashboard/_components/overview.tsx @@ -0,0 +1,112 @@ +import { Card, CardContent, CardDescription, CardHeader, CardTitle } from "@/components/ui/card"; + +export function Overview() { + return ( +
+
+ + + Total Revenue + + + + + +
$45,231.89
+

+20.1% from last month

+ + + + + Subscriptions + + + + + + + +
+2350
+

+180.1% from last month

+ + + + + Sales + + + + + + +
+12,234
+

+19% from last month

+ + + + + Active Now + + + + + +
+573
+

+201 since last hour

+ + +
+
+ + + Overview + + + + + + Recent Sales + You made 265 sales this month. + + + +
+
+ ); +} diff --git a/client/app/private/dashboard/page.tsx b/client/app/private/dashboard/page.tsx index 44af2e0..ce4ad4a 100644 --- a/client/app/private/dashboard/page.tsx +++ b/client/app/private/dashboard/page.tsx @@ -4,6 +4,9 @@ import { PageHeader } from "@/components/page-header"; import { Card, CardContent, CardDescription, CardHeader, CardTitle } from "@/components/ui/card"; import { Tabs, TabsContent, TabsList, TabsTrigger } from "@/components/ui/tabs"; +import { MarketFeed } from "./_components/market-feed"; +import { Overview } from "./_components/overview"; + export const metadata: Metadata = { title: "Dashboard", description: "Example dashboard app built using the components.", @@ -16,121 +19,13 @@ export default function DashboardPage() { Overview - - Analytics - - - Reports - - - Notifications - + Market Feed - -
- - - Total Revenue - - - - - -
$45,231.89
-

+20.1% from last month

- - - - - Subscriptions - - - - - - - -
+2350
-

+180.1% from last month

- - - - - Sales - - - - - - -
+12,234
-

+19% from last month

- - - - - Active Now - - - - - -
+573
-

+201 since last hour

- - -
-
- - - Overview - - - - - - Recent Sales - You made 265 sales this month. - - - -
+ + + + + diff --git a/client/components/line-plot.tsx b/client/components/line-plot.tsx new file mode 100644 index 0000000..20097c4 --- /dev/null +++ b/client/components/line-plot.tsx @@ -0,0 +1,27 @@ +import * as d3 from "d3"; + +interface LinePlotProps { + data: number[]; +} + +export default function LinePlot({ data = [] }: LinePlotProps) { + const width = 640; + const height = 400; + const marginTop = 20; + const marginRight = 20; + const marginBottom = 20; + const marginLeft = 20; + const x = d3.scaleLinear([0, data.length - 1], [marginLeft, width - marginRight]); + const y = d3.scaleLinear(d3.extent(data), [height - marginBottom, marginTop]); + const line = d3.line((d, i) => x(i), y); + return ( + + + + {data.map((d, i) => ( + + ))} + + + ); +} diff --git a/client/package.json b/client/package.json index ec2c00c..cb388ec 100644 --- a/client/package.json +++ b/client/package.json @@ -26,6 +26,8 @@ "class-variance-authority": "^0.7.0", "clsx": "^2.1.0", "cmdk": "^0.2.1", + "d3": "^7.9.0", + "lightweight-charts": "^4.1.3", "lucide-react": "^0.350.0", "next": "14.1.1", "next-themes": "^0.3.0", @@ -38,6 +40,7 @@ "zod": "^3.22.4" }, "devDependencies": { + "@types/d3": "^7.4.3", "@types/node": "^20", "@types/react": "^18", "@types/react-dom": "^18", diff --git a/client/pnpm-lock.yaml b/client/pnpm-lock.yaml index 5f77499..7692e36 100644 --- a/client/pnpm-lock.yaml +++ b/client/pnpm-lock.yaml @@ -56,6 +56,12 @@ dependencies: cmdk: specifier: ^0.2.1 version: 0.2.1(@types/react@18.2.61)(react-dom@18.2.0)(react@18.2.0) + d3: + specifier: ^7.9.0 + version: 7.9.0 + lightweight-charts: + specifier: ^4.1.3 + version: 4.1.3 lucide-react: specifier: ^0.350.0 version: 0.350.0(react@18.2.0) @@ -88,6 +94,9 @@ dependencies: version: 3.22.4 devDependencies: + '@types/d3': + specifier: ^7.4.3 + version: 7.4.3 '@types/node': specifier: ^20 version: 20.11.24 @@ -1390,6 +1399,189 @@ packages: tslib: 2.6.2 dev: false + /@types/d3-array@3.2.1: + resolution: {integrity: 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a/server/app/models/tick.py b/server/app/models/tick.py index 07dde6d..385a729 100644 --- a/server/app/models/tick.py +++ b/server/app/models/tick.py @@ -35,6 +35,7 @@ class KiteTick(BaseModel): volume_traded: int total_buy_quantity: int total_sell_quantity: int + ohlc: KiteTickOhlc change: float last_trade_time: datetime oi: int @@ -60,7 +61,16 @@ class Tick(BaseModel): class TickManager: @staticmethod def list_ticks(tradingsymbol: str, from_date: datetime = None, to_date: datetime = None): - ticks = db.ticks.find({"metadata.tradingsymbol": tradingsymbol}).limit(100) + ticks = ( + db.ticks.find( + { + "received_at": {"$gte": datetime(2021, 1, 1)}, + "metadata.tradingsymbol": tradingsymbol, + } + ) + .sort("received_at", 1) + .limit(5000) + ) ticks = TypeAdapter(List[Tick]).validate_python(ticks) return ticks